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Some reformulations and extensions in the univariate Box-Jenkins time series analysis approach (A revised version)

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  • Heuts, R.M.J.

    (Tilburg University, School of Economics and Management)

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  • Heuts, R.M.J., 1977. "Some reformulations and extensions in the univariate Box-Jenkins time series analysis approach (A revised version)," Other publications TiSEM 80fe73e5-ec23-4f45-9089-e, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:80fe73e5-ec23-4f45-9089-e9b7c7fa957a
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    References listed on IDEAS

    as
    1. Cooper, J Phillip & Nelson, Charles R, 1975. "The Ex Ante Prediction Performance of the St. Louis and FRB-MIT-PENN Econometric Models and Some Results on Composite Predictors," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 7(1), pages 1-32, February.
    2. Tigelaar, H.H., 1975. "Spectraalanalyse en stochastische lineaire differentievergelijkingen," Other publications TiSEM fb38e51c-d36d-4ad2-ac90-8, Tilburg University, School of Economics and Management.
    3. Denise R. Osborn, 1976. "Maximum Likelihood Estimation of Moving Average Processes," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 1, pages 75-87, National Bureau of Economic Research, Inc.
    4. Stigum, Bernt P., 1975. "Asymptotic properties of autoregressive integrated moving average processes," Stochastic Processes and their Applications, Elsevier, vol. 3(4), pages 315-344, October.
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    1. Heuts, R.M.J. & Rens, P.J., 1977. "A Monte Carlo study to obtain the percentage points of some goodness of fit tests in testing normality, when observations satisfy a certain low order ARMA-scheme," Other publications TiSEM 90cad915-010b-4c3f-9697-9, Tilburg University, School of Economics and Management.

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