Franke, Jürgen On the robust prediction and interpolation of time series in the presence of correlated noise. (English) Zbl 0576.62090 J. Time Ser. Anal. 5, 227-244 (1984). Reviewer: M.P.Mokljacuk MSC: 62M20 60G35 93E11 62F35 93E10 PDFBibTeX XMLCite \textit{J. Franke}, J. Time Ser. Anal. 5, 227--244 (1984; Zbl 0576.62090) Full Text: DOI
Corradi, C.; Scarani, C. A note on the computation of the Bayesian decomposition of a time series. (English) Zbl 0569.62079 J. Time Ser. Anal. 5, 205-212 (1984). MSC: 62M10 65C99 62F15 PDFBibTeX XMLCite \textit{C. Corradi} and \textit{C. Scarani}, J. Time Ser. Anal. 5, 205--212 (1984; Zbl 0569.62079) Full Text: DOI
Findley, David F. On some ambiguities associated with the fitting of ARMA models to time series. (English) Zbl 0569.62077 J. Time Ser. Anal. 5, 213-225 (1984). MSC: 62M10 62M15 62M20 PDFBibTeX XMLCite \textit{D. F. Findley}, J. Time Ser. Anal. 5, 213--225 (1984; Zbl 0569.62077) Full Text: DOI
Pham Dinh Tuan A note on some statistics useful in identifying the order of autoregressive moving average model. (English) Zbl 0569.62076 J. Time Ser. Anal. 5, 273-279 (1984). MSC: 62M10 PDFBibTeX XMLCite \textit{Pham Dinh Tuan}, J. Time Ser. Anal. 5, 273--279 (1984; Zbl 0569.62076) Full Text: DOI
Ishiguro, Makio Computationally efficient implementation of a Bayesian seasonal adjustment procedure. (English) Zbl 0568.65100 J. Time Ser. Anal. 5, 245-253 (1984). Reviewer: R.Zieliński MSC: 65C99 65F20 62F15 62M10 PDFBibTeX XMLCite \textit{M. Ishiguro}, J. Time Ser. Anal. 5, 245--253 (1984; Zbl 0568.65100) Full Text: DOI
Paulsen, Jostein Order determination of multivariate autoregressive time series with unit roots. (English) Zbl 0556.62066 J. Time Ser. Anal. 5, 115-127 (1984). Reviewer: R.Mentz MSC: 62M10 PDFBibTeX XMLCite \textit{J. Paulsen}, J. Time Ser. Anal. 5, 115--127 (1984; Zbl 0556.62066) Full Text: DOI
Haggan, V.; Heravi, S. M.; Priestley, M. B. A study of the application of state-dependent models in non-linear time series analysis. (English) Zbl 0555.62071 J. Time Ser. Anal. 5, 69-102 (1984). Reviewer: H.Hietikko MSC: 62M10 PDFBibTeX XMLCite \textit{V. Haggan} et al., J. Time Ser. Anal. 5, 69--102 (1984; Zbl 0555.62071) Full Text: DOI
Taniguchi, Masanobu Validity of Edgeworth expansions for statistics of time series. (English) Zbl 0554.62077 J. Time Ser. Anal. 5, 37-51 (1984). Reviewer: K.Yoshihara MSC: 62M10 62E20 62H10 PDFBibTeX XMLCite \textit{M. Taniguchi}, J. Time Ser. Anal. 5, 37--51 (1984; Zbl 0554.62077) Full Text: DOI
Weiss, Andrew A. ARMA models with ARCH errors. (English) Zbl 0549.62079 J. Time Ser. Anal. 5, 129-143 (1984). MSC: 62P20 62M10 91B84 PDFBibTeX XMLCite \textit{A. A. Weiss}, J. Time Ser. Anal. 5, 129--143 (1984; Zbl 0549.62079) Full Text: DOI
Haggan, V.; Oyetunji, O. B. On the selection of subset autoregressive time series models. (English) Zbl 0549.62061 J. Time Ser. Anal. 5, 103-113 (1984). MSC: 62M10 PDFBibTeX XMLCite \textit{V. Haggan} and \textit{O. B. Oyetunji}, J. Time Ser. Anal. 5, 103--113 (1984; Zbl 0549.62061) Full Text: DOI
Li, W. K. On the autocorrelation structure and identification of some bilinear time series. (English) Zbl 0546.62062 J. Time Ser. Anal. 5, 173-181 (1984). MSC: 62M10 PDFBibTeX XMLCite \textit{W. K. Li}, J. Time Ser. Anal. 5, 173--181 (1984; Zbl 0546.62062) Full Text: DOI
Milhøj, Anders Multiplicative exponential models for stationary time series. (English) Zbl 0544.62087 J. Time Ser. Anal. 5, 19-35 (1984). Reviewer: H.Hietikko MSC: 62M15 62M10 62P20 PDFBibTeX XMLCite \textit{A. Milhøj}, J. Time Ser. Anal. 5, 19--35 (1984; Zbl 0544.62087) Full Text: DOI
Quang Phuc Duong On the choice of the order of autoregressive models: A ranking and selection approach. (English) Zbl 0544.62086 J. Time Ser. Anal. 5, 145-157 (1984). MSC: 62M10 62F07 PDFBibTeX XMLCite \textit{Quang Phuc Duong}, J. Time Ser. Anal. 5, 145--157 (1984; Zbl 0544.62086) Full Text: DOI
Pham Dinh Tuan The estimation of parameters for autoregressive moving average models. (English) Zbl 0544.62083 J. Time Ser. Anal. 5, 53-68 (1984). Reviewer: H.Hietikko MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{Pham Dinh Tuan}, J. Time Ser. Anal. 5, 53--68 (1984; Zbl 0544.62083) Full Text: DOI
Piccolo, D.; Wilson, G. Tunnicliffe A unified approach to ARMA model identification and preliminary estimation. (English) Zbl 0543.62072 J. Time Ser. Anal. 5, 183-204 (1984). Reviewer: R.Mentz MSC: 62M10 PDFBibTeX XMLCite \textit{D. Piccolo} and \textit{G. T. Wilson}, J. Time Ser. Anal. 5, 183--204 (1984; Zbl 0543.62072) Full Text: DOI
Engel, E. M. R. A. A unified approach to the study of sums, products, time-aggregation and other functions of ARMA processes. (English) Zbl 0541.62072 J. Time Ser. Anal. 5, 159-171 (1984). Reviewer: J.Anděl MSC: 62M10 PDFBibTeX XMLCite \textit{E. M. R. A. Engel}, J. Time Ser. Anal. 5, 159--171 (1984; Zbl 0541.62072) Full Text: DOI
Anderson, B. D. O.; Deistler, M. Identifiability in dynamic errors-in-variables models. (English) Zbl 0536.93064 J. Time Ser. Anal. 5, 1-13 (1984). Reviewer: P.Stoica MSC: 93E12 62M10 93C05 93C55 PDFBibTeX XMLCite \textit{B. D. O. Anderson} and \textit{M. Deistler}, J. Time Ser. Anal. 5, 1--13 (1984; Zbl 0536.93064) Full Text: DOI