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)
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- Robust autoregressive estimates using quadratic programming
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- A recursive approach for estimating missing observations in an univariate time series
- A survey of exogeneity in vector error correction models
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- EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES
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- 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
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- A new preliminary estimator for MA(1) models
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- A method of estimating the time of marital fertility decline and associated parameters
- Bootstrapping a time series model: some empirical results
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- FORECASTING OF MULTIVARIATE PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
- The theory of optimal stochastic control as applied to insurance underwriting cycles
- A NEW APPROACH OF BIVARIATE FUZZY TIME SERIES ANALYSIS TO THE FORECASTING OF A STOCK INDEX
- Bandwidth selection for kernel estimate with correlated noise
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- Signal Extraction Problems in Seismology
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- Improving forecasting performance by employing the Taguchi method
- Nonlinear set membership prediction of river flow
- Maturity dispersion, stock auto-correlation, and management strategy in exploited populations
- An application of vector GARCH model in semiconductor demand planning
- The Hyvärinen scoring rule in Gaussian linear time series models
- Conceptually-based shot noise modeling of streamflows at short time interval
- A new type of simplified fuzzy rule-based system
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- Mixed order response function estimation from multi-input nonlinear systems
- On the estimation and diagnostic checking of the ARFIMA-HYGARCH model
- Residual-based specification of the random-effects distribution for cluster data
- Autotuning for model-based predictive control
- Diagnostic checking of Markov multiplicative error models
- The Hybrid Wild Bootstrap for Time Series
- Model validity tests for non-linear signal processing applications
- Identification of non-minimum phase transfer function using higher-order spectrum
- Correlation based model validity tests for non-linear models
- An angular-linear time series model for waveheight prediction
- Performance of adaptive estimators in slowly varying parameter models
- Suboptimal control of discrete stochastic amplitude constrained systems
- Prediction of software reliability using an auto regressive process
- A self-tuning controller for systems with unknown or varying time delays†
- A structured state space approach to computing the likelihood of an ARIMA process and its derivatives
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- Exact predictive densities for linear models with ARCH disturbances
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- Fuzzy formulation of the Lee-Carter model for mortality forecasting
- Some contributions on the characterization of one-dimensional spatial processes
- Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models
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- Linear Methods for Estimating Arma and Regression Models with Serial Correlation
- Long-term prediction of emergency department revenue and visitor volume using autoregressive integrated moving average model
- Local prediction of nonlinear time series using support vector regression
- Detecting volatility persistence in GARCH models in the presence of the leverage effect
- ESTIMATION OF MULTIVARIATE TIME SERIES
- Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models
- New autoregressive (AR) order selection criteria based on the prediction error estimation
- Optimal sensor location in the presence of nonstationary noise
- Efficient implementation of wilson's algorithm for factorizing a self-reciprocal polynomial
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