SERIES B (METHODOLOGICAL)

CL MALLOWS - JSTOR
WE may often obtain the lower moments of a sampling distribution when the distribution itself
is intractable. Tchebycheff's celebrated inequalities for the cumulative distribution function …

SERIES B (METHODOLOGICAL)

CR RAO - JSTOR
THE purpose of this paper is to present a statistical approach to two types of problems con-,
fronted in biological research. The first is that of specifying an individual as a member of one …

Series b (methodological)

GEP Box, KB Wilson - Journal of the Royal Statistical Society, 1951 - JSTOR
A SEQUENCE of O's and l's is observed and it is suspected that the chance that a particular
trial is a 1 depends on the value of one or more independent variables. Tests and estimates …

Model specification in multivariate time series

GC Tiao, RS Tsay - … Society: Series B (Methodological), 1989 - Wiley Online Library
We propose a method to specify an appropriate yet parsimonious vector autoregressive
moving average (ARMA) model for a given multivariate time series. By considering …

Some statistical methods connected with series of events

DR Cox - … Royal Statistical Society: Series B (Methodological), 1955 - Wiley Online Library
The paper deals with a number of problems of statistical analysis connected with events
occurring haphazardly in space or time. The topics discussed include: tests of randomness, …

The analysis of multiple stationary time series

P Whittle - … Royal Statistical Society: Series B (Methodological), 1953 - Wiley Online Library
After some preparatory work, the least square estimation equations are derived for a purely
nondeterministic stationary multiple process (Th. 6). The asymptotic covariances of the …

The distribution and frequency of record values

KN Chandler - … Statistical Society: Series B (Methodological), 1952 - Wiley Online Library
* The lower record values of a semi‐infinite time series derived by random simple sampling
from a fixed universe are defined to be those members which are less than all previous …

The fitting of non‐stationary time‐series models with time‐dependent parameters

TS Rao - … the Royal Statistical Society: Series B (Methodological …, 1970 - Wiley Online Library
We use the method of weighted least squares to estimate the time‐dependent parameters
of non‐stationary time‐series models. Approximate expressions for the bias and variance of …

Kernel regression estimation with time series errors

JD Hart - … the Royal Statistical Society: Series B (Methodological …, 1991 - Wiley Online Library
Suppose that data y 1 , ..., y n are observed according to the model , where f is a smooth
function and is a sample from a zero‐mean, covariance stationary time series. The problem of …

Evolutionary spectra and non‐stationary processes

MB Priestley - … Statistical Society: Series B (Methodological), 1965 - Wiley Online Library
We develop an approach to the spectral analysis of non‐stationary processes which is
based on the concept of “evolutionary spectra”; that is, spectral functions which are time …