Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

September 1994

Volume 15, Issue 5

Pages 453–562

  1. Original Article

    1. Top of page
    2. Original Article
    1. LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS (pages 473–487)

      Gemai Chen, Bovas Abraham and Shelton Peiris

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1994.tb00205.x

    2. RECURSIVE ESTIMATION IN SWITCHING AUTOREGRESSIONS WITH A MARKOV REGIME (pages 489–506)

      Ulla Holst, Georg Lindgren, Jan Holst and Mikael Thuvesholmen

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1994.tb00206.x

    3. STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS (pages 523–539)

      Robert E. McCulloch and Ruey S. Tsay

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1994.tb00208.x

    4. ON THE MAXIMUM ENTROPY PROPERTY OF NONLINEAR AUTOREGRESSIONS (pages 541–543)

      Dimitris N. Politis

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1994.tb00209.x

    5. A NEW WAY TO ESTIMATE ORDERS IN TIME SERIES (pages 545–559)

      Hu-Ming Zhang and Ping Wang

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1994.tb00210.x

    6. ON GENERALIZED FRACTIONAL PROCESSES – A CORRECTION (pages 561–562)

      Henry L. Gray, Nien-Fan Zhang and Wayne A. Woodward

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1994.tb00211.x

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