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An approach to modeling seasonally stationary time series. (English) Zbl 0397.62067


MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84 Economic time series analysis
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References:

[1] Box, G. E.P.; Tiao, G. C., Comparison of forecast and actuality, Applied Statistics, 25, 195-200 (1976)
[2] Pagano, M., On periodic and multiple autoregression, (Technical Report no. 44 (1976), Statistical Science Division, State University of New York: Statistical Science Division, State University of New York Buffalo, NY)
[3] Parzen, E., Multiple time series: Determining the order of approximating autoregressive schemes, (Krishnaiah, P., Multivariate analysis—IV (1977), North-Holland: North-Holland Amsterdam) · Zbl 0393.62035
[4] Parzen, E., An approach to time series modeling and forecasting illustrated by hourly electricity demands, (Technical Report no. 37 (1976), Statistical Science Division, State University of New York: Statistical Science Division, State University of New York Buffalo, NY)
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.