Computing with data: Concepts and challenges

American Statistician

Volumn 53, Issue 1, 1999, Pages 73-84

  Chambers, John ^a  

^a LUCENT TECHNOLOGIES   (United States)

Author keywords

Programming; Software; Statistical computing

Indexed keywords

EID: 0033476673     PISSN: 00031305     EISSN: 15372731     Source Type: Journal    
DOI: 10.1080/00031305.1999.10474434     Document Type: Article

References (13)

1. Beran, J. (1995), “Maximum Likelihood Estimation of the Differencing Parameter for Invertible Short and Long Memory Autoregressive Integrated Moving Average Models,” Journal of the Royal Statistical Society, Ser. B, 57, 659-672.
2. Brockwell, P. J., and Davis, R. A. (1991), Time Series: Theory and Methods, (2nd ed.), New York: Springer.
3. Box, G. E. P., and Jenkins, G. M. (1976), Time Series Analysis: Forecasting and Control, (2nd ed.), San Francisco: Holden-Day.
4. Diebold, F. X., and Rudebusch, G. D. (1989), “Long Memory and Persistence in Aggregate Output,” Journal of Monetary Economics, 24, 189-209.
5. Hannan, E. J. (1970), Multiple Time Series, New York: Wiley.
6. Klein, A., and Melard, G. (1990), “Fisher’s Information Matrix for Seasonal Autoregressive-Moving Average Models,” Journal of Time Series Analysis, 11,231-237.
7. Li, W. K., and Mcleod, A.I. (1986), “Fractional Time Series Modelling,” Biometrika, 73, 217-221.
8. Mcleod, A. I. (1984), “Duality and Other Properties of Multiplicative Seasonal Autoregressive-Moving Average Time Series Models,” Biometrika, 71, 207-211.
9. Mcleod, A. I. (1993), “A Note on ARMA Model Parameter Redundancy,” The Journal of Time Series Analysis, 14, 207-208.
10. Mcleod, A. I. (1998a), “Electronic Publications: ARMA Information Matrix,” available at http://www.stats.uwo.ca/mcleod/.
11. Mcleod, A. I. (1998b), “Hyperbolic Decay Time Series,” The Journal of Time Series Analysis, 19, 473-483.
12. Poskitt, D. S., andTremayne, A. R. (1981), “An Approach to Testing Linear Time Series Models,” The Annals of Statistics, 9, 974-986.
13. Wang, X. (1993), “Non-Singularity of Fisher Information for Autoregressive Moving-Average Processes,” Journal of Time Series Analysis, 14, 547.