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Classifying series realisations form IMA <1,1> and ARMA <1,1> processes
Anderson, O. D.; Gooijer, J. G. de - In: Time series : proceedings of the international …, (pp. 5-13). 1980
Persistent link: https://www.econbiz.de/10001831998
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The covariances between sampled autocovariances and between serial correlations for finit realisations from ARUMA time series models
Anderson, O. D.; Gooijer, J. G. de - 1981
Persistent link: https://www.econbiz.de/10001832040
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The covariances between sampled autocovariances and between serial correlations for finite realisations for ARUMA time series models
Anderson, O. D.; Gooijer, J. G. de - In: Time series analysis : theory and practice 1 (1981), pp. 7-22
Persistent link: https://www.econbiz.de/10001832058
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Distinguishing between IMA <1,1> and ARMA <1,1> models : a large scale simulation study of two particular Box-Jenkis time processes
Anderson, O. D.; Gooijer, J. G. de - In: Time series : proceedings of the international …, (pp. 15-40). 1980
Persistent link: https://www.econbiz.de/10001832078
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Distinguishing certain stationary time series models from their nonstationary approximations and improved Box-Jenkins forecasting
Anderson, O. D.; Gooijer, J. G. de - In: Analysing time series : proceedings of the …, (pp. 21-42). 1980
Persistent link: https://www.econbiz.de/10001832096
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Distinguishing certain stationary time series models from their nonstationary approximations and improved Box-Jenkins forecasting
Anderson, O. D.; Gooijer, J. G. de - 1980
Persistent link: https://www.econbiz.de/10001832118