APPLICATION DE LA MODELISATION ARMA EN DENDROCLIMATOLOGIEGUIOT J; TESSIER L; SERRE BACHET F et al.1982; C.R. SEANCES ACAD. SCI., SER. 3, SCI. VIE; ISSN 0249-6313; FRA; DA. 1982; VOL. 294; NO 2; PP. 133-136; ABS. ENG; BIBL. 6 REF.Article

Prédicibilité statistique d'une série temporelle climatiquePOLYAK, I. I.Meteorologiâ i gidrologiâ. 1986, Num 6, pp 11-20, issn 0130-2906Article

Bayesian analysis of contaminated quarter plane moving average modelsVALLEJOS, Ronny O; GARCIA-DONATO, Gonzalo.Journal of statistical computation and simulation (Print). 2006, Vol 76, Num 2, pp 131-147, issn 0094-9655, 17 p.Article

SOME APPLICATIONS OF MAXIMUM ENTROPY SPECTRAL ESTIMATION TO OCEAN WAVES AND LINEAR SYSTEMS RESPONSE IN WAVESHOUMB OG; OVERVIK T.1981; APPL. OCEAN RES.; ISSN 0141-1187; GBR; DA. 1981; VOL. 3; NO 4; PP. 154-162; BIBL. 11 REF.Article

P-convergence des TRA estimateurs: modèle MA (q) = P-convergence of the TRA estimates: the MA(q) modelBERRAHOU, Nawale; EL HIMDI, Khalid.Comptes rendus. Mathématique. 2002, Vol 335, Num 6, pp 549-552, issn 1631-073XArticle

Prediction intervals based on autoregression forecastsDE LUNA, X.Statistician (London. Print). 2000, Vol 49, Num 1, pp 87-93, issn 0039-0526Article

Rate of Convergence to Normality of Estimators in a Random Coefficient ARMA(p, q) ModelSUGATA SEN ROY; BHATTACHARYA, Sankha.Communications in statistics. Theory and methods. 2011, Vol 40, Num 4-6, pp 1081-1092, issn 0361-0926, 12 p.Article

UNIFORM MOMENT BOUNDS OF FISHER'S INFORMATION WITH APPLICATIONS TO TIME SERIESCHAN, Ngai Hang; ING, Ching-Kang.Annals of statistics. 2011, Vol 39, Num 3, pp 1526-1550, issn 0090-5364, 25 p.Article

Exact maximum likelihood estimation for non-stationary periodic time series modelsHINDRAYANTO, Irma; JAN KOOPMAN, Siem; OOMS, Marius et al.Computational statistics & data analysis. 2010, Vol 54, Num 11, pp 2641-2654, issn 0167-9473, 14 p.Article

On multiplicative seasonal modelling for vector time seriesURSU, Eugen; DUCHESNE, Pierre.Statistics & probability letters. 2009, Vol 79, Num 19, pp 2045-2052, issn 0167-7152, 8 p.Article

Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticityGUODONG LI; WAI KEUNG LI.Biometrika. 2008, Vol 95, Num 2, pp 399-414, issn 0006-3444, 16 p.Article

Bayesian identification of moving average modelsSHAARAWY, Samir M; SOLIMAN, Emad E. A; ALI, Sherif S et al.Communications in statistics. Theory and methods. 2007, Vol 36, Num -12, pp 2301-2312, issn 0361-0926, 12 p.Article

Extremes of integer-valued moving average models with exponential type tailsHALL, Andreia.Extremes (Boston). 2003, Vol 6, Num 4, pp 361-379, issn 1386-1999, 19 p.Article

Comparing tests of autoregressive versus moving average errors in regression models using Bahadur's asymptotic relative efficiencyMCKENZIE, C. R; MCALEER, Michael.Communications in statistics. Theory and methods. 2002, Vol 31, Num 8, pp 1349-1371, issn 0361-0926, 23 p.Article

Extremes of integer-valued moving average models with regularly varying tailsHALL, Andreia.Extremes (Boston). 2001, Vol 4, Num 3, pp 219-239, issn 1386-1999, 21 p.Article

Frequency Domain Tests of Semi-parametric Hypotheses for Locally Stationary ProcessesSERGIDES, Marios; PAPARODITIS, Efstathios.Scandinavian journal of statistics. 2009, Vol 36, Num 4, pp 800-821, issn 0303-6898, 22 p.Article

Representation of Multiplicative Seasonal Vector Autoregressive Moving Average ModelsYOZGATLIGIL, Ceylan; WEI, William W. S.The American statistician. 2009, Vol 63, Num 4, pp 328-334, issn 0003-1305, 7 p.Article

Modified Gaussian likelihood estimators for ARMA models on ℤ^dDIMITRIOU-FAKALOU, Chrysoula.Stochastic processes and their applications. 2009, Vol 119, Num 12, pp 4149-4175, issn 0304-4149, 27 p.Article

A spatiotemporal auto-regressive moving average model for solar radiationGLASBEY, C. A; ALLCROFT, D. J.Applied statistics. 2008, Vol 57, Num 3, pp 343-355, issn 0035-9254, 13 p.Article

Exact maximum likelihood estimation of structured or unit root multivariate time series modelsMELARD, Guy; ROY, Roch; SAIDI, Abdessamad et al.Computational statistics & data analysis. 2006, Vol 50, Num 11, pp 2958-2986, issn 0167-9473, 29 p.Article

Bayesian analysis of autoregressive moving average processes with unknown ordersPHILIPPE, Anne.Computational statistics & data analysis. 2006, Vol 51, Num 3, pp 1904-1923, issn 0167-9473, 20 p.Article

Large shocks vs. small shocks. (Or does size matter? May be so.)GONZALO, Jesus; MARTINEZ, Oscar.Journal of econometrics. 2006, Vol 135, Num 1-2, pp 311-347, issn 0304-4076, 37 p.Article

The specification of vector autoregressive moving average modelsKOREISHA, Sergio G; PUKKILA, Tarmo.Journal of statistical computation and simulation (Print). 2004, Vol 74, Num 8, pp 547-565, issn 0094-9655, 19 p.Article

Identification of periodic moving-average modelsULA, Taylan A; SMADI, Abdullah A.Communications in statistics. Theory and methods. 2003, Vol 32, Num 12, pp 2465-2475, issn 0361-0926, 11 p.Article

Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous InputsQIANG XIA; JINSHAN LIU; JIAZHU PAN et al.Communications in statistics. Theory and methods. 2012, Vol 41, Num 4-6, pp 1089-1104, issn 0361-0926, 16 p.Article