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Content
March 1981, Volume 2, Issue 2
- 63-70 Replicated Observations Of Low Order Autoregressive Time Series
by A. Azzalini - 71-86 Spectral Ratio Discriminants And Information Theory
by G. R. Dargahi‐Noubary & P. J. Laycock - 87-93 Estimation Of Coefficients Of An Autoregressive Process By Using A Higher Order Moment
by Mituaki Huzii - 95-101 Necessary And Sufficient Conditions For Causality Testing In Multivariate Arma Models
by Heejoon Kang - 103-116 A Nonstationary Time Series Model And Its Fitting By A Recursive Filter
by Genshiro Kitagawa
January 1981, Volume 2, Issue 1
- 1-47 Some Aspects Of Modelling And Forecasting Multivariate Time Series
by Gwilym M. Jenkins & Athar S. Alavi - 49-52 A Note On The Distributions Of Non‐Linear Autoregressive Stochastic Models
by J. Pemberton & H. Tong - 53-62 Robust Regression And Interpolation For Time Series
by Masanobu Taniguchi
March 1980, Volume 1, Issue 2
- 83-94 On The Structure Of The Likelihood Function Of Autoregressive And Moving Average Models
by T. W. Anderson & Raúl P. Mentz - 95-102 The Comparison Of Least Squares And Third‐Order Periodogram Procedures In The Estimation Of Bifrequency
by David R. Brillinger - 103-109 Autoregressive Moving Average Processes With Non‐Normal Residuals
by Neville Davies & Trevor Spedding & William Watson - 111-118 Group Delay And The Time‐Lag Relationship Between Stochastic Processes
by Michael L. Deaton & Robert V. Foutz - 119-133 A Time‐Series Test Of The Natural‐Rate Hypothesis
by Paul Evans - 135-144 Time Series Analysis In Accounting: A Survey And Analysis Of Recent Issues
by W. S. Hopwood & P. Newbold - 145-158 A Test For Linearity Of Stationary Time Series
by T. Subba Rao & M. M. Gabr
January 1980, Volume 1, Issue 1
- 1-13 Seasonal Adjustment By A Bayesian Modeling
by Hirotugu Akaike - 15-29 An Introduction To Long‐Memory Time Series Models And Fractional Differencing
by C. W. J. Granger & Roselyne Joyeux - 31-35 A Note On Relations Between Seasonally Adjusted Variables
by Paul Newbold - 37-46 The Estimation Of Random Coefficient Autoregressive Models. I
by D. F. Nicholls & B. G. Quinn - 47-71 State‐Dependent Models: A General Approach To Non‐Linear Time Series Analysis
by M. B. Priestley - 73-82 The Distribution Of Periodogram Ordinates
by Chen Zhao‐Guo & E. J. Hannan