Journal of Time Series Analysis

Table of Contents

Volume 7 Issue 4 (July 1986)

235-310

Original Article

WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?*

  • Author: T. W. Anderson, Akimichi Takemura
  • Pub Online: May 02, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00492.x (p 235-254)

A PROCEDURE FOR OBTAINING M‐ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS

  • Author: Don Coursey, Hans Nyquist
  • Pub Online: May 02, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00493.x (p 255-267)

ON THE CONSISTENCY OF LEAST SQUARES ESTIMATORS FOR A THRESHOLD AR(1) MODEL

  • Author: Joseph D. Petruccelli
  • Pub Online: May 02, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00494.x (p 269-278)

TEMPORAL AGGREGATION IN THE ARIMA PROCESS

  • Author: Daniel O. Stram, William W. S. Wei
  • Pub Online: May 02, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00495.x (p 279-292)

A METHODOLOGICAL NOTE ON THE DISAGGREGATION OF TIME SERIES TOTALS

  • Author: Daniel O. Stram, William W. S. Wei
  • Pub Online: May 02, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00496.x (p 293-302)

ON THE STABILITY OF A HETEROSCEDASTIC PROCESS

  • Author: Andrew A. Weis
  • Pub Online: May 02, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00497.x (p 303-310)

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