@article{RSA_1981__29_4_5_0, author = {Indjehagopian, J. P.}, title = {Analyse des effets d'intervention sur les pr\'evisions issues de mod\`eles {ARIMA}}, journal = {Revue de Statistique Appliqu\'ee}, pages = {5--30}, publisher = {Soci\'et\'e de Statistique de France}, volume = {29}, number = {4}, year = {1981}, zbl = {0527.62087}, language = {fr}, url = {http://www.numdam.org/item/RSA_1981__29_4_5_0/} }
TY - JOUR AU - Indjehagopian, J. P. TI - Analyse des effets d'intervention sur les prévisions issues de modèles ARIMA JO - Revue de Statistique Appliquée PY - 1981 SP - 5 EP - 30 VL - 29 IS - 4 PB - Société de Statistique de France UR - http://www.numdam.org/item/RSA_1981__29_4_5_0/ LA - fr ID - RSA_1981__29_4_5_0 ER -
Indjehagopian, J. P. Analyse des effets d'intervention sur les prévisions issues de modèles ARIMA. Revue de Statistique Appliquée, Tome 29 (1981) no. 4, pp. 5-30. http://www.numdam.org/item/RSA_1981__29_4_5_0/
[1] Intervention in multiple times series, Proceedings of the American Statistical Association (Statistics section), Washington, 1978.
-[2] The statistical Analysis of Time series, Wiley: New York, 1971. | MR | Zbl
-[3] Effectiveness of Sealt Belt Legislation on the Queensland Road Toll - An Australian Case Study in Intervention Analysis, J. Amer. Statist. Assoc., 74, 596-603, 1979.
and -[4] Time Series Analysis Forecasting and Control, Holden-Day: San Francisco, 1970, 1976. | MR | Zbl
and -[5] Intervention analysis with applications to environmental to economic problem, J. Amer. Statist. Assoc. 70, 70, 1975. | MR | Zbl
and -[6] Comparison of forecast and actuality, Appl. Statist., 25, n° 3, 105, 1976.
and -[7] Theory of Hp spaces, Academic Press: New York, 1970. | MR | Zbl
-[8] Gaussian Processes, Function Theory, and the Inverse Spectral Problem, Academic Press: New York, 1976. | MR | Zbl
and -[9] Statistical Analysis of Stationary Time Series, Wiley: New York, 1957. | MR | Zbl
and -[10] Modified Computer Programs, Department of Statistics, University of Wisconsin-Madison, 1977.
-[11] Multiple Time Series, Wiley: New York, 1970. | MR | Zbl
-[12] Lectures on Invariant Subspaces, Academic Press: New York, 1964. | MR | Zbl
-[13] Intervention analysis in water resources, Water Resources Research, Vol. 11, n° 6, 865.
and -[14] Banach Spaces of Analytic Functions, Prentice Hall: New Jersey, 1962. | MR | Zbl
-[15]] Pratical Experiences with Modelling and Forecasting Time Series, Time Series Library, AGJP Publication: Jersey, 1979. | Zbl
-[16] The Spectral Analysis of Time Series, Academic Press: New York, 1974. | MR | Zbl
-[17] Introduction to Hp Spaces, Cambridge University Press: Cambridge. | Zbl
-[18] Analyse Harmonique des Opérateurs de l'Espace de Hilbert, Masson: Paris, 1967. | Zbl
and -[19] Digital Signal Processing, Prentice-Hall: New Jersey, 1975. | Zbl
and -[20] Forecasting Time Series Affected by Identifiable Isolated Events and an Explanatory Variable, Technical Report, Computer Sciences Division, Oak Ridge National Laboratory: Tennessee, 1980.
-[21] Random Wavelets and Cybernetic System, Charles Griffin, Londres, 1962. | MR | Zbl
-[22] Multichannel Time Series Analysis with Digital Computer Program, Holden-Day: San Fracisco, 1967. | Zbl
-[23] Digital Signal Processing and Time Series Analysis, Holden-Day: San Francisco, 1978.
and -[24] Stationary Random Processes, Holden-Day: San Francisco, 1967. | MR | Zbl
-[25] Théorie des Processus d'Innovation, Revue du Cethedec, NS 78-1, 1978. | Zbl
-[26] Sur le problème de la synthèse des filtres, Note interne n° 26 du Centre de Mathématiques Appliquées de l'Ecole Polytechnique, Palaiseau, 1978.
-[27] Théorie géométrique de la représentation markovienne, Thèse de doctorat d'état, Lab. de calcul des probabilités, Université Paris VI, 1980.
-[28] Analyse Réelle et Complexe, Masson: Paris, 1978. | MR
-[29] Analyse des Interventions : une variante et application à l'analyse de la consommation de carburant, Communication présentée à la journée en Avenir Turbulent, AFCET, Paris, 1978.
-[30] Introduction to Fourier Analysis on Euclidean Spaces, Princeton University Press: Princeton, New-Jersey, 1971. | MR | Zbl
and -[31] Analysis of Los Angeles Photochemical Smog Data : a Statistical Overview, Jour, of the Air Pollution Control Association, 25, 260,1975.
, and -[32] An Introduction to Applied Multiple Time Series Analysis, Technical Report n° 582, University of Wisconsin: Madison, 1979.
and -[33] Assessing the Impact of Market Disturbances using Intervention Analysis, Management Science, Vol. 24, n° 3, 329,1977. | Zbl
and -[34] The Prediction Theory of Multivariate Stochastic Processes I and II, Acta Math., 98 and 99, 1958, 1959. | MR | Zbl
and -