Journal of Time Series Analysis

Table of Contents

Volume 12 Issue 4 (July 1991)

273-373

Original Article

AN EXPLICIT NEARLY UNBIASED ESTIMATE OF THE AR(1) PARAMETER FOR REPEATED MEASUREMENTS

  • Author: A. Azzalini, A. C. Frigo
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00083.x (p 273-281)

INITIALIZING THE KALMAN FILTER FOR NONSTATIONARY TIME SERIES MODELS

  • Author: William Bell, Steven Hillmer
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00084.x (p 283-300)

STATIONARITY AND CENTRAL LIMIT THEOREM ASSOCIATED WITH BILINEAR TIME SERIES MODELS

  • Author: Kamal C. Chanda
  • Pub Online: Sep 11, 2009
  • DOI: 10.1111/j.1467-9892.1991.tb00085.x (p 301-313)

A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES

  • Author: Shean‐Tsong Chiu
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00086.x (p 315-327)

LONG‐RANGE DEPENDENCE, NON‐LINEARITY AND TIME IRREVERSIBILITY

  • Author: D. R. Cox
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00087.x (p 329-335)

GRAPHICAL METHODS FOR DETERMINING THE PRESENCE OF PERIODIC CORRELATION

  • Author: Harry L. Hurd, Neil L. Gerr
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00088.x (p 337-350)

CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS

  • Author: Guy Melard, Marianne Paesmans, Roch Roy
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00089.x (p 351-361)

A METHODOLOGY FOR SELECTING SUBSET AUTOREGRESSIVE TIME SERIES MODELS

  • Author: Gwo‐Hsing Yu, Yow‐Chang Lin
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00090.x (p 363-373)

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