Volume 15; Issue 5

Journal of Time Series Analysis

Volume 15; Issue 5

1

LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES

Journal:

Journal of Time Series Analysis

Year:

1994

Language:

english

File:

PDF, 851 KB

english, 1994

2

LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS

Gemai Chen, Bovas Abraham, Shelton Peiris

Journal:

Journal of Time Series Analysis

Year:

1994

Language:

english

File:

PDF, 797 KB

english, 1994

3

RECURSIVE ESTIMATION IN SWITCHING AUTOREGRESSIONS WITH A MARKOV REGIME

Ulla Holst, Georg Lindgren, Jan Holst, Mikael Thuvesholmen

Journal:

Journal of Time Series Analysis

Year:

1994

Language:

english

File:

PDF, 760 KB

english, 1994

4

THE DETECTION OF A SINGLE ADDITIVE OUTLIER OF UNKNOWN POSITION

Journal:

Journal of Time Series Analysis

Year:

1994

Language:

english

File:

PDF, 760 KB

english, 1994

5

STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS

Robert E. McCulloch, Ruey S. Tsay

Journal:

Journal of Time Series Analysis

Year:

1994

Language:

english

File:

PDF, 941 KB

english, 1994

6

ON THE MAXIMUM ENTROPY PROPERTY OF NONLINEAR AUTOREGRESSIONS

Dimitris N. Politis

Journal:

Journal of Time Series Analysis

Year:

1994

Language:

english

File:

PDF, 141 KB

english, 1994

7

A NEW WAY TO ESTIMATE ORDERS IN TIME SERIES

Hu-Ming Zhang, Ping Wang

Journal:

Journal of Time Series Analysis

Year:

1994

Language:

english

File:

PDF, 650 KB

english, 1994

8

ON GENERALIZED FRACTIONAL PROCESSES – A CORRECTION

Henry L. Gray, Nien-Fan Zhang, Wayne A. Woodward

Journal:

Journal of Time Series Analysis

Year:

1994

Language:

english

File:

PDF, 75 KB

english, 1994