Volume 23; Issue 6

Journal of Time Series Analysis

Volume 23; Issue 6

1

Selecting the forgetting factor in subset autoregressive modelling

T. J. Brailsford, Jack H. W. Penm, R. D. Terrell

Journal:

Journal of Time Series Analysis

Year:

2002

Language:

english

File:

PDF, 354 KB

english, 2002

2

Temporal aggregation and spurious instantaneous causality in multiple time series models

JÖRG BREITUNG, NORMAN R. SWANSON

Journal:

Journal of Time Series Analysis

Year:

2002

Language:

english

File:

PDF, 141 KB

english, 2002

3

Comparison of unit root tests for time series with level shifts

MARKKU LANNE, HELMUT LÜTKEPOHL, PENTTI SAIKKONEN

Journal:

Journal of Time Series Analysis

Year:

2002

Language:

english

File:

PDF, 168 KB

english, 2002

4

Bayesian methods for change-point detection in long-range dependent processes

Bonnie K. Ray, Ruey S. Tsay

Journal:

Journal of Time Series Analysis

Year:

2002

Language:

english

File:

PDF, 430 KB

english, 2002

5

Asymptotic laws of successive least squares estimates for seasonal arima models and application

B. Truong-van, P. Varachaud

Journal:

Journal of Time Series Analysis

Year:

2002

Language:

english

File:

PDF, 207 KB

english, 2002

6

A State space approach to bootstrapping conditional forecasts in arma models

KENT D. WALL, DAVID S. STOFFER

Journal:

Journal of Time Series Analysis

Year:

2002

Language:

english

File:

PDF, 1012 KB

english, 2002

7

Journal of Time Series Analysis : Index to Volume 23 2002

Journal:

Journal of Time Series Analysis

Year:

2002

Language:

english

File:

PDF, 47 KB

english, 2002