2011 | OriginalPaper | Buchkapitel
Generalizations and Extensions of Stationary Autoregressive Models: From Kendall to Box and Jenkins
verfasst von : Terence C. Mills
Erschienen in: The Foundations of Modern Time Series Analysis
Verlag: Palgrave Macmillan UK
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8.1 After being introduced by Yule and Walker and having its theoretical foundations established by Wold, the autoregressive model was further developed in a trio of papers written during the Second World War by Maurice Kendall (1943, 1944, 1945a).1