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January 1989, Volume 10, Issue 1
- 71-75 Estimating The Number Of Terms In A Sinusoidal Regression
by B. G. Quinn - 77-93 A New Version Of Structural Persistence In Prediction
by Adi Raveh
July 1988, Volume 9, Issue 4
- 319-328 ON THE EXISTENCE OF THE STATIONARY AND ERGODIC NEAR(p) MODEL
by Kung‐sik Chan - 329-343 Models That Generate Trends
by C. W. J. Granger - 345-353 Some Properties Of Conditional Quasi‐Likelihood Functions For Time Series Model Fitting
by Mituaki Huzii - 355-359 On The Lagrange Multiplier Test For Autoregressive Moving‐Average Models
by Greta M. Ljung - 361-383 Properties Of Predictors For Multivariate Autoregressive Models With Estimated Parameters
by V. A. Samaranayake & David P. Hasza - 385-401 Yule‐Walker Type Difference Equations For Higher‐Order Moments And Cumulants For Bilinear Time Series Models
by S. A. O. Sesay & T. Subba Rao - 403-410 A Note On The Generation Of Independent Realizations Of A Vector Autoregressive Moving‐Average Process
by B. L. Shea - 411-417 A Limiting Property Of Sample Autocovariances Of Periodically Correlated Processes With Application To Period Determination
by C. J. Tian
May 1988, Volume 9, Issue 3
- 201-214 Efficient Estimation Of Nonstationary Time Series Regression
by A. C. Harvey & P. M. Robinson - 215-220 On Prediction With Fractionally Differenced Arima Models
by M. S. Peiris & B. J. C. Perera - 221-224 Discriminating Between Two Spectral Densities In Case Of Replicated Observations
by B. M. Pötscher & E. Reschenhofer - 225-239 STATIONARITY OF THE SOLUTION OF Xt= AtXt‐1+εt AND ANALYSIS OF NON‐GAUSSIAN DEPENDENT RANDOM VARIABLES
by Mohsen Pourahmadi - 241-245 A Note On Aic Order Determination For Multivariate Autoregressions
by B. G. Quinn - 247-263 Non‐Linear Time Series Analysis Of Blowfly Population
by Ruey S. Tsay - 265-279 Estimation Of Autoregressive Parameters And Order Selection For Arma Models
by Pham Dinh Tuan - 281-299 Subordination Of Stationary Processes
by E. Willekens & J. L. Teugels - 301-317 An Alternative Consistent Procedure For Detecting Hidden Frequencies
by Chen Zhao‐Guo
March 1988, Volume 9, Issue 2
- 109-119 A Score Test For Detection Of Time Series Outliers
by Bovas Abraham & Nihal Yatawara - 121-131 On The Correlation Structure For The Generalized Autoregressive Conditional Heteroskedastic Process
by Tim Bollerslev - 133-154 On A Class Of Nonstationary Processes
by H. L. Gray & Nien Fan Zhang - 155-168 Arma Modelling With Non‐Gaussian Innovations
by W. K. Li & A. I. McLeod - 169-189 Testing Separate Time Series Models
by Michael McAleer & C. R. McKenzie & A. D. Hall - 191-200 On The Efficiency Of The Sample Mean In Long‐Memory Noise
by Alexander Samarov & Murad S. Taqqu
January 1988, Volume 9, Issue 1
- 1-10 On The Estimation Of The Inverse Correlation Function
by Francesco Battaglia - 11-20 On The Third‐Order Moment Structure And Bispectral Analysis Of Some Bilinear Time Series
by M. M. Gabr - 21-33 Time Delay Estimation
by E. J. Hannan & P. J. Thomson - 35-41 Estimation In Long‐Memory Time Series Model
by R. L. Kashyap & Kie‐Bum Eom - 43-57 Prediction Error Of Multivariate Time Series With Mis‐Specified Models
by Richard A. Lewis & Gregory C. Reinsel - 59-72 Structural, Dynamic Modelling In Unobservable Spaces Of Covariance‐Stationary Stochastic Processes
by Pieter W. Otter - 73-80 Asymptotic Mean Square Prediction Error For A Multivariate Autoregressive Model With Random Coefficients
by D. Ray - 81-88 An Exact Test For A Stochastic Coefficient In A Time Series Regression Model
by Thomas S. Shively - 89-97 Marginals Of Multivariate First‐Order Autoregressive Time Series Models
by Antonie Stam & Steven C. Hillmer - 99-108 Estimation For Non‐Linear Time Series Models Using Estimating Equations
by A. Thavaneswaran & B. Abraham
July 1987, Volume 8, Issue 4
- 373-378 On Linear Processes With Given Moments
by Jiří Anděl - 379-387 An Automatic Non‐Parametric Spectrum Estimator
by M. A. Cameron - 389-408 Different Representations For Bilinear Models
by Dominique. Guegan - 409-424 Linear And Quadratic Serial Rank Tests For Randomness Against Serial Dependence
by Marc. Hallin & Jean‐François Ingenbleek & Madan L. Puri - 425-431 Slowly Changing Processes And Harmonizability
by Roselyne. Joyeux - 433-442 Experiences With The Brillinger Spectral Estimator Applied To Simulated Irregularly Observed Processes
by Mike I. Moore & Andy W. Visser & Tim G. L. Shirtcliffe - 443-448 Exact Least Squares Multi‐Step Prediction From Nonlinear Autoregressive Models
by John. Pemberton - 449-467 Walsh‐Fourier Analysis Of Discrete‐Valued Time Series
by David S. Stoffer - 469-477 Asymptotic Simultaneous Confidence Bands For Autoregressive Spectral Density
by Ladislav. Tomášek - 479-487 A Note On Non‐Stationarity And Canonical Analysis Of Multiple Time Series Models
by Raja P. Velu & Dean W. Wichern & Gregory C. Reinsel
May 1987, Volume 8, Issue 3
- 249-259 The Approximate Densities Of Some Quadratic Forms Of Stationary Random Variables
by Juan Carlos Abril - 261-275 First‐Order Integer‐Valued Autoregressive (Inar(1)) Process
by M. A. Al‐Osh & A. A. Alzaid - 277-281 A Note On Embedding A Discrete Parameter Arma Model In A Continuous Parameter Arma Model
by K. S. Chan & H. Tong - 283-291 Asymptotic Expansions For The Distributions Of Serial Correlations
by Kamal C. Chanda - 293-300 Estimation In Multiple Autoregressive‐Moving Average Models Using Periodicity
by Tomáš Cipra & Pavel Tlustý - 301-309 On Rissanen'S Lower Bound On The Accumulated Mean‐Square Prediction Error
by Paul Kabaila - 311-312 A Formula For The Inverse Autocorrelation Function Of An Autoregressive Process
by Antti J. Kanto - 313-327 A Test For Non‐Linearity Of Prediction In Time Series
by C. O'Brien - 329-344 Time Series Residuals With Application To Probability Density Estimation
by P. M. Robinson - 345-357 Asymptotic Distributions Of Likelihood Ratios For Overparametrized Arma Processes
by Sándor Veres - 359-371 Identification Theory For Varying Coefficient Regression Models1
by Kent D. Wall
March 1987, Volume 8, Issue 2
- 125-130 A METHOD FOR GENERATING INDEPENDENT REALIZATIONS OF A MULTIVARIATE NORMAL STATIONARY AND INVERTIBLE ARMA(p, q) PROCESS
by Piero Barone - 131-133 Improving The Computational Efficiency Of The Bayesian Decomposition Of A Time Series: A Comment
by Corrado Corradi & Claudia Scarani - 135-146 Maximum Likelihood Estimation Of Autocovariance Matrices From Replicated Short Time Series
by Serge Degerine - 147-160 Regression Models For Non‐Stationary Categorical Time Series
by Ludwig Fahrmeir & Heinz Kaufmann - 161-176 A Comparative Study Of Various Univariate Time Series Models For Canadian Lynx Data
by K. S. Lim - 177-193 A Prototypical Seasonal Adjustment Model
by Agustin Maravall & David A. Pierce - 195-204 Sur Un Modéle Autorégressif Non Linéaire, Ergodicité Et Ergodicité Géométrique
by Abdelkader Mokkadem - 205-220 Some Asymptotic Properties Of The Sample Covariances Of Gaussian Autoregressive Moving‐Average Processes
by Boaz Porat - 221-233 Multiple Bilinear Time Series Models
by Boonchai K. Stensholt & Dag Tjøstheim - 235-247 Nearest‐Neighbour Methods For Time Series Analysis
by S. Yakowitz
January 1987, Volume 8, Issue 1
- 1-14 Distributions Of Least Squares Estimators Of Autoregressive Parameters For A Process With Complex Roots On The Unit Circle
by Juha Ahtola & George C. Tiao - 15-19 A Note On Asymptotic Inference In Autoregressive Models With Roots On The Unit Circle
by Juha Ahtola & George C. Tiao - 21-38 Determining The Bandwidth Of A Kernel Spectrum Estimate
by Kaizô I. BeltraTo & Peter Bloomfield - 39-50 Detection Of Periodicities By Higher‐Order Crossings
by Benjamin Kedem - 51-60 Rate Of Convergence Of Centred Estimates Of Autoregressive Parameters For Infinite Variance Autoregressions
by Keith Knight - 61-78 Exact Maximum Likelihood Estimate And Lagrange Multiplier Test Statistic For Arma Models
by Pham Dinh Tuan - 79-93 The Asymptotic Properties Of The Sample Autocorrelations For A Multiple Autoregressive Process With One Unit Root
by V. A. Samaranayake & David P. Hasza - 95-109 Estimation Of Multivariate Time Series
by B. L. Shea - 111-114 Third Order Asymptotic Properties Of Blue And Lse For A Regression Model With Arma Residual
by Masanobu Taniguchi - 115-123 Time Series Analysis Of Bounded Economic Variables
by Kenneth F. Wallis
July 1986, Volume 7, Issue 4
- 235-254 Why Do Noninvertible Estimated Moving Averages Occur?
by T. W. Anderson & Akimichi Takemura - 255-267 A Procedure For Obtaining M‐Estimates In Regression Models With Serially Dependent Errors
by Don Coursey & Hans Nyquist - 269-278 On The Consistency Of Least Squares Estimators For A Threshold Ar(1) Model
by Joseph D. Petruccelli - 279-292 Temporal Aggregation In The Arima Process
by Daniel O. Stram & William W. S. Wei - 293-302 A Methodological Note On The Disaggregation Of Time Series Totals
by Daniel O. Stram & William W. S. Wei - 303-310 On The Stability Of A Heteroscedastic Process
by Andrew A. Weis
May 1986, Volume 7, Issue 3
- 157-163 On The Ergodicity Of Bilinear Time Series Models
by S. I. Akamanam & M. Bhaskara Rao & K. Subramanyam - 165-178 A Diagnostic Test For Nonlinear Serial Dependence In Time Series Fitting Errors
by Richard A. Ashley & Douglas M. Patterson & Melvin J. Hinich - 179-190 On Estimating Thresholds In Autoregressive Models
by K. S. Chan & H. Tong - 191-204 Some Theory On M‐Smoothing Of Time Series
by Wolfgang Härdle & Pham‐Dinh Tuan - 205-211 Comparison Of Some Non‐Linear Autoregressive Processes
by Göran Högnäs - 213-216 State Transition Specification In State‐Space Models
by Piet de Jong - 217-233 Some Aspects Of The Performance Of Diagnostic Checks In Bivariate Time Series Models
by D. S. Poskitt & A. R. Tremayne
March 1986, Volume 7, Issue 2
- 79-104 The Criterion Autoregressive Transfer Function Of Parzen
by R. J. Bhansali - 105-115 A Random Parameter Process For Modeling And Forecasting Time Series
by Deborah A. Guyton & Nien‐Fan Zhang & Robert V. Foutz - 117-122 On The Identification Of Some Bilinear Time Series Models
by Kuldeep Kumar - 123-131 On Stationarity Of The Solution Of A Doubly Stochastic Model
by Mohsen Pourahmadi - 133-155 Asymptotic Properties Of Some Preliminary Estimators For Autoregressive Moving Average Time Series Models
by Pentti Saikkonen
January 1986, Volume 7, Issue 1
- 1-5 A Note On The Threshold Ar(1) Model With Cauchy Innovations
by Jiři Anděl & Tomáŝ Bartoň - 7-20 Tests For Comparing Two Estimated Spectral Densities
by D. S. Coates & P. J. Diggle - 21-25 The Sum Of Finite Moving Average Processes
by John Darroch & Miloslav Jiřina & John McDonald - 27-49 Regression, Autoregression Models
by E. J. Hannan & L. Kavalieris - 51-72 Some Doubly Stochastic Time Series Models
by Dag Tjøstheim - 73-78 A Frequency Domain Approach To Lagrange Multiplier Test For Autoregressive Moving Average Models
by Pham Dinh Tuan
July 1985, Volume 6, Issue 4
- 203-211 Forecasting Time Series:A Comparative Analysis Of Alternative Classes Of Time Series Models
by Phillip A. Cartwright - 213-227 ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S Up‐STATISTIC
by Rainer Dahlhaus - 229-252 On The Unbiasedness Property Of Aic For Exact Or Approximating Linear Stochastic Time Series Models
by D. F. Findley - 253-259 On An Optimality Property Of Whittle'S Gaussian Estimate Of The Parameter Of The Spectrum Of A Time Series
by Reg Kulperger - 261-267 Central Limit Theorems For Finite Walsh‐Fourier Transforms Of Weakly Stationary Time Series
by David S. Stoffer - 269-278 Note On The Kalman Filter With Estimated Parameters
by N. Watanabe
May 1985, Volume 6, Issue 3
- 141-151 A Unified Approach To Confidence Bounds For The Autoregressive Spectral Estimator
by Judith W. Koslov & Richard H. Jones - 153-169 Transfer Function Model Order And Parameter Estimation
by Keh‐Shin Lii - 171-180 Mink And Muskrat Interaction:A Structural Analysis
by Timo Teräsvirta - 181-186 The Stability Of The Ar(1) Process With An Ar(1) Coefficient
by Andrew A. Weiss - 187-201 Asymptotic Properties Of The Sample Autocorrelations And Partial Autocorrelations Of A Multiplicative Arima Process
by Yoshihiro Yajima
March 1985, Volume 6, Issue 2
- 63-80 Spectral Density Estimation From Nonlinearly Observed Data
by D. F. Gingras & E. Masry - 81-90 Examples Of The Evolutionary Spectrum Theory
by Guy Mélard - 91-95 First Order Auto‐Regressive Model Parameter Estimation With Periodic Observations
by D. N. P. Murthy - 97-108 Asymptotic Behaviour Of Discrete Linear Processes
by U. Stadtmüller & R. Trautner - 109-115 Identification Of Noisy Linear Systems With Multiple Arma Inputs
by Harry H. Tigelaar - 117-133 Least Squares Estimates And Order Determination Procedures For Autoregressive Processes With A Time Dependent Variance
by Dag Tjøstheim & Jostein Paulsen - 135-140 Additive Elements Of Arma Models
by Joe Whittaker
January 1985, Volume 6, Issue 1
- 1-14 Random Coefficient Autoregressive Processes:A Markov Chain Analysis Of Stationarity And Finiteness Of Moments
by Paul D. Feigin & Richard L. Tweedie - 15-34 Conditioning In Dynamic Models
by J.‐P. Florens & M. Mouchart - 35-52 Comparison Of Criteria For Estimating The Order Of A Vector Autoregressive Process
by Helmut Lütkepohl - 53-62 The Asymptotic Efficiency Of A Linear Procedure Of Estimation For Arma Models
by Chen Zhao‐Guo
July 1984, Volume 5, Issue 4
- 205-212 A Note On The Computation Of The Bayesian Decomposition Of A Time Series
by C. Corradi & C. Scarani - 213-225 On Some Ambiguities Associated With The Fitting Of Arma Models To Time Series
by David F. Findley - 227-244 On The Robust Prediction And Interpolation Of Time Series In The Presence Of Correlated Noise
by Jurgen Franke - 245-253 Computationally Efficient Implementation Of A Bayesian Seasonal Adjustment Procedure
by Makio Ishiguro - 255-268 A KALMAN FILTER APPROACH TO THE FORECASTING OF MONTHLY TIME SERIES AFFECTED BY Morris Festivals
by N. D. Morris & D. Pfeffermann - 269-272 The Autocorrelation Function Of Seasonal Arma Models
by Daniel Peña - 273-279 A Note On Some Statistics Useful In Identifying The Order Of Autoregressive Moving Average Model
by Pham Dinh Tuan
May 1984, Volume 5, Issue 3
- 145-157 On The Choice Of The Order Of Autoregressive Models: A Ranking And Selection Approach
by Quang Phuc Duong - 159-171 A Unified Approach To The Study Of Sums, Products, Time‐Aggregation And Other Functions Of Arma Processes
by E. M. R. A. Engel - 173-181 On The Autocorrelation Structure And Identification Of Some Bilinear Time Series
by W. K. Li - 183-204 A Unified Approach To Arma Model Identification And Preliminary Estimation
by D. Piccolo & G. Tunnicliffe Wilson
March 1984, Volume 5, Issue 2
- 69-102 A Study Of The Application Of State‐Dependent Models In Non‐Linear Time Series Analysis
by V. Haggan & S. M. Heravi & M. B. Priestley - 103-113 On The Selection Of Subset Autoregressive Time Series Models
by V. Haggan & O. B. Oyetunji - 115-127 Order Determination Of Multivariate Autoregressive Time Series With Unit Roots
by Jostein Paulsen - 129-143 Arma Models With Arch Errors
by Andrew A. Weiss
January 1984, Volume 5, Issue 1
- 1-13 Identifiability In Dynamic Errors‐In‐Variables Models
by B. D. O. Anderson & M. Deistler - 15-18 A Further Note On The Detection Of Granger Instantaneous Causality
by Allan P. Layton - 19-35 Multiplicative Exponential Models For Stationary Time Series
by Anders Milhøj - 37-51 Validity Of Edgeworth Expansions For Statistics Of Time Series
by Masanobu Taniguchi - 53-68 The Estimation Of Parameters For Autoregressive Moving Average Models
by Pham Dinh Tuan
July 1983, Volume 4, Issue 4
- 217-220 A Note On Approximating The Distribution Of The Durbin‐Watson Statistic
by Mukhtar M. Ali - 221-238 The Estimation And Application Of Long Memory Time Series Models
by John Geweke & Susan Porter‐Hudak - 239-267 A Statistical Approach To Difference‐Delay Equation Modelling In Ecology–Two Case Studies1
by K. S. Lim & H. Tong - 269-273 Diagnostic Checking Arma Time Series Models Using Squared‐Residual Autocorrelations
by A. I. McLeod & W. K. Li
May 1983, Volume 4, Issue 3
- 137-162 Estimation Of The Order Of A Moving Average Model From Autoregressive And Window Estimates Of The Inverse Correlation Function
by R. J. Bhansali - 163-175 Spectral Analysis With Tapered Data
by Rainer Dahlhaus - 177-183 A Method For Diagnostic Checking Of Time Series Models
by Per Hokstad - 185-207 Nonparametric Estimators For Time Series
by P. M. Robinson - 209-216 On The Distribution Of A Simple Stationary Bilinear Process
by Wang Shou‐Ren & An Hong‐Zhi & H. Tong
March 1983, Volume 4, Issue 2
- 79-87 Inverse Autocovariances And A Measure Of Linear Determinism For A Stationary Process
by Francesco Battaglia - 89-94 Estimation Of Random Coefficient Autoregressive Process: An Empirical Bayes Approach
by W. K. Li & Y. V. Hui - 95-110 On The Existence Of Some Bilinear Time Series Models
by M. Bhaskara Rao & T. Subba Rao & A. M. Walker - 111-126 Generalized Seasonal Arima Processes: Regularity/Singularity Criteria And Linear Prediction
by B. Truong‐Van - 127-135 Estimation Of Linear Regression Model With Autocorrelated Disturbances
by A. Ullah & V. K. Srivastava & L. Magee & A. Srivastava
January 1983, Volume 4, Issue 1
- 1-8 Components Of Prediction Errors For A Stationary Process With Estimated Parameters
by S. B. Fotopoulos & W. D. Ray - 9-17 A Note On Arma Estimation
by An Hong‐Zhi & Chen Zhao‐Guo & E. J. Hannan - 19-36 Stationary Discrete Autoregressive‐Moving Average Time Series Generated By Mixtures
by P. A. Jacobs & P. A. W. Lewis - 37-47 On The Asymptotic Efficiency Of Estimators Of The Parameters Of An Arma Process
by Paul Kabaila - 49-52 A Note On A Central Limit Theorem For Stationary Processes
by Pedro A. Morettin - 53-55 ON q‐CONDITIONED PARTIAL CORRELATIONS
by P. Newbold & T. Bos - 57-67 Asymptotic Expansions For The Distribution Of An Estimator In The First‐Order Autoregressive Process
by Yoshimichi Ochi - 69-78 Asymptotic Relative Efficiency Of Some Tests Of Fit In Time Series Models
by Pentti Saikkonen
July 1982, Volume 3, Issue 4
- 219-223 Approximate Filtering Of Parameter Driven Processes
by A. Azzalini - 225-234 On‐Line Variance Estimation For The Steady State Bayesian Forecasting Model
by N. Cantarelis & F. R. Johnston - 235-243 Differencing Multiple Time Series: Another Look At Canadian Money And Income Data
by Helmut Lütkepohl - 245-247 The Size Of The Stationarity And Invertibility Region Of An Autoregressive‐Moving Average Process
by Domenico Piccolo - 249-252 A Note On The Existence Of Strictly Stationary Solutions To Bilinear Equations
by B. G. Quinn - 253-264 An Approach To Time Series Smoothing And Forecasting Using The Em Algorithm
by R. H. Shumway & D. S. Stoffer - 265-282 Empirical Identification Of Multiple Time Series
by Dag Tjøstheim & Jostein Paulsen
May 1982, Volume 3, Issue 3
- 141-151 Comparative Power Studies For Goodness Of Fit Tests Of Time Series Models
by B. R. Clarke & E. J. Godolphin - 153-164 Identifying Multivariate Time Series Models
by D. M. Cooper & E. F. Wood - 165-168 Sufficient Statistics For Stationary Discrete‐Time Gaussian Random Processes
by Bradley W. Dickinson - 169-176 Testing For Gaussianity And Linearity Of A Stationary Time Series
by Melvin J. Hinich - 177-183 Determining The Degree Of Differencing For Time Series Via The Log Spectrum
by G. J. Janacek - 185-194 Robust Hypothesis Testing and Robust Time Series Interpolation And Regression
by Saleem A. Kassam - 195-207 On The Covariance Of The Periodogram
by Harald E. Krogstad - 209-217 Autoregressive Processes With A Time Dependent Variance
by John S. Tyssedal & Dag Tjøstheim
March 1982, Volume 3, Issue 2
- 81-102 Lydia Pinkham Data Remodelled
by M. N. Bhattacharyya - 103-107 Acronyms In Time Series Analysis (Atsa)
by C. W. J. Granger - 109-122 Nonlinear Time Series Regression For A Class Of Amplitude Modulated Consinusoids
by T. Hasan - 123-135 Testing For The Randomness Of Autoregressive Coefficients
by B. G. Quinn & D. F. Nicholls - 137-140 A Note On Using Threshold Autoregressive Models For Multi‐Step‐Ahead Prediction Of Cyclical Data
by H. Tong
January 1982, Volume 3, Issue 1
- 1-28 Estimating Three‐Dimensional Energy Transfer In Isotropic Turbulence
by K. S. Lii & K. N. Helland & M. Rosenblatt - 29-41 The Statistical Analysis Of Perturbed Limit Cycle Processes Using Nonlinear Time Series Models
by T. Ozaki - 43-59 On The Recursive Fitting Of Subset Autoregressions
by Jack H. W. Penm & R. D. Terrell - 61-79 The Market Model, Capm And Efficiency In The Frequency Domain
by Peter Praetz
July 1981, Volume 2, Issue 4
- 205-220 Confidence Intervals For Robust Estimates Of The First Order Autoregressive Parameter
by Jeffrey B. Birch & R. Douglas Martin - 221-232 Finite Sample Prediction And Overdifferencing
by A. C. Harvey - 233-262 An Investigation Of Andrews‘ Plots To Show Time Variation Of Model Parameters
by Agnes M. Herzberg & J. S. Hickie - 263-277 A Time Series Application Of The Use Of Monte Carlo Methods To Compare Statistical Tests
by D. S. Poskitt & A. R. Tremayne - 279-284 A Note On A Markov Bilinear Stochastic Process In Discrete Time
by H. Tong
May 1981, Volume 2, Issue 3
- 117-128 Rank Tests For Serial Dependence
by Jean‐Marie Dufour - 129-153 Estimation Of Periodically Varying Means And Standard Deviations In Time Series Data
by W. Dunsmuir - 155-171 The Estimation And Prediction Of Subset Bilinear Time Series Models With Applications
by M. M. Gabr & T. Subba Rao - 173-184 Accuracy Of Linear Spectral Estimates Of Band‐Limited Signals
by William B. Gordon - 185-203 The Estimation Of Random Coefficient Autogressive Models. Ii
by B. G. Quinn & D. F. Nicholls