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A conversation with David Findley. (English) Zbl 1331.62023

MSC:

01A70 Biographies, obituaries, personalia, bibliographies
62-03 History of statistics

Biographic References:

Findley, David
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References:

[1] Akaike, H. (1980). Seasonal adjustment by a Bayesian modeling. J. Time Ser. Anal. 1 1-13. · Zbl 0495.62085 · doi:10.1111/j.1467-9892.1980.tb00296.x
[2] Anderson, T. W. (1971). The Statistical Analysis of Time Series . Wiley, New York. · Zbl 0225.62108
[3] Bell, W. and Hillmer, S. (1984). Issues involved with the seasonal adjustment of economic time series. J. Bus. Econom. Statist. 2 291-320.
[4] Box, G. and Jenkins, G. (1976). Time Series Analysis . Holden-Day, San Francisco. · Zbl 0363.62069
[5] Brillinger, D. R. (1975). Time Series : Data Analysis and Theory . SIAM, Philadelphia, PA. · Zbl 0321.62004
[6] Cantor, J. L. and Findley, D. F. (2006). Recursive estimation of possibly misspecified MA(1) models: Convergence of a general algorithm. In Time Series and Related Topics , (H. C. Ho, C. K. Ing and T. L. Lai, eds.). Institute of Mathematical Statistics Lecture Notes-Monograph Series 52 20-47. IMS, Beachwood, OH. · Zbl 1268.62108 · doi:10.1214/074921706000000932
[7] Durbin, J. (1960). The fitting of time-series models. Revue , Institut International de Statistique 28 233-243. · Zbl 0101.35604
[8] Findley, D., ed. (1978). Applied Time Series Analysis . Academic Press, New York. · Zbl 0453.00038
[9] Findley, D. (1981). Geometrical and lattice versions of Levinson’s general algorithm. In Applied Time Series Analysis , II ( Tulsa , Okla. , 1980) 327-354. Academic Press, New York. · Zbl 0481.93056
[10] Findley, D., ed. (1981). Applied Time Series Analysis. II . Academic Press, New York. · Zbl 0463.00015
[11] Findley, D. (1988). An analysis of AIC for linear stochastic regression and control. In Proceedings of the 1988 American Control Conference 1281-1288.
[12] Findley, D. (1991). Counterexamples to parsimony and BIC. Ann. Inst. Statist. Math. 43 505-514. · Zbl 0850.62648 · doi:10.1007/BF00053369
[13] Findley, D. (1991). Convergence of finite multistep predictors from incorrect models and its role in model selection. Note Mat. 11 145-155. · Zbl 0792.62085
[14] Findley, D. and HOOD, C. (2000). X-12-ARIMA and its application to some Italian indicator series. In “Seasonal Adjustment Procedures - Experiences and Perspectives.”. Annali di Statistica Anno 129 Serie X 20 249-269.
[15] Findley, D. and Martin, D. (2006). Frequency domain analyses of SEATS and X-11/12-ARIMA seasonal adjustment filters for short and moderate-length time series. Journal of Official Statistics 22 1-34.
[16] Findley, D. and Monsell, B. (2009). Modeling stock trading day effects under flow day-of-week constraints. Journal of Official Statistics 25 415-430.
[17] Findley, D., Monsell, B., Bell, W., Otto, M. and Chen, B. (1998). New capabilities and methods of the X-12-ARIMA seasonal adjustment program. J. Bus. Econom. Statist. 16 127-177.
[18] Findley, D. and Parzen, E. (1995). A conversation with Hirotugu Akaike. Statist. Sci. 10 104-117. · Zbl 1148.01309 · doi:10.1214/ss/1177010133
[19] Findley, D., Pötscher, B. M. and Wei, C.-Z. (2001). Uniform convergence of sample second moments of families of time series arrays. Ann. Statist. 29 815-838. · Zbl 1041.62073 · doi:10.1214/aos/1009210691
[20] Findley, D., Pötscher, B. M. and Wei, C.-Z. (2004). Modeling of time series arrays by multistep prediction or likelihood methods. J. Econometrics 118 151-187. · Zbl 1033.62092 · doi:10.1016/S0304-4076(03)00139-8
[21] Findley, D. and Wei, C.-Z. (2002). AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autoregressions and related models. J. Multivariate Anal. 83 415-450. · Zbl 1180.62120 · doi:10.1006/jmva.2001.2063
[22] Hillmer, C. and Tiao, G. C. (1982). An ARIMA-model-based approach to seasonal adjustment. J. Amer. Statist. Assoc. 77 63-70. · Zbl 0483.62075 · doi:10.2307/2287770
[23] Levinson, N. (1947). The Wiener RMS (root mean square) error criterion in filter design and prediction. J. Math. Phys. 25 261-278.
[24] McElroy, T. S. and Findley, D. F. (2010). Selection between models through multi-step-ahead forecasting. J. Statist. Plann. Inference 140 3655-3675. · Zbl 1404.62089 · doi:10.1016/j.jspi.2010.04.032
[25] Riesz, F. and Sz.-Nagy, B. (1955). Functional Analysis . Unger, New York. · Zbl 0070.10902
[26] Robinson, E. A. (1980). Physical Applications of Stationary Time-Series . Macmillan Inc., New York. · Zbl 0433.62065
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