Publisher: Elsevier

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Volume 118, Number 1, January 2004

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Aggregation of space-time processes
pp. 7-26(20)
Authors: Giacomini, R.; Granger, C.W.J.

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Least squares in general vector spaces revisited
pp. 95-109(15)
Author: Schonfeld, P.

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An omnibus test for the time series model AR(1)
pp. 111-127(17)
Authors: Anderson, T.W.; Lockhart, R.A.; Stephens, M.A.

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Generalized Levinson-Durbin and Burg algorithms
pp. 129-149(21)
Authors: Brockwell, P.J.; Dahlhaus, R.

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Modeling of time series arrays by multistep prediction or likelihood methods
pp. 151-187(37)
Authors: Findley, D.F.; Potscher, B.M.; Wei, C.

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Bootstrapping nonparametric estimators of the volatility function
pp. 189-218(30)
Authors: Franke, J.; Neumann, M.H.; Stockis, J.

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Nonlinear instrumental variable estimation of an autoregression
pp. 219-246(28)
Authors: Phillips, P.C.B.; Park, J.Y.; Chang, Y.

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Variance expressions for spectra estimated using auto-regressions
pp. 247-256(10)
Authors: Xie, L-L.; Ljung, L.

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The asymptotic variance of subspace estimates
pp. 257-291(35)
Authors: Chiuso, A.; Picci, G.

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System theory for system identification
pp. 313-339(27)
Author: van Schuppen, J.H.

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Deterministic least squares filtering
pp. 341-373(33)
Author: Willems, J.C.

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