Journal of Time Series Analysis

Table of Contents

Volume 8 Issue 1 (January 1987)

1-123

Original Article

DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE

  • Author: Juha Ahtola, George C. Tiao
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00416.x (p 1-14)

A NOTE ON ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH ROOTS ON THE UNIT CIRCLE

  • Author: Juha Ahtola, George C. Tiao
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00417.x (p 15-19)

DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE

  • Author: Kaizô I. BeltraTo, Peter Bloomfield
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00418.x (p 21-38)

DETECTION OF PERIODICITIES BY HIGHER‐ORDER CROSSINGS

  • Author: Benjamin Kedem
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00419.x (p 39-50)

RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS

  • Author: Keith Knight
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00420.x (p 51-60)

EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS

  • Author: Pham Dinh Tuan
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00421.x (p 61-78)

THE ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS FOR A MULTIPLE AUTOREGRESSIVE PROCESS WITH ONE UNIT ROOT

  • Author: V. A. Samaranayake, David P. Hasza
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00422.x (p 79-93)

ESTIMATION OF MULTIVARIATE TIME SERIES

  • Author: B. L. Shea
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00423.x (p 95-109)

THIRD ORDER ASYMPTOTIC PROPERTIES OF BLUE AND LSE FOR A REGRESSION MODEL WITH ARMA RESIDUAL

  • Author: Masanobu Taniguchi
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00424.x (p 111-114)

TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES

  • Author: Kenneth F. Wallis
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1987.tb00425.x (p 115-123)

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