Journal of Time Series Analysis

Table of Contents

Volume 8 Issue 2 (March 1987)

125-247

Original Article

A METHOD FOR GENERATING INDEPENDENT REALIZATIONS OF A MULTIVARIATE NORMAL STATIONARY AND INVERTIBLE ARMA(p, q) PROCESS

  • Author: Piero Barone
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00426.x (p 125-130)

IMPROVING THE COMPUTATIONAL EFFICIENCY OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES: A COMMENT

  • Author: Corrado Corradi, Claudia Scarani
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00427.x (p 131-133)

MAXIMUM LIKELIHOOD ESTIMATION OF AUTOCOVARIANCE MATRICES FROM REPLICATED SHORT TIME SERIES

  • Author: Serge Degerine
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00428.x (p 135-146)

REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES

  • Author: Ludwig Fahrmeir, Heinz Kaufmann
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00429.x (p 147-160)

A COMPARATIVE STUDY OF VARIOUS UNIVARIATE TIME SERIES MODELS FOR CANADIAN LYNX DATA

  • Author: K. S. Lim
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00430.x (p 161-176)

A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL

  • Author: Agustin Maravall, David A. Pierce
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00431.x (p 177-193)

SUR UN MODÉLE AUTORÉGRESSIF NON LINÉAIRE, ERGODICITÉ ET ERGODICITÉ GÉOMÉTRIQUE

  • Author: Abdelkader Mokkadem
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00432.x (p 195-204)

SOME ASYMPTOTIC PROPERTIES OF THE SAMPLE COVARIANCES OF GAUSSIAN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES

  • Author: Boaz Porat
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00433.x (p 205-220)

MULTIPLE BILINEAR TIME SERIES MODELS

  • Author: Boonchai K. Stensholt, Dag Tjøstheim
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00434.x (p 221-233)

NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS

  • Author: S. Yakowitz
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00435.x (p 235-247)

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