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%%% -*-BibTeX-*-
%%% ====================================================================
%%%  BibTeX-file{
%%%     author          = "Nelson H. F. Beebe",
%%%     version         = "1.01",
%%%     date            = "09 July 2019",
%%%     time            = "08:26:12 MDT",
%%%     filename        = "jtimeseranal.bib",
%%%     address         = "University of Utah
%%%                        Department of Mathematics, 110 LCB
%%%                        155 S 1400 E RM 233
%%%                        Salt Lake City, UT 84112-0090
%%%                        USA",
%%%     telephone       = "+1 801 581 5254",
%%%     FAX             = "+1 801 581 4148",
%%%     URL             = "http://www.math.utah.edu/~beebe",
%%%     checksum        = "62692 36336 136814 1391304",
%%%     email           = "beebe at math.utah.edu, beebe at acm.org,
%%%                        beebe at computer.org (Internet)",
%%%     codetable       = "ISO/ASCII",
%%%     keywords        = "bibliography; BibTeX; Journal of Time Series
%%%                        Analysis",
%%%     license         = "public domain",
%%%     supported       = "yes",
%%%     docstring       = "This is a COMPLETE bibliography of the
%%%                        Journal of Time Series Analysis (CODEN
%%%                        JTSADL, ISSN 0143-9782 (print), 1467-9892
%%%                        (electronic)), published by Wiley.
%%%                        Publication began with volume 1, number 1, in
%%%                        January 1980, and the journal appeared with
%%%                        two issues per year, then four, and, from
%%%                        volume 13 in 1992, six per annual volume.
%%%
%%%                        The journal has a Web site at
%%%
%%%                            https://onlinelibrary.wiley.com/journal/14679892
%%%
%%%                        At version 1.01, the COMPLETE year coverage
%%%                        looked like this:
%%%
%%%                             1980 (  13)    1994 (  47)    2008 (  54)
%%%                             1981 (  18)    1995 (  41)    2009 (  37)
%%%                             1982 (  25)    1996 (  35)    2010 (  44)
%%%                             1983 (  22)    1997 (  39)    2011 (  57)
%%%                             1984 (  20)    1998 (  48)    2012 (  74)
%%%                             1985 (  22)    1999 (  48)    2013 (  57)
%%%                             1986 (  25)    2000 (  39)    2014 (  38)
%%%                             1987 (  42)    2001 (  44)    2015 (  51)
%%%                             1988 (  33)    2002 (  36)    2016 (  57)
%%%                             1989 (  27)    2003 (  43)    2017 (  57)
%%%                             1990 (  27)    2004 (  55)    2018 (  63)
%%%                             1991 (  26)    2005 (  59)    2019 (  38)
%%%                             1992 (  35)    2006 (  48)
%%%                             1993 (  47)    2007 (  43)
%%%
%%%                             Article:       1634
%%%
%%%                             Total entries: 1634
%%%
%%%                        Entries for this bibliography have been
%%%                        derived primarily from data at the publisher
%%%                        Web site, but have been augmented by data
%%%                        from the BibNet Project and TeX User Group
%%%                        bibliography archives.
%%%
%%%                        Numerous errors in the sources noted above
%%%                        have been corrected. In particular, all
%%%                        titles are uppercased in publisher Web pages
%%%                        up to volume 18, number 2; that causes
%%%                        serious loss of information, and letter
%%%                        casing has been corrected in this
%%%                        bibliography.  Spelling has been verified
%%%                        with the UNIX spell and GNU ispell programs
%%%                        using the exception dictionary stored in the
%%%                        companion file with extension .sok.  BibTeX
%%%                        citation tags are uniformly chosen as
%%%                        name:year:abbrev, where name is the family
%%%                        name of the first author or editor, year is a
%%%                        4-digit number, and abbrev is a 3-letter
%%%                        condensation of important title
%%%                        words. Citation tags were automatically
%%%                        generated by software developed for the
%%%                        BibNet Project.  In this bibliography,
%%%                        entries are sorted in publication order using
%%%                        bibsort -byvolume.
%%%
%%%                        The checksum field above contains a CRC-16
%%%                        checksum as the first value, followed by the
%%%                        equivalent of the standard UNIX wc (word
%%%                        count) utility output of lines, words, and
%%%                        characters.  This is produced by Robert
%%%                        Solovay's checksum utility.",
%%%  }
%%% ====================================================================
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%%% ====================================================================
%%% Acknowledgement abbreviations:
@String{ack-nhfb = "Nelson H. F. Beebe,
                    University of Utah,
                    Department of Mathematics, 110 LCB,
                    155 S 1400 E RM 233,
                    Salt Lake City, UT 84112-0090, USA,
                    Tel: +1 801 581 5254,
                    FAX: +1 801 581 4148,
                    e-mail: \path|beebe@math.utah.edu|,
                            \path|beebe@acm.org|,
                            \path|beebe@computer.org| (Internet),
                    URL: \path|http://www.math.utah.edu/~beebe/|"}

%%% ====================================================================
%%% Journal abbreviations:
@String{j-J-TIME-SER-ANAL       = "Journal of Time Series Analysis"}

%%% ====================================================================
%%% Bibliography entries, sorted in publication order with ``bibsort
%%% --byvolume'':
@Article{Akaike:1980:SAB,
  author =       "Hirotugu Akaike",
  title =        "Seasonal Adjustment by a {Bayesian} Modeling",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "1",
  number =       "1",
  pages =        "1--13",
  month =        jan,
  year =         "1980",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1980.tb00296.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:15 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1980",
}

@Article{Granger:1980:ILM,
  author =       "C. W. J. Granger and Roselyne Joyeux",
  title =        "An Introduction to Long-Memory Time Series Models and
                 Fractional Differencing",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "1",
  number =       "1",
  pages =        "15--29",
  month =        jan,
  year =         "1980",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1980.tb00297.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:15 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1980",
}

@Article{Newbold:1980:NRB,
  author =       "Paul Newbold",
  title =        "A Note on Relations Between Seasonally Adjusted
                 Variables",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "1",
  number =       "1",
  pages =        "31--35",
  month =        jan,
  year =         "1980",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1980.tb00298.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:15 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1980",
}

@Article{Nicholls:1980:ERC,
  author =       "D. F. Nicholls and B. G. Quinn",
  title =        "The Estimation of Random Coefficient Autoregressive
                 Models. {I}",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "1",
  number =       "1",
  pages =        "37--46",
  month =        jan,
  year =         "1980",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1980.tb00299.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:15 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1980",
}

@Article{Priestley:1980:SDM,
  author =       "M. B. Priestley",
  title =        "State-Dependent Models: a General Approach to
                 Non-Linear Time Series Analysis",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "1",
  number =       "1",
  pages =        "47--71",
  month =        jan,
  year =         "1980",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1980.tb00300.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:15 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1980",
}

@Article{Zhao-Guo:1980:DPO,
  author =       "Chen Zhao-Guo and E. J. Hannan",
  title =        "The Distribution of Periodogram Ordinates",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "1",
  number =       "1",
  pages =        "73--82",
  month =        jan,
  year =         "1980",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1980.tb00301.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:15 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1980",
}

@Article{Anderson:1980:SLF,
  author =       "T. W. Anderson and Ra{\'u}l P. Mentz",
  title =        "On the Structure of the Likelihood Function of
                 Autoregressive and Moving Average Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "1",
  number =       "2",
  pages =        "83--94",
  month =        mar,
  year =         "1980",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1980.tb00302.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:15 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1980",
}

@Article{Brillinger:1980:CLS,
  author =       "David R. Brillinger",
  title =        "The Comparison of Least Squares and Third-Order
                 Periodogram Procedures in the Estimation of
                 Bifrequency",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "1",
  number =       "2",
  pages =        "95--102",
  month =        mar,
  year =         "1980",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1980.tb00303.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:15 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1980",
}

@Article{Davies:1980:AMA,
  author =       "Neville Davies and Trevor Spedding and William
                 Watson",
  title =        "Autoregressive Moving Average Processes with
                 Non-Normal Residuals",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "1",
  number =       "2",
  pages =        "103--109",
  month =        mar,
  year =         "1980",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1980.tb00304.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:15 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1980",
}

@Article{Deaton:1980:GDT,
  author =       "Michael L. Deaton and Robert V. Foutz",
  title =        "Group Delay and the Time-Lag Relationship Between
                 Stochastic Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "1",
  number =       "2",
  pages =        "111--118",
  month =        mar,
  year =         "1980",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1980.tb00305.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:15 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1980",
}

@Article{Evans:1980:TST,
  author =       "Paul Evans",
  title =        "A Time-Series Test of the Natural-Rate Hypothesis",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "1",
  number =       "2",
  pages =        "119--133",
  month =        mar,
  year =         "1980",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1980.tb00306.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:15 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1980",
}

@Article{Hopwood:1980:TSA,
  author =       "W. S. Hopwood and P. Newbold",
  title =        "Time Series Analysis in Accounting: a Survey and
                 Analysis of Recent Issues",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "1",
  number =       "2",
  pages =        "135--144",
  month =        mar,
  year =         "1980",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1980.tb00307.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:15 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1980",
}

@Article{Rao:1980:TLS,
  author =       "T. Subba Rao and M. M. Gabr",
  title =        "A Test for Linearity of Stationary Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "1",
  number =       "2",
  pages =        "145--158",
  month =        mar,
  year =         "1980",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1980.tb00308.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:15 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1980",
}

@Article{Jenkins:1981:SAM,
  author =       "Gwilym M. Jenkins and Athar S. Alavi",
  title =        "Some Aspects of Modelling and Forecasting Multivariate
                 Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "2",
  number =       "1",
  pages =        "1--47",
  month =        jan,
  year =         "1981",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1981.tb00309.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:16 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1981",
}

@Article{Pemberton:1981:NDN,
  author =       "J. Pemberton and H. Tong",
  title =        "A Note on the Distributions of Non-Linear
                 Autoregressive Stochastic Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "2",
  number =       "1",
  pages =        "49--52",
  month =        jan,
  year =         "1981",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1981.tb00310.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:16 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1981",
}

@Article{Taniguchi:1981:RRI,
  author =       "Masanobu Taniguchi",
  title =        "Robust Regression and Interpolation for Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "2",
  number =       "1",
  pages =        "53--62",
  month =        jan,
  year =         "1981",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1981.tb00311.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:16 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1981",
}

@Article{Azzalini:1981:ROL,
  author =       "A. Azzalini",
  title =        "Replicated Observations of Low Order Autoregressive
                 Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "2",
  number =       "2",
  pages =        "63--70",
  month =        mar,
  year =         "1981",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1981.tb00312.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:17 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1981",
}

@Article{Dargahi-Noubary:1981:SRD,
  author =       "G. R. Dargahi-Noubary and P. J. Laycock",
  title =        "Spectral Ratio Discriminants and Information Theory",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "2",
  number =       "2",
  pages =        "71--86",
  month =        mar,
  year =         "1981",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1981.tb00313.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:17 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1981",
}

@Article{Huzii:1981:ECA,
  author =       "Mituaki Huzii",
  title =        "Estimation of Coefficients of an Autoregressive
                 Process by Using a Higher Order Moment",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "2",
  number =       "2",
  pages =        "87--93",
  month =        mar,
  year =         "1981",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1981.tb00314.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:17 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1981",
}

@Article{Kang:1981:NSC,
  author =       "Heejoon Kang",
  title =        "Necessary and Sufficient Conditions for Causality
                 Testing in Multivariate {ARMA} Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "2",
  number =       "2",
  pages =        "95--101",
  month =        mar,
  year =         "1981",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1981.tb00315.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:17 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "March 1981",
}

@Article{Kitagawa:1981:NTS,
  author =       "Genshiro Kitagawa",
  title =        "A Nonstationary Time Series Model and Its Fitting by a
                 Recursive Filter",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "2",
  number =       "2",
  pages =        "103--116",
  month =        mar,
  year =         "1981",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1981.tb00316.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:17 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1981",
}

@Article{Dufour:1981:RTS,
  author =       "Jean-Marie Dufour",
  title =        "Rank Tests for Serial Dependence",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "2",
  number =       "3",
  pages =        "117--128",
  month =        may,
  year =         "1981",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1981.tb00317.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:17 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1981",
}

@Article{Dunsmuir:1981:EPV,
  author =       "W. Dunsmuir",
  title =        "Estimation of Periodically Varying Means and Standard
                 Deviations in Time Series Data",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "2",
  number =       "3",
  pages =        "129--153",
  month =        may,
  year =         "1981",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1981.tb00318.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:17 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1981",
}

@Article{Gabr:1981:EPS,
  author =       "M. M. Gabr and T. Subba Rao",
  title =        "The Estimation and Prediction of Subset Bilinear Time
                 Series Models with Applications",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "2",
  number =       "3",
  pages =        "155--171",
  month =        may,
  year =         "1981",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1981.tb00319.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:17 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1981",
}

@Article{Gordon:1981:ALS,
  author =       "William B. Gordon",
  title =        "Accuracy of Linear Spectral Estimates of Band-Limited
                 Signals",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "2",
  number =       "3",
  pages =        "173--184",
  month =        may,
  year =         "1981",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1981.tb00320.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:17 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1981",
}

@Article{Quinn:1981:ERC,
  author =       "B. G. Quinn and D. F. Nicholls",
  title =        "The Estimation of Random Coefficient Autogressive
                 Models. {II}",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "2",
  number =       "3",
  pages =        "185--203",
  month =        may,
  year =         "1981",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1981.tb00321.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:17 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1981",
}

@Article{Birch:1981:CIR,
  author =       "Jeffrey B. Birch and R. Douglas Martin",
  title =        "Confidence Intervals for Robust Estimates of the First
                 Order Autoregressive Parameter",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "2",
  number =       "4",
  pages =        "205--220",
  month =        jul,
  year =         "1981",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1981.tb00322.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:18 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1981",
}

@Article{Harvey:1981:FSP,
  author =       "A. C. Harvey",
  title =        "Finite Sample Prediction and Overdifferencing",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "2",
  number =       "4",
  pages =        "221--232",
  month =        jul,
  year =         "1981",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1981.tb00323.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:18 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1981",
}

@Article{Herzberg:1981:IAP,
  author =       "Agnes M. Herzberg and J. S. Hickie",
  title =        "An Investigation of {Andrews}' Plots to Show Time
                 Variation of Model Parameters",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "2",
  number =       "4",
  pages =        "233--262",
  month =        jul,
  year =         "1981",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1981.tb00324.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:18 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1981",
}

@Article{Poskitt:1981:TSA,
  author =       "D. S. Poskitt and A. R. Tremayne",
  title =        "A Time Series Application of the Use of {Monte Carlo}
                 Methods to Compare Statistical Tests",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "2",
  number =       "4",
  pages =        "263--277",
  month =        jul,
  year =         "1981",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1981.tb00325.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:18 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1981",
}

@Article{Tong:1981:NMB,
  author =       "H. Tong",
  title =        "A Note on a {Markov} Bilinear Stochastic Process in
                 Discrete Time",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "2",
  number =       "4",
  pages =        "279--284",
  month =        jul,
  year =         "1981",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1981.tb00326.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:18 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1981",
}

@Article{Lii:1982:ETD,
  author =       "K. S. Lii and K. N. Helland and M. Rosenblatt",
  title =        "Estimating Three-Dimensional Energy Transfer in
                 Isotropic Turbulence*",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "1",
  pages =        "1--28",
  month =        jan,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00327.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:18 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1982",
}

@Article{Ozaki:1982:SAP,
  author =       "T. Ozaki",
  title =        "The Statistical Analysis of Perturbed Limit Cycle
                 Processes Using Nonlinear Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "1",
  pages =        "29--41",
  month =        jan,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00328.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:18 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1982",
}

@Article{Penm:1982:RFS,
  author =       "Jack H. W. Penm and R. D. Terrell",
  title =        "On the Recursive Fitting of Subset Autoregressions",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "1",
  pages =        "43--59",
  month =        jan,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00329.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:18 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1982",
}

@Article{Praetz:1982:MMC,
  author =       "Peter Praetz",
  title =        "The Market Model, {CAPM} and Efficiency in the
                 Frequency Domain",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "1",
  pages =        "61--79",
  month =        jan,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00330.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:18 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1982",
}

@Article{Bhattacharyya:1982:LPD,
  author =       "M. N. Bhattacharyya",
  title =        "{Lydia Pinkham} Data Remodelled",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "2",
  pages =        "81--102",
  month =        mar,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00331.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:19 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1982",
}

@Article{Granger:1982:ATS,
  author =       "C. W. J. Granger",
  title =        "Acronyms in Time Series Analysis ({ATSA})",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "2",
  pages =        "103--107",
  month =        mar,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00332.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:19 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1982",
}

@Article{Hasan:1982:NTS,
  author =       "T. Hasan",
  title =        "Nonlinear Time Series Regression for a Class of
                 Amplitude Modulated Consinusoids",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "2",
  pages =        "109--122",
  month =        mar,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00333.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:19 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1982",
}

@Article{Quinn:1982:TRA,
  author =       "B. G. Quinn and D. F. Nicholls",
  title =        "Testing for the Randomness of Autoregressive
                 Coefficients",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "2",
  pages =        "123--135",
  month =        mar,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00334.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:19 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1982",
}

@Article{Tong:1982:NUT,
  author =       "H. Tong",
  title =        "A Note on Using Threshold Autoregressive Models for
                 Multi-Step-Ahead Prediction of Cyclical Data",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "2",
  pages =        "137--140",
  month =        mar,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00335.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:19 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1982",
}

@Article{Clarke:1982:CPS,
  author =       "B. R. Clarke and E. J. Godolphin",
  title =        "Comparative Power Studies for Goodness of Fit Tests of
                 Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "3",
  pages =        "141--151",
  month =        may,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00336.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:19 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1982",
}

@Article{Cooper:1982:IMT,
  author =       "D. M. Cooper and E. F. Wood",
  title =        "Identifying Multivariate Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "3",
  pages =        "153--164",
  month =        may,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00337.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:19 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1982",
}

@Article{Dickinson:1982:SSS,
  author =       "Bradley W. Dickinson",
  title =        "Sufficient Statistics for Stationary Discrete-Time
                 {Gaussian} Random Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "3",
  pages =        "165--168",
  month =        may,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00338.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:19 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1982",
}

@Article{Hinich:1982:TGL,
  author =       "Melvin J. Hinich",
  title =        "Testing for {Gaussianity} and Linearity of a
                 Stationary Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "3",
  pages =        "169--176",
  month =        may,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00339.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:19 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1982",
}

@Article{Janacek:1982:DDD,
  author =       "G. J. Janacek",
  title =        "Determining the Degree of Differencing for Time Series
                 Via the Log Spectrum",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "3",
  pages =        "177--183",
  month =        may,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00340.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:19 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1982",
}

@Article{Kassam:1982:RHT,
  author =       "Saleem A. Kassam",
  title =        "Robust Hypothesis Testing and Robust Time Series
                 Interpolation and Regression",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "3",
  pages =        "185--194",
  month =        may,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00341.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:19 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1982",
}

@Article{Krogstad:1982:CP,
  author =       "Harald E. Krogstad",
  title =        "On the Covariance of the Periodogram",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "3",
  pages =        "195--207",
  month =        may,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00342.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:19 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1982",
}

@Article{Tyssedal:1982:APT,
  author =       "John S. Tyssedal and Dag Tj{\o}stheim",
  title =        "Autoregressive Processes with a Time Dependent
                 Variance",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "3",
  pages =        "209--217",
  month =        may,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00343.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:19 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1982",
}

@Article{Anonymous:1982:BR,
  author =       "Anonymous",
  title =        "Book Reviews",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "4",
  pages =        "283--285",
  month =        jul,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00351.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:20 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1982",
}

@Article{Azzalini:1982:AFP,
  author =       "A. Azzalini",
  title =        "Approximate Filtering of Parameter Driven Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "4",
  pages =        "219--223",
  month =        jul,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00344.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:20 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1982",
}

@Article{Cantarelis:1982:LVE,
  author =       "N. Cantarelis and F. R. Johnston",
  title =        "On-Line Variance Estimation for the Steady State
                 {Bayesian} Forecasting Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "4",
  pages =        "225--234",
  month =        jul,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00345.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:20 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1982",
}

@Article{Lutkepohl:1982:DMT,
  author =       "Helmut L{\"u}tkepohl",
  title =        "Differencing Multiple Time Series: Another Look at
                 {Canadian} Money and Income Data",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "4",
  pages =        "235--243",
  month =        jul,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00346.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:20 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1982",
}

@Article{Piccolo:1982:SSI,
  author =       "Domenico Piccolo",
  title =        "The Size of the Stationarity and Invertibility Region
                 of an Autoregressive-Moving Average Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "4",
  pages =        "245--247",
  month =        jul,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00347.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:20 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1982",
}

@Article{Quinn:1982:NES,
  author =       "B. G. Quinn",
  title =        "A Note on the Existence of Strictly Stationary
                 Solutions to Bilinear Equations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "4",
  pages =        "249--252",
  month =        jul,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00348.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:20 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1982",
}

@Article{Shumway:1982:ATS,
  author =       "R. H. Shumway and D. S. Stoffer",
  title =        "An Approach to Time Series Smoothing and Forecasting
                 Using the {EM} Algorithm",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "4",
  pages =        "253--264",
  month =        jul,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00349.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:20 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1982",
}

@Article{Tjostheim:1982:EIM,
  author =       "Dag Tj{\o}stheim and Jostein Paulsen",
  title =        "Empirical Identification of Multiple Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "3",
  number =       "4",
  pages =        "265--282",
  month =        jul,
  year =         "1982",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1982.tb00350.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:20 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1982",
}

@Article{Fotopoulos:1983:CPE,
  author =       "S. B. Fotopoulos and W. D. Ray",
  title =        "Components of Prediction Errors for a Stationary
                 Process with Estimated Parameters",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "1",
  pages =        "1--8",
  month =        jan,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00352.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:20 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1983",
}

@Article{Hong-Zhi:1983:NAE,
  author =       "An Hong-Zhi and Chen Zhao-Guo and E. J. Hannan",
  title =        "A Note on {ARMA} Estimation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "1",
  pages =        "9--17",
  month =        jan,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00353.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:20 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "January 1983",
}

@Article{Jacobs:1983:SDA,
  author =       "P. A. Jacobs and P. A. W. Lewis",
  title =        "Stationary Discrete Autoregressive-Moving Average Time
                 Series Generated by Mixtures",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "1",
  pages =        "19--36",
  month =        jan,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00354.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:20 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1983",
}

@Article{Kabaila:1983:AEE,
  author =       "Paul Kabaila",
  title =        "On the Asymptotic Efficiency of Estimators of the
                 Parameters of an {ARMA} Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "1",
  pages =        "37--47",
  month =        jan,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00355.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:20 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "January 1983",
}

@Article{Morettin:1983:NCL,
  author =       "Pedro A. Morettin",
  title =        "A Note on a Central Limit Theorem for Stationary
                 Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "1",
  pages =        "49--52",
  month =        jan,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00356.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:20 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1983",
}

@Article{Newbold:1983:CPC,
  author =       "P. Newbold and T. Bos",
  title =        "On $q$-Conditioned Partial Correlations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "1",
  pages =        "53--55",
  month =        jan,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00357.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:20 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1983",
}

@Article{Ochi:1983:AED,
  author =       "Yoshimichi Ochi",
  title =        "Asymptotic Expansions for the Distribution of an
                 Estimator in the First-Order Autoregressive Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "1",
  pages =        "57--67",
  month =        jan,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00358.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:20 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1983",
}

@Article{Saikkonen:1983:ARE,
  author =       "Pentti Saikkonen",
  title =        "Asymptotic Relative Efficiency of Some Tests of Fit in
                 Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "1",
  pages =        "69--78",
  month =        jan,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00359.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:20 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1983",
}

@Article{Battaglia:1983:IAM,
  author =       "Francesco Battaglia",
  title =        "Inverse Autocovariances and a Measure of Linear
                 Determinism for a Stationary Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "2",
  pages =        "79--87",
  month =        mar,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00360.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:21 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1983",
}

@Article{Li:1983:ERC,
  author =       "W. K. Li and Y. V. Hui",
  title =        "Estimation of Random Coefficient Autoregressive
                 Process: an Empirical {Bayes} Approach",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "2",
  pages =        "89--94",
  month =        mar,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00361.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:21 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1983",
}

@Article{Rao:1983:ESB,
  author =       "M. Bhaskara Rao and T. Subba Rao and A. M. Walker",
  title =        "On the Existence of Some Bilinear Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "2",
  pages =        "95--110",
  month =        mar,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00362.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:21 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1983",
}

@Article{Truong-Van:1983:GSA,
  author =       "B. Truong-Van",
  title =        "Generalized Seasonal {ARIMA} Processes:
                 Regularity\slash Singularity Criteria and Linear
                 Prediction",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "2",
  pages =        "111--126",
  month =        mar,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00363.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:21 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARIMA (Autoregressive integrated moving average)",
  onlinedate =   "March 1983",
}

@Article{Ullah:1983:ELR,
  author =       "A. Ullah and V. K. Srivastava and L. Magee and A.
                 Srivastava",
  title =        "Estimation of Linear Regression Model with
                 Autocorrelated Disturbances",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "2",
  pages =        "127--135",
  month =        mar,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00364.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:21 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1983",
}

@Article{Bhansali:1983:EOM,
  author =       "R. J. Bhansali",
  title =        "Estimation of the Order of a Moving Average Model from
                 Autoregressive and Window Estimates of the Inverse
                 Correlation Function",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "3",
  pages =        "137--162",
  month =        may,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00365.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1983",
}

@Article{Dahlhaus:1983:SAT,
  author =       "Rainer Dahlhaus",
  title =        "Spectral Analysis with Tapered Data",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "3",
  pages =        "163--175",
  month =        may,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00366.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1983",
}

@Article{Hokstad:1983:MDC,
  author =       "Per Hokstad",
  title =        "A Method for Diagnostic Checking of Time Series
                 Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "3",
  pages =        "177--183",
  month =        may,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00367.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1983",
}

@Article{Robinson:1983:NET,
  author =       "P. M. Robinson",
  title =        "Nonparametric Estimators for Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "3",
  pages =        "185--207",
  month =        may,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00368.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1983",
}

@Article{Shou-Ren:1983:DSS,
  author =       "Wang Shou-Ren and An Hong-Zhi and H. Tong",
  title =        "On the Distribution of a Simple Stationary Bilinear
                 Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "3",
  pages =        "209--216",
  month =        may,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00369.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1983",
}

@Article{Ali:1983:NAD,
  author =       "Mukhtar M. Ali",
  title =        "A Note on Approximating the Distribution of the
                 {Durbin-Watson} Statistic",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "4",
  pages =        "217--220",
  month =        jul,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00370.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1983",
}

@Article{Geweke:1983:EAL,
  author =       "John Geweke and Susan Porter-Hudak",
  title =        "The Estimation and Application of Long Memory Time
                 Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "4",
  pages =        "221--238",
  month =        jul,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00371.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1983",
}

@Article{Lim:1983:SAD,
  author =       "K. S. Lim and H. Tong",
  title =        "A Statistical Approach to Difference-Delay Equation
                 Modelling in Ecology --- Two Case Studies",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "4",
  pages =        "239--267",
  month =        jul,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00372.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1983",
}

@Article{McLeod:1983:DCA,
  author =       "A. I. McLeod and W. K. Li",
  title =        "Diagnostic Checking {ARMA} Time Series Models Using
                 Squared-Residual Autocorrelations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "4",
  number =       "4",
  pages =        "269--273",
  month =        jul,
  year =         "1983",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1983.tb00373.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "July 1983",
}

@Article{Anderson:1984:IDE,
  author =       "B. D. O. Anderson and M. Deistler",
  title =        "Identifiability in Dynamic Errors-In-Variables
                 Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "1",
  pages =        "1--13",
  month =        jan,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00374.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1984",
}

@Article{Layton:1984:FND,
  author =       "Allan P. Layton",
  title =        "A Further Note on the Detection of {Granger}
                 Instantaneous Causality",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "1",
  pages =        "15--18",
  month =        jan,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00375.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1984",
}

@Article{Milhoj:1984:MEM,
  author =       "Anders Milh{\o}j",
  title =        "Multiplicative Exponential Models for Stationary Time
                 Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "1",
  pages =        "19--35",
  month =        jan,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00376.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1984",
}

@Article{Taniguchi:1984:VEE,
  author =       "Masanobu Taniguchi",
  title =        "Validity of {Edgeworth} Expansions for Statistics of
                 Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "1",
  pages =        "37--51",
  month =        jan,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00377.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1984",
}

@Article{Tuan:1984:EPA,
  author =       "Pham Dinh Tuan",
  title =        "The Estimation of Parameters for Autoregressive Moving
                 Average Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "1",
  pages =        "53--68",
  month =        jan,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00378.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1984",
}

@Article{Haggan:1984:SAS,
  author =       "V. Haggan and S. M. Heravi and M. B. Priestley",
  title =        "A Study of the Application of State-Dependent Models
                 in Non-Linear Time Series Analysis",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "2",
  pages =        "69--102",
  month =        mar,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00379.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1984",
}

@Article{Haggan:1984:SSA,
  author =       "V. Haggan and O. B. Oyetunji",
  title =        "On the Selection of Subset Autoregressive Time Series
                 Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "2",
  pages =        "103--113",
  month =        mar,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00380.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1984",
}

@Article{Paulsen:1984:ODM,
  author =       "Jostein Paulsen",
  title =        "Order Determination of Multivariate Autoregressive
                 Time Series with Unit Roots",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "2",
  pages =        "115--127",
  month =        mar,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00381.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1984",
}

@Article{Weiss:1984:AMA,
  author =       "Andrew A. Weiss",
  title =        "Arma Models with Arch Errors",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "2",
  pages =        "129--143",
  month =        mar,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00382.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1984",
}

@Article{Duong:1984:COA,
  author =       "Quang Phuc Duong",
  title =        "On the Choice of the Order of Autoregressive Models: a
                 Ranking and Selection Approach",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "3",
  pages =        "145--157",
  month =        may,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00383.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:24 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1984",
}

@Article{Engel:1984:UAS,
  author =       "E. M. R. A. Engel",
  title =        "A Unified Approach to the Study of Sums, Products,
                 Time-Aggregation and Other Functions of {ARMA}
                 Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "3",
  pages =        "159--171",
  month =        may,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00384.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:24 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "May 1984",
}

@Article{Li:1984:ASI,
  author =       "W. K. Li",
  title =        "On the Autocorrelation Structure and Identification of
                 Some Bilinear Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "3",
  pages =        "173--181",
  month =        may,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00385.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:24 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1984",
}

@Article{Piccolo:1984:UAA,
  author =       "D. Piccolo and G. Tunnicliffe Wilson",
  title =        "A Unified Approach to {ARMA} Model Identification and
                 Preliminary Estimation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "3",
  pages =        "183--204",
  month =        may,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00386.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:24 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "May 1984",
}

@Article{Corradi:1984:NCB,
  author =       "C. Corradi and C. Scarani",
  title =        "A Note on the Computation of the {Bayesian}
                 Decomposition of a Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "4",
  pages =        "205--212",
  month =        jul,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00387.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:24 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1984",
}

@Article{Findley:1984:SAA,
  author =       "David F. Findley",
  title =        "On Some Ambiguities Associated with the Fitting of
                 {ARMA} Models to Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "4",
  pages =        "213--225",
  month =        jul,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00388.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:24 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "July 1984",
}

@Article{Franke:1984:RPI,
  author =       "Jurgen Franke",
  title =        "On the Robust Prediction and Interpolation of Time
                 Series in the Presence of Correlated Noise",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "4",
  pages =        "227--244",
  month =        jul,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00389.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:24 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1984",
}

@Article{Ishiguro:1984:CEI,
  author =       "Makio Ishiguro",
  title =        "Computationally Efficient Implementation of a
                 {Bayesian} Seasonal Adjustment Procedure",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "4",
  pages =        "245--253",
  month =        jul,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00390.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:24 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1984",
}

@Article{Morris:1984:KFA,
  author =       "N. D. Morris and D. Pfeffermann",
  title =        "A {Kalman} Filter Approach to the Forecasting of
                 Monthly Time Series Affected by {Morris} Festivals",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "4",
  pages =        "255--268",
  month =        jul,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00391.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:24 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1984",
}

@Article{Pena:1984:AFS,
  author =       "Daniel Pe{\~n}a",
  title =        "The Autocorrelation Function of Seasonal {ARMA}
                 Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "4",
  pages =        "269--272",
  month =        jul,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00392.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:24 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "July 1984",
}

@Article{Tuan:1984:NSS,
  author =       "Pham Dinh Tuan",
  title =        "A Note on Some Statistics Useful in Identifying the
                 Order of Autoregressive Moving Average Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "5",
  number =       "4",
  pages =        "273--279",
  month =        jul,
  year =         "1984",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1984.tb00393.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:24 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1984",
}

@Article{Feigin:1985:RCA,
  author =       "Paul D. Feigin and Richard L. Tweedie",
  title =        "Random Coefficient Autoregressive Processes: A
                 {Markov} Chain Analysis of Stationarity and Finiteness
                 of Moments",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "1",
  pages =        "1--14",
  month =        jan,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00394.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:25 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1985",
}

@Article{Florens:1985:CDM,
  author =       "J.-P. Florens and M. Mouchart",
  title =        "Conditioning in Dynamic Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "1",
  pages =        "15--34",
  month =        jan,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00395.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:25 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1985",
}

@Article{Lutkepohl:1985:CCE,
  author =       "Helmut L{\"u}tkepohl",
  title =        "Comparison of Criteria for Estimating the Order of a
                 Vector Autoregressive Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "1",
  pages =        "35--52",
  month =        jan,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00396.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:25 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1985",
}

@Article{Zhao-Guo:1985:AEL,
  author =       "Chen Zhao-Guo",
  title =        "The Asymptotic Efficiency of a Linear Procedure of
                 Estimation for {ARMA} Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "1",
  pages =        "53--62",
  month =        jan,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00397.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:25 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "January 1985",
}

@Article{Gingras:1985:SDE,
  author =       "D. F. Gingras and E. Masry",
  title =        "Spectral Density Estimation from Nonlinearly Observed
                 Data",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "2",
  pages =        "63--80",
  month =        mar,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00398.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:26 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1985",
}

@Article{Melard:1985:EES,
  author =       "Guy M{\'e}lard",
  title =        "Examples of the Evolutionary Spectrum Theory",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "2",
  pages =        "81--90",
  month =        mar,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00399.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:26 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1985",
}

@Article{Murthy:1985:FOA,
  author =       "D. N. P. Murthy",
  title =        "First Order Auto-Regressive Model Parameter Estimation
                 with Periodic Observations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "2",
  pages =        "91--95",
  month =        mar,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00400.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:26 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1985",
}

@Article{Stadtmuller:1985:ABD,
  author =       "U. Stadtm{\"u}ller and R. Trautner",
  title =        "Asymptotic Behaviour of Discrete Linear Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "2",
  pages =        "97--108",
  month =        mar,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00401.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:26 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1985",
}

@Article{Tigelaar:1985:INL,
  author =       "Harry H. Tigelaar",
  title =        "Identification of Noisy Linear Systems with Multiple
                 {ARMA} Inputs",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "2",
  pages =        "109--115",
  month =        mar,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00402.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:26 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "March 1985",
}

@Article{Tjostheim:1985:LSE,
  author =       "Dag Tj{\o}stheim and Jostein Paulsen",
  title =        "Least Squares Estimates and Order Determination
                 Procedures for Autoregressive Processes with a Time
                 Dependent Variance",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "2",
  pages =        "117--133",
  month =        mar,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00403.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:26 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1985",
}

@Article{Whittaker:1985:AEA,
  author =       "Joe Whittaker",
  title =        "Additive Elements of {ARMA} Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "2",
  pages =        "135--140",
  month =        mar,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00404.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:26 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "March 1985",
}

@Article{Koslov:1985:UAC,
  author =       "Judith W. Koslov and Richard H. Jones",
  title =        "A Unified Approach to Confidence Bounds for the
                 Autoregressive Spectral Estimator",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "3",
  pages =        "141--151",
  month =        may,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00405.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:26 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1985",
}

@Article{Lii:1985:TFM,
  author =       "Keh-Shin Lii",
  title =        "Transfer Function Model Order and Parameter
                 Estimation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "3",
  pages =        "153--169",
  month =        may,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00406.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:26 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1985",
}

@Article{Terasvirta:1985:MMI,
  author =       "Timo Ter{\"a}svirta",
  title =        "Mink and Muskrat Interaction: A Structural Analysis",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "3",
  pages =        "171--180",
  month =        may,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00407.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:26 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1985",
}

@Article{Weiss:1985:SPC,
  author =       "Andrew A. Weiss",
  title =        "The Stability of the {$ {\rm AR}(1) $} Process with an
                 {$ {\rm AR}(1) $} Coefficient",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "3",
  pages =        "181--186",
  month =        may,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00408.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:26 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1985",
}

@Article{Yajima:1985:APS,
  author =       "Yoshihiro Yajima",
  title =        "Asymptotic Properties of the Sample Autocorrelations
                 and Partial Autocorrelations of a Multiplicative
                 {ARIMA} Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "3",
  pages =        "187--201",
  month =        may,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00409.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:26 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARIMA (Autoregressive integrated moving average)",
  onlinedate =   "May 1985",
}

@Article{Cartwright:1985:FTS,
  author =       "Phillip A. Cartwright",
  title =        "Forecasting Time Series: A Comparative Analysis of
                 Alternative Classes of Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "4",
  pages =        "203--211",
  month =        jul,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00410.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1985",
}

@Article{Dahlhaus:1985:ADB,
  author =       "Rainer Dahlhaus",
  title =        "On the Asymptotic Distribution of {Bartlett}'s {$ U_p
                 $}-Statistic",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "4",
  pages =        "213--227",
  month =        jul,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00411.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1985",
}

@Article{Findley:1985:UPA,
  author =       "D. F. Findley",
  title =        "On the Unbiasedness Property of {AIC} for Exact Or
                 Approximating Linear Stochastic Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "4",
  pages =        "229--252",
  month =        jul,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00412.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1985",
}

@Article{Kulperger:1985:OPW,
  author =       "Reg Kulperger",
  title =        "On an Optimality Property of {Whittle}'s {Gaussian}
                 Estimate of the Parameter of the Spectrum of a Time
                 Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "4",
  pages =        "253--259",
  month =        jul,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00413.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1985",
}

@Article{Stoffer:1985:CLT,
  author =       "David S. Stoffer",
  title =        "Central Limit Theorems for Finite {Walsh-Fourier}
                 Transforms of Weakly Stationary Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "4",
  pages =        "261--267",
  month =        jul,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00414.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1985",
}

@Article{Watanabe:1985:NKF,
  author =       "N. Watanabe",
  title =        "Note on the {Kalman} Filter with Estimated
                 Parameters",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "6",
  number =       "4",
  pages =        "269--278",
  month =        jul,
  year =         "1985",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1985.tb00415.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1985",
}

@Article{Andel:1986:NTM,
  author =       "Ji{\v{r}}i And{\v{e}}l and Tom{\'a}{\^s}
                 Barto{\v{n}}",
  title =        "A Note on the Threshold {$ {\rm AR}(1) $} Model with
                 {Cauchy} Innovations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "1",
  pages =        "1--5",
  month =        jan,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00481.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1986",
}

@Article{Coates:1986:TCT,
  author =       "D. S. Coates and P. J. Diggle",
  title =        "Tests for Comparing Two Estimated Spectral Densities",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "1",
  pages =        "7--20",
  month =        jan,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00482.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1986",
}

@Article{Darroch:1986:SFM,
  author =       "John Darroch and Miloslav Jirina and John McDonald",
  title =        "The Sum of Finite Moving Average Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "1",
  pages =        "21--25",
  month =        jan,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00483.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1986",
}

@Article{Hannan:1986:RAM,
  author =       "E. J. Hannan and L. Kavalieris",
  title =        "Regression, Autoregression Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "1",
  pages =        "27--49",
  month =        jan,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00484.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1986",
}

@Article{Tjostheim:1986:SDS,
  author =       "Dag Tj{\o}stheim",
  title =        "Some Doubly Stochastic Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "1",
  pages =        "51--72",
  month =        jan,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00485.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1986",
}

@Article{Tuan:1986:FDA,
  author =       "Pham Dinh Tuan",
  title =        "A Frequency Domain Approach to {Lagrange} Multiplier
                 Test for Autoregressive Moving Average Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "1",
  pages =        "73--78",
  month =        jan,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00486.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1986",
}

@Article{Bhansali:1986:CAT,
  author =       "R. J. Bhansali",
  title =        "The Criterion Autoregressive Transfer Function of
                 {Parzen}",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "2",
  pages =        "79--104",
  month =        mar,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00487.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:28 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1986",
}

@Article{Guyton:1986:RPP,
  author =       "Deborah A. Guyton and Nien-Fan Zhang and Robert V.
                 Foutz",
  title =        "A Random Parameter Process for Modeling and
                 Forecasting Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "2",
  pages =        "105--115",
  month =        mar,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00488.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:28 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1986",
}

@Article{Kumar:1986:ISB,
  author =       "Kuldeep Kumar",
  title =        "On the Identification of Some Bilinear Time Series
                 Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "2",
  pages =        "117--122",
  month =        mar,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00489.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:28 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1986",
}

@Article{Pourahmadi:1986:SSD,
  author =       "Mohsen Pourahmadi",
  title =        "On Stationarity of the Solution of a Doubly Stochastic
                 Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "2",
  pages =        "123--131",
  month =        mar,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00490.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:28 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1986",
}

@Article{Saikkonen:1986:APS,
  author =       "Pentti Saikkonen",
  title =        "Asymptotic Properties of Some Preliminary Estimators
                 for Autoregressive Moving Average Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "2",
  pages =        "133--155",
  month =        mar,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00491.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:28 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1986",
}

@Article{Akamanam:1986:EBT,
  author =       "S. I. Akamanam and M. Bhaskara Rao and K.
                 Subramanyam",
  title =        "On the Ergodicity of Bilinear Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "3",
  pages =        "157--163",
  month =        may,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00499.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:28 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1986",
}

@Article{Anonymous:1986:A,
  author =       "Anonymous",
  title =        "Announcement",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "3",
  pages =        "i--i",
  month =        may,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00498.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:28 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1986",
}

@Article{Ashley:1986:DTN,
  author =       "Richard A. Ashley and Douglas M. Patterson and Melvin
                 J. Hinich",
  title =        "A Diagnostic Test for Nonlinear Serial Dependence in
                 Time Series Fitting Errors",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "3",
  pages =        "165--178",
  month =        may,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00500.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:28 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1986",
}

@Article{Chan:1986:ETA,
  author =       "K. S. Chan and H. Tong",
  title =        "On Estimating Thresholds in Autoregressive Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "3",
  pages =        "179--190",
  month =        may,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00501.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:28 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1986",
}

@Article{deJong:1986:STS,
  author =       "Piet de Jong",
  title =        "State Transition Specification in State-Space Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "3",
  pages =        "213--216",
  month =        may,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00504.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:28 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1986",
}

@Article{Hardle:1986:STS,
  author =       "Wolfgang H{\"a}rdle and Pham-Dinh Tuan",
  title =        "Some Theory on {$M$}-Smoothing of Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "3",
  pages =        "191--204",
  month =        may,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00502.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:28 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1986",
}

@Article{Hognas:1986:CSN,
  author =       "G{\"o}ran H{\"o}gn{\"a}s",
  title =        "Comparison of Some Non-Linear Autoregressive
                 Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "3",
  pages =        "205--211",
  month =        may,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00503.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:28 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1986",
}

@Article{Poskitt:1986:SAP,
  author =       "D. S. Poskitt and A. R. Tremayne",
  title =        "Some Aspects of the Performance of Diagnostic Checks
                 in Bivariate Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "3",
  pages =        "217--233",
  month =        may,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00505.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:28 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1986",
}

@Article{Anderson:1986:WDN,
  author =       "T. W. Anderson and Akimichi Takemura",
  title =        "Why Do Noninvertible Estimated Moving Averages
                 Occur?*",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "4",
  pages =        "235--254",
  month =        jul,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00492.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:29 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1986",
}

@Article{Coursey:1986:POE,
  author =       "Don Coursey and Hans Nyquist",
  title =        "A Procedure for Obtaining {$M$}-Estimates in
                 Regression Models with Serially Dependent Errors",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "4",
  pages =        "255--267",
  month =        jul,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00493.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:29 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1986",
}

@Article{Petruccelli:1986:CLS,
  author =       "Joseph D. Petruccelli",
  title =        "On the Consistency of Least Squares Estimators for a
                 Threshold {$ {\rm AR}(1) $} Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "4",
  pages =        "269--278",
  month =        jul,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00494.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:29 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1986",
}

@Article{Stram:1986:MND,
  author =       "Daniel O. Stram and William W. S. Wei",
  title =        "A Methodological Note on the Disaggregation of Time
                 Series Totals",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "4",
  pages =        "293--302",
  month =        jul,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00496.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:29 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1986",
}

@Article{Stram:1986:TAA,
  author =       "Daniel O. Stram and William W. S. Wei",
  title =        "Temporal Aggregation in the {ARIMA} Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "4",
  pages =        "279--292",
  month =        jul,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00495.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:29 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARIMA (Autoregressive integrated moving average)",
  onlinedate =   "July 1986",
}

@Article{Weis:1986:SHP,
  author =       "Andrew A. Weis",
  title =        "On the Stability of a Heteroscedastic Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "7",
  number =       "4",
  pages =        "303--310",
  month =        jul,
  year =         "1986",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1986.tb00497.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:29 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1986",
}

@Article{Ahtola:1987:DLS,
  author =       "Juha Ahtola and George C. Tiao",
  title =        "Distributions of Least Squares Estimators of
                 Autoregressive Parameters for a Process with Complex
                 Roots on the Unit Circle",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "1",
  pages =        "1--14",
  month =        jan,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00416.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:29 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1987",
}

@Article{Ahtola:1987:NAI,
  author =       "Juha Ahtola and George C. Tiao",
  title =        "A Note on Asymptotic Inference in Autoregressive
                 Models with Roots on the Unit Circle",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "1",
  pages =        "15--19",
  month =        jan,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00417.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:29 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1987",
}

@Article{Beltrato:1987:DBK,
  author =       "Kaiz{\^o} I. Beltrato and Peter Bloomfield",
  title =        "Determining the Bandwidth of a Kernel Spectrum
                 Estimate",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "1",
  pages =        "21--38",
  month =        jan,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00418.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:29 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1987",
}

@Article{Kedem:1987:DPH,
  author =       "Benjamin Kedem",
  title =        "Detection of Periodicities by Higher-Order Crossings",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "1",
  pages =        "39--50",
  month =        jan,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00419.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:29 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1987",
}

@Article{Knight:1987:RCC,
  author =       "Keith Knight",
  title =        "Rate of Convergence of Centred Estimates of
                 Autoregressive Parameters for Infinite Variance
                 Autoregressions",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "1",
  pages =        "51--60",
  month =        jan,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00420.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:29 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1987",
}

@Article{Samaranayake:1987:APS,
  author =       "V. A. Samaranayake and David P. Hasza",
  title =        "The Asymptotic Properties of the Sample
                 Autocorrelations for a Multiple Autoregressive Process
                 with One Unit Root",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "1",
  pages =        "79--93",
  month =        jan,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00422.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:29 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1987",
}

@Article{Shea:1987:EMT,
  author =       "B. L. Shea",
  title =        "Estimation of Multivariate Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "1",
  pages =        "95--109",
  month =        jan,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00423.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:29 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1987",
}

@Article{Taniguchi:1987:TOA,
  author =       "Masanobu Taniguchi",
  title =        "Third Order Asymptotic Properties of {BLUE} and {LSE}
                 for a Regression Model with {ARMA} Residual",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "1",
  pages =        "111--114",
  month =        jan,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00424.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:29 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "January 1987",
}

@Article{Tuan:1987:EML,
  author =       "Pham Dinh Tuan",
  title =        "Exact Maximum Likelihood Estimate and {Lagrange}
                 Multiplier Test Statistic for {ARMA} Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "1",
  pages =        "61--78",
  month =        jan,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00421.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:29 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "January 1987",
}

@Article{Wallis:1987:TSA,
  author =       "Kenneth F. Wallis",
  title =        "Time Series Analysis of Bounded Economic Variables",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "1",
  pages =        "115--123",
  month =        jan,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00425.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:29 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1987",
}

@Article{Barone:1987:MGI,
  author =       "Piero Barone",
  title =        "A Method for Generating Independent Realizations of a
                 Multivariate Normal Stationary and Invertible {$ {\rm
                 ARMA}(p, q) $} Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "2",
  pages =        "125--130",
  month =        mar,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00426.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:30 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1987",
}

@Article{Corradi:1987:ICE,
  author =       "Corrado Corradi and Claudia Scarani",
  title =        "Improving the Computational Efficiency of the
                 {Bayesian} Decomposition of a Time Series: a Comment",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "2",
  pages =        "131--133",
  month =        mar,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00427.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:30 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1987",
}

@Article{Degerine:1987:MLE,
  author =       "Serge Degerine",
  title =        "Maximum Likelihood Estimation of Autocovariance
                 Matrices from Replicated Short Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "2",
  pages =        "135--146",
  month =        mar,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00428.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:30 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1987",
}

@Article{Fahrmeir:1987:RMN,
  author =       "Ludwig Fahrmeir and Heinz Kaufmann",
  title =        "Regression Models for Non-Stationary Categorical Time
                 Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "2",
  pages =        "147--160",
  month =        mar,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00429.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:30 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1987",
}

@Article{Lim:1987:CSV,
  author =       "K. S. Lim",
  title =        "A Comparative Study of Various Univariate Time Series
                 Models for {Canadian} Lynx Data",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "2",
  pages =        "161--176",
  month =        mar,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00430.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:30 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1987",
}

@Article{Maravall:1987:PSA,
  author =       "Agustin Maravall and David A. Pierce",
  title =        "A Prototypical Seasonal Adjustment Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "2",
  pages =        "177--193",
  month =        mar,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00431.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:30 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1987",
}

@Article{Mokkadem:1987:MAN,
  author =       "Abdelkader Mokkadem",
  title =        "Sur un mod{\'e}le autor{\'e}gressif non lin{\'e}aire,
                 ergodicit{\'e} et ergodicit{\'e} g{\'e}om{\'e}trique.
                 ({French}) [{On} a non-linear autoregressive model,
                 ergodicity and geometric ergodicity]",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "2",
  pages =        "195--204",
  month =        mar,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00432.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:30 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  language =     "French",
  onlinedate =   "March 1987",
}

@Article{Porat:1987:SAP,
  author =       "Boaz Porat",
  title =        "Some Asymptotic Properties of the Sample Covariances
                 of {Gaussian} Autoregressive Moving-Average Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "2",
  pages =        "205--220",
  month =        mar,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00433.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:30 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1987",
}

@Article{Stensholt:1987:MBT,
  author =       "Boonchai K. Stensholt and Dag Tj{\o}stheim",
  title =        "Multiple Bilinear Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "2",
  pages =        "221--233",
  month =        mar,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00434.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:30 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1987",
}

@Article{Yakowitz:1987:NNM,
  author =       "S. Yakowitz",
  title =        "Nearest-Neighbour Methods for Time Series Analysis",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "2",
  pages =        "235--247",
  month =        mar,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00435.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:30 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1987",
}

@Article{Abril:1987:ADS,
  author =       "Juan Carlos Abril",
  title =        "The Approximate Densities of Some Quadratic Forms of
                 Stationary Random Variables",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "3",
  pages =        "249--259",
  month =        may,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00437.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1987",
}

@Article{Al-Osh:1987:FOI,
  author =       "M. A. Al-Osh and A. A. Alzaid",
  title =        "First-Order Integer-Valued Autoregressive ({$ {\rm
                 INAR}(1) $}) Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "3",
  pages =        "261--275",
  month =        may,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00438.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1987",
}

@Article{Anonymous:1987:C,
  author =       "Anonymous",
  title =        "Correction",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "3",
  pages =        "i--i",
  month =        may,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00436.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1987",
}

@Article{Chan:1987:NED,
  author =       "K. S. Chan and H. Tong",
  title =        "A Note on Embedding a Discrete Parameter {ARMA} Model
                 in a Continuous Parameter {ARMA} Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "3",
  pages =        "277--281",
  month =        may,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00439.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "May 1987",
}

@Article{Chanda:1987:AED,
  author =       "Kamal C. Chanda",
  title =        "Asymptotic Expansions for the Distributions of Serial
                 Correlations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "3",
  pages =        "283--291",
  month =        may,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00440.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1987",
}

@Article{Cipra:1987:EMA,
  author =       "Tom{\'a}s Cipra and Pavel Tlust{\'y}",
  title =        "Estimation in Multiple Autoregressive-Moving Average
                 Models Using Periodicity",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "3",
  pages =        "293--300",
  month =        may,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00441.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1987",
}

@Article{Kabaila:1987:RLB,
  author =       "Paul Kabaila",
  title =        "On {Rissanen}'s Lower Bound on the Accumulated
                 Mean-Square Prediction Error",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "3",
  pages =        "301--309",
  month =        may,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00442.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1987",
}

@Article{Kanto:1987:FIA,
  author =       "Antti J. Kanto",
  title =        "A Formula for the Inverse Autocorrelation Function of
                 an Autoregressive Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "3",
  pages =        "311--312",
  month =        may,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00443.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1987",
}

@Article{OBrien:1987:TNL,
  author =       "C. O'Brien",
  title =        "A Test for Non-Linearity of Prediction in Time
                 Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "3",
  pages =        "313--327",
  month =        may,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00444.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1987",
}

@Article{Robinson:1987:TSR,
  author =       "P. M. Robinson",
  title =        "Time Series Residuals with Application to Probability
                 Density Estimation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "3",
  pages =        "329--344",
  month =        may,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00445.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1987",
}

@Article{Veres:1987:ADL,
  author =       "S{\'a}ndor Veres",
  title =        "Asymptotic Distributions of Likelihood Ratios for
                 Overparametrized {ARMA} Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "3",
  pages =        "345--357",
  month =        may,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00446.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "May 1987",
}

@Article{Wall:1987:ITV,
  author =       "Kent D. Wall",
  title =        "Identification Theory for Varying Coefficient
                 Regression Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "3",
  pages =        "359--371",
  month =        may,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00447.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1987",
}

@Article{Andel:1987:LPG,
  author =       "Jir{\'\i} Andel",
  title =        "On Linear Processes with Given Moments",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "4",
  pages =        "373--378",
  month =        jul,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00001.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1987",
}

@Article{Cameron:1987:ANP,
  author =       "M. A. Cameron",
  title =        "An Automatic Non-Parametric Spectrum Estimator",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "4",
  pages =        "379--387",
  month =        jul,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00002.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1987",
}

@Article{Guegan:1987:DRB,
  author =       "Dominique. Guegan",
  title =        "Different Representations for Bilinear Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "4",
  pages =        "389--408",
  month =        jul,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00003.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1987",
}

@Article{Hallin:1987:LQS,
  author =       "Marc. Hallin and Jean-Fran{\c{c}}ois Ingenbleek and
                 Madan L. Puri",
  title =        "Linear and Quadratic Serial Rank Tests for Randomness
                 Against Serial Dependence",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "4",
  pages =        "409--424",
  month =        jul,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00004.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1987",
}

@Article{Joyeux:1987:SCP,
  author =       "Roselyne. Joyeux",
  title =        "Slowly Changing Processes and Harmonizability",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "4",
  pages =        "425--431",
  month =        jul,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00005.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1987",
}

@Article{Moore:1987:EBS,
  author =       "Mike I. Moore and Andy W. Visser and Tim G. L.
                 Shirtcliffe",
  title =        "Experiences with the {Brillinger} Spectral Estimator
                 Applied to Simulated Irregularly Observed Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "4",
  pages =        "433--442",
  month =        jul,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00006.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1987",
}

@Article{Pemberton:1987:ELS,
  author =       "John. Pemberton",
  title =        "Exact Least Squares Multi-Step Prediction from
                 Nonlinear Autoregressive Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "4",
  pages =        "443--448",
  month =        jul,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00007.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1987",
}

@Article{Stoffer:1987:WFA,
  author =       "David S. Stoffer",
  title =        "{Walsh-Fourier} Analysis of Discrete-Valued Time
                 Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "4",
  pages =        "449--467",
  month =        jul,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00008.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1987",
}

@Article{Tomasek:1987:ASC,
  author =       "Ladislav. Tom{\'a}sek",
  title =        "Asymptotic Simultaneous Confidence Bands for
                 Autoregressive Spectral Density",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "4",
  pages =        "469--477",
  month =        jul,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00009.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1987",
}

@Article{Velu:1987:NNS,
  author =       "Raja P. Velu and Dean W. Wichern and Gregory C.
                 Reinsel",
  title =        "A Note on Non-Stationarity and Canonical Analysis of
                 Multiple Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "8",
  number =       "4",
  pages =        "479--487",
  month =        jul,
  year =         "1987",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1987.tb00010.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1987",
}

@Article{Battaglia:1988:EIC,
  author =       "Francesco Battaglia",
  title =        "On the Estimation of the Inverse Correlation
                 Function",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "1",
  pages =        "1--10",
  month =        jan,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00448.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1988",
}

@Article{Gabr:1988:TOM,
  author =       "M. M. Gabr",
  title =        "On the Third-Order Moment Structure and Bispectral
                 Analysis of Some Bilinear Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "1",
  pages =        "11--20",
  month =        jan,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00449.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1988",
}

@Article{Hannan:1988:TDE,
  author =       "E. J. Hannan and P. J. Thomson",
  title =        "Time Delay Estimation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "1",
  pages =        "21--33",
  month =        jan,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00450.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1988",
}

@Article{Kashyap:1988:ELM,
  author =       "R. L. Kashyap and Kie-Bum Eom",
  title =        "Estimation in Long-Memory Time Series Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "1",
  pages =        "35--41",
  month =        jan,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00451.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1988",
}

@Article{Lewis:1988:PEM,
  author =       "Richard A. Lewis and Gregory C. Reinsel",
  title =        "Prediction Error of Multivariate Time Series with
                 Mis-Specified Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "1",
  pages =        "43--57",
  month =        jan,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00452.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1988",
}

@Article{Otter:1988:SDM,
  author =       "Pieter W. Otter",
  title =        "Structural, Dynamic Modelling in Unobservable Spaces
                 of Covariance-Stationary Stochastic Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "1",
  pages =        "59--72",
  month =        jan,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00453.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1988",
}

@Article{Ray:1988:AMS,
  author =       "D. Ray",
  title =        "Asymptotic Mean Square Prediction Error for a
                 Multivariate Autoregressive Model with Random
                 Coefficients",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "1",
  pages =        "73--80",
  month =        jan,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00454.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1988",
}

@Article{Shively:1988:ETS,
  author =       "Thomas S. Shively",
  title =        "An Exact Test for a Stochastic Coefficient in a Time
                 Series Regression Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "1",
  pages =        "81--88",
  month =        jan,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00455.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1988",
}

@Article{Stam:1988:MMF,
  author =       "Antonie Stam and Steven C. Hillmer",
  title =        "Marginals of Multivariate First-Order Autoregressive
                 Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "1",
  pages =        "89--97",
  month =        jan,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00456.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1988",
}

@Article{Thavaneswaran:1988:ENL,
  author =       "A. Thavaneswaran and B. Abraham",
  title =        "Estimation for Non-Linear Time Series Models Using
                 Estimating Equations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "1",
  pages =        "99--108",
  month =        jan,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00457.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1988",
}

@Article{Abraham:1988:STD,
  author =       "Bovas Abraham and Nihal Yatawara",
  title =        "A Score Test for Detection of Time Series Outliers",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "2",
  pages =        "109--119",
  month =        mar,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00458.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1988",
}

@Article{Bollerslev:1988:CSG,
  author =       "Tim Bollerslev",
  title =        "On the Correlation Structure for the Generalized
                 Autoregressive Conditional Heteroskedastic Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "2",
  pages =        "121--131",
  month =        mar,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00459.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1988",
}

@Article{Gray:1988:CNP,
  author =       "H. L. Gray and Nien Fan Zhang",
  title =        "On a Class of Nonstationary Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "2",
  pages =        "133--154",
  month =        mar,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00460.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1988",
}

@Article{Li:1988:AMN,
  author =       "W. K. Li and A. I. McLeod",
  title =        "Arma Modelling with Non-{Gaussian} Innovations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "2",
  pages =        "155--168",
  month =        mar,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00461.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1988",
}

@Article{McAleer:1988:TST,
  author =       "Michael McAleer and C. R. McKenzie and A. D. Hall",
  title =        "Testing Separate Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "2",
  pages =        "169--189",
  month =        mar,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00462.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1988",
}

@Article{Samarov:1988:ESM,
  author =       "Alexander Samarov and Murad S. Taqqu",
  title =        "On the Efficiency of the Sample Mean in Long-Memory
                 Noise",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "2",
  pages =        "191--200",
  month =        mar,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00463.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1988",
}

@Article{Harvey:1988:EEN,
  author =       "A. C. Harvey and P. M. Robinson",
  title =        "Efficient Estimation of Nonstationary Time Series
                 Regression",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "3",
  pages =        "201--214",
  month =        may,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00464.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1988",
}

@Article{Peiris:1988:PFD,
  author =       "M. S. Peiris and B. J. C. Perera",
  title =        "On Prediction with Fractionally Differenced {ARIMA}
                 Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "3",
  pages =        "215--220",
  month =        may,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00465.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARIMA (Autoregressive integrated moving average)",
  onlinedate =   "May 1988",
}

@Article{Potscher:1988:DBT,
  author =       "B. M. P{\"o}tscher and E. Reschenhofer",
  title =        "Discriminating Between Two Spectral Densities in Case
                 of Replicated Observations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "3",
  pages =        "221--224",
  month =        may,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00466.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1988",
}

@Article{Pourahmadi:1988:SSA,
  author =       "Mohsen Pourahmadi",
  title =        "Stationarity of the Solution of {$ X_t = A_t X_{t - 1}
                 + \epsilon_t $} and Analysis of Non-{Gaussian}
                 Dependent Random Variables",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "3",
  pages =        "225--239",
  month =        may,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00467.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1988",
}

@Article{Quinn:1988:NAO,
  author =       "B. G. Quinn",
  title =        "A Note on {AIC} Order Determination for Multivariate
                 Autoregressions",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "3",
  pages =        "241--245",
  month =        may,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00468.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1988",
}

@Article{Tsay:1988:NLT,
  author =       "Ruey S. Tsay",
  title =        "Non-Linear Time Series Analysis of Blowfly
                 Population",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "3",
  pages =        "247--263",
  month =        may,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00469.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1988",
}

@Article{Tuan:1988:EAP,
  author =       "Pham Dinh Tuan",
  title =        "Estimation of Autoregressive Parameters and Order
                 Selection for {ARMA} Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "3",
  pages =        "265--279",
  month =        may,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00470.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "May 1988",
}

@Article{Willekens:1988:SSP,
  author =       "E. Willekens and J. L. Teugels",
  title =        "Subordination of Stationary Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "3",
  pages =        "281--299",
  month =        may,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00471.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1988",
}

@Article{Zhao-Guo:1988:ACP,
  author =       "Chen Zhao-Guo",
  title =        "An Alternative Consistent Procedure for Detecting
                 Hidden Frequencies",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "3",
  pages =        "301--317",
  month =        may,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00472.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1988",
}

@Article{Chan:1988:ESE,
  author =       "Kung-sik Chan",
  title =        "On the Existence of the Stationary and Ergodic Near( p
                 ) Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "4",
  pages =        "319--328",
  month =        jul,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00473.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1988",
}

@Article{Granger:1988:MGT,
  author =       "C. W. J. Granger",
  title =        "Models That Generate Trends",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "4",
  pages =        "329--343",
  month =        jul,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00474.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1988",
}

@Article{Huzii:1988:SPC,
  author =       "Mituaki Huzii",
  title =        "Some Properties of Conditional Quasi-Likelihood
                 Functions for Time Series Model Fitting",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "4",
  pages =        "345--353",
  month =        jul,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00475.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1988",
}

@Article{Ljung:1988:LMT,
  author =       "Greta M. Ljung",
  title =        "On the {Lagrange} Multiplier Test for Autoregressive
                 Moving-Average Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "4",
  pages =        "355--359",
  month =        jul,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00476.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1988",
}

@Article{Samaranayake:1988:PPM,
  author =       "V. A. Samaranayake and David P. Hasza",
  title =        "Properties of Predictors for Multivariate
                 Autoregressive Models with Estimated Parameters",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "4",
  pages =        "361--383",
  month =        jul,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00477.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1988",
}

@Article{Sesay:1988:YWT,
  author =       "S. A. O. Sesay and T. Subba Rao",
  title =        "{Yule--Walker} Type Difference Equations for
                 Higher-Order Moments and Cumulants for Bilinear Time
                 Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "4",
  pages =        "385--401",
  month =        jul,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00478.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1988",
}

@Article{Shea:1988:NGI,
  author =       "B. L. Shea",
  title =        "A Note on the Generation of Independent Realizations
                 of a Vector Autoregressive Moving-Average Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "4",
  pages =        "403--410",
  month =        jul,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00479.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1988",
}

@Article{Tian:1988:LPS,
  author =       "C. J. Tian",
  title =        "A Limiting Property of Sample Autocovariances of
                 Periodically Correlated Processes with Application to
                 Period Determination",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "9",
  number =       "4",
  pages =        "411--417",
  month =        jul,
  year =         "1988",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1988.tb00480.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1988",
}

@Article{Andel:1989:NNA,
  author =       "Jir{\'\i} Andel",
  title =        "Non-Negative Autoregressive Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "1",
  pages =        "1--11",
  month =        jan,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00011.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1989",
}

@Article{Hannan:1989:RCA,
  author =       "E. J. Hannan and B. G. Quinn",
  title =        "The Resolution of Closely Adjacent Spectral Lines",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "1",
  pages =        "13--31",
  month =        jan,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00012.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1989",
}

@Article{Liu:1989:SCE,
  author =       "Jian Liu",
  title =        "A Simple Condition for the Existence of Some
                 Stationary Bilinear Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "1",
  pages =        "33--39",
  month =        jan,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00013.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1989",
}

@Article{Melard:1989:CES,
  author =       "Guy M{\'e}lard and Annie Herteleer-de Schutter",
  title =        "Contributions to Evolutionary Spectral Theory",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "1",
  pages =        "41--63",
  month =        jan,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00014.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1989",
}

@Article{Petruccelli:1989:APN,
  author =       "Joseph D. Petruccelli",
  title =        "Autoregressive Processes with Normal Stationary
                 Distributions",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "1",
  pages =        "65--70",
  month =        jan,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00015.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1989",
}

@Article{Quinn:1989:ENT,
  author =       "B. G. Quinn",
  title =        "Estimating the Number of Terms in a Sinusoidal
                 Regression",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "1",
  pages =        "71--75",
  month =        jan,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00016.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1989",
}

@Article{Raveh:1989:NVS,
  author =       "Adi Raveh",
  title =        "A New Version of Structural Persistence in
                 Prediction",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "1",
  pages =        "77--93",
  month =        jan,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00017.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1989",
}

@Article{Al-Qassam:1989:FEA,
  author =       "M. S. Al-Qassam and J. A. Lane",
  title =        "Forecasting Exponential Autoregressive Models of Order
                 1",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "2",
  pages =        "95--113",
  month =        mar,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00018.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1989",
}

@Article{Pawitan:1989:SED,
  author =       "Yudianto Pawitan and R. H. Shumway",
  title =        "Spectral Estimation and Deconvolution for a Linear
                 Time Series Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "2",
  pages =        "115--129",
  month =        mar,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00019.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1989",
}

@Article{Pole:1989:RAD,
  author =       "Andy Pole and Mike West",
  title =        "Reference Analysis of the Dynamic Linear Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "2",
  pages =        "131--147",
  month =        mar,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00020.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1989",
}

@Article{Pourahmadi:1989:EIM,
  author =       "Mohsen Pourahmadi",
  title =        "Estimation and Interpolation of Missing Values of a
                 Stationary Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "2",
  pages =        "149--169",
  month =        mar,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00021.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1989",
}

@Article{Rao:1989:ESI,
  author =       "T. Subba Rao and M. M. Gabr",
  title =        "The Estimation of Spectrum, Inverse Spectrum and
                 Inverse Autocovariances of a Stationary Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "2",
  pages =        "183--202",
  month =        mar,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00023.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1989",
}

@Article{Sakaguchi:1989:CLM,
  author =       "Fuminori Sakaguchi and Hideaki Sakai",
  title =        "A Composite Linear Model Generating a Stationary
                 Stochastic Process with Given Third-Order
                 Autocorrelation Function",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "2",
  pages =        "171--181",
  month =        mar,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00022.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1989",
}

@Article{Alagon:1989:SDT,
  author =       "Javier Alag{\'o}n",
  title =        "Spectral Discrimination for Two Groups of Time
                 Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "3",
  pages =        "203--214",
  month =        may,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00024.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1989",
}

@Article{Bhansali:1989:EMA,
  author =       "R. J. Bhansali",
  title =        "Estimation of the Moving-Average Representation of a
                 Stationary Process by Autoregressive Model Fitting",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "3",
  pages =        "215--232",
  month =        may,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00025.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1989",
}

@Article{Gray:1989:GFP,
  author =       "Henry L. Gray and Nien-Fan Zhang and Wayne A.
                 Woodward",
  title =        "On Generalized Fractional Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "3",
  pages =        "233--257",
  month =        may,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00026.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1989",
}

@Article{Hotta:1989:IUC,
  author =       "Luiz Koodi Hotta",
  title =        "Identification of Unobserved Components Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "3",
  pages =        "259--270",
  month =        may,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00027.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1989",
}

@Article{Kavalieris:1989:EOA,
  author =       "L. Kavalieris",
  title =        "The Estimation of the Order of an Autoregression Using
                 Recursive Residuals and Cross-Validation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "3",
  pages =        "271--281",
  month =        may,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00028.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1989",
}

@Article{Wahlberg:1989:EAM,
  author =       "Bo Wahlberg",
  title =        "Estimation of Autoregressive Moving-Average Models Via
                 High-Order Autoregressive Approximations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "3",
  pages =        "283--299",
  month =        may,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00029.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1989",
}

@Article{Batts:1989:PPT,
  author =       "John T. Batts and Robert F. McNown",
  title =        "The Predictive Performance of Three Autoregressive
                 Moving-Average Models: A {Monte Carlo} Investigation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "4",
  pages =        "301--314",
  month =        jul,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00030.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1989",
}

@Article{He:1989:EDP,
  author =       "S. W. He and J. G. Wang",
  title =        "On Embedding a Discrete-Parameter {ARMA} Model in a
                 Continuous-Parameter {ARMA} Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "4",
  pages =        "315--323",
  month =        jul,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00031.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "July 1989",
}

@Article{Koreisha:1989:FLE,
  author =       "Sergio Koreisha and Tarmo Pukkila",
  title =        "Fast Linear Estimation Methods for Vector
                 Autoregressive Moving-Average Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "4",
  pages =        "325--339",
  month =        jul,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00032.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1989",
}

@Article{Liu:1989:EGM,
  author =       "Jian Liu",
  title =        "On the Existence of a General Multiple Bilinear Time
                 Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "4",
  pages =        "341--355",
  month =        jul,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00033.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1989",
}

@Article{Tsay:1989:IMT,
  author =       "Ruey S. Tsay",
  title =        "Identifying Multivariate Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "4",
  pages =        "357--372",
  month =        jul,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00034.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1989",
}

@Article{Tunnicliffe-Wilson:1989:NLN,
  author =       "G. Tunnicliffe-Wilson",
  title =        "Non-Linear and Non-Stationary Time Series Analysis",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "4",
  pages =        "385--386",
  month =        jul,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00037.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1989",
}

@Article{Xinjian:1989:SMN,
  author =       "Gu Xinjian and Huang Yiyun",
  title =        "A Simulation Method for Non-Normal Random Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "4",
  pages =        "373--374",
  month =        jul,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00035.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1989",
}

@Article{Yajima:1989:CLT,
  author =       "Yoshihiro Yajima",
  title =        "A Central Limit Theorem of {Fourier} Transforms of
                 Strongly Dependent Stationary Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "10",
  number =       "4",
  pages =        "375--383",
  month =        jul,
  year =         "1989",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1989.tb00036.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1989",
}

@Article{Beckman:1990:ACF,
  author =       "Stig-Inge Beckman and Jan Holst and Georg Lindgren",
  title =        "Alarm Characteristics for a Flood Warning System with
                 Deterministic Components",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "1",
  pages =        "1--18",
  month =        jan,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00038.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1990",
}

@Article{Janacek:1990:CMN,
  author =       "G. J. Janacek and A. L. Swift",
  title =        "A Class of Models for Non-Normal Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "1",
  pages =        "19--31",
  month =        jan,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00039.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1990",
}

@Article{Moeanaddin:1990:NED,
  author =       "R. Moeanaddin and Howell Tong",
  title =        "Numerical Evaluation of Distributions in Non-Linear
                 Autoregression",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "1",
  pages =        "33--48",
  month =        jan,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00040.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1990",
}

@Article{Sakai:1990:SCB,
  author =       "Hideaki Sakai and Fuminori Sakaguchi",
  title =        "Simultaneous Confidence Bands for the Spectral
                 Estimate of Two-Channel Autoregressive Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "1",
  pages =        "49--56",
  month =        jan,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00041.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1990",
}

@Article{Stoffer:1990:MWF,
  author =       "David S. Stoffer",
  title =        "Multivariate {Walsh-Fourier} Analysis",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "1",
  pages =        "57--73",
  month =        jan,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00042.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1990",
}

@Article{Thanoon:1990:STA,
  author =       "B. Y. Thanoon",
  title =        "Subset Threshold Autoregression with Applications",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "1",
  pages =        "75--87",
  month =        jan,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00043.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1990",
}

@Article{Fernandez:1990:ETM,
  author =       "F. Javier Fern{\'a}ndez",
  title =        "Estimation and Testing of a Multivariate Exponential
                 Smoothing Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "2",
  pages =        "89--105",
  month =        mar,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00044.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1990",
}

@Article{Huang:1990:SOG,
  author =       "Dawei Huang",
  title =        "Selecting Order for General Autoregressive Models by
                 Minimum Description Length",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "2",
  pages =        "107--119",
  month =        mar,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00045.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1990",
}

@Article{Hurvich:1990:CVC,
  author =       "Clifford M. Hurvich and Kaiz{\^o} I. Beltrato",
  title =        "Cross-Validatory Choice of a Spectrum Estimate and Its
                 Connections with {AIC}",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "2",
  pages =        "121--137",
  month =        mar,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00046.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1990",
}

@Article{Koreisha:1990:GLS,
  author =       "Sergio Koreisha and Tarmo Pukkila",
  title =        "A Generalized Least-Squares Approach for Estimation of
                 Autoregressive Moving-Average Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "2",
  pages =        "139--151",
  month =        mar,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00047.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1990",
}

@Article{Piccolo:1990:DMC,
  author =       "Domenico Piccolo",
  title =        "A Distance Measure for Classifying {ARIMA} Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "2",
  pages =        "153--164",
  month =        mar,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00048.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARIMA (Autoregressive integrated moving average)",
  onlinedate =   "March 1990",
}

@Article{Potscher:1990:EAM,
  author =       "B. M. P{\"o}tscher",
  title =        "Estimation of Autoregressive Moving-Average Order
                 Given an Infinite Number of Models and Approximation of
                 Spectral Densities",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "2",
  pages =        "165--179",
  month =        mar,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00049.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1990",
}

@Article{Ansley:1990:NSR,
  author =       "Craig F. Ansley and Robert Kohn",
  title =        "A Note on Square Root Filtering for Vector
                 Autoregressive Moving-Average Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "3",
  pages =        "181--183",
  month =        may,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00050.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1990",
}

@Article{Chanda:1990:GLP,
  author =       "K. C. Chanda and F. H. Ruymgaart",
  title =        "General Linear Processes: A Property of the Empirical
                 Process Applied to Density and Mode Estimation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "3",
  pages =        "185--199",
  month =        may,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00051.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1990",
}

@Article{He:1990:ZCR,
  author =       "Shuyuan He and Benjamin Kedem",
  title =        "The Zero-Crossing Rate of Autoregressive Processes and
                 Its Link to Unit Roots",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "3",
  pages =        "201--213",
  month =        may,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00052.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1990",
}

@Article{Kim:1990:EFO,
  author =       "Won Kyung Kim and L. Billard and I. V. Basawa",
  title =        "Estimation for the First-Order Diagonal Bilinear Time
                 Series Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "3",
  pages =        "215--229",
  month =        may,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00053.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1990",
}

@Article{Klein:1990:FIM,
  author =       "Andr{\'e} Klein and Guy M{\'e}lard",
  title =        "{Fisher}'s Information Matrix for Seasonal
                 Autoregressive-Moving Average Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "3",
  pages =        "231--237",
  month =        may,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00054.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1990",
}

@Article{Nijman:1990:PIA,
  author =       "Theo Nijman and Franz Palm",
  title =        "Parameter Identification in {ARMA} Processes in the
                 Presence of Regular But Incomplete Sampling",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "3",
  pages =        "239--248",
  month =        may,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00055.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "May 1990",
}

@Article{Pope:1990:BEM,
  author =       "Alun Lloyd Pope",
  title =        "Biases of Estimators in Multivariate Non-{Gaussian}
                 Autoregressions",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "3",
  pages =        "249--258",
  month =        may,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00056.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1990",
}

@Article{Ravishanker:1990:DGA,
  author =       "Nalini Ravishanker and Edward L. Melnick and Chih-Ling
                 Tsai",
  title =        "Differential Geometry of {ARMA} Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "3",
  pages =        "259--274",
  month =        may,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00057.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "May 1990",
}

@Article{Ansley:1990:FSS,
  author =       "Craig F. Ansley and Robert Kohn",
  title =        "Filtering and Smoothing in State Space Models with
                 Partially Diffuse Initial Conditions",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "4",
  pages =        "275--293",
  month =        jul,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00058.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1990",
}

@Article{Huang:1990:LTR,
  author =       "Dawei Huang",
  title =        "{Levinson}-Type Recursive Algorithms for Least-Squares
                 Autoregression",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "4",
  pages =        "295--315",
  month =        jul,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00059.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1990",
}

@Article{Ledolter:1990:ODT,
  author =       "Johannes Ledolter",
  title =        "Outlier Diagnostics in Time Series Analysis",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "4",
  pages =        "317--324",
  month =        jul,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00060.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1990",
}

@Article{Mackisack:1990:SPA,
  author =       "M. S. Mackisack and D. S. Poskitt",
  title =        "Some Properties of Autoregressive Estimates for
                 Processes with Mixed Spectra",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "4",
  pages =        "325--337",
  month =        jul,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00061.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1990",
}

@Article{Shephard:1990:PED,
  author =       "N. G. Shephard and A. C. Harvey",
  title =        "On the Probability of Estimating a Deterministic
                 Component in the Local Level Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "4",
  pages =        "339--347",
  month =        jul,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00062.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1990",
}

@Article{Swift:1990:OIV,
  author =       "A. L. Swift",
  title =        "Orders and Initial Values of Non-Stationary
                 Multivariate {ARMA} Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "4",
  pages =        "349--359",
  month =        jul,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00063.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "July 1990",
}

@Article{Vaninskii:1990:SPF,
  author =       "K. L. Vaninskii and A. M. Yaglom",
  title =        "Stationary Processes with a Finite Number of Non-Zero
                 Canonical Correlations Between Future and Past",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "11",
  number =       "4",
  pages =        "361--375",
  month =        jul,
  year =         "1990",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1990.tb00064.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1990",
}

@Article{Aoki:1991:SST,
  author =       "Masanao Aoki",
  title =        "A State Space Time Series Modelling Method Without
                 Individual Detrending",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "1",
  pages =        "1--26",
  month =        jan,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00065.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1991",
}

@Article{Cheng:1991:PEE,
  author =       "Qiansheng Cheng",
  title =        "Parameter Estimation in Exponential Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "1",
  pages =        "27--40",
  month =        jan,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00066.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1991",
}

@Article{Davidson:1991:CPV,
  author =       "James Davidson",
  title =        "The Cointegration Properties of Vector Autoregression
                 Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "1",
  pages =        "41--62",
  month =        jan,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00067.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1991",
}

@Article{Kim:1991:CEF,
  author =       "Peter T. Kim",
  title =        "Consistent Estimation of the Fourth-Order Cumulant
                 Spectral Density",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "1",
  pages =        "63--71",
  month =        jan,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00068.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1991",
}

@Article{Sakai:1991:SDM,
  author =       "Hideaki Sakai",
  title =        "On the Spectral Density Matrix of a Periodic {ARMA}
                 Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "1",
  pages =        "73--82",
  month =        jan,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00069.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "January 1991",
}

@Article{Swe:1991:HOA,
  author =       "Myint Swe and Masanobu Taniguchi",
  title =        "Higher-Order Asymptotic Properties of a Weighted
                 Estimator for {Gaussian} {ARMA} Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "1",
  pages =        "83--93",
  month =        jan,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00070.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "January 1991",
}

@Article{Dunsmuir:1991:SCA,
  author =       "William T. M. Dunsmuir and Nancy M. Spencer",
  title =        "Strong Consistency and Asymptotic Normality of \slash
                 1 Estimates of the Autoregressive Moving-Average
                 Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "2",
  pages =        "95--104",
  month =        mar,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00071.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1991",
}

@Article{Grillenzoni:1991:IRE,
  author =       "Carlo Grillenzoni",
  title =        "Iterative and Recursive Estimation of Transfer
                 Functions",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "2",
  pages =        "105--127",
  month =        mar,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00072.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1991",
}

@Article{Jin-Guan:1991:IVA,
  author =       "Du Jin-Guan and Li Yuan",
  title =        "The Integer-Valued Autoregressive {$ ({\rm INAR}(p))
                 $} Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "2",
  pages =        "129--142",
  month =        mar,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00073.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1991",
}

@Article{DeJong:1991:SAS,
  author =       "Piet {De Jong}",
  title =        "Stable Algorithms for the State Space Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "2",
  pages =        "143--157",
  month =        mar,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00074.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1991",
}

@Article{Sesay:1991:DEH,
  author =       "S. A. O. Sesay and T. Subba Rao",
  title =        "Difference Equations for Higher-Order Moments and
                 Cumulants for the Bilinear Time Series Model Bl( p, 0,
                 p, 1)",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "2",
  pages =        "159--177",
  month =        mar,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00075.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1991",
}

@Article{Billard:1991:EPE,
  author =       "L. Billard and Fouad Y. Mohamed",
  title =        "Estimation of the Parameters of an Ear( p ) Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "3",
  pages =        "179--192",
  month =        may,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00076.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1991",
}

@Article{Choi:1991:ADG,
  author =       "Byoung Seon Choi",
  title =        "On the Asymptotic Distribution of the Generalized
                 Partial Autocorrelation Function in Autoregressive
                 Moving-Average Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "3",
  pages =        "193--205",
  month =        may,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00077.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1991",
}

@Article{Granger:1991:NTI,
  author =       "C. W. J. Granger and Jeff Hallman",
  title =        "Nonlinear Transformations of Integrated Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "3",
  pages =        "207--224",
  month =        may,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00078.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1991",
}

@Article{Lam:1991:PSA,
  author =       "Raymond L. H. Lam and Donald G. Watts",
  title =        "Profile Summaries for {ARIMA} Time Series Model
                 Parameters",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "3",
  pages =        "225--235",
  month =        may,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00079.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARIMA (Autoregressive integrated moving average)",
  onlinedate =   "May 1991",
}

@Article{Mikulski:1991:OML,
  author =       "Piotr W. Mikulski and Michael J. Monsour",
  title =        "Optimality of the Maximum Likelihood Estimator in
                 First-Order Autoregressive Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "3",
  pages =        "237--253",
  month =        may,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00080.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1991",
}

@Article{Newton:1991:FGI,
  author =       "H. Joseph Newton and Gerald R. North and Thomas J.
                 Crowley",
  title =        "Forecasting Global Ice Volume",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "3",
  pages =        "255--265",
  month =        may,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00081.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1991",
}

@Article{Sakaguchi:1991:RLB,
  author =       "Fuminori Sakaguchi",
  title =        "A Relation for `Linearity' of the Bispectrum",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "3",
  pages =        "267--272",
  month =        may,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00082.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1991",
}

@Article{Azzalini:1991:ENU,
  author =       "A. Azzalini and A. C. Frigo",
  title =        "An Explicit Nearly Unbiased Estimate of the {$ {\rm
                 AR}(1) $} Parameter for Repeated Measurements",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "4",
  pages =        "273--281",
  month =        jul,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00083.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1991",
}

@Article{Bell:1991:IKF,
  author =       "William Bell and Steven Hillmer",
  title =        "Initializing the {Kalman} Filter for Nonstationary
                 Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "4",
  pages =        "283--300",
  month =        jul,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00084.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1991",
}

@Article{Chanda:1991:SCL,
  author =       "Kamal C. Chanda",
  title =        "Stationarity and Central Limit Theorem Associated with
                 Bilinear Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "4",
  pages =        "301--313",
  month =        jul,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00085.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1991",
}

@Article{Chiu:1991:LEP,
  author =       "Shean-Tsong Chiu",
  title =        "A Linear Estimation Procedure for the Parameters of
                 Autoregressive Moving-Average Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "4",
  pages =        "315--327",
  month =        jul,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00086.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1991",
}

@Article{Cox:1991:LRD,
  author =       "D. R. Cox",
  title =        "Long-Range Dependence, Non-Linearity and Time
                 Irreversibility",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "4",
  pages =        "329--335",
  month =        jul,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00087.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1991",
}

@Article{Hurd:1991:GMD,
  author =       "Harry L. Hurd and Neil L. Gerr",
  title =        "Graphical Methods for Determining the Presence of
                 Periodic Correlation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "4",
  pages =        "337--350",
  month =        jul,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00088.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1991",
}

@Article{Melard:1991:CEA,
  author =       "Guy Melard and Marianne Paesmans and Roch Roy",
  title =        "Consistent Estimation of the Asymptotic Covariance
                 Structure of Multivariate Serial Correlations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "4",
  pages =        "351--361",
  month =        jul,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00089.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1991",
}

@Article{Yu:1991:MSS,
  author =       "Gwo-Hsing Yu and Yow-Chang Lin",
  title =        "A Methodology for Selecting Subset Autoregressive Time
                 Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "12",
  number =       "4",
  pages =        "363--373",
  month =        jul,
  year =         "1991",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1991.tb00090.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1991",
}

@Article{Allende:1992:RGM,
  author =       "Hector Allende and Siegfried Heiler",
  title =        "Recursive Generalized M Estimates for Autoregressive
                 Moving-Average Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "1",
  pages =        "1--18",
  month =        jan,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00091.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1992",
}

@Article{Chan:1992:NTS,
  author =       "Ngai Hang Chan and Lanh Tat Tran",
  title =        "Nonparametric Tests for Serial Dependence",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "1",
  pages =        "19--28",
  month =        jan,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00092.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1992",
}

@Article{Hall:1992:JHT,
  author =       "Alastair Hall",
  title =        "Joint Hypothesis Tests for a Random Walk Based on
                 Instrumental Variable Estimators",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "1",
  pages =        "29--45",
  month =        jan,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00093.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1992",
}

@Article{Hidalgo:1992:ASE,
  author =       "F. Javier Hidalgo",
  title =        "Adaptive Semiparametric Estimation in the Presence of
                 Autocorrelation of Unknown Form",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "1",
  pages =        "47--78",
  month =        jan,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00094.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1992",
}

@Article{Martin:1992:TTS,
  author =       "Vance L. Martin",
  title =        "Threshold Time Series Models As Multimodal
                 Distribution Jump Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "1",
  pages =        "79--94",
  month =        jan,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00095.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1992",
}

@Article{Brockwell:1992:EST,
  author =       "Peter J. Brockwell and Jian Liu and Richard L.
                 Tweedie",
  title =        "On the Existence of Stationary Threshold
                 Autoregressive Moving-Average Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "2",
  pages =        "95--107",
  month =        mar,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00096.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1992",
}

@Article{Joyeux:1992:TSC,
  author =       "Roselyne Joyeux",
  title =        "Tests for Seasonal Cointegration Using Principal
                 Components",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "2",
  pages =        "109--118",
  month =        mar,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00097.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1992",
}

@Article{Lim:1992:STI,
  author =       "K. S. Lim",
  title =        "On the Stability of a Threshold {$ {\rm AR}(1) $}
                 Without Intercepts",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "2",
  pages =        "119--132",
  month =        mar,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00098.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1992",
}

@Article{Reinsel:1992:MLE,
  author =       "Gregory C. Reinsel and Sabyasachi Basu and Sook Fwe
                 Yap",
  title =        "Maximum Likelihood Estimators in the Multivariate
                 Autoregressive Moving-Average Model from a Generalized
                 Least Squares Viewpoint",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "2",
  pages =        "133--145",
  month =        mar,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00099.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1992",
}

@Article{Tuan:1992:ADP,
  author =       "Dinh Pham Tuan",
  title =        "Approximate Distribution of Parameter Estimators for
                 First-Order Autoregressive Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "2",
  pages =        "147--170",
  month =        mar,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00100.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1992",
}

@Article{Zhou:1992:AEP,
  author =       "Guofu Zhou",
  title =        "Algorithms for Estimation of Possibly Nonstationary
                 Vector Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "2",
  pages =        "171--188",
  month =        mar,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00101.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1992",
}

@Article{Anonymous:1992:C,
  author =       "Anonymous",
  title =        "Correction",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "3",
  pages =        "281--282",
  month =        may,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00107.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1992",
}

@Article{Burman:1992:DDE,
  author =       "P. Burman and D. Nolan",
  title =        "Data-Dependent Estimation of Prediction Functions",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "3",
  pages =        "189--207",
  month =        may,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00102.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1992",
}

@Article{Hardle:1992:KRS,
  author =       "Wolfgang H{\"a}rdle and Philippe Vieu",
  title =        "Kernel Regression Smoothing of Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "3",
  pages =        "209--232",
  month =        may,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00103.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1992",
}

@Article{Hinich:1992:NDT,
  author =       "Melvin J. Hinich and Douglas M. Patterson",
  title =        "A New Diagnostic Test of Model Inadequacy Which Uses
                 the Martingale Difference Criterion",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "3",
  pages =        "233--252",
  month =        may,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00104.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1992",
}

@Article{Lawrance:1992:RRA,
  author =       "A. J. Lawrance and P. A. W. Lewis",
  title =        "Reversed Residuals in Autoregressive Time Series
                 Analysis",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "3",
  pages =        "253--266",
  month =        may,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00105.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1992",
}

@Article{Rabinovitch:1992:PNS,
  author =       "A. Rabinovitch and R. Thieberger",
  title =        "`Purifying' Noisy Signals",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "3",
  pages =        "267--280",
  month =        may,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00106.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1992",
}

@Article{Hong-zhi:1992:NNA,
  author =       "An Hong-zhi",
  title =        "Non-Negative Autoregressive Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "4",
  pages =        "283--295",
  month =        jul,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00108.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1992",
}

@Article{Kreiss:1992:BSA,
  author =       "Jens-Peter Kreiss and J{\"u}rgen Franke",
  title =        "Bootstrapping Stationary Autoregressive Moving-Average
                 Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "4",
  pages =        "297--317",
  month =        jul,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00109.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1992",
}

@Article{Liu:1992:SRK,
  author =       "Jian Liu",
  title =        "Spectral Radius, {Kronecker} Products and
                 Stationarity",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "4",
  pages =        "319--325",
  month =        jul,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00110.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1992",
}

@Article{Marriott:1992:RAN,
  author =       "J. M. Marriott and A. F. M. Smith",
  title =        "Reparametrization Aspects of Numerical {Bayesian}
                 Methodology for Autoregressive Moving-Average Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "4",
  pages =        "327--343",
  month =        jul,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00111.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1992",
}

@Article{Pourahmadi:1992:CCC,
  author =       "Mohsen Pourahmadi and A. G. Miamee",
  title =        "Computation of Canonical Correlation Between Past and
                 Future of a Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "4",
  pages =        "345--351",
  month =        jul,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00112.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1992",
}

@Article{Reinsel:1992:VAM,
  author =       "Gregory C. Reinsel and Sung K. Ahn",
  title =        "Vector Autoregressive Models with Unit Roots and
                 Reduced Rank Structure: Estimation. {Likelihood} Ratio
                 Test, and Forecasting",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "4",
  pages =        "353--375",
  month =        jul,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00113.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1992",
}

@Article{Breidt:1992:TRI,
  author =       "F. J. Breidt and R. A. Davis",
  title =        "Time-Reversibility, Identifiability and Independence
                 of Innovations for Stationary Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "5",
  pages =        "377--390",
  month =        sep,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00114.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1992",
}

@Article{Lii:1992:DSN,
  author =       "K.-S. Lii and T.-H. Tsou",
  title =        "Detecting Sinusoids in Non-{Gaussian} Noise",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "5",
  pages =        "391--409",
  month =        sep,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00115.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1992",
}

@Article{Marshall:1992:SSM,
  author =       "Pablo Marshall",
  title =        "State Space Models with Diffuse Initial Conditions",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "5",
  pages =        "411--414",
  month =        sep,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00116.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1992",
}

@Article{Paparoditis:1992:OIS,
  author =       "Efstathios Paparoditis and Bernd Streitberg",
  title =        "Order Identification Statistics in Stationary
                 Autoregressive Moving-Average Models:Vector
                 Autocorrelations and the Bootstrap",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "5",
  pages =        "415--434",
  month =        sep,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00117.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1992",
}

@Article{Reschenhofer:1992:TWN,
  author =       "E. Reschenhofer and I. M. Bomze",
  title =        "Testing for White Noise Against Multimodal Spectral
                 Alternatives",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "5",
  pages =        "435--439",
  month =        sep,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00118.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1992",
}

@Article{Rigas:1992:SAS,
  author =       "A. G. Rigas",
  title =        "Spectral Analysis of Stationary Point Processes Using
                 the {Fast Fourier Transform} Algorithm",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "5",
  pages =        "441--450",
  month =        sep,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00119.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1992",
}

@Article{Zhang:1992:RAB,
  author =       "H.-C. Zhang",
  title =        "Reduction of the Asymptotic Bias of Autoregressive and
                 Spectral Estimators by Tapering",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "5",
  pages =        "451--469",
  month =        sep,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00120.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1992",
}

@Article{Agiakloglou:1992:EED,
  author =       "C. Agiakloglou and P. Newbold",
  title =        "Empirical Evidence on {Dickey--Fuller}-Type Tests",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "6",
  pages =        "471--483",
  month =        nov,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00121.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1992",
}

@Article{Anderson:1992:PAP,
  author =       "O. D. Anderson",
  title =        "Partial Autocorrelation Properties for Non-Stationary
                 Autoregressive Moving-Average Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "6",
  pages =        "485--500",
  month =        nov,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00122.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1992",
}

@Article{Bera:1992:TCH,
  author =       "A. K. Bera and M. L. Higgins",
  title =        "A Test for Conditional Heteroskedasticity in Time
                 Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "6",
  pages =        "501--519",
  month =        nov,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00123.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1992",
}

@Article{Sesay:1992:FDE,
  author =       "S. A. O. Sesay and T. Subba Rao",
  title =        "Frequency-Domain Estimation of Bilinear Time Series
                 Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "6",
  pages =        "521--545",
  month =        nov,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00124.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1992",
}

@Article{Yuan:1992:CTU,
  author =       "J. Yuan and T. Subba Rao",
  title =        "Classification of Textures Using Second-Order
                 Spectra",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "13",
  number =       "6",
  pages =        "547--562",
  month =        nov,
  year =         "1992",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1992.tb00125.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1992",
}

@Article{Anderson:1993:ARP,
  author =       "P. L. Anderson and A. V. Vecchia",
  title =        "Asymptotic Results for Periodic Autoregressive
                 Moving-Average Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "1",
  pages =        "1--18",
  month =        jan,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00126.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1993",
}

@Article{Hosking:1993:ASS,
  author =       "J. R. M. Hosking and Nalini Ravishanker",
  title =        "Approximate Simultaneous Significance Intervals for
                 Residual Autocorrelations of Autoregressive
                 Moving-Average Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "1",
  pages =        "19--26",
  month =        jan,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00127.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1993",
}

@Article{Huang:1993:ENS,
  author =       "D. Huang and V. V. Anh",
  title =        "Estimation of the Non-Stationary Factor in Aruma
                 Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "1",
  pages =        "27--46",
  month =        jan,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00128.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1993",
}

@Article{Koreisha:1993:DOV,
  author =       "Sergio G. Koreisha and Tarmo Pukkila",
  title =        "Determining the Order of a Vector Autoregression When
                 the Number of Component Series Is Large",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "1",
  pages =        "47--69",
  month =        jan,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00129.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1993",
}

@Article{McCormick:1993:ENA,
  author =       "William P. McCormick and George Mathew",
  title =        "Estimation for Nonnegative Autoregressive Processes
                 with an Unknown Location Parameter",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "1",
  pages =        "71--92",
  month =        jan,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00130.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1993",
}

@Article{Meyn:1993:GED,
  author =       "Sean P. Meyn and Lei Guo",
  title =        "Geometric Ergodicity of a Doubly Stochastic Time
                 Series Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "1",
  pages =        "93--108",
  month =        jan,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00131.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1993",
}

@Article{Andel:1993:TSM,
  author =       "Jir{\'\i} Andel",
  title =        "A Time Series Model with Suddenly Changing
                 Parameters",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "2",
  pages =        "111--123",
  month =        mar,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00132.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1993",
}

@Article{Bhansali:1993:EPE,
  author =       "R. J. Bhansali",
  title =        "Estimation of the Prediction Error Variance and an {$
                 R^2 $} Measure by Autoregressive Model Fitting",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "2",
  pages =        "125--146",
  month =        mar,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00133.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1993",
}

@Article{Hannan:1993:LFE,
  author =       "E. J. Hannan and D. Huang",
  title =        "On-Line Frequency Estimation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "2",
  pages =        "147--161",
  month =        mar,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00134.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1993",
}

@Article{Hodges:1993:CME,
  author =       "P. E. Hodges and D. F. Hale",
  title =        "A Computational Method for Estimating Densities of
                 Non-{Gaussian} Nonstationary Univariate Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "2",
  pages =        "163--178",
  month =        mar,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00135.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1993",
}

@Article{Hong-Zhi:1993:ERA,
  author =       "An Hong-Zhi and Huang Fuchun",
  title =        "Estimation for Regressive and Autoregressive Models
                 with Non-Negative Residual Errors",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "2",
  pages =        "179--191",
  month =        mar,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00136.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1993",
}

@Article{Martin:1993:EPP,
  author =       "Donald E. K. Martin and Benjamin Kedem",
  title =        "Estimation of the Period of Periodically Correlated
                 Sequences",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "2",
  pages =        "193--205",
  month =        mar,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00137.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1993",
}

@Article{McLeod:1993:NAM,
  author =       "A. I. McLeod",
  title =        "A Note on {ARMA} Model Parameter Redundancy",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "2",
  pages =        "207--208",
  month =        mar,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00138.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "March 1993",
}

@Article{Terasvirta:1993:PNN,
  author =       "Timo Ter{\"a}svirta and Chien-Fu Lin and Clive W. J.
                 Granger",
  title =        "Power of the Neural Network Linearity Test",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "2",
  pages =        "209--220",
  month =        mar,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00139.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1993",
}

@Article{Abraham:1993:EMA,
  author =       "Bovas Abraham and Alice Chuang",
  title =        "Expectation-Maximization Algorithms and the Estimation
                 of Time Series Models in the Presence of Outliers",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "3",
  pages =        "221--234",
  month =        may,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00140.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1993",
}

@Article{Agiakloglou:1993:BEF,
  author =       "Christos Agiakloglou and Paul Newbold and Mark Wohar",
  title =        "Bias in an Estimator of the Fractional Difference
                 Parameter",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "3",
  pages =        "235--246",
  month =        may,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00141.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1993",
}

@Article{Bai:1993:PSR,
  author =       "Jushan Bai",
  title =        "On the Partial Sums of Residuals in Autoregressive and
                 Moving Average Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "3",
  pages =        "247--260",
  month =        may,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00142.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1993",
}

@Article{Hotta:1993:EAP,
  author =       "L. K. Hotta and J. Cardosc Neto",
  title =        "The Effect of Aggregation on Prediction in
                 Autoregressive Integrated Moving-Average Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "3",
  pages =        "261--269",
  month =        may,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00143.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1993",
}

@Article{Hurvich:1993:CAI,
  author =       "Clifford M. Hurvich and Chih-Ling Tsai",
  title =        "A Corrected {Akaike} Information Criterion for Vector
                 Autoregressive Model Selection",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "3",
  pages =        "271--279",
  month =        may,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00144.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1993",
}

@Article{Hyndman:1993:YWE,
  author =       "Rob J. Hyndman",
  title =        "{Yule--Walker} Estimates for Continuous-Time
                 Autoregressive Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "3",
  pages =        "281--296",
  month =        may,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00145.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1993",
}

@Article{Nassiuma:1993:NSA,
  author =       "Dankit Nassiuma",
  title =        "Non-Stationary Autoregressive Moving-Average Processes
                 with Infinite Variance",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "3",
  pages =        "297--304",
  month =        may,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00146.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1993",
}

@Article{Nsiri:1993:IML,
  author =       "Sa{\"\i}d Nsiri and Roch Roy",
  title =        "On the Invertibility of Multivariate Linear
                 Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "3",
  pages =        "305--316",
  month =        may,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00147.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1993",
}

@Article{Spall:1993:DNA,
  author =       "James C. Spall",
  title =        "The Distribution of Nonstationary Autoregressive
                 Processes Under General Noise Conditions",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "3",
  pages =        "317--330",
  month =        may,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00148.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  note =         "See correction \cite{Spall:1993:CDN}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1993",
}

@Article{Cheung:1993:TFI,
  author =       "Yin-Wong Cheung",
  title =        "Tests for Fractional Integration: A {Monte Carlo}
                 Investigation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "4",
  pages =        "331--345",
  month =        jul,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00149.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1993",
}

@Article{Hall:1993:PEW,
  author =       "Peter Hall and Jeffrey D. Hart",
  title =        "On the Probability of Error When Using a General
                 {Akaike}-Type Criterion to Estimate Autoregression
                 Order",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "4",
  pages =        "347--368",
  month =        jul,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00150.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1993",
}

@Article{Hassler:1993:RSE,
  author =       "Uwe Hassler",
  title =        "Regression of Spectral Estimators with Fractionally
                 Integrated Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "4",
  pages =        "369--380",
  month =        jul,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00151.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1993",
}

@Article{Smith:1993:VEQ,
  author =       "B. Smith and C. Field",
  title =        "Variance Estimation for Quadratic Statistics",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "4",
  pages =        "381--395",
  month =        jul,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00152.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1993",
}

@Article{Taniguchi:1993:NPA,
  author =       "Masanobu Taniguchi and Masao Kondo",
  title =        "Non-Parametric Approach in Time Series Analysis",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "4",
  pages =        "397--408",
  month =        jul,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00153.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1993",
}

@Article{Toloi:1993:SAA,
  author =       "Cl{\'e}lia M. C. Toloi and Pedro A. Morettin",
  title =        "Spectral Analysis for Amplitude-Modulated Time
                 Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "4",
  pages =        "409--432",
  month =        jul,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00154.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1993",
}

@Article{Wang:1993:ATE,
  author =       "Xiaobao Wang",
  title =        "An {AIC} Type Estimator for the Number of
                 Cosinusoids",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "4",
  pages =        "433--440",
  month =        jul,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00155.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1993",
}

@Article{Geweke:1993:BTA,
  author =       "John Geweke and Nobuhiko Terui",
  title =        "{Bayesian} Threshold Autoregressive Models for
                 Nonlinear Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "5",
  pages =        "441--454",
  month =        sep,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00156.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:56:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1993",
}

@Article{Hassler:1993:PR,
  author =       "Uwe Hassler",
  title =        "The Periodogram Regression",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "5",
  pages =        "549--549",
  month =        sep,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00164.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:56:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1993",
}

@Article{Hurvich:1993:ALF,
  author =       "Clifford M. Hurvich and Kaizo I. Beltrao",
  title =        "Asymptotics for the Low-Frequency Ordinates of the
                 Periodogram of a Long-Memory Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "5",
  pages =        "455--472",
  month =        sep,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00157.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:56:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1993",
}

@Article{Kabaila:1993:BPI,
  author =       "Paul Kabaila",
  title =        "On Bootstrap Predictive Inference for Autoregressive
                 Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "5",
  pages =        "473--484",
  month =        sep,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00158.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:56:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1993",
}

@Article{Kavalieris:1993:TFE,
  author =       "L. Kavalieris",
  title =        "Transfer Function Estimation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "5",
  pages =        "485--496",
  month =        sep,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00159.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:56:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1993",
}

@Article{Minozzo:1993:UEL,
  author =       "M. Minozzo and A. Azzalini",
  title =        "On the Unimodality of the Exact Likelihood Function
                 for Normal {$ {\rm AR}(2) $} Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "5",
  pages =        "497--509",
  month =        sep,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00160.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:56:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1993",
}

@Article{Ray:1993:MLM,
  author =       "Bonnie K. Ray",
  title =        "Modeling Long-Memory Processes for Optimal Long-Range
                 Prediction",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "5",
  pages =        "511--525",
  month =        sep,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00161.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:56:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1993",
}

@Article{Singer:1993:CTD,
  author =       "Hermann Singer",
  title =        "Continuous-Time Dynamical Systems with Sampled Data,
                 Errors of Measurement and Unobserved Components",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "5",
  pages =        "527--545",
  month =        sep,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00162.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:56:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1993",
}

@Article{Spall:1993:CDN,
  author =       "J. C. Spall",
  title =        "Correction to {``The Distribution of Nonstationary
                 Autoregressive Processes Under General Noise
                 Conditions''}",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "5",
  pages =        "550--550",
  month =        sep,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00165.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:56:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  note =         "See \cite{Spall:1993:DNA}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1993",
}

@Article{Wang:1993:NSF,
  author =       "Xiaobao Wang",
  title =        "Non-Singularity of {Fisher} Information for
                 Autoregressive Moving-Average Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "5",
  pages =        "547--548",
  month =        sep,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00163.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:56:27 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1993",
}

@Article{Anderson:1993:EGL,
  author =       "Oliver D. Anderson",
  title =        "Exact General-Lag Serial Correlation Moments and
                 Approximate Low-Lag Partial Correlation Moments for
                 {Gaussian} White Noise",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "6",
  pages =        "551--574",
  month =        nov,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00166.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1993",
}

@Article{Li:1993:EBD,
  author =       "Ta-Hsin Li",
  title =        "Estimation and Blind Deconvolution of Autoregressive
                 Systems with Nonstationary Binary Inputs",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "6",
  pages =        "575--588",
  month =        nov,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00167.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1993",
}

@Article{Libert:1993:ISS,
  author =       "Ga{\"e}tan Libert and Liang Wang and Bao Liu",
  title =        "An Innovation State Space Approach for Time Series
                 Forecasting",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "6",
  pages =        "589--601",
  month =        nov,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00168.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1993",
}

@Article{Penm:1993:RFS,
  author =       "Jack H. W. Penm and Jammie H. Penm and R. D. Terrell",
  title =        "The Recursive Fitting of Subset {VARX} Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "6",
  pages =        "603--619",
  month =        nov,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00169.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1993",
}

@Article{Sakai:1993:DNT,
  author =       "Hideaki Sakai",
  title =        "The Determination of the Number of Terms in a
                 Multichannel Sinusoidal Regression",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "6",
  pages =        "621--628",
  month =        nov,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00170.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1993",
}

@Article{Shin:1993:MLE,
  author =       "Dong Wan Shin",
  title =        "Maximum Likelihood Estimation for Autoregressive
                 Processes Disturbed by a Moving Average",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "6",
  pages =        "629--643",
  month =        nov,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00171.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1993",
}

@Article{Ula:1993:FMP,
  author =       "Taylan A. Ula",
  title =        "Forecasting of Multivariate Periodic Autoregressive
                 Moving-Average Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "14",
  number =       "6",
  pages =        "645--657",
  month =        nov,
  year =         "1993",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1993.tb00172.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1993",
}

@Article{Chang:1994:ROT,
  author =       "Ming Chun Chang and David A. Dickey",
  title =        "Recognizing Overdifferenced Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "1",
  pages =        "1--18",
  month =        jan,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00173.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:56:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1994",
}

@Article{Hassler:1994:MSL,
  author =       "Uwe Hassler",
  title =        "(Mis)Specification of Long Memory in Seasonal Time
                 Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "1",
  pages =        "19--30",
  month =        jan,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00174.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:56:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1994",
}

@Article{Hurvich:1994:APA,
  author =       "Clifford M. Hurvich and Kaizo I. Beltrao",
  title =        "Acknowledgement of Priority for ``Asymptotics for the
                 Low-Frequency Ordinates of the Periodogram of a
                 Long-Memory Time Series''",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "1",
  pages =        "64--64",
  month =        jan,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00177.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:56:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1994",
}

@Article{Kadi:1994:RAU,
  author =       "A. Kadi and G. Oppenheim and M. C. Viano",
  title =        "Random Aggregation of Univariate and Multivariate
                 Linear Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "1",
  pages =        "31--43",
  month =        jan,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00175.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:56:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1994",
}

@Article{Kedem:1994:IFA,
  author =       "Benjamin Kedem and James Troendle",
  title =        "An Iterative Filtering Algorithm for Non-{Fourier}
                 Frequency Estimation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "1",
  pages =        "45--63",
  month =        jan,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00176.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:56:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1994",
}

@Article{Lye:1994:NLT,
  author =       "Jenny N. Lye and Vance L. Martin",
  title =        "Non-Linear Time Series Modelling and Distributional
                 Flexibility",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "1",
  pages =        "65--84",
  month =        jan,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00178.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:56:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1994",
}

@Article{Pfeffermann:1994:GME,
  author =       "D. Pfeffermann",
  title =        "A General Method for Estimating the Variances of
                 {X-11} Seasonally Adjusted Estimators",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "1",
  pages =        "85--116",
  month =        jan,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00179.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:56:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1994",
}

@Article{Zhang:1994:DAS,
  author =       "Guoqiang Zhang and Masanobu Taniguchi",
  title =        "Discriminant Analysis for Stationary Vector Time
                 Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "1",
  pages =        "117--126",
  month =        jan,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00180.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:56:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1994",
}

@Article{Bloomfield:1994:PCS,
  author =       "Peter Bloomfield and Harry L. Hurd and Robert B.
                 Lund",
  title =        "Periodic Correlation in Stratospheric Ozone Data",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "2",
  pages =        "127--150",
  month =        mar,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00181.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1994",
}

@Article{Cox:1994:BRD,
  author =       "D. R. Cox",
  title =        "Book Review: {{\booktitle{Developments in Time Series
                 Analysis}}, T. Subba Rao, Editor}",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "2",
  pages =        "251--252",
  month =        mar,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00189.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1994",
}

@Article{deJong:1994:SNS,
  author =       "Pidt de Jong and Singfat Chu-Chun-Lin",
  title =        "Stationary and Non-Stationary State Space Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "2",
  pages =        "151--166",
  month =        mar,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00182.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1994",
}

@Article{Eltinge:1994:CTC,
  author =       "John L. Eltinge",
  title =        "Comparison of Time and Cross-Sectional Aggregation
                 Under a Time Series Random Component Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "2",
  pages =        "167--181",
  month =        mar,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00183.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1994",
}

@Article{Fruhwirth-Schnatter:1994:DAD,
  author =       "Sylvia Fr{\"u}hwirth-Schnatter",
  title =        "Data Augmentation and Dynamic Linear Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "2",
  pages =        "183--202",
  month =        mar,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00184.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1994",
}

@Article{Kokoszka:1994:IVS,
  author =       "Piotr S. Kokoszka and Murad S. Taqqu",
  title =        "Infinite Variance Stable {ARMA} Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "2",
  pages =        "203--220",
  month =        mar,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00185.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "March 1994",
}

@Article{McCulloch:1994:BAA,
  author =       "Robert E. McCulloch and Ruey S. Tsay",
  title =        "{Bayesian} Analysis of Autoregressive Time Series Via
                 the {Gibbs} Sampler",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "2",
  pages =        "235--250",
  month =        mar,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00188.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1994",
}

@Article{McLeod:1994:DCP,
  author =       "A. I. McLeod",
  title =        "Diagnostic Checking of Periodic Autoregression Models
                 with Application",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "2",
  pages =        "221--233",
  month =        mar,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00186.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1994",
}

@Article{Priestley:1994:PEJ,
  author =       "M. B. Priestley",
  title =        "{Professor Edward James Hannan} (1921--1994)",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "2",
  pages =        "234--234",
  month =        mar,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00187.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1994",
}

@Article{Agiakloglou:1994:LMT,
  author =       "Christos Agiakloglou and Paul Newbold",
  title =        "{Lagrange} Multiplier Tests for Fractional
                 Difference",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "3",
  pages =        "253--262",
  month =        may,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00190.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1994",
}

@Article{Bentarzi:1994:IPM,
  author =       "Mohamed Bentarzi and Marc Hallin",
  title =        "On the Invertibility of Periodic Moving-Average
                 Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "3",
  pages =        "263--268",
  month =        may,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00191.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1994",
}

@Article{Beran:1994:ELM,
  author =       "Jan Beran and Norma Terrin",
  title =        "Estimation of the Long-Memory Parameter, Based on a
                 Multivariate Central Limit Theorem",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "3",
  pages =        "269--278",
  month =        may,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00192.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1994",
}

@Article{Hall:1994:OIM,
  author =       "Alastair Hall",
  title =        "Order Identification in Misspecified Autoregressive
                 Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "3",
  pages =        "279--283",
  month =        may,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00193.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1994",
}

@Article{Hurvich:1994:ASE,
  author =       "Clifford M. Hurvich and Kaizo I. Beltrao",
  title =        "Automatic Semiparametric Estimation of the Memory
                 Parameter of a Long-Memory Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "3",
  pages =        "285--302",
  month =        may,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00194.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1994",
}

@Article{Kakizawa:1994:AES,
  author =       "Yoshihide Kakizawa and Masanobu Taniguchi",
  title =        "Asymptotic Efficiency of the Sample Covariances in a
                 {Gaussian} Stationary Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "3",
  pages =        "303--311",
  month =        may,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00195.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1994",
}

@Article{Nassiuma:1994:SSS,
  author =       "Dankit K. Nassiuma",
  title =        "Symmetric Stable Sequences with Missing Observations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "3",
  pages =        "313--323",
  month =        may,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00196.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1994",
}

@Article{Paparoditis:1994:VAG,
  author =       "Efstathios Paparoditis",
  title =        "On Vector Autocorrelations and Generalized
                 Second-Order Functions for Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "3",
  pages =        "325--334",
  month =        may,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00197.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1994",
}

@Article{Reisen:1994:EFD,
  author =       "Valderio A. Reisen",
  title =        "Estimation of the Fractional Difference Parameter in
                 the {$ {\rm ARIMA}(p, d, q) $} Model Using the Smoothed
                 Periodogram",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "3",
  pages =        "335--350",
  month =        may,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00198.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARIMA (Autoregressive integrated moving average)",
  onlinedate =   "May 1994",
}

@Article{Breitung:1994:SST,
  author =       "Jorg Breitung",
  title =        "Some Simple Tests of the Moving-Average Unit Root
                 Hypothesis",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "4",
  pages =        "351--370",
  month =        jul,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00199.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1994",
}

@Article{Granger:1994:UMI,
  author =       "Clive Granger and Jin-Lung Lin",
  title =        "Using the Mutual Information Coefficient to Identify
                 Lags in Nonlinear Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "4",
  pages =        "371--384",
  month =        jul,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00200.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1994",
}

@Article{Ku:1994:NPS,
  author =       "Simon Ku and Eugene Seneta",
  title =        "The Number of Peaks in a Stationary Sample and Orthant
                 Probabilities",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "4",
  pages =        "385--403",
  month =        jul,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00201.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1994",
}

@Article{Truong:1994:STS,
  author =       "Young K. Truong and Charles J. Stone",
  title =        "Semiparametric Time Series Regression",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "4",
  pages =        "405--428",
  month =        jul,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00202.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1994",
}

@Article{vonSachs:1994:PIN,
  author =       "Rainer von Sachs",
  title =        "Peak-Insensitive Non-Parametric Spectrum Estimation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "4",
  pages =        "429--452",
  month =        jul,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00203.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1994",
}

@Article{Bai:1994:LSE,
  author =       "Jushan Bai",
  title =        "Least Squares Estimation of a Shift in Linear
                 Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "5",
  pages =        "453--472",
  month =        sep,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00204.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1994",
}

@Article{Chen:1994:LWE,
  author =       "Gemai Chen and Bovas Abraham and Shelton Peiris",
  title =        "Lag Window Estimation of the Degree of Differencing in
                 Fractionally Integrated Time Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "5",
  pages =        "473--487",
  month =        sep,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00205.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1994",
}

@Article{Gray:1994:GFP,
  author =       "Henry L. Gray and Nien-Fan Zhang and Wayne A.
                 Woodward",
  title =        "On Generalized Fractional Processes --- a Correction",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "5",
  pages =        "561--562",
  month =        sep,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00211.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1994",
}

@Article{Holst:1994:RES,
  author =       "Ulla Holst and Georg Lindgren and Jan Holst and Mikael
                 Thuvesholmen",
  title =        "Recursive Estimation in Switching Autoregressions with
                 a {Markov} Regime",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "5",
  pages =        "489--506",
  month =        sep,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00206.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1994",
}

@Article{Kabaila:1994:DSA,
  author =       "Paul Kabaila",
  title =        "The Detection of a Single Additive Outlier of Unknown
                 Position",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "5",
  pages =        "507--522",
  month =        sep,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00207.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1994",
}

@Article{McCulloch:1994:SAE,
  author =       "Robert E. McCulloch and Ruey S. Tsay",
  title =        "Statistical Analysis of Economic Time Series Via
                 {Markov} Switching Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "5",
  pages =        "523--539",
  month =        sep,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00208.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1994",
}

@Article{Politis:1994:MEP,
  author =       "Dimitris N. Politis",
  title =        "On the Maximum Entropy Property of Nonlinear
                 Autoregressions",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "5",
  pages =        "541--543",
  month =        sep,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00209.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1994",
}

@Article{Zhang:1994:NWE,
  author =       "Hu-Ming Zhang and Ping Wang",
  title =        "A New Way to Estimate Orders in Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "5",
  pages =        "545--559",
  month =        sep,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00210.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1994",
}

@Article{Anonymous:1994:AAS,
  author =       "Anonymous",
  title =        "The {Australian Academy of Science} Establishes a
                 {Hannan Medal for Distinguished Research in the
                 Mathematical Sciences}",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "6",
  pages =        "649--649",
  month =        nov,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00219.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1994",
}

@Article{Escribano:1994:CCF,
  author =       "Alvaro Escribano and Daniel Pe{\~n}a",
  title =        "Cointegration and Common Factors",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "6",
  pages =        "577--586",
  month =        nov,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00213.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1994",
}

@Article{Feuerverger:1994:EFI,
  author =       "Andrey Feuerverger and Peter Hall and Andrew T. A.
                 Wood",
  title =        "Estimation of Fractal Index and Fractal Dimension of a
                 {Gaussian} Process by Counting the Number of Level
                 Crossings",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "6",
  pages =        "587--606",
  month =        nov,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00214.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1994",
}

@Article{Hallin:1994:PNA,
  author =       "Marc Hallin",
  title =        "On the {Pitman} Non-Admissibility of Correlogram-Based
                 Methods",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "6",
  pages =        "607--611",
  month =        nov,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00215.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1994",
}

@Article{Kavalieris:1994:DNT,
  author =       "L. Kavalieris and E. J. Hannan",
  title =        "Determining the Number of Terms in a Trigonometric
                 Regression",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "6",
  pages =        "613--625",
  month =        nov,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00216.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1994",
}

@Article{Li:1994:SRA,
  author =       "W. K. Li and T. K. Mak",
  title =        "On the Squared Residual Autocorrelations in Non-Linear
                 Time Series with Conditional Heteroskedasticity",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "6",
  pages =        "627--636",
  month =        nov,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00217.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1994",
}

@Article{Robinson:1994:EJH,
  author =       "P. M. Robinson",
  title =        "{Edward J. Hannan}, 1921--1994",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "6",
  pages =        "563--576",
  month =        nov,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00212.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1994",
}

@Article{Velilla:1994:GFT,
  author =       "Santiago Velilla",
  title =        "A Goodness-Of-Fit Test for Autoregressive
                 Moving-Average Models Based on the Standardized Sample
                 Spectral Distribution of the Residuals",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "15",
  number =       "6",
  pages =        "637--647",
  month =        nov,
  year =         "1994",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1994.tb00218.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1994",
}

@Article{Chanda:1995:LSA,
  author =       "Kamal C. Chanda",
  title =        "Large Sample Analysis of Autoregressive Moving-Average
                 Models with Errors in Variables",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "1",
  pages =        "1--15",
  month =        jan,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00220.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1995",
}

@Article{Hurvich:1995:EMP,
  author =       "Clifford M. Hurvich and Bonnie K. Ray",
  title =        "Estimation of the Memory Parameter for Nonstationary
                 Or Noninvertible Fractionally Integrated Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "1",
  pages =        "17--41",
  month =        jan,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00221.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1995",
}

@Article{Lii:1995:BAR,
  author =       "Keh-Shin Lii and Tai-Houn Tsou",
  title =        "Bispectral Analysis of Randomly Sampled Data",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "1",
  pages =        "43--66",
  month =        jan,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00222.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1995",
}

@Article{Politis:1995:BCN,
  author =       "Dimitris N. Politis and Joseph P. Romano",
  title =        "Bias-Corrected Nonparametric Spectral Estimation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "1",
  pages =        "67--103",
  month =        jan,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00223.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1995",
}

@Article{Usami:1995:ECT,
  author =       "Yoshihiro Usami and Mituaki Huzii",
  title =        "Estimation of Coefficients of Time Series Regression
                 with a Nonstationary Error Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "1",
  pages =        "105--118",
  month =        jan,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00224.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1995",
}

@Article{Wright:1995:SOM,
  author =       "J. H. Wright",
  title =        "Stochastic Orders of Magnitude Associated with
                 Two-Stage Estimators of Fractional {ARIMA} Systems",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "1",
  pages =        "119--125",
  month =        jan,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00225.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARIMA (Autoregressive integrated moving average)",
  onlinedate =   "January 1995",
}

@Article{Adams:1995:PEP,
  author =       "G. J. Adams and G. C. Goodwin",
  title =        "Parameter Estimation for Periodic {ARMA} Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "2",
  pages =        "127--145",
  month =        mar,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00226.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "March 1995",
}

@Article{Arellano:1995:TTS,
  author =       "Consuelo Arellano and Sastry G. Pantula",
  title =        "Testing for Trend Stationarity Versus Difference
                 Stationarity",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "2",
  pages =        "147--164",
  month =        mar,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00227.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1995",
}

@Article{Beran:1995:TEV,
  author =       "Jan Beran and Theo Gasser",
  title =        "Testing Equality of Variances for Paired Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "2",
  pages =        "165--176",
  month =        mar,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00228.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1995",
}

@Article{Breidt:1995:IBP,
  author =       "F. Jay Breidt and Richard A. Davis and William T. M.
                 Dunsmuir",
  title =        "Improved Bootstrap Prediction Intervals for
                 Autoregressions",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "2",
  pages =        "177--200",
  month =        mar,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00229.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1995",
}

@Article{Dargahi-Noubary:1995:SMI,
  author =       "G. R. Dargahi-Noubary",
  title =        "Stochastic Modeling and Identification of Seismic
                 Records Based on Established Deterministic
                 Formulations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "2",
  pages =        "201--220",
  month =        mar,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00230.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1995",
}

@Article{Leibowitz:1995:APS,
  author =       "Daniela Leibowitz and Elia M. Leibowitz",
  title =        "An Algorithm for a Period Search in a Sparsely Covered
                 Time Series at a Fixed Phase",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "2",
  pages =        "221--236",
  month =        mar,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00231.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1995",
}

@Article{Walker:1995:RPC,
  author =       "A. M. Walker",
  title =        "On Results of {Porat} Concerning Asymptotic Efficiency
                 of Sample Covariances of {Gaussian} {ARMA} Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "2",
  pages =        "237--248",
  month =        mar,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00232.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "March 1995",
}

@Article{Anonymous:1995:BR,
  author =       "Anonymous",
  title =        "Book Review",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "3",
  pages =        "355--358",
  month =        may,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00239.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1995",
}

@Article{Hamilton:1995:CRP,
  author =       "David Hamilton and Ka Ho Wu",
  title =        "Confidence Regions for Parameters in the {$ {\rm
                 AR}(1) $} Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "3",
  pages =        "249--265",
  month =        may,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00233.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1995",
}

@Article{Koreisha:1995:ISA,
  author =       "Sergio G. Koreisha and Tarmo Pukkila",
  title =        "The Identification of Seasonal Autoregressive Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "3",
  pages =        "267--290",
  month =        may,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00234.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1995",
}

@Article{Lii:1995:SRS,
  author =       "Keh-Shin Lii and Elias Masry",
  title =        "On the Selection of Random Sampling Schemes for the
                 Spectral Estimation of Continuous Time Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "3",
  pages =        "291--311",
  month =        may,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00235.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1995",
}

@Article{Marmol:1995:SRB,
  author =       "Francesc Marmol",
  title =        "Spurious Regressions Between I( d ) Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "3",
  pages =        "313--321",
  month =        may,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00236.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1995",
}

@Article{Viano:1995:LRD,
  author =       "M. C. Viano and Cl. Deniau and G. Oppenheim",
  title =        "Long-Range Dependence and Mixing for Discrete Time
                 Fractional Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "3",
  pages =        "323--338",
  month =        may,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00237.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1995",
}

@Article{Yap:1995:RET,
  author =       "Sook Fwe Yap and Gregory C. Reinsel",
  title =        "Results on Estimation and Testing for a Unit Root in
                 the Nonstationary Autoregressive Moving-Average Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "3",
  pages =        "339--353",
  month =        may,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00238.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1995",
}

@Article{Kooperberg:1995:LEP,
  author =       "Charles Kooperberg and Charles J. Stone and Young K.
                 Truong",
  title =        "Logspline Estimation of a Possibly Mixed Spectral
                 Distribution",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "4",
  pages =        "359--388",
  month =        jul,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00240.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1995",
}

@Article{Kooperberg:1995:RCL,
  author =       "Charles Kooperberg and Charles J. Stone and Young K.
                 Truong",
  title =        "Rate of Convergence for Logspline Spectral Density
                 Estimation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "4",
  pages =        "389--401",
  month =        jul,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00241.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1995",
}

@Article{Miller:1995:GVR,
  author =       "John P. Miller and Paul Newbold",
  title =        "A Generalized Variance Ratio Test of {$ {\rm ARIMA}(p,
                 1, q) $} Model Specification",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "4",
  pages =        "403--413",
  month =        jul,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00242.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARIMA (Autoregressive integrated moving average)",
  onlinedate =   "July 1995",
}

@Article{Park:1995:AEU,
  author =       "Heon Jin Park and Wayne A. Fuller",
  title =        "Alternative Estimators and Unit Root Tests for the
                 Autoregressive Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "4",
  pages =        "415--429",
  month =        jul,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00243.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1995",
}

@Article{Shin:1995:EMA,
  author =       "Dong Wan Shin and Sahadeb Sarkar",
  title =        "Estimation of the Multivariate Autoregressive Moving
                 Average Having Parameter Restrictions and an
                 Application to Rotational Sampling",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "4",
  pages =        "431--444",
  month =        jul,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00244.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1995",
}

@Article{Barnard:1995:ASC,
  author =       "Roger W. Barnard and Kamal C. Chanda",
  title =        "An Application of the {Schur--Cohn} Algorithm to Time
                 Series Analysis",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "5",
  pages =        "445--449",
  month =        sep,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00245.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1995",
}

@Article{Brockwell:1995:NED,
  author =       "Peter J. Brockwell",
  title =        "A Note on the Embedding of Discrete-Time {ARMA}
                 Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "5",
  pages =        "451--460",
  month =        sep,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00246.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "September 1995",
}

@Article{Chen:1995:BIT,
  author =       "Cathy W. S. Chen and Jack C. Lee",
  title =        "{Bayesian} Inference of Threshold Autoregressive
                 Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "5",
  pages =        "483--492",
  month =        sep,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00248.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1995",
}

@Article{Chen:1995:TVS,
  author =       "Rong Chen",
  title =        "Threshold Variable Selection in Open-Loop Threshold
                 Autoregressive Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "5",
  pages =        "461--481",
  month =        sep,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00247.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1995",
}

@Article{Cheung:1995:EFS,
  author =       "Yin-Wong Cheung and Kon S. Lai",
  title =        "Estimating Finite Sample Critical Values for Unit Root
                 Tests Using Pure Random Walk Processes: A Note",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "5",
  pages =        "493--498",
  month =        sep,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00249.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1995",
}

@Article{Cubadda:1995:NTS,
  author =       "Gianluca Cubadda",
  title =        "A Note on Testing for Seasonal Cointegration Using
                 Principal Components in the Frequency Domain",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "5",
  pages =        "499--508",
  month =        sep,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00250.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1995",
}

@Article{Grahn:1995:CLS,
  author =       "T. Grahn",
  title =        "A Conditional Least Squares Approach to Bilinear Time
                 Series Estimation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "5",
  pages =        "509--529",
  month =        sep,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00251.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1995",
}

@Article{Baragona:1995:LII,
  author =       "Roberto Baragona and Francesco Battaglia",
  title =        "Linear Interpolators and the Inverse Correlation
                 Function of Non-Stationary Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "6",
  pages =        "531--538",
  month =        nov,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00252.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1995",
}

@Article{Corradi:1995:NTI,
  author =       "Valentina Corradi",
  title =        "Nonlinear Transformations of Integrated Time Series: A
                 Reconsideration",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "6",
  pages =        "539--549",
  month =        nov,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00253.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1995",
}

@Article{Haddad:1995:RPI,
  author =       "John N. Haddad",
  title =        "The Recursive Property of the Inverse of the
                 Covariance Matrix of a Moving-Average Process of
                 General Order",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "6",
  pages =        "551--554",
  month =        nov,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00254.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1995",
}

@Article{Hall:1995:RAU,
  author =       "Alastair Hall",
  title =        "Residual Autocovariances and Unit Root Tests Based on
                 Instrumental Variable Estimators from Time Series
                 Regression Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "6",
  pages =        "555--569",
  month =        nov,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00255.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1995",
}

@Article{Hall:1995:SDT,
  author =       "Peter Hall and Rodney C. L. Wolff",
  title =        "On the Strength of Dependence of a Time Series
                 Generated by a Chaotic Map",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "6",
  pages =        "571--583",
  month =        nov,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00256.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1995",
}

@Article{Janas:1995:CNL,
  author =       "Daniel Janas and Rainer von Sachs",
  title =        "Consistency for Non-Linear Functions of the
                 Periodogram of Tapered Data",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "6",
  pages =        "585--606",
  month =        nov,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00257.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1995",
}

@Article{McLeod:1995:DCP,
  author =       "A. I. McLeod",
  title =        "Diagnostic Checking of Periodic Autoregression Models
                 with Application",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "6",
  pages =        "647--648",
  month =        nov,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00260.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1995",
}

@Article{Miller:1995:EML,
  author =       "James W. Miller",
  title =        "Exact Maximum Likelihood Estimation in Autoregressive
                 Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "6",
  pages =        "607--615",
  month =        nov,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00258.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1995",
}

@Article{Poskitt:1995:RBG,
  author =       "D. S. Poskitt and M. O. Salau",
  title =        "On the Relationship Between Generalized Least Squares
                 and {Gaussian} Estimation of Vector {ARMA} Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "16",
  number =       "6",
  pages =        "617--645",
  month =        nov,
  year =         "1995",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1995.tb00259.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "November 1995",
}

@Article{Chan:1996:AIN,
  author =       "Ngai Hang Chan and Ruey S. Tsay",
  title =        "Asymptotic Inference for Non-Invertible Moving-Average
                 Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "1",
  pages =        "1--17",
  month =        jan,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00261.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1996",
}

@Article{Comte:1996:SEL,
  author =       "F. Comte",
  title =        "Simulation and Estimation of Long Memory Continuous
                 Time Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "1",
  pages =        "19--36",
  month =        jan,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00262.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1996",
}

@Article{Gonzalo:1996:RPT,
  author =       "Jesus Gonzalo and Tae-Hwy Lee",
  title =        "Relative Power of t Type Tests for Stationary and Unit
                 Root Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "1",
  pages =        "37--47",
  month =        jan,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00263.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1996",
}

@Article{Kim:1996:BSK,
  author =       "Tae Yoon Kim and Dennis D. Cox",
  title =        "Bandwidth Selection in Kernel Smoothing of Time
                 Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "1",
  pages =        "49--63",
  month =        jan,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00264.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1996",
}

@Article{Li:1996:MSO,
  author =       "Lei Li and Zhongjie Xie",
  title =        "Model Selection and Order Determination for Time
                 Series by Information Between the Past and the Future",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "1",
  pages =        "65--84",
  month =        jan,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00265.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1996",
}

@Article{Priestley:1996:WTD,
  author =       "M. B. Priestley",
  title =        "Wavelets and Time-Dependent Spectral Analysis",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "1",
  pages =        "85--103",
  month =        jan,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00266.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1996",
}

@Article{Shin:1996:DRA,
  author =       "Dong Wan Shin and Jong Hyup Lee",
  title =        "Distribution of Residual Autocorrelations in
                 Nonstationary Autoregressive Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "1",
  pages =        "105--109",
  month =        jan,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00267.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1996",
}

@Article{Chung:1996:GFI,
  author =       "Ching-Fan Chung",
  title =        "A Generalized Fractionally Integrated Autoregressive
                 Moving-Average Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "2",
  pages =        "111--140",
  month =        mar,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00268.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1996",
}

@Article{Heyde:1996:RST,
  author =       "C. C. Heyde and W. Dai",
  title =        "On the Robustness to Small Trends of Estimation Based
                 on the Smoothed Periodogram",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "2",
  pages =        "141--150",
  month =        mar,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00269.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1996",
}

@Article{Newbold:1996:BNT,
  author =       "Paul Newbold and Dimitrios Vougas",
  title =        "{Beveridge--Nelson}-Type Trends for {$ {\rm I}(2) $}
                 and Some Seasonal Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "2",
  pages =        "151--169",
  month =        mar,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00270.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1996",
}

@Article{Rigas:1996:SAS,
  author =       "A. G. Rigas",
  title =        "Spectral Analysis of a Stationary Bivariate Point
                 Process with Applications to Neurophysiological
                 Problems",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "2",
  pages =        "171--187",
  month =        mar,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00271.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1996",
}

@Article{Stramer:1996:AMC,
  author =       "O. Stramer",
  title =        "On the Approximation of Moments for Continuous Time
                 Threshold {ARMA} Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "2",
  pages =        "189--202",
  month =        mar,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00272.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "March 1996",
}

@Article{Wong:1996:BAE,
  author =       "Chi-ming Wong and Robert Kohn",
  title =        "A {Bayesian} Approach to Estimating and Forecasting
                 Additive Nonparametric Autoregressive Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "2",
  pages =        "203--220",
  month =        mar,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00273.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "March 1996",
}

@Article{Boswijk:1996:URP,
  author =       "H. Peter Boswijk and Philip Hans Franses",
  title =        "Unit Roots in Periodic Autoregressions",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "3",
  pages =        "221--245",
  month =        may,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00274.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1996",
}

@Article{Buhlmann:1996:LAL,
  author =       "Peter B{\"u}hlmann",
  title =        "Locally Adaptive Lag-Window Spectral Estimation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "3",
  pages =        "247--270",
  month =        may,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00275.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1996",
}

@Article{Delgado:1996:TSI,
  author =       "Miguel A. Delgado",
  title =        "Testing Serial Independence Using the Sample
                 Distribution Function",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "3",
  pages =        "271--285",
  month =        may,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00276.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1996",
}

@Article{Sato:1996:SPM,
  author =       "Seisho Sato and Naoto Kunitomo",
  title =        "Some Properties of the Maximum Likelihood Estimator in
                 the Simultaneous Switching Autoregressive Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "3",
  pages =        "287--307",
  month =        may,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00277.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1996",
}

@Article{Shin:1996:EMV,
  author =       "Dong Wan Shin and Sahadeb Sarkar",
  title =        "Estimation of the Multi-Variate Autoregressive Moving
                 Average Having Parameter Restrictions and an
                 Application to Rotational Sampling",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "3",
  pages =        "321--321",
  month =        may,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00279.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1996",
}

@Article{Shin:1996:TUR,
  author =       "Dong Wan Shin and Sahadeb Sarkar",
  title =        "Testing for a Unit Root in an {$ {\rm AR}(1) $} Time
                 Series Using Irregularly Observed Data",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "3",
  pages =        "309--321",
  month =        may,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00278.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "May 1996",
}

@Article{Anderson:1996:HOM,
  author =       "Oliver D. Anderson and Zhao-Guo Chen",
  title =        "Higher Order Moments of Sample Autocovariances and
                 Sample Autocorrelations from an Independent Time
                 Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "4",
  pages =        "323--331",
  month =        jul,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00280.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1996",
}

@Article{Boshnakov:1996:RCP,
  author =       "Georgi N. Boshnakov",
  title =        "Recursive Computation of the Parameters of Periodic
                 Autoregressive Moving-Average Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "4",
  pages =        "333--349",
  month =        jul,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00281.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1996",
}

@Article{Huang:1996:LHF,
  author =       "Dawei Huang",
  title =        "On Low and High Frequency Estimation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "4",
  pages =        "351--365",
  month =        jul,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00282.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1996",
}

@Article{Kakizawa:1996:TOA,
  author =       "Yoshihide Kakizawa",
  title =        "Third-Order Asymptotic Properties of Estimators in
                 {Gaussian} {ARMA} Processes with Unknown Mean",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "4",
  pages =        "367--377",
  month =        jul,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00283.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "July 1996",
}

@Article{Ng:1996:EEE,
  author =       "Serena Ng and Pierre Perron",
  title =        "The Exact Error in Estimating the Spectral Density at
                 the Origin",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "4",
  pages =        "379--408",
  month =        jul,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00284.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1996",
}

@Article{Snyder:1996:IKF,
  author =       "Ralph D. Snyder and Grant R. Saligari",
  title =        "Initialization of the {Kalman} Filter with Partially
                 Diffuse Initial Conditions",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "4",
  pages =        "409--424",
  month =        jul,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00285.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "July 1996",
}

@Article{Dehay:1996:RSE,
  author =       "D. Dehay and V. Monsan",
  title =        "Random Sampling Estimation for Almost Periodically
                 Correlated Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "5",
  pages =        "425--445",
  month =        sep,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00286.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1996",
}

@Article{Fernandez-Macho:1996:SML,
  author =       "F. Javier Fern{\'a}ndez-Macho",
  title =        "Spectral Maximum Likelihood Estimation of a
                 Signal-To-Noise Ratio Lying in the Vicinity of Zero",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "5",
  pages =        "447--459",
  month =        sep,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00287.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1996",
}

@Article{Raimondo:1996:TCP,
  author =       "M. Raimondo",
  title =        "Testing Change-Points in the Explosive {Gaussian}
                 Autoregressive Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "5",
  pages =        "461--480",
  month =        sep,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00288.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1996",
}

@Article{Saikkonen:1996:TOD,
  author =       "Pentti Saikkonen and Ritva Luukkonen",
  title =        "Testing the Order of Differencing in Time Series
                 Regression",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "5",
  pages =        "481--496",
  month =        sep,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00289.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1996",
}

@Article{Schmid:1996:OTT,
  author =       "W. Schmid",
  title =        "An Outlier Test for Time Series Based on a Two-Sided
                 Predictor",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "5",
  pages =        "497--510",
  month =        sep,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00290.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1996",
}

@Article{Svensson:1996:OPC,
  author =       "A. Svensson and J. Holst and R. Lindquist and G.
                 Lindgren",
  title =        "Optimal Prediction of Catastrophes in Autoregressive
                 Moving-Average Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "5",
  pages =        "511--531",
  month =        sep,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00291.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "September 1996",
}

@Article{Anderson:1996:AAT,
  author =       "T. W. Anderson and Linfeng You",
  title =        "Adequacy of Asymptotic Theory for Goodness-Of-Fit
                 Criteria for Spectral Distributions",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "6",
  pages =        "533--552",
  month =        nov,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00292.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1996",
}

@Article{Lindoff:1996:BCR,
  author =       "B. Lindoff and J. Holst",
  title =        "Bias and Covariance of the Recursive Least Squares
                 Estimator with Exponential Forgetting in Vector
                 Autoregressions",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "6",
  pages =        "553--570",
  month =        nov,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00293.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1996",
}

@Article{Masry:1996:MLP,
  author =       "Elias Masry",
  title =        "Multivariate Local Polynomial Regression for Time
                 Series:Uniform Strong Consistency and Rates",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "6",
  pages =        "571--599",
  month =        nov,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00294.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1996",
}

@Article{Neumann:1996:SDE,
  author =       "Michael H. Neumann",
  title =        "Spectral Density Estimation Via Nonlinear Wavelet
                 Methods for Stationary Non-{Gaussian} Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "17",
  number =       "6",
  pages =        "601--633",
  month =        nov,
  year =         "1996",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1996.tb00295.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "November 1996",
}

@Article{Baragona:1997:OCA,
  author =       "R. Baragona and F. Carlucci",
  title =        "An Optimality Criterion for Aggregating a Set of Time
                 Series in a Composite Index",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "1",
  pages =        "1--9",
  month =        jan,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00035",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1997",
}

@Article{Barnett:1997:RBE,
  author =       "Glen Barnett and Robert Kohn and Simon Sheather",
  title =        "Robust {Bayesian} Estimation of
                 Autoregressive--Moving-Average Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "1",
  pages =        "11--28",
  month =        jan,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00036",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1997",
}

@Article{Flores:1997:GTU,
  author =       "Rafael Flores and Alfonso Novales",
  title =        "A General Test for Univariate Seasonality",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "1",
  pages =        "29--48",
  month =        jan,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00037",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1997",
}

@Article{Giraitis:1997:ROS,
  author =       "Liudas Giraitis and Peter M. Robinson and Alexander
                 Samarov",
  title =        "Rate Optimal Semiparametric Estimation of the Memory
                 Parameter of the {Gaussian} Time Series with Long-Range
                 Dependence",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "1",
  pages =        "49--60",
  month =        jan,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00038",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1997",
}

@Article{Keenan:1997:CLT,
  author =       "Daniel M. Keenan",
  title =        "A Central Limit Theorem for m ( n ) Autocovariances",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "1",
  pages =        "61--78",
  month =        jan,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00039",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1997",
}

@Article{Sun:1997:SGS,
  author =       "T. C. Sun and Milton Chaika",
  title =        "On Simulation of a {Gaussian} Stationary Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "1",
  pages =        "79--93",
  month =        jan,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00040",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "January 1997",
}

@Article{Hidalgo:1997:NPE,
  author =       "Javier Hidalgo",
  title =        "Non-Parametric Estimation with Strongly Dependent
                 Multivariate Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "2",
  pages =        "95--122",
  month =        mar,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00041",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{Kunst:1997:TCN,
  author =       "Robert M. Kunst",
  title =        "Testing for Cyclical Non-Stationarity in
                 Autoregressive Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "2",
  pages =        "123--135",
  month =        mar,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00042",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{Lobato:1997:CAC,
  author =       "Ignacio N. Lobato",
  title =        "Consistency of the Averaged Cross-Periodogram in Long
                 Memory Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "2",
  pages =        "137--155",
  month =        mar,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00043",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{Mitchell:1997:ECM,
  author =       "Heather Mitchell and Peter Brockwell",
  title =        "Estimation of the Coefficients of a Multivariate
                 Linear Filter Using the Innovations Algorithm",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "2",
  pages =        "157--179",
  month =        mar,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00044",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{Wong:1997:FDT,
  author =       "Woon Wong",
  title =        "Frequency Domain Tests of Multivariate {Gaussianity}
                 and Linearity",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "2",
  pages =        "181--194",
  month =        mar,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00045",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{Zhang:1997:PMN,
  author =       "Xichuan Zhang and R. Deane Terrell",
  title =        "Projection Modulus: a New Direction for Selecting
                 Subset Autoregressive Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "2",
  pages =        "195--212",
  month =        mar,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00046",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:52:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{Bhansali:1997:RAS,
  author =       "R. J. Bhansali",
  title =        "Robustness of the autoregressive spectral estimate for
                 linear processes with infinite variance",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "3",
  pages =        "213--229",
  month =        may,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00047",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Gao:1997:CTW,
  author =       "Hong-Ye Gao",
  title =        "Choice of thresholds for wavelet shrinkage estimate of
                 the spectrum",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "3",
  pages =        "231--251",
  month =        may,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00048",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Hong:1997:OST,
  author =       "Yongmiao Hong",
  title =        "One-sided testing for conditional heteroskedasticity
                 in time series models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "3",
  pages =        "253--277",
  month =        may,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00049",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Teverovsky:1997:TLR,
  author =       "Vadim Teverovsky and Murad Taqqu",
  title =        "Testing for long-range dependence in the presence of
                 shifting means or a slowly declining trend, using a
                 variance-type estimator",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "3",
  pages =        "279--304",
  month =        may,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00050",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Turkman:1997:EBT,
  author =       "K. F. Turkman and M. A. Amaral Turkman",
  title =        "Extremes of bilinear time series models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "3",
  pages =        "305--319",
  month =        may,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00051",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Anonymous:1997:C,
  author =       "Anonymous",
  title =        "Corrigendum",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "3",
  pages =        "320--320",
  month =        may,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00052",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{Anderson:1997:GFT,
  author =       "T. W. Anderson",
  title =        "Goodness-of-fit tests for autoregressive processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "4",
  pages =        "321--339",
  month =        jul,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00053",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Cappuccio:1997:SRB,
  author =       "Nunzio Cappuccio and Diego Lubian",
  title =        "Spurious regressions between {$ {\rm I}(1) $}
                 processes with long memory errors",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "4",
  pages =        "341--354",
  month =        jul,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00054",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Cheng:1997:ZCR,
  author =       "Ximing Cheng and Yougui Wu and Jinguan Du and Huowang
                 Liu",
  title =        "The zero-crossing rate of $p$ th-order autoregressive
                 processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "4",
  pages =        "355--374",
  month =        jul,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00055",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Datta:1997:NDE,
  author =       "Somnath Datta",
  title =        "A note on L 1 density estimation for linear
                 processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "4",
  pages =        "375--383",
  month =        jul,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00056",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Deo:1997:ATC,
  author =       "R. S. Deo",
  title =        "Asymptotic theory for certain regression models with
                 long memory errors",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "4",
  pages =        "385--393",
  month =        jul,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00057",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{McCabe:1997:PAT,
  author =       "B. P. M. McCabe and S. J. Leybourne and Y. Shin",
  title =        "A Parametric approach to testing the null of
                 cointegration",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "4",
  pages =        "395--413",
  month =        jul,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00058",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Sakai:1997:BPA,
  author =       "Hideaki Sakai and Shyuichi Ohno",
  title =        "On backward periodic autoregressive processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "4",
  pages =        "415--427",
  month =        jul,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00059",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{So:1997:MMA,
  author =       "Mike K. P. So and W. K. Li and K. Lam",
  title =        "Multivariate modelling of the autoregressive random
                 variance process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "4",
  pages =        "429--446",
  month =        jul,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00060",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Ling:1997:DCN,
  author =       "Shiqing Ling and W. K. Li",
  title =        "Diagnostic checking of nonlinear multivariate time
                 series with multivariate arch errors",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "5",
  pages =        "447--464",
  month =        sep,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00061",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Lopes:1997:SDC,
  author =       "Artur Lopes and Selvia Lopes and Rafael R. Souza",
  title =        "On the spectral density of a class of chaotic time
                 series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "5",
  pages =        "465--474",
  month =        sep,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00062",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Shin:1997:SMN,
  author =       "Dong Wan Shin and Yoon Dong Lee",
  title =        "A study on misspecified nonstationary autoregressive
                 time series with a unit root",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "5",
  pages =        "475--484",
  month =        sep,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00063",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Shoji:1997:CSE,
  author =       "Isao Shoji and Tohru Ozaki",
  title =        "Comparative study of estimation methods for continuous
                 time stochastic processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "5",
  pages =        "485--506",
  month =        sep,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00064",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Smith:1997:CBM,
  author =       "Jeremy Smith and Nick Taylor and Sanjay Yadav",
  title =        "Comparing the bias and misspecification in {ARFIMA}
                 models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "5",
  pages =        "507--527",
  month =        sep,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00065",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Anonymous:1997:BR,
  author =       "Anonymous",
  title =        "Book reviews",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "5",
  pages =        "529--534",
  month =        sep,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00066",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{Berlinet:1997:BFN,
  author =       "Alain Berlinet and Christian Francq",
  title =        "On {Bartlett}'s Formula for Non-linear Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "6",
  pages =        "535--552",
  month =        nov,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00067",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Francq:1997:WND,
  author =       "Christian Francq and Michel Roussignol",
  title =        "On White Noises Driven by Hidden {Markov} Chains",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "6",
  pages =        "553--578",
  month =        nov,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00068",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Muller:1997:ILS,
  author =       "Daniel Muller and William W. S. Wei",
  title =        "Iterative Least Squares Estimation and Identification
                 of the Transfer Function Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "6",
  pages =        "579--592",
  month =        nov,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00069",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Muller:1997:BMN,
  author =       "Peter M{\"u}ller and Mike West and Steven MacEachern",
  title =        "{Bayesian} Models for Non-linear Autoregressions",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "6",
  pages =        "593--614",
  month =        nov,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00070",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Poggi:1997:TLF,
  author =       "Jean-Michel Poggi and Bruno Portier",
  title =        "A Test of Linearity for Functional Autoregressive
                 Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "6",
  pages =        "615--639",
  month =        nov,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00071",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Shibata:1997:CFE,
  author =       "Ritei Shibata and Mutsumi Takagiwa",
  title =        "Consistency of Frequency Estimates Based on the
                 Wavelet Transform",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "6",
  pages =        "641--662",
  month =        nov,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00072",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Anonymous:1997:JTS,
  author =       "Anonymous",
  title =        "{{\booktitle{Journal of Time Series Analysis}}}: Index
                 to Volume 18 1997",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "18",
  number =       "6",
  pages =        "663--664",
  month =        nov,
  year =         "1997",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00073",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:53:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{DeGooijer:1998:TMA,
  author =       "Jan {De Gooijer}",
  title =        "On threshold moving-average models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "1",
  pages =        "1--18",
  month =        jan,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00074",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Hurvich:1998:MSE,
  author =       "Clifford M. Hurvich and Rohit Deo and Julia Brodsky",
  title =        "The mean squared error of {Geweke} and
                 {Porter-Hudak}'s estimator of the memory parameter of a
                 long-memory time series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "1",
  pages =        "19--46",
  month =        jan,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00075",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Li:1998:TCA,
  author =       "Ta-Hsin Li",
  title =        "Time-correlation analysis of nonstationary time
                 series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "1",
  pages =        "47--67",
  month =        jan,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00076",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Li:1998:TAF,
  author =       "Ta-Hsin Li and Benjamin Kedem",
  title =        "Tracking abrupt frequency changes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "1",
  pages =        "69--82",
  month =        jan,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00077",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Leybourne:1998:URS,
  author =       "Stephen Leybourne and Paul Newbold and Dimitrios
                 Vougas",
  title =        "Unit roots and smooth transitions",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "1",
  pages =        "83--97",
  month =        jan,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00078",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Pai:1998:BAA,
  author =       "Jeffrey S. Pai and Nalini Ravishanker",
  title =        "{Bayesian} analysis of autoregressive fractionally
                 integrated moving-average processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "1",
  pages =        "99--112",
  month =        jan,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00079",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Wong:1998:NCA,
  author =       "C. S. Wong and W. K. Li",
  title =        "A note on the corrected {Akaike} information criterion
                 for threshold autoregressive models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "1",
  pages =        "113--124",
  month =        jan,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00080",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Turkman:1998:BR,
  author =       "K. F. Turkman",
  title =        "Book Review",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "1",
  pages =        "125--126",
  month =        jan,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00081",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Burman:1998:SMS,
  author =       "Prabir Burman and Robert Shumway",
  title =        "Semiparametric Modeling of Seasonal Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "2",
  pages =        "127--145",
  month =        mar,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00082",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Franses:1998:TUR,
  author =       "Philip Hans Franses and Michael McAleer",
  title =        "Testing for unit roots and non-linear
                 transformations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "2",
  pages =        "147--164",
  month =        mar,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00083",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Kulperger:1998:TIT,
  author =       "R. J. Kulperger and R. A. Lockhart",
  title =        "Tests of Independence in Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "2",
  pages =        "165--185",
  month =        mar,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00084",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Mentz:1998:RVE,
  author =       "Raul P. Mentz and Pedro A. Morettin and Cl{\'e}lia
                 Toloi",
  title =        "On Residual Variance Estimation in Autoregressive
                 Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "2",
  pages =        "187--208",
  month =        mar,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00085",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Monti:1998:PEP,
  author =       "Anna Clara Monti",
  title =        "A proposal for estimation of the parameters of
                 multivariate moving-average models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "2",
  pages =        "209--219",
  month =        mar,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00086",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Poggi:1998:EFI,
  author =       "John-Michel Poggi and Marie-Claude Viano",
  title =        "An Estimate of the Fractal Index Using Multiscale
                 Aggregates",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "2",
  pages =        "221--233",
  month =        mar,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00087",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Qiou:1998:BIT,
  author =       "Zuqiang Qiou and Nalini Ravishanker",
  title =        "{Bayesian} inference for time series with stable
                 innovations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "2",
  pages =        "235--249",
  month =        mar,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00088",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Basawa:1998:BR,
  author =       "Iswar Basawa",
  title =        "Book Review",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "2",
  pages =        "251--252",
  month =        mar,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00089",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Abry:1998:LRD,
  author =       "Patrice Abry and Darryl Veitch and Patrick Flandrin",
  title =        "Long-range dependence: revisiting aggregation with
                 wavelets",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "3",
  pages =        "253--266",
  month =        may,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00090",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Banerjee:1998:ECM,
  author =       "Anindya Banerjee and Juan Dolado and Ricardo Mestre",
  title =        "Error-correction mechanism tests for cointegration in
                 a single-equation framework",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "3",
  pages =        "267--283",
  month =        may,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00091",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Cooil:1998:DET,
  author =       "Bruce Cooil and Luke Froeb",
  title =        "A difference estimator for testing equality of
                 variances for paired time series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "3",
  pages =        "285--290",
  month =        may,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00092",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Krishnamurthy:1998:CEL,
  author =       "Vikram Krishnamurthy and Tobias Ryden",
  title =        "Consistent estimation of linear and non-linear
                 autoregressive models with {Markov} regime",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "3",
  pages =        "291--307",
  month =        may,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00093",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{McGee:1998:THC,
  author =       "Monnie McGee and Katherine Ensor",
  title =        "Tests for harmonic components in the spectra of
                 categorical time series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "3",
  pages =        "309--323",
  month =        may,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00094",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Oya:1998:DFL,
  author =       "Kosuke Oya and Hiro Toda",
  title =        "{Dickey--Fuller}, {Lagrange} Multiplier and Combined
                 Tests for a Unit Root in Autoregressive Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "3",
  pages =        "325--347",
  month =        may,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00095",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Taylor:1998:TUR,
  author =       "A. M. Robert Taylor",
  title =        "Testing for Unit Roots in Monthly Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "3",
  pages =        "349--368",
  month =        may,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00096",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Wright:1998:TSB,
  author =       "Jonathan H. Wright",
  title =        "Testing for a structural break at unknown date with
                 long-memory disturbances",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "3",
  pages =        "369--376",
  month =        may,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00097",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Laycock:1998:BR,
  author =       "Patric Laycock",
  title =        "Book Review",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "3",
  pages =        "377--378",
  month =        may,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00098",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Deo:1998:LTF,
  author =       "Rohit S. Deo and Clifford M. Hurvich",
  title =        "Linear Trend with Fractionally Integrated Errors",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "4",
  pages =        "379--397",
  month =        jul,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00099",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Kim:1998:TCM,
  author =       "Jaehee H. Kim and Jeffrey D. Hart",
  title =        "Tests for change in a mean function when the data are
                 dependent",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "4",
  pages =        "399--424",
  month =        jul,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00100",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Larsson:1998:BCU,
  author =       "Rolf Larsson",
  title =        "{Bartlett} corrections for unit root test statistics",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "4",
  pages =        "425--438",
  month =        jul,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00101",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Latour:1998:ESS,
  author =       "Alain Latour",
  title =        "Existence and stochastic structure of a non-negative
                 integer-valued autoregressive process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "4",
  pages =        "439--455",
  month =        jul,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00102",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{DeLuna:1998:IAF,
  author =       "Xavier {De Luna}",
  title =        "An Improvement of {Akaike}'s {FPE} Criterion to Reduce
                 its Variability",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "4",
  pages =        "457--471",
  month =        jul,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00103",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{McLeod:1998:HDT,
  author =       "A. I. McLeod",
  title =        "Hyperbolic Decay Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "4",
  pages =        "473--483",
  month =        jul,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00104",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Woodward:1998:FGL,
  author =       "Wayne A. Woodward and Q. C. Cheng and H. L. Gray",
  title =        "A $k$-Factor {GARMA} Long-memory Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "4",
  pages =        "485--504",
  month =        jul,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.1998.00105.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "17 December 2003",
}

@Article{Harvey:1998:TDV,
  author =       "Andrew Harvey and Mariane Streibel",
  title =        "Tests for Deterministic Versus Indeterministic
                 Cycles",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "5",
  pages =        "505--529",
  month =        sep,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00106",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Kilian:1998:ALO,
  author =       "Lutz Kilian",
  title =        "Accounting for lag order uncertainty in
                 autoregressions: the endogenous lag order bootstrap
                 algorithm",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "5",
  pages =        "531--548",
  month =        sep,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00107",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Prewitt:1998:GFT,
  author =       "Kathryn Prewitt",
  title =        "Goodness-of-fit Test in Parametric Time Series
                 Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "5",
  pages =        "549--574",
  month =        sep,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00108",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Schick:1998:AEA,
  author =       "Anton Schick",
  title =        "An adaptive estimator of the autocorrelation
                 coefficient in regression models with autoregressive
                 errors",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "5",
  pages =        "575--589",
  month =        sep,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00109",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Shin:1998:URT,
  author =       "Dong Wan Shin and Wayne Fuller",
  title =        "Unit root tests based on unconditional maximum
                 likelihood estimation for the autoregressive moving
                 average",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "5",
  pages =        "591--599",
  month =        sep,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00110",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Shin:1998:TUR,
  author =       "Dong Wan Shin and Sahadeb Sarkar",
  title =        "Testing for a unit root in autoregressive
                 moving-average models with missing data",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "5",
  pages =        "601--608",
  month =        sep,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00111",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Tam:1998:SMA,
  author =       "Wing-kuen Tam and Gregory Reinsel",
  title =        "Seasonal moving-average unit root tests in the
                 presence of a linear trend",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "5",
  pages =        "609--625",
  month =        sep,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00112",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Anonymous:1998:BR,
  author =       "Anonymous",
  title =        "Book Review",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "5",
  pages =        "627--628",
  month =        sep,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00113",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{Dahlhaus:1998:OSL,
  author =       "Rainer Dahlhaus and Liudas Giraitis",
  title =        "On the optimal segment length for parameter estimates
                 for locally stationary time series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "6",
  pages =        "629--655",
  month =        nov,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00114",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Dai:1998:STB,
  author =       "Yuqing Dai and L. Billard",
  title =        "A Space-Time Bilinear Model and its Identification",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "6",
  pages =        "657--679",
  month =        nov,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00115",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Guo:1998:SIR,
  author =       "Jiin-Huarng Guo and L. Billard",
  title =        "Some inference results for causal autoregressive
                 processes on a plane",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "6",
  pages =        "681--691",
  month =        nov,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00116",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Kuan:1998:CPE,
  author =       "Chung-Ming Kuan and Chih-Chiang Hsu",
  title =        "Change-Point Estimation of Fractionally Integrated
                 Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "6",
  pages =        "693--708",
  month =        nov,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00117",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Oke:1998:SRS,
  author =       "Thimothy Oke",
  title =        "Some Results on Specification Search and Pre-testing
                 in an {$ {\rm ARMA}(1, 1) $} Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "6",
  pages =        "709--722",
  month =        nov,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00118",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Shin:1998:LDR,
  author =       "Dong Wan Shin",
  title =        "The limiting distribution of the residual processes in
                 nonstationary autoregressive processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "6",
  pages =        "723--736",
  month =        nov,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00119",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Terdik:1998:NTL,
  author =       "Gy. Terdik and J. Math",
  title =        "A new test of linearity of time series based on the
                 bispectrum",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "6",
  pages =        "737--753",
  month =        nov,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00120",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 December 2001",
}

@Article{Anonymous:1998:IV,
  author =       "Anonymous",
  title =        "Index to Volume 19, 1998",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "19",
  number =       "6",
  pages =        "755--756",
  month =        nov,
  year =         "1998",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00121",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{vanGarderen:1999:EGA,
  author =       "Kees Jan van Garderen",
  title =        "Exact Geometry of Autoregressive Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "1",
  pages =        "1--21",
  month =        jan,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00122",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{He:1999:PAF,
  author =       "Changli He and Timo Ter{\"a}svirta",
  title =        "Properties of the Autocorrelation Function of Squared
                 Observations for Second-order {GARCH} Processes Under
                 Two Sets of Parameter Constraints",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "1",
  pages =        "23--30",
  month =        jan,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00123",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Komaki:1999:EMP,
  author =       "Fumiyasu Komaki",
  title =        "An estimating method for parametric spectral densities
                 of {Gaussian} time series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "1",
  pages =        "31--50",
  month =        jan,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00124",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Leybourne:1999:SPP,
  author =       "Stephen Leybourne and Paul Newbold",
  title =        "On the size properties of {Phillips--Perron} tests",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "1",
  pages =        "51--61",
  month =        jan,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00125",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Pitt:1999:ACR,
  author =       "Michael K. Pitt and Neil Shephard",
  title =        "Analytic convergence rates and parameterization issues
                 for the {Gibbs} sampler applied to state space models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "1",
  pages =        "63--85",
  month =        jan,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00126",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Velasco:1999:GSE,
  author =       "Carlos Velasco",
  title =        "{Gaussian} semiparametric estimation of non-stationary
                 time series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "1",
  pages =        "87--127",
  month =        jan,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00127",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Abadir:1999:DCI,
  author =       "Karim M. Abadir and A. M. Robert Taylor",
  title =        "On the Definitions of (Co-)integration",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "2",
  pages =        "129--137",
  month =        mar,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00128",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Chambers:1999:NMS,
  author =       "Marcus J. Chambers",
  title =        "A note on modelling seasonal processes in continuous
                 time",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "2",
  pages =        "139--143",
  month =        mar,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00129",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Dargahi-Noubary:1999:LDG,
  author =       "G. R. Dargahi-Noubary",
  title =        "A Linear Discriminant for {Gaussian} Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "2",
  pages =        "145--153",
  month =        mar,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00130",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Hotta:1999:ADS,
  author =       "Luiz K. Hotta and Klaus L. Vasconcellos",
  title =        "Aggregation and Disaggregation of Structural Time
                 Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "2",
  pages =        "155--171",
  month =        mar,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00131",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Mukherjee:1999:AQR,
  author =       "Kanchan Mukherjee",
  title =        "Asymptotics of quantiles and rank scores in nonlinear
                 time series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "2",
  pages =        "173--192",
  month =        mar,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00132",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Paparoditis:1999:LBP,
  author =       "Efstathios Paparoditis and Dimitris N. Politis",
  title =        "The Local Bootstrap for Periodogram Statistics",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "2",
  pages =        "193--222",
  month =        mar,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00133",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Jammalamadaka:1999:INO,
  author =       "S. Rao Jammalamadaka and Chengou Wu and Weiqung Wang",
  title =        "The Influence of Numerical and Observational Errors on
                 the Likelihood of an {ARMA} Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "2",
  pages =        "223--235",
  month =        mar,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00134",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "04 January 2002",
}

@Article{Vogelsang:1999:TSP,
  author =       "Timothy J. Vogelsang",
  title =        "Two simple procedures for testing for a unit root when
                 there are additive outliers",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "2",
  pages =        "237--252",
  month =        mar,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00135",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Corradi:1999:STV,
  author =       "Valentina Corradi and Halbert White",
  title =        "Specification tests for the variance of a diffusion",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "3",
  pages =        "253--270",
  month =        may,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00136",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Ferreira:1999:VBK,
  author =       "Eva Ferreira and Juan Manuel Rodriguez-Poo",
  title =        "Variable Bandwidth Kernel Estimators of the Spectral
                 Density",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "3",
  pages =        "271--287",
  month =        may,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00137",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Fokianos:1999:SAA,
  author =       "Konstantinos Fokianos and Benjamin Kedem",
  title =        "A stochastic approximation algorithm for the adaptive
                 control of time series following generalized linear
                 models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "3",
  pages =        "289--308",
  month =        may,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00138",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Gerlach:1999:DTS,
  author =       "Richard Gerlach and Chris Carter and Robert Kohn",
  title =        "Diagnostics for Time Series Analysis",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "3",
  pages =        "309--330",
  month =        may,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00139",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Hurvich:1999:PSN,
  author =       "Clifford M. Hurvich and Rohit S. Deo",
  title =        "Plug-in selection of the number of frequencies in
                 regression estimates of the memory parameter of a
                 long-memory time series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "3",
  pages =        "331--341",
  month =        may,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00140",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Kakizawa:1999:VEE,
  author =       "Yoshihide Kakizawa",
  title =        "Valid {Edgeworth} expansions of some estimators and
                 bootstrap confidence intervals in first-order
                 autoregression",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "3",
  pages =        "343--359",
  month =        may,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00141",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Anonymous:1999:BRa,
  author =       "Anonymous",
  title =        "Book Review",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "3",
  pages =        "361--363",
  month =        may,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00142",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{Allen:1999:NBE,
  author =       "Michael Allen and Somnath Datta",
  title =        "A Note on Bootstrapping {$M$}-Estimators in {ARMA}
                 Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "4",
  pages =        "365--379",
  month =        jul,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00143",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "04 January 2002",
}

@Article{Ben:1999:REV,
  author =       "Marta Garcia Ben and Elena J. Martinez and Victor J.
                 Yohai",
  title =        "Robust Estimation in Vector Autoregressive
                 Moving-Average Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "4",
  pages =        "381--399",
  month =        jul,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00144",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Huerta:1999:BIP,
  author =       "Gabriel Huerta and Mike West",
  title =        "{Bayesian} inference on periodicities and component
                 spectral structure in time series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "4",
  pages =        "401--416",
  month =        jul,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00145",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Jian:1999:CEN,
  author =       "Huang Jian and Yudi Pawitan",
  title =        "Consistent estimation for non-{Gaussian} non-causal
                 autoregessive processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "4",
  pages =        "417--423",
  month =        jul,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00146",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Lin:1999:RMT,
  author =       "T. C. Lin and M. Pourahmadi and A. Schick",
  title =        "Regression Models with Time Series Errors",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "4",
  pages =        "425--433",
  month =        jul,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00147",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Martin:1999:DPA,
  author =       "Donald E. K. Martin",
  title =        "Detection of periodic autocorrelation in time series
                 data via zero-crossings",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "4",
  pages =        "435--452",
  month =        jul,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00148",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Smith:1999:LRT,
  author =       "Richard J. Smith and A. M. Robert Taylor",
  title =        "Likelihood Ratio Tests for Seasonal Unit Roots",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "4",
  pages =        "453--476",
  month =        jul,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00149",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Zielinski:1999:MUE,
  author =       "Ryszard Zielinski",
  title =        "A Median-Unbiased Estimator of the {$ {\rm AR}(1) $}
                 Coefficient",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "4",
  pages =        "477--481",
  month =        jul,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00150",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Chen:1999:PTA,
  author =       "Z. G. Chen and O. D. Anderson",
  title =        "Polyvariograms and their Asymptotes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "5",
  pages =        "387--512",
  month =        sep,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00152",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Brockwell:1999:CNE,
  author =       "A. E. Brockwell and P. J. Brockwell",
  title =        "A Class of Non-Embeddable {ARMA} Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "5",
  pages =        "483--486",
  month =        sep,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00151",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "04 January 2002",
}

@Article{Gilbert:1999:AOT,
  author =       "S. D. Gilbert",
  title =        "A Testing for the Onset of Trend, Using Wavelets",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "5",
  pages =        "513--526",
  month =        sep,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00153",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Gomez:1999:BND,
  author =       "Victor Gomez and Jorg Breitung",
  title =        "The {Beveridge--Nelson} decomposition: a different
                 perspective with new results",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "5",
  pages =        "527--535",
  month =        sep,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00154",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Icaza:1999:SSE,
  author =       "Gloria Icaza and Richard Jones",
  title =        "A State-Space {EM} Algorithm for Longitudinal Data",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "5",
  pages =        "537--550",
  month =        sep,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00155",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Kakizawa:1999:NAE,
  author =       "Yoshihide Kakizawa",
  title =        "Note on the asymptotic efficiency of sample
                 covariances in {Gaussian} vector stationary processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "5",
  pages =        "551--558",
  month =        sep,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00156",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Kato:1999:SDW,
  author =       "Takeshi Kato and Elias Masry",
  title =        "On the spectral density of the wavelet transform of
                 fractional {Brownian} motion",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "5",
  pages =        "559--563",
  month =        sep,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00157",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Lubian:1999:LME,
  author =       "Diego Lubian",
  title =        "Long-Memory errors in time series regressions with a
                 unit root",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "5",
  pages =        "565--577",
  month =        sep,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00158",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Yang:1999:NAM,
  author =       "Lijian Yang and Wolfgang H{\"a}rdle and Jens Nielsen",
  title =        "Nonparametric autoregression with multiplicative
                 volatility and additive mean",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "5",
  pages =        "579--604",
  month =        sep,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00159",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Anonymous:1999:CTO,
  author =       "Anonymous",
  title =        "Corrigendum: testing for the onset of trend, using
                 wavelets",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "6",
  pages =        "i--i",
  month =        nov,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00160",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Abraham:1999:IGA,
  author =       "B. Abraham and N. Balakrishna",
  title =        "Inverse {Gaussian} Autoregressive Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "6",
  pages =        "605--618",
  month =        nov,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00161",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Chen:1999:BAG,
  author =       "Hui Chen and J. P. Romano",
  title =        "Bootstrap-assisted goodness-of-fit tests in the
                 frequency domain",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "6",
  pages =        "619--654",
  month =        nov,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00162",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Kabaila:1999:RPP,
  author =       "Paul Kabaila",
  title =        "The Relevance Property For Prediction Intervals",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "6",
  pages =        "655--662",
  month =        nov,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00163",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Kabaila:1999:APE,
  author =       "Paul Kabaila and Zhisong He",
  title =        "On Assessing Prediction Error in Autoregressive
                 Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "6",
  pages =        "663--670",
  month =        nov,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00164",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Sollis:1999:URA,
  author =       "Robert Sollis and Stephen Leybourne and Paul Newbold",
  title =        "Unit Roots and Asymmetric Smooth Transitions",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "6",
  pages =        "671--677",
  month =        nov,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00165",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Tse:1999:NDM,
  author =       "Y. K. Tse and A. K. C. Tsui",
  title =        "A Note on Diagnosing Multivariate Conditional
                 Heteroscedasticity Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "6",
  pages =        "679--691",
  month =        nov,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00166",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Xia:1999:PPA,
  author =       "Xingcun Xia and H. Z. An",
  title =        "Projection Pursuit Autoregression in Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "6",
  pages =        "693--714",
  month =        nov,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00167",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Anonymous:1999:BRb,
  author =       "Anonymous",
  title =        "Book Review",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "6",
  pages =        "715--716",
  month =        nov,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00168",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{Anonymous:1999:JTS,
  author =       "Anonymous",
  title =        "{{\booktitle{Journal of Time Series Analysis}}}: index
                 to volume 20 1999",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "20",
  number =       "6",
  pages =        "717--718",
  month =        nov,
  year =         "1999",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00169",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{Arteche:2000:SIS,
  author =       "Josu Arteche and Peter M. Robinson",
  title =        "Semiparametric inference in seasonal and cyclical long
                 memory processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "1",
  pages =        "1--25",
  month =        jan,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00170",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Hasseler:2000:SRL,
  author =       "Uwe Hasseler",
  title =        "Simple Regressions with Linear Time Trends",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "1",
  pages =        "27--32",
  month =        jan,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00171",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Lavielle:2000:LSE,
  author =       "Marc Lavielle and Eric Moulines",
  title =        "Least-squares estimation of an unknown number of
                 shifts in a time series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "1",
  pages =        "33--59",
  month =        jan,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00172",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Leipus:2000:MLM,
  author =       "Remigijus Leipus and Marie-Claude Viano",
  title =        "Modelling long-memory time series with finite or
                 infinite variance: a general approach",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "1",
  pages =        "61--74",
  month =        jan,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00173",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Lund:2000:RPL,
  author =       "Robert Lund and I. V. Basawa",
  title =        "Recursive Prediction and Likelihood Evaluation for
                 Periodic {ARMA} Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "1",
  pages =        "75--93",
  month =        jan,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00174",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "04 January 2002",
}

@Article{Walker:2000:SRC,
  author =       "A. M. Walker",
  title =        "Some results concerning the asymptotic distribution of
                 sample {Fourier} transforms and periodograms for a
                 discrete-time stationary process with a continuous
                 spectrum",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "1",
  pages =        "95--109",
  month =        jan,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00175",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Anonymous:2000:BR,
  author =       "Anonymous",
  title =        "Book Review",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "1",
  pages =        "111--112",
  month =        jan,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00176",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{Chen:2000:HFE,
  author =       "Zhao-Guo Chen and Ka Ho Wu and Rainer Dahlhaus",
  title =        "Hidden Frequency Estimation with Data Tapers",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "2",
  pages =        "113--142",
  month =        mar,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00177",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Fasso:2000:RAD,
  author =       "Alessandro Fasso",
  title =        "Residual Autocorrelation Distribution in the
                 Validation Data Set",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "2",
  pages =        "143--153",
  month =        mar,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00178",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Hurvich:2000:ETP,
  author =       "Clifford M. Hurvich and Willa W. Chen",
  title =        "An efficient taper for potentially overdifferenced
                 long-memory time series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "2",
  pages =        "155--180",
  month =        mar,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00179",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Kohda:2000:CPC,
  author =       "Tohru Kohda and Akio Tsuneda and Anthony J. Lawrance",
  title =        "Correlational Properties of {Chebyshev} Chaotic
                 Sequences",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "2",
  pages =        "181--191",
  month =        mar,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00180",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Moulines:2000:DDO,
  author =       "Eric Moulines and Philippe Soulier",
  title =        "Data driven order selection for projection estimator
                 of the spectral density of time series with long range
                 dependence",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "2",
  pages =        "193--218",
  month =        mar,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00181",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Quenneville:2000:BPM,
  author =       "Benoit Quenneville and Avinash C. Singh",
  title =        "{Bayesian} prediction mean squared error for state
                 space models with estimated parameters",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "2",
  pages =        "219--236",
  month =        mar,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00182",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Belcher:2000:TSE,
  author =       "John Belcher and Granville Tunnicliffe Wilson",
  title =        "Time Scale Estimation by Tracking Parameter
                 Variation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "3",
  pages =        "237--248",
  month =        may,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00183",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Gonen:2000:LDU,
  author =       "Mithat Gonen and Madan L. Puri and Frits H. Ruymgaart
                 and Martien C. A. {Van Zuijlen}",
  title =        "The limiting density of unit root test statistics: a
                 unifying technique",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "3",
  pages =        "249--260",
  month =        may,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00184",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Hasegawa:2000:BUR,
  author =       "Hikaru Hasegawa and Anoop Chaturvedi and Tran Van
                 Hoa",
  title =        "{Bayesian} Unit Root Test in Nonnormal {$ {\rm AR}(1)
                 $} Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "3",
  pages =        "261--280",
  month =        may,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00185",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Koopman:2000:FFS,
  author =       "S. J. Koopman and J. Durbin",
  title =        "Fast filtering and smoothing for multivariate state
                 space models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "3",
  pages =        "281--296",
  month =        may,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00186",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Meerschaert:2000:MAR,
  author =       "Mark M. Meerschaert and Hans-Peter Scheffler",
  title =        "Moving averages of random vectors with regularly
                 varying tails",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "3",
  pages =        "297--328",
  month =        may,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00187",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Velasco:2000:LCV,
  author =       "Carlos Velasco",
  title =        "Local Cross-validation for Spectrum Bandwidth Choice",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "3",
  pages =        "329--361",
  month =        may,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00188",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Ozaki:2000:RLF,
  author =       "T. Ozaki and J. C. Jimenez and V. Haggan-Ozaki",
  title =        "The role of the likelihood function in the estimation
                 of chaos models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "4",
  pages =        "363--387",
  month =        jul,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00189",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Penm:2000:RAS,
  author =       "J. H. W. Penm and T. J. Brailsford and R. D. Terrell",
  title =        "A Robust Algorithm in Sequentially Selecting Subset
                 Time Series Systems Using Neural Networks",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "4",
  pages =        "389--412",
  month =        jul,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00190",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Pourahmadi:2000:PVI,
  author =       "Mohsen Pourahmadi and E. S. Soofi",
  title =        "Prediction variance and information worth of
                 observations in time series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "4",
  pages =        "413--434",
  month =        jul,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00191",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Saikkonen:2000:TAP,
  author =       "Pentti Saikkonen and Helmut L{\"u}tkepohl",
  title =        "Trend adjustment prior to testing for the
                 cointegrating rank of a vector autoregressive process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "4",
  pages =        "435--456",
  month =        jul,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00192",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Tschernig:2000:NLS,
  author =       "Rolf Tschernig and Lijian Yang",
  title =        "Nonparametric Lag Selection for Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "4",
  pages =        "457--487",
  month =        jul,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00193",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Anderson:2000:SIG,
  author =       "T. W. Anderson and M. A. Stephens",
  title =        "Sign invariance in goodness-of-fit tests for time
                 series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "5",
  pages =        "489--496",
  month =        sep,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00194",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Bardet:2000:TPS,
  author =       "Jean-Marc Bardet",
  title =        "Testing for the presence of self-similarity of
                 {Gaussian} time series having stationary increments",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "5",
  pages =        "497--515",
  month =        sep,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00195",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Beran:2000:EDF,
  author =       "Jan Beran and Sucharita Ghosh",
  title =        "Estimation of the dominating frequency for stationary
                 and nonstationary fractional autoregressive models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "5",
  pages =        "517--533",
  month =        sep,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00196",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Comte:2000:SON,
  author =       "Fabienne Comte and Offer Lieberman",
  title =        "Second-Order Noncausality in Multivariate {GARCH}
                 Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "5",
  pages =        "535--557",
  month =        sep,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00197",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Gaetan:2000:SAM,
  author =       "Carlo Gaetan",
  title =        "Subset {ARMA} Model Identification Using Genetic
                 Algorithms",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "5",
  pages =        "559--570",
  month =        sep,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00198",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "04 January 2002",
}

@Article{Tiku:2000:TSM,
  author =       "M. L. Tiku and Wing-Keung Wong and David C. Vaughan
                 and Guorui Bian",
  title =        "Time series models in non-normal situations: symmetric
                 innovations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "5",
  pages =        "571--596",
  month =        sep,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00199",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{VonSachs:2000:WBT,
  author =       "Rainer {Von Sachs} and Michael H. Neumann",
  title =        "A Wavelet-Based Test for Stationarity",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "5",
  pages =        "597--613",
  month =        sep,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00200",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Dittmann:2000:RBT,
  author =       "Ingolf Dittmann",
  title =        "Residual-Based tests for fractional cointegration: a
                 {Monte Carlo} study",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "6",
  pages =        "615--647",
  month =        nov,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00201",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Foutz:2000:AFS,
  author =       "Robert V. Foutz and Hoonja Lee",
  title =        "Adaptive {Fourier} series and the analysis of
                 periodicities in time series data",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "6",
  pages =        "649--662",
  month =        nov,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00202",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Ma:2000:HRE,
  author =       "Yanyuan Ma and Marc G. Genton",
  title =        "Highly Robust Estimation of the Autocovariance
                 Function",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "6",
  pages =        "663--684",
  month =        nov,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00203",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Marinucci:2000:SRC,
  author =       "D. Marinucci",
  title =        "Spectral Regression For Cointegrated Time Series With
                 Long-Memory Innovations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "6",
  pages =        "685--705",
  month =        nov,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00204",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Quinn:2000:KFE,
  author =       "B. G. Quinn",
  title =        "On {Kay}'s Frequency Estimator",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "6",
  pages =        "707--712",
  month =        nov,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00205",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Yuan:2000:TLS,
  author =       "J. Yuan",
  title =        "Testing Linearity For Stationary Time Series Using the
                 Sample Interquartile Range",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "6",
  pages =        "713--722",
  month =        nov,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00206",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Yuan:2000:TGL,
  author =       "J. Yuan",
  title =        "Testing {Gaussianity} and linearity for random fields
                 in the frequency domain",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "6",
  pages =        "723--737",
  month =        nov,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00207",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 January 2002",
}

@Article{Anonymous:2000:IV,
  author =       "Anonymous",
  title =        "Index to Volume 21, 2000",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "21",
  number =       "6",
  pages =        "739--740",
  month =        nov,
  year =         "2000",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00208",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{Alpay:2001:EPD,
  author =       "D. Alpay and A. Chevreuil and Ph. Loubaton",
  title =        "An Extension Problem For Discrete-Time Periodically
                 Correlated Stochastic Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "1",
  pages =        "1--11",
  month =        jan,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00209",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Rozenholc:2001:NTC,
  author =       "Yves Rozenholc",
  title =        "Nonparametric tests of change-points with tapered
                 data",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "1",
  pages =        "13--43",
  month =        jan,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00210",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Sanchez:2001:PPO,
  author =       "Ismael Sanchez and Daniel Pena",
  title =        "Properties of Predictors in Overdifferenced Nearly
                 Nonstationary Autoregression",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "1",
  pages =        "45--66",
  month =        jan,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00211",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Villani:2001:FBL,
  author =       "Mattias Villani",
  title =        "Fractional {Bayesian} Lag Length Inference in
                 Multivariate Autoregressive Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "1",
  pages =        "67--86",
  month =        jan,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00212",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Xiao:2001:TNH,
  author =       "Zhijie Xiao",
  title =        "Testing the null hypothesis of stationarity against an
                 autoregressive unit root alternative",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "1",
  pages =        "87--105",
  month =        jan,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00213",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Zhang:2001:ASM,
  author =       "Jing Zhang and Robert A. Stine",
  title =        "Autocovariance structure of {Markov} regime switching
                 models and model selection",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "1",
  pages =        "107--124",
  month =        jan,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00214",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Anonymous:2001:BRa,
  author =       "Anonymous",
  title =        "Book Review",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "1",
  pages =        "125--126",
  month =        jan,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00215",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{Busetti:2001:TPR,
  author =       "Fabio Busetti and Andrew Harvey",
  title =        "Testing for the presence of a random walk in series
                 with structural breaks",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "2",
  pages =        "127--150",
  month =        mar,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00216",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Chen:2001:FCA,
  author =       "Rong Chen and Lon-Mu Liu",
  title =        "Functional coefficient autoregressive models:
                 estimation and tests of hypotheses",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "2",
  pages =        "151--173",
  month =        mar,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00217",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Choy:2001:SRM,
  author =       "Kokyo Choy and Masanobu Taniguchi",
  title =        "Stochastic Regression Model with Dependent
                 Disturbances",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "2",
  pages =        "175--196",
  month =        mar,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00218",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Francq:2001:CHD,
  author =       "Christian Francq and Michel Roussignol and Jean-Michel
                 Zakoian",
  title =        "Conditional heteroskedasticity driven by hidden
                 {Markov} chains",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "2",
  pages =        "197--220",
  month =        mar,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00219",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Hurvich:2001:BSE,
  author =       "Clifford M. Hurvich and Julia Brodsky",
  title =        "Broadband semiparametric estimation of the memory
                 parameter of a long-memory time series using fractional
                 exponential models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "2",
  pages =        "221--249",
  month =        mar,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00220",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Anonymous:2001:BRb,
  author =       "Anonymous",
  title =        "Book Review",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "2",
  pages =        "251--252",
  month =        mar,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00221",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{Daniels:2001:HAC,
  author =       "Michael J. Daniels and Noel Cressie",
  title =        "A hierarchical approach to covariance function
                 estimation for time series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "3",
  pages =        "253--266",
  month =        may,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00222",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{DeGooijer:2001:CVC,
  author =       "Jan G. {De Gooijer}",
  title =        "Cross-validation Criteria for {SETAR} Model
                 Selection",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "3",
  pages =        "267--281",
  month =        may,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00223",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Hassler:2001:ELT,
  author =       "Uwe Hassler",
  title =        "The Effect of Linear Time Trends on the {KPSS} Test
                 for Cointegration",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "3",
  pages =        "283--292",
  month =        may,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00224",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Henry:2001:RAB,
  author =       "Marc Henry",
  title =        "Robust Automatic Bandwidth for Long Memory",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "3",
  pages =        "293--316",
  month =        may,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00225",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Kokoszka:2001:COU,
  author =       "Piotr S. Kokoszka and Murad S. Taqqu",
  title =        "Can One Use the {Durbin--Levinson} Algorithm to
                 Generate Infinite Variance Fractional {ARIMA} Time
                 Series?",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "3",
  pages =        "317--337",
  month =        may,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00226",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARIMA (Autoregressive integrated moving average)",
  onlinedate =   "21 December 2001",
}

@Article{Pawlak:2001:DPG,
  author =       "M. Pawlak and W. Schmid",
  title =        "On the Distributional Properties of {GARCH}
                 Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "3",
  pages =        "339--352",
  month =        may,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00227",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Sibbertsen:2001:ELR,
  author =       "Philipp Sibbertsen",
  title =        "{$S$}-Estimation in the Linear Regression Model with
                 Long-memory Error Terms Under Trend",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "3",
  pages =        "353--363",
  month =        may,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00228",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Stulajter:2001:PTS,
  author =       "Frantisek Stulajter",
  title =        "Predictions in time Series Using Multivariate
                 Regression Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "3",
  pages =        "365--373",
  month =        may,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00229",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Anonymous:2001:BRc,
  author =       "Anonymous",
  title =        "Book Reviews",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "3",
  pages =        "375--377",
  month =        may,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00230",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{Berchtold:2001:EMT,
  author =       "Andre Berchtold",
  title =        "Estimation in the Mixture Transition Distribution
                 Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "4",
  pages =        "379--397",
  month =        jul,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00231",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Bondon:2001:RRM,
  author =       "Pascal Bondon",
  title =        "Recursive relations for multistep prediction of a
                 stationary time series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "4",
  pages =        "399--410",
  month =        jul,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00232",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Gil-Alana:2001:TSC,
  author =       "L. A. Gil-Alana",
  title =        "Testing Stochastic Cycles in Macroeconomic Time
                 Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "4",
  pages =        "411--430",
  month =        jul,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00233",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Henry:2001:APS,
  author =       "Marc Henry",
  title =        "Averaged periodogram spectral estimation with
                 long-memory conditional heteroscedasticity",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "4",
  pages =        "431--459",
  month =        jul,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00234",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Li:2001:BTS,
  author =       "Hongyi Li and Zhijie Xiao",
  title =        "Bootstrapping Time Series Regressions with Integrated
                 Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "4",
  pages =        "461--480",
  month =        jul,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00235",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Meerschaert:2001:SCC,
  author =       "Mark M. Meerschaert and Hans-Peter Scheffler",
  title =        "Sample cross-correlations for moving averages with
                 regularly varying tails",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "4",
  pages =        "481--492",
  month =        jul,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00236",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Skold:2001:BCC,
  author =       "Martin Skold",
  title =        "A bias correction for cross-validation bandwidth
                 selection when a kernel estimate is based on dependent
                 data",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "4",
  pages =        "493--503",
  month =        jul,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00237",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 December 2001",
}

@Article{Cleur:2001:MLE,
  author =       "Eugene M. Cleur",
  title =        "Maximum likelihood estimates of a class of
                 one-dimensional stochastic differential equation models
                 from discrete data",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "5",
  pages =        "505--515",
  month =        sep,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00238",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "13 March 2002",
}

@Article{Gao:2001:PES,
  author =       "Jiti Gao and Vo Anh and Chris Heyde and Quang Tieng",
  title =        "Parameter estimation of stochastic processes with
                 long-range dependence and intermittency",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "5",
  pages =        "517--535",
  month =        sep,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00239",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "13 March 2002",
}

@Article{Hosoya:2001:ETS,
  author =       "Yuzo Hosoya",
  title =        "Elimination of third-series effect and defining
                 partial measures of causality",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "5",
  pages =        "537--554",
  month =        sep,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00240",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "13 March 2002",
}

@Article{Karanasos:2001:PAM,
  author =       "Menelaos Karanasos",
  title =        "Prediction in {ARMA} Models with {GARCH} in Mean
                 Effects",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "5",
  pages =        "555--576",
  month =        sep,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00241",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "13 March 2002",
}

@Article{Psaradakis:2001:BTA,
  author =       "Zacharias Psaradakis",
  title =        "Bootstrap tests for an autoregressive unit root in the
                 presence of weakly dependent errors",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "5",
  pages =        "577--594",
  month =        sep,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00242",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "13 March 2002",
}

@Article{Shin:2001:RMA,
  author =       "Dong Wan Shin and Beong Soo So",
  title =        "Recursive Mean Adjustment for Unit Root Tests",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "5",
  pages =        "595--612",
  month =        sep,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00243",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "13 March 2002",
}

@Article{Zhang:2001:EHF,
  author =       "Hao Zhang and V. Mandrekar",
  title =        "Estimation of Hidden Frequencies for {$2$D} Stationary
                 Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "5",
  pages =        "613--629",
  month =        sep,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00244",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "13 March 2002",
}

@Article{Baillie:2001:EGM,
  author =       "Richard T. Baillie and Huimin Chung",
  title =        "Estimation of {GARCH} Models from the Autocorrelations
                 of the Squares of a Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "6",
  pages =        "631--650",
  month =        nov,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00245",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "13 March 2002",
}

@Article{Basawa:2001:LSP,
  author =       "I. V. Basawa and Robert Lund",
  title =        "Large Sample Properties of Parameter Estimates for
                 Periodic {ARMA} Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "6",
  pages =        "651--663",
  month =        nov,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00246",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "13 March 2002",
}

@Article{Gourieroux:2001:SSM,
  author =       "Christian Gourieroux and Joann Jasiak",
  title =        "State-space Models with Finite Dimensional
                 Dependence",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "6",
  pages =        "665--678",
  month =        nov,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00247",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "13 March 2002",
}

@Article{Hurvich:2001:MSB,
  author =       "Clifford M. Hurvich",
  title =        "Model selection for broadband semiparametric
                 estimation of long memory in time series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "6",
  pages =        "679--709",
  month =        nov,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00248",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "13 March 2002",
}

@Article{Ing:2001:NMS,
  author =       "C. K. Ing",
  title =        "A note on mean-squared prediction errors of the least
                 squares predictors in random walk models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "6",
  pages =        "711--724",
  month =        nov,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00249",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "13 March 2002",
}

@Article{Kabaila:2001:PIC,
  author =       "Paul Kabaila and Zhisong He",
  title =        "On Prediction Intervals for Conditionally
                 Heteroscedastic Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "6",
  pages =        "725--731",
  month =        nov,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00250",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "13 March 2002",
}

@Article{Kapetanios:2001:MST,
  author =       "George Kapetanios",
  title =        "Model Selection in Threshold Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "6",
  pages =        "733--754",
  month =        nov,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00251",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "13 March 2002",
}

@Article{Anonymous:2001:IV,
  author =       "Anonymous",
  title =        "Index to Volume: 22 2001",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "22",
  number =       "6",
  pages =        "755--756",
  month =        nov,
  year =         "2001",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00252",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 June 2008",
}

@Article{Hansen:2002:ACU,
  author =       "Henrik Hansen and Anders Rahbek",
  title =        "Approximate Conditional Unit Root Inference",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "1",
  pages =        "1--28",
  month =        jan,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.01505",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "02 August 2007",
}

@Article{Irizarry:2002:WEH,
  author =       "Rafael A. Irizarry",
  title =        "Weighted estimation of harmonic components in a
                 musical sound signal",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "1",
  pages =        "29--48",
  month =        jan,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.01515",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "02 August 2007",
}

@Article{Ma:2002:EML,
  author =       "Chunsheng Ma",
  title =        "Exact Maximum Likelihood Estimation of an {ARMA(1, 1)}
                 Model with Incomplete Data",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "1",
  pages =        "49--56",
  month =        jan,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.01639",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "02 August 2007",
}

@Article{Shimotsu:2002:PLP,
  author =       "Katsumi Shimotsu and Peter C. B. Phillips",
  title =        "Pooled Log Periodogram Regression",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "1",
  pages =        "57--93",
  month =        jan,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00575",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "02 August 2007",
}

@Article{Teles:2002:UAT,
  author =       "Paulo Teles and William W. S. Wei",
  title =        "The use of aggregate time series in testing for
                 {Gaussianity}",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "1",
  pages =        "95--116",
  month =        jan,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.01506",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "02 August 2007",
}

@Article{Tse:2002:VRT,
  author =       "Y. K. Tse and X. B. Zhang",
  title =        "The Variance Ratio Test with Stable {Paretian}
                 Errors",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "1",
  pages =        "117--126",
  month =        jan,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.01664",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "02 August 2007",
}

@Article{Gourieroux:2002:NAA,
  author =       "Christian Gouri{\'e}roux and Joann Jasiak",
  title =        "Nonlinear Autocorrelograms: an Application to
                 Inter-Trade Durations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "2",
  pages =        "127--154",
  month =        mar,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00259",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "29 April 2002",
}

@Article{Haldrup:2002:RUR,
  author =       "Niels Haldrup and Peter Lildholdt",
  title =        "On the robustness of unit root tests in the presence
                 of double unit roots",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "2",
  pages =        "155--171",
  month =        mar,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00260",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "29 April 2002",
}

@Article{Leybourne:2002:DTC,
  author =       "Stephen J. Leybourne and Paul Newbold and Dimitrios
                 Vougas and Tae-Hwan Kim",
  title =        "A direct test for cointegration between a pair of time
                 series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "2",
  pages =        "173--191",
  month =        mar,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00261",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "29 April 2002",
}

@Article{Planas:2002:CRA,
  author =       "Christophe Planas and Raoul Depoutot",
  title =        "Controlling Revisions in {ARIMA}-Model-Based Seasonal
                 Adjustment",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "2",
  pages =        "193--213",
  month =        mar,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00262",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARIMA (Autoregressive integrated moving average)",
  onlinedate =   "29 April 2002",
}

@Article{Xiao:2002:NPC,
  author =       "Zhijie Xiao and Oliver Linton",
  title =        "A Nonparametric Prewhitened Covariance Estimator",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "2",
  pages =        "215--250",
  month =        mar,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00263",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:28:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "29 April 2002",
}

@Article{Arteche:2002:SRT,
  author =       "Josu Arteche",
  title =        "Semiparametric robust tests on seasonal or cyclical
                 long memory time series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "3",
  pages =        "251--285",
  month =        may,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00264",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 May 2002",
}

@Article{Broze:2002:EUH,
  author =       "Laurence Broze and Christian Francq and Jean-Michel
                 Zako{\"i}an",
  title =        "Efficient use of higher-lag autocorrelations for
                 estimating autoregressive processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "3",
  pages =        "287--312",
  month =        may,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00265",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 May 2002",
}

@Article{Hall:2002:PNE,
  author =       "Peter Hall and Liang Peng and Qiwei Yao",
  title =        "Prediction and nonparametric estimation for time
                 series with heavy tails",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "3",
  pages =        "313--331",
  month =        may,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00266",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 May 2002",
}

@Article{Levy:2002:CFD,
  author =       "D. Levy",
  title =        "Cointegration in frequency domain",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "3",
  pages =        "333--339",
  month =        may,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00267",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 May 2002",
}

@Article{Muler:2002:REA,
  author =       "Nora Muler and Victor J. Yohai",
  title =        "Robust estimates for arch processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "3",
  pages =        "341--375",
  month =        may,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00268",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 May 2002",
}

@Article{Gonzalo:2002:LLE,
  author =       "Jes{\'u}s Gonzalo and Jean-Yves Pitarakis",
  title =        "Lag length estimation in large dimensional systems",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "4",
  pages =        "401--423",
  month =        jul,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00270",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 May 2002",
}

@Article{Kaufmann:2002:BAS,
  author =       "Sylvia Kaufmann and Sylvia Fr{\"u}hwirth-Schnatter",
  title =        "{Bayesian} analysis of switching {ARCH} models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "4",
  pages =        "425--458",
  month =        jul,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00271",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 May 2002",
}

@Article{Lewis:2002:NMP,
  author =       "Peter A. W. Lewis and Bonnie K. Ray",
  title =        "Nonlinear modelling of periodic threshold
                 autoregressions using {TSMARS}",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "4",
  pages =        "459--471",
  month =        jul,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00269",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 May 2002",
}

@Article{Mauricio:2002:AEL,
  author =       "Jos{\'E} Alberto Mauricio",
  title =        "An algorithm for the exact likelihood of a stationary
                 vector autoregressive-moving average model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "4",
  pages =        "473--486",
  month =        jul,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00273",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 May 2002",
}

@Article{Pipiras:2002:DFB,
  author =       "Vladas Pipiras and Murad S. Taqqu",
  title =        "Deconvolution of fractional {Brownian} motion",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "4",
  pages =        "487--501",
  month =        jul,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00274",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "28 May 2002",
}

@Article{Bertelli:2002:NCA,
  author =       "Stefano Bertelli and Massimiliano Caporin",
  title =        "A note on calculating autocovariances of long-memory
                 processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "5",
  pages =        "503--508",
  month =        sep,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00275",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "11 October 2002",
}

@Article{Escribano:2002:NEC,
  author =       "Alvaro Escribano and Santiago Mira",
  title =        "Nonlinear error correction models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "5",
  pages =        "509--522",
  month =        sep,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00276",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "11 October 2002",
}

@Article{Fay:2002:NFP,
  author =       "Gilles Fay and Eric Moulines and Philippe Soulier",
  title =        "Nonlinear functionals of the periodogram",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "5",
  pages =        "523--553",
  month =        sep,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00277",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "11 October 2002",
}

@Article{Franke:2002:PNA,
  author =       "J. Franke and J.-P. Kreiss and E. Mammen and M. H.
                 Neumann",
  title =        "Properties of the nonparametric autoregressive
                 bootstrap",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "5",
  pages =        "555--585",
  month =        sep,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00278",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "11 October 2002",
}

@Article{Miguel:2002:AFI,
  author =       "Jes{\'u}s Miguel and Pilar Olave",
  title =        "Adjusting forecast intervals in {ARCH-M} models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "5",
  pages =        "587--598",
  month =        sep,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00279",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "11 October 2002",
}

@Article{Prado:2002:TVA,
  author =       "Raquel Prado and Gabriel Huerta",
  title =        "Time-varying autoregressions with model order
                 uncertainty",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "5",
  pages =        "599--618",
  month =        sep,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00280",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "11 October 2002",
}

@Article{Zarepour:2002:NMA,
  author =       "M. Zarepour and D. Banjevic",
  title =        "A note on maximum autoregressive processes of order
                 one",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "5",
  pages =        "619--626",
  month =        sep,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00281",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "11 October 2002",
}

@Article{Whittle:2002:ETF,
  author =       "P. Whittle",
  title =        "The estimation and tracking of frequency",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "5",
  pages =        "627--628",
  month =        sep,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00282",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "11 October 2002",
}

@Article{Brailsford:2002:SFF,
  author =       "T. J. Brailsford and Jack H. W. Penm and R. D.
                 Terrell",
  title =        "Selecting the forgetting factor in subset
                 autoregressive modelling",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "6",
  pages =        "629--649",
  month =        nov,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00283",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "09 December 2002",
}

@Article{Breitung:2002:TAS,
  author =       "J{\"O}Rg Breitung and Norman R. Swanson",
  title =        "Temporal aggregation and spurious instantaneous
                 causality in multiple time series models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "6",
  pages =        "651--665",
  month =        nov,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00284",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "09 December 2002",
}

@Article{Lanne:2002:CUR,
  author =       "Markku Lanne and Helmut L{\"u}tkepohl and Pentti
                 Saikkonen",
  title =        "Comparison of unit root tests for time series with
                 level shifts",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "6",
  pages =        "667--685",
  month =        nov,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00285",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "09 December 2002",
}

@Article{Ray:2002:BMC,
  author =       "Bonnie K. Ray and Ruey S. Tsay",
  title =        "{Bayesian} methods for change-point detection in
                 long-range dependent processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "6",
  pages =        "687--705",
  month =        nov,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00286",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "09 December 2002",
}

@Article{Truong-van:2002:ALS,
  author =       "B. Truong-van and P. Varachaud",
  title =        "Asymptotic laws of successive least squares estimates
                 for seasonal {ARIMA} models and application",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "6",
  pages =        "707--731",
  month =        nov,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00287",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARIMA (Autoregressive integrated moving average)",
  onlinedate =   "09 December 2002",
}

@Article{Wall:2002:SSA,
  author =       "Kent D. Wall and David S. Stoffer",
  title =        "A state space approach to bootstrapping conditional
                 forecasts in {ARMA} models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "6",
  pages =        "733--751",
  month =        nov,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00288",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "09 December 2002",
}

@Article{Anonymous:2002:JTS,
  author =       "Anonymous",
  title =        "{{\booktitle{Journal of Time Series Analysis}}}: index
                 to volume 23 2002",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "23",
  number =       "6",
  pages =        "753--754",
  month =        nov,
  year =         "2002",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00289",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "09 December 2002",
}

@Article{Blanke:2003:OSD,
  author =       "D. Blanke and B. Pumo",
  title =        "Optimal sampling for density estimation in continuous
                 time",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "1",
  pages =        "1--23",
  month =        jan,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00290",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 February 2003",
}

@Article{Dai:2003:MLE,
  author =       "Yuqing Dai and L. Billard",
  title =        "Maximum likelihood estimation in space time bilinear
                 models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "1",
  pages =        "25--44",
  month =        jan,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00291",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 February 2003",
}

@Article{Hurn:2003:ESM,
  author =       "A. S. Hurn and K. A. Lindsay and V. L. Martin",
  title =        "On the efficacy of simulated maximum likelihood for
                 estimating the parameters of stochastic differential
                 {Equations*}",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "1",
  pages =        "45--63",
  month =        jan,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00292",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 February 2003",
}

@Article{Jung:2003:TSD,
  author =       "Robert C. Jung and A. R. Tremayne",
  title =        "Testing for serial dependence in time series models of
                 counts",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "1",
  pages =        "65--84",
  month =        jan,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00293",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 February 2003",
}

@Article{Koopman:2003:FSS,
  author =       "S. J. Koopman and J. Durbin",
  title =        "Filtering and smoothing of state vector for diffuse
                 state-space models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "1",
  pages =        "85--98",
  month =        jan,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00294",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 February 2003",
}

@Article{Swensen:2003:BUR,
  author =       "Anders Rygh Swensen",
  title =        "Bootstrapping unit root tests for integrated
                 processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "1",
  pages =        "99--126",
  month =        jan,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00295",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "21 February 2003",
}

@Article{Bose:2003:EAP,
  author =       "Arup Bose and Kanchan Mukherjee",
  title =        "Estimating the {ARCH} parameters by solving linear
                 equations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "2",
  pages =        "127--136",
  month =        mar,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00296",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "27 March 2003",
}

@Article{Busetti:2003:FCS,
  author =       "Fabio Busetti and Andrew Harvey",
  title =        "Further comments on stationarity tests in series with
                 structural breaks at unknown points",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "2",
  pages =        "137--140",
  month =        mar,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00297",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "27 March 2003",
}

@Article{DeJong:2003:SUI,
  author =       "Piet {De Jong} and Singfat Chu-Chun-Lin",
  title =        "Smoothing with an unknown initial condition",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "2",
  pages =        "141--148",
  month =        mar,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00298",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "27 March 2003",
}

@Article{Guo:2003:DSS,
  author =       "Wensheng Guo",
  title =        "Dynamic state-space models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "2",
  pages =        "149--158",
  month =        mar,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00299",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "27 March 2003",
}

@Article{Harvey:2003:NBH,
  author =       "David I. Harvey and Terence C. Mills",
  title =        "A note on {Busetti--Harvey} tests for stationarity in
                 series with structural breaks",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "2",
  pages =        "159--164",
  month =        mar,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00300",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "27 March 2003",
}

@Article{Kavalieris:2003:GLS,
  author =       "L. Kavalieris and E. J. Hannan and M. Salau",
  title =        "Generalized least squares estimation of {ARMA}
                 models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "2",
  pages =        "165--172",
  month =        mar,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00301",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "27 March 2003",
}

@Article{Keich:2003:STD,
  author =       "U. Keich",
  title =        "Stationary tangent: the discrete and non-smooth case",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "2",
  pages =        "173--192",
  month =        mar,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00302",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "27 March 2003",
}

@Article{Perron:2003:SAO,
  author =       "Pierre Perron and Gabriel Rodr{\'\i}guez",
  title =        "Searching for additive outliers in nonstationary time
                 series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "2",
  pages =        "193--220",
  month =        mar,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00303",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "27 March 2003",
}

@Article{Proietti:2003:LDS,
  author =       "Tommaso Proietti",
  title =        "Leave-$k$-out diagnostics in state-space models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "2",
  pages =        "221--236",
  month =        mar,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00304",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "27 March 2003",
}

@Article{Psaradakis:2003:DNR,
  author =       "Zacharias Psaradakis and Nicola Spagnolo",
  title =        "On the determination of the number of regimes in
                 {Markov}-switching autoregressive models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "2",
  pages =        "237--252",
  month =        mar,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00305",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "27 March 2003",
}

@Article{Blake:2003:PST,
  author =       "Andrew P. Blake and George Kapetanios",
  title =        "Pure Significance Tests of the Unit Root Hypothesis
                 Against Nonlinear Alternatives",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "3",
  pages =        "253--267",
  month =        may,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00306",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "19 May 2003",
}

@Article{Ghosh:2003:DBP,
  author =       "Malay Ghosh and Jungeun Heo",
  title =        "Default {Bayesian} priors for regression models with
                 first-order autoregressive residuals",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "3",
  pages =        "269--282",
  month =        may,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00307",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "19 May 2003",
}

@Article{Jasiak:2003:FOA,
  author =       "Joann Jasiak",
  title =        "First-Order Autoregressive Processes with
                 Heterogeneous Persistence",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "3",
  pages =        "283--309",
  month =        may,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00308",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "19 May 2003",
}

@Article{Li:2003:TSC,
  author =       "Dingding Li and Thanasis Stengos",
  title =        "Testing Serial Correlation in Semiparametric Time
                 Series Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "3",
  pages =        "311--335",
  month =        may,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00309",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "19 May 2003",
}

@Article{Nielsen:2003:LAF,
  author =       "B. Nielsen and N. Shephard",
  title =        "Likelihood analysis of a first-order autoregressive
                 model with exponential innovations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "3",
  pages =        "337--344",
  month =        may,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00310",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "19 May 2003",
}

@Article{Velasco:2003:GSP,
  author =       "Carlos Velasco",
  title =        "{Gaussian} semi-parametric estimation of fractional
                 cointegration",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "3",
  pages =        "345--378",
  month =        may,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00311",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "19 May 2003",
}

@Article{Chang:2003:SBT,
  author =       "Yoosoon Chang and Joon Y. Park",
  title =        "A Sieve Bootstrap for the Test of a Unit Root",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "4",
  pages =        "379--400",
  month =        jul,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00312",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 July 2003",
}

@Article{Ing:2003:ECM,
  author =       "Ching-Kang Ing and Shu-Hui Yu",
  title =        "On Estimating Conditional Mean-Squared Prediction
                 Error in Autoregressive Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "4",
  pages =        "401--422",
  month =        jul,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00313",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 July 2003",
}

@Article{Lanne:2003:RSD,
  author =       "Markku Lanne and Pentti Saikkonen",
  title =        "Reducing size distortions of parametric stationarity
                 tests",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "4",
  pages =        "423--439",
  month =        jul,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00314",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 July 2003",
}

@Article{Leybourne:2003:SUR,
  author =       "Stephen Leybourne and A. M. Robert Taylor",
  title =        "Seasonal unit root tests based on forward and reverse
                 estimation",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "4",
  pages =        "441--460",
  month =        jul,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00315",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 July 2003",
}

@Article{Medeiros:2003:DCF,
  author =       "Marcelo C. Medeiros and Alvaro Veiga",
  title =        "Diagnostic Checking in a Flexible Nonlinear Time
                 Series Model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "4",
  pages =        "461--482",
  month =        jul,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00316",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 July 2003",
}

@Article{Sakiyama:2003:TCH,
  author =       "Kenji Sakiyama and Masanobu Taniguchi",
  title =        "Testing Composite Hypotheses for Locally Stationary
                 Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "4",
  pages =        "483--504",
  month =        jul,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00317",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "04 July 2003",
}

@Article{Craigmile:2003:SCS,
  author =       "Peter F. Craigmile",
  title =        "Simulating a class of stationary {Gaussian} processes
                 using the {Davies-Harte} algorithm, with application to
                 long memory processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "5",
  pages =        "505--511",
  month =        sep,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00318",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 September 2003",
}

@Article{Odolphin:2003:DTS,
  author =       "E. J. G. Odolphin and S. E. Johnson",
  title =        "Decomposition of Time Series Dynamic Linear Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "5",
  pages =        "513--527",
  month =        sep,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00319",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 September 2003",
}

@Article{Kim:2003:TLT,
  author =       "Tae-Hwan Kim and Stephan Pfaffenzeller and Tony Rayner
                 and Paul Newbold",
  title =        "Testing for linear trend with application to relative
                 primary commodity prices",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "5",
  pages =        "539--551",
  month =        sep,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00321",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 September 2003",
}

@Article{Pham:2003:TNC,
  author =       "Dinh Tuan Pham and Roch Roy and Lyne C{\'e}dras",
  title =        "Tests for non-correlation of two cointegrated {ARMA}
                 time series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "5",
  pages =        "553--577",
  month =        sep,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00322",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "26 September 2003",
}

@Article{Scotto:2003:ESS,
  author =       "M. G. Scotto and K. F. Turkman and C. W. Anderson",
  title =        "Extremes of Some Sub-Sampled Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "5",
  pages =        "579--590",
  month =        sep,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00320",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 September 2003",
}

@Article{Taylor:2003:LOT,
  author =       "A. M. Robert Taylor",
  title =        "Locally Optimal Tests Against Unit Roots in Seasonal
                 Time Series Processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "5",
  pages =        "591--612",
  month =        sep,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00324",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 September 2003",
}

@Article{Walker:2003:NEL,
  author =       "A. M. Walker",
  title =        "A note on estimation by least squares for harmonic
                 component models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "5",
  pages =        "613--629",
  month =        sep,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/1467-9892.00325",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 September 2003",
}

@Article{Antunes:2003:BAE,
  author =       "M. Antunes and M. A. Amaral Turkman and K. F.
                 Turkman",
  title =        "A {Bayesian} Approach to Event Prediction",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "6",
  pages =        "631--646",
  month =        nov,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.2003.00326.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 November 2003",
}

@Article{Fotopoulos:2003:RBD,
  author =       "Stergios B. Fotopoulos and Sung K. Ahn",
  title =        "Rank {Based Dickey--Fuller Test Statistics}",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "6",
  pages =        "647--662",
  month =        nov,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.2003.00327.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 November 2003",
}

@Article{Johansen:2003:AVE,
  author =       "S{\o}ren Johansen",
  title =        "The asymptotic variance of the estimated roots in a
                 cointegrated vector autoregressive model",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "6",
  pages =        "663--678",
  month =        nov,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.2003.00328.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 November 2003",
}

@Article{Kato:2003:TDS,
  author =       "Takeshi Kato and Elias Masry",
  title =        "A time-domain semi-parametric estimate for strongly
                 dependent continuous-time stationary processes",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "6",
  pages =        "679--703",
  month =        nov,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.2003.00329.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 November 2003",
}

@Article{Lai:2003:DEL,
  author =       "Dejian Lai and Guanrong Chen",
  title =        "Distribution of the estimated {Lyapunov} exponents
                 from noisy chaotic time series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "6",
  pages =        "705--720",
  month =        nov,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.2003.00330.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 November 2003",
}

@Article{Nagahara:2003:NGF,
  author =       "Yuichi Nagahara",
  title =        "Non-{Gaussian} filter and smoother based on the
                 {Pearson} distribution system",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "6",
  pages =        "721--738",
  month =        nov,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.2003.00331.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 November 2003",
}

@Article{Tarami:2003:MVA,
  author =       "B. Tarami and M. Pourahmadi",
  title =        "Multi-variate t autoregressions: innovations,
                 prediction variances and exact likelihood equations",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "6",
  pages =        "739--754",
  month =        nov,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.2003.00332.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 November 2003",
}

@Article{Anonymous:2003:JTS,
  author =       "Anonymous",
  title =        "{{\booktitle{Journal of Time Series Analysis}}} Index
                 to Volume 24 2003",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "24",
  number =       "6",
  pages =        "755--756",
  month =        nov,
  year =         "2003",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.2003.00333.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "26 November 2003",
}

@Article{Arvanitis:2004:TDM,
  author =       "Stelios Arvanitis and Antonis Demos",
  title =        "Time Dependence and Moments of a Family of
                 Time-Varying Parameter {GARCH} in Mean Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "25",
  number =       "1",
  pages =        "1--25",
  month =        jan,
  year =         "2004",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1046/j.0143-9782.2003.01771.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "12 January 2004",
}

@Article{Dittmann:2004:ECM,
  author =       "Ingolf Dittmann",
  title =        "Error Correction Models for Fractionally Cointegrated
                 Time Series",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "25",
  number =       "1",
  pages =        "27--32",
  month =        jan,
  year =         "2004",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.2004.00335.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "12 January 2004",
}

@Article{Hassler:2004:SUR,
  author =       "Uwe Hassler and Paulo M. M. Rodrigues",
  title =        "Seasonal Unit Root Tests Under Structural Breaks*",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "25",
  number =       "1",
  pages =        "33--53",
  month =        jan,
  year =         "2004",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.2004.00336.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "12 January 2004",
}

@Article{Hidalgo:2004:ELE,
  author =       "Javier Hidalgo and Philippe Soulier",
  title =        "Estimation of the location and exponent of the
                 spectral singularity of a long memory process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "25",
  number =       "1",
  pages =        "55--81",
  month =        jan,
  year =         "2004",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.2004.00337.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "12 January 2004",
}

@Article{Lagos:2004:ILR,
  author =       "Bernardo M. Lagos and Pedro A. Morettin",
  title =        "Improvement of the Likelihood Ratio Test Statistic in
                 {ARMA} Models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "25",
  number =       "1",
  pages =        "83--101",
  month =        jan,
  year =         "2004",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.2004.00338.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  keywords =     "ARMA (Autoregressive moving average)",
  onlinedate =   "12 January 2004",
}

@Article{Loges:2004:SMD,
  author =       "Wilfried Loges",
  title =        "The Stationary Marginal Distribution of a Threshold {$
                 {\rm AR}(1) $} Process",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "25",
  number =       "1",
  pages =        "103--125",
  month =        jan,
  year =         "2004",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.2004.00339.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "12 January 2004",
}

@Article{Tse:2004:SSO,
  author =       "Y. K. Tse and K. W. Ng and Xibin Zhang",
  title =        "A small-sample overlapping variance-ratio test",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "25",
  number =       "1",
  pages =        "127--135",
  month =        jan,
  year =         "2004",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1046/j.0143-9782.2003.01804.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "12 January 2004",
}

@Article{Vidoni:2004:IPI,
  author =       "Paolo Vidoni",
  title =        "Improved prediction intervals for stochastic process
                 models",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "25",
  number =       "1",
  pages =        "137--154",
  month =        jan,
  year =         "2004",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.2004.00341.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "12 January 2004",
}

@Article{Rao:2004:BRa,
  author =       "B. L. S. Prakasa Rao",
  title =        "Book Reviews",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "25",
  number =       "1",
  pages =        "155--157",
  month =        jan,
  year =         "2004",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.2004.342_1.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/14679892",
  onlinedate =   "12 January 2004",
}

@Article{Priestley:2004:BR,
  author =       "M. B. Priestley",
  title =        "Book Reviews",
  journal =      j-J-TIME-SER-ANAL,
  volume =       "25",
  number =       "1",
  pages =        "157--157",
  month =        jan,
  year =         "2004",
  CODEN =        "JTSADL",
  DOI =          "https://doi.org/10.1111/j.1467-9892.2004.342_2.x",
  ISSN =         "0143-9782 (print), 1467-9892 (electronic)",
  ISSN-L =       "0143-9782",
  bibdate =      "Tue Mar 5 16:29:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Time Series Analysis",
  journal-URL =  "