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Simulation procedures for Box‐Jenkins Models

Data up to Jan 2025

Published1978
Citations111
References35

Total Citations Per Year

Abstract

References (35)

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

An Analysis of Transformations

1964 • 13,718 citations

Practical Nonparametric Statistics

2000 • 11,073 citations

Bayesian Inference in Statistical Analysis.

1975 • 3,994 citations

A First Course in Numerical Analysis

1966 • 2,477 citations

Multiple Time Series

1970 • 1,283 citations

Practical Nonparametric Statistics.

1972 • 1,275 citations

A Convenient Method for Generating Normal Variables

1964 • 491 citations

Bayesian Inference in Statistical Analysis

1974 • 456 citations

Algorithm AS 99: Fitting Johnson Curves by Moments

1976 • 381 citations

Preservation of the rescaled adjusted range: 1. A reassessment of the Hurst Phenomenon

1978 • 344 citations

Random Number Generators

1962 • 337 citations

Partial Residual Plots Based on Robust Fits

2000 • 311 citations

A First Course in Numerical Analysis

1966 • 310 citations

The Theory of Storage

1959 • 250 citations

Advances in Box‐Jenkins modeling: 1. Model construction

1977 • 225 citations

On the Distribution of Residual Autocorrelations in Box–Jenkins Models

1978 • 160 citations

Advances in Box‐Jenkins modeling: 2. Applications

1977 • 102 citations

The Computer Generation of Beta, Gamma and Normal Random Variables

1976 • 100 citations

Derivation of the Theoretical Autocovariance Function of Autoregressive Moving Average Time Series

1975 • 91 citations

Application of seasonal parametric linear stochastic models to monthly flow data

1974 • 82 citations

Preservation of the rescaled adjusted range: 2. Simulation studies using Box‐Jenkins Models

1978 • 81 citations

Algorithm AS 100: Normal-Johnson and Johnson-Normal Transformations

1976 • 77 citations

An evaluation of the practicality and complexity of some rainfall and runoff time series models

1976 • 67 citations

Seasonal and Nonseasonal ARMA Models in Hydrology

1976 • 60 citations

Algorithm AS 6: Triangular Decomposition of a Symmetric Matrix

1968 • 50 citations

Monte Carlo Results for Estimation in a Stable Markov Time Series

1966 • 47 citations

Improved Box–Jenkins estimators

1977 • 45 citations

Improved Box-Jenkins Estimators

1977 • 43 citations

Random Number Generators

1967 • 43 citations

When is an altoregressive scheme stationary

1973 • 42 citations

Bayesian generation of synthetic streamflows

1975 • 40 citations

ON HANNAN'S ESTIMATION OF ARMA MODELS

1972 • 13 citations

A note on Kendall's autoregressive series

1973 • 5 citations

A note on Kendall's autoregressive series

1973 • 3 citations

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Simulation procedures for Box‐Jenkins Models (1978) – Water Resources Research | Metascience Observatory Explorer