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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- On the distributions of augmented Dickey-Fuller statistics in processes with moving average components
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- Bayesian analysis of mixture autoregressive models covering the complete parameter space
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- On the Monitoring of Autocorrelated Linear Profiles
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- Prediction intervals for farima processes by bootstrap methods
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- Separated hypotheses testing for autoregressive models with non-negative residuals
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- Testing for ar(1) against ima(1,1) disturbances in the linear regression model
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- Minimum distance estimation of stationary and non‐stationary ARFIMA processes
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- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
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- A minimum distance estimator for long-memory processes
- Estimation methods for stationary Gegenbauer processes
- Estimation of Periodic Bilinear Time Series Models
- Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\)
- Bootstrap predictive inference for ARIMA processes
- Fitting ARMA time series by structural equation models
- Inferences in median regression models for asymmetric longitudinal data: a quasi-likelihood approach
- Robust multivariate and functional archetypal analysis with application to financial time series analysis
- Analog quantum computing (AQC) and the need for time-symmetric physics
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- A new measure of xenobiotic toxicity to the first-line human defence system from the time-resolved phagocyte luminescence
- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
- Counterexamples to parsimony and BIC
- Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes
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