Volume 19; Issue 2

Journal of Time Series Analysis

Volume 19; Issue 2

1

Semiparametric Modeling of Seasonal Time Series

Prabir Burman, Robert Shumway

Journal:

Journal of Time Series Analysis

Year:

1998

Language:

english

File:

PDF, 440 KB

english, 1998

2

Testing for Unit Roots and Non-linear Transformations

Philip Hans Franses, Michael McAleer

Journal:

Journal of Time Series Analysis

Year:

1998

Language:

english

File:

PDF, 209 KB

english, 1998

3

Tests of Independence in Time Series

R. J. Kulperger, R. A. Lockhart

Journal:

Journal of Time Series Analysis

Year:

1998

Language:

english

File:

PDF, 289 KB

english, 1998

4

On Residual Variance Estimation in Autoregressive Models

Raul P. Mentz, Pedro A. Morettin, Clélia Toloi

Journal:

Journal of Time Series Analysis

Year:

1998

Language:

english

File:

PDF, 251 KB

english, 1998

5

A Proposal for Estimation of the Parameters of Multivariate Moving-average Models

Anna Clara Monti

Journal:

Journal of Time Series Analysis

Year:

1998

Language:

english

File:

PDF, 293 KB

english, 1998

6

An Estimate of the Fractal Index Using Multiscale Aggregates

John-Michel Poggi, Marie-Claude Viano

Journal:

Journal of Time Series Analysis

Year:

1998

Language:

english

File:

PDF, 380 KB

english, 1998

7

Bayesian Inference for Time Series with Stable Innovations

Zuqiang Qiou, Nalini Ravishanker

Journal:

Journal of Time Series Analysis

Year:

1998

Language:

english

File:

PDF, 458 KB

english, 1998

8

Book Review

Journal:

Journal of Time Series Analysis

Year:

1998

Language:

english

File:

PDF, 57 KB

english, 1998