DISTRIBUTION OF RESIDUAL AUTOCORRELATIONS IN BOX-JENKINS MODELS

被引:0
|
作者
MCLEOD, AI [1 ]
机构
[1] UNIV WATERLOO,DEPT STAT,WATERLOO N2L 3G1,ONTARIO,CANADA
关键词
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:296 / 302
页数:7
相关论文
共 50 条
  • [1] SIMULATION PROCEDURES FOR BOX-JENKINS MODELS
    MCLEOD, AI
    HIPEL, KW
    WATER RESOURCES RESEARCH, 1978, 14 (05) : 969 - 975
  • [2] THE SVM APPROACH FOR BOX-JENKINS MODELS
    Amiri, Saeid
    von Rosen, Dietrich
    Zwanzig, Silvelyn
    REVSTAT-STATISTICAL JOURNAL, 2009, 7 (01) : 23 - 36
  • [3] Estimation of jump Box-Jenkins models
    Piga, Dario
    Breschi, Valentina
    Bemporad, Alberto
    AUTOMATICA, 2020, 120
  • [4] ARMA models and the Box-Jenkins methodology
    Makridakis, S
    Hibon, M
    JOURNAL OF FORECASTING, 1997, 16 (03) : 147 - 163
  • [5] BOX-JENKINS METHODS - ALTERNATIVE TO ECONOMETRIC MODELS
    NAYLOR, TH
    SEAKS, TG
    WICHERN, DW
    INTERNATIONAL STATISTICAL REVIEW, 1972, 40 (02) : 123 - &
  • [6] Bayesian Identification of LPV Box-Jenkins Models
    Darwish, Mohamed
    Cox, Pepijn
    Pillonetto, Gianluigi
    Toth, Roland
    2015 54TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2015, : 66 - 71
  • [7] Interactive Identification Method for Box-Jenkins Models
    Xie, Li
    Yang, Huizhong
    Ding, Feng
    LIFE SYSTEM MODELING AND INTELLIGENT COMPUTING, PT II, 2010, 98 : 163 - 169
  • [8] BOX-JENKINS FORECASTING MODELS - A LOOK AT THE TECHNIQUE
    CLARK, MW
    BUSINESS, 1980, 30 (04): : 49 - 52
  • [9] BOX-JENKINS FOR LAYMAN
    REILLY, DP
    OPERATIONS RESEARCH, 1975, 23 : B376 - B376
  • [10] INTERPRETATION OF BOX-JENKINS TIME-SERIES MODELS
    ANDERSON, OD
    STATISTICIAN, 1977, 26 (02): : 127 - 145