Journal of Time Series Analysis

Table of Contents

Volume 13 Issue 1 (January 1992)

1-94

Original Article

RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS

  • Author: Hector Allende, Siegfried Heiler
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00091.x (p 1-18)

NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE

  • Author: Ngai Hang Chan, Lanh Tat Tran
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00092.x (p 19-28)

JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS

  • Author: Alastair Hall
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00093.x (p 29-45)

ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM

  • Author: F. Javier Hidalgo
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00094.x (p 47-78)

THRESHOLD TIME SERIES MODELS AS MULTIMODAL DISTRIBUTION JUMP PROCESSES

  • Author: Vance L. Martin
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00095.x (p 79-94)

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