Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

July 1991

Volume 12, Issue 4

Pages 273–373

  1. Original Article

    1. Top of page
    2. Original Article
    1. INITIALIZING THE KALMAN FILTER FOR NONSTATIONARY TIME SERIES MODELS (pages 283–300)

      William Bell and Steven Hillmer

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1991.tb00084.x

    2. GRAPHICAL METHODS FOR DETERMINING THE PRESENCE OF PERIODIC CORRELATION (pages 337–350)

      Harry L. Hurd and Neil L. Gerr

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1991.tb00088.x

    3. CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS (pages 351–361)

      Guy Melard, Marianne Paesmans and Roch Roy

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1991.tb00089.x

    4. A METHODOLOGY FOR SELECTING SUBSET AUTOREGRESSIVE TIME SERIES MODELS (pages 363–373)

      Gwo-Hsing Yu and Yow-Chang Lin

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1991.tb00090.x

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