Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

March 1992

Volume 13, Issue 2

Pages 95–188

  1. Original Article

    1. Top of page
    2. Original Article
    1. ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (pages 95–107)

      Peter J. Brockwell, Jian Liu and Richard L. Tweedie

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1992.tb00096.x

    2. TESTS FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS (pages 109–118)

      Roselyne Joyeux

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1992.tb00097.x

    3. ON THE STABILITY OF A THRESHOLD AR(1) WITHOUT INTERCEPTS (pages 119–132)

      K. S. Lim

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1992.tb00098.x

    4. MAXIMUM LIKELIHOOD ESTIMATORS IN THE MULTIVARIATE AUTOREGRESSIVE MOVING-AVERAGE MODEL FROM A GENERALIZED LEAST SQUARES VIEWPOINT (pages 133–145)

      Gregory C. Reinsel, Sabyasachi Basu and Sook Fwe Yap

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1992.tb00099.x

    5. ALGORITHMS FOR ESTIMATION OF POSSIBLY NONSTATIONARY VECTOR TIME SERIES (pages 171–188)

      Guofu Zhou

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1992.tb00101.x

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