scientific article; zbMATH DE number 3335601

zbMath0211.49804MaRDI QIDQ5612941

E. J. Hannan

Publication date: 1970

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP, Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process, Unnamed Item, SEMIPARAMETRIC TIME SERIES REGRESSION, Simulation of Real-Valued Discrete-Time Periodically Correlated Gaussian Processes with Prescribed Spectral Density Matrices, A Class of Antipersistent Processes, Polynomial Cointegration Between Stationary Processes With Long Memory, ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES, ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS, On the central limit theorem for stationary processes, On Approximating the Distribution of the Durbin-Watson Statistic from its Moments Obtained Recursively, A NOTE ON NON-STATIONARITY AND CANONICAL ANALYSIS OF MULTIPLE TIME SERIES MODELS, Bayesian inference on structural impulse response functions, COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE, Using least squares to generate forecasts in regressions with serial correlation, PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS-SPECIFIED MODELS, Covariances Estimation for Long-Memory Processes, TIME DELAY ESTIMATION, Unbounded power input signals in optimum experiment design for parameter estimation in linear systems, NONPARAMETRIC ESTIMATORS FOR TIME SERIES, ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH, MULTIPLICATIVE EXPONENTIAL MODELS FOR STATIONARY TIME SERIES, Power Transformations to Induce Normality and their Applications, ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS, Finite-parameter approximations to frequency response function, Some recent developments in the analysis of component models for economic time series, Asymptotic expansions of the non-central distribution of milks1 statistic in the complex gaussian case, Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models, M-estimation in the presence of unequal scale, On the logical development of statistical models, Point sampling in areal-fraction analysis, Estimating the order of moving average models: the max X²method, Computation of the theoretical autocovariance function for a vector arma process, Unnamed Item, Time series in m-dimensions definition, problems and prospects, Time series in m dimensions: Autoregressive models, Moving average models—time series in m-dimensions, HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES, THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN, TESTING THE ORDER OF DIFFERENCING IN TIME SERIES REGRESSION, Hammerstein system identification by non-parametric regression estimation, Preliminary Test Estimation for Regression Models with Long-Memory Disturbance, Predicting hospital census using time series regression methods, A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL, Stationarity and invertibility regions for low order starma models, ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE MODELS VIA HIGH-ORDER AUTOREGRESSIVE APPROXIMATIONS, Difference sign test for comovements between two time series, EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION, Estimation of noise correlations in transfer function models, Unnamed Item, Local Asymptotic Distributions of Stationarity Tests, EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES, Unnamed Item, Estimation in regression models with stationary, dependent errors, ESTIMATION OF PERIODICALLY VARYING MEANS AND STANDARD DEVIATIONS IN TIME SERIES DATA, On the stationarity of multiple autoregressive approximants: theory and algorithms, Nonparametric testing for time series: A bibliography, Unnamed Item, Forecasting Composite Indicators with Anticipated Information: An Application to the Industrial Production Index, THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS, A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series, Bernstein polynomial estimation of a spectral density, ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES, Using simulation methods for bayesian econometric models: inference, development,and communication, Unnamed Item, Multivariate Simulation Output Analysis, On the mean square convergence of the convolution representation of linear filters, C125. Recovering the wishart distribution from its sections, Sur les natures des processus solutions de certaines equations stochastiques aux differences, ON THE ROBUST PREDICTION AND INTERPOLATION OF TIME SERIES IN THE PRESENCE OF CORRELATED NOISE