Journal of Time Series Analysis

Table of Contents

Volume 11 Issue 4 (July 1990)

275-375

Original Article

FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS

  • Author: Craig F. Ansley, Robert Kohn
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00058.x (p 275-293)

LEVINSON‐TYPE RECURSIVE ALGORITHMS FOR LEAST‐SQUARES AUTOREGRESSION

  • Author: Dawei Huang
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00059.x (p 295-315)

OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS

  • Author: Johannes Ledolter
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00060.x (p 317-324)

SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA

  • Author: M. S. Mackisack, D. S. Poskitt
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00061.x (p 325-337)

ON THE PROBABILITY OF ESTIMATING A DETERMINISTIC COMPONENT IN THE LOCAL LEVEL MODEL

  • Author: N. G. Shephard, A. C. Harvey
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00062.x (p 339-347)

ORDERS AND INITIAL VALUES OF NON‐STATIONARY MULTIVARIATE ARMA MODELS

  • Author: A. L. Swift
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00063.x (p 349-359)

STATIONARY PROCESSES WITH A FINITE NUMBER OF NON‐ZERO CANONICAL CORRELATIONS BETWEEN FUTURE AND PAST

  • Author: K. L. Vaninskii, A. M. Yaglom
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00064.x (p 361-375)

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