The Fitting of Non-Stationary Time-Series Models with Time-Dependent Parameters-Reference-Cited by-同舟云学术

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The Fitting of Non-Stationary Time-Series Models with Time-Dependent Parameters

Published:1970-07 Issue:2 Volume:32 Page:312-322
ISSN:0035-9246
Container-title:Journal of the Royal Statistical Society: Series B (Methodological)
language:en
Short-container-title:Journal of the Royal Statistical Society: Series B (Methodological)

Author:

Rao T. Subba¹

Affiliation:

1. University of Manchester Institute of Science and Technology

Publisher

Wiley

Subject

Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.2517-6161.1970.tb00844.x/fullpdf

Reference11 articles.

1. On the prediction of non-stationary processes;Abdrabbo;J. R. Statist. Soc. B,1967

2. A general definition of residuals;Cox;J. R. Statist. Soc. B,1968

3. The fitting of time-series models;Durbin;Rev. Int. Statist. Inst.,1960

4. Tables of autoregressive series;Kendall;Biometrika,1949

5. Mathematical considerations in the estimation of spectra;Parzen;Technometrics,1961

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