Analyse d'intervention et prévisions. Problématique et application à des données de la RATP
Laurent Ferrara; Dominique Guegan
Revue de Statistique Appliquée (2000)
- Volume: 48, Issue: 2, page 55-72
- ISSN: 0035-175X
Access Full Article
topHow to cite
topFerrara, Laurent, and Guegan, Dominique. "Analyse d'intervention et prévisions. Problématique et application à des données de la RATP." Revue de Statistique Appliquée 48.2 (2000): 55-72. <http://eudml.org/doc/106479>.
@article{Ferrara2000,
author = {Ferrara, Laurent, Guegan, Dominique},
journal = {Revue de Statistique Appliquée},
language = {fre},
number = {2},
pages = {55-72},
publisher = {Société française de statistique},
title = {Analyse d'intervention et prévisions. Problématique et application à des données de la RATP},
url = {http://eudml.org/doc/106479},
volume = {48},
year = {2000},
}
TY - JOUR
AU - Ferrara, Laurent
AU - Guegan, Dominique
TI - Analyse d'intervention et prévisions. Problématique et application à des données de la RATP
JO - Revue de Statistique Appliquée
PY - 2000
PB - Société française de statistique
VL - 48
IS - 2
SP - 55
EP - 72
LA - fre
UR - http://eudml.org/doc/106479
ER -
References
top- M.N. Bhattacharyya and A.P. Layton (1979), «Effectiveness of seat belt legislation on the Queensland road toll - an Australian case study in intervention analysis », Journal of the American Statistical Association, 74, 596- 603.
- G.E. Box and G.M. Jenkins (1970), Time Series Analysis, Forecasting and Control, Holden-Day, San Francisco. Zbl0249.62009MR272138
- G.E. Box, G.M. Jenkins and G.C. Reinsel (1994), Time Series Analysis, Forecasting and Control (Third Edition), Prentice Hall, Englewood Cliffs, New Jersey. Zbl0858.62072MR1312604
- G.E. Box, and G.C. Tiao (1975), «Intervention analysis with applications to economic and environmentals problems», Journal of the American Statistical Association, 70, 70-79. Zbl0316.62045MR365957
- P.J. Brockwell and R.A. Davis (1987), Time Series : Theory and Methods, Springer-Verlag, New-York. Zbl0604.62083MR868859
- I. Chang, G. Tiao and C. Chen (1988), «Estimation of Time Series Parameters in the Presence of Outliers», Technometrics, 30, 2, 193-204. MR943602
- C. Chen and L.M. Liu (1990), «Joint Estimation of Models Parameters and Outlier Effects in Time Series», Journal of the American Statistical Association, 88, 421, 284-297. Zbl0775.62229
- L. Denby and R. Martin (1979), «Robust Estimation of the First Order Autoregressive Parameter», Journal of the American Statistical Association, 74, 140 -146. Zbl0407.62066
- G.C. Tiao (1985), «Autoregressive moving average models, intervention problems and outlier detection in time series », Handbook of Statictics, Vol. 5, E.J. HANNAN, P.R. KRISHNAIAH and M.M. RAO editions. MR831745
- R.S. Tsay (1986), «Time series model specification in the presence of outliers», Journal of the American Statistical Association, 81, 132 -141.
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.