An automatic procedure for Box-Jenkins model building
DOI10.1016/0377-2217(84)90012-2zbMATH Open0538.62081OpenAlexW1976819087MaRDI QIDQ793484FDOQ793484
Authors: Gaëtan Libert 
Publication date: 1984
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-2217(84)90012-2
Recommendations
- Automatic SARIMA modeling and forecast accuracy
- Box-Jenkins identification revisited. II: Applications
- Automated forecasting procedure
- Automatic identification of seasonal transfer function models by means of iterative stepwise and genetic algorithms
- Predicting Using Box-Jenkins, Nonparametric, and Bootstrap Techniques
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99) Inference from stochastic processes and prediction (62M20)
Cites Work
- A new look at the statistical model identification
- Title not available (Why is that?)
- An Algorithm for Least-Squares Estimation of Nonlinear Parameters
- Title not available (Why is that?)
- Some recent advances in time series modeling
- Title not available (Why is that?)
- Construction automatique et continue de prévisions
- A note on differencing autoregressive moving average (p, q) processes
- Title not available (Why is that?)
Cited In (1)
This page was built for publication: An automatic procedure for Box-Jenkins model building
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q793484)
