1983, vol. 7, núm. 4
Summary
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Índex
(Universitat Politècnica de Barcelona. Centre de Càlcul, 1983-12)
Review
Open Access -
Nota de l'editor
(Universitat Politècnica de Barcelona. Centre de Càlcul, 1983-12)
Review
Open Access -
Gwilym Jenkins, experimental design and time series
(Universitat Politècnica de Barcelona. Centre de Càlcul, 1983-12)
Article
Open AccessThis paper was presented at the opening session of the First Catalan International Symposium on Statistics, held in Barcelona, September 1983, in honour to the late Gwilym M. Jenkins. It is therefore a special paper in its ... -
Asymptotic theory: some recent developments
(Universitat Politècnica de Barcelona. Centre de Càlcul, 1983-12)
Article
Open AccessA review is given of recent work on asymptotic theory leading to a recommendation to use ratio likelihood rests with, where available, a Bartlett adjustment factor. -
Time series model identification by estimating information, memory and quantiles
(Universitat Politècnica de Barcelona. Centre de Càlcul, 1983-12)
Article
Open AccessThis paper applies techniques of Quantile Data Analysis to non-parametrically analyze time series functions such as the sample spectral density, sample correlations and sample partial correlations. The aim is to identify ... -
The formulation of structural time series models in discrete and continuous time
(Universitat Politècnica de Barcelona. Centre de Càlcul, 1983-12)
Article
Open AccessThis paper sets out an approach for modelling univariate time series, including those in which observations are available on a daily basis. An underlying continuous time model is formulated and it is shown that this model ...