@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},
year = {1981},
publisher = {Soci\'et\'e de Statistique de France},
volume = {29},
number = {4},
zbl = {0527.62087},
language = {fr},
url = {https://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 - https://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. https://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. | Zbl | MR
[3] and - 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] and - Time Series Analysis Forecasting and Control, Holden-Day: San Francisco, 1970, 1976. | Zbl | MR
[5] and - Intervention analysis with applications to environmental to economic problem, J. Amer. Statist. Assoc. 70, 70, 1975. | Zbl | MR
[6] and - Comparison of forecast and actuality, Appl. Statist., 25, n° 3, 105, 1976.
[7] - Theory of Hp spaces, Academic Press: New York, 1970. | Zbl | MR
[8] and - Gaussian Processes, Function Theory, and the Inverse Spectral Problem, Academic Press: New York, 1976. | Zbl | MR
[9] and - Statistical Analysis of Stationary Time Series, Wiley: New York, 1957. | Zbl | MR
[10] - Modified Computer Programs, Department of Statistics, University of Wisconsin-Madison, 1977.
[11] - Multiple Time Series, Wiley: New York, 1970. | Zbl | MR
[12] - Lectures on Invariant Subspaces, Academic Press: New York, 1964. | Zbl | MR
[13] and - Intervention analysis in water resources, Water Resources Research, Vol. 11, n° 6, 865.
[14] - Banach Spaces of Analytic Functions, Prentice Hall: New Jersey, 1962. | Zbl | MR
[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. | Zbl | MR
[17] - Introduction to Hp Spaces, Cambridge University Press: Cambridge. | Zbl
[18] and - Analyse Harmonique des Opérateurs de l'Espace de Hilbert, Masson: Paris, 1967. | Zbl
[19] and - Digital Signal Processing, Prentice-Hall: New Jersey, 1975. | Zbl
[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. | Zbl | MR
[22] - Multichannel Time Series Analysis with Digital Computer Program, Holden-Day: San Fracisco, 1967. | Zbl
[23] and - Digital Signal Processing and Time Series Analysis, Holden-Day: San Francisco, 1978.
[24] - Stationary Random Processes, Holden-Day: San Francisco, 1967. | Zbl | MR
[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] and - Introduction to Fourier Analysis on Euclidean Spaces, Princeton University Press: Princeton, New-Jersey, 1971. | Zbl | MR
[31] , and - Analysis of Los Angeles Photochemical Smog Data : a Statistical Overview, Jour, of the Air Pollution Control Association, 25, 260,1975.
[32] and - An Introduction to Applied Multiple Time Series Analysis, Technical Report n° 582, University of Wisconsin: Madison, 1979.
[33] and - Assessing the Impact of Market Disturbances using Intervention Analysis, Management Science, Vol. 24, n° 3, 329,1977. | Zbl
[34] and - The Prediction Theory of Multivariate Stochastic Processes I and II, Acta Math., 98 and 99, 1958, 1959. | Zbl | MR





