Journal of Time Series Analysis

Table of Contents

Volume 11 Issue 3 (May 1990)

181-274

Original Article

A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS

  • Author: Craig F. Ansley, Robert Kohn
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00050.x (p 181-183)

GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION

  • Author: K. C. Chanda, F. H. Ruymgaart
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00051.x (p 185-199)

THE ZERO‐CROSSING RATE OF AUTOREGRESSIVE PROCESSES AND ITS LINK TO UNIT ROOTS

  • Author: Shuyuan He, Benjamin Kedem
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00052.x (p 201-213)

ESTIMATION FOR THE FIRST‐ORDER DIAGONAL BILINEAR TIME SERIES MODEL

  • Author: Won Kyung Kim, L. Billard, I. V. Basawa
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00053.x (p 215-229)

FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE‐MOVING AVERAGE MODELS

  • Author: André Klein, Guy Mélard
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00054.x (p 231-237)

PARAMETER IDENTIFICATION IN ARMA PROCESSES IN THE PRESENCE OF REGULAR BUT INCOMPLETE SAMPLING

  • Author: Theo Nijman, Franz Palm
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00055.x (p 239-248)

BIASES OF ESTIMATORS IN MULTIVARIATE NON‐GAUSSIAN AUTOREGRESSIONS

  • Author: Alun Lloyd Pope
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00056.x (p 249-258)

DIFFERENTIAL GEOMETRY OF ARMA MODELS

  • Author: Nalini Ravishanker, Edward L. Melnick, Chih‐Ling Tsai
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00057.x (p 259-274)

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