Journal of Time Series Analysis

Table of Contents

Volume 10 Issue 4 (July 1989)

301-386

Original Article

THE PREDICTIVE PERFORMANCE OF THREE AUTOREGRESSIVE MOVING‐AVERAGE MODELS:A MONTE CARLO INVESTIGATION

  • Author: John T. Batts, Robert F. McNown
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1989.tb00030.x (p 301-314)

ON EMBEDDING A DISCRETE‐PARAMETER ARMA MODEL IN A CONTINUOUS‐PARAMETER ARMA MODEL

  • Author: S. W. He, J. G. Wang
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1989.tb00031.x (p 315-323)

FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS

  • Author: Sergio Koreisha, Tarmo Pukkila
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1989.tb00032.x (p 325-339)

ON THE EXISTENCE OF A GENERAL MULTIPLE BILINEAR TIME SERIES

  • Author: Jian Liu
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1989.tb00033.x (p 341-355)

IDENTIFYING MULTIVARIATE TIME SERIES MODELS

  • Author: Ruey S. Tsay
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1989.tb00034.x (p 357-372)

A SIMULATION METHOD FOR NON‐NORMAL RANDOM PROCESSES

  • Author: Gu Xinjian, Huang Yiyun
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1989.tb00035.x (p 373-374)

A CENTRAL LIMIT THEOREM OF FOURIER TRANSFORMS OF STRONGLY DEPENDENT STATIONARY PROCESSES

  • Author: Yoshihiro Yajima
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1989.tb00036.x (p 375-383)

BOOK REVIEW

Non‐Linear and Non‐Stationary Time Series Analysis

  • Author: G. Tunnicliffe‐Wilson
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1989.tb00037.x (p 385-386)

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