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Some new time series results. (English) Zbl 0339.62065

MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15 Inference from stochastic processes and spectral analysis
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References:

[1] Anderson, O.D.: An Inequality with a Time Series Application. Journal of Econometrics2, 189–193, 1974. · Zbl 0286.62065 · doi:10.1016/0304-4076(74)90039-6
[2] –: Time Series Analysis and Forecasting, the Box-Jenkins approach. London-Butterworth 1975.
[3] Barndorff-Nielsen, O., andG. Schou: On the Parametrization of Autoregressive Models by Partial Autocorrelations. Journal of Multivariate Analysis3, 408–419, 1973. · Zbl 0275.62074 · doi:10.1016/0047-259X(73)90030-4
[4] Box, G.E.P., andG.M. Jenkins: Time Series Analysis forecasting and control. San Francisco 1970. · Zbl 0249.62009
[5] Granger, C.W.J.: Time Series Modelling and Interpretation. Paper presented to the European Econometric Congress. Budapest 1972.
[6] Granger, C.W.J.: Statistical Forecasting of Economic Series–A Review of Techniques. Surrey Papers in Economics, no. 8, 1973.
[7] Kendall, M.G.: Book Review. J. R. Statist. Soc.A134, 450–453, 1971. · doi:10.2307/2344246
[8] Newbold, P., andC.W.J. Granger: Experience with Forecasting Univariate Time Series and the Combination of Forecasts (with Discussion). J.R. Statist. Soc.A137, 131–165, 1974. · doi:10.2307/2344546
[9] Wold, H.: A study in the analysis of Stationary Time Series. Stockholm 1954. · Zbl 0055.13401
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