PARSIMONY AND ITS IMPORTANCE IN TIME-SERIES FORECASTING

[1] FITTING AUTOREGRESSIVE MODELS FOR PREDICTION [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1969, 21 (02) : 243 - &

[2] Box G.E.P., 1976, TIME SERIES ANAL

[3] A NOTE ON THE GENERATION OF RANDOM NORMAL DEVIATES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (02): : 610 - 611

[4] SOME POWER STUDIES OF A PORTMANTEAU TEST OF TIME-SERIES MODEL SPECIFICATION [J]. BIOMETRIKA, 1979, 66 (01) : 153 - 155

[5] FITTING AUTOREGRESSIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1975, 70 (351) : 590 - 592

[6] Levinson N., 1947, J MATH PHYS, V25, P261

[7] LJUNG GM, 1979, BIOMETRIKA, V66, P265, DOI 10.1093/biomet/66.2.265

[8] AN ALGORITHM FOR LEAST-SQUARES ESTIMATION OF NONLINEAR PARAMETERS [J]. JOURNAL OF THE SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS, 1963, 11 (02): : 431 - 441

[9] DISCUSSION, EMPHASIZING CONNECTION BETWEEN ANALYSIS OF VARIANCE AND SPECTRUM ANALYSIS [J]. TECHNOMETRICS, 1961, 3 (02) : 191 - &

[10] YAMAMOTO T, 1976, APPL STAT, V25, P123

[1] FITTING AUTOREGRESSIVE MODELS FOR PREDICTION [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1969, 21 (02) : 243 - &

[2] Box G.E.P., 1976, TIME SERIES ANAL

[3] A NOTE ON THE GENERATION OF RANDOM NORMAL DEVIATES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (02): : 610 - 611

[4] SOME POWER STUDIES OF A PORTMANTEAU TEST OF TIME-SERIES MODEL SPECIFICATION [J]. BIOMETRIKA, 1979, 66 (01) : 153 - 155

[5] FITTING AUTOREGRESSIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1975, 70 (351) : 590 - 592

[6] Levinson N., 1947, J MATH PHYS, V25, P261

[7] LJUNG GM, 1979, BIOMETRIKA, V66, P265, DOI 10.1093/biomet/66.2.265

[8] AN ALGORITHM FOR LEAST-SQUARES ESTIMATION OF NONLINEAR PARAMETERS [J]. JOURNAL OF THE SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS, 1963, 11 (02): : 431 - 441

[9] DISCUSSION, EMPHASIZING CONNECTION BETWEEN ANALYSIS OF VARIANCE AND SPECTRUM ANALYSIS [J]. TECHNOMETRICS, 1961, 3 (02) : 191 - &

[10] YAMAMOTO T, 1976, APPL STAT, V25, P123