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

      Qiansheng Cheng

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1991.tb00066.x

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

      James Davidson

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1991.tb00067.x

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

      Hideaki Sakai

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1991.tb00069.x

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

      Myint Swe and Masanobu Taniguchi

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1991.tb00070.x

SEARCH

SEARCH BY CITATION