Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

July 1994

Volume 15, Issue 4

Pages 351–452

  1. Original Article

    1. Top of page
    2. Original Article
    1. USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS (pages 371–384)

      Clive Granger and Jin-Lung Lin

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1994.tb00200.x

    2. THE NUMBER OF PEAKS IN A STATIONARY SAMPLE AND ORTHANT PROBABILITIES (pages 385–403)

      Simon Ku and Eugene Seneta

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1994.tb00201.x

    3. SEMIPARAMETRIC TIME SERIES REGRESSION (pages 405–428)

      Young K. Truong and Charles J. Stone

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1994.tb00202.x

    4. PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION (pages 429–452)

      Rainer von Sachs

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1994.tb00203.x

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