|Time Series Analysis and Control Examples|
Afifi, A.A. and Elashoff, R.M. (1967), "Missing Observations in Multivariate Statistics II. Point Estimation in Simple Linear Regression," Journal of the American Statistical Association, 62, 10-29.
Akaike, H. (1974), "A New Look at Statistical Model Identification," IEEE Transactions on Automatic Control, 19, 716-723.
Akaike, H. (1977), "On Entropy Maximization Principle," in Applications of Statistics, ed. P.R. Krishnaiah, Amsterdam: North-Holland Publishing Co., 27-41.
Akaike, H. (1978a), "A Bayesian Analysis of the Minimum AIC Procedure," Ann. Inst. Statist. Math., 30, 9-14.
Akaike, H. (1978b), "Time Series Analysis and Control through Parametric Models," in Applied Time Series Analysis, ed. D.F. Findley, New York: Academic Press, 1-23.
Akaike, H. (1979), "A Bayesian Extension of the Minimum AIC Procedure of Autoregressive Model Fitting," Biometrika, 66, 237-242.
Akaike, H. (1980a), "Likelihood and the Bayes Procedure," Bay Statistics, eds. J.M. Bernardo, M.H. DeGroot, D.V. Lindley, and M. Smith, Valencia, Spain: University Press.
Akaike, H. (1980b), "Seasonal Adjustment by a Bayesian Modeling," Journal of Time Series Analysis, 1, 1-13.
Akaike, H. (1981), "Likelihood of a Model and Information Criteria," Journal of Econometrics, 16, 3-14.
Akaike, H. (1986), "The Selection of Smoothness Priors for Distributed Lag Estimation," in Bayesian Inference and Decision Techniques, ed. P. Goel and A. Zellner, Elsevier Science Publishers, 109-118.
Akaike, H. and Ishiguro, M. (1980), "Trend Estimation with Missing Observations," Ann. Inst. Statist. Math., 32, 481-488.
Akaike, H. and Nakagawa, T. (1988), Statistical Analysis and Control of Dynamic Systems, Tokyo: KTK Scientific Publishers.
Anderson, T.W. (1971), The Statistical Analysis of Time Series, New York: John Wiley & Sons, Inc.
Brockwell, P.J. and Davis, R.A. (1991), Time Series: Theory and Methods, Second Edition, New York: Springer-Verlag.
Doan, T.; Litterman, R.; and Sims, C. (1984), "Forecasting and Conditional Projection using Realistic Prior Distributions," Econometric Review, 3, 1-100.
Gersch, W. and Kitagawa, G. (1983), "The Prediction of Time Series with Trends and Seasonalities," Journal of Business and Economic Statistics, 1, 253-264.
Harvey, A.C. (1989), Forecasting, Structural Time Series Models and the Kalman Filter, Cambridge: Cambridge University Press.
Ishiguro, M. (1984), "Computationally Efficient Implementation of a Bayesian Seasonal Adjustment Procedure," Journal of Time Series Analysis, 5, 245-253.
Ishiguro, M. (1987), "TIMSAC-84: A New Time Series Analysis and Control Package," Proceedings of American Statistical Association: Business and Economic Section, 33-42.
Jones, R.H. and Brelsford, W.M. (1967), "Time Series with Periodic Structure," Biometrika, 54, 403-408.
Kitagawa, G. (1981), "A Nonstationary Time Series Model and its Fitting by a Recursive Filter," Journal of Time Series Analysis, 2, 103-116.
Kitagawa, G. (1983), "Changing Spectrum Estimation," Journal of Sound and Vibration, 89, 433-445.
Kitagawa, G. and Akaike, H. (1978), "A Procedure for the Modeling of Non-Stationary Time Series," Ann. Inst. Statist. Math., 30, 351-363.
Kitagawa, G. and Akaike, H. (1981), "On TIMSAC-78," in Applied Time Series Analysis II, ed. D.F. Findley, New York: Academic Press, 499-547.
Kitagawa, G. and Akaike, H. (1982), "A Quasi Bayesian Approach to Outlier Detection," Ann. Inst. Statist. Math., 34, 389-398.
Kitagawa, G. and Gersch, W. (1984), "A Smoothness Priors-State Space Modeling of Time Series with Trend and Seasonality," Journal of the American Statistical Association, 79, 378-389.
Kitagawa, G. and Gersch, W. (1985a), "A Smoothness Priors Time-Varying AR Coefficient Modeling of Nonstationary Covariance Time Series," IEEE Transactions on Automatic Control, 30, 48-56.
Kitagawa, G. and Gersch, W. (1985b), "A Smoothness Priors Long AR Model Method for Spectral Estimation," IEEE Transactions on Automatic Control, 30, 57-65.
Lutkepohl, H. (1991), Introduction to Multiple Time Series Analysis, Berlin: Springer-Verlag.
Pagano, M. (1978), "On Periodic and Multiple Autoregressions," The Annals of Statistics, 6, 1310-1317.
Sakamoto, Y.; Ishiguro, M.; and Kitagawa, G. (1986), Akaike Information Criterion Statistics, Tokyo: KTK Scientific Publishers.
Shiller, R.J. (1973), "A Distributed Lag Estimator Derived from Smoothness Priors," Econometrica, 41, 775-788.
Tamura, Y. H. (1986), "An Approach to the Nonstationary Process Analysis," Ann. Inst. Statist. Math., 39, 227-241.
Wei, W.W.S. (1990), Time Series Analysis: Univariate and Multivariate Methods, Redwood: Addison-Wesley.
Whittaker, E.T. (1923), "On a New Method of Graduation," Proceedings of the Edinborough Mathematical Society, 41, 63-75.
Whittaker, E.T. and Robinson, G. (1944), Calculus of Observation, Fourth Edition, London: Blackie & Son Limited.
Zellner, A. (1971), An Introduction to Bayesian Inference in Econometrics, New York: John Wiley & Sons, Inc.
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