The following pages link to Oliver D. Anderson (Q684804):
Displaying 50 items.
- The serial dependence properties of Gaussian white noise time series: Confirming formulae by simulation (Q684805) (← links)
- The serial correlation structure for a random process with steps (Q1108724) (← links)
- Some convex autocorrelation regions for stationary time processes (Q1141441) (← links)
- On the inversion of autocovariance matrices for general autoregressive moving average (p,q) processes (Q1142519) (← links)
- Discriminating between nonstationary and nearly nonstationary time series models: A simulation study (Q1195390) (← links)
- O a lemma associated with Box, Jenkins and Granger (Q1216144) (← links)
- Some new time series results (Q1231369) (← links)
- An inequality and a lemma revisited (Q1238583) (← links)
- An appraisal of the Box-Jenkins approach to univariate time series analysis (Q1243988) (← links)
- On sorting out Poole's paper ''Stochastic difference equation predictors of population fluctuations'' about the Box-Jenkins analysis and forecasting of ecological time series (Q1245188) (← links)
- Overall inequalities for the autocorrelations of moving average processes (Q1246987) (← links)
- On the individual moving average inequality (Q1249403) (← links)
- A proof of a relationship between the generalized variances for associated autoregressive and moving average processes (Q1259389) (← links)
- Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process (Q1361564) (← links)
- An inequality with a time series application (Q1845600) (← links)
- More effective time-series analysis and forecasting (Q1917907) (← links)
- On the bias of sampled autocorrelations (Q3048113) (← links)
- (Q3084274) (← links)
- (Q3206159) (← links)
- (Q3316428) (← links)
- Sampled autocovariance and autocorrelation results for linear time processes (Q3471560) (← links)
- Discrimination between nonstationary and nearly nonstationary processes, and its effect on forecasting (Q3477854) (← links)
- Small-sample Autocorrelation Structure for Long-memory Time Series (Q3486698) (← links)
- Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process (Q3490806) (← links)
- (Q3664263) (← links)
- Moments of the sampled space-time autocovariance and autocorrelation function (Q3716149) (← links)
- Analysing time series for forecasting (a personal view) (Q3825978) (← links)
- (Q3860696) (← links)
- On the partial autocorrelations of once integrated autoregressive-moving average processes (Q3868642) (← links)
- The orthogonal decomposition of moving average processes (Q3878589) (← links)
- Serial Dependence Properties of Linear Processes (Q3891631) (← links)
- (Q3893187) (← links)
- (Q3893188) (← links)
- (Q3900874) (← links)
- (Q3914264) (← links)
- (Q3917378) (← links)
- On Forecasting certain Misspecified Models (Q3930509) (← links)
- (Q3945447) (← links)
- (Q3945448) (← links)
- (Q3956266) (← links)
- (Q4004831) (← links)
- Beads, bags and Bayes (Q4008222) (← links)
- PARTIAL AUTOCORRELATION PROPERTIES FOR NON-STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS (Q4025278) (← links)
- ALL THE GAUSSIAN WHITE NOISE SERIAL COVARIANCE MOMENTS TO ORDER FOUR (Q4029927) (← links)
- On the Collection of Time Series Data (Q4054546) (← links)
- A note on differencing autoregressive moving average (p, q) processes (Q4067946) (← links)
- The recursive nature of the stationarity and invertibility restraints on the parameters of mixed autoregressive-moving average processes (Q4082079) (← links)
- A plea for simple tables in the teaching of statistics to non‐specialists (Q4082926) (← links)
- Bounding sums for the autocorrelations of moving average processes (Q4085142) (← links)
- Feasible Begions for the First Pair of Autocorrelations of Moving Average Processes (Q4089695) (← links)