Journal of Time Series Analysis

Table of Contents

Volume 7 Issue 1 (January 1986)

1-78

Original Article

A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS

  • Author: Jiři Anděl, Tomáŝ Bartoň
  • Pub Online: May 02, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00481.x (p 1-5)

TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES

  • Author: D. S. Coates, P. J. Diggle
  • Pub Online: May 02, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00482.x (p 7-20)

THE SUM OF FINITE MOVING AVERAGE PROCESSES

  • Author: John Darroch, Miloslav Jiřina, John McDonald
  • Pub Online: May 02, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00483.x (p 21-25)

REGRESSION, AUTOREGRESSION MODELS

  • Author: E. J. Hannan, L. Kavalieris
  • Pub Online: May 02, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00484.x (p 27-49)

SOME DOUBLY STOCHASTIC TIME SERIES MODELS

  • Author: Dag Tjøstheim
  • Pub Online: May 02, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00485.x (p 51-72)

A FREQUENCY DOMAIN APPROACH TO LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING AVERAGE MODELS

  • Author: Pham Dinh Tuan
  • Pub Online: May 02, 2008
  • DOI: 10.1111/j.1467-9892.1986.tb00486.x (p 73-78)

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