Filtrage et prédiction d'une série chronologique

G. Baumann

Journal de la société française de statistique (1975)

  • Volume: 116, page 61-74
  • ISSN: 1962-5197

How to cite

top

Baumann, G.. "Filtrage et prédiction d'une série chronologique." Journal de la société française de statistique 116 (1975): 61-74. <http://eudml.org/doc/198472>.

@article{Baumann1975,
author = {Baumann, G.},
journal = {Journal de la société française de statistique},
language = {fre},
pages = {61-74},
publisher = {Société de statistique de Paris},
title = {Filtrage et prédiction d'une série chronologique},
url = {http://eudml.org/doc/198472},
volume = {116},
year = {1975},
}

TY - JOUR
AU - Baumann, G.
TI - Filtrage et prédiction d'une série chronologique
JO - Journal de la société française de statistique
PY - 1975
PB - Société de statistique de Paris
VL - 116
SP - 61
EP - 74
LA - fre
UR - http://eudml.org/doc/198472
ER -

References

top
  1. [1] GRANGER C.-W. et HATANAKA M. _ « Spectral analysis of economic time series ». Princeton N. J. Princeton University Press, 1964. Zbl0128.14701MR174161
  2. [2] THOMAS J.-B. _ « An introduction to statistical communication theory ». John Wiley, New York, 1969. Zbl0202.17801
  3. [3] WIENER N. _ « Extrapolation, interpolation and smoothing of stationary time series ». The technologie Press of the M. I. T., Cambridge, 1949. Zbl0138.12302MR31213

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.