Time-series forecasting par Chatfield, Christopher

Two decades of vector autoregression (VAR) modelling par Reside, Renato E., Jr

Two decades of vector autoregression (VAR) modeling a survey par Reside, Renato E.

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Some alternative approaches in the analysis of ARFIMA (p,d,q) process par Gonzaga, Alex C.

Time-series forecasting par Chatfield, Christopher

The econometric analysis of seasonal time series par Ghysels, Eric 1956-

Two decades of Vector Autoregression (VAR) modeling a survey par Reside, Renato E.

Two decades of vector autoregression (VAR) modeling a survey par Reside, Renato E.

Download the full-text here

The econometric analysis of seasonal time series par Ghysels, Eric 1956-

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Wavelet methods for time series analysis par Percival, Donald B.