-
1
-
-
0003147249
-
Missing observations in time series,
-
Abraham, B., "Missing observations in time series," Comm. Statist., A10, 1643-1653, 1981.
-
(1981)
Comm. Statist
, vol.A10
, pp. 1643-1653
-
-
Abraham, B.1
-
2
-
-
0010329671
-
Deterministic and forecast-adaptive time-dependent models
-
Abraham, B. and G. E. P. Box, "Deterministic and forecast-adaptive time-dependent models," Appl. Statist., 27, 120-130, 1978.
-
(1978)
Appl. Statist
, vol.27
, pp. 120-130
-
-
Abraham, B.1
Box, G.E.P.2
-
3
-
-
0011411426
-
Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends
-
Ahn, S. K., "Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends," Biometrika, 80, 855-868, 1993.
-
(1993)
Biometrika
, vol.80
, pp. 855-868
-
-
Ahn, S.K.1
-
4
-
-
0000304386
-
Nested reduced-rank autoregressive models for multiple time series
-
Ahn, S. K. and G. C. Reinsel, "Nested reduced-rank autoregressive models for multiple time series," J. Am. Statist. Assoc., 83, 849-856, 1988.
-
(1988)
J. Am. Statist. Assoc
, vol.83
, pp. 849-856
-
-
Ahn, S.K.1
Reinsel, G.C.2
-
5
-
-
0000722585
-
Estimation for partially nonstationary multivariate autoregressive models
-
Ahn, S. K. and G. C. Reinsel, "Estimation for partially nonstationary multivariate autoregressive models," J. Am. Statist. Assoc., 85, 813-823, 1990.
-
(1990)
J. Am. Statist. Assoc
, vol.85
, pp. 813-823
-
-
Ahn, S.K.1
Reinsel, G.C.2
-
6
-
-
0016355478
-
A new look at the statistical model identification
-
Akaike, H., "A new look at the statistical model identification," IEEE Trans. Automatic Control , AC-19, 716-723, 1974.
-
(1974)
IEEE Trans. Automatic Control
, vol.19
, pp. 716-723
-
-
Akaike, H.1
-
7
-
-
51649182225
-
Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes
-
Akaike, H., "Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes," Ann. Inst. Statist. Math., 26, 363-387, 1974.
-
(1974)
Ann. Inst. Statist. Math
, vol.26
, pp. 363-387
-
-
Akaike, H.1
-
8
-
-
77956828132
-
Canonical correlation analysis of time series and the use of an information criterion
-
ed. R. K. Mehra and D. G. Lainiotis, Academic, New York
-
Akaike, H., "Canonical correlation analysis of time series and the use of an information criterion," in Systems Identification: Advances and Case Studies, ed. R. K. Mehra and D. G. Lainiotis, Academic, New York, 1976, pp. 27-96.
-
(1976)
Systems Identification: Advances and Case Studies
, pp. 27-96
-
-
Akaike, H.1
-
9
-
-
31144438597
-
Tests for autocorrelation and randomness in multiple time series
-
Ali, M. M., "Tests for autocorrelation and randomness in multiple time series," J. Am. Statist. Assoc., 84, 533-540, 1989.
-
(1989)
J. Am. Statist. Assoc
, vol.84
, pp. 533-540
-
-
Ali, M.M.1
-
10
-
-
0004093046
-
-
Prentice-Hall, Englewood Cliffs, NJ
-
Anderson, B. D. O. and J. B. Moore, Optimal Filtering, Prentice-Hall, Englewood Cliffs, NJ, 1979.
-
(1979)
Optimal Filtering
-
-
Anderson, B.D.O.1
Moore, J.B.2
-
11
-
-
0003034721
-
Distribution of the serial correlation coefficient
-
Anderson, R. L., "Distribution of the serial correlation coefficient," Ann. Math. Statist., 13, 1-13, 1942.
-
(1942)
Ann. Math. Statist
, vol.13
, pp. 1-13
-
-
Anderson, R.L.1
-
13
-
-
0001497505
-
Estimating linear restrictions on regression coefficients for multivariate normal distributions
-
Anderson, T. W., "Estimating linear restrictions on regression coefficients for multivariate normal distributions," Ann. Math. Statist., 22, 327-351, 1951.
-
(1951)
Ann. Math. Statist
, vol.22
, pp. 327-351
-
-
Anderson, T.W.1
-
16
-
-
84946632720
-
The examination and analysis of residuals
-
Anscombe, F. J. and J. W. Tukey, "The examination and analysis of residuals," Technometrics, 5, 141-160, 1963.
-
(1963)
Technometrics
, vol.5
, pp. 141-160
-
-
Anscombe, F.J.1
Tukey, J.W.2
-
17
-
-
0018345540
-
An algorithm for the exact likelihood of a mixed autoregressive moving average process
-
Ansley C. F., "An algorithm for the exact likelihood of a mixed autoregressive moving average process," Biometrika, 66, 59-65, 1979.
-
(1979)
Biometrika
, vol.66
, pp. 59-65
-
-
Ansley, C.F.1
-
18
-
-
0001051483
-
A geometrical derivation of the fixed interval smoothing algorithm
-
Ansley, C. F. and R. Kohn, "A geometrical derivation of the fixed interval smoothing algorithm," Biometrika, 69, 486-487, 1982.
-
(1982)
Biometrika
, vol.69
, pp. 486-487
-
-
Ansley, C.F.1
Kohn, R.2
-
19
-
-
0001317712
-
Exact likelihood of vector autoregressive-moving average process with missing or aggregated data
-
Ansley, C. F. and R. Kohn, "Exact likelihood of vector autoregressive-moving average process with missing or aggregated data," Biometrika, 70, 275-278, 1983.
-
(1983)
Biometrika
, vol.70
, pp. 275-278
-
-
Ansley, C.F.1
Kohn, R.2
-
20
-
-
0001707631
-
Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions
-
Ansley, C. F. and R. Kohn, "Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions," Ann. Statist., 13, 1286-1316, 1985.
-
(1985)
Ann. Statist
, vol.13
, pp. 1286-1316
-
-
Ansley, C.F.1
Kohn, R.2
-
21
-
-
0000249732
-
Finite sample properties of estimators for autoregressive moving average models
-
Ansley, C. F. and P. Newbold, "Finite sample properties of estimators for autoregressive moving average models," J. Econometrics, 13, 159-183, 1980.
-
(1980)
J. Econometrics
, vol.13
, pp. 159-183
-
-
Ansley, C.F.1
Newbold, P.2
-
22
-
-
0002182664
-
Numerical identification of linear dynamic systems from normal operating records
-
P. H. Hammond, Plenum, New York
-
Astrom, K. J. and T. Bohlin, "Numerical identification of linear dynamic systems from normal operating records," in Theory of Self-Adaptive Control Systems, ed. P. H. Hammond, Plenum, New York, 1966, pp. 96-111.
-
(1966)
Theory of Self-Adaptive Control Systems
, pp. 96-111
-
-
Astrom, K.J.1
Bohlin, T.2
-
23
-
-
0003545748
-
-
Prentice-Hall, Englewood Cliffs, NJ
-
Astrom, K. J. and B. Wittenmark, Computer Controlled Systems, Prentice-Hall, Englewood Cliffs, NJ, 1984.
-
(1984)
Computer Controlled Systems
-
-
Astrom, K.J.1
Wittenmark, B.2
-
24
-
-
0003029969
-
Theorie de la speculation
-
Paris, Ser. 3
-
Bachelier, L., "Theorie de la speculation," Ann. Sci. Ecole Norm. Sup., Paris, Ser. 3, 17, 21-86, 1900.
-
(1900)
Ann. Sci. Ecole Norm. Sup
, vol.17
, pp. 21-86
-
-
Bachelier, L.1
-
25
-
-
84932276205
-
-
Ph.D. Thesis, University of Wisconsin-Madison
-
Bacon, D. W., Seasonal Time Series, Ph.D. Thesis, University of Wisconsin-Madison, 1965.
-
(1965)
Seasonal Time Series
-
-
Bacon, D.W.1
-
26
-
-
84915352005
-
Sequential procedures for detecting parameter changes in a time-series model
-
Bagshaw, M. and R. A. Johnson, "Sequential procedures for detecting parameter changes in a time-series model," J. Am. Statist. Assoc., 72, 593-597, 1977.
-
(1977)
J. Am. Statist. Assoc
, vol.72
, pp. 593-597
-
-
Bagshaw, M.1
Johnson, R.A.2
-
27
-
-
0007718349
-
The asymptotic mean squared error of multistep prediction from the regression model with autoregressive errors
-
Baillie, R. T., "The asymptotic mean squared error of multistep prediction from the regression model with autoregressive errors," J. Am. Statist. Assoc., 74, 175-184, 1979.
-
(1979)
J. Am. Statist. Assoc
, vol.74
, pp. 175-184
-
-
Baillie, R.T.1
-
28
-
-
0001291085
-
Control charts and stochastic processes,
-
Barnard, G. A., "Control charts and stochastic processes," J. Royal Statist. Soc., B21, 239-257, 1959.
-
(1959)
J. Royal Statist. Soc
, vol.B21
, pp. 239-257
-
-
Barnard, G.A.1
-
29
-
-
0001060286
-
Statistical inference,
-
Barnard, G. A., "Statistical inference," J. Royal Statist. Soc., B11, 115-139, 1949.
-
(1949)
J. Royal Statist. Soc
, vol.B11
, pp. 115-139
-
-
Barnard, G.A.1
-
30
-
-
31344444985
-
The logic of least squares,
-
Barnard, G. A., "The logic of least squares," J. Royal Statist. Soc., B25, 124-127, 1963.
-
(1963)
J. Royal Statist. Soc
, vol.B25
, pp. 124-127
-
-
Barnard, G.A.1
-
31
-
-
0000242354
-
Likelihood inference and time series,
-
Barnard, G. A., G. M. Jenkins, and C. B. Winsten, "Likelihood inference and time series," J. Royal Statist. Soc., A125, 321-352, 1962.
-
(1962)
J. Royal Statist. Soc
, vol.A125
, pp. 321-352
-
-
Barnard, G.A.1
Jenkins, G.M.2
Winsten, C.B.3
-
32
-
-
0002090746
-
On the theoretical specification and sampling properties of autocorrelated time-series,
-
Bartlett, M. S., "On the theoretical specification and sampling properties of autocorrelated time-series," J. Royal Statist. Soc., B8, 27-41, 1946.
-
(1946)
J. Royal Statist. Soc
, vol.B8
, pp. 27-41
-
-
Bartlett, M.S.1
-
33
-
-
0004086329
-
-
Cambridge University Press, Cambridge
-
Bartlett, M. S., Stochastic Processes, Cambridge University Press, Cambridge, 1955.
-
(1955)
Stochastic Processes
-
-
Bartlett, M.S.1
-
34
-
-
0030554449
-
Relationship between missing data likelihoods and complete restricted data likelihoods for regression time series models: An application to total ozone data
-
Basu, S. and G. C. Reinsel, "Relationship between missing data likelihoods and complete restricted data likelihoods for regression time series models: An application to total ozone data," Appl. Statist., 45, 63-72, 1996.
-
(1996)
Appl. Statist
, vol.45
, pp. 63-72
-
-
Basu, S.1
Reinsel, G.C.2
-
35
-
-
0003246268
-
Signal extraction for nonstationary time series
-
Correction 19, 2280, 1991
-
Bell, W., "Signal extraction for nonstationary time series," Ann. Statist., 12, 646-664, 1984; "Correction," 19, 2280, 1991.
-
(1984)
Ann. Statist
, vol.12
, pp. 646-664
-
-
Bell, W.1
-
36
-
-
84911608689
-
A note on overdifferencing and the equivalence of seasonal time series models with monthly means and models with (0,1,1)12 seasonal parts when =1
-
Bell, W., "A note on overdifferencing and the equivalence of seasonal time series models with monthly means and models with (0,1,1)12 seasonal parts when =1," J. Business Econom. Statist., 5, 383-387, 1987.
-
(1987)
J. Business Econom. Statist
, vol.5
, pp. 383-387
-
-
Bell, W.1
-
37
-
-
0040792999
-
Modeling time series with calendar variation
-
Bell, W. R. and S. C. Hillmer, "Modeling time series with calendar variation," J. Am. Statist. Assoc., 78, 526-534, 1983.
-
(1983)
J. Am. Statist. Assoc
, vol.78
, pp. 526-534
-
-
Bell, W.R.1
Hillmer, S.C.2
-
40
-
-
0000592702
-
Maximum likelihood estimation of the differencing parameter for invertible short and long memory autoregressive integrated moving average models,
-
Beran, J., "Maximum likelihood estimation of the differencing parameter for invertible short and long memory autoregressive integrated moving average models," J. Royal Statist. Soc., B57, 659-672, 1995.
-
(1995)
J. Royal Statist. Soc
, vol.B57
, pp. 659-672
-
-
Beran, J.1
-
41
-
-
0023400187
-
Constrained minimum variance controllers: Internal model structure and robustness properties
-
Bergh, L. G. and J. F. MacGregor, "Constrained minimum variance controllers: Internal model structure and robustness properties," Ind. Eng. Chem. Res., 26, 1558-1564, 1987.
-
(1987)
Ind. Eng. Chem. Res
, vol.26
, pp. 1558-1564
-
-
Bergh, L.G.1
MacGregor, J.F.2
-
42
-
-
84963043564
-
On the theory of testing for unit roots in observed time series
-
Bhargava, A., "On the theory of testing for unit roots in observed time series," Rev. Econ. Stud., 53, 369-384, 1986.
-
(1986)
Rev. Econ. Stud
, vol.53
, pp. 369-384
-
-
Bhargava, A.1
-
43
-
-
84857763072
-
Effectiveness of seat belt legislation on the Queensland road toll-an Australian case study in intervention analysis
-
Bhattacharyya, M. N. and A. P. Layton, "Effectiveness of seat belt legislation on the Queensland road toll-an Australian case study in intervention analysis," J. Am. Statist. Assoc., 74, 596-603, 1979.
-
(1979)
J. Am. Statist. Assoc
, vol.74
, pp. 596-603
-
-
Bhattacharyya, M.N.1
Layton, A.P.2
-
45
-
-
0001755446
-
On the foundations of statistical inference
-
Birnbaum, A., "On the foundations of statistical inference," J. Am. Statist. Assoc., 57, 269-306, 1962.
-
(1962)
J. Am. Statist. Assoc
, vol.57
, pp. 269-306
-
-
Birnbaum, A.1
-
46
-
-
42449156579
-
Generalized autoregressive conditional heteroskedasticity
-
Bollerslev, T., "Generalized autoregressive conditional heteroskedasticity," J. Econometrics, 31, 307-327, 1986.
-
(1986)
J. Econometrics
, vol.31
, pp. 307-327
-
-
Bollerslev, T.1
-
48
-
-
84916821675
-
Use and abuse of regression
-
Box, G. E. P., "Use and abuse of regression," Technometrics, 8, 625-629, 1966.
-
(1966)
Technometrics
, vol.8
, pp. 625-629
-
-
Box, P.G.E.1
-
49
-
-
0001135785
-
Sampling and Bayes' inference in scientific modelling and robustness,
-
Box, G. E. P., "Sampling and Bayes' inference in scientific modelling and robustness," J. Royal Statist. Soc., A143, 383-430, 1980.
-
(1980)
J. Royal Statist. Soc
, vol.A143
, pp. 383-430
-
-
Box, P.G.E.1
-
50
-
-
84949162374
-
Feedback control by manual adjustment,
-
Box, G. E. P., "Feedback control by manual adjustment," Quality Engrg., 4(1), 143-151, 1991.
-
(1991)
Quality Engrg
, vol.4
, Issue.1
, pp. 143-151
-
-
Box, P.G.E.1
-
51
-
-
84948279050
-
Bounded adjustment charts,
-
Box, G. E. P., "Bounded adjustment charts," Quality Engrg., 4(a), 331-338, 1991.
-
(1991)
Quality Engrg
, vol.4
, pp. 331-338
-
-
Box, P.G.E.1
-
52
-
-
0000133998
-
An analysis of transformations,
-
Box, G. E. P. and D. R. Cox, "An analysis of transformations," J. Royal Statist. Soc., B26, 211-243, 1964.
-
(1964)
J. Royal Statist. Soc
, vol.B26
, pp. 211-243
-
-
Box, G.E.P.1
Cox, D.R.2
-
53
-
-
0000863827
-
The Bayesian estimation of common parameters from several responses
-
Box, G. E. P. and N. R. Draper, "The Bayesian estimation of common parameters from several responses," Biometrika, 52, 355-365, 1965.
-
(1965)
Biometrika
, vol.52
, pp. 355-365
-
-
Box, G.E.P.1
Draper, N.R.2
-
54
-
-
0011302720
-
The experimental study of physical mechanisms
-
Box, G. E. P. and W. G. Hunter, "The experimental study of physical mechanisms," Technometrics, 7, 23-42, 1965.
-
(1965)
Technometrics
, vol.7
, pp. 23-42
-
-
Box, G.E.P.1
Hunter, W.G.2
-
55
-
-
85023785517
-
-
and J. S. Hunter, Statistics for Experimenters, Wiley, New York
-
Box, G. E. P., W. G. Hunter, and J. S. Hunter, Statistics for Experimenters, Wiley, New York, 1978.
-
(1978)
W. G. Hunter
-
-
Box, P.G.E.1
-
56
-
-
0000638802
-
Further contributions to adaptive quality control: Simultaneous estimation of dynamics: Non-zero costs,
-
34th Session Ottawa
-
Box, G. E. P. and G. M. Jenkins, "Further contributions to adaptive quality control: Simultaneous estimation of dynamics: Non-zero costs," Bull. Internat. Statist. Inst., 34th Session, Ottawa, Canada, 1963, pp. 943-974.
-
(1963)
Bull. Internat. Statist. Inst
, pp. 943-974
-
-
Box, G.E.P.1
Jenkins, G.M.2
-
57
-
-
10844274425
-
Discrete models for feedback and feedforward control
-
ed. D. G. Watts, Academic, New York
-
Box, G. E. P. and G. M. Jenkins, "Discrete models for feedback and feedforward control," in The Future of Statistics, ed. D. G. Watts, Academic, New York, 1968, pp. 201-240.
-
(1968)
The Future of Statistics
, pp. 201-240
-
-
Box, G.E.P.1
Jenkins, G.M.2
-
58
-
-
0002973528
-
Some recent advances in forecasting and control, I
-
Box, G. E. P. and G. M. Jenkins, "Some recent advances in forecasting and control, I," Appl. Statist., 17, 91-109, 1968.
-
(1968)
Appl. Statist
, vol.17
, pp. 91-109
-
-
Box, G.E.P.1
Jenkins, G.M.2
-
59
-
-
3042557005
-
Discrete models for forecasting and control
-
A. R. Meaham and R. A. Hudson, Pergamon, Elmsford, NY
-
Box, G. E. P. and G. M. Jenkins, "Discrete models for forecasting and control," in Encyclopaedia of Linguistics, Information and Control, eds. A. R. Meaham and R. A. Hudson, Pergamon, Elmsford, NY, 1969, p. 162.
-
(1969)
Encyclopaedia of Linguistics, Information and Control
, pp. 162
-
-
Box, G.E.P.1
Jenkins, G.M.2
-
60
-
-
0005382717
-
Some statistical aspects of adaptive optimization and control,
-
Box, G. E. P. and G. M. Jenkins, "Some statistical aspects of adaptive optimization and control," J. Royal Statist. Soc., B24, 297-331, 1962.
-
(1962)
J. Royal Statist. Soc
, vol.B24
, pp. 297-331
-
-
Box, G.E.P.1
Jenkins, G.M.2
-
61
-
-
3042521773
-
Mathematical models for adaptive control and optimization
-
Box, G. E. P. and G. M. Jenkins, "Mathematical models for adaptive control and optimization", AIChE. J. Chem. E Symp. Ser., 4, 61, 1965.
-
(1965)
AIChE. J. Chem. E Symp. Ser
, vol.4
, Issue.61
-
-
Box, G.E.P.1
Jenkins, G.M.2
-
62
-
-
0005191320
-
Time Series Analysis: Forecasting Control
-
San Francisco
-
Box G. E. P. and G. M. Jenkins, Time Series Analysis: Forecasting and Control, rev. ed., Holden-Day, San Francisco, 1976.
-
(1976)
Holden-Day
-
-
Box, G.E.P.1
Jenkins, G.M.2
-
63
-
-
84894279519
-
Models for forecasting seasonal nonseasonal time series
-
B. Harris Wiley New York
-
Box, G. E. P., G. M. Jenkins, and D. W. Bacon, "Models for forecasting seasonal and nonseasonal time series," in Spectral Analysis of Time Series, ed. B. Harris, Wiley, New York, 1967, pp. 271-311.
-
(1967)
Spectral Analysis of Time Series
, pp. 271-311
-
-
Box, G.E.P.1
Jenkins, G.M.2
Bacon, D.W.3
-
64
-
-
0016329266
-
Some recent advances in forecasting and control, Part II
-
Box, G. E. P., G. M. Jenkins, and J. F. MacGregor, "Some recent advances in forecasting and control, Part II," Appl. Statist., 23, 158-179, 1974.
-
(1974)
Appl. Statist
, vol.23
, pp. 158-179
-
-
Box, G.E.P.1
Jenkins, G.M.2
MacGregor, J.F.3
-
65
-
-
84914976143
-
Least squares analysis with a dynamic model
-
Technical Report 105, Department of Statistics, University of Wisconsin-Madison
-
Box, G. E. P., G. M. Jenkins, and D. W. Wichern, "Least squares analysis with a dynamic model," Technical Report 105, Department of Statistics, University of Wisconsin-Madison, 1967.
-
(1967)
-
-
Box, G.E.P.1
Jenkins, G.M.2
Wichern, D.W.3
-
66
-
-
84893529721
-
Statistical process monitoring and feedback adjustments-a discussion
-
Box, G. E. P. and T. Kramer, "Statistical process monitoring and feedback adjustments-a discussion," Technometrics, 34, 251-285, 1992.
-
(1992)
Technometrics
, vol.34
, pp. 251-285
-
-
Box, G.E.P.1
Kramer, T.2
-
67
-
-
85023783162
-
Charts for optimal feedback control with recursive sampling and adjustment
-
University of Wisconsin-Madison
-
Box, G. E. P. and A. Luceno, "Charts for optimal feedback control with recursive sampling and adjustment," Report 89, Center for Quality and Productivity Improvement, University of Wisconsin-Madison, 1993.
-
(1993)
Center for Quality and Productivity Improvement
-
-
Box, G.E.P.1
Luceno, A.2
-
68
-
-
0016094763
-
The analysis of closed-loop dynamic stochastic systems
-
Box, G. E. P. and J. F. MacGregor, "The analysis of closed-loop dynamic stochastic systems," Technometrics, 16, 391-398, 1974.
-
(1974)
Technometrics
, vol.16
, pp. 391-398
-
-
Box, G.E.P.1
MacGregor, J.F.2
-
69
-
-
0344663257
-
Parameter estimation with closed-loop operating data
-
Box, G. E. P. and J. F. MacGregor, "Parameter estimation with closed-loop operating data," Technometrics, 18, 371-380, 1976.
-
(1976)
Technometrics
, vol.18
, pp. 371-380
-
-
Box, G.E.P.1
MacGregor, J.F.2
-
70
-
-
84945595789
-
Distribution of residual autocorrelations in autoregressive-integrated moving average time series models
-
Box, G. E. P. and D. A. Pierce, "Distribution of residual autocorrelations in autoregressive-integrated moving average time series models," J. Am. Statist. Assoc., 65, 1509-1526, 1970.
-
(1970)
J. Am. Statist. Assoc
, vol.65
, pp. 1509-1526
-
-
Box, G.E.P.1
Pierce, D.A.2
-
72
-
-
0344654038
-
-
Addison-Wesley, Reading, MA
-
Box, G. E. P. and G. C. Tiao, Bayesian Inference, Addison-Wesley, Reading, MA, 1973.
-
(1973)
Bayesian Inference
-
-
Box, G.E.P.1
Tiao, G.C.2
-
73
-
-
84950643380
-
Intervention analysis with applications to economic and environmental problems
-
Box, G. E. P. and G. C. Tiao, "Intervention analysis with applications to economic and environmental problems," J. Am. Statist. Assoc., 70, 70-79, 1975.
-
(1975)
J. Am. Statist. Assoc
, vol.70
, pp. 70-79
-
-
Box, G.E.P.1
Tiao, G.C.2
-
74
-
-
0017242910
-
Comparison of forecast and actuality
-
Box, G. E. P. and G. C. Tiao, "Comparison of forecast and actuality," Appl. Statist., 25, 195-200, 1976.
-
(1976)
Appl. Statist
, vol.25
, pp. 195-200
-
-
Box, G.E.P.1
Tiao, G.C.2
-
75
-
-
0005645781
-
Multiparameter problems from a Bayesian point of view
-
Box, G. E. P. and G. C. Tiao, "Multiparameter problems from a Bayesian point of view," Ann. Math. Statist., 36, 1468-1482, 1965.
-
(1965)
Ann. Math. Statist
, vol.36
, pp. 1468-1482
-
-
Box, G.E.P.1
Tiao, G.C.2
-
76
-
-
79951607324
-
Dynamic equations for economic forecasting with the G.D.P.-unemployment relation and the growth of G.D.P. In the United Kingdom as an example,
-
Bray, J., "Dynamic equations for economic forecasting with the G.D.P.-unemployment relation and the growth of G.D.P. In the United Kingdom as an example," J. Royal Statist. Soc., A134, 167-209, 1971.
-
(1971)
J. Royal Statist. Soc
, vol.A134
, pp. 167-209
-
-
Bray, J.1
-
77
-
-
0005300674
-
Correlation analysis of process dynamics using pseudo-random binary test perturbations,
-
Advances in Automatic Control Paper Nottingham, UK, April
-
Briggs, P. A. N., P. H. Hammond, M. T. G. Hughes, and G. O. Plumb, "Correlation analysis of process dynamics using pseudo-random binary test perturbations," Inst. Mech. Eng., Advances in Automatic Control , Paper 7, Nottingham, UK, April 1965.
-
(1965)
Inst. Mech. Eng
-
-
Briggs, P.A.N.1
Hammond, P.H.2
Hughes, M.T.G.3
Plumb, G.O.4
-
79
-
-
56449111759
-
-
Forecasting and Prediction of Discrete Time Series, Prentice-Hall, Englewood Cliffs, NJ
-
Brown, R. G., Smoothing, Forecasting and Prediction of Discrete Time Series, Prentice-Hall, Englewood Cliffs, NJ, 1962.
-
(1962)
Smoothing
-
-
Brown, R.G.1
-
80
-
-
0001097933
-
The fundamental theorem of exponential smoothing
-
Brown, R. G. and R. F. Meyer, "The fundamental theorem of exponential smoothing," Operations Res., 9, 673-685, 1961.
-
(1961)
Operations Res
, vol.9
, pp. 673-685
-
-
Brown, R.G.1
Meyer, R.F.2
-
81
-
-
0017244238
-
Interpolating time series with applications to the estimation of holiday effects on electricity demand
-
Brubacher, S. R. and G. Tunnicliffe Wilson, "Interpolating time series with applications to the estimation of holiday effects on electricity demand," Appl. Statist., 25, 107-116, 1976.
-
(1976)
Appl. Statist
, vol.25
, pp. 107-116
-
-
Brubacher, S.R.1
Tunnicliffe Wilson, G.2
-
82
-
-
0000057285
-
Leave-k-out diagnostics for time series (with discussion)
-
Bruce A. G. and R. D. Martin, "Leave-k-out diagnostics for time series" (with discussion), J. Royal Statist. Soc., B51, 363-424, 1989.
-
(1989)
J. Royal Statist. Soc
, vol.B51
, pp. 363-424
-
-
Bruce, A.G.1
Martin, R.D.2
-
83
-
-
0001403934
-
Limiting distributions of least squares estimates of unstable autoregressive processes
-
Chan N. H. and C. Z. Wei, "Limiting distributions of least squares estimates of unstable autoregressive processes," Ann. Statist., 16, 367-401, 1988.
-
(1988)
Ann. Statist
, vol.16
, pp. 367-401
-
-
Chan, N.H.1
Wei, C.Z.2
-
84
-
-
0024012372
-
Estimation of time series parameters in the presence of outliers
-
Chang, I., G. C. Tiao, and C. Chen, "Estimation of time series parameters in the presence of outliers," Technometrics, 30, 193-204, 1988.
-
(1988)
Technometrics
, vol.30
, pp. 193-204
-
-
Chang, I.1
Tiao, G.C.2
Chen, C.3
-
85
-
-
0011798831
-
Inverse autocorrelations,
-
Chatfield, C., "Inverse autocorrelations," J. Royal Statist. Soc., A142, 363-377, 1979.
-
(1979)
J. Royal Statist. Soc
, vol.A142
, pp. 363-377
-
-
Chatfield, C.1
-
86
-
-
0442293853
-
Bias reduction of autoregressive estimates in time series regression model through restricted maximum likelihood
-
Cheang, W. K. and G. C. Reinsel, "Bias reduction of autoregressive estimates in time series regression model through restricted maximum likelihood," J. Am. Statist. Assoc., 95, 1173-1184, 2000.
-
(2000)
J. Am. Statist. Assoc
, vol.95
, pp. 1173-1184
-
-
Cheang, W.K.1
Reinsel, G.C.2
-
87
-
-
0037382592
-
Finite sample properties of ML and REML estimators in time series regression models with long memory noise
-
Cheang W. K. and G. C. Reinsel, "Finite sample properties of ML and REML estimators in time series regression models with long memory noise," J. Statist. Comput. Simul., 73, 233-259, 2003.
-
(2003)
J. Statist. Comput. Simul
, vol.73
, pp. 233-259
-
-
Cheang, W.K.1
Reinsel, G.C.2
-
88
-
-
21144473917
-
Joint estimation of model parameters and outlier effects in time series
-
Chen, C. and L.-M. Liu, "Joint estimation of model parameters and outlier effects in time series," J. Am. Statist. Assoc., 88, 284-297, 1993.
-
(1993)
J. Am. Statist. Assoc
, vol.88
, pp. 284-297
-
-
Chen, C.1
Liu, L.-M.2
-
89
-
-
84910792739
-
Random level shift time series models, ARIMA approximation, and level shift detection
-
Chen, C. and G. C. Tiao, "Random level shift time series models, ARIMA approximation, and level shift detection," J. Business Econom. Statist., 8, 170-186, 1990.
-
(1990)
J. Business Econom. Statist
, vol.8
, pp. 170-186
-
-
Chen, C.1
Tiao, G.C.2
-
90
-
-
21144474543
-
Nonlinear additive ARX models
-
Chen, R. and R. S. Tsay, "Nonlinear additive ARX models," J. Am. Statist. Assoc., 88, 955-967, 1993.
-
(1993)
J. Am. Statist. Assoc
, vol.88
, pp. 955-967
-
-
Chen, R.1
Tsay, R.S.2
-
91
-
-
0015343221
-
The inverse autocorrelations of a time series and their applications
-
Cleveland, W. S., "The inverse autocorrelations of a time series and their applications," Technometrics, 14, 277-293, 1972.
-
(1972)
Technometrics
, vol.14
, pp. 277-293
-
-
Cleveland, W.S.1
-
92
-
-
0017743528
-
A note on the estimation of the parameters of the autoregressive moving average process
-
Cooper, D. M. and R. Thompson, "A note on the estimation of the parameters of the autoregressive moving average process," Biometrika, 64, 625-628, 1977.
-
(1977)
Biometrika
, vol.64
, pp. 625-628
-
-
Cooper, D.M.1
Thompson, R.2
-
93
-
-
84986804746
-
Identifying multivariate time series models
-
Cooper D. M. and E. F. Wood, "Identifying multivariate time series models," J. Time Ser. Anal., 3, 153-164, 1982.
-
(1982)
J. Time Ser. Anal
, vol.3
, pp. 153-164
-
-
Cooper, D.M.1
Wood, E.F.2
-
94
-
-
0001613054
-
The multivariate t -distribution associated with a set of normal sample deviates
-
Cornish, E. A., "The multivariate t -distribution associated with a set of normal sample deviates," Austral. J. Phys., 7, 531, 1954.
-
(1954)
Austral. J. Phys
, vol.7
, pp. 531
-
-
Cornish, E.A.1
-
95
-
-
0001574653
-
Prediction by exponentially weighted moving averages and related methods,
-
Cox, D. R., "Prediction by exponentially weighted moving averages and related methods," J. Royal Statist. Soc., B23, 414-422, 1961.
-
(1961)
J. Royal Statist. Soc
, vol.B23
, pp. 414-422
-
-
Cox, D.R.1
-
96
-
-
0002308650
-
Interpolating missing values in a time series
-
Damsleth, E., "Interpolating missing values in a time series," Scand. J. Statist., 7, 33-39, 1980.
-
(1980)
Scand. J. Statist
, vol.7
, pp. 33-39
-
-
Damsleth, E.1
-
97
-
-
84894519856
-
Use of half-normal plots in interpreting factorial two-level experiments
-
Daniel, C., "Use of half-normal plots in interpreting factorial two-level experiments," Technometrics, 1, 311-341, 1959.
-
(1959)
Technometrics
, vol.1
, pp. 311-341
-
-
Daniel, C.1
-
98
-
-
0001095181
-
The approximate distribution of serial correlation coefficients
-
Daniels, H. E., "The approximate distribution of serial correlation coefficients," Biometrika, 43, 169-185, 1956.
-
(1956)
Biometrika
, vol.43
, pp. 169-185
-
-
Daniels, H.E.1
-
99
-
-
0017743523
-
Significance levels of the Box-Pierce portmanteau statistic in finite samples
-
Davies, N., C. M. Triggs, and P. Newbold, "Significance levels of the Box-Pierce portmanteau statistic in finite samples," Biometrika, 64, 517-522, 1977.
-
(1977)
Biometrika
, vol.64
, pp. 517-522
-
-
Davies, N.1
Triggs, C.M.2
Newbold, P.3
-
100
-
-
0040830181
-
Vector linear time series models: Corrections and extensions
-
Deistler, M., W. Dunsmuir, and E. J. Hannan, "Vector linear time series models: Corrections and extensions," Adv. Appl. Probab., 10, 360-372, 1978.
-
(1978)
Adv. Appl. Probab
, vol.10
, pp. 360-372
-
-
Deistler, M.1
Dunsmuir, W.2
Hannan, E.J.3
-
101
-
-
0003964033
-
-
Center for Advanced Engineering Study, MIT, Cambridge, MA
-
Deming, W. E., Out of the Crisis, Center for Advanced Engineering Study, MIT, Cambridge, MA, 1986.
-
(1986)
Out of the Crisis
-
-
Deming, W.E.1
-
102
-
-
11244342740
-
A Monte Carlo study of autoregressive integrated moving average processes
-
Dent, W. and A. S. Min, "A Monte Carlo study of autoregressive integrated moving average processes," J. Econometrics, 7, 23-55, 1978.
-
(1978)
J. Econometrics
, vol.7
, pp. 23-55
-
-
Dent, W.1
Min, A.S.2
-
103
-
-
84952491884
-
Unit roots in time series models: Tests and implications
-
Dickey, D. A., W. R. Bell, and R. B. Miller, "Unit roots in time series models: Tests and implications," Am. Statist., 40, 12-26, 1986.
-
(1986)
Am. Statist
, vol.40
, pp. 12-26
-
-
Dickey, D.A.1
Bell, W.R.2
Miller, R.B.3
-
104
-
-
85036258669
-
Distribution of the estimates for autoregressive time series with a unit root
-
Dickey, D. A. and W. A. Fuller, "Distribution of the estimates for autoregressive time series with a unit root," J. Am. Statist. Assoc., 74, 427-431, 1979.
-
(1979)
J. Am. Statist. Assoc
, vol.74
, pp. 427-431
-
-
Dickey, D.A.1
Fuller, W.A.2
-
105
-
-
35248821084
-
Determining the order of differencing in autoregressive processes
-
Dickey, D. A. and S. G. Pantula, "Determining the order of differencing in autoregressive processes," J. Business Econom. Statist., 5, 455-461, 1987.
-
(1987)
J. Business Econom. Statist
, vol.5
, pp. 455-461
-
-
Dickey, D.A.1
Pantula, S.G.2
-
108
-
-
0000777364
-
A bivariate generalization of Student's t -distribution, with tables for certain special cases
-
Dunnett C. W. and M. Sobel, "A bivariate generalization of Student's t -distribution, with tables for certain special cases," Biometrika, 41, 153-169, 1954.
-
(1954)
Biometrika
, vol.41
, pp. 153-169
-
-
Dunnett, C.W.1
Sobel, M.2
-
109
-
-
0000734115
-
Vector linear time series models
-
Dunsmuir,W. and E. J. Hannan, "Vector linear time series models," Adv. Appl. Probab., 8, 339-364, 1976.
-
(1976)
Adv. Appl. Probab
, vol.8
, pp. 339-364
-
-
Dunsmuir, W.1
Hannan, E.J.2
-
110
-
-
0000250861
-
The fitting of time-series models
-
Durbin, J., "The fitting of time-series models," Rev. Internat. Statist. Inst., 28, 233-244, 1960.
-
(1960)
Rev. Internat. Statist. Inst
, vol.28
, pp. 233-244
-
-
Durbin, J.1
-
111
-
-
0000208041
-
Testing for serial correlation in least-squares regression when some of the regressors are lagged dependent variables
-
Durbin, J., "Testing for serial correlation in least-squares regression when some of the regressors are lagged dependent variables," Econometrica, 38, 410-421, 1970.
-
(1970)
Econometrica
, vol.38
, pp. 410-421
-
-
Durbin, J.1
-
112
-
-
84913639069
-
An alternative to the bounds test for testing for serial correlation in least-squares regression
-
Durbin, J., "An alternative to the bounds test for testing for serial correlation in least-squares regression," Econometrica, 38, 422-429, 1970.
-
(1970)
Econometrica
, vol.38
, pp. 422-429
-
-
Durbin, J.1
-
113
-
-
0030356207
-
Efficient tests for an autoregressive unit root
-
Elliott, G., T. J. Rothenberg, and J. H. Stock, "Efficient tests for an autoregressive unit root," Econometrica, 64, 813-836, 1996.
-
(1996)
Econometrica
, vol.64
, pp. 813-836
-
-
Elliott, G.1
Rothenberg, T.J.2
Stock, J.H.3
-
114
-
-
0000051984
-
Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
-
Engle, R. F., "Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation," Econometrica, 50, 987-1008, 1982.
-
(1982)
Econometrica
, vol.50
, pp. 987-1008
-
-
Engle, R.F.1
-
115
-
-
0001005120
-
Estimates of the variance of U.S. inflation based on the ARCH model
-
Engle, R. F., "Estimates of the variance of U.S. inflation based on the ARCH model," J. Money Credit Banking, 15, 286-301, 1983.
-
(1983)
J. Money Credit Banking
, vol.15
, pp. 286-301
-
-
Engle, R.F.1
-
116
-
-
84963146757
-
Modeling the persistence of conditional variances
-
Engle, R. F. and T. Bollerslev, "Modeling the persistence of conditional variances," Econom. Rev., 5, 1-50, 1986.
-
(1986)
Econom. Rev
, vol.5
, pp. 1-50
-
-
Engle, R.F.1
Bollerslev, T.2
-
117
-
-
0000013567
-
Co-integration and error correction: Representation, estimation, and testing
-
Engle, R. F. and C.W. J. Granger, "Co-integration and error correction: Representation, estimation, and testing," Econometrica, 55, 251-276, 1987.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
118
-
-
0011629779
-
Multiperiod forecast error variances of inflation estimated from ARCH models
-
A. Zellner, Bureau of the Census, Washington, DC
-
Engle, R. F. and D. Kraft, "Multiperiod forecast error variances of inflation estimated from ARCH models," in Applied Time Series Analysis of Economic Data, ed. A. Zellner, Bureau of the Census, Washington, DC, 1983, pp. 293-302.
-
(1983)
Applied Time Series Analysis of Economic Data
, pp. 293-302
-
-
Engle, R.F.1
Kraft, D.2
-
119
-
-
0000398287
-
An application of Box-Jenkins methodology to the control of gluten addition in a flour mill
-
Fearn, T. and P. I. Maris, "An application of Box-Jenkins methodology to the control of gluten addition in a flour mill," Appl. Statist., 40, 477-484, 1991.
-
(1991)
Appl. Statist
, vol.40
, pp. 477-484
-
-
Fearn, T.1
Maris, P.I.2
-
121
-
-
0000033779
-
Outliers in time series,
-
Fox, A. J., "Outliers in time series," J. Royal Statist. Soc., B34, 350-363, 1972.
-
(1972)
J. Royal Statist. Soc
, vol.B34
, pp. 350-363
-
-
Fox, A.J.1
-
123
-
-
0010162709
-
Algorithm AS 154. an algorithm for exact maximum likelihood estimation of autoregressive-moving average models by means of Kalman filtering
-
Gardner, G., A. C. Harvey, and G. D. A. Phillips, "Algorithm AS 154. an algorithm for exact maximum likelihood estimation of autoregressive-moving average models by means of Kalman filtering," Appl. Statist., 29, 311-322, 1980.
-
(1980)
Appl. Statist
, vol.29
, pp. 311-322
-
-
Gardner, G.1
Harvey, A.C.2
Phillips, G.D.A.3
-
124
-
-
0000157472
-
The prediction of time series with trends and seasonalities
-
Gersch, W. and G. Kitagawa, "The prediction of time series with trends and seasonalities," J. Business Econom. Statist., 1, 253-264, 1983.
-
(1983)
J. Business Econom. Statist
, vol.1
, pp. 253-264
-
-
Gersch, W.1
Kitagawa, G.2
-
125
-
-
84986759400
-
The estimation and application of long memory time series models
-
Geweke, J. and S. Porter-Hudak, "The estimation and application of long memory time series models," J. Time Ser. Anal., 4, 221-238, 1983.
-
(1983)
J. Time Ser. Anal
, vol.4
, pp. 221-238
-
-
Geweke, J.1
Porter-Hudak, S.2
-
126
-
-
0018409078
-
Testing the adequacy of a time series model
-
Godfrey, L. G., "Testing the adequacy of a time series model," Biometrika, 66, 67-72, 1979.
-
(1979)
Biometrika
, vol.66
, pp. 67-72
-
-
Godfrey, L.G.1
-
128
-
-
84986792205
-
An introduction to long-memory time series models and fractional differencing
-
Granger C. W. J. and R. Joyeux, "An introduction to long-memory time series models and fractional differencing," J. Time Ser. Anal., 1, 15-29, 1980.
-
(1980)
J. Time Ser. Anal
, vol.1
, pp. 15-29
-
-
Granger, C.W.J.1
Joyeux, R.2
-
129
-
-
0002689906
-
A new approach to ARMA modelling,
-
Gray, H. L., G. D. Kelley, and D. D. McIntire, "A new approach to ARMA modelling," Comm. Statist., B7, 1-77, 1978.
-
(1978)
Comm. Statist
, vol.B7
, pp. 1-77
-
-
Gray, H.L.1
Kelley, G.D.2
McIntire, D.D.3
-
131
-
-
77956887690
-
Modeling nonlinear vibrations using an amplitude-dependent autoregressive time series model
-
Haggan, V. and T. Ozaki, "Modeling nonlinear vibrations using an amplitude-dependent autoregressive time series model," Biometrika, 68, 189-196, 1981.
-
(1981)
Biometrika
, vol.68
, pp. 189-196
-
-
Haggan, V.1
Ozaki, T.2
-
134
-
-
0003410290
-
-
Princeton University Press, Princeton, NJ
-
Hamilton, J. D., Time Series Analysis, Princeton University Press, Princeton, NJ, 1994.
-
(1994)
Time Series Analysis
-
-
Hamilton, J.D.1
-
138
-
-
85024652279
-
Estimation of vector ARMAX models
-
Hannan, E. J., W. M. Dunsmuir, and M. Deistler, "Estimation of vector ARMAX models," J. Multivariate Anal., 10, 275-295, 1979.
-
(1979)
J. Multivariate Anal
, vol.10
, pp. 275-295
-
-
Hannan, E.J.1
Dunsmuir, W.M.2
Deistler, M.3
-
139
-
-
0000908767
-
Multivariate linear time series models
-
Hannan, E. J. and L. Kavalieris, "Multivariate linear time series models," Adv. Appl. Probab., 16, 492-561, 1984.
-
(1984)
Adv. Appl. Probab
, vol.16
, pp. 492-561
-
-
Hannan, E.J.1
Kavalieris, L.2
-
140
-
-
0000263475
-
The determination of the order of an autoregression,
-
Hannan, E. J. and B. G. Quinn, "The determination of the order of an autoregression," J. Royal Statist. Soc., B41, 190-195, 1979.
-
(1979)
J. Royal Statist. Soc
, vol.B41
, pp. 190-195
-
-
Hannan, E.J.1
Quinn, B.G.2
-
141
-
-
0000493811
-
Recursive estimation of mixed autoregressive moving average order
-
Correction, 70, 303, 1983
-
Hannan, E. J. and J. Rissanen, "Recursive estimation of mixed autoregressive moving average order," Biometrika, 69, 81-94, 1982. Correction, 70, 303, 1983.
-
(1982)
Biometrika
, vol.69
, pp. 81-94
-
-
Hannan, E.J.1
Rissanen, J.2
-
142
-
-
0020149509
-
An overview of discrete stochastic controllers: Generalized PID algorithms with dead-time compensation
-
Harris, T. J., J. F. MacGregor, and J. D. Wright, "An overview of discrete stochastic controllers: Generalized PID algorithms with dead-time compensation," Canad. J. Chem. Engrg., 60, 425-432, 1982.
-
(1982)
Canad. J. Chem. Engrg
, vol.60
, pp. 425-432
-
-
Harris, T.J.1
MacGregor, J.F.2
Wright, J.D.3
-
143
-
-
0010177004
-
Short-term sales forecasting
-
Harrison, P. J., "Short-term sales forecasting," Appl. Statist., 14, 102-139, 1965.
-
(1965)
Appl. Statist
, vol.14
, pp. 102-139
-
-
Harrison, P.J.1
-
144
-
-
84986776478
-
Finite sample prediction and overdifferencing
-
Harvey, A. C., "Finite sample prediction and overdifferencing," J. Time Ser. Anal., 2, 221-232, 1981.
-
(1981)
J. Time Ser. Anal
, vol.2
, pp. 221-232
-
-
Harvey, A.C.1
-
145
-
-
1542578196
-
-
Structural Time Series Models and the Kalman Filter, Cambridge University Press, Cambridge
-
Harvey, A. C., Forecasting, Structural Time Series Models and the Kalman Filter, Cambridge University Press, Cambridge, 1989.
-
(1989)
Forecasting
-
-
Harvey, A.C.1
-
146
-
-
0018424432
-
Maximum likelihood estimation of regression models with autoregressive-moving average disturbances
-
Harvey A. C. and G. D. A. Phillips, "Maximum likelihood estimation of regression models with autoregressive-moving average disturbances," Biometrika, 66, 49-58, 1979.
-
(1979)
Biometrika
, vol.66
, pp. 49-58
-
-
Harvey, A.C.1
Phillips, G.D.A.2
-
147
-
-
0002561963
-
Estimating missing observations in economic time series
-
Harvey A. C. and R. G. Pierse, "Estimating missing observations in economic time series," J. Am. Statist. Assoc., 79, 125-131, 1984.
-
(1984)
J. Am. Statist. Assoc
, vol.79
, pp. 125-131
-
-
Harvey, A.C.1
Pierse, R.G.2
-
148
-
-
84952213852
-
Forecasting economic time series with structural and Box-Jenkins models: A case study
-
Harvey A. C. and P. H. J. Todd, "Forecasting economic time series with structural and Box-Jenkins models: A case study," J. Business Econom. Statist., 1, 299-307, 1983.
-
(1983)
J. Business Econom. Statist
, vol.1
, pp. 299-307
-
-
Harvey, A.C.1
Todd, P.H.J.2
-
149
-
-
85041975654
-
Bayesian inference for variance components using only error contrasts
-
Harville, D. A., "Bayesian inference for variance components using only error contrasts," Biometrika, 61, 383-385, 1974.
-
(1974)
Biometrika
, vol.61
, pp. 383-385
-
-
Harville, D.A.1
-
150
-
-
84890913931
-
Maximum likelihood approaches to variance component estimation and to related problems
-
Harville, D. A., "Maximum likelihood approaches to variance component estimation and to related problems," J. Am. Statist. Assoc., 72, 320-340, 1977.
-
(1977)
J. Am. Statist. Assoc
, vol.72
, pp. 320-340
-
-
Harville, D.A.1
-
151
-
-
84950630088
-
Identification of dynamic regression (distributed lag) models connecting two time series
-
Haugh L. D. and G. E. P. Box, "Identification of dynamic regression (distributed lag) models connecting two time series," J. Am. Statist. Assoc., 72, 121-130, 1977.
-
(1977)
J. Am. Statist. Assoc
, vol.72
, pp. 121-130
-
-
Haugh, L.D.1
Box, G.E.P.2
-
152
-
-
0033176771
-
Maximum likelihood estimators for ARMA and ARFIMA models: A Monte Carlo study
-
Hauser, M. A., "Maximum likelihood estimators for ARMA and ARFIMA models: A Monte Carlo study," J. Statist. Planning Inference, 80, 229-255, 1999.
-
(1999)
J. Statist. Planning Inference
, vol.80
, pp. 229-255
-
-
Hauser, M.A.1
-
153
-
-
84948316418
-
Likelihood function of stationary multiple autoregressive moving average models
-
Hillmer S. C. and G. C. Tiao, "Likelihood function of stationary multiple autoregressive moving average models," J. Am. Statist. Assoc., 74, 652-660, 1979.
-
(1979)
J. Am. Statist. Assoc
, vol.74
, pp. 652-660
-
-
Hillmer, S.C.1
Tiao, G.C.2
-
154
-
-
0002320220
-
An ARIMA-model-based approach to seasonal adjustment
-
Hillmer S. C. and G. C. Tiao, "An ARIMA-model-based approach to seasonal adjustment," J. Am. Statist. Assoc., 77, 63-70, 1982.
-
(1982)
J. Am. Statist. Assoc
, vol.77
, pp. 63-70
-
-
Hillmer, S.C.1
Tiao, G.C.2
-
155
-
-
84986811814
-
Testing for Gaussianity and linearity of a stationary time series
-
Hinich, M. J., "Testing for Gaussianity and linearity of a stationary time series," J. Time Ser. Anal., 3, 169-176, 1982.
-
(1982)
J. Time Ser. Anal
, vol.3
, pp. 169-176
-
-
Hinich, M.J.1
-
156
-
-
0003890150
-
Forecasting trends and seasonals by exponentially weighted moving averages
-
O.N.R. Memorandum 52 , Carnegie Institute of Technology, Pittsburgh, PA
-
Holt, C. C., "Forecasting trends and seasonals by exponentially weighted moving averages," O.N.R. Memorandum 52 , Carnegie Institute of Technology, Pittsburgh, PA, 1957.
-
(1957)
-
-
Holt, C.C.1
-
157
-
-
85023786003
-
-
J. F. Muth, and H. A. Simon, Planning Production, Inventories and Work Force, Prentice-Hall, Englewood Cliffs, NJ
-
Holt, C. C., F. Modigliani, J. F. Muth, and H. A. Simon, Planning Production, Inventories and Work Force, Prentice-Hall, Englewood Cliffs, NJ, 1963.
-
(1963)
F. Modigliani
-
-
Holt, C.C.1
-
158
-
-
34247389219
-
The multivariate portmanteau statistic
-
Hosking, J. R. M., "The multivariate portmanteau statistic," J. Am. Statist. Assoc., 75, 602-608, 1980.
-
(1980)
J. Am. Statist. Assoc
, vol.75
, pp. 602-608
-
-
Hosking, M.J.R.1
-
159
-
-
77956890381
-
Fractional differencing
-
Hosking, J. R. M., "Fractional differencing," Biometrika, 68, 165-176, 1981.
-
(1981)
Biometrika
, vol.68
, pp. 165-176
-
-
Hosking, M.J.R.1
-
160
-
-
0000708126
-
Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long memory time series
-
Hosking, J. R. M., "Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long memory time series," J. Econom., 73, 261-284, 1996.
-
(1996)
J. Econom
, vol.73
, pp. 261-284
-
-
Hosking, M.J.R.1
-
162
-
-
84945059200
-
Measurement of dynamic characteristics of full-scale plant using random perturbing signals: An application to a refinery distillation column
-
Hutchinson A. W. and R. J. Shelton, "Measurement of dynamic characteristics of full-scale plant using random perturbing signals: An application to a refinery distillation column," Trans. Inst. Chem. Eng., 45, 334-342, 1967.
-
(1967)
Trans. Inst. Chem. Eng
, vol.45
, pp. 334-342
-
-
Hutchinson, A.W.1
Shelton, R.J.2
-
164
-
-
84952181953
-
Bayesian analysis of stochastic volatility models (with discussion)
-
Jacquier, E., N. G. Polson, and P. Rossi, "Bayesian analysis of stochastic volatility models (with discussion)," J. Bus. Econ. Statist., 12, 371-417, 1994.
-
(1994)
J. Bus. Econ. Statist
, vol.12
, pp. 371-417
-
-
Jacquier, E.1
Polson, N.G.2
Rossi, P.3
-
166
-
-
12144269191
-
Tests of hypotheses in the linear autoregressive model, I
-
II, Biometrika, 43, 186-199, 1956
-
Jenkins, G. M., "Tests of hypotheses in the linear autoregressive model, I," Biometrika, 41, 405-419, 1954; II, Biometrika, 43, 186-199, 1956.
-
(1954)
Biometrika
, vol.41
, pp. 405-419
-
-
Jenkins, G.M.1
-
167
-
-
0001386446
-
Relationships between Bayesian and confidence limits for predictors
-
by A. R. Thatcher
-
Jenkins, G. M., contribution to the discussion of the paper "Relationships between Bayesian and confidence limits for predictors," by A. R. Thatcher, J. Royal Statist. Soc., B26, 176-210, 1964.
-
(1964)
J. Royal Statist. Soc
, vol.B26
, pp. 176-210
-
-
Jenkins, G.M.1
-
168
-
-
84913405235
-
The interaction between the muskrat and mink cycles in North Canada
-
Editura Academiei Republicii Socialiste Romania, Bucharest
-
Jenkins, G. M., "The interaction between the muskrat and mink cycles in North Canada," Proc. 8th International Biometric Conference, Editura Academiei Republicii Socialiste Romania, Bucharest, 1975, pp. 55-71.
-
(1975)
Proc. 8th International Biometric Conference
, pp. 55-71
-
-
Jenkins, G.M.1
-
171
-
-
0345510809
-
Statistical analysis of cointegration vectors
-
Johansen, S., "Statistical analysis of cointegration vectors," J. Econom. Dynamics Control , 12, 231-254, 1988.
-
(1988)
J. Econom. Dynamics Control
, vol.12
, pp. 231-254
-
-
Johansen, S.1
-
172
-
-
0000158117
-
Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
-
Johansen, S., "Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models," Econometrica, 59, 1551-1580, 1991.
-
(1991)
Econometrica
, vol.59
, pp. 1551-1580
-
-
Johansen, S.1
-
173
-
-
84981579311
-
Maximum likelihood estimation and inference on cointegration-with applications to the demand for money
-
Johansen, S. and K. Juselius, "Maximum likelihood estimation and inference on cointegration-with applications to the demand for money," Oxford Bull. Econ. Statist., 52, 169-210, 1990.
-
(1990)
Oxford Bull. Econ. Statist
, vol.52
, pp. 169-210
-
-
Johansen, S.1
Juselius, K.2
-
174
-
-
0001353940
-
Maximum likelihood fitting of ARMA models to time series with missing observations
-
Jones, R. H., "Maximum likelihood fitting of ARMA models to time series with missing observations," Technometrics, 22, 389-395, 1980.
-
(1980)
Technometrics
, vol.22
, pp. 389-395
-
-
Jones, R.H.1
-
175
-
-
85024429815
-
A new approach to linear filtering and prediction problems
-
Kalman, R. E., "A new approach to linear filtering and prediction problems," J. Basic Engrg., 82, 35-45, 1960.
-
(1960)
J. Basic Engrg
, vol.82
, pp. 35-45
-
-
Kalman, R.E.1
-
176
-
-
85024423711
-
New results in linear filtering and prediction theory
-
Kalman R. E. and R. S. Bucy, "New results in linear filtering and prediction theory," J. Basic Engrg., 83, 95-108, 1961.
-
(1961)
J. Basic Engrg
, vol.83
, pp. 95-108
-
-
Kalman, R.E.1
Bucy, R.S.2
-
177
-
-
0002939889
-
A Tukey non-additivity-type test for time series nonlinearity
-
Keenan, D. M., "A Tukey non-additivity-type test for time series nonlinearity," Biometrika, 72, 39-44, 1985.
-
(1985)
Biometrika
, vol.72
, pp. 39-44
-
-
Keenan, D.M.1
-
178
-
-
0005542349
-
On the analysis of oscillatory time-series,
-
Kendall, M. G., "On the analysis of oscillatory time-series," J. Royal Statist. Soc., A108, 93-129, 1945.
-
(1945)
J. Royal Statist. Soc
, vol.A108
, pp. 93-129
-
-
Kendall, M.G.1
-
179
-
-
0003686431
-
-
Charles Griffin, London
-
Kendall, M. G. and A. Stuart, The Advanced Theory of Statistics, Vol. 3, Charles Griffin, London, 1966.
-
(1966)
The Advanced Theory of Statistics
, vol.3
-
-
Kendall, M.G.1
Stuart, A.2
-
180
-
-
84950428388
-
A smoothness priors-state space modeling of time series with trend and seasonality
-
Kitagawa, G. and W. Gersch, "A smoothness priors-state space modeling of time series with trend and seasonality," J. Am. Statist. Assoc., 79, 378-389, 1984.
-
(1984)
J. Am. Statist. Assoc
, vol.79
, pp. 378-389
-
-
Kitagawa, G.1
Gersch, W.2
-
181
-
-
1542682978
-
Estimation, prediction, and interpolation for ARIMA models with missing data
-
Kohn, R. and C. F. Ansley "Estimation, prediction, and interpolation for ARIMA models with missing data," J. Am. Statist. Assoc., 81, 751-761, 1986.
-
(1986)
J. Am. Statist. Assoc
, vol.81
, pp. 751-761
-
-
Kohn, R.1
Ansley, C.F.2
-
182
-
-
0001529096
-
Sur l'interpolation et l'extrapolation des suites stationnaires
-
Kolmogoroff, A., "Sur l'interpolation et l'extrapolation des suites stationnaires," C. R. Acad. Sci. Paris, 208, 2043-2045, 1939.
-
(1939)
C. R. Acad. Sci. Paris
, vol.208
, pp. 2043-2045
-
-
Kolmogoroff, A.1
-
183
-
-
0002769262
-
Stationary sequences in Hilbert space
-
Kolmogoroff, A., "Stationary sequences in Hilbert space," Bull. Math. Univ. Moscow, 2(6), 1-40, 1941.
-
(1941)
Bull. Math. Univ. Moscow
, vol.2
, Issue.6
, pp. 1-40
-
-
Kolmogoroff, A.1
-
184
-
-
0003195582
-
Interpolation und Extrapolation von stationaren zufalligen folgen
-
Kolmogoroff, A., "Interpolation und Extrapolation von stationaren zufalligen folgen," Bull. Acad. Sci. (Nauk) U.S.S.R., Ser. Math., 5, 3-14, 1941.
-
(1941)
Bull. Acad. Sci. (Nauk) U.S.S.R., Ser. Math
, vol.5
, pp. 3-14
-
-
Kolmogoroff, A.1
-
186
-
-
0002105843
-
Serial correlation and quadratic forms in normal variables
-
Koopmans, T., "Serial correlation and quadratic forms in normal variables," Ann. Math. Statist., 13, 14-33, 1942.
-
(1942)
Ann. Math. Statist
, vol.13
, pp. 14-33
-
-
Koopmans, T.1
-
188
-
-
35848965073
-
A discrete predictor-controller applied to sinusoidal perturbation adaptive optimization
-
Kotnour, K. D., G. E. P. Box, and R. J. Altpeter, "A discrete predictor-controller applied to sinusoidal perturbation adaptive optimization," Inst. Soc. Am. Trans., 5, 255-262, 1966.
-
(1966)
Inst. Soc. Am. Trans
, vol.5
, pp. 255-262
-
-
Kotnour, K.D.1
Box, G.E.P.2
Altpeter, R.J.3
-
189
-
-
0030327109
-
Modeling flat stretches, bursts, and outliers in time series using mixture transition distribution models
-
Le, N. D., R. D. Martin, and A. E. Raftery, "Modeling flat stretches, bursts, and outliers in time series using mixture transition distribution models," J. Am. Statist. Assoc., 91, 1504-1515, 1996.
-
(1996)
J. Am. Statist. Assoc
, vol.91
, pp. 1504-1515
-
-
Le, N.D.1
Martin, R.D.2
Raftery, A.E.3
-
190
-
-
84910548496
-
Recursive estimation and adaptive forecasting in ARIMA models with time varying coefficients
-
ed. D. F. Findley, Academic, New York
-
Ledolter, J., "Recursive estimation and adaptive forecasting in ARIMA models with time varying coefficients," in Applied Time Series II , ed. D. F. Findley, Academic, New York, 1981, pp. 449-472.
-
(1981)
Applied Time Series
, pp. 449-472
-
-
Ledolter, J.1
-
191
-
-
78649633935
-
Nonlinear modeling of time series using multivariate adaptive regression splines (MARS)
-
Lewis, P. A. W. and J. G. Stevens, "Nonlinear modeling of time series using multivariate adaptive regression splines (MARS)," J. Am. Statist. Assoc., 86, 864-877, 1991.
-
(1991)
J. Am. Statist. Assoc
, vol.86
, pp. 864-877
-
-
Lewis, P.A.W.1
Stevens, J.G.2
-
193
-
-
0000366505
-
Distribution of the residual autocorrelations in multivariate ARMA time series models,
-
Li, W. K. and A. I. McLeod, "Distribution of the residual autocorrelations in multivariate ARMA time series models," J. Royal Statist. Soc., B 43, 231-239, 1981.
-
(1981)
J. Royal Statist. Soc
, vol.B43
, pp. 231-239
-
-
Li, W.K.1
McLeod, A.I.2
-
194
-
-
0003081894
-
Fractional time series modelling
-
Li W. K. and A. I. McLeod, "Fractional time series modelling," Biometrika, 73, 217-221, 1986.
-
(1986)
Biometrika
, vol.73
, pp. 217-221
-
-
Li, W.K.1
McLeod, A.I.2
-
195
-
-
0000556059
-
On the general bilinear time series model
-
Liu, J. and P. J. Brockwell, "On the general bilinear time series model," J. Appl. Probab., 25, 553-564, 1988.
-
(1988)
J. Appl. Probab
, vol.25
, pp. 553-564
-
-
Liu, J.1
Brockwell, P.J.2
-
196
-
-
84963159855
-
Identification of multiple-input transfer function models,
-
Liu, L.-M. and D. M. Hanssens, "Identification of multiple-input transfer function models," Comm. Statist., A11, 297-314, 1982.
-
(1982)
Comm. Statist
, vol.A11
, pp. 297-314
-
-
Liu, L.-M.1
Hanssens, D.M.2
-
197
-
-
0009953010
-
Diagnostic testing of univariate time series models
-
Ljung, G. M., "Diagnostic testing of univariate time series models," Biometrika, 73, 725-730, 1986.
-
(1986)
Biometrika
, vol.73
, pp. 725-730
-
-
Ljung, G.M.1
-
198
-
-
0000018727
-
On outlier detection in time series,
-
Ljung, G. M., "On outlier detection in time series," J. Royal Statist. Soc., B55, 559-567, 1993.
-
(1993)
J. Royal Statist. Soc
, vol.B55
, pp. 559-567
-
-
Ljung, G.M.1
-
199
-
-
0017846358
-
On a measure of lack of fit in time series models
-
Ljung G. M. and G. E. P. Box, "On a measure of lack of fit in time series models," Biometrika, 65, 297-303, 1978.
-
(1978)
Biometrika
, vol.65
, pp. 297-303
-
-
Ljung, G.M.1
Box, G.E.P.2
-
200
-
-
85042569734
-
The likelihood function of stationary autoregressivemoving average models
-
Ljung G. M. and G. E. P. Box, "The likelihood function of stationary autoregressivemoving average models," Biometrika, 66, 265-270, 1979.
-
(1979)
Biometrika
, vol.66
, pp. 265-270
-
-
Ljung, G.M.1
Box, G.E.P.2
-
203
-
-
0000894103
-
Testing linearity against smooth transition autoregressive models
-
Luukkonen, R., P. Saikkonen, T. Terasvirta, "Testing linearity against smooth transition autoregressive models," Biometrika, 75, 491-499, 1988.
-
(1988)
Biometrika
, vol.75
, pp. 491-499
-
-
Luukkonen, R.1
Saikkonen, P.2
Terasvirta, T.3
-
205
-
-
0000429129
-
On the statistical treatment of linear stochastic difference equations
-
Mann H. B. and A. Wald, "On the statistical treatment of linear stochastic difference equations," Econometrica, 11, 173-220, 1943.
-
(1943)
Econometrica
, vol.11
, pp. 173-220
-
-
Mann, H.B.1
Wald, A.2
-
206
-
-
0000169232
-
An algorithm for least-squares estimation of nonlinear parameters
-
Marquardt, D. W., "An algorithm for least-squares estimation of nonlinear parameters," J. Soc. Ind. Appl. Math., 11, 431-441, 1963.
-
(1963)
J. Soc. Ind. Appl. Math
, vol.11
, pp. 431-441
-
-
Marquardt, D.W.1
-
207
-
-
0001065197
-
Influence functionals for time series
-
Martin R. D. and V. J. Yohai, "Influence functionals for time series" (with discussion), Ann. Statist., 14, 781-855, 1986.
-
(1986)
(with discussion), Ann. Statist
, vol.14
, pp. 781-855
-
-
Martin, R.D.1
Yohai, V.J.2
-
208
-
-
84986777926
-
Diagnostic checking ARMA time series models using squared-residual autocorrelations
-
McLeod A. I. and W. K. Li, "Diagnostic checking ARMA time series models using squared-residual autocorrelations," J. Time Ser. Anal., 4, 269-273, 1983.
-
(1983)
J. Time Ser. Anal
, vol.4
, pp. 269-273
-
-
McLeod, A.I.1
Li, W.K.2
-
209
-
-
0019240955
-
Modeling and forecasting time series using transfer function and intervention methods
-
Montgomery D. C. and G. Weatherby, "Modeling and forecasting time series using transfer function and intervention methods," AIIE Trans., 289-307, 1980.
-
(1980)
AIIE Trans
, pp. 289-307
-
-
Montgomery, D.C.1
Weatherby, G.2
-
210
-
-
0009957132
-
A proposal for residual autocorrelation test in linear models
-
Monti, A. C., "A proposal for residual autocorrelation test in linear models," Biometrika, 81, 776-780, 1994.
-
(1994)
Biometrika
, vol.81
, pp. 776-780
-
-
Monti, A.C.1
-
211
-
-
33645592143
-
Some experiments on the prediction of sunspot numbers,
-
Moran, P. A. P., "Some experiments on the prediction of sunspot numbers," J. Royal Statist. Soc., B16, 112-117, 1954.
-
(1954)
J. Royal Statist. Soc
, vol.B16
, pp. 112-117
-
-
Moran, P.P.A.1
-
212
-
-
84947407492
-
Optimal properties of exponentially weighted forecasts
-
Muth, J. F., "Optimal properties of exponentially weighted forecasts," J. Am. Statist. Assoc., 55, 299-306, 1960.
-
(1960)
J. Am. Statist. Assoc
, vol.55
, pp. 299-306
-
-
Muth, J.F.1
-
213
-
-
34548301161
-
Bayesian estimation of Box-Jenkins transfer function-noise models,
-
Newbold, P., "Bayesian estimation of Box-Jenkins transfer function-noise models," J. Royal Statist. Soc., B35, 323-336, 1973.
-
(1973)
J. Royal Statist. Soc
, vol.B35
, pp. 323-336
-
-
Newbold, P.1
-
214
-
-
85041973854
-
The exact likelihood function for a mixed autoregressive-moving average process
-
Newbold, P., "The exact likelihood function for a mixed autoregressive-moving average process," Biometrika, 61, 423-426, 1974.
-
(1974)
Biometrika
, vol.61
, pp. 423-426
-
-
Newbold, P.1
-
215
-
-
0345944612
-
The equivalence of two tests of time series model adequacy
-
Newbold, P., "The equivalence of two tests of time series model adequacy," Biometrika, 67, 463-465, 1980.
-
(1980)
Biometrika
, vol.67
, pp. 463-465
-
-
Newbold, P.1
-
216
-
-
85042570420
-
The exact likelihood function of multivariate autoregressive moving average models
-
Nicholls, D. F. and A. D. Hall, "The exact likelihood function of multivariate autoregressive moving average models," Biometrika, 66, 259-264, 1979.
-
(1979)
Biometrika
, vol.66
, pp. 259-264
-
-
Nicholls, D.F.1
Hall, A.D.2
-
217
-
-
0003210763
-
Random Coefficient Autoregressive Models: An Introduction
-
Springer, New York
-
Nicholls D. F. and B. G. Quinn, Random Coefficient Autoregressive Models: An Introduction, Lecture Notes in Statistics, 11, Springer, New York, 1982.
-
(1982)
Lecture Notes in Statistics
, vol.11
-
-
Nicholls, D.F.1
Quinn, B.G.2
-
219
-
-
84910968617
-
On the criteria functions used for the estimation of moving average processes
-
Osborn, D. R., "On the criteria functions used for the estimation of moving average processes," J. Am. Statist. Assoc., 77, 388-392, 1982.
-
(1982)
J. Am. Statist. Assoc
, vol.77
, pp. 388-392
-
-
Osborn, D.R.1
-
220
-
-
85023784317
-
Digital computer controls paper machine
-
Oughton, K. D., "Digital computer controls paper machine," Ind. Electron., 3, 358-362, 1965.
-
(1965)
Ind. Electron
, vol.3
, pp. 358-362
-
-
Oughton, K.D.1
-
221
-
-
0012316965
-
On problems in which a change in a parameter occurs at an unknown point
-
Page, E. S., "On problems in which a change in a parameter occurs at an unknown point," Biometrika, 44, 248-252, 1957.
-
(1957)
Biometrika
, vol.44
, pp. 248-252
-
-
Page, E.S.1
-
222
-
-
84946649363
-
Cumulative sum charts
-
Page, E. S., "Cumulative sum charts," Technometrics, 3, 1-9, 1961.
-
(1961)
Technometrics
, vol.3
, pp. 1-9
-
-
Page, E.S.1
-
224
-
-
84952247880
-
A comparison of unit root test criteria
-
Pantula, S. G., G. Gonzalez-Farias, and W. A. Fuller, "A comparison of unit root test criteria," J. Bus. Econ. Statist., 12, 449-459, 1994.
-
(1994)
J. Bus. Econ. Statist
, vol.12
, pp. 449-459
-
-
Pantula, S.G.1
Gonzalez-Farias, G.2
Fuller, W.A.3
-
225
-
-
0035998832
-
A powerful portmanteau test of lack of fit for time series
-
Pena, D. and J. Rodriguez, "A powerful portmanteau test of lack of fit for time series," J. Am. Statist. Assoc., 97, 601-610.
-
J. Am. Statist. Assoc
, vol.97
, pp. 601-610
-
-
Pena, D.1
Rodriguez, J.2
-
226
-
-
0001146404
-
A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series
-
Petruccelli, J. and N. Davies, "A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series," Biometrika, 73, 687-694, 1986.
-
(1986)
Biometrika
, vol.73
, pp. 687-694
-
-
Petruccelli, J.1
Davies, N.2
-
227
-
-
0000308535
-
Time series regression with a unit root
-
Phillips, P. C. B., "Time series regression with a unit root," Econometrica, 55, 277-301, 1987.
-
(1987)
Econometrica
, vol.55
, pp. 277-301
-
-
Phillips, B.P.C.1
-
228
-
-
77956888124
-
Testing for a unit root in time series regression
-
Phillips, P. C. B. and P. Perron, "Testing for a unit root in time series regression," Biometrika, 75, 335-346, 1988.
-
(1988)
Biometrika
, vol.75
, pp. 335-346
-
-
Phillips, P.C.B.1
Perron, P.2
-
229
-
-
0343015613
-
Least squares estimation in dynamic-disturbance time series models
-
Pierce, D. A., "Least squares estimation in dynamic-disturbance time series models," Biometrika, 59, 73-78, 1972.
-
(1972)
Biometrika
, vol.59
, pp. 73-78
-
-
Pierce, D.A.1
-
230
-
-
0041044292
-
Residual correlations and diagnostic checking in dynamic-disturbance time series models
-
Pierce, D. A., "Residual correlations and diagnostic checking in dynamic-disturbance time series models," J. Am. Statist. Assoc., 67, 636-640, 1972.
-
(1972)
J. Am. Statist. Assoc
, vol.67
, pp. 636-640
-
-
Pierce, D.A.1
-
232
-
-
0042668156
-
Testing the specification of a fitted autoregressivemoving average model
-
Poskitt, D. S. and A. R. Tremayne, "Testing the specification of a fitted autoregressivemoving average model," Biometrika, 67, 359-363, 1980.
-
(1980)
Biometrika
, vol.67
, pp. 359-363
-
-
Poskitt, D.S.1
Tremayne, A.R.2
-
233
-
-
0040119517
-
An approach to testing linear time series models
-
Poskitt D. S. and A. R. Tremayne, "An approach to testing linear time series models," Ann. Statist., 9, 974-986, 1981.
-
(1981)
Ann. Statist
, vol.9
, pp. 974-986
-
-
Poskitt, D.S.1
Tremayne, A.R.2
-
234
-
-
0346758701
-
Diagnostic tests for multiple time series models
-
Poskitt, D. S. and A. R. Tremayne, "Diagnostic tests for multiple time series models," Ann. Statist., 10, 114-120, 1982.
-
(1982)
Ann. Statist
, vol.10
, pp. 114-120
-
-
Poskitt, D.S.1
Tremayne, A.R.2
-
235
-
-
84986817195
-
State-dependent models: A general approach to non-linear time series analysis
-
Priestley, M. B., "State-dependent models: A general approach to non-linear time series analysis," J. Time Ser. Anal., 1, 47-71, 1980.
-
(1980)
J. Time Ser. Anal
, vol.1
, pp. 47-71
-
-
Priestley, M.B.1
-
238
-
-
0002718318
-
Approximate tests of correlation in time-series,
-
Quenouille, M. H., "Approximate tests of correlation in time-series," J. Royal Statist. Soc., B11, 68-84, 1949.
-
(1949)
J. Royal Statist. Soc
, vol.B11
, pp. 68-84
-
-
Quenouille, M.H.1
-
241
-
-
0001192784
-
Order determination for a multivariate autoregression,
-
Quinn, B. G., "Order determination for a multivariate autoregression," J. Royal Statist. Soc., B42, 182-185, 1980.
-
(1980)
J. Royal Statist. Soc
, vol.B42
, pp. 182-185
-
-
Quinn, B.G.1
-
243
-
-
84980116046
-
On the variate difference method
-
Rao, J. N. K. and G. Tintner, "On the variate difference method," Aust. J. Statist., 5, 106-116, 1963.
-
(1963)
Aust. J. Statist
, vol.5
, pp. 106-116
-
-
Rao, J.N.K.1
Tintner, G.2
-
244
-
-
0344497827
-
Maximum likelihood estimation of stochastic linear difference equations with autoregressive moving average errors
-
Reinsel, G., "Maximum likelihood estimation of stochastic linear difference equations with autoregressive moving average errors," Econometrica, 47, 129-151, 1979.
-
(1979)
Econometrica
, vol.47
, pp. 129-151
-
-
Reinsel, G.1
-
246
-
-
84981477914
-
Vector autoregressive models with unit roots and reduced rank structure: Estimation, likelihood ratio test, and forecasting
-
Reinsel, G. C. and S. K. Ahn, "Vector autoregressive models with unit roots and reduced rank structure: Estimation, likelihood ratio test, and forecasting," J. Time Ser. Anal., 13, 353-375, 1992.
-
(1992)
J. Time Ser. Anal
, vol.13
, pp. 353-375
-
-
Reinsel, G.C.1
Ahn, S.K.2
-
247
-
-
0002688575
-
Impact of chlorofluoromethanes on stratospheric ozone: A statistical analysis of ozone data for trends
-
Reinsel, G. C. and G. C. Tiao, "Impact of chlorofluoromethanes on stratospheric ozone: A statistical analysis of ozone data for trends," J. Am. Statist. Assoc., 82, 20-30, 1987.
-
(1987)
J. Am. Statist. Assoc
, vol.82
, pp. 20-30
-
-
Reinsel, G.C.1
Tiao, G.C.2
-
248
-
-
2342517596
-
Asymptotic distribution of parameter estimators for nonconsecutively observed time series
-
Reinsel, G. C. and M. A. Wincek, "Asymptotic distribution of parameter estimators for nonconsecutively observed time series," Biometrika, 74, 115-124, 1987.
-
(1987)
Biometrika
, vol.74
, pp. 115-124
-
-
Reinsel, G.C.1
Wincek, M.A.2
-
249
-
-
0022522296
-
Internal model control. 4. PID controller design
-
Rivera, D. E., M. Morari, and S. Skogestad, "Internal model control. 4. PID controller design," Ind. Eng. Chem. Process Des. Dev., 25, 252-265, 1986.
-
(1986)
Ind. Eng. Chem. Process Des. Dev
, vol.25
, pp. 252-265
-
-
Rivera, D.E.1
Morari, M.2
Skogestad, S.3
-
250
-
-
84946637626
-
Control chart tests based on geometric moving averages
-
Roberts, S. W., "Control chart tests based on geometric moving averages," Technometrics, 1, 239-250, 1959.
-
(1959)
Technometrics
, vol.1
, pp. 239-250
-
-
Roberts, S.W.1
-
252
-
-
19044371729
-
Testing for unit roots in autoregressive-moving average models of unknown order
-
Said, S. E. and D. A. Dickey, "Testing for unit roots in autoregressive-moving average models of unknown order," Biometrika, 71, 599-607, 1984.
-
(1984)
Biometrika
, vol.71
, pp. 599-607
-
-
Said, S.E.1
Dickey, D.A.2
-
253
-
-
0002189131
-
Hypothesis testing in ARIMA(p,1,q) models
-
Said, S. E. and D. A. Dickey, "Hypothesis testing in ARIMA(p,1,q) models," J. Am. Statist. Assoc., 80, 369-374, 1985.
-
(1985)
J. Am. Statist. Assoc
, vol.80
, pp. 369-374
-
-
Said, S.E.1
Dickey, D.A.2
-
254
-
-
84950451183
-
Testing for a moving average unit root in autoregressive integrated moving average models
-
Saikkonen, P. and R. Luukkonen, "Testing for a moving average unit root in autoregressive integrated moving average models," J. Am. Statist. Assoc., 88, 596-601, 1993.
-
(1993)
J. Am. Statist. Assoc
, vol.88
, pp. 596-601
-
-
Saikkonen, P.1
Luukkonen, R.2
-
256
-
-
84981594177
-
LM tests for a unit root in the presence of deterministic trends
-
Schmidt, P. and P. C. B. Phillips, "LM tests for a unit root in the presence of deterministic trends," Oxford Bull. Econ. Statist., 54, 257-287, 1992.
-
(1992)
Oxford Bull. Econ. Statist
, vol.54
, pp. 257-287
-
-
Schmidt, P.1
Phillips, P.C.B.2
-
257
-
-
0003048386
-
On the investigation of hidden periodicities
-
Schuster, A., "On the investigation of hidden periodicities," Terr. Mag. Atmos. Elect., 3, 13-41, 1898.
-
(1898)
Terr. Mag. Atmos. Elect
, vol.3
, pp. 13-41
-
-
Schuster, A.1
-
258
-
-
0039842872
-
On the periodicities of sunspots,
-
Schuster, A., "On the periodicities of sunspots," Philos. Trans. Royal Soc., A206, 69-100, 1906.
-
(1906)
Philos. Trans. Royal Soc
, vol.A206
, pp. 69-100
-
-
Schuster, A.1
-
259
-
-
0000120766
-
Estimating the dimension of a model
-
Schwarz, G., "Estimating the dimension of a model," Ann. Statist., 6, 461-464, 1978.
-
(1978)
Ann. Statist
, vol.6
, pp. 461-464
-
-
Schwarz, G.1
-
260
-
-
84986753410
-
Estimation of multivariate time series
-
Shea, B. L., "Estimation of multivariate time series," J. Time Ser. Anal., 8, 95-109, 1987.
-
(1987)
J. Time Ser. Anal
, vol.8
, pp. 95-109
-
-
Shea, B.L.1
-
262
-
-
0013019055
-
Unit root tests based on unconditional maximum likelihood estimation for the autoregressive moving average
-
Shin D. W. and W. A. Fuller, "Unit root tests based on unconditional maximum likelihood estimation for the autoregressive moving average," J. Time Ser. Anal., 19, 591-599, 1998.
-
(1998)
J. Time Ser. Anal
, vol.19
, pp. 591-599
-
-
Shin, D.W.1
Fuller, W.A.2
-
263
-
-
85023784631
-
-
ICI Monograph , Oliver & Boyd, Edinburgh
-
Short Term Forecasting, ICI Monograph 2, Oliver & Boyd, Edinburgh, 1964.
-
(1964)
Short Term Forecasting
, vol.2
-
-
-
264
-
-
0001652862
-
The Lagrangian multiplier test
-
Silvey, S. D., "The Lagrangian multiplier test," Ann. Math. Statist., 30, 389-407, 1959.
-
(1959)
Ann. Math. Statist
, vol.30
, pp. 389-407
-
-
Silvey, S.D.1
-
265
-
-
0000641465
-
The summation of random causes as the source of cyclic processes
-
English trans., Econometrica, 5 , 1937
-
Slutsky, E., "The summation of random causes as the source of cyclic processes," (Russian), Problems Econom. Conditions, 3, 1, 1927; English trans., Econometrica, 5, 105-146, 1937.
-
(1927)
Problems Econom. Conditions
, vol.3
, pp. 105-146
-
-
Slutsky, E.1
-
266
-
-
33646554424
-
The exact likelihood for a multivariate ARMA model
-
Solo, V. "The exact likelihood for a multivariate ARMA model," J. Multivariate Anal., 15, 164-173, 1984.
-
(1984)
J. Multivariate Anal
, vol.15
, pp. 164-173
-
-
Solo, V.1
-
267
-
-
0011407778
-
The order of differencing in ARIMA models
-
Solo, V., "The order of differencing in ARIMA models," J. Am. Statist. Assoc., 79, 916-921, 1984.
-
(1984)
J. Am. Statist. Assoc
, vol.79
, pp. 916-921
-
-
Solo, V.1
-
268
-
-
44049114907
-
Maximum likelihood estimation of stationary univariate fractionally integrated time series models
-
Sowell, F., "Maximum likelihood estimation of stationary univariate fractionally integrated time series models," J. Economet., 53, 165-188, 1992.
-
(1992)
J. Economet
, vol.53
, pp. 165-188
-
-
Sowell, F.1
-
269
-
-
84901268748
-
Note on searching for periodicities
-
Stokes, G. G., "Note on searching for periodicities," Proc. Royal Soc., 29, 122-123, 1879.
-
(1879)
Proc. Royal Soc
, vol.29
, pp. 122-123
-
-
Stokes, G.G.1
-
270
-
-
0042037222
-
Lower Order Autoregressive-Moving Average Stochastic Models and Their Use for the Characterization of Abrasive Cutting Tools
-
Ph.D. Thesis, University of Wisconsin-Madison
-
Stralkowski, C. M., Lower Order Autoregressive-Moving Average Stochastic Models and Their Use for the Characterization of Abrasive Cutting Tools, Ph.D. Thesis, University of Wisconsin-Madison, 1968.
-
(1968)
-
-
Stralkowski, C.M.1
-
271
-
-
0000366506
-
On the theory of bilinear models,
-
Subba Rao, T., "On the theory of bilinear models," J. Royal Statist. Soc., B43, 244-255, 1981.
-
(1981)
J. Royal Statist. Soc
, vol.B43
, pp. 244-255
-
-
Subba Rao, T.1
-
272
-
-
84986811816
-
A test for nonlinearity of stationary time series
-
Subba Rao, T. and M. M. Gabr, "A test for nonlinearity of stationary time series," J. Time Ser. Anal., 1, 145-158, 1980.
-
(1980)
J. Time Ser. Anal
, vol.1
, pp. 145-158
-
-
Subba Rao, T.1
Gabr, M.M.2
-
274
-
-
0031493579
-
Tests for seasonal moving average unit root in ARIMA models
-
Tam, W. K. and G. C. Reinsel, "Tests for seasonal moving average unit root in ARIMA models," J. Am. Statist. Assoc., 92, 725-738, 1997.
-
(1997)
J. Am. Statist. Assoc
, vol.92
, pp. 725-738
-
-
Tam, W.K.1
Reinsel, G.C.2
-
275
-
-
0142241895
-
Seasonal moving-average unit root tests in the presence of a linear trend
-
Tam, W. K. and G. C. Reinsel, "Seasonal moving-average unit root tests in the presence of a linear trend," J. Time Ser. Anal., 19, 609-625, 1998.
-
(1998)
J. Time Ser. Anal
, vol.19
, pp. 609-625
-
-
Tam, W.K.1
Reinsel, G.C.2
-
276
-
-
84923053681
-
Specification, estimation, and evaluation of smooth transition autoregressive models
-
Terasvirta T., "Specification, estimation, and evaluation of smooth transition autoregressive models," J. Am. Statist. Assoc., 89, 208-218, 1994.
-
(1994)
J. Am. Statist. Assoc
, vol.89
, pp. 208-218
-
-
Terasvirta, T.1
-
277
-
-
0000857425
-
Analysis of telephone data: A case study of forecasting seasonal time series
-
Thompson H. E. and G. C. Tiao, "Analysis of telephone data: A case study of forecasting seasonal time series," Bell J. Econom. Manage. Sci., 2, 515-541, 1971.
-
(1971)
Bell J. Econom. Manage. Sci
, vol.2
, pp. 515-541
-
-
Thompson, H.E.1
Tiao, G.C.2
-
278
-
-
84950945695
-
Modeling multiple time series with applications
-
Tiao G. C. and G. E. P. Box, "Modeling multiple time series with applications," J. Am. Statist. Assoc., 76, 802-816, 1981.
-
(1981)
J. Am. Statist. Assoc
, vol.76
, pp. 802-816
-
-
Tiao, G.C.1
Box, G.E.P.2
-
279
-
-
0016476692
-
Analysis of Los Angeles photochemical smog data: A statistical overview
-
Tiao, G. C., G. E. P. Box, andW. J. Hamming, "Analysis of Los Angeles photochemical smog data: A statistical overview," J. Air Pollut. Control Assoc., 25, 260-268, 1975.
-
(1975)
J. Air Pollut. Control Assoc
, vol.25
, pp. 260-268
-
-
Tiao, G.C.1
Box, G.E.P.2
Hamming, W.J.3
-
280
-
-
0000057284
-
Model specification in multivariate time series (with discussion),
-
Tiao, G. C. and R. S. Tsay, "Model specification in multivariate time series (with discussion)," J. Royal Statist. Soc., B51, 157-213, 1989.
-
(1989)
J. Royal Statist. Soc
, vol.B51
, pp. 157-213
-
-
Tiao, G.C.1
Tsay, R.S.2
-
284
-
-
0000003175
-
Threshold autoregression, limit cycles, and cyclical data (with discussion),
-
Tong, H. and K. S. Lim, "Threshold autoregression, limit cycles, and cyclical data (with discussion)," J. Royal Statist. Soc., B42, 245-292, 1980.
-
(1980)
J. Royal Statist. Soc
, vol.B42
, pp. 245-292
-
-
Tong, H.1
Lim, K.S.2
-
285
-
-
0001146403
-
Nonlinearity tests for time series
-
Tsay, R. S., "Nonlinearity tests for time series," Biometrika, 73, 461-466, 1986.
-
(1986)
Biometrika
, vol.73
, pp. 461-466
-
-
Tsay, R.S.1
-
286
-
-
0000875323
-
Time series model specification in the presence of outliers
-
Tsay, R. S., "Time series model specification in the presence of outliers," J. Am. Statist. Assoc., 81, 132-141, 1986.
-
(1986)
J. Am. Statist. Assoc
, vol.81
, pp. 132-141
-
-
Tsay, R.S.1
-
287
-
-
0000762810
-
Conditional heteroskedastic time series models
-
Tsay, R. S., "Conditional heteroskedastic time series models," J. Am. Statist. Assoc., 82, 590-604, 1987.
-
(1987)
J. Am. Statist. Assoc
, vol.82
, pp. 590-604
-
-
Tsay, R.S.1
-
288
-
-
84944452417
-
Outliers, level shifts, and variance changes in time series
-
Tsay, R. S., "Outliers, level shifts, and variance changes in time series," J. Forecasting, 7, 1-20, 1988.
-
(1988)
J. Forecasting
, vol.7
, pp. 1-20
-
-
Tsay, R.S.1
-
289
-
-
84981426453
-
Identifying multivariate time series models
-
Tsay, R. S., "Identifying multivariate time series models," J. Time Ser. Anal., 10, 357-372, 1989.
-
(1989)
J. Time Ser. Anal
, vol.10
, pp. 357-372
-
-
Tsay, R.S.1
-
290
-
-
84950428199
-
Testing and modeling threshold autoregressive processes
-
Tsay, R. S., "Testing and modeling threshold autoregressive processes," J. Am. Statist. Assoc., 84, 231-240, 1989.
-
(1989)
J. Am. Statist. Assoc
, vol.84
, pp. 231-240
-
-
Tsay, R.S.1
-
291
-
-
84950444719
-
Consistent estimates of autoregressive parameters and extended sample autocorrelation function for stationary and nonstationary ARMA models
-
Tsay, R. S. and G. C. Tiao, "Consistent estimates of autoregressive parameters and extended sample autocorrelation function for stationary and nonstationary ARMA models," J. Am. Statist. Assoc., 79, 84-96, 1984.
-
(1984)
J. Am. Statist. Assoc
, vol.79
, pp. 84-96
-
-
Tsay, R.S.1
Tiao, G.C.2
-
292
-
-
0000305915
-
Use of canonical analysis in time series model identification
-
Tsay, R. S. and G. C. Tiao, "Use of canonical analysis in time series model identification," Biometrika, 72, 299-315, 1985.
-
(1985)
Biometrika
, vol.72
, pp. 299-315
-
-
Tsay, R.S.1
Tiao, G.C.2
-
293
-
-
0001318699
-
Bilinear Markovian representation and bilinear models
-
Tuan, Pham-Dinh, "Bilinear Markovian representation and bilinear models," Stoch. Process. Their. Appl., 20, 295-306, 1985.
-
(1985)
Stoch. Process. Their. Appl
, vol.20
, pp. 295-306
-
-
Tuan, P.-D.1
-
294
-
-
0001703939
-
The mixing property of bilinear and generalized random coefficient autoregressive models
-
Tuan, Pham-Dinh, "The mixing property of bilinear and generalized random coefficient autoregressive models," Stoch. Process. Their. Appli., 21, 291-300, 1986.
-
(1986)
Stoch. Process. Their. Appli
, vol.21
, pp. 291-300
-
-
Tuan, P.-D.1
-
295
-
-
84946657066
-
Discussion, emphasizing the connection between analysis of variance and spectrum analysis
-
Tukey, J. W., "Discussion, emphasizing the connection between analysis of variance and spectrum analysis," Technometrics, 3, 191-219, 1961.
-
(1961)
Technometrics
, vol.3
, pp. 191-219
-
-
Tukey, J.W.1
-
296
-
-
0003048016
-
On the use of marginal likelihood in time series model estimation,
-
Tunnicliffe Wilson G., "On the use of marginal likelihood in time series model estimation," J. Royal Statist. Soc., B51, 15-27, 1989.
-
(1989)
J. Royal Statist. Soc
, vol.B51
, pp. 15-27
-
-
Tunnicliffe Wilson, G.1
-
297
-
-
0011540795
-
Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series
-
Walker, A. M., "Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series," J. Aust. Math. Soc., 4, 363-384, 1964.
-
(1964)
J. Aust. Math. Soc
, vol.4
, pp. 363-384
-
-
Walker, A.M.1
-
298
-
-
0001189477
-
On periodicity in series of related terms,
-
Walker, G., "On periodicity in series of related terms," Proc. Royal Soc., A131, 518-532, 1931.
-
(1931)
Proc. Royal Soc
, vol.A131
, pp. 518-532
-
-
Walker, G.1
-
299
-
-
84986767536
-
ARMA models with ARCH errors
-
Weiss, A. A., "ARMA models with ARCH errors," J. Time Ser. Anal., 5, 129-143, 1984.
-
(1984)
J. Time Ser. Anal
, vol.5
, pp. 129-143
-
-
Weiss, A.A.1
-
300
-
-
0000751392
-
Estimation and information in stationary time series
-
Whittle, P., "Estimation and information in stationary time series", Ark. Math., 2, 423-434, 1953.
-
(1953)
Ark. Math
, vol.2
, pp. 423-434
-
-
Whittle, P.1
-
303
-
-
85041933046
-
The behaviour of the sample autocorrelation function for an integrated moving average process
-
Wichern, D. W., "The behaviour of the sample autocorrelation function for an integrated moving average process," Biometrika, 60, 235-239, 1973.
-
(1973)
Biometrika
, vol.60
, pp. 235-239
-
-
Wichern, D.W.1
-
304
-
-
0041484496
-
-
Interpolation and Smoothing of Stationary Time Series, Wiley, New York
-
Wiener, N., Extrapolation, Interpolation and Smoothing of Stationary Time Series, Wiley, New York, 1949.
-
(1949)
Extrapolation
-
-
Wiener, N.1
-
306
-
-
0002563259
-
Factorization of the covariance generating function of a pure moving average process
-
Wilson, G., "Factorization of the covariance generating function of a pure moving average process," SIAM J. Numer. Anal., 6, 1-7, 1969.
-
(1969)
SIAM J. Numer. Anal
, vol.6
, pp. 1-7
-
-
Wilson, G.1
-
307
-
-
85023785648
-
Optimal control: A general method of obtaining the feedback scheme which minimizes the output variance, subject to a constraint on the variability of the control variable
-
Technical Report 20, Department of Systems Engineering, University of Lancaster, Lancaster, UK
-
Wilson, G. T., "Optimal control: A general method of obtaining the feedback scheme which minimizes the output variance, subject to a constraint on the variability of the control variable," Technical Report 20, Department of Systems Engineering, University of Lancaster, Lancaster, UK, 1970.
-
(1970)
-
-
Wilson, G.T.1
-
308
-
-
84872140994
-
-
University of Lancaster, UK
-
Wilson, G. T., Ph.D Thesis, University of Lancaster, UK, 1970.
-
(1970)
Ph.D Thesis
-
-
Wilson, G.T.1
-
309
-
-
0009689816
-
An exact maximum likelihood estimation procedure for regression-ARMA time series models with possibly nonconsecutive data,
-
Wincek M. A. and G. C. Reinsel, "An exact maximum likelihood estimation procedure for regression-ARMA time series models with possibly nonconsecutive data," J. Royal Statist. Soc., B48, 303-313, 1986.
-
(1986)
J. Royal Statist. Soc
, vol.B48
, pp. 303-313
-
-
Wincek, M.A.1
Reinsel, G.C.2
-
310
-
-
0000082693
-
Forecasting sales by exponentially weighted moving averages
-
Winters, P. R., "Forecasting sales by exponentially weighted moving averages," Manage. Sci., 6, 324-342, 1960.
-
(1960)
Manage. Sci
, vol.6
, pp. 324-342
-
-
Winters, P.R.1
-
312
-
-
0011046911
-
On the relationship between the S array and the Box-Jenkins method of ARMA model identification
-
Woodward, W. A., and H. L. Gray, "On the relationship between the S array and the Box-Jenkins method of ARMA model identification," J. Am. Statist. Assoc., 76, 579-587, 1981.
-
(1981)
J. Am. Statist. Assoc
, vol.76
, pp. 579-587
-
-
Woodward, W.A.1
Gray, H.L.2
-
313
-
-
0141775244
-
The correlation theory of processes whose nth difference constitute a stationary process,
-
Yaglom, A. M., "The correlation theory of processes whose nth difference constitute a stationary process," Mat. Sb., 37(79), 141, 1955.
-
(1955)
Mat. Sb
, vol.37
, Issue.79
, pp. 141
-
-
Yaglom, A.M.1
-
314
-
-
0000946416
-
Asymptotic mean square prediction error for an autoregressive model with estimated coefficients
-
Yamamoto, T., "Asymptotic mean square prediction error for an autoregressive model with estimated coefficients," Appl. Statist., 25, 123-127, 1976.
-
(1976)
Appl. Statist
, vol.25
, pp. 123-127
-
-
Yamamoto, T.1
-
315
-
-
0000561661
-
Results on estimation and testing for a unit root in the nonstationary autoregressive moving-average model
-
Yap S. F. and G. C. Reinsel, "Results on estimation and testing for a unit root in the nonstationary autoregressive moving-average model," J. Time Ser. Anal., 16, 339-353, 1995.
-
(1995)
J. Time Ser. Anal
, vol.16
, pp. 339-353
-
-
Yap, S.F.1
Reinsel, G.C.2
-
317
-
-
0001634204
-
On a method of investigating periodicities in disturbed series, with special reference to Wolfer's sunspot numbers,
-
Yule, G. U., "On a method of investigating periodicities in disturbed series, with special reference to Wolfer's sunspot numbers," Philos. Trans. Royal Soc., A226, 267-298, 1927.
-
(1927)
Philos. Trans. Royal Soc
, vol.A226
, pp. 267-298
-
-
Yule, G.U.1
-
318
-
-
0001550221
-
An extension of Wiener's theory of prediction
-
Zadeh L. A. and J. R. Ragazzini, "An extension of Wiener's theory of prediction," J. Appl. Phys., 21, 645, 1950.
-
(1950)
J. Appl. Phys
, vol.21
, pp. 645
-
-
Zadeh, L.A.1
Ragazzini, J.R.2
|