@article{RSA_1979__27_3_33_0, author = {Indjehagopian, J.-P.}, title = {Les processus stochastiques vectoriels {ARMA} : une proc\'edure d'identification}, journal = {Revue de Statistique Appliqu\'ee}, pages = {33--45}, publisher = {Soci\'et\'e de Statistique de France}, volume = {27}, number = {3}, year = {1979}, language = {fr}, url = {http://www.numdam.org/item/RSA_1979__27_3_33_0/} }
TY - JOUR AU - Indjehagopian, J.-P. TI - Les processus stochastiques vectoriels ARMA : une procédure d'identification JO - Revue de Statistique Appliquée PY - 1979 SP - 33 EP - 45 VL - 27 IS - 3 PB - Société de Statistique de France UR - http://www.numdam.org/item/RSA_1979__27_3_33_0/ LA - fr ID - RSA_1979__27_3_33_0 ER -
%0 Journal Article %A Indjehagopian, J.-P. %T Les processus stochastiques vectoriels ARMA : une procédure d'identification %J Revue de Statistique Appliquée %D 1979 %P 33-45 %V 27 %N 3 %I Société de Statistique de France %U http://www.numdam.org/item/RSA_1979__27_3_33_0/ %G fr %F RSA_1979__27_3_33_0
Indjehagopian, J.-P. Les processus stochastiques vectoriels ARMA : une procédure d'identification. Revue de Statistique Appliquée, Tome 27 (1979) no. 3, pp. 33-45. http://www.numdam.org/item/RSA_1979__27_3_33_0/
[1] A class of transformations for BOX and JENKINS seasonal models. Appl. Statist. (1977), 26, n° 2,173-177.
, and -[2] An analysis of transformation, Journal of Royal, Stat. Soc., Series B, 26 (1964), 211 -252. | MR | Zbl
and -[3] Time Series Analysis, Forecasting and Control, Holden Day, San Francisco, 1976. | MR | Zbl
and -[4] Dynamic modelling of multivariate time series for use in bank analysis, Jour. of Money, Credit and Banking, Vol. VIII, n° 1, Feb. 1976.
and -[5] Applied Regression Analysis, Wiley, New York, 1966. | MR | Zbl
and -[6] Forecasting Economic Time Series, Academic Press, New York, 1977.
, and -[7] Time Series Analysis, Methuen, Londres, 1960. | MR | Zbl
-[8] Multiple Time Series, Wiley, New York 1970. | Zbl
-[9] The Identification of Time Series Interrelationships with Special Reference to Dynamic Regression Models, Ph. D. Thesis, University of Wisconsin, Madison, 1972.
-[10] Identification of Dynamic Regression (Distributed Lag) Models Connecting Two Time Series, JASA, 72, 1977, 121-130. | MR | Zbl
and -[11] Time Series : Estimation, Smoothing and Seasonal Adjusting, Ph. D. Thesis, University of Wisconsin, Madison, 1976.
-[12] Modeles ARMA multidimensionnels, une procédure de construction, Document de Recherche 78.001, CERESSEC, Centre de Recherche de l'ESSEC, Mai 1978.
-[13] Une procédure de construction de modèles ARIMA multivariés. Application. Actes du Colloque Structures Economiques et Econométrie, Départ, de Mathématiques, Université Claude BERNARD, Lyon, Mai 1978, p. II- 13 à II- 28.
-[14] Interpolation and Extrapolation of Stationarity Random Sequence, 1941, Translation Rand Corp. Santa Monica, Calif., RM - 2090 - PR.
-[15] A Multivariate Time Series Approach to Modelling Macro-Economic Sequences, R.M. 77-33, International Institut for Applied Systems Analysis, Laxenburg, Asutria, 1977. | Zbl
-[16] Exact and approximate maximum likehood estimators for moving average processes, Journal of Royal Stat. Soc., Serie B, 38, (1977), 114-118. | MR | Zbl
-[17] Relationships - and the Lack Thereof - Between Economic Time Series, with Special Reference to Money and Interest Rates, (with discussion), JASA, 72 (1977), 11-26.
-[18] The Analysis of Multiple Time Series, Griffin, London, 1957. | MR
-[19] Stationary Random Processes, Holden-Day, San Francisco, 1967. | MR | Zbl
-[20] Multiple Time Series and the Final form of Econometric Models, Econometrica, vol. 45, n° 6 (september 1977). | MR | Zbl
-[21] The Extrapolation, Interpolation and Smoothing of Stationary Time Series, Wiley, New York, 1949. | Zbl
-[22] The Estimation of Parameters in Multivariate Time Series Models, Journal of Royal Stat. Soc., Serie B, 35 (1973), 76-85. | MR | Zbl
-[23] A study in the analysis of stationary time series, Almquist and Wicksell, Upsala, 2nd Edition, 1954. | Zbl
-[24] Time Series Analysis and Simultaneous Equation Econometric Models, Journal of Econometrics, 2, (1974), 17 -54. | Zbl
and -