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pro vyhledávání: '"Oliver D. Anderson"'
Autor:
Oliver D. Anderson, Z. G. Chen
Publikováno v:
Journal of Time Series Analysis. 20:387-512
A definition of a polyvariogram (PV) γb(h)(h = 1, 2, ...) of order b (b≥ max(0, d− 1) is suggested for time series {Z(t})} satisfying {∇d(Z(t) = W(t) (where d is a non-negative integer and {W(t)} is a second-order stationary time series and is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::566efde618d3bb4a84dc8376e24e8f3c
https://doi.org/10.1111/1467-9892.00152
https://doi.org/10.1111/1467-9892.00152
Autor:
Oliver D. Anderson, Zhao-Guo Chen
Publikováno v:
Journal of Applied Probability. 35:64-77
In time series analysis, it is well-known that the differencing operator ∇ d may transform a non-stationary series, {Z(t)} say, to a stationary one, {W(t)} = ∇ d Z(t)}; and there are many procedures for analysing and modelling {Z(t)} which exploi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::36e37bc02fc7731005d2d2a652cb0bf0
https://doi.org/10.1239/jap/1032192552
https://doi.org/10.1239/jap/1032192552
Autor:
Oliver D. Anderson, Zhao-Guo Chen
Publikováno v:
Journal of Time Series Analysis. 17:323-331
Given length-n sampled time series, generated by an independent distributed process, in this paper we treat the problem of determining the greatest order, in n, that moments of the sample autocovariances and sample autocorrelations can attain. For th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6e3267ce31c1f42d48620a8ead1c9b36
https://doi.org/10.1111/j.1467-9892.1996.tb00280.x
https://doi.org/10.1111/j.1467-9892.1996.tb00280.x
Autor:
Oliver D. Anderson
Publikováno v:
Journal of Computational and Applied Mathematics. 64(1-2):117-147
Our aim is to suggest ways of improving time-domain modelling, for the purpose of more effective forecasting, by better interpretation of the sample autocorrelations and partial autocorrelations obtained from raw time-series data. For this objective,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7bb47d9f968da641b1bfd1ee2cfcebfb
Autor:
Oliver D. Anderson
Publikováno v:
Journal of Statistical Computation and Simulation. 52:167-171
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e1367b158f1cd81b45d6b8109acfcd01
https://doi.org/10.1080/00949659508811661
https://doi.org/10.1080/00949659508811661
Autor:
Zhao-Guo Chen, Oliver D. Anderson
Publikováno v:
Advances in Applied Probability. 26:799-819
Learning from Matheron's representation (1973), and using the primary increment vector (PIV) methodology introduced by Cressie (1988) and developed by Chen and Anderson (1994), this paper presents a theory for the representation and decomposition of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4e4ae0db9603cec9edc85dec7bc4d509
https://doi.org/10.1017/s0001867800026550
https://doi.org/10.1017/s0001867800026550
Autor:
Oliver D. Anderson
Publikováno v:
Computational Statistics & Data Analysis. 16:405-421
We obtain first approximations to all the moments of the low-lag sampled partial autocorrelations, for finite-lengthed realisations from a Gaussian white noise process; and indicate how closer approximations could be achieved. The method is to write
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::db6bb376d8fc7fe162fd3f76d2d2d16f
https://doi.org/10.1016/0167-9473(93)90157-o
https://doi.org/10.1016/0167-9473(93)90157-o
Autor:
Oliver D. Anderson
Publikováno v:
Journal of Time Series Analysis. 13:485-500
We are primarily interested in relating the partial autocorrelation behaviour of an autoregressive integrated moving-average process of order (p, d, q), {Zi} say, with those of its D-differenced processes {(1 - B)DZi} (D= 1, …, d). To this end, we
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::719df219cad84e222c4acf1a11aa744b
https://doi.org/10.1111/j.1467-9892.1992.tb00122.x
https://doi.org/10.1111/j.1467-9892.1992.tb00122.x
Autor:
Oliver D. Anderson
Publikováno v:
Teaching Statistics. 14:2-5
Summary Within the framework of a two-hour interactive lecture, we explore the related ideas of accuracy and precision in calculation. The aim is to show that numerical data must be understood as numbers in a context.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::22868cd249f424313f4c38832d0d583f
https://doi.org/10.1111/j.1467-9639.1992.tb00229.x
https://doi.org/10.1111/j.1467-9639.1992.tb00229.x
Discriminating between nonstationary and nearly nonstationary time series models: a simulation study
Autor:
Jan G. De Gooijer, Oliver D. Anderson
Publikováno v:
Journal of Computational and Applied Mathematics. 41:265-280
This paper describes empirical evidence that it may often be possible to very simply discriminate between (homogeneous once-integrated) nonstationary time series models and nearly nonstationary approximations to them. We show that, in such a situatio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a0283184292ccf65f40990d713bc92de
https://doi.org/10.1016/0377-0427(92)90135-k
https://doi.org/10.1016/0377-0427(92)90135-k