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May 1999, Volume 20, Issue 3
- 289-308 A Stochastic Approximation Algorithm for the Adaptive Control of Time Series Following Generalized Linear Models
by Konstantinos Fokianos & Benjamin Kedem - 309-330 Diagnostics for Time Series Analysis
by Richard Gerlach & Chris Carter & Robert Kohn - 331-341 Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series
by Clifford M. Hurvich & Rohit S. Deo - 343-359 Valid Edgeworth Expansions of Some Estimators and Bootstrap Confidence Intervals in First‐order Autoregression
by Yoshihide Kakizawa
March 1999, Volume 20, Issue 2
- 129-137 On the Definitions of (Co‐)integration
by Karim M. Abadir & A. M. Robert Taylor - 139-143 A Note on Modelling Seasonal Processes in Continuous Time
by Marcus J. Chambers - 145-153 A Linear Discriminant for Gaussian Time Series
by G. R. Dargahi‐Noubary - 155-171 Aggregation and Disaggregation of Structural Time Series Models
by Luiz K. Hotta & Klaus L. Vasconcellos - 173-192 Asymptotics of Quantiles and Rank Scores in Nonlinear Time Series
by Kanchan Mukherjee - 193-222 The Local Bootstrap for Periodogram Statistics
by Efstathios Paparoditis & Dimitris N. Politis - 223-235 The Influence of Numerical and Observational Errors on the Likelihood of an ARMA Series
by S. Rao Jammalamadaka & Chengou Wu & Weiqung Wang - 237-252 Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers
by Timothy J. Vogelsang
January 1999, Volume 20, Issue 1
- 1-21 Exact Geometry of Autoregressive Models
by Kees Jan van Garderen - 23-30 Properties of the Autocorrelation Function of Squared Observations for Second‐order Garch Processes Under Two Sets of Parameter Constraints
by Changli He & Timo Terasvirta - 31-50 An Estimating Method for Parametric Spectral Densities of Gaussian Time Series
by Fumiyasu Komaki - 51-61 On the Size Properties of Phillips–Perron Tests
by Stephen Leybourne & Paul Newbold - 63-85 Analytic Convergence Rates and Parameterization Issues for the Gibbs Sampler Applied to State Space Models
by Michael K. Pitt & Neil Shephard - 87-127 Gaussian Semiparametric Estimation of Non‐stationary Time Series
by Carlos Velasco
November 1998, Volume 19, Issue 6
- 629-655 On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series
by Rainer Dahlhaus & Liudas Giraitis - 657-679 A Space‐Time Bilinear Model and its Identification
by Yuqing Dai & L. Billard - 681-691 Some Inference Results for Causal Autoregressive Processes on a Plane
by Jiin‐Huarng Guo & L. Billard - 693-708 Change‐Point Estimation of Fractionally Integrated Processes
by Chung‐Ming Kuan & Chih‐Chiang Hsu - 709-722 Some Results on Specification Search and Pre‐testing in an ARMA(1,1) Process
by Thimothy Oke - 723-736 The Limiting Distribution of the Residual Processes in Nonstationary Autoregressive Processes
by Dong Wan Shin - 737-753 A New Test of Linearity of Time Series Based on the Bispectrum
by Gy. Terdik & J. Math
September 1998, Volume 19, Issue 5
- 505-529 Tests for Deterministic Versus Indeterministic Cycles
by Andrew Harvey & Mariane Streibel - 531-548 Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm
by Lutz Kilian - 549-574 Goodness‐of‐fit Test in Parametric Time Series Models
by Kathryn Prewitt - 575-589 An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors
by Anton Schick - 591-599 Unit Root Tests Based on Unconditional Maximum Likelihood Estimation for the Autoregressive Moving Average
by Dong Wan Shin & Wayne Fuller - 601-608 Testing for a Unit Root in Autoregressive Moving‐average Models with Missing Data
by Dong Wan Shin & Sahadeb Sarkar - 609-625 Seasonal Moving‐average Unit Root Tests in the Presence of a Linear Trend
by Wing‐kuen Tam & Gregory Reinsel
July 1998, Volume 19, Issue 4
- 379-397 Linear Trend with Fractionally Integrated Errors
by Rohit S. Deo & Clifford M. Hurvich - 399-424 Tests for Change in a Mean Function when the Data are Dependent
by Jaehee H. Kim & Jeffrey D. Hart - 425-438 Bartlett Corrections for Unit Root Test Statistics
by Rolf Larsson - 439-455 Existence and Stochastic Structure of a Non‐negative Integer‐valued Autoregressive Process
by Alain Latour - 457-471 An Improvement of Akaike's FPE Criterion to Reduce its Variability
by Xavier De Luna - 473-483 Hyperbolic Decay Time Series
by A. I. McLeod - 485-504 A k‐Factor GARMA Long‐memory Model
by Wayne A. Woodward & Q. C. Cheng & H. L. Gray
May 1998, Volume 19, Issue 3
- 253-266 Long‐range Dependence: Revisiting Aggregation with Wavelets
by Patrice Abry & Darryl Veitch & Patrick Flandrin - 267-283 Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework
by Anindya Banerjee & Juan Dolado & Ricardo Mestre - 285-290 A Difference Estimator for Testing Equality of Variances for Paired Time Series
by Bruce Cooil & Luke Froeb - 291-307 Consistent Estimation of Linear and Non‐linear Autoregressive Models with Markov Regime
by Vikram Krishnamurthy & Tobias Ryden - 309-323 Tests for Harmonic Components in the Spectra of Categorical Time Series
by Monnie McGee & Katherine Ensor - 325-347 Dickey–Fuller, Lagrange Multiplier and Combined Tests for a Unit Root in Autoregressive Time Series
by Kosuke Oya & Hiro Toda - 349-368 Testing for Unit Roots in Monthly Time Series
by A. M. Robert Taylor - 369-376 Testing for a Structural Break at Unknown Date with Long‐memory Disturbances
by Jonathan H. Wright - 377-378 Book Review
by Patric Laycock
March 1998, Volume 19, Issue 2
- 127-145 Semiparametric Modeling of Seasonal Time Series
by Prabir Burman & Robert Shumway - 147-164 Testing for Unit Roots and Non‐linear Transformations
by Philip Hans Franses & Michael McAleer - 165-185 Tests of Independence in Time Series
by R. J. Kulperger & R. A. Lockhart - 187-208 On Residual Variance Estimation in Autoregressive Models
by Raul P. Mentz & Pedro A. Morettin & Clélia Toloi - 209-219 A Proposal for Estimation of the Parameters of Multivariate Moving‐average Models
by Anna Clara Monti - 221-233 An Estimate of the Fractal Index Using Multiscale Aggregates
by John‐Michel Poggi & Marie‐Claude Viano - 235-249 Bayesian Inference for Time Series with Stable Innovations
by Zuqiang Qiou & Nalini Ravishanker - 251-252 Book Review
by Iswar Basawa
January 1998, Volume 19, Issue 1
- 1-18 On threshold moving‐average models
by Jan De Gooijer - 19-46 The mean squared error of Geweke and Porter‐Hudak's estimator of the memory parameter of a long‐memory time series
by Clifford M. Hurvich & Rohit Deo & Julia Brodsky - 47-67 Time‐correlation analysis of nonstationary time series
by Ta‐Hsin Li - 69-82 Tracking abrupt frequency changes
by Ta‐Hsin Li & Benjamin Kedem - 83-97 Unit roots and smooth transitions
by Stephen Leybourne & Paul Newbold & Dimitrios Vougas - 99-112 Bayesian analysis of autoregressive fractionally integrated moving‐average processes
by Jeffrey S. Pai & Nalini Ravishanker - 113-124 A note on the corrected Akaike information criterion for threshold autoregressive models
by C. S. Wong & W. K. Li - 125-126 Book Review
by K. F. Turkman
November 1997, Volume 18, Issue 6
- 535-552 On Bartlett’s Formula for Non‐linear Processes
by Alain Berlinet & Christian Francq - 553-578 On White Noises Driven by Hidden Markov Chains
by Christian Francq & Michel Roussignol - 579-592 Iterative Least Squares Estimation and Identification of the Transfer Function Model
by Daniel Muller & William W. S. Wei - 593-614 Bayesian Models for Non‐linear Autoregressions
by Peter Müller & Mike West & Steven MacEachern - 615-639 A Test of Linearity for Functional Autoregressive Models
by Jean‐Michel Poggi & Bruno Portier - 641-662 Consistency of Frequency Estimates Based on the Wavelet Transform
by Ritei Shibata & Mutsumi Takagiwa
September 1997, Volume 18, Issue 5
- 447-464 Diagnostic checking of nonlinear multivariate time series with multivariate arch errors
by Shiqing Ling & W. K. Li - 465-474 On the spectral density of a class of chaotic time series
by Artur Lopes & Selvia Lopes & Rafael R. Souza - 475-484 A study on misspecified nonstationary autoregressive time series with a unit root
by Dong Wan Shin & Yoon Dong Lee - 485-506 Comparative study of estimation methods for continuous time stochastic processes
by Isao Shoji & Tohru Ozaki - 507-527 Comparing the bias and misspecification in ARFIMA models
by Jeremy Smith & Nick Taylor & Sanjay Yadav
July 1997, Volume 18, Issue 4
- 321-339 Goodness‐of‐fit tests for autoregressive processes
by T. W. Anderson - 341-354 Spurious regressions between I(1) processes with long memory errors
by Nunzio Cappuccio & Diego Lubian - 355-374 The zero‐crossing rate of pth‐order autoregressive processes
by Ximing Cheng & Yougui Wu & Jinguan Du & Huowang Liu - 375-383 A note on L1 density estimation for linear processes
by Somnath Datta - 385-393 Asymptotic theory for certain regression models with long memory errors
by R. S. Deo - 395-413 A Parametric approach to testing the null of cointegration
by B. P. M. McCabe & S. J. Leybourne & Y. Shin - 415-427 On backward periodic autoregressive processes
by Hideaki Sakai & Shyuichi Ohno - 429-446 Multivariate modelling of the autoregressive random variance process
by Mike K. P. So & W. K. Li & K. Lam
May 1997, Volume 18, Issue 3
- 213-229 Robustness of the autoregressive spectral estimate for linear processes with infinite variance
by R. J. Bhansali - 231-251 Choice of thresholds for wavelet shrinkage estimate of the spectrum
by Hong‐Ye Gao - 253-277 One‐sided testing for conditional heteroskedasticity in time series models
by Yongmiao Hong - 279-304 Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator
by Vadim Teverovsky & Murad Taqqu - 305-319 Extremes of bilinear time series models
by K. F. Turkman & M. A. Amaral Turkman
March 1997, Volume 18, Issue 2
- 95-122 Non‐Parametric Estimation With Strongly Dependent Multivariate Time Series
by Javier Hidalgo - 123-135 Testing For Cyclical Non‐Stationarity In Autoregressive Processes
by Robert M. Kunst - 137-155 Consistency Of The Averaged Cross‐Periodogram In Long Memory Series
by Ignacio N. Lobato - 157-179 Estimation Of The Coefficients Of A Multivariate Linear Filter Using The Innovations Algorithm
by Heather Mitchell & Peter Brockwell - 181-194 Frequency Domain Tests Of Multivariate Gaussianity And Linearity
by Woon Wong - 195-212 Projection Modulus: A New Direction For Selecting Subset Autoregressive Models
by Xichuan Zhang & R. Deane Terrell
January 1997, Volume 18, Issue 1
- 1-9 An Optimality Criterion For Aggregating A Set Of Time Series In A Composite Index
by R. Baragona & F. Carlucci - 11-28 Robust Bayesian Estimation Of Autoregressive‐‐Moving‐Average Models
by Glen Barnett & Robert Kohn & Simon Sheather - 29-48 A General Test For Univariate Seasonality
by Rafael Flores & Alfonso Novales - 49-60 Rate Optimal Semiparametric Estimation Of The Memory Parameter Of The Gaussian Time Series With Long‐Range Dependence
by Liudas Giraitis & Peter M. Robinson & Alexander Samarov - 61-78 A CENTRAL LIMIT THEOREM FOR m(n) AUTOCOVARIANCES
by Daniel M. Keenan - 79-93 On Simulation Of A Gaussian Stationary Process
by T. C. Sun & Milton Chaika
November 1996, Volume 17, Issue 6
- 533-552 Adequacy Of Asymptotic Theory For Goodness‐Of‐Fit Criteria For Spectral Distributions
by T. W. Anderson & Linfeng You - 553-570 Bias And Covariance Of The Recursive Least Squares Estimator With Exponential Forgetting In Vector Autoregressions
by B. Lindoff & J. Holst - 571-599 Multivariate Local Polynomial Regression For Time Series:Uniform Strong Consistency And Rates
by Elias Masry - 601-633 Spectral Density Estimation Via Nonlinear Wavelet Methods For Stationary Non‐Gaussian Time Series
by Michael H. Neumann
September 1996, Volume 17, Issue 5
- 425-445 Random Sampling Estimation For Almost Periodically Correlated Processes
by D. Dehay & V. Monsan - 447-459 Spectral Maximum Likelihood Estimation Of A Signal‐To‐Noise Ratio Lying In The Vicinity Of Zero
by F. Javier Fernández‐Macho - 461-480 Testing Change‐Points In The Explosive Gaussian Autoregressive Processes
by M. Raimondo - 481-496 Testing The Order Of Differencing In Time Series Regression
by Pentti Saikkonen & Ritva Luukkonen - 497-510 An Outlier Test For Time Series Based On A Two‐Sided Predictor
by W. Schmid - 511-531 Optimal Prediction Of Catastrophes In Autoregressive Moving‐Average Processes
by A. Svensson & J. Holst & R. Lindquist & G. Lindgren
July 1996, Volume 17, Issue 4
- 323-331 Higher Order Moments Of Sample Autocovariances And Sample Autocorrelations From An Independent Time Series
by Oliver D. Anderson & Zhao‐Guo Chen - 333-349 Recursive Computation Of The Parameters Of Periodic Autoregressive Moving‐Average Processes
by Georgi N. Boshnakov - 351-365 On Low And High Frequency Estimation
by Dawei Huang - 367-377 Third‐Order Asymptotic Properties Of Estimators In Gaussian Arma Processes With Unknown Mean
by Yoshihide Kakizawa - 379-408 The Exact Error In Estimating The Spectral Density At The Origin
by Serena Ng & Pierre Perron - 409-424 Initialization Of The Kalman Filter With Partially Diffuse Initial Conditions
by Ralph D. Snyder & Grant R. Saligari
May 1996, Volume 17, Issue 3
- 221-245 Unit Roots In Periodic Autoregressions
by H. Peter Boswijk & Philip Hans Franses - 247-270 Locally Adaptive Lag‐Window Spectral Estimation
by Peter Bühlmann - 271-285 Testing Serial Independence Using The Sample Distribution Function
by Miguel A. Delgado - 287-307 Some Properties Of The Maximum Likelihood Estimator In The Simultaneous Switching Autoregressive Model
by Seisho Sato & Naoto Kunitomo - 309-321 Testing For A Unit Root In An Ar(1) Time Series Using Irregularly Observed Data
by Dong Wan Shin & Sahadeb Sarkar - 321-321 Estimation Of The Multi‐Variate Autoregressive Moving Average Having Parameter Restrictions And An Application To Rotational Sampling
by Dong Wan Shin & Sahadeb Sarkar
March 1996, Volume 17, Issue 2
- 111-140 A Generalized Fractionally Integrated Autoregressive Moving‐Average Process
by Ching‐Fan Chung - 141-150 On The Robustness To Small Trends Of Estimation Based On The Smoothed Periodogram
by C. C. Heyde & W. Dai - 151-169 Beveridge‐Nelson‐Type Trends For I(2) And Some Seasonal Models
by Paul Newbold & Dimttrios Vougas - 171-187 Spectral Analysis Of A Stationary Bivariate Point Process With Applications To Neurophysiological Problems
by A. G. Rigas - 189-202 On The Approximation Of Moments For Continuous Time Threshold Arma Processes
by O. Stramer - 203-220 A Bayesian Approach To Estimating And Forecasting Additive Nonparametric Autoregressive Models
by Chi‐ming Wong & Robert Kohn
January 1996, Volume 17, Issue 1
- 1-17 Asymptotic Inference For Non‐Invertible Moving‐Average Time Series
by Ngai Hang Chan & Ruey S. Tsay - 19-36 Simulation And Estimation Of Long Memory Continuous Time Models
by F. Comte - 37-47 RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES
by Jesus Gonzalo & Tae‐Hwy Lee - 49-63 Bandwidth Selection In Kernel Smoothing Of Time Series
by Tae Yoon Kim & Dennis D. Cox - 65-84 Model Selection And Order Determination For Time Series By Information Between The Past And The Future
by Lei Li & Zhongjie Xie - 85-103 Wavelets And Time‐Dependent Spectral Analysis
by M. B. Priestley - 105-109 Distribution Of Residual Autocorrelations In Nonstationary Autoregressive Processes
by Dong Wan Shin & Jong Hyup Lee
November 1995, Volume 16, Issue 6
- 531-538 Linear Interpolators And The Inverse Correlation Function Of Non‐Stationary Time Series
by Roberto Baragona & Francesco Battaglia - 539-549 Nonlinear Transformations Of Integrated Time Series:A Reconsideration
by Valentina Corradi - 551-554 The Recursive Property Of The Inverse Of The Covariance Matrix Of A Moving‐Average Process Of General Order
by John N. Haddad - 555-569 Residual Autocovariances And Unit Root Tests Based On Instrumental Variable Estimators From Time Series Regression Models
by Alastair Hall - 571-583 On The Strength Of Dependence Of A Time Series Generated By A Chaotic Map
by Peter Hall & Rodney C. L. Wolff - 585-606 Consistency For Non‐Linear Functions Of The Periodogram Of Tapered Data
by Daniel Janas & Rainer von Sachs - 607-615 Exact Maximum Likelihood Estimation In Autoregressive Processes
by James W. Miller - 617-645 On The Relationship Between Generalized Least Squares And Gaussian Estimation Of Vector Arma Models
by D. S. Poskitt & M. O. Salau - 647-648 Diagnostic Checking Of Periodic Autoregression Models With Application
by A. I. McLeod
September 1995, Volume 16, Issue 5
- 445-449 An Application Of The Schur‐Cohn Algorithm To Time Series Analysis
by Roger W. Barnard & Kamal C. Chanda - 451-460 A Note On The Embedding Of Discrete‐Time Arma Processes
by Peter J. Brockwell - 461-481 Threshold Variable Selection In Open‐Loop Threshold Autoregressive Models
by Rong Chen - 483-492 Bayesian Inference Of Threshold Autoregressive Models
by Cathy W. S. Chen & Jack C. Lee - 493-498 Estimating Finite Sample Critical Values For Unit Root Tests Using Pure Random Walk Processes:A Note
by Yin‐Wong Cheung & Kon S. Lai - 499-508 A Note On Testing For Seasonal Cointegration Using Principal Components In The Frequency Domain
by Gianluca Cubadda - 509-529 A Conditional Least Squares Approach To Bilinear Time Series Estimation
by T. Grahn
July 1995, Volume 16, Issue 4
- 359-388 Logspline Estimation Of A Possibly Mixed Spectral Distribution
by Charles Kooperberg & Charles J. Stone & Young K. Truong - 389-401 Rate Of Convergence For Logspline Spectral Density Estimation
by Charles Kooperberg & Charles J. Stone & Young K. Truong - 403-413 A GENERALIZED VARIANCE RATIO TEST OF ARIMA (p, 1, q) MODEL SPECIFICATION
by John P. Miller & Paul Newbold - 415-429 Alternative Estimators And Unit Root Tests For The Autoregressive Process
by Heon Jin Park & Wayne A. Fuller - 431-444 Estimation Of The Multivariate Autoregressive Moving Average Having Parameter Restrictions And An Application To Rotational Sampling
by Dong Wan Shin & Sahadeb Sarkar
May 1995, Volume 16, Issue 3
- 249-265 Confidence Regions For Parameters In The Ar(1) Model
by David Hamilton & Ka Ho Wu - 267-290 The Identification Of Seasonal Autoregressive Models
by Sergio G. Koreisha & Tarmo Pukkila - 291-311 On The Selection Of Random Sampling Schemes For The Spectral Estimation Of Continuous Time Processes
by Keh‐Shin Lii & Elias Masry - 313-321 SPURIOUS REGRESSIONS BETWEEN I(d) PROCESSES
by Francesc Marmol - 323-338 Long‐Range Dependence And Mixing For Discrete Time Fractional Processes
by M. C. Viano & Cl. Deniau & G. Oppenheim - 339-353 Results On Estimation And Testing For A Unit Root In The Nonstationary Autoregressive Moving‐Average Model
by Sook Fwe Yap & Gregory C. Reinsel
March 1995, Volume 16, Issue 2
- 127-145 Parameter Estimation For Periodic Arma Models
by G. J. Adams & G. C. Goodwin - 147-164 Testing For Trend Stationarity Versus Difference Stationarity
by Consuelo Arellano & Sastry G. Pantula - 165-176 Testing Equality Of Variances For Paired Time Series
by Jan Beran & Theo Gasser - 177-200 Improved Bootstrap Prediction Intervals For Autoregressions
by F. Jay Breidt & Richard A. Davis & William T. M. Dunsmuir - 201-220 Stochastic Modeling And Identification Of Seismic Records Based On Established Deterministic Formulations
by G. R. Dargahi‐Noubary - 221-236 An Algorithm For A Period Search In A Sparsely Covered Time Series At A Fixed Phase
by Daniela Leibowitz & Elia M. Leibowitz - 237-248 On Results Of Porat Concerning Asymptotic Efficiency Of Sample Covariances Of Gaussian Arma Processes
by A. M. Walker
January 1995, Volume 16, Issue 1
- 1-15 Large Sample Analysis Of Autoregressive Moving‐Average Models With Errors In Variables
by Kamal C. Chanda - 17-41 Estimation Of The Memory Parameter For Nonstationary Or Noninvertible Fractionally Integrated Processes
by Clifford M. Hurvich & Bonnie K. Ray - 43-66 Bispectral Analysis Of Randomly Sampled Data
by Keh‐Shin Lii & Tai‐Houn Tsou - 67-103 Bias‐Corrected Nonparametric Spectral Estimation
by Dimitris N. Politis & Joseph P. Romano - 105-118 Estimation Of Coefficients Of Time Series Regression With A Nonstationary Error Process
by Yoshihiro Usami & Mituaki Huzii - 119-125 Stochastic Orders Of Magnitude Associated With Two‐Stage Estimators Of Fractional Arima Systems
by J. H. Wright
November 1994, Volume 15, Issue 6
- 563-576 Edward J. Hannan, 1921–1994
by P. M. Robinson - 577-586 Cointegration And Common Factors
by Alvaro Escribano & Daniel Peña - 587-606 Estimation Of Fractal Index And Fractal Dimension Of A Gaussian Process By Counting The Number Of Level Crossings
by Andrey Feuerverger & Peter Hall & Andrew T. A. Wood - 607-611 On The Pitman Non‐Admissibility Of Correlogram‐Based Methods
by Marc Hallin - 613-625 Determining The Number Of Terms In A Trigonometric Regression
by L. Kavalieris & E. J. Hannan - 627-636 On The Squared Residual Autocorrelations In Non‐Linear Time Series With Conditional Heteroskedasticity
by W. K. Li & T. K. Mak - 637-647 A Goodness‐Of‐Fit Test For Autoregressive Moving‐Average Models Based On The Standardized Sample Spectral Distribution Of The Residuals
by Santiago Velilla
September 1994, Volume 15, Issue 5
- 453-472 Least Squares Estimation Of A Shift In Linear Processes
by Jushan Bai - 473-487 Lag Window Estimation Of The Degree Of Differencing In Fractionally Integrated Time Series Models
by Gemai Chen & Bovas Abraham & Shelton Peiris - 489-506 Recursive Estimation In Switching Autoregressions With A Markov Regime
by Ulla Holst & Georg Lindgren & Jan Holst & Mikael Thuvesholmen - 507-522 The Detection Of A Single Additive Outlier Of Unknown Position
by Paul Kabaila - 523-539 Statistical Analysis Of Economic Time Series Via Markov Switching Models
by Robert E. McCulloch & Ruey S. Tsay - 541-543 On The Maximum Entropy Property Of Nonlinear Autoregressions
by Dimitris N. Politis - 545-559 A New Way To Estimate Orders In Time Series
by Hu‐Ming Zhang & Ping Wang - 561-562 On Generalized Fractional Processes – A Correction
by Henry L. Gray & Nien‐Fan Zhang & Wayne A. Woodward
July 1994, Volume 15, Issue 4
- 351-370 Some Simple Tests Of The Moving‐Average Unit Root Hypothesis
by Jorg Breitung - 371-384 Using The Mutual Information Coefficient To Identify Lags In Nonlinear Models
by Clive Granger & Jin‐Lung Lin - 385-403 The Number Of Peaks In A Stationary Sample And Orthant Probabilities
by Simon Ku & Eugene Seneta - 405-428 Semiparametric Time Series Regression
by Young K. Truong & Charles J. Stone - 429-452 Peak‐Insensitive Non‐Parametric Spectrum Estimation
by Rainer von Sachs
May 1994, Volume 15, Issue 3
- 253-262 Lagrange Multiplier Tests For Fractional Difference
by Christos Agiakloglou & Paul Newbold - 263-268 On The Invertibility Of Periodic Moving‐Average Models
by Mohamed Bentarzi & Marc Hallin - 269-278 Estimation Of The Long‐Memory Parameter, Based On A Multivariate Central Limit Theorem
by Jan Beran & Norma Terrin