Journal of Time Series Analysis

Table of Contents

Volume 12 Issue 2 (March 1991)

95-177

Original Article

STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING‐AVERAGE MODEL

  • Author: William T. M. Dunsmuir, Nancy M. Spencer
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00071.x (p 95-104)

ITERATIVE AND RECURSIVE ESTIMATION OF TRANSFER FUNCTIONS

  • Author: Carlo Grillenzoni
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00072.x (p 105-127)

THE INTEGER‐VALUED AUTOREGRESSIVE (INAR( p )) MODEL

  • Author: Du Jin‐Guan, Li Yuan
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00073.x (p 129-142)

STABLE ALGORITHMS FOR THE STATE SPACE MODEL

  • Author: Piet De Jong
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00074.x (p 143-157)

DIFFERENCE EQUATIONS FOR HIGHER‐ORDER MOMENTS AND CUMULANTS FOR THE BILINEAR TIME SERIES MODEL BL( p , 0, p , 1)

  • Author: S. A. O. Sesay, T. Subba Rao
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00075.x (p 159-177)

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