Improved Box-Jenkins Estimators

DOI10.2307/2345329MaRDI QIDQ4155707zbMATH OpenOpenAlexFDO

Authors A. Ian McLeod

Publication date 1977

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2345329

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(5)

• Multivariate contemporaneous ARMA model with hydrological applications
• Exploratory spectral analysis of hydrological times series
• Improved multivariate portmanteau test
• APPLICATION OF THE EXACT INVERSE OF THE TOEPLITZ MATRIX TO THE AUTOREGRESSIVE MODEL
• Ian McLeod’s Contribution to Time Series Analysis—A Tribute

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