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An appraisal of the Box-Jenkins approach to univariate time series analysis. (English) Zbl 0369.62100

MSC:

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

[1] Anderson, O.D.: Time Series Analysis and forecasting-theBox-Jenkins approach. London 1974a.
[2] Anderson, O.D.: Modelling Discrete Stochastic Sequences. MSc thesis, Nottingham University, 1974b.
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[4] Anderson, O.D.: The Time Series concept of Invertibility. Nottingham Time Series Paper, (3), 1974d3).
[5] Anderson, O.D.: TheBox-Jenkins approach to time series analysis. To appear in Revue R.A.I.R.O. 1976.
[6] Box, G.E.P., andG.M. Jenkins: Time Series Analysis forecasting and control. San Francisco 1970. · Zbl 0249.62009
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[12] Lomnicki, Z.A.: Tests for departure from normality in the case of linear stochastic processes. Metrika4, 1961, 37–62. · Zbl 0107.36503 · doi:10.1007/BF02613866
[13] Newbold, P., andC.W.J. Granger: Experience with forecasting univariate time series and the combination of forecasts (with Discussion). JRSSA,137, 1974, 131–165.
[14] Reid, D.J.: A comparative study of time series prediction techniques on economic data. PhD thesis, Nottingham University 1969.
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[16] Waldmeier, M.: The Sunspot activity in the years 1610–1960. Zürich 1961.
[17] Webb, R.A.J.: A simulation study ofLomnicki’s test for departure from normality in the case of linear stochastic processes. MSc thesis, Nottingham University 1972.
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