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[文献求助] 求助几篇英文文献 [推广有奖]

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tianran2010 发表于 2011-9-14 17:32:01 |AI写论文

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10.Kitagawa, G. (1985). A smoothness priors-time varying AR coefficient modelling of nonstationary covariance time series. IEEE Trans. Automat. Contr. Vol. 30 pp. 48-56.
11. Koopman, S. J., Harvey, A. C., Doornik, J. A .and Shephard N. (1995). Stamp 5.0 (Structural Time Series Analyser, Modeller and Predictor). International Thompson Publishing. London.
12.Yule, G.U. (1927). On a method of investigating periodicities in disturbed series with special reference to Wolfers sunspot numbers. Philosophical Transaction of the Royal Society. Ser A. 226, pp. 267-98.
13. Slutsky, E. (1937). The summation of random causes as the source of cyclical processes. Econometrica. vol. 5. pp. 105-146.
14. Wold, H. (1938). A study in the Analysis of Stationary time series. Uppsallla: Almquist and Wicksells.
15. Box, G.E.P., Jenkins, G.M. (1970). Time Series Analysis: Forecasting and Control. San Francisco: Holden Day
16. Gómez, V. and Maravall, A. (1997). Programs TRAMO and SEATS; Instructions for the User. Working Paper 9628. Servicio de Estudios. Banco de Espa?a.
17. U. S. Census Bureau (2006). X–13 A–S Reference Manual version 0.3. Statistical Research Division.Washington
18. Hood, C. C., Ashley, J. D., and Findley, D. F. (2000). An Empirical Evaluation of the Performance of TRAMO/SEATS on Simulated Series. American Statistical Association. Proceedings of the Business and Economic.

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关键词:英文文献 econometrica Time Series Statistical performance reference 英文文献 numbers special Series

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