Indjehagopian, J. P.
Analyse des effets d'intervention sur les prévisions issues de modèles ARIMA
Revue de Statistique Appliquée, Tome 29 (1981) no. 4 , p. 5-30
Zbl 0527.62087
URL stable : http://www.numdam.org/item?id=RSA_1981__29_4_5_0

Bibliographie

[1] B. Abraham. - Intervention in multiple times series, Proceedings of the American Statistical Association (Statistics section), Washington, 1978.

[2] T.W. Anderson. - The statistical Analysis of Time series, Wiley: New York, 1971. MR 283939 | Zbl 0225.62108

[3] M.N. Battacharyya and A. Layton. - 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.

[4] G.E.P. Box and G.M. Jenkins. - Time Series Analysis Forecasting and Control, Holden-Day: San Francisco, 1970, 1976. MR 436499 | Zbl 0249.62009

[5] G.E.P. Box and G.C. Tiao. - Intervention analysis with applications to environmental to economic problem, J. Amer. Statist. Assoc. 70, 70, 1975. MR 365957 | Zbl 0316.62045

[6] G.E.P. Box and G.C. Tiao. - Comparison of forecast and actuality, Appl. Statist., 25, n° 3, 105, 1976.

[7] P. Duren. - Theory of Hp spaces, Academic Press: New York, 1970. MR 268655 | Zbl 0215.20203

[8] H. Dym and H.P. Mckean. - Gaussian Processes, Function Theory, and the Inverse Spectral Problem, Academic Press: New York, 1976. MR 448523 | Zbl 0327.60029

[9] U. Grenander and M. Rosenblatt. - Statistical Analysis of Stationary Time Series, Wiley: New York, 1957. MR 84975 | Zbl 0080.12904

[10] M.R. Grupe. - Modified Computer Programs, Department of Statistics, University of Wisconsin-Madison, 1977.

[11] E.J. Hannan. - Multiple Time Series, Wiley: New York, 1970. MR 279952 | Zbl 0211.49804

[12] H. Helson. - Lectures on Invariant Subspaces, Academic Press: New York, 1964. MR 171178 | Zbl 0119.11303

[13] Hipel and Others. - Intervention analysis in water resources, Water Resources Research, Vol. 11, n° 6, 865.

[14] K. Hoffman. - Banach Spaces of Analytic Functions, Prentice Hall: New Jersey, 1962. MR 133008 | Zbl 0117.34001

[15]] G.M. Jenkins. - Pratical Experiences with Modelling and Forecasting Time Series, Time Series Library, AGJP Publication: Jersey, 1979. Zbl 0417.62072

[16] L.H. Koopmans. - The Spectral Analysis of Time Series, Academic Press: New York, 1974. MR 348953 | Zbl 0289.62056

[17] P. Koosis. - Introduction to Hp Spaces, Cambridge University Press: Cambridge. Zbl 1024.30001

[18] B. Sz. Nagy and C. Foias. - Analyse Harmonique des Opérateurs de l'Espace de Hilbert, Masson: Paris, 1967. Zbl 0157.43201

[19] A.V. Oppenheim and R.W. Schafer. - Digital Signal Processing, Prentice-Hall: New Jersey, 1975. Zbl 0369.94002

[20] D.J. Pack. - Forecasting Time Series Affected by Identifiable Isolated Events and an Explanatory Variable, Technical Report, Computer Sciences Division, Oak Ridge National Laboratory: Tennessee, 1980.

[21] E.A. Robinson. - Random Wavelets and Cybernetic System, Charles Griffin, Londres, 1962. MR 149973 | Zbl 0106.33404

[22] E.A. Robinson. - Multichannel Time Series Analysis with Digital Computer Program, Holden-Day: San Fracisco, 1967. Zbl 0157.26007

[23] E.A. Robinson and M.T. Silvia. - Digital Signal Processing and Time Series Analysis, Holden-Day: San Francisco, 1978.

[24] Y.A. Rozanov. - Stationary Random Processes, Holden-Day: San Francisco, 1967. MR 214134 | Zbl 0152.16302

[25] Y.A. Rozanov. - Théorie des Processus d'Innovation, Revue du Cethedec, NS 78-1, 1978. Zbl 0392.60040

[26] G. Ruckebusch. - Sur le problème de la synthèse des filtres, Note interne n° 26 du Centre de Mathématiques Appliquées de l'Ecole Polytechnique, Palaiseau, 1978.

[27] G. Ruckebusch. - Théorie géométrique de la représentation markovienne, Thèse de doctorat d'état, Lab. de calcul des probabilités, Université Paris VI, 1980.

[28] W. Rudin. - Analyse Réelle et Complexe, Masson: Paris, 1978. MR 662565

[29] J.H. Schwarz. - 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] E.M. Stein and G. Weiss. - Introduction to Fourier Analysis on Euclidean Spaces, Princeton University Press: Princeton, New-Jersey, 1971. MR 304972 | Zbl 0232.42007

[31] G.C. Tiao, G.E.P. Box and W.J. Hamming. - Analysis of Los Angeles Photochemical Smog Data : a Statistical Overview, Jour, of the Air Pollution Control Association, 25, 260,1975.

[32] G.C. Tiao and G.E.P. Box. - An Introduction to Applied Multiple Time Series Analysis, Technical Report n° 582, University of Wisconsin: Madison, 1979.

[33] D.W. Wichern and R.H. Jones. - Assessing the Impact of Market Disturbances using Intervention Analysis, Management Science, Vol. 24, n° 3, 329,1977. Zbl 0371.90092

[34] N. Wiener and P. Masani. - The Prediction Theory of Multivariate Stochastic Processes I and II, Acta Math., 98 and 99, 1958, 1959. MR 97859 | Zbl 0080.13002