Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

September 1993

Volume 14, Issue 5

Pages 441–550

  1. Original Article

    1. Top of page
    2. Original Article
    3. Corrigendum
    4. Correction
    1. BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES (pages 441–454)

      John Geweke and Nobuhiko Terui

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1993.tb00156.x

    2. ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES (pages 455–472)

      Clifford M. Hurvich and Kaizo I. Beltrao

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1993.tb00157.x

    3. ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES (pages 473–484)

      Paul Kabaila

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1993.tb00158.x

    4. TRANSFER FUNCTION ESTIMATION (pages 485–496)

      L. Kavalieris

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1993.tb00159.x

    5. ON THE UNIMODALITY OF THE EXACT LIKELIHOOD FUNCTION FOR NORMAL AR(2) SERIES (pages 497–509)

      M. Minozzo and A. Azzalini

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1993.tb00160.x

    6. MODELING LONG-MEMORY PROCESSES FOR OPTIMAL LONG-RANGE PREDICTION (pages 511–525)

      Bonnie K. Ray

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1993.tb00161.x

    7. NON-SINGULARITY OF FISHER INFORMATION FOR AUTOREGRESSIVE MOYING-AVERAGE PROCESSES (pages 547–548)

      Xiaobao Wang

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1993.tb00163.x

  2. Corrigendum

    1. Top of page
    2. Original Article
    3. Corrigendum
    4. Correction
    1. You have free access to this content
      THE PERIODOGRAM REGRESSION (page 549)

      Uwe Hassler

      Article first published online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1993.tb00164.x

  3. Correction

    1. Top of page
    2. Original Article
    3. Corrigendum
    4. Correction
    1. You have free access to this content

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