Sur le principe de parcimonie dans l'ajustement des modèles ARMA
Statistique et analyse des données (1989)
- Volume: 14, Issue: 2, page 81-95
- ISSN: 0750-7364
Access Full Article
topHow to cite
topMoore, 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] Box, G.E.P., Jenkins, G.M., Time series analysis : Forecasting and control. Revised edition, Holden-Day, San Francisco, 1976. Zbl0249.62009MR436499
- [2] DeGroot, M.H., A conversation with Erich L. Lehmann, Statistical Science, 1986, Vol. 1, n° 2, pp. 243-258. Zbl0955.01512MR846003
- [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] Ledolter, J., Abraham, B., Parsimony and its importance in time series forecasting, Technometrics, 1981, Vol. 23, n° 4, pp. 411-414. Zbl0472.62092
- [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] 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] 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] Pankratz, A., Forecasting with Univariate Box-Jenkins Models Concepts and Cases, John Wiley and Sons, New York, 1983.
- [9] SAS/ETS User's Guide, SAS Institute Inc., Cary, North Carolina, 1982.
- [10] SCA-Scientific Computing Associates, De Kalb. Illinois, 1985.
- [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] 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 ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.