A conversation with David Findley

DOI10.1214/12-STS388zbMath1331.62023arXiv1301.1184OpenAlexW1987016218MaRDI QIDQ5965311

Scott H. Holan, Tucker S. McElroy

Publication date: 3 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.1184

zbMATH Keywords

model selectiontime seriesdiagnosticsseasonal adjustmentCensus Bureausignal extraction

Mathematics Subject Classification ID

Biographies, obituaries, personalia, bibliographies (01A70) History of statistics (62-03)

Cites Work

• A conversation with Hirotugu Akaike
• Selection between models through multi-step-ahead forecasting
• Counterexamples to parsimony and BIC
• Modeling of time series arrays by multistep prediction or likelihood methods.
• Uniform convergence of sample second moments of families of time series arrays.
• AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models.
• The Fitting of Time-Series Models
• An ARIMA-Model-Based Approach to Seasonal Adjustment
• SEASONAL ADJUSTMENT BY A BAYESIAN MODELING
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