Sur le principe de parcimonie dans l'ajustement des modèles ARMA

Marc Moore; Yves Lemay

Statistique et analyse des données (1989)

  • Volume: 14, Issue: 2, page 81-95
  • ISSN: 0750-7364

How to cite

top

Moore, Marc, and Lemay, Yves. "Sur le principe de parcimonie dans l'ajustement des modèles ARMA." Statistique et analyse des données 14.2 (1989): 81-95. <http://eudml.org/doc/108982>.

@article{Moore1989,
author = {Moore, Marc, Lemay, Yves},
journal = {Statistique et analyse des données},
language = {fre},
number = {2},
pages = {81-95},
publisher = {Association pour la statistique et ses illustrations},
title = {Sur le principe de parcimonie dans l'ajustement des modèles ARMA},
url = {http://eudml.org/doc/108982},
volume = {14},
year = {1989},
}

TY - JOUR
AU - Moore, Marc
AU - Lemay, Yves
TI - Sur le principe de parcimonie dans l'ajustement des modèles ARMA
JO - Statistique et analyse des données
PY - 1989
PB - Association pour la statistique et ses illustrations
VL - 14
IS - 2
SP - 81
EP - 95
LA - fre
UR - http://eudml.org/doc/108982
ER -

References

top
  1. [1] Box, G.E.P., Jenkins, G.M., Time series analysis : Forecasting and control. Revised edition, Holden-Day, San Francisco, 1976. Zbl0249.62009MR436499
  2. [2] DeGroot, M.H., A conversation with Erich L. Lehmann, Statistical Science, 1986, Vol. 1, n° 2, pp. 243-258. Zbl0955.01512MR846003
  3. [3] Kumitomo, N., Yamamoto, T., Properties of predictors in misspecified autogressive time series models, Journal of the American Statistical Association, 1985, Vol. 80, n° 392, pp. 941-950. Zbl0588.62171MR819598
  4. [4] Ledolter, J., Abraham, B., Parsimony and its importance in time series forecasting, Technometrics, 1981, Vol. 23, n° 4, pp. 411-414. Zbl0472.62092
  5. [5] Li, W.K., McLeod, A.I., Distribution of the residual autocorrelation in multivariate ARIMA time series models, J. Roy. Statist. Soc. Ser. B, 1981, Vol.43,n° 2, pp. 231-239. Zbl0505.62079MR626770
  6. [6] Ljung, G.M., Box, G.E.P., On a measure of lack of fit in time series models, Biometrika, 1978, Vol. 65, n° 2, pp. 297-303. Zbl0386.62079
  7. [7] Moore, M., Modeling iceberg motion : a multiple-time series approach, La Revue Canadienne de Statistique, 1985, Vol. 13, n° 2, pp. 88-94. Zbl0569.76110
  8. [8] Pankratz, A., Forecasting with Univariate Box-Jenkins Models Concepts and Cases, John Wiley and Sons, New York, 1983. 
  9. [9] SAS/ETS User's Guide, SAS Institute Inc., Cary, North Carolina, 1982. 
  10. [10] SCA-Scientific Computing Associates, De Kalb. Illinois, 1985. 
  11. [11] Tiao, G.C., Box, G.E.P., Modeling multiple time series with applications, Journal of the American Statistical Association, Vol. 76, n° 376, pp. 802-816. Zbl0483.62074MR650891
  12. [12] Whitmore, G.A., Gentleman, J.F., Iceberg paths and collision risks for fixed marine structures, La Revue Canadienne de Statistique, 1985, Vol. 13, n° 2, pp. 84-87. 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.