Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

November 1995

Volume 16, Issue 6

Pages 531–648

  1. Original Article

    1. Top of page
    2. Original Article
    3. Addendum
    1. LINEAR INTERPOLATORS AND THE INVERSE CORRELATION FUNCTION OF NON-STATIONARY TIME SERIES (pages 531–538)

      Roberto Baragona and Francesco Battaglia

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1995.tb00252.x

    2. NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES:A RECONSIDERATION (pages 539–549)

      Valentina Corradi

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1995.tb00253.x

    3. ON THE STRENGTH OF DEPENDENCE OF A TIME SERIES GENERATED BY A CHAOTIC MAP (pages 571–583)

      Peter Hall and Rodney C. L. Wolff

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1995.tb00256.x

    4. CONSISTENCY FOR NON-LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA (pages 585–606)

      Daniel Janas and Rainer von Sachs

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1995.tb00257.x

    5. EXACT MAXIMUM LIKELIHOOD ESTIMATION IN AUTOREGRESSIVE PROCESSES (pages 607–615)

      James W. Miller

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1995.tb00258.x

  2. Addendum

    1. Top of page
    2. Original Article
    3. Addendum
    1. You have free access to this content
      DIAGNOSTIC CHECKING OF PERIODIC AUTOREGRESSION MODELS WITH APPLICATION (pages 647–648)

      A. I. McLeod

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/j.1467-9892.1995.tb00260.x

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