Journal of Time Series Analysis

Table of Contents

Volume 9 Issue 2 (March 1988)

109-200

Original Article

A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS

  • Author: Bovas Abraham, Nihal Yatawara
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00458.x (p 109-119)

ON THE CORRELATION STRUCTURE FOR THE GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTIC PROCESS

  • Author: Tim Bollerslev
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00459.x (p 121-131)

ON A CLASS OF NONSTATIONARY PROCESSES

  • Author: H. L. Gray, Nien Fan Zhang
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00460.x (p 133-154)

ARMA MODELLING WITH NON‐GAUSSIAN INNOVATIONS

  • Author: W. K. Li, A. I. McLeod
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00461.x (p 155-168)

TESTING SEPARATE TIME SERIES MODELS

  • Author: Michael McAleer, C. R. McKenzie, A. D. Hall
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00462.x (p 169-189)

ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG‐MEMORY NOISE

  • Author: Alexander Samarov, Murad S. Taqqu
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00463.x (p 191-200)

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