An appraisal of the Box-Jenkins approach to univariate time series analysis

DOI10.1007/BF01893405zbMath0369.62100OpenAlexW1999482450MaRDI QIDQ1243988

Oliver D. Anderson

Publication date: 1977

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175722

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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• Tests for departure from normality in the case of linear stochastic processes
• An inequality with a time series application
• Charts for the Interpretation and Estimation of the Second Order Moving Average and Mixed First Order Autoregressive-Moving Average Models
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

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