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Approximate moments to O( n−2 for the sampled partial autocorrelations from a white noise process

Computational statistics & data analysis, 1993-10, Vol.16 (4), p.405-421

Anderson, Oliver D.

1993

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Increment-Vector Methodology: Transforming Non-Stationary Series to Stationary Series

Journal of applied probability, 1998-03, Vol.35 (1), p.64-77

1998

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HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES

Journal of time series analysis, 1996-07, Vol.17 (4), p.323-331

1996

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Small-sample Autocorrelation Structure for Long-memory Time Series

The Journal of the Operational Research Society, 1990-08, Vol.41 (8), p.735-754

Anderson, Oliver D.

1990

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The Representation and Decomposition of Integrated Stationary Time Series

Advances in applied probability, 1994-09, Vol.26 (3), p.799-819

1994

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A Note on "Trial by Computer"-A Case Study of the Use of Simple Statistical Techniques in the Detection of a Fraud

The Journal of the Operational Research Society, 1986-04, Vol.37 (4), p.423-427

Anderson, Oliver D.

1986

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Interpreting Measured Serial Correlation In Univariate Time Series Analysis, With An Example From The New York Stock Exchange

INFOR. Information systems and operational research, 1991-02, Vol.29 (1), p.44-62

Anderson, Oliver D.

1991

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Figurate Numbers

Mathematics in school, 1989-05, Vol.18 (3), p.40-41

Anderson, Oliver D.

1989

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On the use of autocorrelation in forecasting

Technological forecasting & social change, 1983-12, Vol.24 (4), p.343-356

Anderson, Oliver D

1983

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Summing Powers More Swiftly

The Mathematics teacher, 1987-11, Vol.80 (8), p.672-673

ANDERSON, OLIVER D.

1987

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More Fours

Mathematics in school, 1985-11, Vol.14 (5), p.12-13

Anderson, Oliver D.

1985

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Communication: Box-Jenkins Rules, O.K.--Provided You Know It Makes Sense

Management science, 1978-07, Vol.24 (11), p.1199-1199

Anderson, Oliver D

1978

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Communication: Dynamic Data System Modeling--Revisited

Management science, 1978-07, Vol.24 (11), p.1203-1205

Anderson, Oliver D

1978

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Citation rates for scientific papers

Journal of information science, 1985-01, Vol.10 (2), p.94-94

Anderson, Oliver D.

1985

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An inequality and a lemma revisited

Journal of econometrics, 1977-07, Vol.6 (1), p.135-140

Anderson, Oliver D.

1977

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Box-Jenkins Rules, O.K.-Provided You Know It Makes Sense

Management science, 1978-07, Vol.24 (11), p.1199-1199

Anderson, Oliver D.

1978

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Orthodox Box-Jenkins versus "Dynamic Data System Modeling" Secession-A Rejoinder

Management science, 1978-07, Vol.24 (11), p.1203-1205

Anderson, Oliver D.

1978

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Time Series Analysis and Forecasting: The Box-Jenkins Approach

Journal of the American Statistical Association, 1980-03, Vol.75 (369), p.254-254

Hsu, D. A.

1980

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C428. An interesting non-linear transformation of the theoretical autocorrelation function

Journal of statistical computation and simulation, 1995-04, Vol.52 (2), p.165-167

Anderson, Oliver D.

1995

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C429. Finite lengthed time-series properties versus asymptotic theory in approximating sample serial correlation structure: part 2

Journal of statistical computation and simulation, 1995-04, Vol.52 (2), p.167-171

Anderson, Oliver D.

1995

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More effective time-series analysis and forecasting

Journal of computational and applied mathematics, 1995-11, Vol.64 (1), p.117-147

Anderson, Oliver D.

1995

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C407. A closer look at an example from time series theory

Journal of statistical computation and simulation, 1993-06, Vol.47 (1-2), p.124-126

Anderson, Oliver D.

1993

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Small-Sample Autocorrelation Structure for Long-Memory Time Series

The Journal of the Operational Research Society, 1990-08, Vol.41 (8), p.735

Anderson, Oliver D.

1990

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EXACT GENERAL-LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW-LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE

Journal of time series analysis, 1993-11, Vol.14 (6), p.551-574

Anderson, Oliver D.

1993

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C384. Modified order notation with an example from time series theory

Journal of statistical computation and simulation, 1992-04, Vol.40 (3-4), p.257-259

Anderson, Oliver D.

1992

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Approximate moments to O( n−2 for the sampled partial autocorrelations from a white noise process

Increment-Vector Methodology: Transforming Non-Stationary Series to Stationary Series

HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES

Small-sample Autocorrelation Structure for Long-memory Time Series

The Representation and Decomposition of Integrated Stationary Time Series

A Note on "Trial by Computer"-A Case Study of the Use of Simple Statistical Techniques in the Detection of a Fraud

Interpreting Measured Serial Correlation In Univariate Time Series Analysis, With An Example From The New York Stock Exchange

Figurate Numbers

On the use of autocorrelation in forecasting

Summing Powers More Swiftly

More Fours

Communication: Box-Jenkins Rules, O.K.--Provided You Know It Makes Sense

Communication: Dynamic Data System Modeling--Revisited

Citation rates for scientific papers

An inequality and a lemma revisited

Box-Jenkins Rules, O.K.-Provided You Know It Makes Sense

Orthodox Box-Jenkins versus "Dynamic Data System Modeling" Secession-A Rejoinder

Time Series Analysis and Forecasting: The Box-Jenkins Approach

C428. An interesting non-linear transformation of the theoretical autocorrelation function

C429. Finite lengthed time-series properties versus asymptotic theory in approximating sample serial correlation structure: part 2

More effective time-series analysis and forecasting

C407. A closer look at an example from time series theory

Small-Sample Autocorrelation Structure for Long-Memory Time Series

EXACT GENERAL-LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW-LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE

C384. Modified order notation with an example from time series theory

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