Simulation procedures for Box‐Jenkins Models
Data up to Jan 2025
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