1983, vol. 7, núm. 4
Sumario
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Índex
(Universitat Politècnica de Barcelona. Centre de Càlcul, 1983-12)
Reseña
Acceso abierto -
Nota de l'editor
(Universitat Politècnica de Barcelona. Centre de Càlcul, 1983-12)
Reseña
Acceso abierto -
Gwilym Jenkins, experimental design and time series
(Universitat Politècnica de Barcelona. Centre de Càlcul, 1983-12)
Artículo
Acceso abiertoThis 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)
Artículo
Acceso abiertoA 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)
Artículo
Acceso abiertoThis 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)
Artículo
Acceso abiertoThis 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 ...