Volume 1 Number 2 July 1991
Nonlinear Time Series
Adaptive prediction in non-linear autoregressive models and control systems--------- ------------------------------------------------------------- T.L. Lai and G. Zhu 309 Density estimation in strongly dependent non-linear time series--------------------- ----------------------------------------------------- B. Cheng and P. M. Robinson 335 Strong consistency of the least squares estimator for a non-ergodic threshold autoregressive model ------------------------- D. T. Pham, K. S. Chan and H. Tong 361 A nonlinear smoothing method for time series analysis ------------------- G.Kitagawa 371 An adaptive nonlinear state space model applied to modelling epidemics-------------- -------------------------------------------------- R. H. Jones and D. F. Nicholls 389 Continuous time threshold autoregressive models------------------------------------- ------------------------------- P. J. Brockwell, R. J. Hyndman and G. K. Grunwald 401 Threshold autoregressive modelling in continuous time --------- H. Tong and I. Yeung 411 Detecting and modeling nonlinearity in univariate time series analysis-------------- ---------------------------------------------------------------------- R. S. Tsay 431 Power properties of a time series linearity test against some simple bilinear alternatives -------------------------------------- P. Saikkonen and R. Luukkonen 453 Some history of the study of higher-order moments and spectra------ D. R. Brillinger 465
General
Bootstrap calibration for confidence interval construction and selection---- W.Y. Loh 477 On the distribution of the multiple correlation coefficient and the kinked-------- chi-square random variable ---------------------------- J. Gurland and O. Asiribo 493 Use of linear transfer function analysis in econometric time series modelling----- ----------------------------------------------------------------------- L.-M. Liu 503 On stochastic growth processes with application to stochastic logistic growth----- ----------------------------------------------------- W. Y. Tan and S. Piantadosi 527 Global behavior of deconvolution kernel estimates --------------------------- J. Fan 541