Journal of Time Series Analysis

Table of Contents

Volume 11 Issue 2 (March 1990)

89-179

Original Article

ESTIMATION AND TESTING OF A MULTIVARIATE EXPONENTIAL SMOOTHING MODEL

  • Author: F. Javier Fernández
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00044.x (p 89-105)

SELECTING ORDER FOR GENERAL AUTOREGRESSIVE MODELS BY MINIMUM DESCRIPTION LENGTH

  • Author: Dawei Huang
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00045.x (p 107-119)

CROSS‐VALIDATORY CHOICE OF A SPECTRUM ESTIMATE AND ITS CONNECTIONS WITH AIC

  • Author: Clifford M. Hurvich, Kaizô I. Beltrato
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00046.x (p 121-137)

A GENERALIZED LEAST‐SQUARES APPROACH FOR ESTIMATION OF AUTOREGRESSIVE MOVING‐AVERAGE MODELS

  • Author: Sergio Koreisha, Tarmo Pukkila
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00047.x (p 139-151)

A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS

  • Author: Domenico Piccolo
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00048.x (p 153-164)

ESTIMATION OF AUTOREGRESSIVE MOVING‐AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES

  • Author: B. M. Pötscher
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1990.tb00049.x (p 165-179)

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