Free Access
RAIRO-Oper. Res.
Volume 23, Number 2, 1989
Page(s) 113 - 150
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]
  • O. D. ANDERSON, Box-Jenkins in Government: A Development in Official Forecasting, Statistical News, Vol. 32, 1976 a, pp. 14-20.
  • O. D. ANDERSON, Some Methods in Time Series Analysis, Mathematical Scientist, Vol. 1, 1976 b, pp. 27-41. [Zbl: 0339.62064]
  • 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]
  • O. D. ANDERSON, Editor Forecasting, North-Holland, Amsterdam & New York. 1979 a. [Zbl: 0404.62066]
  • 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]
  • 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]
  • 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]
  • 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]
  • 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]
  • O. D. ANDERSON, On Forecasting Certain Misspecified Models, J. Information & Optimization Sciences, Vol. 2, 1981 a, pp. 236-240. [Zbl: 0475.62075]
  • 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]
  • 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]
  • O. D. ANDERSON, Time Series Analysis and Forecasting: A Fresh Look at Time Domain Modelling, 1989 a, in preparation. [Zbl: 0377.62053]
  • O. D. ANDERSON, More Serial Dependence Properties for Linear Processes, 1989 b, in preparation. [Zbl: 0446.62090]
  • 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.
  • 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]
  • 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]
  • 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]
  • 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]
  • 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]
  • 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]
  • C. W. J. GRANGER and P. NEWBOLD, Forecasting Economic Time Series, Academic Press, New York, 1977, Second Edition, 1986. [Zbl: 0642.90001]
  • M. G. KENDALL, Note on Bias in the Estimation of Autocorrelation, Biometrika, Vol. 41, 1954, pp. 403-404. [MR: 65124] [Zbl: 0056.13303]
  • 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.
  • J. LEDOLTER, The Analysis of Multivariate Time Series Applied to Problems in Hydrology, J. Hydrology, Vol. 36, 1978, pp. 327-352.
  • 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.
  • C. R. NELSON, Applied Time Series Analysis for Managerial Forecasting. Holden-Day, San Francisco, 1973. [Zbl: 0271.62113]
  • P. NEWBOLD, The Principles of the Box-Jenkins Approach, Opl Res. Quarterly, Vol. 26, 1975, pp. 397-412. [Zbl: 0316.62036]
  • R. H. SHUMWAY, Statistical Computing Software Review on "Autobox (Version 1.02)", American Statistician, Vol. 40, 1986, pp. 299-301.
  • 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.
  • 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.
  • 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]
  • W. VANDAELE, Applied Time Series and Box-Jenkins Models. Academic Press, New York, 1983. [Zbl: 0554.62073]
  • 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]
  • 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.

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.