Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

March 1990

Volume 11, Issue 2

Pages 89–179

  1. Original Article

    1. Top of page
    2. Original Article
    1. ESTIMATION AND TESTING OF A MULTIVARIATE EXPONENTIAL SMOOTHING MODEL (pages 89–105)

      F. Javier Fernández

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1990.tb00044.x

    2. SELECTING ORDER FOR GENERAL AUTOREGRESSIVE MODELS BY MINIMUM DESCRIPTION LENGTH (pages 107–119)

      Dawei Huang

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1990.tb00045.x

    3. CROSS-VALIDATORY CHOICE OF A SPECTRUM ESTIMATE AND ITS CONNECTIONS WITH AIC (pages 121–137)

      Clifford M. Hurvich and Kaizô I. Beltrato

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1990.tb00046.x

    4. A GENERALIZED LEAST-SQUARES APPROACH FOR ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE MODELS (pages 139–151)

      Sergio Koreisha and Tarmo Pukkila

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1990.tb00047.x

    5. A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS (pages 153–164)

      Domenico Piccolo

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1990.tb00048.x

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