Free Access
Issue
RAIRO-Oper. Res.
Volume 23, Number 2, 1989
Page(s) 113 - 150
DOI https://doi.org/10.1051/ro/1989230201131
Published online 06 February 2017
  • O. D. ANDERSON, Time Series Analysis and Forecasting: The Box-Jenkins Approach, Butterworths, London, 1975. [MR: 448760] [Zbl: 0377.62053] [Google Scholar]
  • O. D. ANDERSON, Box-Jenkins in Government: A Development in Official Forecasting, Statistical News, Vol. 32, 1976 a, pp. 14-20. [Google Scholar]
  • O. D. ANDERSON, Some Methods in Time Series Analysis, Mathematical Scientist, Vol. 1, 1976 b, pp. 27-41. [Zbl: 0339.62064] [Google Scholar]
  • O. D. ANDERSON, Time Series Analysis and Forecasting: A Further Look at the Box-Jenkins Approach, Cahiers du CERO, Vol. 19, 1977, pp. 223-256. [MR: 448760] [Zbl: 0377.62053] [Google Scholar]
  • O. D. ANDERSON, Editor Forecasting, North-Holland, Amsterdam & New York. 1979 a. [Zbl: 0404.62066] [Google Scholar]
  • O. D. ANDERSON, Some Sample Autovariance Results for a Once Integrated qth-order Moving Average Process, Statistica, Vol. 39, 1979 b, pp. 287-299. [MR: 547281] [Zbl: 0407.62071] [Google Scholar]
  • O. D. ANDERSON, Formulae for the Expected Values of the Sampled Variance and Covariances from Series Generated by General Autoregressive Integrated Moving Average Processes of Order (p, d, q), Sankhya B, Vol. 41, 1979 c pp. 177-195. [MR: 637675] [Zbl: 0485.62103] [Google Scholar]
  • O. D. ANDERSON, The Autocovariance Structures Associated with General Unit Circle Nonstationary Factors in the Autoregressive Operators of otherwise Stationary ARMA Time Series Models, Cahiers du CERO, Vol. 21, 1979 d, pp. 221-237. [MR: 558419] [Zbl: 0425.62070] [Google Scholar]
  • O. D. ANDERSON, On Warming-up Time Series Simulations Generated by Box-Jenkins Models, J. Opl Res. Soc, Vol. 30, 1979 e, pp. 587-589. [Zbl: 0397.62059] [Google Scholar]
  • O. D. ANDERSON, Serial Dependence Properties of Linear Processes, J. Opl Res. Soc., Vol. 31, 1980, pp. 905-917. Correction, Vol. 35, 1984 p. 171. [MR: 586830] [Zbl: 0446.62090] [Google Scholar]
  • O. D. ANDERSON, On Forecasting Certain Misspecified Models, J. Information & Optimization Sciences, Vol. 2, 1981 a, pp. 236-240. [Zbl: 0475.62075] [Google Scholar]
  • O. D. ANDERSON, Covariance Structure of Sampled Correlations from ARUMA Models, In Time Series Analysis, O. D. ANDERSON and M. R. PERRYMAN Eds., North-Holland, Amsterdam & New York, 1981 b, pp. 3-26. [Zbl: 0485.62104] [Google Scholar]
  • O. D. ANDERSON, The Serial Correlation Structure for a Random Process with Steps, Metrika, Vol. 36, 1988 pp. 349-376. [EuDML: 176201] [MR: 980850] [Zbl: 0654.62075] [Google Scholar]
  • O. D. ANDERSON, Time Series Analysis and Forecasting: A Fresh Look at Time Domain Modelling, 1989 a, in preparation. [Zbl: 0377.62053] [Google Scholar]
  • O. D. ANDERSON, More Serial Dependence Properties for Linear Processes, 1989 b, in preparation. [Zbl: 0446.62090] [Google Scholar]
  • O. D. ANDERSON and J. G. DE GOOIJER, On Discriminating Between IMA (1,1) and ARMA (1,1) Processes: Some Extensions to a Paper by Wichern, Statistician, Vol. 28, 1979, pp. 119-133. [Google Scholar]
  • O. D. ANDERSON and J. G. DE GOOIJER, Distinguishing Between IMA (1,1) and ARMA (1,1) Models: A Large Scale Simulation Study ofTwo Particular Box-Jenkins Time Processes, in Time Series,O. D. ANDERSON Ed., North-Holland, Amsterdam & New York, 1980 a, pp. 15-40. [Zbl: 0447.62091] [Google Scholar]
  • O. D. ANDERSON and J. G. DE GOOIJER, Distinguishing certain Stationary Time Series Models from their Nonstationary Approximations and Improved Box-Jenkins Forecasting, in Analysing Time Series, O. D. ANDERSON Ed., North-Holland, Amsterdam & New York, 1980 b, pp. 21-42. [MR: 576386] [Zbl: 0463.62078] [Google Scholar]
  • M. S. BARTLETT, On the Theoretical Specification and Sampling Properties of Autocorrelated Time Series, Supplement J. Roy. Statist. Soc. B, Vol. 8, 1946, pp. 27-41. Correction, Vol. 10, 1948, pp. 1. [MR: 18393] [Zbl: 0063.00228] [Google Scholar]
  • G. E. P. BOX and D. R. COX, An Analysis of Transformations, J. Roy. Statist. Soc. B, Vol. 26, 1964, p. 211-243. [MR: 192611] [Zbl: 0156.40104] [Google Scholar]
  • G. E. P. BOX and G. M. JENKINS, Time Series Analysis, Forecasting and Control, Revised Edition, Holden-Day, San Franciso, 1976. [MR: 436499] [Zbl: 0249.62009] [Google Scholar]
  • G. E. P. BOX and G. C. TIAO, Intervention Analysis with Applications to Economic and Environmental Problems, J. Amer. Statist. Assoc., Vol. 70, 1975, pp. 70-90. [MR: 365957] [Zbl: 0316.62045] [Google Scholar]
  • C. W. J. GRANGER and P. NEWBOLD, Forecasting Economic Time Series, Academic Press, New York, 1977, Second Edition, 1986. [Zbl: 0642.90001] [Google Scholar]
  • M. G. KENDALL, Note on Bias in the Estimation of Autocorrelation, Biometrika, Vol. 41, 1954, pp. 403-404. [MR: 65124] [Zbl: 0056.13303] [Google Scholar]
  • R. S. KOOT and P. YOUNG, Some Empirical Tests of the Political Business Cycle, Working Paper No 85-10, Division of Management Science, The Pennsylvania State University, 1985. [Google Scholar]
  • J. LEDOLTER, The Analysis of Multivariate Time Series Applied to Problems in Hydrology, J. Hydrology, Vol. 36, 1978, pp. 327-352. [Google Scholar]
  • R. W. MELICHER, J. LEDOLTER and L. J. D'ANTONIO, A Time Series Analysis of Aggregate Merger Activity, Review of Economics and Statistics Vol. 65, 1983, pp. 423-430. [Google Scholar]
  • C. R. NELSON, Applied Time Series Analysis for Managerial Forecasting. Holden-Day, San Francisco, 1973. [Zbl: 0271.62113] [Google Scholar]
  • P. NEWBOLD, The Principles of the Box-Jenkins Approach, Opl Res. Quarterly, Vol. 26, 1975, pp. 397-412. [Zbl: 0316.62036] [Google Scholar]
  • R. H. SHUMWAY, Statistical Computing Software Review on "Autobox (Version 1.02)", American Statistician, Vol. 40, 1986, pp. 299-301. [Google Scholar]
  • P. A. TEXTER and J. K. ORD, Forecasting Using Automatic Identification Procedures: A Comparative Analysis, Working Paper No 86-3, Division of Management Science, The Pennsylvania State University, 1986. [Google Scholar]
  • H. E. THOMPSON and G. C. TIAO, Analysis of Telephone Data: A Case Study of Forecasting Seasonal Time Series, Bell J. Econ. Man. Sci., Vol. 2, 1971, pp. 515-541. [Google Scholar]
  • D. TJØSTHEIM and J. PAULSEN, Bias of Some Commonly-Used Time Series Estimates, Biometrika, Vol. 70, 1983, p. 389-399. [MR: 712026] [Zbl: 0525.62085] [Google Scholar]
  • W. VANDAELE, Applied Time Series and Box-Jenkins Models. Academic Press, New York, 1983. [Zbl: 0554.62073] [Google Scholar]
  • D. W. WICHERN, The Behaviour of the Sample Autocorrelation Function for an Integrated Moving Average Process, Biometrika, Vol. 60, 1973, pp. 235-239. [Zbl: 0261.62070] [Google Scholar]
  • R. A. WOOD. T. M. MCINISH and J. K. ORD, An Investigation of Nonstationarity in the Market Index Using Minute-by-Minute Returns, Working Paper No 83-3, Division of Management Science, The Pennsylvania State University, 1983. [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.