Journal of Time Series Analysis

Table of Contents

Volume 13 Issue 2 (March 1992)

95-188

Original Article

ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES

  • Author: Peter J. Brockwell, Jian Liu, Richard L. Tweedie
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00096.x (p 95-107)

TESTS FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS

  • Author: Roselyne Joyeux
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00097.x (p 109-118)

ON THE STABILITY OF A THRESHOLD AR(1) WITHOUT INTERCEPTS

  • Author: K. S. Lim
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00098.x (p 119-132)

MAXIMUM LIKELIHOOD ESTIMATORS IN THE MULTIVARIATE AUTOREGRESSIVE MOVING‐AVERAGE MODEL FROM A GENERALIZED LEAST SQUARES VIEWPOINT

  • Author: Gregory C. Reinsel, Sabyasachi Basu, Sook Fwe Yap
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00099.x (p 133-145)

APPROXIMATE DISTRIBUTION OF PARAMETER ESTIMATORS FOR FIRST‐ORDER AUTOREGRESSIVE MODELS

  • Author: Dinh Pham Tuan
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00100.x (p 147-170)

ALGORITHMS FOR ESTIMATION OF POSSIBLY NONSTATIONARY VECTOR TIME SERIES

  • Author: Guofu Zhou
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00101.x (p 171-188)

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