Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

November 2000

Volume 21, Issue 6

Pages 615–740

  1. Original Article

    1. Top of page
    2. Original Article
    3. Index
    1. Highly Robust Estimation of the Autocovariance Function (pages 663–684)

      Yanyuan Ma and Marc G. Genton

      Version of Record online: 4 JAN 2002 | DOI: 10.1111/1467-9892.00203

    2. On Kay's Frequency Estimator (pages 707–712)

      B. G. Quinn

      Version of Record online: 4 JAN 2002 | DOI: 10.1111/1467-9892.00205

  2. Index

    1. Top of page
    2. Original Article
    3. Index
    1. Index to Volume 21, 2000 (pages 739–740)

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/1467-9892.00208

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