Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

July 1982

Volume 3, Issue 4

Pages 219–285

  1. Original Article

    1. Top of page
    2. Original Article
    3. Book Reviews
    1. APPROXIMATE FILTERING OF PARAMETER DRIVEN PROCESSES (pages 219–223)

      A. Azzalini

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1982.tb00344.x

    2. ON-LINE VARIANCE ESTIMATION FOR THE STEADY STATE BAYESIAN FORECASTING MODEL (pages 225–234)

      N. Cantarelis and F. R. Johnston

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1982.tb00345.x

    3. AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM (pages 253–264)

      R. H. Shumway and D. S. Stoffer

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1982.tb00349.x

    4. EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES (pages 265–282)

      Dag Tjøstheim and Jostein Paulsen

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1982.tb00350.x

  2. Book Reviews

    1. Top of page
    2. Original Article
    3. Book Reviews
    1. Book Reviews (pages 283–285)

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1982.tb00351.x

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