scientific article; zbMATH DE number 3565994
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Publication:4137964
zbMATH Open0363.62069MaRDI QIDQ4137964FDOQ4137964
Authors: G. E. P. Box, Gwilym Jenkins 
Publication date: 1976
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Cited In (only showing first 100 items - show all)
- Bootstrapping empirical distribution functions of residuals from autoregressive model fitting
- Times series models with thresholds
- MODELING LONG-MEMORY PROCESSES FOR OPTIMAL LONG-RANGE PREDICTION
- The consistency of the L1norm estimates in arma models
- Moving dynamic principal component analysis for non-stationary multivariate time series
- Seismic waves and correlation autoregressive processes
- A NOTE ON SOME STATISTICS USEFUL IN IDENTIFYING THE ORDER OF AUTOREGRESSIVE MOVING AVERAGE MODEL
- Multivariate contemporaneous ARMA model with hydrological applications
- Modeling long term lake variations by physically based stochastic dynamic models
- Recent developments in time series forecasting
- Differencing as an approximate de-trending device
- A LIMITING PROPERTY OF SAMPLE AUTOCOVARIANCES OF PERIODICALLY CORRELATED PROCESSES WITH APPLICATION TO PERIOD DETERMINATION
- Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study.
- Robust autoregressive estimates using quadratic programming
- Modelling and analysis of non-linear time series
- On the detection of a signal in colored noise
- Optimal experimental control in econometrics: the simultaneous equation problem
- Diagnostic check for monotone spread.
- Do core inflation measures help forecast inflation?
- A recursive approach for estimating missing observations in an univariate time series
- A survey of exogeneity in vector error correction models
- A modified model for projecting age-structured populations in random environments
- EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES
- Factorizing multivariate time series operators
- Modelling and prediction of stochastic processes involving periodicity
- Improved inference for moving average disturbances in nonlinear regression models
- A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES
- EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS
- Weighted sequential hybrid approaches for time series forecasting
- Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models
- Humbert generalized fractional differenced ARMA processes
- Nonlinear forecasting of hepatitis and AIDS incidence
- Ridge estimation of transfer function weights
- The Theory of Optimal Stochastic Control as Applied to Insurance Underwriting Cycles
- An approximation to the distribution of the ratio of two general quadratic forms with application
- Sequential method of change detection and adaptive prediction of municipal water demand
- A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances
- A transfer function model to describe odor causing VOCs transport in a ventilated airspace with mixing/adsorption heterogeneity
- Transforming the error-components model for estimation with general ARMA disturbances
- A new preliminary estimator for MA(1) models
- Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process
- Asymptotic lower bounds for the risk of estimators of the value of a spectral density function
- Rain-fall modeling: An application of Bayesian forecasting
- Dependent error regression smoothing: A new method and PC program
- Some exact results on the sample autocovariances of a seasonal ARIMA model
- Differential geometrical structures related to forecasting error variance ratios
- State space modeling of non-standard actuarial time series
- A method of estimating the time of marital fertility decline and associated parameters
- Bootstrapping a time series model: some empirical results
- An iterated cochrane-orcutt procedure for nonparametric regression
- FORECASTING OF MULTIVARIATE PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
- FARIMA with stable innovations model of Great Salt Lake elevation time series
- Accounting seasonal nonstationarity in time series models for short-term ozone level forecast
- Forecasting time series with genetic programming based on least square method
- Time Series and Model Selection
- Parameter estimation of continuous-time stationary Gaussian processes with rational spectra
- ON A CLASS OF NONSTATIONARY PROCESSES
- BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS
- Measuring statistical dependences in a time series
- ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES
- Some matrix results related to a partitioned singular linear model
- Estimation of partially nonstationary vector autoregressive models with seasonal behavior
- WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?*
- Whitening as a tool for estimating mutual information in spatiotemporal data sets
- The stationarity and invertibility of a class of nonlinear ARMA models
- Recursive parameter estimation of transfer function models
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients
- Sparse seasonal and periodic vector autoregressive modeling
- Understanding the effect of time series outliers on sample autocorrelations
- Assessing the accuracy of sequential Gaussian simulation and cosimulation
- The invertibility of sampled and aggregated ARMA models
- Variable selection and error rate estimation in discriminant analysis
- A linguistic approach to time series modeling with the help of F-transform
- Model selection and validation methods for non-linear systems
- Brocess capability with asymmetric tolerances
- Non-iterative optimal min-max instrumental variable method for system identification
- Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
- Exact factorization of the spectral density ann its application to wrf,castiilg and time series analysis
- General considerations and interrelationships between ma and ar models, time series in m dimensions, the arma model
- Moving average models—time series in m-dimensions
- Time series in m dimensions: Autoregressive models
- A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES
- A fuzzy seasonal ARIMA model for forecasting
- ARMA MODELS WITH ARCH ERRORS
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data
- A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS
- The information matrix of multiple-input single-output time series models
- Nonstationary Yule-Walker equations
- The perils of inferring serial dependence from sample autocorrelations of moving average series
- Adaptive estimation in partially linear autoregressive models
- Change point detection in time series using higher-order statistics: a heuristic approach
- A conversation with David Findley
- A comparison of some of pattern identification methods for order determination of mixed ARMA models
- Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
- Nonparametric Multistep-Ahead Prediction in Time Series Analysis
- The functional central limit theorem for ARMA-GARCH processes
- Recursive estimation in econometrics
- Making REML computationally feasible for large data sets: use of the Gibbs sampler
- The design of self-organizing polynomial neural networks
- Testing for variance changes in autoregressive models with unknown order
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