George Box's contributions to time series analysis and forecasting

Cites Work

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Spurious regressions in econometrics
Conditions for the optimality of exponential smoothing forecast procedures
A conversation with George Box
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
Optimal Properties of Exponentially Weighted Forecasts
Testing for unit roots in autoregressive-moving average models of unknown order
Forecast Functions Implied by Autoregressive Integrated Moving Average Models and Other Related Forecast Procedures
Identifying a Simplifying Structure in Time Series
Diagnostic testing of univariate time series models
Likelihood Function of Stationary Multiple Autoregressive Moving Average Models
The Multivariate Portmanteau Statistic
Modeling Multiple Times Series with Applications
The Analysis of Closed-Loop Dynamic-Stochastic Systems
Intervention Analysis with Applications to Economic and Environmental Problems
A canonical analysis of multiple time series
On a measure of lack of fit in time series models
Bayesian analysis of some outlier problems in time series
Robust Estimation of the First-Order Autoregressive Parameter
The likelihood function of stationary autoregressive-moving average models
An algorithm for the exact likelihood of a mixed autoregressive-moving average process
Forecasting Using Principal Components From a Large Number of Predictors
Co-Integration and Error Correction: Representation, Estimation, and Testing
An Accidental Statistician
EXPECTATION‐MAXIMIZATION ALGORITHMS AND THE ESTIMATION OF TIME SERIES MODELS IN THE PRESENCE OF OUTLIERS
A change in level of a non-stationary time series
Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
Elements of multivariate time series analysis.
An overview of George Box's contributions to process monitoring and feedback adjustment