Volume 7; Issue 4

Journal of Time Series Analysis

Volume 7; Issue 4

1

WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?*

T. W. Anderson, Akimichi Takemura

Journal:

Journal of Time Series Analysis

Year:

1986

Language:

english

File:

PDF, 693 KB

english, 1986

2

A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS

Don Coursey, Hans Nyquist

Journal:

Journal of Time Series Analysis

Year:

1986

Language:

english

File:

PDF, 636 KB

english, 1986

3

ON THE CONSISTENCY OF LEAST SQUARES ESTIMATORS FOR A THRESHOLD AR(1) MODEL

Joseph D. Petruccelli

Journal:

Journal of Time Series Analysis

Year:

1986

Language:

english

File:

PDF, 368 KB

english, 1986

4

TEMPORAL AGGREGATION IN THE ARIMA PROCESS

Daniel O. Stram, William W. S. Wei

Journal:

Journal of Time Series Analysis

Year:

1986

Language:

english

File:

PDF, 624 KB

english, 1986

5

A METHODOLOGICAL NOTE ON THE DISAGGREGATION OF TIME SERIES TOTALS

Daniel O. Stram, William W. S. Wei

Journal:

Journal of Time Series Analysis

Year:

1986

Language:

english

File:

PDF, 386 KB

english, 1986

6

ON THE STABILITY OF A HETEROSCEDASTIC PROCESS

Journal:

Journal of Time Series Analysis

Year:

1986

Language:

english

File:

PDF, 328 KB

english, 1986