Ronner, Arjen E.; Sterken, Elmer Generalization of \(M(x)\)-matrices. Application to mathematical economics and econometrics. (English) Zbl 1273.15043 Econ. Lett. 16, No. 3-4, 321-326 (1984). MSC: 15B57 91B82 91B84 PDFBibTeX XMLCite \textit{A. E. Ronner} and \textit{E. Sterken}, Econ. Lett. 16, No. 3--4, 321--326 (1984; Zbl 1273.15043) Full Text: DOI
Tukey, John W. Brillinger, D. R. (ed.) The collected works of John W. Tukey. Volume I: Time series: 1949-1964. Volume II: Time series: 1965-1984. Ed. by David R. Brillinger. (English) Zbl 0699.62084 The Wadsworth Statistics/Probability Series. Belmont and Monterey, California: Wadsworth Advanced Books & Software. LXV, LXVII, 1153, I-39, I-80 p. (1984). MSC: 62M10 62M15 01A75 62-02 PDFBibTeX XML
Maindonald, J. H. Statistical computation. (English) Zbl 0658.62001 Wiley Series in Probability and Mathematical Statistics: Applied Probability and Statistics. New York: John Wiley & Sons, Inc. XVIII, 370 p. (1984). MSC: 62-01 65C99 PDFBibTeX XML
Barnett, Vic; Lewis, Toby Outliers in statistical data. 2nd ed. (English) Zbl 0638.62002 Wiley Series in Probability and Mathematical Statistics. Applied Probability and Statistics. Chichester etc.: John Wiley & Sons. XIV, 463 p. (TUB, FB Stat.: B 86271) (1984). MSC: 62-02 62F35 62F03 62H15 PDFBibTeX XML
Cybenko, George Restrictions of normal operators, Padé approximation and autoregressive time series. (English) Zbl 0617.47017 SIAM J. Math. Anal. 15, 753-767 (1984). Reviewer: V.K.Kumar MSC: 47B15 47B25 62M10 65N30 PDFBibTeX XMLCite \textit{G. Cybenko}, SIAM J. Math. Anal. 15, 753--767 (1984; Zbl 0617.47017) Full Text: DOI
Heuts, R. M. J. The use of nonlinear transformations in ARIMA-models when the data are non-Gaussian distributed. (English) Zbl 0614.62123 Comput. Stat. Q. 1, 155-177 (1984). MSC: 62M20 91B84 PDFBibTeX XMLCite \textit{R. M. J. Heuts}, Comput. Stat. Q. 1, 155--177 (1984; Zbl 0614.62123)
Doan, Thomas; Litterman, Robert; Sims, Christopher Forecasting and conditional projection using realistic prior distributions (with discussion). (English) Zbl 0613.62142 Econom. Rev. 3, 1-144 (1984). MSC: 62P20 62F15 62M20 91B84 PDFBibTeX XMLCite \textit{T. Doan} et al., Econom. Rev. 3, 1--144 (1984; Zbl 0613.62142) Full Text: DOI
Armstrong, Ronald D.; Kung, Mabel Tam A linked list data structure for a simple linear regression algorithm. (English) Zbl 0606.90034 Comput. Oper. Res. 11, 295-305 (1984). MSC: 91B84 90C90 62P20 65K05 90C05 PDFBibTeX XMLCite \textit{R. D. Armstrong} and \textit{M. T. Kung}, Comput. Oper. Res. 11, 295--305 (1984; Zbl 0606.90034) Full Text: DOI
Tian, Guoqiang Studies on the identification problem of the simultaneous economic models from the viewpoint of unique determination of parameters. III. (English) Zbl 0599.62133 Sci. Explor. 4, No. 3, 121-129 (1984). MSC: 62P20 91B84 PDFBibTeX XMLCite \textit{G. Tian}, Sci. Explor. 4, No. 3, 121--129 (1984; Zbl 0599.62133)
Tian, Guoqiang Studies on the identification problem of the simultaneous economic models from the viewpoint of unique determination of parameters. II. (English) Zbl 0599.62132 Sci. Explor. 4, No. 1, 89-98 (1984). MSC: 62P20 91B84 PDFBibTeX XMLCite \textit{G. Tian}, Sci. Explor. 4, No. 1, 89--98 (1984; Zbl 0599.62132)
Müller, Paul Entscheidungstheoretisch begründete Schätzverfahren. (Estimation methods based on decision theory). (German) Zbl 0599.62087 Mathematical Systems in Economics, 88. Königstein/Ts.: Verlagsgruppe Athenäum/Hain/Hanstein. IX, 213 p. DM 38.00 (1984). MSC: 62J07 62P20 62-02 62H12 91B84 PDFBibTeX XML
Govil, A. K. Definitions and formulae in statistics. 2nd ed. (English) Zbl 0599.62001 London: The Macmillan Press. XV, 154 p. £5.50 (1984). Reviewer: J.Becker MSC: 62-01 PDFBibTeX XML
Xu, Wenyuan; Du, Jinguan Canonical analysis of multiple-dimensional stationary and reversible ARMA(p,q). (Chinese. English summary) Zbl 0598.62112 J. Eng. Math., Chengdu 1, 86-94 (1984). MSC: 62M10 PDFBibTeX XML
Boyd, Stephen; Sastry, S. S. Necessary and sufficient conditions for parameter convergence in adaptive control. (English) Zbl 0594.93042 Nonlinear problems in control and fluid dynamics, Proc. Conf., Berkeley/Calif. 1983, Lie Groups, Hist. Front. Appl., Ser. B 2, 81-101 (1984). Reviewer: M.de la Sen MSC: 93C40 62M10 62M15 PDFBibTeX XML
Hawkins, D. L. Sequential procedures for detecting deviations in the parameters of the autoregressive model from specified targets. (English) Zbl 0588.62144 Commun. Stat., Sequential Anal. 3, 121-154 (1984). MSC: 62L10 62M10 PDFBibTeX XMLCite \textit{D. L. Hawkins}, Commun. Stat., Sequential Anal. 3, 121--154 (1984; Zbl 0588.62144)
Tsypkin, Ya. Z.; Aved’yan, Eh. D. On an optimum algorithm for estimation of spectral densities. (English. Russian original) Zbl 0587.93058 Sov. Phys., Dokl. 29, 613-614 (1984); translation from Dokl. Akad. Nauk SSSR 277, 1341-1344 (1984). MSC: 93E10 62M10 93E25 62M15 PDFBibTeX XMLCite \textit{Ya. Z. Tsypkin} and \textit{Eh. D. Aved'yan}, Sov. Phys., Dokl. 29, 613--614 (1984; Zbl 0587.93058); translation from Dokl. Akad. Nauk SSSR 277, 1341--1344 (1984)
Geweke, John Inference and causality in economic time series models. (English) Zbl 0587.62197 Handbook of econometrics, Vol. 2, Handb. Econ. 2, 1101-1144 (1984). MSC: 62P20 91B84 62M10 PDFBibTeX XML
Il’ina, T. V.; Surovtsev, L. K. Influence of parameter errors on the accuracy of the age movement method. (Russian) Zbl 0585.90025 Èkon. Mat. Metody 20, 1129-1131 (1984). Reviewer: R.Rempala MSC: 91B84 62P20 92D25 PDFBibTeX XMLCite \textit{T. V. Il'ina} and \textit{L. K. Surovtsev}, Èkon. Mat. Metody 20, 1129--1131 (1984; Zbl 0585.90025)
Penm, J. H. W.; Terrell, R. D. Multivariate subset autoregressive modelling with zero constraints for detecting ’overall causality’. (English) Zbl 0583.62097 J. Econom. 24, 311-330 (1984). Reviewer: R.Soyer MSC: 62P20 62M10 91B84 PDFBibTeX XMLCite \textit{J. H. W. Penm} and \textit{R. D. Terrell}, J. Econom. 24, 311--330 (1984; Zbl 0583.62097) Full Text: DOI
Inouye, Yujiro Maximum entropy spectral estimation for regular time series of degenerate rank. (English) Zbl 0583.62083 IEEE Trans. Acoust. Speech Signal Process. 32, 733-740 (1984). MSC: 62M15 PDFBibTeX XMLCite \textit{Y. Inouye}, IEEE Trans. Acoust. Speech Signal Process. 32, 733--740 (1984; Zbl 0583.62083) Full Text: DOI
Friedlander, Benjamin; Porat, Boaz A general lower bound for parametric spectrum estimation. (English) Zbl 0583.62082 IEEE Trans. Acoust. Speech Signal Process. 32, 728-733 (1984). MSC: 62M15 62F10 PDFBibTeX XMLCite \textit{B. Friedlander} and \textit{B. Porat}, IEEE Trans. Acoust. Speech Signal Process. 32, 728--733 (1984; Zbl 0583.62082) Full Text: DOI
Friedlander, Benjamin On the computation of the Cramér-Rao bound for ARMA parameter estimation. (English) Zbl 0583.62081 IEEE Trans. Acoust. Speech Signal Process. 32, 721-727 (1984). MSC: 62M15 62M10 PDFBibTeX XMLCite \textit{B. Friedlander}, IEEE Trans. Acoust. Speech Signal Process. 32, 721--727 (1984; Zbl 0583.62081) Full Text: DOI
Sakai, Hideaki Statistical analysis of Pisarenko’s method for sinusoidal frequency estimation. (English) Zbl 0579.62084 IEEE Trans. Acoust. Speech Signal Process. 32, 95-101 (1984). MSC: 62M15 PDFBibTeX XMLCite \textit{H. Sakai}, IEEE Trans. Acoust. Speech Signal Process. 32, 95--101 (1984; Zbl 0579.62084) Full Text: DOI
Ginovian, M. S. On the asymptotical estimation of the maximum likelihood of parameters of the spectrum of a stationary Gaussian time series. (English) Zbl 0579.62081 Limit theorems in probability and statistics, 2nd Colloq., Veszprém/Hung. 1982, Vol. I, Colloq. Math. Soc. János Bolyai 36, 457-497 (1984). Reviewer: P.A.Morettin MSC: 62M15 62F12 PDFBibTeX XML
Lang, Stephen W. A positive-definite matrix which is not extendible. (English) Zbl 0579.15010 IEEE Trans. Acoust. Speech Signal Process. 32, 930-932 (1984). Reviewer: D.Voukalis MSC: 15A21 62M15 PDFBibTeX XMLCite \textit{S. W. Lang}, IEEE Trans. Acoust. Speech Signal Process. 32, 930--932 (1984; Zbl 0579.15010) Full Text: DOI
Carraro, C. Identification and estimation of time varying models with structural variability of the parameters. (English) Zbl 0578.62096 Dynamic modelling and control of national economies 1983, Proc. 4th IFAC/IFORS/IIASA Conf., Washington/USA 1983, IFAC Proc. Ser. 7, 423-429 (1984). Reviewer: D.Bigman MSC: 62P20 62M20 91B84 62M15 93E12 PDFBibTeX XML
Granger, C. W. J.; Watson, Mark W. Time series and spectral methods in econometrics. (English) Zbl 0578.62095 Handbook of econometrics, Vol. 2, Handb. Econ. 2, 979-1022 (1984). MSC: 62P20 62M20 91B84 PDFBibTeX XML
Shore, John E. Inversion as logical inference - theory and applications of maximum entropy and minimum cross-entropy. (English) Zbl 0577.65147 Inverse problems, Proc. Symp. Appl. Math., New York 1983, SIAM-AMS Proc. 14, 139-149 (1984). Reviewer: A.K.Louis MSC: 65C99 62M10 62E99 94A17 44A60 PDFBibTeX XML
Smith, C. Ray; Inguva, Ramarao; Morgan, R. L. Maximum-entropy inverses in physics. (English) Zbl 0577.65146 Inverse problems, Proc. Symp. Appl. Math., New York 1983, SIAM-AMS Proc. 14, 127-137 (1984). Reviewer: A.K.Louis MSC: 65C99 62M10 94A17 PDFBibTeX XML
Krzyśko, M.; Smoczyński, D. Parameter estimation and order determination of a multivariate autoregressive process. (English) Zbl 0577.62080 Computational statistics, Proc. 6th Symp., Prague 1984, 35-40 (1984). MSC: 62M10 62F15 62H12 PDFBibTeX XML
Priestley, M. B. Spectral analysis and time series. Volume 1: Univariate series. Volume 2: Multivariate series, prediction and control. (Reprinted in paperback with corrections. 3rd printing). (English) Zbl 0576.62088 Probability and Mathematical Statistics. London etc.: Academic Press, Inc. Harcourt Brace Jovanovich, Publishers. XXVIII, 890 p., A-IX, R-XXI, I-XV p. $ 42.50; £25.00 (1984). MSC: 62M15 62-02 62M10 62M20 PDFBibTeX XML
Degerine, S. Partial autocorrelation function for a scalar stationary discrete-time process. (English) Zbl 0576.62086 Alternative approaches to time series analysis, Proc. 3rd Fr.-Belg. Meet. Stat., Rouen/France 1982, Trav. Rech. 1, 79-94 (1984). Reviewer: J.Ledolter MSC: 62M10 60G10 62M15 62M20 60G25 PDFBibTeX XML
Grenander, Ulf; Rosenblatt, Murray Statistical analysis of stationary time series. 2nd corr. ed. (English) Zbl 0575.62080 New York: Chelsea Publishing Company. 308 p. $ 17.95 (1984). MSC: 62M15 62M10 62-02 60G10 PDFBibTeX XML
Roberts, Harry V. Time series and forecasting with IDA. (English) Zbl 0574.62091 The SPSS Series in Data Analysis. A Co-Publication of The Scientific Press/McGraw-Hill. Hamburg - New York etc.: McGraw-Hill Book Company. XI, not consecutively paged. I-3 p. DM 88.40 (1984). Reviewer: T.Cipra MSC: 62M20 62-01 62-04 62M10 65C99 62J05 90-04 PDFBibTeX XML
Smith, Richard L. Threshold methods for sample extremes. (English) Zbl 0574.62090 Statistical extremes and applications, Proc. NATO Adv. Study Inst., Vimeiro/Port. 1983, NATO ASI Ser., Ser. C 131, 621-638 (1984). Reviewer: W.Dziubdziela MSC: 62M10 62G30 PDFBibTeX XML
Deller, J. R. jun. On the identification of AR systems excited by periodic signals of unknown phase. (English) Zbl 0573.93068 IEEE Trans. Acoust. Speech Signal Process. 32, 638-641 (1984). MSC: 93E12 62M10 62J10 93C05 93C55 PDFBibTeX XMLCite \textit{J. R. Deller jun.}, IEEE Trans. Acoust. Speech Signal Process. 32, 638--641 (1984; Zbl 0573.93068) Full Text: DOI
Buiter, Willem H. Saddlepoint problems in continuous time rational expectations models: A general method and some macroeconomic examples. (English) Zbl 0573.90022 Econometrica 52, 665-680 (1984). MSC: 91B62 62P20 91B84 PDFBibTeX XMLCite \textit{W. H. Buiter}, Econometrica 52, 665--680 (1984; Zbl 0573.90022) Full Text: DOI Link
Faliva, Mario Trend-cycle estimation in economic time series by filtering methods. (English) Zbl 0573.62090 Statistica 44, 601-617 (1984). Reviewer: R.Pérez MSC: 62M20 62P20 91B84 PDFBibTeX XMLCite \textit{M. Faliva}, Statistica 44, 601--617 (1984; Zbl 0573.62090)
Dahlhaus, Rainer Parameter estimation of stationary processes with spectra containing strong peaks. (English) Zbl 0571.62085 Robust and nonlinear time series analysis, Proc. Workshop, Heidelberg/Ger. 1983, Lect. Notes Stat., Springer-Verlag 26, 50-67 (1984). Reviewer: Z.Piranashvili MSC: 62M10 62M15 62F10 60F05 PDFBibTeX XML
Krzyśko, Mirosław On some asymptotic properties of the discriminant function. (English) Zbl 0571.62053 Asymptotic statistics, Proc. 3rd Prague Symp. 1983, Asymptotic Stat. 2, 317-323 (1984). MSC: 62H30 62M10 62C10 PDFBibTeX XML
Franke, Jürgen; Poor, H. Vincent Minimax-robust filtering and finite-length robust predictors. (English) Zbl 0569.62083 Robust and nonlinear time series analysis, Proc. Workshop, Heidelberg/Ger. 1983, Lect. Notes Stat., Springer-Verlag 26, 87-126 (1984). Reviewer: H.N.Teodorescu MSC: 62M20 93E11 62F35 62M15 60G35 PDFBibTeX XML
Findley, David F. On some ambiguities associated with the fitting of ARMA models to time series. (English) Zbl 0569.62077 J. Time Ser. Anal. 5, 213-225 (1984). MSC: 62M10 62M15 62M20 PDFBibTeX XMLCite \textit{D. F. Findley}, J. Time Ser. Anal. 5, 213--225 (1984; Zbl 0569.62077) Full Text: DOI
Basseville, Michèle Comments on ”Sequential segmentation of nonstationary digital signals using spectral analysis”. (English) Zbl 0568.94005 Inf. Sci. 32, 243-247 (1984). MSC: 94A12 62M10 62M15 PDFBibTeX XMLCite \textit{M. Basseville}, Inf. Sci. 32, 243--247 (1984; Zbl 0568.94005) Full Text: DOI
Kloek, Teun Dynamic adjustment when the target is nonstationary. (English) Zbl 0568.62098 Int. Econ. Rev. 25, 315-326 (1984). Reviewer: D.Tsagana MSC: 62P20 91B84 PDFBibTeX XMLCite \textit{T. Kloek}, Int. Econ. Rev. 25, 315--326 (1984; Zbl 0568.62098) Full Text: DOI
Hinich, Melvin J.; Weber, Warren E. A Hilbert transform method for estimating distributed lag models with randomly missed or distorted observations. (English) Zbl 0568.62084 Time series analysis of irregularly observed data, Proc. Symp., Texas A & M Univ., College Station/Tex. 1983, Lect. Notes Stat., Springer-Verlag 25, 134-157 (1984). Reviewer: H.H.Bock MSC: 62M10 62M15 PDFBibTeX XML
Papantoni-Kazakos, P. Some aspects of qualitative robustness in time series. (English) Zbl 0567.62028 Robust and nonlinear time series analysis, Proc. Workshop, Heidelberg/Ger. 1983, Lect. Notes Stat., Springer-Verlag 26, 218-230 (1984). Reviewer: H.Büning MSC: 62F35 62M10 62M15 PDFBibTeX XML
Kiefer, Nicholas M.; Skoog, Gary R. Local asymptotic specification error analysis. (English) Zbl 0566.62097 Econometrica 52, 873-885 (1984). Reviewer: J.Schwarze MSC: 62P20 62M10 62J02 62J99 PDFBibTeX XMLCite \textit{N. M. Kiefer} and \textit{G. R. Skoog}, Econometrica 52, 873--885 (1984; Zbl 0566.62097) Full Text: DOI
Dunsmuir, W. Large sample properties of estimation in time series observed at unequally spaced times. (English) Zbl 0566.62078 Time series analysis of irregularly observed data, Proc. Symp., Texas A & M Univ., College Station/Tex. 1983, Lect. Notes Stat., Springer-Verlag 25, 58-77 (1984). Reviewer: P.Stoica MSC: 62M10 62M15 93E12 62G05 62F12 PDFBibTeX XML
Berlinet, A. Estimating the degrees of an ARMA model. (English) Zbl 0566.62077 Compstat. Lect. 3, Lect. in computational statistics, 61-94 (1984). Reviewer: J.Rissanen MSC: 62M10 91B84 PDFBibTeX XML
Brodsky, Joel B.; Groer, Peter G. A Taylor series approach to survival analysis. (English) Zbl 0565.62079 Tech. Rep., Radiat. Eff. Res. Found., Hiroshima RERF TR 25-81, 22 p. (1984). Reviewer: G.Broström MSC: 62N05 62P10 62F03 62F10 PDFBibTeX XML
Kreiß, Jens-Peter Existenz und Konstruktion von adaptiven Schätzfolgen in ARMA(p,q)- Modellen. (German) Zbl 0565.62068 Fachbereich Mathematik der Universität Hamburg. 136 S. (1984). Reviewer: J.Rissanen MSC: 62M10 93E10 91B84 PDFBibTeX XML
Hills, Leslie J. Time series in medical research. (English) Zbl 0564.62088 Bull. Aust. Math. Soc. 30, 157-158 (1984). MSC: 62P10 62M10 PDFBibTeX XMLCite \textit{L. J. Hills}, Bull. Aust. Math. Soc. 30, 157--158 (1984; Zbl 0564.62088) Full Text: DOI
Florens, J. P. (ed.); Mouchart, M. (ed.); Raoult, J. P. (ed.); Simar, L. (ed.) Alternative approaches to time series analysis. Proceedings of the 3rd Franco-Belgian Meeting of Statisticians, November 1982 (Rouen, France). (English) Zbl 0564.00023 Travaux et Recherches, 1. Bruxelles: Publications de Facultés Universitaires Saint-Louis. XIV, 220. p. FB 580.00; FF 93.00 (1984). MSC: 00B25 62-06 PDFBibTeX XML
Parzen, Emanuel Time series model identification, spectral estimation, and functional inference. (English) Zbl 0563.62068 Statistical signal processing, Stat., Textbooks Monogr. 53, 3-17 (1984). Reviewer: T.Cipra MSC: 62M15 62M10 PDFBibTeX XML
Lii, Keh-Shin; Rosenblatt, Murray Non-Gaussian linear processes, phase and deconvolution. (English) Zbl 0563.62067 Statistical signal processing, Stat., Textbooks Monogr. 53, 51-58 (1984). Reviewer: J.Anděl MSC: 62M10 62M15 PDFBibTeX XML
Akaike, Hirotugu On the use of Bayesian models in time series analysis. (English) Zbl 0563.62063 Robust and nonlinear time series analysis, Proc. Workshop, Heidelberg/Ger. 1983, Lect. Notes Stat. 26, 1-16 (1984). MSC: 62M10 62F15 65C99 PDFBibTeX XML
Box, George E. P. The importance of practice in the development of statistics. (English) Zbl 0563.62001 Technometrics 26, 1-8 (1984). MSC: 62-XX 62-03 62N99 62P99 01A55 01A60 PDFBibTeX XMLCite \textit{G. E. P. Box}, Technometrics 26, 1--8 (1984; Zbl 0563.62001) Full Text: DOI
Morettin, Pedro A. The Levinson algorithm and its applications in time series analysis. (English) Zbl 0562.62076 Int. Stat. Rev. 52, 83-92 (1984). MSC: 62M10 62M15 62M20 PDFBibTeX XMLCite \textit{P. A. Morettin}, Int. Stat. Rev. 52, 83--92 (1984; Zbl 0562.62076) Full Text: DOI
Anděl, Jiři Statistische Analyse von Zeitreihen. Vom Autor autorisierte und ergänzte Übersetzung aus dem Tschechischen. (German) Zbl 0561.62075 Mathematische Lehrbücher und Monographien. I. Abteilung: Mathematische Lehrbücher, Bd. 35. Berlin: Akademie-Verlag. 276 S., 12 Abb., 13 Tab. M 48.00 (1984). Reviewer: J.Rissanen MSC: 62M10 62M20 62-01 62M15 91B84 PDFBibTeX XML
Snider, Arthur David Linear regression with delta-modulated integrated signals. (English) Zbl 0561.62061 Math. Comput. Simulation 26, 377-382 (1984). MSC: 62J05 62M10 62N99 93C57 65D15 PDFBibTeX XMLCite \textit{A. D. Snider}, Math. Comput. Simul. 26, 377--382 (1984; Zbl 0561.62061) Full Text: DOI
Madan, D. B.; Seneta, E. Compound Poisson models for economic variable movements. (English) Zbl 0559.62096 Sankhyā, Ser. B 46, 174-187 (1984). MSC: 62P20 91B82 91B84 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{E. Seneta}, Sankhyā, Ser. B 46, 174--187 (1984; Zbl 0559.62096)
Kanto, Antti J. A characterization of the inverse autocorrelation function. (English) Zbl 0559.62075 Commun. Stat., Theory Methods 13, 2503-2510 (1984). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{A. J. Kanto}, Commun. Stat., Theory Methods 13, 2503--2510 (1984; Zbl 0559.62075) Full Text: DOI
Gallant, A. Ronald; Koenker, Roger W. Costs and benefits of peak-load pricing of electricity. A continuous-time econometric approach. (English) Zbl 0558.90060 J. Econom. 26, 83-113 (1984). MSC: 90B99 91B84 PDFBibTeX XMLCite \textit{A. R. Gallant} and \textit{R. W. Koenker}, J. Econom. 26, 83--113 (1984; Zbl 0558.90060) Full Text: DOI
Kaminskas, Vytautas; Šidlauskas, Kȩstutis Sequential detection of change of properties of autoregressive time series. (Russian. English summary) Zbl 0558.62071 Stat. Probl. Upr. 65, 84-89 (1984). MSC: 62L10 62M10 PDFBibTeX XMLCite \textit{V. Kaminskas} and \textit{K. Šidlauskas}, Stat. Probl. Upr. 65, 84--89 (1984; Zbl 0558.62071)
Goldsman, David; Schruben, Lee Asymptotic properties of some confidence interval estimators for simulation output. (English) Zbl 0557.62033 Manage. Sci. 30, 1217-1225 (1984). MSC: 62F25 62M10 62F12 62P99 PDFBibTeX XMLCite \textit{D. Goldsman} and \textit{L. Schruben}, Manage. Sci. 30, 1217--1225 (1984; Zbl 0557.62033) Full Text: DOI
Goh, T. N.; Choi, S. S. Short-term forecasting of electricity demand by decomposition analysis. (English) Zbl 0555.90064 Eur. J. Oper. Res. 17, 79-84 (1984). Reviewer: G.Wulff MSC: 90B99 91B84 62M20 PDFBibTeX XMLCite \textit{T. N. Goh} and \textit{S. S. Choi}, Eur. J. Oper. Res. 17, 79--84 (1984; Zbl 0555.90064) Full Text: DOI
Porat, Boaz; Friedlander, Benjamin ARMA spectral estimation of time series with missing observations. (English) Zbl 0555.62079 IEEE Trans. Inf. Theory 30, 823-831 (1984). MSC: 62M15 65C99 PDFBibTeX XMLCite \textit{B. Porat} and \textit{B. Friedlander}, IEEE Trans. Inf. Theory 30, 823--831 (1984; Zbl 0555.62079) Full Text: DOI
Solo, Victor Some aspects of continuous - discrete time series modelling. (English) Zbl 0555.62077 Time series analysis of irregularly observed data, Proc. Symp., Texas A & M Univ., College Station/Tex. 1983, Lect. Notes Stat. 25, 325-345 (1984). Reviewer: P.Stoica MSC: 62M10 62M15 62M20 PDFBibTeX XML
Colbourn, Charles J.; Proskurowski, Andrzej Concurrent transmissions in broadcast networks. (English) Zbl 0554.94021 Automata, languages and programming, 11th Colloq., Antwerp/Belg. 1984, Lect. Notes Comput. Sci. 172, 128-136 (1984). MSC: 94C15 68Q25 PDFBibTeX XML
Cybenko, George Fast approximation of dominant harmonics. (English) Zbl 0554.65098 SIAM J. Sci. Stat. Comput. 5, 317-331 (1984). Reviewer: Peter Reichensperger (Oberasbach) MSC: 65C99 65T40 62M10 62M15 65F15 PDFBibTeX XMLCite \textit{G. Cybenko}, SIAM J. Sci. Stat. Comput. 5, 317--331 (1984; Zbl 0554.65098) Full Text: DOI
Anderson, Brian D. O.; Tsoi, Ah Chung Connecting forward and backward autoregressive models. (English) Zbl 0553.93069 IEEE Trans. Autom. Control 29, 917-926 (1984). Reviewer: A.Krzyzak MSC: 93E25 15A24 62M10 62J10 PDFBibTeX XMLCite \textit{B. D. O. Anderson} and \textit{A. C. Tsoi}, IEEE Trans. Autom. Control 29, 917--926 (1984; Zbl 0553.93069) Full Text: DOI
Carmichael, J.-P. Consistency of an autoregressive density estimator. (English) Zbl 0553.62085 Math. Operationsforsch. Stat., Ser. Stat. 15, 383-387 (1984). MSC: 62M15 62M10 PDFBibTeX XMLCite \textit{J. P. Carmichael}, Math. Operationsforsch. Stat., Ser. Stat. 15, 383--387 (1984; Zbl 0553.62085) Full Text: DOI
Geweke, John F. Measures of conditional linear dependence and feedback between time series. (English) Zbl 0553.62083 J. Am. Stat. Assoc. 79, 907-915 (1984). Reviewer: T.Cipra MSC: 62M15 91B84 62M10 62P20 PDFBibTeX XMLCite \textit{J. F. Geweke}, J. Am. Stat. Assoc. 79, 907--915 (1984; Zbl 0553.62083) Full Text: DOI
Franke, Jürgen (ed.); Härdle, W. (ed.); Martin, Douglas (ed.) Robust and nonlinear time series analysis. Proceedings of a Workshop organized by the Sonderforschungsbereich 123 ”Stochastische Mathematische Modelle”, Heidelberg 1983. (English) Zbl 0553.00008 Lecture Notes in Statistics, 26. New York etc.: Springer-Verlag. IX, 286 p. DM 43.00 (1984). MSC: 00B25 62-06 PDFBibTeX XML
Levin, D.; Sidi, A. An autoregressive model with varying coefficients with application to prediction. (English) Zbl 0552.93070 Mathematical modelling in science and technology, 4th int. Conf., Zürich/Switz. 1983, 58-61 (1984). MSC: 93E25 62M10 62M20 65B99 62H99 93C99 PDFBibTeX XML
Deller, J. R. jun.; Gulboy, Z. A correction and an extension to ’Simplified models for perturbed parameter Markov equations with applications to ARMA systems’. (English) Zbl 0552.93053 Int. J. Syst. Sci. 15, 915-916 (1984). MSC: 93E03 62M10 93E10 60H99 60J05 62M05 PDFBibTeX XMLCite \textit{J. R. Deller jun.} and \textit{Z. Gulboy}, Int. J. Syst. Sci. 15, 915--916 (1984; Zbl 0552.93053) Full Text: DOI
Graupe, Daniel Time series analysis, identification and adaptive filtering. (English) Zbl 0552.93001 Malabar, Florida: Robert E. Krieger Publishing Company. XV, 386 p. $ 34.50 (1984). Reviewer: H.Hietikko MSC: 93-01 62M10 93E11 93C40 93E12 93E25 60G35 62H30 94A99 62C99 PDFBibTeX XML
Gomez, Guillermo L.; Tintner, Gerhard The application of diffusion processes in problems of developmental economic planning: A case study (Colombia). (English) Zbl 0552.90021 Creation Math. 17, 16-17 (1984). MSC: 91B62 62P20 91B84 91B82 PDFBibTeX XMLCite \textit{G. L. Gomez} and \textit{G. Tintner}, Creation Math. 17, 16--17 (1984; Zbl 0552.90021)
Chatfield, C. The analysis of time series: an introduction. 3rd ed. (English) Zbl 0551.62062 London - New York: Chapman and Hall. XIV, 286 p. £8.75 (1984). MSC: 62M10 62M20 62M15 62-01 93E12 93E99 PDFBibTeX XML
Weiss, Andrew A. ARMA models with ARCH errors. (English) Zbl 0549.62079 J. Time Ser. Anal. 5, 129-143 (1984). MSC: 62P20 62M10 91B84 PDFBibTeX XMLCite \textit{A. A. Weiss}, J. Time Ser. Anal. 5, 129--143 (1984; Zbl 0549.62079) Full Text: DOI
Fan, Chincheng; Wu, Kefa Nearest neighbor rule classification of stationary time series and its applications. (Chinese. English summary) Zbl 0549.62062 J. Eng. Math., Chengdu 1, 95-104 (1984). MSC: 62M10 62H30 62N99 PDFBibTeX XML
Durbin, J. Time series analysis. (English) Zbl 0549.62058 J. R. Stat. Soc., Ser. A 147, 161-173 (1984). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{J. Durbin}, J. R. Stat. Soc., Ser. A 147, 161--173 (1984; Zbl 0549.62058) Full Text: DOI
Bhansali, R. J.; Karavellas, D. D. An empirical study of the Wiener filter. (English) Zbl 0548.62061 Time Ser. Anal., Theor. Pract. 5, 53-78 (1984). MSC: 62M20 91B84 93E11 65C05 65C20 PDFBibTeX XML
Friedrich, Dieter Interpolation, Glättung und Saisonbereinigung von Zeitreihen mit Splinefunktionen. (German) Zbl 0548.62058 Stat. Hefte 25, 13-51 (1984). MSC: 62M10 65C99 62P20 91B84 PDFBibTeX XMLCite \textit{D. Friedrich}, Stat. Hefte 25, 13--51 (1984; Zbl 0548.62058)
Narasimham, Gorti V. L. Estimation and prediction of time-varying parameter economic models. (English) Zbl 0547.90023 Mathematical modelling in science and technology, 4th int. Conf., Zürich/Switz. 1983, 784-788 (1984). Reviewer: V.Albrecht MSC: 91B84 62P20 93E10 62M20 91B62 PDFBibTeX XML
Pakes, Ariél; Griliches, Zvi Estimating distributed lags in short panels with an application to the specification of depreciation patterns and capital stock constructs. (English) Zbl 0547.62076 Rev. Econ. Stud. 51, 243-262 (1984). Reviewer: J.K.Sengupta MSC: 62P20 62M10 91B84 PDFBibTeX XMLCite \textit{A. Pakes} and \textit{Z. Griliches}, Rev. Econ. Stud. 51, 243--262 (1984; Zbl 0547.62076) Full Text: DOI Link
Hendry, David F. Time-series econometrics. (English) Zbl 0547.62074 J. R. Stat. Soc., Ser. A 147, 327-339 (1984). MSC: 62P20 62M10 91B84 PDFBibTeX XMLCite \textit{D. F. Hendry}, J. R. Stat. Soc., Ser. A 147, 327--339 (1984; Zbl 0547.62074) Full Text: DOI
Clara, Fabrice J.; Silverman, Leonard M. Stochastic identification of CRSD models from ARMA representations or covariances. (English) Zbl 0546.93072 Analysis and optimization of systems, Proc. 6th int. Conf., Nice 1984, Part 2, Lect. Notes Control Inf. Sci. 63, 294-308 (1984). MSC: 93E12 62J10 62M10 93B10 93C55 PDFBibTeX XML
Frazho, Arthur E.; Skelton, Robert E.; Wagie, David A. Complements to cost-equivalent realizations. (English) Zbl 0546.93016 Int. J. Control 40, 1045-1048 (1984). MSC: 93B20 93A15 93E03 60G10 60G15 62M10 PDFBibTeX XMLCite \textit{A. E. Frazho} et al., Int. J. Control 40, 1045--1048 (1984; Zbl 0546.93016) Full Text: DOI
Azencott, Robert; Dacunha-Castelle, Didier Séries d’observations irrégulières. Modélisation et prévision. (French) Zbl 0546.62060 Techniques Stochastiques. Paris etc.: Masson. 198 p. FF 120.00 (1984). Reviewer: E.J.Hannan MSC: 62M10 62-01 62M15 62M20 60G10 62-02 PDFBibTeX XML
Niedźwiecki, Maciej Bayesian estimation of a spectrum of a nonstationary autoregressive process. (English) Zbl 0545.93064 Analysis and optimization of systems, Proc. 6th int. Conf., Nice 1984, Part 1, Lect. Notes Control Inf. Sci. 62, 24-38 (1984). MSC: 93E10 62A01 62M15 62M10 62M20 93E11 93E25 PDFBibTeX XML
Skilling, J.; Gull, S. F. The entropy of an image. (English) Zbl 0545.62060 Inverse problems, Proc. Symp. Appl. Math., New York 1983, SIAM-AMS Proc. 14, 167-189 (1984). MSC: 62M15 62-07 62M99 62N99 62P99 PDFBibTeX XML
Prevosto, M.; Barnouin, B.; Hoen, C. Frequency versus time domain identification of complex structures modal shapes under natural excitation. (English) Zbl 0544.93071 System modelling and optimization, Proc. 11th IFIP Conf., Copenhagen 1983, Lect. Notes Control Inf. Sci. 59, 514-523 (1984). MSC: 93E12 62M15 70K50 62M10 93E25 PDFBibTeX XML
Sengupta, Jati K. Econometrics of portfolio risk analysis. (English) Zbl 0544.90004 Int. J. Syst. Sci. 15, 1023-1037 (1984). MSC: 91B28 62P20 91B84 PDFBibTeX XMLCite \textit{J. K. Sengupta}, Int. J. Syst. Sci. 15, 1023--1037 (1984; Zbl 0544.90004) Full Text: DOI
Dasgupta, G. Mathematical modeling of unbounded media undergoing wave motion. (English) Zbl 0544.73101 Mathematical modelling in science and technology, 4th int. Conf., Zürich/Switz. 1983, 401-406 (1984). MSC: 74S05 74S99 74J99 74B99 74H99 PDFBibTeX XML
Milhøj, Anders Multiplicative exponential models for stationary time series. (English) Zbl 0544.62087 J. Time Ser. Anal. 5, 19-35 (1984). Reviewer: H.Hietikko MSC: 62M15 62M10 62P20 PDFBibTeX XMLCite \textit{A. Milhøj}, J. Time Ser. Anal. 5, 19--35 (1984; Zbl 0544.62087) Full Text: DOI
Pham Dinh Tuan The estimation of parameters for autoregressive moving average models. (English) Zbl 0544.62083 J. Time Ser. Anal. 5, 53-68 (1984). Reviewer: H.Hietikko MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{Pham Dinh Tuan}, J. Time Ser. Anal. 5, 53--68 (1984; Zbl 0544.62083) Full Text: DOI
Young, Peter Recursive estimation and time-series analysis. An introduction. (English) Zbl 0544.62081 Communications and Control Engineering Series. Berlin etc.: Springer- Verlag. VIII, 300 p. DM 86.00 (1984). Reviewer: P.A.Morettin MSC: 62M10 62-01 65C99 62J05 62L20 PDFBibTeX XML
Schlittgen, Rainer; Streitberg, Bernd H. J. Zeitreihenanalyse. (English) Zbl 0544.62080 München - Wien: R. Oldenbourg Verlag. XII, 476 p. (1984). Reviewer: W.R.Heilmann MSC: 62M10 62-01 62M15 62M20 91B84 PDFBibTeX XML
Subba Rao, T.; Gabr, M. M. An introduction to bispectral analysis and bilinear time series models. (English) Zbl 0543.62074 Lecture Notes in Statistics, 24. New York etc.: Springer-Verlag. VIII, 280 p. DM 43.00; $ 15.10 (1984). Reviewer: P.Stoica MSC: 62M15 62M20 62-02 62M10 PDFBibTeX XML