Journal of Time Series Analysis

Table of Contents

Volume 9 Issue 1 (January 1988)

1-108

Original Article

ON THE ESTIMATION OF THE INVERSE CORRELATION FUNCTION

  • Author: Francesco Battaglia
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00448.x (p 1-10)

ON THE THIRD‐ORDER MOMENT STRUCTURE AND BISPECTRAL ANALYSIS OF SOME BILINEAR TIME SERIES

  • Author: M. M. Gabr
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00449.x (p 11-20)

TIME DELAY ESTIMATION

  • Author: E. J. Hannan, P. J. Thomson
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00450.x (p 21-33)

ESTIMATION IN LONG‐MEMORY TIME SERIES MODEL

  • Author: R. L. Kashyap, Kie‐Bum Eom
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00451.x (p 35-41)

PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS‐SPECIFIED MODELS

  • Author: Richard A. Lewis, Gregory C. Reinsel
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00452.x (p 43-57)

STRUCTURAL, DYNAMIC MODELLING IN UNOBSERVABLE SPACES OF COVARIANCE‐STATIONARY STOCHASTIC PROCESSES

  • Author: Pieter W. Otter
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00453.x (p 59-72)

ASYMPTOTIC MEAN SQUARE PREDICTION ERROR FOR A MULTIVARIATE AUTOREGRESSIVE MODEL WITH RANDOM COEFFICIENTS

  • Author: D. Ray
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00454.x (p 73-80)

AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL

  • Author: Thomas S. Shively
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00455.x (p 81-88)

MARGINALS OF MULTIVARIATE FIRST‐ORDER AUTOREGRESSIVE TIME SERIES MODELS

  • Author: Antonie Stam, Steven C. Hillmer
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00456.x (p 89-97)

ESTIMATION FOR NON‐LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS

  • Author: A. Thavaneswaran, B. Abraham
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00457.x (p 99-108)

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