HIDDEN PERIODIC AUTOREGRESSIVE-MOVING AVERAGE MODELS IN TIME-SERIES DATA

被引：123

作者：

TIAO, GC ^{[1
]}

GRUPE, MR ^{[1
]}

机构：

[1] FED RESERVE BOARD,WASHINGTON,DC

来源：

BIOMETRIKA | 1980年 / 67卷 / 02期

关键词：

D O I：

10.1093/biomet/67.2.365

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

页码：365 / 373

页数：9

共 12 条

[1]

ABRAHAM B, 1978, APPLIED STATISTICS, V27, P120

[2]

Box G.E.P., 1976, TIME SERIES ANAL

[3]

CLEVELAND WP, 1979, REV EC APPLIQUEE, V32, P107

[4]

Gladyshev E. G., 1961, SOV MATH, V2, P385

[5]

Hannan J., 2013, TECH NOTE, V43153

[6] TIME SERIES WITH PERIODIC STRUCTURE [J].

JONES, RH ;

BRELSFORD, WM .

BIOMETRIKA, 1967, 54 :403-+

[7] LINEAR STOCHASTIC-MODELS FOR FORECASTING DAILY MAXIMA AND HOURLY CONCENTRATIONS OF AIR-POLLUTANTS [J].

MCCOLLISTER, GM ;

WILSON, KR .

ATMOSPHERIC ENVIRONMENT, 1975, 9 (04) :417-423

[8]

Monin A.S., 1963, P S TIME SERIES ANAL, P144

[9] PERIODIC AND MULTIPLE AUTO-REGRESSIONS [J].

PAGANO, M .

ANNALS OF STATISTICS, 1978, 6 (06) :1310-1317

[10] ANALYSIS OF LOS-ANGELES PHOTOCHEMICAL SMOG DATA - STATISTICAL OVERVIEW [J].

TIAO, GC ;

BOX, GEP ;

HAMMING, WJ .

JOURNAL OF THE AIR POLLUTION CONTROL ASSOCIATION, 1975, 25 (03) :260-268

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