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1.
Using the bootstrap for improved ARIMA model identification
Journal of Forecasting
1992 : JAN, VOL. 11:1, p.71-80
 1992 Aczel, A. D.
Josephy, N. H.
2.
Robust exponential smoothing
Journal of Forecasting
1992 : JAN, VOL. 11:1, p.57-69
 1992 Cipra, T.
3.
Exponential smoothing:Behavior of the ex-post sum of squares near 0 and 1
Journal of Forecasting
1992 : JAN, VOL. 11:1, p.47-56
 1992 Farnum, N. R.
4.
Scoring the composite leading indicators: A Bayesian turning points approach
Journal of Forecasting
1992 : JAN, VOL. 11:1, p.35-46
 1992 Lesage, J. P.
5.
Is it possible to find an econometric law that works well in explanation and prediction? The case of Australian money demand
Journal of Forecasting
1992 : JAN, VOL. 11:1, p.17-33
 1992 Swamy, P. A. V. B.
Tavlas, G. S.
6.
On the problem of forecasting prior to "price" control and decontrol
Journal of Forecasting
1992 : JAN, VOL. 11:1, p.1-15
 1992 Revankar, N. S.
7.
Forecasting non-normal time series
Journal of Forecasting
1991 : SEP, VOL. 10:5, p. 501-520
 1991 Swift, A. L.
Janacek, G. J.
8.
Simultaneous transfer functions versus vector ARMA models
Journal of Forecasting
1991 : SEP, VOL. 10:5, p. 477-499
 1991 Grillenzoni, C.
9.
Automatic ARIMA modelling by the Cartesian Search Algorithm
Journal of Forecasting
1991 : SEP, VOL. 10:5, p. 465-476
 1991 Hoeglund, R.
Oestermark, R.
10.
Multiple prediction intervals for time series: Comparison of simultaneous and marginal intervals
Journal of Forecasting
1991 : SEP, VOL. 10:5, p. 445-463
 1991 Ravishanker, N.
Shiao-Yen Wu, L.
Glaz, J.
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