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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 - 279-283 Order Identification In Misspecified Autoregressive Time Series Models
by Alastair Hall - 285-302 Automatic Semiparametric Estimation Of The Memory Parameter Of A Long‐Memory Time Series
by Clifford M. Hurvich & Kaizo I. Beltrao - 303-311 Asymptotic Efficiency Of The Sample Covariances In A Gaussian Stationary Process
by Yoshihide Kakizawa & Masanobu Taniguchi - 313-323 Symmetric Stable Sequences With Missing Observations
by Dankit K. Nassiuma - 325-334 On Vector Autocorrelations And Generalized Second‐Order Functions For Time Series
by Efstathios Paparoditis - 335-350 ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM
by Valderio A. Reisen
March 1994, Volume 15, Issue 2
- 127-150 Periodic Correlation In Stratospheric Ozone Data
by Peter Bloomfield & Harry L. Hurd & Robert B. Lund - 151-166 Stationary And Non‐Stationary State Space Models
by Pidt de Jong & Singfat Chu‐Chun‐Lin - 167-181 Comparison Of Time And Cross‐Sectional Aggregation Under A Time Series Random Component Model
by John L. Eltinge - 183-202 Data Augmentation And Dynamic Linear Models
by Sylvia Frühwirth‐Schnatter - 203-220 Infinite Variance Stable Arma Processes
by Piotr S. Kokoszka & Murad S. Taqqu - 221-233 Diagnostic Checking Of Periodic Autoregression Models With Application
by A. I. McLeod - 234-234 Professor Edward James Hannan (1921–1994)
by M. B. Priestley - 235-250 Bayesian Analysis Of Autoregressive Time Series Via The Gibbs Sampler
by Robert E. McCulloch & Ruey S. Tsay - 251-252 Developments In Time Series Analysis, T. Subba Rao, Editor
by D. R. Cox
January 1994, Volume 15, Issue 1
- 1-18 Recognizing Overdifferenced Time Series
by Ming Chun Chang & David A. Dickey - 19-30 (Mis)Specification Of Long Memory In Seasonal Time Series
by Uwe Hassler - 31-43 Random Aggregation Of Univariate And Multivariate Linear Processes
by A. Kadi & G. Oppenheim & M. C. Viano - 45-63 An Iterative Filtering Algorithm For Non‐Fourier Frequency Estimation
by Benjamin Kedem & James Troendle - 64-64 Acknowledgement Of Priority For “Asymptotics For The Low‐Frequency Ordinates Of The Periodogram Of A Long‐Memory Time Series”
by Clifford M. Hurvich & Kaizo I. Beltrao - 65-84 Non‐Linear Time Series Modelling And Distributional Flexibility
by Jenny N. Lye & Vance L. Martin - 85-116 A General Method For Estimating The Variances Of X‐11 Seasonally Adjusted Estimators
by D. Pfeffermann - 117-126 Discriminant Analysis For Stationary Vector Time Series
by Guoqiang Zhang & Masanobu Taniguchi
November 1993, Volume 14, Issue 6
- 551-574 Exact General‐Lag Serial Correlation Moments And Approximate Low‐Lag Partial Correlation Moments For Gaussian White Noise
by Oliver D. Anderson - 575-588 Estimation And Blind Deconvolution Of Autoregressive Systems With Nonstationary Binary Inputs
by Ta‐Hsin Li - 589-601 An Innovation State Space Approach For Time Series Forecasting
by Gaëtan Libert & Liang Wang & Bao Liu - 603-619 The Recursive Fitting Of Subset Varx Models
by Jack H. W. Penm & Jammie H. Penm & R. D. Terrell - 621-628 The Determination Of The Number Of Terms In A Multichannel Sinusoidal Regression
by Hideaki Sakai - 629-643 Maximum Likelihood Estimation For Autoregressive Processes Disturbed By A Moving Average
by Dong Wan Shin - 645-657 Forecasting Of Multivariate Periodic Autoregressive Moving‐Average Processes
by Taylan A. Ula
September 1993, Volume 14, Issue 5
- 441-454 Bayesian Threshold Autoregressive Models For Nonlinear Time Series
by John Geweke & Nobuhiko Terui - 455-472 Asymptotics For The Low‐Frequency Ordinates Of The Periodogram Of A Long‐Memory Time Series
by Clifford M. Hurvich & Kaizo I. Beltrao - 473-484 On Bootstrap Predictive Inference For Autoregressive Processes
by Paul Kabaila - 485-496 Transfer Function Estimation
by L. Kavalieris - 497-509 On The Unimodality Of The Exact Likelihood Function For Normal Ar(2) Series
by M. Minozzo & A. Azzalini - 511-525 Modeling Long‐Memory Processes For Optimal Long‐Range Prediction
by Bonnie K. Ray - 527-545 Continuous‐Time Dynamical Systems With Sampled Data, Errors Of Measurement And Unobserved Components
by Hermann Singer - 547-548 Non‐Singularity Of Fisher Information For Autoregressive Moying‐Average Processes
by Xiaobao Wang - 549-549 The Periodogram Regression
by Uwe Hassler - 550-550 Correction To “The Distribution Of Nonstationary Autoregressive Processes Under General Noise Conditions,”
by J. C. Spall
July 1993, Volume 14, Issue 4
- 331-345 Tests For Fractional Integration:A Monte Carlo Investigation
by Yin‐Wong Cheung - 347-368 On The Probability Of Error When Using A General Akaike‐Type Criterion To Estimate Autoregression Order
by Peter Hall & Jeffrey D. Hart - 369-380 Regression Of Spectral Estimators With Fractionally Integrated Time Series
by Uwe Hassler - 381-395 Variance Estimation For Quadratic Statistics
by B. Smith & C. Field - 397-408 Non‐Parametric Approach In Time Series Analysis
by Masanobu Taniguchi & Masao Kondo - 409-432 Spectral Analysis For Amplitude‐Modulated Time Series
by Clélia M. C. Toloi & Pedro A. Morettin - 433-440 An Aic Type Estimator For The Number Of Cosinusoids
by Xiaobao Wang
May 1993, Volume 14, Issue 3
- 221-234 Expectation‐Maximization Algorithms And The Estimation Of Time Series Models In The Presence Of Outliers
by Bovas Abraham & Alice Chuang - 235-246 Bias In An Estimator Of The Fractional Difference Parameter
by Christos Agiakloglou & Paul Newbold & Mark Wohar - 247-260 On The Partial Sums Of Residuals In Autoregressive And Moving Average Models
by Jushan Bai - 261-269 The Effect Of Aggregation On Prediction In Autoregressive Integrated Moving‐Average Models
by L. K. Hotta & J. Cardosc Neto - 271-279 A Corrected Akaike Information Criterion For Vector Autoregressive Model Selection
by Clifford M. Hurvich & Chih‐Ling Tsai - 281-296 Yule‐Walker Estimates For Continuous‐Time Autoregressive Models
by Rob J. Hyndman - 297-304 Non‐Stationary Autoregressive Moving‐Average Processes With Infinite Variance
by Dankit Nassiuma - 305-316 On The Invertibility Of Multivariate Linear Processes
by Saïd Nsiri & Roch Roy - 317-330 The Distribution Of Nonstationary Autoregressive Processes Under General Noise Conditions
by James C. Spall
March 1993, Volume 14, Issue 2
- 111-123 A Time Series Model With Suddenly Changing Parameters
by Jiří Anděl - 125-146 Estimation Of The Prediction Error Variance And An R2 Measure By Autoregressive Model Fitting
by R. J. Bhansali - 147-161 On‐Line Frequency Estimation
by E. J. Hannan & D. Huang - 163-178 A Computational Method For Estimating Densities Of Non‐Gaussian Nonstationary Univariate Time Series
by P. E. Hodges & D. F. Hale - 179-191 Estimation For Regressive And Autoregressive Models With Non‐Negative Residual Errors
by An Hong‐Zhi & Huang Fuchun - 193-205 Estimation Of The Period Of Periodically Correlated Sequences
by Donald E. K. Martin & Benjamin Kedem - 207-208 A Note On Arma Model Parameter Redundancy
by A. I. McLeod - 209-220 Power Of The Neural Network Linearity Test
by Timo Teräsvirta & Chien‐Fu Lin & Clive W. J. Granger
January 1993, Volume 14, Issue 1
- 1-18 Asymptotic Results For Periodic Autoregressive Moving‐Average Processes
by P. L. Anderson & A. V. Vecchia - 19-26 Approximate Simultaneous Significance Intervals For Residual Autocorrelations Of Autoregressive Moving‐Average Time Series Models
by J. R. M. Hosking & Nalini Ravishanker - 27-46 Estimation Of The Non‐Stationary Factor In Aruma Models
by D. Huang & V. V. Anh - 47-69 Determining The Order Of A Vector Autoregression When The Number Of Component Series Is Large
by Sergio G. Koreisha & Tarmo Pukkila - 71-92 Estimation For Nonnegative Autoregressive Processes With An Unknown Location Parameter
by William P. McCormick & George Mathew - 93-108 Geometric Ergodicity Of A Doubly Stochastic Time Series Model
by Sean P. Meyn & Lei Guo
November 1992, Volume 13, Issue 6
- 471-483 Empirical Evidence On Dickey‐Fuller‐Type Tests
by C. Agiakloglou & P. Newbold - 485-500 Partial Autocorrelation Properties For Non‐Stationary Autoregressive Moving‐Average Models
by O. D. Anderson - 501-519 A Test For Conditional Heteroskedasticity In Time Series Models
by A. K. Bera & M. L. Higgins - 521-545 Frequency‐Domain Estimation Of Bilinear Time Series Models
by S. A. O. Sesay & T. Subba Rao - 547-562 Classification Of Textures Using Second‐Order Spectra
by J. Yuan & T. Subba Rao
September 1992, Volume 13, Issue 5
- 377-390 Time‐Reversibility, Identifiability And Independence Of Innovations For Stationary Time Series
by F. J. Breidt & R. A. Davis - 391-409 Detecting Sinusoids In Non‐Gaussian Noise
by K.‐S. Lii & T.‐H. Tsou - 411-414 State Space Models With Diffuse Initial Conditions
by Pablo Marshall - 415-434 Order Identification Statistics In Stationary Autoregressive Moving‐Average Models:Vector Autocorrelations And The Bootstrap
by Efstathios Paparoditis & Bernd Streitberg - 435-439 Testing For White Noise Against Multimodal Spectral Alternatives
by E. Reschenhofer & I. M. Bomze - 441-450 Spectral Analysis Of Stationary Point Processes Using The Fast Fourier Transform Algorithm
by A. G. Rigas - 451-469 Reduction Of The Asymptotic Bias Of Autoregressive And Spectral Estimators By Tapering
by H.‐C. Zhang
July 1992, Volume 13, Issue 4
- 283-295 Non‐Negative Autoregressive Models
by An Hong‐zhi - 297-317 Bootstrapping Stationary Autoregressive Moving‐Average Models
by Jens‐Peter Kreiss & Jürgen Franke - 319-325 Spectral Radius, Kronecker Products And Stationarity
by Jian Liu - 327-343 Reparametrization Aspects Of Numerical Bayesian Methodology For Autoregressive Moving‐Average Models
by J. M. Marriott & A. F. M. Smith - 345-351 Computation Of Canonical Correlation Between Past And Future Of A Time Series
by Mohsen Pourahmadi & A. G. Miamee - 353-375 Vector Autoregressive Models With Unit Roots And Reduced Rank Structure:Estimation. Likelihood Ratio Test, And Forecasting
by Gregory C. Reinsel & Sung K. Ahn
May 1992, Volume 13, Issue 3
- 189-207 Data‐Dependent Estimation Of Prediction Functions
by P. Burman & D. Nolan - 209-232 Kernel Regression Smoothing Of Time Series
by Wolfgang Härdle & Philippe Vieu - 233-252 A New Diagnostic Test Of Model Inadequacy Which Uses The Martingale Difference Criterion
by Melvin J. Hinich & Douglas M. Patterson - 253-266 Reversed Residuals In Autoregressive Time Series Analysis
by A. J. Lawrance & P. A. W. Lewis - 267-280 ‘Purifying’ Noisy Signals
by A. Rabinovitch & R. Thieberger
March 1992, Volume 13, Issue 2
- 95-107 On The Existence Of Stationary Threshold Autoregressive Moving‐Average Processes
by Peter J. Brockwell & Jian Liu & Richard L. Tweedie - 109-118 Tests For Seasonal Cointegration Using Principal Components
by Roselyne Joyeux - 119-132 On The Stability Of A Threshold Ar(1) Without Intercepts
by K. S. Lim - 133-145 Maximum Likelihood Estimators In The Multivariate Autoregressive Moving‐Average Model From A Generalized Least Squares Viewpoint
by Gregory C. Reinsel & Sabyasachi Basu & Sook Fwe Yap - 147-170 Approximate Distribution Of Parameter Estimators For First‐Order Autoregressive Models
by Dinh Pham Tuan - 171-188 Algorithms For Estimation Of Possibly Nonstationary Vector Time Series
by Guofu Zhou
January 1992, Volume 13, Issue 1
- 1-18 Recursive Generalized M Estimates For Autoregressive Moving‐Average Models
by Hector Allende & Siegfried Heiler - 19-28 Nonparametric Tests For Serial Dependence
by Ngai Hang Chan & Lanh Tat Tran - 29-45 Joint Hypothesis Tests For A Random Walk Based On Instrumental Variable Estimators
by Alastair Hall - 47-78 Adaptive Semiparametric Estimation In The Presence Of Autocorrelation Of Unknown Form
by F. Javier Hidalgo - 79-94 Threshold Time Series Models As Multimodal Distribution Jump Processes
by Vance L. Martin
July 1991, Volume 12, Issue 4
- 273-281 An Explicit Nearly Unbiased Estimate Of The Ar(1) Parameter For Repeated Measurements
by A. Azzalini & A. C. Frigo - 283-300 Initializing The Kalman Filter For Nonstationary Time Series Models
by William Bell & Steven Hillmer - 301-313 Stationarity And Central Limit Theorem Associated With Bilinear Time Series Models
by Kamal C. Chanda - 315-327 A Linear Estimation Procedure For The Parameters Of Autoregressive Moving‐Average Processes
by Shean‐Tsong Chiu - 329-335 Long‐Range Dependence, Non‐Linearity And Time Irreversibility
by D. R. Cox - 337-350 Graphical Methods For Determining The Presence Of Periodic Correlation
by Harry L. Hurd & Neil L. Gerr - 351-361 Consistent Estimation Of The Asymptotic Covariance Structure Of Multivariate Serial Correlations
by Guy Melard & Marianne Paesmans & Roch Roy - 363-373 A Methodology For Selecting Subset Autoregressive Time Series Models
by Gwo‐Hsing Yu & Yow‐Chang Lin
May 1991, Volume 12, Issue 3
- 179-192 ESTIMATION OF THE PARAMETERS OF AN EAR(p) PROCESS
by L. Billard & Fouad Y. Mohamed - 193-205 On The Asymptotic Distribution Of The Generalized Partial Autocorrelation Function In Autoregressive Moving‐Average Processes
by Byoung Seon Choi - 207-224 Nonlinear Transformations Of Integrated Time Series
by C. W. J. Granger & Jeff Hallman - 225-235 Profile Summaries For Arima Time Series Model Parameters
by Raymond L. H. Lam & Donald G. Watts - 237-253 Optimality Of The Maximum Likelihood Estimator In First‐Order Autoregressive Processes
by Piotr W. Mikulski & Michael J. Monsour - 255-265 Forecasting Global Ice Volume
by H. Joseph Newton & Gerald R. North & Thomas J. Crowley - 267-272 A Relation For ‘Linearity’ Of The Bispectrum
by Fuminori Sakaguchi
March 1991, Volume 12, Issue 2
- 95-104 Strong Consistency And Asymptotic Normality Of /1 Estimates Of The Autoregressive Moving‐Average Model
by William T. M. Dunsmuir & Nancy M. Spencer - 105-127 Iterative And Recursive Estimation Of Transfer Functions
by Carlo Grillenzoni - 129-142 THE INTEGER‐VALUED AUTOREGRESSIVE (INAR(p)) MODEL
by Du Jin‐Guan & Li Yuan - 143-157 Stable Algorithms For The State Space Model
by Piet De Jong - 159-177 DIFFERENCE EQUATIONS FOR HIGHER‐ORDER MOMENTS AND CUMULANTS FOR THE BILINEAR TIME SERIES MODEL BL(p, 0, p, 1)
by S. A. O. Sesay & T. Subba Rao
January 1991, Volume 12, Issue 1
- 1-26 A State Space Time Series Modelling Method Without Individual Detrending
by Masanao Aoki - 27-40 Parameter Estimation In Exponential Models
by Qiansheng Cheng - 41-62 The Cointegration Properties Of Vector Autoregression Models
by James Davidson - 63-71 Consistent Estimation Of The Fourth‐Order Cumulant Spectral Density
by Peter T. Kim - 73-82 On The Spectral Density Matrix Of A Periodic Arma Process
by Hideaki Sakai - 83-93 Higher‐Order Asymptotic Properties Of A Weighted Estimator For Gaussian Arma Processes
by Myint Swe & Masanobu Taniguchi
July 1990, Volume 11, Issue 4
- 275-293 Filtering And Smoothing In State Space Models With Partially Diffuse Initial Conditions
by Craig F. Ansley & Robert Kohn - 295-315 Levinson‐Type Recursive Algorithms For Least‐Squares Autoregression
by Dawei Huang - 317-324 Outlier Diagnostics In Time Series Analysis
by Johannes Ledolter - 325-337 Some Properties Of Autoregressive Estimates For Processes With Mixed Spectra
by M. S. Mackisack & D. S. Poskitt - 339-347 On The Probability Of Estimating A Deterministic Component In The Local Level Model
by N. G. Shephard & A. C. Harvey - 349-359 Orders And Initial Values Of Non‐Stationary Multivariate Arma Models
by A. L. Swift - 361-375 Stationary Processes With A Finite Number Of Non‐Zero Canonical Correlations Between Future And Past
by K. L. Vaninskii & A. M. Yaglom
May 1990, Volume 11, Issue 3
- 181-183 A Note On Square Root Filtering For Vector Autoregressive Moving‐Average Models
by Craig F. Ansley & Robert Kohn - 185-199 General Linear Processes:A Property Of The Empirical Process Applied To Density And Mode Estimation
by K. C. Chanda & F. H. Ruymgaart - 201-213 The Zero‐Crossing Rate Of Autoregressive Processes And Its Link To Unit Roots
by Shuyuan He & Benjamin Kedem - 215-229 Estimation For The First‐Order Diagonal Bilinear Time Series Model
by Won Kyung Kim & L. Billard & I. V. Basawa - 231-237 Fisher'S Information Matrix For Seasonal Autoregressive‐Moving Average Models
by André Klein & Guy Mélard - 239-248 Parameter Identification In Arma Processes In The Presence Of Regular But Incomplete Sampling
by Theo Nijman & Franz Palm - 249-258 Biases Of Estimators In Multivariate Non‐Gaussian Autoregressions
by Alun Lloyd Pope - 259-274 Differential Geometry Of Arma Models
by Nalini Ravishanker & Edward L. Melnick & Chih‐Ling Tsai
March 1990, Volume 11, Issue 2
- 89-105 Estimation And Testing Of A Multivariate Exponential Smoothing Model
by F. Javier Fernández - 107-119 Selecting Order For General Autoregressive Models By Minimum Description Length
by Dawei Huang - 121-137 Cross‐Validatory Choice Of A Spectrum Estimate And Its Connections With Aic
by Clifford M. Hurvich & Kaizô I. Beltrato - 139-151 A Generalized Least‐Squares Approach For Estimation Of Autoregressive Moving‐Average Models
by Sergio Koreisha & Tarmo Pukkila - 153-164 A Distance Measure For Classifying Arima Models
by Domenico Piccolo - 165-179 Estimation Of Autoregressive Moving‐Average Order Given An Infinite Number Of Models And Approximation Of Spectral Densities
by B. M. Pötscher
January 1990, Volume 11, Issue 1
- 1-18 Alarm Characteristics For A Flood Warning System With Deterministic Components
by Stig‐Inge Beckman & Jan Holst & Georg Lindgren - 19-31 A Class Of Models For Non‐Normal Time Series
by G. J. Janacek & A. L. Swift - 33-48 Numerical Evaluation Of Distributions In Non‐Linear Autoregression
by R. Moeanaddin & Howell Tong - 49-56 Simultaneous Confidence Bands For The Spectral Estimate Of Two‐Channel Autoregressive Processes
by Hideaki Sakai & Fuminori Sakaguchi - 57-73 Multivariate Walsh‐Fourier Analysis
by David S. Stoffer - 75-87 Subset Threshold Autoregression With Applications
by B. Y. Thanoon
July 1989, Volume 10, Issue 4
- 301-314 The Predictive Performance Of Three Autoregressive Moving‐Average Models:A Monte Carlo Investigation
by John T. Batts & Robert F. McNown - 315-323 On Embedding A Discrete‐Parameter Arma Model In A Continuous‐Parameter Arma Model
by S. W. He & J. G. Wang - 325-339 Fast Linear Estimation Methods For Vector Autoregressive Moving‐Average Models
by Sergio Koreisha & Tarmo Pukkila - 341-355 On The Existence Of A General Multiple Bilinear Time Series
by Jian Liu - 357-372 Identifying Multivariate Time Series Models
by Ruey S. Tsay - 373-374 A Simulation Method For Non‐Normal Random Processes
by Gu Xinjian & Huang Yiyun - 375-383 A Central Limit Theorem Of Fourier Transforms Of Strongly Dependent Stationary Processes
by Yoshihiro Yajima - 385-386 Non‐Linear and Non‐Stationary Time Series Analysis
by G. Tunnicliffe‐Wilson
May 1989, Volume 10, Issue 3
- 203-214 Spectral Discrimination For Two Groups Of Time Series
by Javier Alagón - 215-232 Estimation Of The Moving‐Average Representation Of A Stationary Process By Autoregressive Model Fitting
by R. J. Bhansali - 233-257 On Generalized Fractional Processes
by Henry L. Gray & Nien‐Fan Zhang & Wayne A. Woodward - 259-270 Identification Of Unobserved Components Models
by Luiz Koodi Hotta - 271-281 The Estimation Of The Order Of An Autoregression Using Recursive Residuals And Cross‐Validation
by L. Kavalieris - 283-299 Estimation Of Autoregressive Moving‐Average Models Via High‐Order Autoregressive Approximations
by Bo Wahlberg
March 1989, Volume 10, Issue 2
- 95-113 Forecasting Exponential Autoregressive Models Of Order 1
by M. S. Al‐Qassam & J. A. Lane - 115-129 Spectral Estimation And Deconvolution For A Linear Time Series Model
by Yudianto Pawitan & R. H. Shumway - 131-147 Reference Analysis Of The Dynamic Linear Model
by Andy Pole & Mike West - 149-169 Estimation And Interpolation Of Missing Values Of A Stationary Time Series
by Mohsen Pourahmadi - 171-181 A Composite Linear Model Generating A Stationary Stochastic Process With Given Third‐Order Autocorrelation Function
by Fuminori Sakaguchi & Hideaki Sakai - 183-202 The Estimation Of Spectrum, Inverse Spectrum And Inverse Autocovariances Of A Stationary Time Series
by T. Subba Rao & M. M. Gabr
January 1989, Volume 10, Issue 1
- 1-11 Non‐Negative Autoregressive Processes
by Jiří Anděl - 13-31 The Resolution Of Closely Adjacent Spectral Lines
by E. J. Hannan & B. G. Quinn - 33-39 A Simple Condition For The Existence Of Some Stationary Bilinear Time Series
by Jian Liu - 41-63 Contributions To Evolutionary Spectral Theory
by Guy Mélard & Annie Herteleer‐de Schutter - 65-70 Autoregressive Processes With Normal Stationary Distributions
by Joseph D. Petruccelli