The Box-Jenkins approach to time series analysis

O. D. Anderson

RAIRO - Operations Research - Recherche Opérationnelle (1977)

  • Volume: 11, Issue: 1, page 3-29
  • ISSN: 0399-0559

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Anderson, O. D.. "The Box-Jenkins approach to time series analysis." RAIRO - Operations Research - Recherche Opérationnelle 11.1 (1977): 3-29. <http://eudml.org/doc/104654>.

@article{Anderson1977,
author = {Anderson, O. D.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
language = {eng},
number = {1},
pages = {3-29},
publisher = {EDP-Sciences},
title = {The Box-Jenkins approach to time series analysis},
url = {http://eudml.org/doc/104654},
volume = {11},
year = {1977},
}

TY - JOUR
AU - Anderson, O. D.
TI - The Box-Jenkins approach to time series analysis
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1977
PB - EDP-Sciences
VL - 11
IS - 1
SP - 3
EP - 29
LA - eng
UR - http://eudml.org/doc/104654
ER -

References

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  2. 2. O. D. ANDERSON, An Inequality with a Time Series Application, J. Econom.,vol. 2, 1974, p. 189-193. Zbl0286.62065
  3. 3. O. D. ANDERSON, Topics in Time Series, Paper presented to the Mathematics, Computing and Statistics Applications Conference of the British Sociological Association, Guildford, 1974 (to be published). 
  4. 4. O. D. ANDERSON, Identifying Box-Jenkins Processes, Computer Applications, vol. 2, 1974, p. 275-283. 
  5. 5. O. D. ANDERSON, Time Series Analysis and Forecasting, the Box-Jenkins Approach, Butterworths, London, 1975. MR448760
  6. 6. O. D. ANDERSON, On a Lemma Associated with Box, Jenkins and Granger, J. Econom., vol. 3, 1975, p. 151-156. Zbl0303.62067MR431562
  7. 7. O. D. ANDERSON, On the Collection of Time Series data, O.R. Quart., vol. 26, 1975, p. 331-335. Zbl0299.62053
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  16. 16. C. W. J. GRANGER, Prediction with a Generalised Cost of Error Function, O.R. Quart., vol. 20, 1969, p. 199-207. Zbl0174.21901MR295497
  17. 17. C. W. J. GRANGER, Time Series Modelling and Interpretation, Paper presented to the European Econometric Congress, Budapest, 1972. 
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  19. 19. Z. A. LOMNICKI, Tests for Departure from Normality in the Case of Linear Stochastic Processes, Metrika, vol. 4, 1961, p. 37-62. Zbl0107.36503MR125737
  20. 20. Nottingham City Engineer and Surveyor, 1920. Meteorology of Nottingham. 
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  25. 25. H. WOLD, A Study in the Analysis of Stationary Time Series, Almqvist and Wiksell, Stockholm, 2nd Edn, 1954. Zbl0055.13401MR61344JFM64.1200.02

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