The Box-Jenkins approach to time series analysis
O. D. Anderson (1977)
RAIRO - Operations Research - Recherche Opérationnelle
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O. D. Anderson (1977)
RAIRO - Operations Research - Recherche Opérationnelle
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Ignacio Mauleón (1997)
Journal de la société française de statistique
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Luo, Dongwen, Jones, Geoffrey, Dennis, Judith (2006)
Journal of Applied Mathematics and Decision Sciences
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Oliver D. Anderson (1989)
RAIRO - Operations Research - Recherche Opérationnelle
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Oliver D. Anderson, Jan G. De Gooijer (1990)
RAIRO - Operations Research - Recherche Opérationnelle
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Petr Volf (2005)
Kybernetika
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A stochastic process cumulating random increments at random moments is studied. We model it as a two-dimensional random point process and study advantages of such an approach. First, a rather general model allowing for the dependence of both components mutually as well as on covariates is formulated, then the case where the increments depend on time is analyzed with the aid of the multiplicative hazard regression model. Special attention is devoted to the problem of prediction of process...
Biondini, Riccardo, Lin, Yan-Xia, McCrae, Michael (2003)
Journal of Applied Mathematics and Decision Sciences
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Linton, Oliver B., Yan, Yang (2011)
Journal of Probability and Statistics
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Jorge Mateu (2002)
Qüestiió
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Spatial structures in the form of point patterns arise in many different contexts, and in most of them the key goal concerns the detection and recognition of the underlying spatial pattern. Particularly interesting is the case of pattern analysis with replicated data in two or more experimental groups. This paper compares design-based and model-based approaches to the analysis of this kind of spatial data. Basic questions about pattern detection concern estimating the properties of the...