DISTRIBUTION OF RESIDUAL AUTOCORRELATIONS IN BOX-JENKINS MODELS

被引：0
|
作者：
MCLEOD, AI [1 ]
机构：
[1] UNIV WATERLOO,DEPT STAT,WATERLOO N2L 3G1,ONTARIO,CANADA
来源：
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL | 1978年 / 40卷 / 03期
关键词：
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：296 / 302
页数：7
相关论文
共 50 条
  • [41] EXPERIENCES WITH AN AUTOMATIC BOX-JENKINS MODELING ALGORITHM
    REILLY, DP
    INDUSTRIAL ENGINEERING, 1977, 9 (12): : 62 - 62
  • [42] THE KALMAN FILTER AS AN ADAPTIVE FORECASTING PROCEDURE FOR USE WITH BOX-JENKINS ARIMA MODELS
    SHOLL, P
    WOLFE, RK
    COMPUTERS & INDUSTRIAL ENGINEERING, 1985, 9 (03) : 247 - 262
  • [43] Identification of Box-Jenkins models for spatially interconnected systems in closed-loop
    Ali, Ahsan
    Ali, Mukhtar
    MULTIDIMENSIONAL SYSTEMS AND SIGNAL PROCESSING, 2018, 29 (01) : 245 - 255
  • [44] Identification of Box-Jenkins Models for Parameter-Varying Spatially Interconnected Systems
    Ali, Mukhtar
    Ali, Ahsan
    Abbas, Hossam
    Werner, Herbert
    2011 AMERICAN CONTROL CONFERENCE, 2011, : 145 - 150
  • [45] A comparative study on Box-Jenkins and Garch models in forecasting crude oil prices
    Yaziz, Siti Roslindar
    Ahmad, Maizah Hura
    Nian, Lee Chee
    Muhammad, Noryanti
    Journal of Applied Sciences, 2011, 11 (07) : 1129 - 1135
  • [46] Box-Jenkins continuous-time modeling
    Pintelon, R
    Schoukens, J
    Rolain, Y
    AUTOMATICA, 2000, 36 (07) : 983 - 991
  • [47] ANOTHER LOOK AT BOX-JENKINS FORECASTING PROCEDURES
    WEGMAN, EJ
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1986, 15 (02) : 523 - 530
  • [48] The Box-Jenkins Steiglitz-McBride algorithm
    Zhu, Yucai
    Hjalmarsson, Hakan
    AUTOMATICA, 2016, 65 : 170 - 182
  • [49] PINKHAM,LYDIA REVISITED - BOX-JENKINS APPROACH
    KYLE, PW
    JOURNAL OF ADVERTISING RESEARCH, 1978, 18 (02) : 31 - 39
  • [50] AN EMPIRICAL-EXAMINATION OF BOX-JENKINS FORECASTING
    ANDERSEN, A
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1982, 145 : 472 - 478
12345