Anderson Oliver D.

Oliver D. Anderson

Information about the author Oliver D. Anderson will soon be added to the site.
Found 6 papers in total
Increment-vector methodology: Transforming non-stationary series to stationary series
Increment-vector methodology: Transforming non-stationary series to stationary series
1998
In time series analysis, it is well known that the differencing operator ▽ d may...
More effective time-series analysis and forecasting
More effective time-series analysis and forecasting
1995
The present aim is to suggest ways of improving time-domain modelling, for the purpose...
Discriminating between nonstationary and nearly nonstationary time series models: A simulation study
Discriminating between nonstationary and nearly nonstationary time series models: A simulation study
1992
This paper describes empirical evidence that it may often be possible to very simply...
Discrimination between nonstationary and nearly nonstationary processes and its effect on forecasting
Discrimination between nonstationary and nearly nonstationary processes and its effect on forecasting
1990
The authors present theoretical and empirical evidence to show that the structure, for...
Small-sample autocorrelation structure for long-memory time series
Small-sample autocorrelation structure for long-memory time series
1990
This paper provides results on the behaviour of the sample autocorrelation function...
Analysing time series for forecasting (a personal view)
Analysing time series for forecasting (a personal view)
1989
This paper discusses the author’s views on orthodox time-domain modelling...
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