Volume 16; Issue 5

Journal of Time Series Analysis

Volume 16; Issue 5

1

AN APPLICATION OF THE SCHUR-COHN ALGORITHM TO TIME SERIES ANALYSIS

Roger W. Barnard, Kamal C. Chanda

Journal:

Journal of Time Series Analysis

Year:

1995

Language:

english

File:

PDF, 201 KB

english, 1995

2

A NOTE ON THE EMBEDDING OF DISCRETE-TIME ARMA PROCESSES

Peter J. Brockwell

Journal:

Journal of Time Series Analysis

Year:

1995

Language:

english

File:

PDF, 407 KB

english, 1995

3

THRESHOLD VARIABLE SELECTION IN OPEN-LOOP THRESHOLD AUTOREGRESSIVE MODELS

Journal:

Journal of Time Series Analysis

Year:

1995

Language:

english

File:

PDF, 839 KB

english, 1995

4

BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS

Cathy W. S. Chen, Jack C. Lee

Journal:

Journal of Time Series Analysis

Year:

1995

Language:

english

File:

PDF, 473 KB

english, 1995

5

ESTIMATING FINITE SAMPLE CRITICAL VALUES FOR UNIT ROOT TESTS USING PURE RANDOM WALK PROCESSES:A NOTE

Yin-Wong Cheung, Kon S. Lai

Journal:

Journal of Time Series Analysis

Year:

1995

Language:

english

File:

PDF, 273 KB

english, 1995

6

A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN

Gianluca Cubadda

Journal:

Journal of Time Series Analysis

Year:

1995

Language:

english

File:

PDF, 419 KB

english, 1995

7

A CONDITIONAL LEAST SQUARES APPROACH TO BILINEAR TIME SERIES ESTIMATION

Journal:

Journal of Time Series Analysis

Year:

1995

Language:

english

File:

PDF, 871 KB

english, 1995