The Box-Jenkins approach to time series analysis
RAIRO - Operations Research - Recherche Opérationnelle, Tome 11 (1977) no. 1, pp. 3-29.
@article{RO_1977__11_1_3_0,
     author = {Anderson, O. D.},
     title = {The {Box-Jenkins} approach to time series analysis},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {3--29},
     publisher = {EDP-Sciences},
     volume = {11},
     number = {1},
     year = {1977},
     mrnumber = {474665},
     zbl = {0359.62071},
     language = {en},
     url = {http://archive.numdam.org/item/RO_1977__11_1_3_0/}
}
TY  - JOUR
AU  - Anderson, O. D.
TI  - The Box-Jenkins approach to time series analysis
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 1977
SP  - 3
EP  - 29
VL  - 11
IS  - 1
PB  - EDP-Sciences
UR  - http://archive.numdam.org/item/RO_1977__11_1_3_0/
LA  - en
ID  - RO_1977__11_1_3_0
ER  - 
%0 Journal Article
%A Anderson, O. D.
%T The Box-Jenkins approach to time series analysis
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 1977
%P 3-29
%V 11
%N 1
%I EDP-Sciences
%U http://archive.numdam.org/item/RO_1977__11_1_3_0/
%G en
%F RO_1977__11_1_3_0
Anderson, O. D. The Box-Jenkins approach to time series analysis. RAIRO - Operations Research - Recherche Opérationnelle, Tome 11 (1977) no. 1, pp. 3-29. http://archive.numdam.org/item/RO_1977__11_1_3_0/

1. T. Amemiya and R. Y. Wu, The Effect of Aggregation on Prediction in the Autoregressive Model, J.A.S.A., vol. 67, 1972, p. 628-632. | MR | Zbl

2. O. D. Anderson, An Inequality with a Time Series Application, J. Econom.,vol. 2, 1974, p. 189-193. | Zbl

3. O. D. Anderson, Topics in Time Series, Paper presented to the Mathematics, Computing and Statistics Applications Conference of the British Sociological Association, Guildford, 1974 (to be published).

4. O. D. Anderson, Identifying Box-Jenkins Processes, Computer Applications, vol. 2, 1974, p. 275-283.

5. O. D. Anderson, Time Series Analysis and Forecasting, the Box-Jenkins Approach, Butterworths, London, 1975. | MR

6. O. D. Anderson, On a Lemma Associated with Box, Jenkins and Granger, J. Econom., vol. 3, 1975, p. 151-156. | MR | Zbl

7. O. D. Anderson, On the Collection of Time Series data, O.R. Quart., vol. 26, 1975, p. 331-335. | Zbl

8. M. S. Bartlett, On the Theoretical Specification of Sampling Properties of Autocorrelated Time Series, J.R.S.S., B 8, 1946, p. 27-41. | MR | Zbl

9. G. E. P. Box and G. M. Jenkins, Time Series Analysis Forecasting and Control, Holden-Day, San Francisco, 1970. | MR | Zbl

10. G. E. P. Box and D. A. Pierce, Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models, J.A.S.A., vol. 65, 1970, p. 1509-1526. | MR | Zbl

11. K. R. W. Brewer, Some Consequences of Temporal Aggregation and Systematic Sampling for ARMA and ARMAX Models, J. Econom., vol. 1, 1973, p. 133-154. | Zbl

12. A. Buchan, Meteorology of Ben Nevis, Trans. Roy. Soc. of Edinburgh, vol. 34, 1890.

13. H.M.S.O., Unemployment Flow Statistics, Department of Employment Gazette, 1973, p. 793-795.

14. I.C.L., 1900 Series Technical Publication 4284, 1972.

15. Financial Times, August 26th 1972-January 20th 1973.

16. C. W. J. Granger, Prediction with a Generalised Cost of Error Function, O.R. Quart., vol. 20, 1969, p. 199-207. | MR | Zbl

17. C. W. J. Granger, Time Series Modelling and Interpretation, Paper presented to the European Econometric Congress, Budapest, 1972.

18. C. W. J. Granger, Multi-Step Forecast Errors and Model Mis-specification, Paper presented to the Econometric Society, Oslo, 1973.

19. Z. A. Lomnicki, Tests for Departure from Normality in the Case of Linear Stochastic Processes, Metrika, vol. 4, 1961, p. 37-62. | MR | Zbl

20. Nottingham City Engineer and Surveyor, 1920. Meteorology of Nottingham.

21. M. H. Quenouille, Approximate Tests of Correlation in Time Series, J.R.S.S., B 11, 1949, p. 68-84. | MR | Zbl

22. S. Siegel, Nonparametric Statistics for the Behavioral Sciences, McGraw-Hill, New York, 1956. | Zbl

23. R. A. J. Webb, A Simulation Study of Lomnicki's Test for Departure from Normality in the Case of Linear Stochastic Processes, MSc thesis, Nottingham University, 1972.

24. P. Whittle, Prediction and Regulation by Linear Least-Squares Methods, E.U.P.,London, 1963.

25. H. Wold, A Study in the Analysis of Stationary Time Series, Almqvist and Wiksell, Stockholm, 2nd Edn, 1954. | JFM | MR | Zbl