Journal of Time Series Analysis

Table of Contents

Volume 9 Issue 4 (July 1988)

319-417

Original Article

ON THE EXISTENCE OF THE STATIONARY AND ERGODIC NEAR( p ) MODEL

  • Author: Kung‐sik Chan
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00473.x (p 319-328)

MODELS THAT GENERATE TRENDS

  • Author: C. W. J. Granger
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00474.x (p 329-343)

SOME PROPERTIES OF CONDITIONAL QUASI‐LIKELIHOOD FUNCTIONS FOR TIME SERIES MODEL FITTING

  • Author: Mituaki Huzii
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00475.x (p 345-353)

ON THE LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS

  • Author: Greta M. Ljung
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00476.x (p 355-359)

PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS

  • Author: V. A. Samaranayake, David P. Hasza
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00477.x (p 361-383)

YULE‐WALKER TYPE DIFFERENCE EQUATIONS FOR HIGHER‐ORDER MOMENTS AND CUMULANTS FOR BILINEAR TIME SERIES MODELS

  • Author: S. A. O. Sesay, T. Subba Rao
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00478.x (p 385-401)

A NOTE ON THE GENERATION OF INDEPENDENT REALIZATIONS OF A VECTOR AUTOREGRESSIVE MOVING‐AVERAGE PROCESS

  • Author: B. L. Shea
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00479.x (p 403-410)

A LIMITING PROPERTY OF SAMPLE AUTOCOVARIANCES OF PERIODICALLY CORRELATED PROCESSES WITH APPLICATION TO PERIOD DETERMINATION

  • Author: C. J. Tian
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00480.x (p 411-417)

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