Journal of Time Series Analysis

Table of Contents

Volume 10 Issue 2 (March 1989)

95-202

Original Article

FORECASTING EXPONENTIAL AUTOREGRESSIVE MODELS OF ORDER 1

  • Author: M. S. Al‐Qassam, J. A. Lane
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1989.tb00018.x (p 95-113)

SPECTRAL ESTIMATION AND DECONVOLUTION FOR A LINEAR TIME SERIES MODEL

  • Author: Yudianto Pawitan, R. H. Shumway
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1989.tb00019.x (p 115-129)

REFERENCE ANALYSIS OF THE DYNAMIC LINEAR MODEL

  • Author: Andy Pole, Mike West
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1989.tb00020.x (p 131-147)

ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES

  • Author: Mohsen Pourahmadi
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1989.tb00021.x (p 149-169)

A COMPOSITE LINEAR MODEL GENERATING A STATIONARY STOCHASTIC PROCESS WITH GIVEN THIRD‐ORDER AUTOCORRELATION FUNCTION

  • Author: Fuminori Sakaguchi, Hideaki Sakai
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1989.tb00022.x (p 171-181)

THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES

  • Author: T. Subba Rao, M. M. Gabr
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1989.tb00023.x (p 183-202)

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