Journal of Time Series Analysis

Table of Contents

Volume 8 Issue 4 (July 1987)

373-487

Original Article

ON LINEAR PROCESSES WITH GIVEN MOMENTS

  • Author: Jiří Anděl
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00001.x (p 373-378)

AN AUTOMATIC NON‐PARAMETRIC SPECTRUM ESTIMATOR

  • Author: M. A. Cameron
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00002.x (p 379-387)

DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS

  • Author: Dominique. Guegan
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00003.x (p 389-408)

LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE

  • Author: Marc. Hallin, Jean‐François Ingenbleek, Madan L. Puri
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00004.x (p 409-424)

SLOWLY CHANGING PROCESSES AND HARMONIZABILITY

  • Author: Roselyne. Joyeux
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00005.x (p 425-431)

EXPERIENCES WITH THE BRILLINGER SPECTRAL ESTIMATOR APPLIED TO SIMULATED IRREGULARLY OBSERVED PROCESSES

  • Author: Mike I. Moore, Andy W. Visser, Tim G. L. Shirtcliffe
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00006.x (p 433-442)

EXACT LEAST SQUARES MULTI‐STEP PREDICTION FROM NONLINEAR AUTOREGRESSIVE MODELS

  • Author: John. Pemberton
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00007.x (p 443-448)

WALSH‐FOURIER ANALYSIS OF DISCRETE‐VALUED TIME SERIES

  • Author: David S. Stoffer
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00008.x (p 449-467)

ASYMPTOTIC SIMULTANEOUS CONFIDENCE BANDS FOR AUTOREGRESSIVE SPECTRAL DENSITY

  • Author: Ladislav. Tomášek
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00009.x (p 469-477)

A NOTE ON NON‐STATIONARITY AND CANONICAL ANALYSIS OF MULTIPLE TIME SERIES MODELS

  • Author: Raja P. Velu, Dean W. Wichern, Gregory C. Reinsel
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00010.x (p 479-487)

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