Journal of Time Series Analysis

Table of Contents

Volume 7 Issue 3 (May 1986)

i-i, 157-233

Announcement

ANNOUNCEMENT

  • Author:
  • Pub Online: May 14, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00498.x (p i-i)

Original Article

ON THE ERGODICITY OF BILINEAR TIME SERIES MODELS

  • Author: S. I. Akamanam, M. Bhaskara Rao, K. Subramanyam
  • Pub Online: May 14, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00499.x (p 157-163)

A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS

  • Author: Richard A. Ashley, Douglas M. Patterson, Melvin J. Hinich
  • Pub Online: May 14, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00500.x (p 165-178)

ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS

  • Author: K. S. Chan, H. Tong
  • Pub Online: May 14, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00501.x (p 179-190)

SOME THEORY ON M ‐SMOOTHING OF TIME SERIES

  • Author: Wolfgang Härdle, Pham‐Dinh Tuan
  • Pub Online: May 14, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00502.x (p 191-204)

COMPARISON OF SOME NON‐LINEAR AUTOREGRESSIVE PROCESSES

  • Author: Göran Högnäs
  • Pub Online: May 14, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00503.x (p 205-211)

STATE TRANSITION SPECIFICATION IN STATE‐SPACE MODELS

  • Author: Piet Jong
  • Pub Online: May 14, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00504.x (p 213-216)

SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS

  • Author: D. S. Poskitt, A. R. Tremayne
  • Pub Online: May 14, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00505.x (p 217-233)

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