Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

May 1992

Volume 13, Issue 3

Pages 189–282

  1. Original Article

    1. Top of page
    2. Original Article
    3. Correction
    1. DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS (pages 189–207)

      P. Burman and D. Nolan

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1992.tb00102.x

    2. KERNEL REGRESSION SMOOTHING OF TIME SERIES (pages 209–232)

      Wolfgang Härdle and Philippe Vieu

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1992.tb00103.x

    3. A NEW DIAGNOSTIC TEST OF MODEL INADEQUACY WHICH USES THE MARTINGALE DIFFERENCE CRITERION (pages 233–252)

      Melvin J. Hinich and Douglas M. Patterson

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1992.tb00104.x

    4. REVERSED RESIDUALS IN AUTOREGRESSIVE TIME SERIES ANALYSIS (pages 253–266)

      A. J. Lawrance and P. A. W. Lewis

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1992.tb00105.x

    5. ‘PURIFYING’ NOISY SIGNALS (pages 267–280)

      A. Rabinovitch and R. Thieberger

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1992.tb00106.x

  2. Correction

    1. Top of page
    2. Original Article
    3. Correction
    1. You have free access to this content
      CORRECTION (pages 281–282)

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1992.tb00107.x

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