ANALYSIS OF COCOA PRICE SERIES BY AUTOREGRESSIVE MODEL-FITTING TECHNIQUES

被引：4

作者：

BEENSTOCK, M ^{[1
]}

BHANSALI, RJ ^{[1
]}

机构：

[1] UNIV LIVERPOOL,LIVERPOOL L69 3BX,MERSEYSIDE,ENGLAND

来源：

JOURNAL OF AGRICULTURAL ECONOMICS | 1980年 / 31卷 / 02期

关键词：

D O I：

10.1111/j.1477-9552.1980.tb01511.x

中图分类号：

F3 [农业经济];

学科分类号：

0202 ; 020205 ; 1203 ;

摘要：

引用

页码：237 / 242

页数：6

共 50 条

[1] PREDICTION OF MULTIVARIATE TIME-SERIES BY AUTOREGRESSIVE MODEL-FITTING
LEWIS, R
REINSEL, GC
JOURNAL OF MULTIVARIATE ANALYSIS, 1985, 16 (03) : 393 - 411
[2] ON A DISTRIBUTIONAL BOUND ARISING IN AUTOREGRESSIVE MODEL-FITTING
PAPANGELOU, F
JOURNAL OF APPLIED PROBABILITY, 1994, 31 (02) : 401 - 408
[3] CLASSIFICATION OF RADAR SIGNATURES BY AUTOREGRESSIVE MODEL-FITTING AND CLUSTER-ANALYSIS
HAIMOV, S
MICHALEV, MA
SAVCHENKO, A
YORDANOV, OI
IEEE TRANSACTIONS ON GEOSCIENCE AND REMOTE SENSING, 1989, 27 (05): : 606 - 610
[4] AUTOREGRESSIVE MODEL-FITTING FOR MULTICHANNEL TIME-SERIES OF DEGENERATE RANK - LIMIT PROPERTIES
INOUYE, Y
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS, 1985, 32 (03): : 252 - 259
[5] AUTOREGRESSIVE MODEL-FITTING AND LEVINSON ALGORITHM IN THE MULTICHANNEL DEGENERATE CASE
INOUYE, Y
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1983, 28 (01) : 94 - 95
[6] THE EVALUATION OF CERTAIN QUADRATIC-FORMS OCCURRING IN AUTOREGRESSIVE MODEL-FITTING
BHANSALI, RJ
ANNALS OF STATISTICS, 1982, 10 (01): : 121 - 131
[7] ASYMPTOTIC-DISTRIBUTION OF THE ORDER SELECTED BY AIC IN MULTIVARIATE AUTOREGRESSIVE MODEL-FITTING
SAKAI, H
INTERNATIONAL JOURNAL OF CONTROL, 1981, 33 (01) : 175 - 180
[8] ROBUSTIFYING MODEL-FITTING
WINDHAM, MP
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1995, 57 (03): : 599 - 609
[9] MODEL-FITTING FOR REAL-DATA TIME-SERIES
KONEVA, ES
AUTOMATION AND REMOTE CONTROL, 1988, 49 (06) : 691 - 702
[10] A MODEL-FITTING ANALYSIS OF DAILY RAINFALL DATA
STERN, RD
COE, R
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1984, 147 : 1 - 34

← 1 2 3 4 5 →