Journal of Time Series Analysis

Table of Contents

Volume 12 Issue 1 (January 1991)

1-93

Original Article

A STATE SPACE TIME SERIES MODELLING METHOD WITHOUT INDIVIDUAL DETRENDING

  • Author: Masanao Aoki
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00065.x (p 1-26)

PARAMETER ESTIMATION IN EXPONENTIAL MODELS

  • Author: Qiansheng Cheng
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00066.x (p 27-40)

THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS

  • Author: James Davidson
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00067.x (p 41-62)

CONSISTENT ESTIMATION OF THE FOURTH‐ORDER CUMULANT SPECTRAL DENSITY

  • Author: Peter T. Kim
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00068.x (p 63-71)

ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS

  • Author: Hideaki Sakai
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00069.x (p 73-82)

HIGHER‐ORDER ASYMPTOTIC PROPERTIES OF A WEIGHTED ESTIMATOR FOR GAUSSIAN ARMA PROCESSES

  • Author: Myint Swe, Masanobu Taniguchi
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1991.tb00070.x (p 83-93)

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