Sur le principe de parcimonie dans l'ajustement des modèles ARMA
Moore, Marc ; Lemay, Yves
Statistique et analyse des données, Tome 14 (1989), p. 81-95 / Harvested from Numdam
Publié le : 1989-01-01
@article{SAD_1989__14_2_81_0,
     author = {Moore, Marc and Lemay, Yves},
     title = {Sur le principe de parcimonie dans l'ajustement des mod\`eles ARMA},
     journal = {Statistique et analyse des donn\'ees},
     volume = {14},
     year = {1989},
     pages = {81-95},
     mrnumber = {1056857},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/SAD_1989__14_2_81_0}
}
Moore, Marc; Lemay, Yves. Sur le principe de parcimonie dans l'ajustement des modèles ARMA. Statistique et analyse des données, Tome 14 (1989) pp. 81-95. http://gdmltest.u-ga.fr/item/SAD_1989__14_2_81_0/

[1] Box, G.E.P., Jenkins, G.M., Time series analysis : Forecasting and control. Revised edition, Holden-Day, San Francisco, 1976. | MR 436499 | Zbl 0249.62009

[2] Degroot, M.H., A conversation with Erich L. Lehmann, Statistical Science, 1986, Vol. 1, n° 2, pp. 243-258. | MR 846003 | Zbl 0955.01512

[3] Kumitomo, N., Yamamoto, T., Properties of predictors in misspecified autogressive time series models, Journal of the American Statistical Association, 1985, Vol. 80, n° 392, pp. 941-950. | MR 819598 | Zbl 0588.62171

[4] Ledolter, J., Abraham, B., Parsimony and its importance in time series forecasting, Technometrics, 1981, Vol. 23, n° 4, pp. 411-414. | Zbl 0472.62092

[5] Li, W.K., Mcleod, A.I., Distribution of the residual autocorrelation in multivariate ARIMA time series models, J. Roy. Statist. Soc. Ser. B, 1981, Vol.43,n° 2, pp. 231-239. | MR 626770 | Zbl 0505.62079

[6] Ljung, G.M., Box, G.E.P., On a measure of lack of fit in time series models, Biometrika, 1978, Vol. 65, n° 2, pp. 297-303. | Zbl 0386.62079

[7] Moore, M., Modeling iceberg motion : a multiple-time series approach, La Revue Canadienne de Statistique, 1985, Vol. 13, n° 2, pp. 88-94. | Zbl 0569.76110

[8] Pankratz, A., Forecasting with Univariate Box-Jenkins Models Concepts and Cases, John Wiley and Sons, New York, 1983.

[9] SAS/ETS User's Guide, SAS Institute Inc., Cary, North Carolina, 1982.

[10] SCA-Scientific Computing Associates, De Kalb. Illinois, 1985.

[11] Tiao, G.C., Box, G.E.P., Modeling multiple time series with applications, Journal of the American Statistical Association, Vol. 76, n° 376, pp. 802-816. | MR 650891 | Zbl 0483.62074

[12] Whitmore, G.A., Gentleman, J.F., Iceberg paths and collision risks for fixed marine structures, La Revue Canadienne de Statistique, 1985, Vol. 13, n° 2, pp. 84-87.