Citation: O. D. Anderson, Partial Autocorrelation Properties for Non- Stationary AutoregressiveMoving-Average Models, Journal of time series analysis, 13(06), 1992, pp. 485
Citation: A. K. Bera et M. L. Higgins, A Test for Conditional Hetero- skedasticity in Time Series Models, Journal of time series analysis, 13(06), 1992, pp. 501
Citation: S. A. O. Sesay et T. Subba Rao, Frequency-Domain Estimation of Bilinear Time Series Models, Journal of time series analysis, 13(06), 1992, pp. 521
Citation: F. J. Breidt et R. A. Davis, Time-Reversibility and Indepen- dence of Innovations for Stationary Time Series, Journal of time series analysis, 13(05), 1992, pp. 377
Citation: E. Paparoditis et B. Streitberg, Order Identification Statistics in Stationary Autoregressive Moving-Average Models: Vector Autocorrelations and the Bootstrap, Journal of time series analysis, 13(05), 1992, pp. 415
Citation: E. Reschenhofer et I. M. Bomze, Testing for White Noise Against Multimodal Spectral Alternatives, Journal of time series analysis, 13(05), 1992, pp. 435
Citation: A. G. Rigas, Spectral Analysis of Stationary Point Processes Using the Fast Fourier Transform Algorithm, Journal of time series analysis, 13(05), 1992, pp. 441
Citation: H. -C. Zhang, Reduction of the Asymptotic Bias of Autoregres- sive and Spectral Estimators by Tapering, Journal of time series analysis, 13(05), 1992, pp. 451
Citation: J-P. Kreiss et J. Franke, Bootstrapping Stationary Autoregres sive Moving-Average Models, Journal of time series analysis, 13(04), 1992, pp. 297
Citation: J. M. Marriott et A. F. M. Smith, Reparametrization Aspects of Numerical Bayesian Methodology for Autoregressive MovingAverage Models, Journal of time series analysis, 13(04), 1992, pp. 327
Citation: M. Pourahmadi et A. G. Miamee, Computation of Canonical Correlation between Past and Future of a Time Series, Journal of time series analysis, 13(04), 1992, pp. 345
Citation: G. C. Reinsel et S. K. Ahn, Vector Autoregressive Models with Reduced Rank Structure, Estimation.Likelihoods Ratio Test, and Forecasting, Journal of time series analysis, 13(04), 1992, pp. 353
Citation: M. J. Hinich et D. M. Patterson, A New Diagnostic Text of Model Inadequacy Which Uses the Martingale Difference Criterion, Journal of time series analysis, 13(03), 1992, pp. 233
Citation: A. J. Lawrance et P. A. W. Lewis, Reversed Residuals in Autoregressive Time Series Analysis, Journal of time series analysis, 13(03), 1992, pp. 253
Citation: W. Bell et S. Hillmer, Corrections to Initializing the Non-Stationary Time Series Models, Journal of time series analysis, 13(03), 1992, pp. 281
Citation: P. J. Brockwell et al., On the Existence of Stationary Threshold Autoregressive Moving-Average Pro- cesses, Journal of time series analysis, 13(02), 1992, pp. 95