Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

May 1990

Volume 11, Issue 3

Pages 181–274

  1. Original Article

    1. Top of page
    2. Original Article
    1. A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS (pages 181–183)

      Craig F. Ansley and Robert Kohn

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1990.tb00050.x

    2. THE ZERO-CROSSING RATE OF AUTOREGRESSIVE PROCESSES AND ITS LINK TO UNIT ROOTS (pages 201–213)

      Shuyuan He and Benjamin Kedem

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1990.tb00052.x

    3. ESTIMATION FOR THE FIRST-ORDER DIAGONAL BILINEAR TIME SERIES MODEL (pages 215–229)

      Won Kyung Kim, L. Billard and I. V. Basawa

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1990.tb00053.x

    4. FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE-MOVING AVERAGE MODELS (pages 231–237)

      André Klein and Guy Mélard

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1990.tb00054.x

    5. DIFFERENTIAL GEOMETRY OF ARMA MODELS (pages 259–274)

      Nalini Ravishanker, Edward L. Melnick and Chih-Ling Tsai

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1990.tb00057.x

SEARCH

SEARCH BY CITATION