Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

Time Series Analysis Forecasting and Control.

1971 • 6,159 citations

A Note on the Generation of Random Normal Deviates

1958 • 3,337 citations

VII. On a method of investigating periodicities disturbed series, with special reference to Wolfer's sunspot numbers

1927 • 1,218 citations

Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables

1970 • 1,179 citations

On the Theoretical Specification and Sampling Properties of Autocorrelated Time-Series

1946 • 819 citations

On the Statistical Treatment of Linear Stochastic Difference Equations

1943 • 782 citations

A Study in Analysis of Stationary Time Series.

1939 • 597 citations

Spectral Analysis of Time Series

1968 • 504 citations

Distribution of the Serial Correlation Coefficient

1942 • 456 citations

On Stochastic Limit and Order Relationships

1943 • 388 citations

EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS

1959 • 370 citations

Statistical Analysis of Stationary Time Series

1957 • 315 citations

TESTS OF FIT IN TIME SERIES

1952 • 95 citations

A Large-Sample Test for the Goodness of Fit of Autoregressive Schemes

1947 • 87 citations

Extensions of Quenouille’s Test for Autoregressive Schemes

1950 • 47 citations

A Large-Sample Test for Moving Averages

1949 • 37 citations

Note on a Generalization of the Large Sample Goodness of Fit Test for Linear Autoregressive Schemes

1950 • 29 citations