An appraisal of the Box-Jenkins approach to univariate time series analysis

Author:

Anderson O. D.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference17 articles.

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.

3. ——: An Inequality with a Time Series Application. J. Econometrics2, 1974c, 189–193.

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.

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