Volume 24, Number 1, 1990
|Page(s)||67 - 91|
|Published online||06 February 2017|
- O. D. ANDERSON, Time Series Analysis and Forecasting: The Box-Jenkins Approach, Butterworths: London and Boston, 1975. [MR: 448760] [Zbl: 0377.62053]
- O. D. ANDERSON, Time series analysis and forecasting: a further look at the Box-Jenkins approach, Cahiers du CERO, vol. 19, 1977 a, pp. 233-256. [MR: 448760] [Zbl: 0377.62053]
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- O. D. ANDERSON and J. G. DE GOOIJER, Formulae for the covariance structure of the sampled autocovariances from series generated by general autoregressive moving average processes of order (p, d, q), d=0 or 1. Sankya B, Vol. 45, 1983, pp. 249-256. [MR: 748469] [Zbl: 0533.62084]
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- G. E. P. Box and G. M. JENKINS, Time Series Analysis, Forecasting and Control, Holden Day, San Francisco (Revised Edition), 1976. [MR: 436499] [Zbl: 0363.62069]
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- D. W. WICHERN, The behaviour of the sample autocorrelation function for an intergrated moving average process, Biometrika, Vol. 60, 1973, pp. 235-239. [Zbl: 0261.62070]
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