STATISTICAL-ANALYSIS OF TIME-SERIES - SOME RECENT DEVELOPMENTS

[1] ABRAHAM B, 1979, BIOMETRIKA, V66, P229, DOI 10.1093/biomet/66.2.229

[2] ABRAHAM B, 1978, APPLIED STATISTICS, V27, P120

[3] FITTING AUTOREGRESSIVE MODELS FOR PREDICTION [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1969, 21 (02) : 243 - &

[4] MARKOVIAN REPRESENTATION OF STOCHASTIC-PROCESSES AND ITS APPLICATION TO ANALYSIS OF AUTOREGRESSIVE MOVING AVERAGE PROCESSES [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1974, 26 (03) : 363 - 387

[5] ANALYSIS OF AUTOREGRESSIVE-MOVING AVERAGE MODELS - ESTIMATION AND PREDICTION [J]. BIOMETRIKA, 1977, 64 (03) : 535 - 545

[6] ESTIMATION FOR AUTOREGRESSIVE MOVING AVERAGE MODELS IN TIME AND FREQUENCY DOMAINS [J]. ANNALS OF STATISTICS, 1977, 5 (05) : 842 - 865

[7] MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETERS OF AUTOREGRESSIVE PROCESSES WITH MOVING AVERAGE RESIDUALS AND OTHER COVARIANCE MATRICES WITH LINEAR STRUCTURE [J]. ANNALS OF STATISTICS, 1975, 3 (06) : 1283 - 1304

[8] ANDERSON TW, 1971, STATISTICAL ANAL TIM

[9] ANDERSON TW, 1969, 2ND P INT S MULT AN, P55

[10] [Anonymous], 2014, VIRTUES HAPPINESS TH, DOI DOI 10.1093/ACPROF:OSO/9780199827367.001.0001

[1] ABRAHAM B, 1979, BIOMETRIKA, V66, P229, DOI 10.1093/biomet/66.2.229

[2] ABRAHAM B, 1978, APPLIED STATISTICS, V27, P120

[3] FITTING AUTOREGRESSIVE MODELS FOR PREDICTION [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1969, 21 (02) : 243 - &

[4] MARKOVIAN REPRESENTATION OF STOCHASTIC-PROCESSES AND ITS APPLICATION TO ANALYSIS OF AUTOREGRESSIVE MOVING AVERAGE PROCESSES [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1974, 26 (03) : 363 - 387

[5] ANALYSIS OF AUTOREGRESSIVE-MOVING AVERAGE MODELS - ESTIMATION AND PREDICTION [J]. BIOMETRIKA, 1977, 64 (03) : 535 - 545

[6] ESTIMATION FOR AUTOREGRESSIVE MOVING AVERAGE MODELS IN TIME AND FREQUENCY DOMAINS [J]. ANNALS OF STATISTICS, 1977, 5 (05) : 842 - 865

[7] MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETERS OF AUTOREGRESSIVE PROCESSES WITH MOVING AVERAGE RESIDUALS AND OTHER COVARIANCE MATRICES WITH LINEAR STRUCTURE [J]. ANNALS OF STATISTICS, 1975, 3 (06) : 1283 - 1304

[8] ANDERSON TW, 1971, STATISTICAL ANAL TIM

[9] ANDERSON TW, 1969, 2ND P INT S MULT AN, P55

[10] [Anonymous], 2014, VIRTUES HAPPINESS TH, DOI DOI 10.1093/ACPROF:OSO/9780199827367.001.0001