ON THE USE OF AUTOREGRESSIVE-MOVING AVERAGE PROCESSES TO MODEL METEOROLOGICAL TIME SERIESKATZ RW; SKAGGS RH.1981; MON. WEATHER REV.; ISSN 0027-0644; USA; DA. 1981; VOL. 109; NO 3; PP. 479-484; BIBL. 15 REF.Article

AUTOREGRESSIVE MODELS IN CLINICAL TRIALSTAKA MT; ARMITAGE P.1983; COMMUNICATIONS IN STATISTICS. THEORY AND METHODS; ISSN 0361-0926; USA; DA. 1983; VOL. 12; NO 8; PP. 865-876; BIBL. 2 P.Article

MODELING MULTIPLE TIME SERIES WITH APPLICATIONSTIAO GC; BOX GEP.1981; J. AM. STAT. ASSOC.; ISSN 0003-1291; USA; DA. 1981; VOL. 76; NO 376; PP. 802-816; BIBL. 2 P.Article

ON THE NUMERICAL BEHAVIOUR OF ARMA (P,Q) COVARIANCE DETERMINANTS FOR VARIOUS SAMPLE SIZESHIETIKKO H.1981; COMMUN. STAT., SIMUL. COMPUT.; ISSN 0361-0918; USA; DA. 1981; VOL. 10; NO 5; PP. 451-463; BIBL. 9 REF.Article

STABILITY REGIONS AND SPECTRA OF DISCRETE THIRD-ORDER AUTOREGRESSIVE TIME SERIESWIENER R; DORRENBACHER JS.1981; AIIE TRANS.; ISSN 0569-5554; USA; DA. 1981; VOL. 13; NO 2; PP. 160-163; BIBL. 4 REF.Article

PREDICTION OF AUTOREGRESSIVE LOG NORMAL PROCESSES = PREDICTION DES PROCESSUS LOG-NORMAUX AUTOREGRESSIFSSTOICA P.1980; I.E.E.E. TRANS. AUTOMAT. CONTROL; USA; DA. 1980; VOL. 25; NO 2; PP. 292-293; BIBL. 7 REF.Article

ASYMPTOTIC MEAN SQUARE PREDICTION ERROR FOR AN AUTOREGRESSIVE MODEL WITH ESTIMATED COEFFICIENTS.YAMAMOTO T.1976; APPL. STATIST.; G.B.; DA. 1976; VOL. 25; NO 2; PP. 123-127; BIBL. 11 REF.Article

DETERMINATION DE L'ORDRE D'UN MODELE D'AUTOREGRESSIONLIPEJKA A.1975; PROCESSY OPTIMAL. UPRAVL., TRUDY SEMINARA, STATIST. PROBL. UPRAVL., LITOV. S.S.R.; S.S.S.R.; DA. 1975; NO 12; PP. 71-83; ABS. LITU. ANGL.; BIBL. 1 P. 1/2Article

REGRESSION DESIGN FOR SOME EQUIVALENCE CLASSES OF KERNELS.WAHBA G.1974; ANN. STATIST.; U.S.A.; DA. 1974; VOL. 2; NO 5; PP. 925-934; BIBL. 18 REF.Article

AN ALGORITHM FOR FITTING AUTOREGRESSIVE SCHEMESPAGANO M.1972; APPL. STATIST.; G.B.; DA. 1972; VOL. 21; NO 3; PP. 274-281; BIBL. 8 REF.Serial Issue

PROPERTIES OF PREDICTORS FOR AUTOREGRESSIVE TIME SERIESFULLER WA; HASZA DP.1981; J. AM. STAT. ASSOC.; ISSN 0003-1291; USA; DA. 1981; VOL. 76; NO 373; PP. 155-161; BIBL. 22 REF.Article

LA VARIABILE CASUALE "FREQUENZA ANGOLARE" PER UN PROCESSO AUTOREGRESSIVO DEL SECONDO ORDINE. = LA VARIABLE ALEATOIRE "FREQUENCE ANGULAIRE" POUR UN PROCESSUS AUTOREGRESSIF DU SECOND ORDREPICCOLO D.1976; STATISTICA; ITAL.; DA. 1976; VOL. 36; NO 1; PP. 29-42; ABS. ANGL. FR.; BIBL. 4 REF.Article

FURTHER RESULTS ON KENDALL'S AUTOREGRESSIVE SERIES.HARDIN JC; BROWN TJ.1975; J. APPL. PROBABIL.; G.B.; DA. 1975; VOL. 12; NO 1; PP. 180-182; BIBL. 4 REF.Article

EFFICIENT COMPUTATION OF THE COVARIANCE SEQUENCE OF AN AUTOREGRESSIVE PROCESS = CALCUL EFFICACE DE LA SUITE DE COVARIANCE D'UN PROCESSUS AUTOREGRESSIFFRIEDLANDER B.1983; IEEE TRANSACTIONS ON AUTOMATIC CONTROL; ISSN 0018-9286; USA; DA. 1983; VOL. 28; NO 1; PP. 97-99; BIBL. 16 REF.Article

IDENTIFICATION DANS LES SERIES CHRONOLOGIQUES = IDENTIFICATION IN CHRONOLOGICAL SERIESDJEDDOUR KHEDIDJA.1981; ; FRA; DA. 1981; PAG. MULT.-PL.; 30 CM; BIBL. 12 REF.; TH. 3E CYCLE: STAT/PARIS 11/1981/3025Thesis

A NEW AUTOREGRESSIVE TIME SERIES MODEL IN EXPONENTIAL VARIABLES (NEAR (1))LAWRANCE AJ; LEWIS PAW.1981; ADV. APPL. PROBAB.; ISSN 0001-8678; GBR; DA. 1981; VOL. 13; NO 4; PP. 826-845; BIBL. 10 REF.Article

A TEST FOR THE PRESENCE OF FIRST-ORDER VECTOR AUTOREGRESSIVE ERRORS WHEN LAGGED ENDOGENOUS VARIABLES ARE PRESENT.GUILKEY DK.1975; ECONOMETRICA; E.U.; DA. 1975; VOL. 43; NO 4; PP. 711-717; BIBL. 15 REF.Article

PROCESSUS D'AUTOREGRESSION DANS LE PROCESSUS DE MOYENNE MOBILENOWAKOWSKI J; RUTKOWSKI A.1974; PRZEGL. STATYST.; POLSKA; DA. 1974; VOL. 21; NO 1; PP. 121-132; ABS. RUSSE ANGL.; BIBL. 3 REF.Article

QUELQUES REMARQUES SUR LE LISSAGE EXPONENTIELZADORA K.1973; PRZEGL. STATYST.; POLSKA; DA. 1973; VOL. 20; NO 2; PP. 131-139; ABS. RUSSE ANGL.; BIBL. 12 REF.Article

A STOCHASTIC MODEL OF TEMPERATURE VARIATIONS AT WEATHER STATIONS IN BRITAINTAYLOR CJ.1972; APPL. STATIST.; G.B.; DA. 1972; VOL. 21; NO 3; PP. 248-260; BIBL. 6 REF.Serial Issue

DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME SERIES WITH A UNIT ROOTDICKEY DA; FULLER WA.1979; J. AMER. STATIST. ASS.; USA; DA. 1979; VOL. 74; NO 366 PART. 1; PP. 427-431; BIBL. 15 REF.Article

DAMS WITH AUTOREGRESSIVE INPUTS.COLLINGS PS.1975; J. APPL. PROBABIL.; G.B.; DA. 1975; VOL. 12; NO 3; PP. 533-541; BIBL. 12 REF.Article

THE ONE-SIDED LAGRANGE MULTIPLIER TEST OF THE AR(P) MODEL VS THE AR (P) MODEL WITH MEASUREMENT ERRORTANAKA K.1983; JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES B: METHODOLOGICAL; ISSN 0035-9246; GBR; DA. 1983; VOL. 45; NO 1; PP. 77-80; BIBL. 6 REF.Article

DISTRIBUTION OF THE RESIDUAL AUTOCORRELATIONS IN MULTIVARIATE ARMA TIME SERIES MODELSLI WK; MCLEOD AI.1981; J. R. STAT. SOC., B; ISSN 0035-9246; GBR; DA. 1981; VOL. 43; NO 2; PP. 231-239; BIBL. 16 REF.Article

ESTIMATION OF DYNAMIC MODELS WITH ERROR COMPONENTSANDERSON TW; CHENG HSIAO.1981; J. AM. STAT. ASSOC.; ISSN 0003-1291; USA; DA. 1981; VOL. 76; NO 375; PP. 598-606; BIBL. 23 REF.Article