@Preamble{
"\ifx \undefined \booktitle \def \booktitle #1{{{\em #1}}} \fi" #
"\ifx \undefined \circled \def \circled #1{(#1)}\fi" #
"\ifx \undefined \reg \def \reg {\circled{R}}\fi"
}
@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|https://www.math.utah.edu/~beebe/|"}
@String{j-J-TIME-SER-ANAL = "Journal of Time Series Analysis"}
@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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
note = "See correction \cite{Feigin:2020:CRC}.",
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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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$}-Estimates in
Regression Models with Serially Dependent Errors",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "4",
pages = "255--267",
month = jul,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00493.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1986",
}
@Article{Petruccelli:1986:CLS,
author = "Joseph D. Petruccelli",
title = "On the Consistency of Least Squares Estimators for a
Threshold {$ {\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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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))
$} Model",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "2",
pages = "129--142",
month = mar,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00073.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1991",
}
@Article{DeJong:1991:SAS,
author = "Piet {De Jong}",
title = "Stable Algorithms for the State Space Model",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "2",
pages = "143--157",
month = mar,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00074.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1991",
}
@Article{Sesay:1991:DEH,
author = "S. A. O. Sesay and T. Subba Rao",
title = "Difference Equations for Higher-Order Moments and
Cumulants for the Bilinear Time Series Model {${\rm
Bl}(p, 0, p, 1)$}",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "2",
pages = "159--177",
month = mar,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00075.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1991",
}
@Article{Billard:1991:EPE,
author = "L. Billard and Fouad Y. Mohamed",
title = "Estimation of the Parameters of an {${\rm 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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.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 = "https://www.math.utah.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 = "https://www.math.utah.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 = "https://www.math.utah.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