@article{RSA_1996__44_3_27_0,
author = {Doucour\'e, F. B.},
title = {S\'election de m\'ethodes par le crit\`ere de l'erreur quadratique moyenne de pr\'ediction},
journal = {Revue de Statistique Appliqu\'ee},
volume = {44},
year = {1996},
pages = {27-45},
language = {fr},
url = {http://dml.mathdoc.fr/item/RSA_1996__44_3_27_0}
}
Doucouré, F. B. Sélection de méthodes par le critère de l'erreur quadratique moyenne de prédiction. Revue de Statistique Appliquée, Tome 44 (1996) pp. 27-45. http://gdmltest.u-ga.fr/item/RSA_1996__44_3_27_0/
et , (1992). «Analyse et prévision des séries chronologiques », Masson.
and , (1970). «Time Series Analysis : Forecasting and Control », Holden-Day. | MR 272138 | Zbl 0249.62009
and , (1991). «Time Series : Theory and Methods», 2nd Edn, New York: Springer-Verlag. | MR 1093459
, (1962). «Smoothing, forecasting and prediction», Prentice Hall. | Zbl 0192.25606
et , (1993). «Non-parametric vs parametric forecasting in time series : a computational point of view», Applied Stochastic Models and Data Analysis, Vol. 9, pp 215, 229. | MR 1254519 | Zbl 0800.62563
, (1974). «The optimality of general order exponential smoothing », Operational Research, Vol. 22, pp 858, 867. | MR 438623 | Zbl 0284.62063
, (1961). «Prediction by exponentially weighted moving average and related methods», J.R.S.S. B, Vol. 23, pp 414, 422. | MR 137160 | Zbl 0133.42208
, (1982). « Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation», Econometrica 50, pp 987, 1007. | MR 666121 | Zbl 0491.62099
and , (1975). «Comparing the Box Jenkins Approach with the exponentially Smoothed Forecasting Model : Application to Hawaii Tourists », Journal of Marketing Research, Vol. 12, pp 182, 188.
and , (1978). «An introduction to bilinear time series analysis », Vandenhoeck and Rupecht Gottingen.
and , (1980). « An introduction to long-memory time series models and fractional differencing», J.T.S.A, Vol. 1, pp 15, 29. | MR 605572 | Zbl 0503.62079
, (1973). « Empirical Comparisons of Models for Short-Range Forecasting », Management Science, Vol. 20, pp 22, 31. | Zbl 0313.62065
and , (1965). «A general purpose forecasting simulator», Management Science, Vol. 11, pp 119, 135.
, (1981). «Etude d'un modèle non linéaire, le modèle superdiagonal d'ordre 1 », CRAS, Série A, t293, pp 95, 98. | MR 633572 | Zbl 0476.60038
, (1992). «On the identification and prediction of non linear models», Proceedings for the Workshop on "New Directions in time series analysis". Minneapolis. July 90, Springer Verlag. | Zbl 0768.62084
, (1981). «Fractional differencing», Biometrika, Vol. 68, 1, pp 165, 176. | MR 614953 | Zbl 0464.62088
, (1966). « A comparison of short and medium range statistical forecasting methods», Management Science, Vol. 4, pp 202, 210.
, (1972). «The turning point problem in smoothing models », Unpublished Ph. D. Dissertation, University of Cincinnati.
, (1967). «Forecasting Techniques», Management Accounting.
, (1975). «An introduction to short term forecasting using the Box Jenkins methodology», American Institute of Industrial Engineers, Atlanta.
and , (1979). «Accuracy of forecasting : an empirical investigation », J. R. S. S. A, Vol. 142, pp 97, 145.
et al, (1984). «The Forecasting Accuracy of Major Time Series Methods», Wiley, Chichester.
, (1985). « The Moment Structure of ARCH process », Scand. J. Statist, Vol. 12, pp 281, 292. | MR 841449 | Zbl 0595.62089
, (1960). «Optimal properties of exponentially weighted forecasts», J.A.S.A, Vol. 55, pp 299, 306. | Zbl 0100.14602
and , (1974). « Experience with forecasting univariate time series and the combination of forecasts », J. R. S. S. A, 137, Part 2, pp 131, 165. | MR 451583
and , (1982). «Random coefficient autoregressive models. An introduction», Lectures Notes in Statistics. II. Springer Verlag. | MR 671255 | Zbl 0497.62081
, (1985). «Bilinear Markovian representation and bilinear models», Stoch. Processes and their app, Vol 12, pp 295- 306. | MR 808163 | Zbl 0588.62162
and , (1981). «On the first order bilinear time series models », J. Appl. Prob, pp 617-627. | MR 621225 | Zbl 0466.62082
, (1971). « Self-Adaptative Forecasting Considered«, Decision Science.
, (1983). «On the autoregressive model with random coefficients », Calcutta Statist. Ass. Bull, 32, pp 135, 142. | MR 772440 | Zbl 0546.62063
, (1971). «Forecasting in Action : A Comparison of Forecasting Techniques In Economic Time Series», Proceedings of the Joint Conference of the Operations Research Society, Long-Range Planning and Forecasting.
and Subba , (1988). «Yule Walker difference equation for higher order moments and cumulants for bilinear time series models», J.T.S.A, Vol 9, pp 85-401. | Zbl 0668.62065
, (1984). «ARMA models with ARCH errors», J.T.S.A, Vol. 3, pp 129, 143. | Zbl 0549.62079