Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

January 1991

Volume 12, Issue 1

Pages 1–93

  1. Original Article

    1. Top of page
    2. Original Article
    1. A STATE SPACE TIME SERIES MODELLING METHOD WITHOUT INDIVIDUAL DETRENDING (pages 1–26)

      Masanao Aoki

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1991.tb00065.x

    2. PARAMETER ESTIMATION IN EXPONENTIAL MODELS (pages 27–40)

      Qiansheng Cheng

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1991.tb00066.x

    3. THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS (pages 41–62)

      James Davidson

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1991.tb00067.x

    4. CONSISTENT ESTIMATION OF THE FOURTH-ORDER CUMULANT SPECTRAL DENSITY (pages 63–71)

      Peter T. Kim

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1991.tb00068.x

    5. ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS (pages 73–82)

      Hideaki Sakai

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1991.tb00069.x

    6. HIGHER-ORDER ASYMPTOTIC PROPERTIES OF A WEIGHTED ESTIMATOR FOR GAUSSIAN ARMA PROCESSES (pages 83–93)

      Myint Swe and Masanobu Taniguchi

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1991.tb00070.x

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