Skip Navigation

Biometrika 2001 88(1):195-218; doi:10.1093/biomet/88.1.195
© 2001 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by Tong, H.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

A personal journey through time series in Biometrika

Howell Tong1

1 Department of Statistics, London School of Economics, London WC2A 2AE, U.K.e-mail: h.tong{at}lse.ac.uk

Contributions made by Biometrika authors over the past century are described by arranging them into fairly coherent groups, with brief introductions whenever deemed necessary.The paper is concluded with a look at challenges in the new century.

Key Words: Additivity; ARCH; Autocorrelation; Autoregressive model; Autoregressive moving average model; Bandwidth; Bootstrap; Categorical data; Chaos; Conditional mean; Conditional variance; Correlation integral; Durbin–Watson test; Fractional differencing; Goodness of fit; Influence function; Invertibility; Kalman filtering; Levinson–Durbin algorithm; Ljung–Box test; Long memory; M-estimation; Model selection; Moving average model; Nonlinearity; Nonstationarity; Outlier; Panel; Periodogram; Regression; Robustness; Periodicity; Sampling rate; Spectral analysis; State space; Threshold modelling; Time reversibility; Variate difference method


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.