首页>外文期刊>数学、物理、化学、力学>数学>Journal of Time Series Analysis

Journal of Time Series Analysis

Journal of Time Series Analysis

SCI

中文名称：时间序列分析杂志

ISSN：0143-9782
出版周期：Bimonthly

发文量：803

期刊论文

年度选择

2023
- 第1期
- 第2期
- 第3期
2022
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
2021
- 第1期
- 第2期
- 第3期
- 第4期
- 第6期
2020
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
2019
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
2018
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
- 第1appa期
2017
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
2016
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
2015
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
2014
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
2013
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
2012
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
2011
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
2010
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
2009
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
2008
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
2007
- 第1期
- 第2期
- 第4期
- 第6期
2006
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
2005
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
2004
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
1996
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
1995
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
1994
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
1993
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
1992
- 第1期
- 第2期
- 第3期
- 第4期
- 第5期
- 第6期
1991
- 第1期
- 第2期
- 第3期
- 第4期
1990
- 第1期
- 第2期
- 第3期
- 第4期
1989
- 第1期
- 第2期
- 第3期
- 第4期
1988
- 第1期
- 第2期
- 第3期
- 第4期
1987
- 第1期
- 第2期
- 第3期
- 第4期
1986
- 第1期
- 第2期
- 第3期
- 第4期
1985
- 第1期
- 第2期
- 第3期
- 第4期
1984
- 第1期
- 第2期
- 第3期
- 第4期
1983
- 第1期
- 第2期
- 第3期
- 第4期
1982
- 第1期
- 第2期
- 第3期
- 第4期
1981
- 第1期
- 第2期
- 第3期
- 第4期
1980
- 第1期
- 第2期

更多>>

全选（0）

1.ON A CLASS OF NONSTATIONARY PROCESSES

机译：ON A CLASS OF NONSTATIONARY PROCESSES
- 作者：H. L. Gray;Nien Fan Zhang
- 期刊名称：《journal of time series analysis》 | 1988年第2期
- Nonstationary process;
- Euler process;
- convolution;
- ergodic theorem;
2.A NOTE ON THE DISTRIBUTIONS OF NON‐LINEAR AUTOREGRESSIVE STOCHASTIC MODELS

机译：A NOTE ON THE DISTRIBUTIONS OF NON‐LINEAR AUTOREGRESSIVE STOCHASTIC MODELS
- 作者：J. Pemberton;H. Tong
- 期刊名称：《journal of time series analysis》 | 1981年第1期
- Non‐linear autoregression;
- symmetric distributions;
- higher order spectra;
- linearity test;
- symmetry test;
3.RELATIVE POWER OFtTYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES

机译：RELATIVE POWER OFtTYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES
- 作者：Jesus Gonzalo;Tae‐Hwy Lee
- 期刊名称：《journal of time series analysis》 | 1996年第1期
- Dickey‐Fuller tests;
- Studentttests;
- unit roots;
4.A METHOD FOR DIAGNOSTIC CHECKING OF TIME SERIES MODELS

机译：A METHOD FOR DIAGNOSTIC CHECKING OF TIME SERIES MODELS
- 作者：Per Hokstad
- 期刊名称：《journal of time series analysis》 | 1983年第3期
- ARMA (p;
- q)‐models;
- diagnostic checking;
- Wolfer sunspot series;
5.ESTIMATION OF LINEAR REGRESSION MODEL WITH AUTOCORRELATED DISTURBANCES

机译：ESTIMATION OF LINEAR REGRESSION MODEL WITH AUTOCORRELATED DISTURBANCES
- 作者：A. Ullah;V. K. Srivastava;L. MageeA. Srivastava
- 期刊名称：《journal of time series analysis》 | 1983年第2期
- Autocorrelated disturbances;
- linear regression;
- large sample asymptotic;
6.FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS

机译：FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS
- 作者：Craig F. Ansley;Robert Kohn
- 期刊名称：《journal of time series analysis》 | 1990年第4期
- Algorithm;
- ARIMA model;
- diffuse initial conditions;
- filtering;
- likelihood;
- signal extraction;
- smoothing;
- state space model;
7.ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTIONS OF SERIAL CORRELATIONS

机译：ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTIONS OF SERIAL CORRELATIONS
- 作者：Kamal C. Chanda
- 期刊名称：《journal of time series analysis》 | 1987年第3期
- Non‐Gaussian processes;
- serial correlations;
- asymptotic distribution;
- Edge‐worth type approximations;
8.THE MARKET MODEL, CAPM AND EFFICIENCY IN THE FREQUENCY DOMAIN

机译：THE MARKET MODEL, CAPM AND EFFICIENCY IN THE FREQUENCY DOMAIN
- 作者：Peter Praetz
- 期刊名称：《journal of time series analysis》 | 1982年第1期
- Market modle;
- asset princing;
- market efficiency;
- spectral analysis;
9.ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES

机译：ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES
- 作者：Mohsen Pourahmadi
- 期刊名称：《journal of time series analysis》 | 1989年第2期
10.THE DETERMINATION OF THE NUMBER OF TERMS IN A MULTICHANNEL SINUSOIDAL REGRESSION

机译：THE DETERMINATION OF THE NUMBER OF TERMS IN A MULTICHANNEL SINUSOIDAL REGRESSION
- 作者：Hideaki Sakai
- 期刊名称：《journal of time series analysis》 | 1993年第6期
- Sinusoids;
- multichannel time series;
- information criterion;
- periodogram matrix;
11.BIASES OF ESTIMATORS IN MULTIVARIATE NON‐GAUSSIAN AUTOREGRESSIONS

机译：BIASES OF ESTIMATORS IN MULTIVARIATE NON‐GAUSSIAN AUTOREGRESSIONS
- 作者：Alun Lloyd Pope
- 期刊名称：《journal of time series analysis》 | 1990年第3期
- Autoregressive models;
- bias;
- least‐squares estimation;
- modified Yule‐Walker estimation;
12.AN ALGORITHM FOR A PERIOD SEARCH IN A SPARSELY COVERED TIME SERIES AT A FIXED PHASE

机译：AN ALGORITHM FOR A PERIOD SEARCH IN A SPARSELY COVERED TIME SERIES AT A FIXED PHASE
- 作者：Daniela Leibowitz;Elia M. Leibowitz
- 期刊名称：《journal of time series analysis》 | 1995年第2期
13.CONDITIONING IN DYNAMIC MODELS

机译：CONDITIONING IN DYNAMIC MODELS
- 作者：J.‐P. Florens;M. Mouchart
- 期刊名称：《journal of time series analysis》 | 1985年第1期
- Reduction of statistical models;
- exogeneity;
- ancillarity;
- cut;
- dynamic models;
- transitivity;
- conditional independence;
14.THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS

机译：THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS
- 作者：Chen Zhao‐Guo
- 期刊名称：《journal of time series analysis》 | 1985年第1期
- Strong consistency;
- CLT;
- information matrix;
- martingale difference;
15.ESTIMATING THREE‐DIMENSIONAL ENERGY TRANSFER IN ISOTROPIC TURBULENCE*

机译：ESTIMATING THREE‐DIMENSIONAL ENERGY TRANSFER IN ISOTROPIC TURBULENCE*
- 作者：K. S. Lii;K. N. Helland;M. Rosenblatt
- 期刊名称：《journal of time series analysis》 | 1982年第1期
- Energy transfer;
- turbulence;
- spectra;
- Monte Carlo;
16.VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING

机译：VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING
- 作者：Gregory C. Reinsel;Sung K. Ahn
- 期刊名称：《journal of time series analysis》 | 1992年第4期
17.A TIME SERIES APPLICATION OF THE USE OF MONTE CARLO METHODS TO COMPARE STATISTICAL TESTS

机译：A TIME SERIES APPLICATION OF THE USE OF MONTE CARLO METHODS TO COMPARE STATISTICAL TESTS
- 作者：D. S. Poskitt;A. R. Tremayne
- 期刊名称：《journal of time series analysis》 | 1981年第4期
- Analysis of simulations;
- Diagnostic testing;
- Experimental design;
- Local alternative;
- Transfer function model;
18.STOCHASTIC ORDERS OF MAGNITUDE ASSOCIATED WITH TWO‐STAGE ESTIMATORS OF FRACTIONAL ARIMA SYSTEMS

机译：STOCHASTIC ORDERS OF MAGNITUDE ASSOCIATED WITH TWO‐STAGE ESTIMATORS OF FRACTIONAL ARIMA SYSTEMS
- 作者：J. H. Wright
- 期刊名称：《journal of time series analysis》 | 1995年第1期
- Fractional ARIMA processes;
- semi‐parametric estimators;
- spectral analysis;
- long‐memory models;
19.EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION

机译：EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION
- 作者：A. C. Harvey;P. M. Robinson
- 期刊名称：《journal of time series analysis》 | 1988年第3期
20.RECOGNIZING OVERDIFFERENCED TIME SERIES

机译：RECOGNIZING OVERDIFFERENCED TIME SERIES
- 作者：Ming Chun Chang;David A. Dickey
- 期刊名称：《journal of time series analysis》 | 1994年第1期
- Cointegration;
- inverse autocorrelation;
- unit roots;
21.ESTIMATING FINITE SAMPLE CRITICAL VALUES FOR UNIT ROOT TESTS USING PURE RANDOM WALK PROCESSES:A NOTE

机译：ESTIMATING FINITE SAMPLE CRITICAL VALUES FOR UNIT ROOT TESTS USING PURE RANDOM WALK PROCESSES:A NOTE
- 作者：Yin‐Wong Cheung;Kon S. Lai
- 期刊名称：《journal of time series analysis》 | 1995年第5期
- Augmented Dickey‐Fuller test;
- empirical size;
- nuisance root parameter;
- Monte Carlo;
22.RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS

机译：RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
- 作者：Paul D. Feigin;Richard L. Tweedie
- 期刊名称：《journal of time series analysis》 | 1985年第1期
- Harris ergodicity;
- geometric ergodicity;
- general state space Markov chains;
- bilinear process;
23.SUBORDINATION OF STATIONARY PROCESSES

机译：SUBORDINATION OF STATIONARY PROCESSES
- 作者：E. Willekens;J. L. Teugels
- 期刊名称：《journal of time series analysis》 | 1988年第3期
- Subordination;
- stationary process;
- spectrum;
24.CONTINUOUS‐TIME DYNAMICAL SYSTEMS WITH SAMPLED DATA, ERRORS OF MEASUREMENT AND UNOBSERVED COMPONENTS

机译：CONTINUOUS‐TIME DYNAMICAL SYSTEMS WITH SAMPLED DATA, ERRORS OF MEASUREMENT AND UNOBSERVED COMPONENTS
- 作者：Hermann Singer
- 期刊名称：《journal of time series analysis》 | 1993年第5期
25.OPTIMAL PREDICTION OF CATASTROPHES IN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES

机译：OPTIMAL PREDICTION OF CATASTROPHES IN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES
- 作者：A. Svensson;J. Holst;R. LindquistG. Lindgren
- 期刊名称：《journal of time series analysis》 | 1996年第5期
- ARMA process;
- alarm;
- catastrophe prediction;
- stochastic process:operating characteristics;
26.TESTING FOR TREND STATIONARITY VERSUS DIFFERENCE STATIONARITY

机译：TESTING FOR TREND STATIONARITY VERSUS DIFFERENCE STATIONARITY
- 作者：Consuelo Arellano;Sastry G. Pantula
- 期刊名称：《journal of time series analysis》 | 1995年第2期
- Unit Roots;
- Noninvertible Moving Average;
- Nonstationary;
27.THE STATISTICAL ANALYSIS OF PERTURBED LIMIT CYCLE PROCESSES USING NONLINEAR TIME SERIES MODELS

机译：THE STATISTICAL ANALYSIS OF PERTURBED LIMIT CYCLE PROCESSES USING NONLINEAR TIME SERIES MODELS
- 作者：T. Ozaki
- 期刊名称：《journal of time series analysis》 | 1982年第1期
28.AN ITERATIVE FILTERING ALGORITHM FOR NON‐FOURIER FREQUENCY ESTIMATION

机译：AN ITERATIVE FILTERING ALGORITHM FOR NON‐FOURIER FREQUENCY ESTIMATION
- 作者：Benjamin Kedem;James Troendle
- 期刊名称：《journal of time series analysis》 | 1994年第1期
- Bandpass filter;
- zero‐crossing rate;
- mean‐value theorem;
- convergence;
- Gaussian;
- Sine‐Butterworth;
29.NON‐LINEAR TIME SERIES MODELLING AND DISTRIBUTIONAL FLEXIBILITY

机译：NON‐LINEAR TIME SERIES MODELLING AND DISTRIBUTIONAL FLEXIBILITY
- 作者：Jenny N. Lye;Vance L. Martin
- 期刊名称：《journal of time series analysis》 | 1994年第1期
- Non‐linear time series;
- generalized exponential distributions;
- skewness;
- fat‐tails;
- multimodality;
- maximum likelihood estimation;
30.THE IDENTIFICATION OF SEASONAL AUTOREGRESSIVE MODELS

机译：THE IDENTIFICATION OF SEASONAL AUTOREGRESSIVE MODELS
- 作者：Sergio G. Koreisha;Tarmo Pukkila
- 期刊名称：《journal of time series analysis》 | 1995年第3期
- Identification;
- order determination criterion;
- residual white noise test;
- seasonal models;
31.DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS

机译：DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS
- 作者：A. I. McLeod;W. K. Li
- 期刊名称：《journal of time series analysis》 | 1983年第4期
- ARMA time series;
- diagnostic checking;
- nonlinear time series;
- portmanteau test;
- testing for statistical independence;
32.BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES

机译：BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES
- 作者：Tae Yoon Kim;Dennis D. Cox
- 期刊名称：《journal of time series analysis》 | 1996年第1期
- Prediction;
- identification;
- time series analysis;
- autoregressive process;
- kernel method;
- cross‐validation;
33.ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG‐MEMORY NOISE

机译：ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG‐MEMORY NOISE
- 作者：Alexander Samarov;Murad S. Taqqu
- 期刊名称：《journal of time series analysis》 | 1988年第2期
34.A GENERAL METHOD FOR ESTIMATING THE VARIANCES OF X‐11 SEASONALLY ADJUSTED ESTIMATORS

机译：A GENERAL METHOD FOR ESTIMATING THE VARIANCES OF X‐11 SEASONALLY ADJUSTED ESTIMATORS
- 作者：D. Pfeffermann
- 期刊名称：《journal of time series analysis》 | 1994年第1期
- Decomposition model;
- design variance;
- method of moments;
- panel survey;
- seasonal adjustment;
35.ESTIMATION OF MULTIVARIATE TIME SERIES

机译：ESTIMATION OF MULTIVARIATE TIME SERIES
- 作者：B. L. Shea
- 期刊名称：《journal of time series analysis》 | 1987年第1期
- Exact maximum likelihood;
- autoregressive moving average model;
- Kalman filter;
- multivariate ARMA;
- inverse cross covariances;
36.CORRECTION TO “THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS,”

机译：CORRECTION TO “THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS,”
- 作者：J. C. Spall
- 期刊名称：《journal of time series analysis》 | 1993年第5期
37.ESTIMATION OF THE MOVING‐AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING

机译：ESTIMATION OF THE MOVING‐AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING
- 作者：R. J. Bhansali
- 期刊名称：《journal of time series analysis》 | 1989年第3期
- ARMA process;
- prediction;
- linear innovations;
- time series;
38.OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS

机译：OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS
- 作者：Johannes Ledolter
- 期刊名称：《journal of time series analysis》 | 1990年第4期
- ARMA model;
- likelihood displacement;
- missing observation;
- outlier;
39.STOCHASTIC MODELING AND IDENTIFICATION OF SEISMIC RECORDS BASED ON ESTABLISHED DETERMINISTIC FORMULATIONS

机译：STOCHASTIC MODELING AND IDENTIFICATION OF SEISMIC RECORDS BASED ON ESTABLISHED DETERMINISTIC FORMULATIONS
- 作者：G. R. Dargahi‐Noubary
- 期刊名称：《journal of time series analysis》 | 1995年第2期
- Modeling;
- deterministic formulation;
- physical interpretation;
- signal‐generated‐noise;
- difference equation;
- discrimination;
- corner frequency;
- earthquakes;
- explosions;
- P‐waves;
40.ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL

机译：ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL
- 作者：Mohsen Pourahmadi
- 期刊名称：《journal of time series analysis》 | 1986年第2期
- Doubly stochastic models;
- stationarity;
- spectral density;
- moment generating function;
41.TESTING EQUALITY OF VARIANCES FOR PAIRED TIME SERIES

机译：TESTING EQUALITY OF VARIANCES FOR PAIRED TIME SERIES
- 作者：Jan Beran;Theo Gasser
- 期刊名称：《journal of time series analysis》 | 1995年第2期
- Periodogram;
- spectral density;
- EEG;
- paired data;
- cross‐spectrum;
42.CONFIDENCE REGIONS FOR PARAMETERS IN THE AR(1) MODEL

机译：CONFIDENCE REGIONS FOR PARAMETERS IN THE AR(1) MODEL
- 作者：David Hamilton;Ka Ho Wu
- 期刊名称：《journal of time series analysis》 | 1995年第3期
- Time series;
- ARMA models;
- confidence regions;
- score statistics;
43.THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN

机译：THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN
- 作者：R. J. Bhansali
- 期刊名称：《journal of time series analysis》 | 1986年第2期
- Autoregressive process;
- order determination;
- autoregressive model fitting;
- time series;
44.SPECTRAL RATIO DISCRIMINANTS AND INFORMATION THEORY

机译：SPECTRAL RATIO DISCRIMINANTS AND INFORMATION THEORY
- 作者：G. R. Dargahi‐Noubary;P. J. Laycock
- 期刊名称：《journal of time series analysis》 | 1981年第2期
- Discrimination;
- spectral ratios;
- seismic records;
45.ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES

机译：ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES
- 作者：Clifford M. Hurvich;Bonnie K. Ray
- 期刊名称：《journal of time series analysis》 | 1995年第1期
- GPH estimator;
- long‐memory time series;
- periodogram;
- tapering;
46.ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS

机译：ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS
- 作者：Pentti Saikkonen
- 期刊名称：《journal of time series analysis》 | 1983年第1期
- asymptotic relative efficiency;
- autocorrelation function;
- autoregressive moving average model;
- normal process;
- spectrum;
- test of fit;
47.ESTIMATION AND BLIND DECONVOLUTION OF AUTOREGRESSIVE SYSTEMS WITH NONSTATIONARY BINARY INPUTS

机译：ESTIMATION AND BLIND DECONVOLUTION OF AUTOREGRESSIVE SYSTEMS WITH NONSTATIONARY BINARY INPUTS
- 作者：Ta‐Hsin Li
- 期刊名称：《journal of time series analysis》 | 1993年第6期
- AR system;
- binary sequence;
- nonstationary;
- parameter estimation;
- blind deconvolution;
- system identification;
48.APPROXIMATE FILTERING OF PARAMETER DRIVEN PROCESSES

机译：APPROXIMATE FILTERING OF PARAMETER DRIVEN PROCESSES
- 作者：A. Azzalini
- 期刊名称：《journal of time series analysis》 | 1982年第4期
- Filtering;
- prediction;
- gamma random variable;
- exponential families;
49.BEVERIDGE‐NELSON‐TYPE TRENDS FOR I(2) AND SOME SEASONAL MODELS

机译：BEVERIDGE‐NELSON‐TYPE TRENDS FOR I(2) AND SOME SEASONAL MODELS
- 作者：Paul Newbold;Dimttrios Vougas
- 期刊名称：《journal of time series analysis》 | 1996年第2期
- Exponential smoothing;
- integrated processes;
- seasonal ARIMA models;
- trend estimation;
50.STATIONARITY AND CENTRAL LIMIT THEOREM ASSOCIATED WITH BILINEAR TIME SERIES MODELS

机译：STATIONARITY AND CENTRAL LIMIT THEOREM ASSOCIATED WITH BILINEAR TIME SERIES MODELS
- 作者：Kamal C. Chanda
- 期刊名称：《journal of time series analysis》 | 1991年第4期
- General bilinear processes;
- existence and causality;
- spectral radius diagonable;
- decomposability;
- asymptotic normality;
51.ON THE LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS

机译：ON THE LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS
- 作者：Greta M. Ljung
- 期刊名称：《journal of time series analysis》 | 1988年第4期
52.A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES

机译：A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES
- 作者：Shean‐Tsong Chiu
- 期刊名称：《journal of time series analysis》 | 1991年第4期
53.PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS

机译：PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS
- 作者：V. A. Samaranayake;David P. Hasza
- 期刊名称：《journal of time series analysis》 | 1988年第4期
- Vector time series;
- nonstationary roots;
- co‐integrated series;
- ordinary least squares;
- prediction;
- mean squared error;
54.A NOTE ON THE GENERATION OF INDEPENDENT REALIZATIONS OF A VECTOR AUTOREGRESSIVE MOVING‐AVERAGE PROCESS

机译：A NOTE ON THE GENERATION OF INDEPENDENT REALIZATIONS OF A VECTOR AUTOREGRESSIVE MOVING‐AVERAGE PROCESS
- 作者：B. L. Shea
- 期刊名称：《journal of time series analysis》 | 1988年第4期
- Vector ARMA process;
- simulation;
- state space representation;
- stationarity;
- Choleski factorization;
55.ORDERS AND INITIAL VALUES OF NON‐STATIONARY MULTIVARIATE ARMA MODELS

机译：ORDERS AND INITIAL VALUES OF NON‐STATIONARY MULTIVARIATE ARMA MODELS
- 作者：A. L. Swift
- 期刊名称：《journal of time series analysis》 | 1990年第4期
- Consistency;
- identification;
- least‐squares estimators;
- multivariate autoregressive moving average;
- non‐stationary;
- orders;
56.A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN

机译：A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN
- 作者：Gianluca Cubadda
- 期刊名称：《journal of time series analysis》 | 1995年第5期
- Cointegration;
- seasonal unit roots;
- bounds tests;
57.A METHODOLOGY FOR SELECTING SUBSET AUTOREGRESSIVE TIME SERIES MODELS

机译：A METHODOLOGY FOR SELECTING SUBSET AUTOREGRESSIVE TIME SERIES MODELS
- 作者：Gwo‐Hsing Yu;Yow‐Chang Lin
- 期刊名称：《journal of time series analysis》 | 1991年第4期
- Subset autoregressive model;
- inverse autocorrelation function;
- Bhansali information criterion;
58.CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS

机译：CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS
- 作者：Guy Melard;Marianne Paesmans;Roch Roy
- 期刊名称：《journal of time series analysis》 | 1991年第4期
- Multivariate time series;
- consistent estimator;
- non‐negative definiteness;
- asymptotic covariance;
- serial correlation;
59.NON‐NEGATIVE AUTOREGRESSIVE MODELS

机译：NON‐NEGATIVE AUTOREGRESSIVE MODELS
- 作者：An Hong‐zhi
- 期刊名称：《journal of time series analysis》 | 1992年第4期
- Autoregressive process;
- estimators of parameters;
- non‐negative variables;
- strongly consistent estimators;
60.A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION

机译：A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION
- 作者：Clifford M. Hurvich;Chih‐Ling Tsai
- 期刊名称：《journal of time series analysis》 | 1993年第3期
- AIC;
- AICC;
- Kullback‐Leibler information;
61.DIFFERENCING MULTIPLE TIME SERIES: ANOTHER LOOK AT CANADIAN MONEY AND INCOME DATA

机译：DIFFERENCING MULTIPLE TIME SERIES: ANOTHER LOOK AT CANADIAN MONEY AND INCOME DATA
- 作者：Helmut Lütkepohl
- 期刊名称：《journal of time series analysis》 | 1982年第4期
- Autoregressive models;
- Differencing;
- Multiple time series analysis;
- Integrated stochastic processes;
62.COMPARISON OF CRITERIA FOR ESTIMATING THE ORDER OF A VECTOR AUTOREGRESSIVE PROCESS

机译：COMPARISON OF CRITERIA FOR ESTIMATING THE ORDER OF A VECTOR AUTOREGRESSIVE PROCESS
- 作者：Helmut Lütkepohl
- 期刊名称：《journal of time series analysis》 | 1985年第1期
- Autoregressive process;
- Model selection criteria;
- AR order determination;
- Sequential testing;
63.ON THE EXISTENCE OF THE STATIONARY AND ERGODIC NEAR(p) MODEL

机译：ON THE EXISTENCE OF THE STATIONARY AND ERGODIC NEAR(p) MODEL
- 作者：Kung‐sik Chan
- 期刊名称：《journal of time series analysis》 | 1988年第4期
- Ergodic;
- exponential distribution;
- NEAR(p) model;
- partial fraction;
- probabilistic mixture;
- stationarity;
64.ON‐LINE VARIANCE ESTIMATION FOR THE STEADY STATE BAYESIAN FORECASTING MODEL

机译：ON‐LINE VARIANCE ESTIMATION FOR THE STEADY STATE BAYESIAN FORECASTING MODEL
- 作者：N. Cantarelis;F. R. Johnston
- 期刊名称：《journal of time series analysis》 | 1982年第4期
- Bayesian;
- estimation;
- forecast;
- variance;
65.AN INVESTIGATION OF ANDREWS‘ PLOTS TO SHOW TIME VARIATION OF MODEL PARAMETERS

机译：AN INVESTIGATION OF ANDREWS‘ PLOTS TO SHOW TIME VARIATION OF MODEL PARAMETERS
- 作者：Agnes M. Herzberg;J. S. Hickie
- 期刊名称：《journal of time series analysis》 | 1981年第4期
- Andrews' plots;
- time series;
- Fourier model;
- cyclic;
- trend;
- exploratory analysis;
66.EMPIRICAL EVIDENCE ON DICKEY‐FULLER‐TYPE TESTS

机译：EMPIRICAL EVIDENCE ON DICKEY‐FULLER‐TYPE TESTS
- 作者：C. Agiakloglou;P. Newbold
- 期刊名称：《journal of time series analysis》 | 1992年第6期
- ARIMA models;
- Dickey–Fuller tests;
- unit autoregressive roots;
67.AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM

机译：AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
- 作者：R. H. Shumway;D. S. Stoffer
- 期刊名称：《journal of time series analysis》 | 1982年第4期
- Missing data;
- Kalman filter;
- EM algorithm;
- forecasting;
- maximum likelihood;
68.INITIALIZING THE KALMAN FILTER FOR NONSTATIONARY TIME SERIES MODELS

机译：INITIALIZING THE KALMAN FILTER FOR NONSTATIONARY TIME SERIES MODELS
- 作者：William Bell;Steven Hillmer
- 期刊名称：《journal of time series analysis》 | 1991年第4期
- Modified Kalman filter;
- starting values;
- ARIMA model;
- ARIMA component model;
- dynamic linear model;
69.SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS

机译：SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS
- 作者：F. Comte
- 期刊名称：《journal of time series analysis》 | 1996年第1期
- Long memory;
- continuous models;
- simulation;
- estimation;
- Monte Carlo methods;
70.THE ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS FOR A MULTIPLE AUTOREGRESSIVE PROCESS WITH ONE UNIT ROOT

机译：THE ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS FOR A MULTIPLE AUTOREGRESSIVE PROCESS WITH ONE UNIT ROOT
- 作者：V. A. Samaranayake;David P. Hasza
- 期刊名称：《journal of time series analysis》 | 1987年第1期
- Multivariate time series;
- autoregression;
- nonstationarity;
- asymptotic behaviour;
- sample autocorrelations;
71.Book Reviews

机译：Book Reviews
- 期刊名称：《journal of time series analysis》 | 1982年第4期
72.EXPERIENCES WITH THE BRILLINGER SPECTRAL ESTIMATOR APPLIED TO SIMULATED IRREGULARLY OBSERVED PROCESSES

机译：EXPERIENCES WITH THE BRILLINGER SPECTRAL ESTIMATOR APPLIED TO SIMULATED IRREGULARLY OBSERVED PROCESSES
- 作者：Mike I. Moore;Andy W. Visser;Tim G. L. Shirtcliffe
- 期刊名称：《journal of time series analysis》 | 1987年第4期
- Unequally spaced data;
- Shannon interpolation;
- point process;
- Brillinger spectral estimate;
73.SIMULTANEOUS CONFIDENCE BANDS FOR THE SPECTRAL ESTIMATE OF TWO‐CHANNEL AUTOREGRESSIVE PROCESSES

机译：SIMULTANEOUS CONFIDENCE BANDS FOR THE SPECTRAL ESTIMATE OF TWO‐CHANNEL AUTOREGRESSIVE PROCESSES
- 作者：Hideaki Sakai;Fuminori Sakaguchi
- 期刊名称：《journal of time series analysis》 | 1990年第1期
- Multichannel autoregressive process;
- autospectra;
- simultaneous confidence bands;
74.A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS

机译：A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS
- 作者：A. K. Bera;M. L. Higgins
- 期刊名称：《journal of time series analysis》 | 1992年第6期
- ARCH;
- bilinear;
- Davies' test;
- NARCH;
- nonlinearity;
- nonlinear time series models;
75.THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES

机译：THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES
- 作者：T. Subba Rao;M. M. Gabr
- 期刊名称：《journal of time series analysis》 | 1989年第2期
- Bartlett's estimate;
- Capon's estimate;
- high resolution estimate;
- Pisarenko estimate;
- inverse spectrum;
- inverse covariances;
76.LONG‐RANGE DEPENDENCE, NON‐LINEARITY AND TIME IRREVERSIBILITY

机译：LONG‐RANGE DEPENDENCE, NON‐LINEARITY AND TIME IRREVERSIBILITY
- 作者：D. R. Cox
- 期刊名称：《journal of time series analysis》 | 1991年第4期
- Long‐range dependence;
- short‐range dependence;
- non‐linearity;
- time irreversibility;
77.PARTIAL AUTOCORRELATION PROPERTIES FOR NON‐STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS

机译：PARTIAL AUTOCORRELATION PROPERTIES FOR NON‐STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
- 作者：O. D. Anderson
- 期刊名称：《journal of time series analysis》 | 1992年第6期
- ARUMA models;
- serial correlation;
- time series;
78.THRESHOLD TIME SERIES MODELS AS MULTIMODAL DISTRIBUTION JUMP PROCESSES

机译：THRESHOLD TIME SERIES MODELS AS MULTIMODAL DISTRIBUTION JUMP PROCESSES
- 作者：Vance L. Martin
- 期刊名称：《journal of time series analysis》 | 1992年第1期
- Non‐linear time series;
- MATS;
- multimodal distributions;
79.SPECTRAL ANALYSIS OF A STATIONARY BIVARIATE POINT PROCESS WITH APPLICATIONS TO NEUROPHYSIOLOGICAL PROBLEMS

机译：SPECTRAL ANALYSIS OF A STATIONARY BIVARIATE POINT PROCESS WITH APPLICATIONS TO NEUROPHYSIOLOGICAL PROBLEMS
- 作者：A. G. Rigas
- 期刊名称：《journal of time series analysis》 | 1996年第2期
80.THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I

机译：THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I
- 作者：D. F. Nicholls;B. G. Quinn
- 期刊名称：《journal of time series analysis》 | 1980年第1期
- random coefficient autoregression;
- strong consistency;
- central limit theorem;
- Monte Carlo experiment;
81.PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS

机译：PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS
- 作者：G. J. Adams;G. C. Goodwin
- 期刊名称：《journal of time series analysis》 | 1995年第2期
- Parameter estimation;
- PARMA models;
- pseudo‐linear regressions;
82.MODELS THAT GENERATE TRENDS

机译：MODELS THAT GENERATE TRENDS
- 作者：C. W. J. Granger
- 期刊名称：《journal of time series analysis》 | 1988年第4期
- Deterministic trends;
- divergent series;
- integrated series;
- long‐memory processes;
83.DISTRIBUTION OF RESIDUAL AUTOCORRELATIONS IN NONSTATIONARY AUTOREGRESSIVE PROCESSES

机译：DISTRIBUTION OF RESIDUAL AUTOCORRELATIONS IN NONSTATIONARY AUTOREGRESSIVE PROCESSES
- 作者：Dong Wan Shin;Jong Hyup Lee
- 期刊名称：《journal of time series analysis》 | 1996年第1期
- Residual autocovariance;
- residual autocorrelation;
- portmanteau statistic;
- nonstationary process;
- AR process;
84.A NOTE ON THE EXISTENCE OF STRICTLY STATIONARY SOLUTIONS TO BILINEAR EQUATIONS

机译：A NOTE ON THE EXISTENCE OF STRICTLY STATIONARY SOLUTIONS TO BILINEAR EQUATIONS
- 作者：B. G. Quinn
- 期刊名称：《journal of time series analysis》 | 1982年第4期
- Bilinear time series;
- ergodicity;
- weak‐mixing;
- random coefficient autoregression;
85.EXACT GENERAL‐LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW‐LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE

机译：EXACT GENERAL‐LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW‐LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE
- 作者：Oliver D. Anderson
- 期刊名称：《journal of time series analysis》 | 1993年第6期
- Cumulants;
- order of error;
- Pitman's theorem;
- serial covariance;
- time series;
- verification by simulation;
86.LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING‐AVERAGE MODELS WITH ERRORS IN VARIABLES

机译：LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING‐AVERAGE MODELS WITH ERRORS IN VARIABLES
- 作者：Kamal C. Chanda
- 期刊名称：《journal of time series analysis》 | 1995年第1期
87.YULE‐WALKER TYPE DIFFERENCE EQUATIONS FOR HIGHER‐ORDER MOMENTS AND CUMULANTS FOR BILINEAR TIME SERIES MODELS

机译：YULE‐WALKER TYPE DIFFERENCE EQUATIONS FOR HIGHER‐ORDER MOMENTS AND CUMULANTS FOR BILINEAR TIME SERIES MODELS
- 作者：S. A. O. Sesay;T. Subba Rao
- 期刊名称：《journal of time series analysis》 | 1988年第4期
- Bilinear models;
- cumulants;
- Yule‐Walker equations;
88.A LIMITING PROPERTY OF SAMPLE AUTOCOVARIANCES OF PERIODICALLY CORRELATED PROCESSES WITH APPLICATION TO PERIOD DETERMINATION

机译：A LIMITING PROPERTY OF SAMPLE AUTOCOVARIANCES OF PERIODICALLY CORRELATED PROCESSES WITH APPLICATION TO PERIOD DETERMINATION
- 作者：C. J. Tian
- 期刊名称：《journal of time series analysis》 | 1988年第4期
- Periodically correlated processes;
- time series;
- convergence rates;
- strongly consistent estimate;
89.INVERSE AUTOCOVARIANCES AND A MEASURE OF LINEAR DETERMINISM FOR A STATIONARY PROCESS

机译：INVERSE AUTOCOVARIANCES AND A MEASURE OF LINEAR DETERMINISM FOR A STATIONARY PROCESS
- 作者：Francesco Battaglia
- 期刊名称：《journal of time series analysis》 | 1983年第2期
90.SUBSET THRESHOLD AUTOREGRESSION WITH APPLICATIONS

机译：SUBSET THRESHOLD AUTOREGRESSION WITH APPLICATIONS
- 作者：B. Y. Thanoon
- 期刊名称：《journal of time series analysis》 | 1990年第1期
- Threshold autoregression;
- subset model;
- lynx data;
- sunspot data;
91.EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS

机译：EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS
- 作者：Pham Dinh Tuan
- 期刊名称：《journal of time series analysis》 | 1987年第1期
- ARMA model;
- Fisher's scoring method;
- Lagrange multiplier test;
- Likelihood function;
- Periodogram;
- Spectral density;
92.FREQUENCY‐DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS

机译：FREQUENCY‐DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS
- 作者：S. A. O. Sesay;T. Subba Rao
- 期刊名称：《journal of time series analysis》 | 1992年第6期
- Bilinear models;
- estimation;
- frequency domain;
- Kronecker products;
- Whittle's criterion;
93.EXACT LEAST SQUARES MULTI‐STEP PREDICTION FROM NONLINEAR AUTOREGRESSIVE MODELS

机译：EXACT LEAST SQUARES MULTI‐STEP PREDICTION FROM NONLINEAR AUTOREGRESSIVE MODELS
- 作者：John. Pemberton
- 期刊名称：《journal of time series analysis》 | 1987年第4期
- Least squares prediction;
- nonlinear autoregression;
- threshold autoregression;
94.A CLASS OF MODELS FOR NON‐NORMAL TIME SERIES

机译：A CLASS OF MODELS FOR NON‐NORMAL TIME SERIES
- 作者：G. J. Janacek;A. L. Swift
- 期刊名称：《journal of time series analysis》 | 1990年第1期
- Non‐normal;
- ARIMA;
- Hermite;
- generalized beta;
95.COMPARATIVE POWER STUDIES FOR GOODNESS OF FIT TESTS OF TIME SERIES MODELS

机译：COMPARATIVE POWER STUDIES FOR GOODNESS OF FIT TESTS OF TIME SERIES MODELS
- 作者：B. R. Clarke;E. J. Godolphin
- 期刊名称：《journal of time series analysis》 | 1982年第3期
96.JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS

机译：JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS
- 作者：Alastair Hall
- 期刊名称：《journal of time series analysis》 | 1992年第1期
- Economic time series;
- random walk;
- Dickey‐Fuller statistics;
- instrumental variable estimators;
- moving‐average process;
97.A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS

机译：A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS
- 作者：Bovas Abraham;Nihal Yatawara
- 期刊名称：《journal of time series analysis》 | 1988年第2期
- Aberrant observation;
- aberrant innovation;
- likelihood;
- outliers;
- score test;
- time series;
98.AN INNOVATION STATE SPACE APPROACH FOR TIME SERIES FORECASTING

机译：AN INNOVATION STATE SPACE APPROACH FOR TIME SERIES FORECASTING
- 作者：Gaëtan Libert;Liang Wang;Bao Liu
- 期刊名称：《journal of time series analysis》 | 1993年第6期
- Innovation state space model;
- identification algorithm;
- singular value decomposition;
- time series forecasting;
99.THE SIZE OF THE STATIONARITY AND INVERTIBILITY REGION OF AN AUTOREGRESSIVE‐MOVING AVERAGE PROCESS

机译：THE SIZE OF THE STATIONARITY AND INVERTIBILITY REGION OF AN AUTOREGRESSIVE‐MOVING AVERAGE PROCESS
- 作者：Domenico Piccolo
- 期刊名称：《journal of time series analysis》 | 1982年第4期
- Autoregressive‐moving average process;
- stationarity and invertibility regions;
100.FORECASTING OF MULTIVARIATE PERIODIC AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES

机译：FORECASTING OF MULTIVARIATE PERIODIC AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES
- 作者：Taylan A. Ula
- 期刊名称：《journal of time series analysis》 | 1993年第6期
- Forecasting;
- periodic process;
- multivariate process;
- autoregressive moving‐average process;

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有出版物经营许可证

客服微信
服务号