Journal of Time Series Analysis

Table of Contents

Volume 12 Issue 3 (May 1991)

179-272

Original Article

ESTIMATION OF THE PARAMETERS OF AN EAR( p ) PROCESS

  • Author: L. Billard, Fouad Y. Mohamed
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00076.x (p 179-192)

ON THE ASYMPTOTIC DISTRIBUTION OF THE GENERALIZED PARTIAL AUTOCORRELATION FUNCTION IN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES

  • Author: Byoung Seon Choi
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00077.x (p 193-205)

NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES

  • Author: C. W. J. Granger, Jeff Hallman
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00078.x (p 207-224)

PROFILE SUMMARIES FOR ARIMA TIME SERIES MODEL PARAMETERS

  • Author: Raymond L. H. Lam, Donald G. Watts
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00079.x (p 225-235)

OPTIMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN FIRST‐ORDER AUTOREGRESSIVE PROCESSES

  • Author: Piotr W. Mikulski, Michael J. Monsour
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00080.x (p 237-253)

FORECASTING GLOBAL ICE VOLUME

  • Author: H. Joseph Newton, Gerald R. North, Thomas J. Crowley
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00081.x (p 255-265)

A RELATION FOR ‘LINEARITY’ OF THE BISPECTRUM

  • Author: Fuminori Sakaguchi
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00082.x (p 267-272)

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