Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

November 1997

Volume 18, Issue 6

Pages 535–664

  1. Original Article

    1. Top of page
    2. Original Article
    3. Index
    1. On Bartlett’s Formula for Non-linear Processes (pages 535–552)

      Alain Berlinet and Christian Francq

      Article first published online: 26 DEC 2001 | DOI: 10.1111/1467-9892.00067

    2. On White Noises Driven by Hidden Markov Chains (pages 553–578)

      Christian Francq and Michel Roussignol

      Article first published online: 26 DEC 2001 | DOI: 10.1111/1467-9892.00068

    3. Iterative Least Squares Estimation and Identification of the Transfer Function Model (pages 579–592)

      Daniel Muller and William W. S. Wei

      Article first published online: 26 DEC 2001 | DOI: 10.1111/1467-9892.00069

    4. Bayesian Models for Non-linear Autoregressions (pages 593–614)

      Peter Müller, Mike West and Steven MacEachern

      Article first published online: 26 DEC 2001 | DOI: 10.1111/1467-9892.00070

    5. A Test of Linearity for Functional Autoregressive Models (pages 615–639)

      Jean-Michel Poggi and Bruno Portier

      Article first published online: 26 DEC 2001 | DOI: 10.1111/1467-9892.00071

    6. Consistency of Frequency Estimates Based on the Wavelet Transform (pages 641–662)

      Ritei Shibata and Mutsumi Takagiwa

      Article first published online: 26 DEC 2001 | DOI: 10.1111/1467-9892.00072

  2. Index

    1. Top of page
    2. Original Article
    3. Index
    1. Journal of Time Series Analysis: Index to Volume 18 1997 (pages 663–664)

      Article first published online: 28 JUN 2008 | DOI: 10.1111/1467-9892.00073

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