Robert H. Shumway

Available identifiers

zbMath Open shumway.robert-hWikidataQ102078377 ScholiaQ102078377MaRDI QIDQ1043709

List of research outcomes

Publication	Date of Publication	Type
Time Series: A Data Analysis Approach Using R	2019-06-17	Paper
Time Series Analysis and Its Applications	2017-03-16	Paper
Bayesian Deconvolution of Signals Observed on Arrays	2016-10-28	Paper
https://portal.mardi4nfdi.de/entity/Q3060353	2010-12-03	Paper
Estimation of trend in state-space models: asymptotic mean square error and rate of convergence	2009-12-09	Paper
One-step approximations for detecting regime changes in the state space model with application to the influenza data	2009-06-12	Paper
Detecting abrupt changes in a piecewise locally stationary time series	2008-04-23	Paper
https://portal.mardi4nfdi.de/entity/Q5478309	2006-07-12	Paper
https://portal.mardi4nfdi.de/entity/Q5317347	2005-09-16	Paper
https://portal.mardi4nfdi.de/entity/Q5312866	2005-08-25	Paper
https://portal.mardi4nfdi.de/entity/Q4665169	2005-04-09	Paper
Time-frequency clustering and discriminant analysis.	2004-02-14	Paper
https://portal.mardi4nfdi.de/entity/Q2766505	2002-01-28	Paper
https://portal.mardi4nfdi.de/entity/Q4954014	2000-05-16	Paper
https://portal.mardi4nfdi.de/entity/Q4344416	1998-12-02	Paper
Semiparametric Modeling of Seasonal Time Series	1998-08-09	Paper
Discrimination and Clustering for Multivariate Time Series	1998-08-09	Paper
A spectral approach to estimation and smoothing of continuous spatial processes	1998-01-22	Paper
An Akaike information criterion for model selection in the presence of incomplete data.	1998-01-01	Paper
The model selection criterion AICu.	1997-01-01	Paper
On computing the expected Fisher information matrix for state-space model parameters	1996-10-08	Paper
SPECTRAL ESTIMATION AND DECONVOLUTION FOR A LINEAR TIME SERIES MODEL	1989-01-01	Paper
Linear spatial interpolation: Analysis with an application to San Joaquin Valley	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3321283	1983-01-01	Paper
AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM	1982-07-01	Paper
AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3681765	1982-01-01	Paper
Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model	1981-01-01	Paper
Distributed lag regression by an almost periodic design matrix	1978-01-01	Paper
Linear Discriminant Functions for Stationary Time Series	1974-01-01	Paper
On Detecting a Signal in N Stationarily Correlated Noise Series	1971-01-01	Paper
Applied Regression and Analysis of Variance for Stationary Time Series	1970-01-01	Paper
Best Linear Unbiased Estimation for Multivariate Stationary Processes	1968-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3277788	1961-01-01	Paper
Fitting the Poisson Binomial Distribution	1960-01-01	Paper

Research outcomes over time

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