The Fitting of Non-Stationary Time-Series Models with Time-Dependent Parameters
- 1 July 1970
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 32 (2) , 312-322
- https://doi.org/10.1111/j.2517-6161.1970.tb00844.x
Abstract
No abstract availableThis publication has 9 references indexed in Scilit:
- A Test for Non-Stationarity of Time-SeriesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1969
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- On the Prediction of Non-Stationary ProcessesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1967
- Design Relations for Non-Stationary ProcessesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1966
- Evolutionary Spectra and Non-Stationary ProcessesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1965
- Large-sample estimation of parameters for autoregressive processes with moving-average residualsBiometrika, 1962
- Mathematical Considerations in the Estimation of SpectraTechnometrics, 1961
- The Fitting of Time-Series ModelsRevue de l'Institut International de Statistique / Review of the International Statistical Institute, 1960
- TABLES OF AUTOREGRESSIVE SERIESBiometrika, 1949