• Issue

    Journal of Time Series Analysis: Volume 13, Issue 4

    283-375
    July 1992
Previous Issue|Next Issue
Export Citation(s)Download PDF(s)

Original Article

Full Access

NON-NEGATIVE AUTOREGRESSIVE MODELS

An Hong-zhi, 
  • Pages: 283-295
  • First Published: July 1992
Full Access

BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS

Jens-Peter Kreiss,  Jürgen Franke, 
  • Pages: 297-317
  • First Published: July 1992
Full Access

SPECTRAL RADIUS, KRONECKER PRODUCTS AND STATIONARITY

Jian Liu, 
  • Pages: 319-325
  • First Published: July 1992
Full Access

REPARAMETRIZATION ASPECTS OF NUMERICAL BAYESIAN METHODOLOGY FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS

J. M. Marriott,  A. F. M. Smith, 
  • Pages: 327-343
  • First Published: July 1992
Full Access

COMPUTATION OF CANONICAL CORRELATION BETWEEN PAST AND FUTURE OF A TIME SERIES

Mohsen Pourahmadi,  A. G. Miamee, 
  • Pages: 345-351
  • First Published: July 1992
Full Access

VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING

Gregory C. Reinsel,  Sung K. Ahn, 
  • Pages: 353-375
  • First Published: July 1992