O a lemma associated with Box, Jenkins and Granger. (English) Zbl 0303.62067


62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
Full Text: DOI


[1] Anderson, O. D., An inequality with a time series application, Journal of Econometrics, 2, 189-193 (1974) · Zbl 0286.62065
[2] Anderson, O. D., Time series inequalities, Nottingham Time Series Papers, no. 3 (1974)
[3] Anderson, O. D., Time series analysis and forecasting, the Box-Jenkins approach (1974), Butterworth: Butterworth London, to be published
[4] Anderson, O. D., Topics in time series, Mathematics, Computing and Statistics Applications Conference of the British Sociological Association (1974), (Guildford)
[5] Anderson, T. W., Statistical analysis of time series (1971), Wiley: Wiley New York · Zbl 0225.62108
[6] Box, G. E.P.; Jenkins, G. M., Time series analysis, forecasting and control (1970), Holden-Day: Holden-Day San Francisco · Zbl 0109.37303
[7] Granger, C. W.J., Time series modelling and interpretation, European Econometric Congress (1972), (Budapest) · Zbl 0541.62106
[8] Wold, H. O., A study in the analysis of stationary time series (1954), Almqvist and Wicksell: Almqvist and Wicksell Uppsala
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.