Tendances modernes dans l'analyse des séries chronologiques

Ulf Grenander

Revue de Statistique Appliquée (1962)

  • Volume: 10, Issue: 2, page 75-84
  • ISSN: 0035-175X

How to cite

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Grenander, Ulf. "Tendances modernes dans l'analyse des séries chronologiques." Revue de Statistique Appliquée 10.2 (1962): 75-84. <http://eudml.org/doc/105714>.

@article{Grenander1962,
author = {Grenander, Ulf},
journal = {Revue de Statistique Appliquée},
language = {fre},
number = {2},
pages = {75-84},
publisher = {Société de Statistique de France},
title = {Tendances modernes dans l'analyse des séries chronologiques},
url = {http://eudml.org/doc/105714},
volume = {10},
year = {1962},
}

TY - JOUR
AU - Grenander, Ulf
TI - Tendances modernes dans l'analyse des séries chronologiques
JO - Revue de Statistique Appliquée
PY - 1962
PB - Société de Statistique de France
VL - 10
IS - 2
SP - 75
EP - 84
LA - fre
UR - http://eudml.org/doc/105714
ER -

References

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  5. Cramer (1942) - On harmonie analysis in certain functional spacesArkiv. Mat. Astr. Fys.28, B, 7 Zbl0027.40802MR6609JFM68.0237.04
  6. Doob (1953) - Stochastic processes - John Wiley and sons, New-York. MR58896
  7. Fisher (1929) - Test of significance in harmonie analysis - Proce. Roy. Soc.A125, 54-59. JFM55.0950.16
  8. Grenander (1950) - Stochastic processes and statistical inference - Arkiv. Mat.1, 195-277. Zbl0058.35501MR39202
  9. Grenander (1951) - On empirical spectral analysis of stochastic processes. Arkiv. Mat.1, 503-531. Zbl0049.22303MR49508
  10. Grenander (1954) - On the estimation of regression coefficients in the case of an auto-correlated disturbance - A.M.S.25, 252-272. Zbl0056.38201MR62402
  11. Grenander et Rosenblatt (1953) - Statistical spectral analysis of time series arising from stationary stochastic processes - A.M.S.24, 537-558. Zbl0053.41005MR58901
  12. Koopmans T. (1942) - Serial correlation and quadratic forms in normal variablesAnn. Math. Stat.13, 14-33. Zbl0060.31002MR6661
  13. Mann H.B. (1953) - Introduction in the theory of stochastic processes depending on a continuous parameter - National Bureau of Standards, U. S. A . Zbl0052.14303
  14. Tukey J.W. - Measuring noise color (unpublished). 
  15. Wiener N. (1949) - The extrapolation interpolation and smoothing of stationary time seriesJohn Wiley and sons. Zbl0036.09705
  16. Wold H. (1938) - A study in the analysis of stationary time seriesAlmquistand Wikselk.Stockholm. 
  17. Wold H. (1949) - A large sample test for moving averages - J. Roy. Stat. Soc.B, 11, 297-305. Zbl0036.21501MR34997
  18. Wold H. (1952) - Demand analysis. A study in econometrics - John Wiley and sons. Zbl0048.12901
  19. Yule U. (1927) - On a method of investigating periodicities in disturbed series, with special reference to Wolfer's sunspot numbersTrans. Roy. Soc.A226, 267-298. Zbl53.0509.02JFM53.0509.02
  20. Hannan E.J. (1960) - Time series analysisMethuen Monographs. Zbl0095.13204MR114281
  21. Malinvaud E. (1960-61) - Cours de l'Ecole Nationale de la Statistique et de l'Administration Economique 
  22. Quenouille M.H. (1957) - The analysis of multiple time seriesGriffin's Statistical monographs. MR93092

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