Journal of Time Series Analysis

Table of Contents

Volume 13 Issue 4 (July 1992)

283-375

Original Article

NON‐NEGATIVE AUTOREGRESSIVE MODELS

  • Author: An Hong‐zhi
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00108.x (p 283-295)

BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS

  • Author: Jens‐Peter Kreiss, Jürgen Franke
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00109.x (p 297-317)

SPECTRAL RADIUS, KRONECKER PRODUCTS AND STATIONARITY

  • Author: Jian Liu
  • Pub Online: Sep 11, 2009
  • DOI: 10.1111/j.1467-9892.1992.tb00110.x (p 319-325)

REPARAMETRIZATION ASPECTS OF NUMERICAL BAYESIAN METHODOLOGY FOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS

  • Author: J. M. Marriott, A. F. M. Smith
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00111.x (p 327-343)

COMPUTATION OF CANONICAL CORRELATION BETWEEN PAST AND FUTURE OF A TIME SERIES

  • Author: Mohsen Pourahmadi, A. G. Miamee
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00112.x (p 345-351)

VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING

  • Author: Gregory C. Reinsel, Sung K. Ahn
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00113.x (p 353-375)

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