Journal of Time Series Analysis

Table of Contents

Volume 13 Issue 3 (May 1992)

189-282

Original Article

DATA‐DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS

  • Author: P. Burman, D. Nolan
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00102.x (p 189-207)

KERNEL REGRESSION SMOOTHING OF TIME SERIES

  • Author: Wolfgang Härdle, Philippe Vieu
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00103.x (p 209-232)

A NEW DIAGNOSTIC TEST OF MODEL INADEQUACY WHICH USES THE MARTINGALE DIFFERENCE CRITERION

  • Author: Melvin J. Hinich, Douglas M. Patterson
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00104.x (p 233-252)

REVERSED RESIDUALS IN AUTOREGRESSIVE TIME SERIES ANALYSIS

  • Author: A. J. Lawrance, P. A. W. Lewis
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00105.x (p 253-266)

‘PURIFYING’ NOISY SIGNALS

  • Author: A. Rabinovitch, R. Thieberger
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00106.x (p 267-280)

Correction

CORRECTION

  • Author:
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00107.x (p 281-282)

Related Topics

Related Publications

Related Content

Site Footer

Address:

This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on StatisticsViews.com are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and StatisticsViews.com express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.