George Box's contributions to time series analysis and forecasting

Cites Work

Forecasting Using Principal Components From a Large Number of Predictors
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Elements of multivariate time series analysis.
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Identifying a Simplifying Structure in Time Series
A canonical analysis of multiple time series
The likelihood function of stationary autoregressive-moving average models
Co-Integration and Error Correction: Representation, Estimation, and Testing
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
The Multivariate Portmanteau Statistic
Modeling Multiple Times Series with Applications
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On a measure of lack of fit in time series models
Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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Testing for unit roots in autoregressive-moving average models of unknown order
An Accidental Statistician
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Spurious regressions in econometrics
Diagnostic testing of univariate time series models
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Optimal Properties of Exponentially Weighted Forecasts
Bayesian analysis of some outlier problems in time series
A change in level of a non-stationary time series
Robust Estimation of the First-Order Autoregressive Parameter
The Analysis of Closed-Loop Dynamic-Stochastic Systems
Likelihood Function of Stationary Multiple Autoregressive Moving Average Models
Intervention Analysis with Applications to Economic and Environmental Problems
An algorithm for the exact likelihood of a mixed autoregressive-moving average process
Conditions for the optimality of exponential smoothing forecast procedures
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EXPECTATION‐MAXIMIZATION ALGORITHMS AND THE ESTIMATION OF TIME SERIES MODELS IN THE PRESENCE OF OUTLIERS
A conversation with George Box
Forecast Functions Implied by Autoregressive Integrated Moving Average Models and Other Related Forecast Procedures
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An overview of George Box's contributions to process monitoring and feedback adjustment

Cited In (1)

Predictive accuracy of time series models applied to economic data: the European countries retail trade

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