Robert H. Shumway

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Revision as of 08:08, 13 December 2023 by AuthorDisambiguator (talk | contribs) (AuthorDisambiguator moved page Robert H. Shumway to Robert H. Shumway: Duplicate)

Person:1043709

Available identifiers

zbMath Open shumway.robert-hWikidataQ102078377 ScholiaQ102078377MaRDI QIDQ1043709

List of research outcomes

PublicationDate of PublicationType
Time Series: A Data Analysis Approach Using R2019-06-17Paper
Time Series Analysis and Its Applications2017-03-16Paper
Bayesian Deconvolution of Signals Observed on Arrays2016-10-28Paper
https://portal.mardi4nfdi.de/entity/Q30603532010-12-03Paper
Estimation of trend in state-space models: asymptotic mean square error and rate of convergence2009-12-09Paper
One-step approximations for detecting regime changes in the state space model with application to the influenza data2009-06-12Paper
Detecting abrupt changes in a piecewise locally stationary time series2008-04-23Paper
https://portal.mardi4nfdi.de/entity/Q54783092006-07-12Paper
https://portal.mardi4nfdi.de/entity/Q53173472005-09-16Paper
https://portal.mardi4nfdi.de/entity/Q53128662005-08-25Paper
https://portal.mardi4nfdi.de/entity/Q46651692005-04-09Paper
Time-frequency clustering and discriminant analysis.2004-02-14Paper
https://portal.mardi4nfdi.de/entity/Q27665052002-01-28Paper
https://portal.mardi4nfdi.de/entity/Q49540142000-05-16Paper
https://portal.mardi4nfdi.de/entity/Q43444161998-12-02Paper
Semiparametric Modeling of Seasonal Time Series1998-08-09Paper
Discrimination and Clustering for Multivariate Time Series1998-08-09Paper
A spectral approach to estimation and smoothing of continuous spatial processes1998-01-22Paper
An Akaike information criterion for model selection in the presence of incomplete data.1998-01-01Paper
The model selection criterion AICu.1997-01-01Paper
On computing the expected Fisher information matrix for state-space model parameters1996-10-08Paper
SPECTRAL ESTIMATION AND DECONVOLUTION FOR A LINEAR TIME SERIES MODEL1989-01-01Paper
Linear spatial interpolation: Analysis with an application to San Joaquin Valley1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33212831983-01-01Paper
AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM1982-07-01Paper
AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36817651982-01-01Paper
Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model1981-01-01Paper
Distributed lag regression by an almost periodic design matrix1978-01-01Paper
Linear Discriminant Functions for Stationary Time Series1974-01-01Paper
On Detecting a Signal in N Stationarily Correlated Noise Series1971-01-01Paper
Applied Regression and Analysis of Variance for Stationary Time Series1970-01-01Paper
Best Linear Unbiased Estimation for Multivariate Stationary Processes1968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32777881961-01-01Paper
Fitting the Poisson Binomial Distribution1960-01-01Paper

Research outcomes over time


Doctoral students

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