Journal of Time Series Analysis

Table of Contents

Volume 9 Issue 3 (May 1988)

201-317

Original Article

EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION

  • Author: A. C. Harvey, P. M. Robinson
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00464.x (p 201-214)

ON PREDICTION WITH FRACTIONALLY DIFFERENCED ARIMA MODELS

  • Author: M. S. Peiris, B. J. C. Perera
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00465.x (p 215-220)

DISCRIMINATING BETWEEN TWO SPECTRAL DENSITIES IN CASE OF REPLICATED OBSERVATIONS

  • Author: B. M. Pötscher, E. Reschenhofer
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00466.x (p 221-224)

STATIONARITY OF THE SOLUTION OF X t = A t X t‐1t AND ANALYSIS OF NON‐GAUSSIAN DEPENDENT RANDOM VARIABLES

  • Author: MOHSEN POURAHMADI
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00467.x (p 225-239)

A NOTE ON AIC ORDER DETERMINATION FOR MULTIVARIATE AUTOREGRESSIONS

  • Author: B. G. Quinn
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00468.x (p 241-245)

NON‐LINEAR TIME SERIES ANALYSIS OF BLOWFLY POPULATION

  • Author: Ruey S. Tsay
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00469.x (p 247-263)

ESTIMATION OF AUTOREGRESSIVE PARAMETERS AND ORDER SELECTION FOR ARMA MODELS

  • Author: Pham Dinh Tuan
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00470.x (p 265-279)

SUBORDINATION OF STATIONARY PROCESSES

  • Author: E. Willekens, J. L. Teugels
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00471.x (p 281-299)

AN ALTERNATIVE CONSISTENT PROCEDURE FOR DETECTING HIDDEN FREQUENCIES

  • Author: Chen Zhao‐Guo
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1988.tb00472.x (p 301-317)

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