Publication | Date of Publication | Type |
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Multivariate Reduced-Rank Regression | 2022-12-16 | Paper |
Prediction mean square error for non-stationary multivariate time series using estimated parameters | 2016-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5501554 | 2015-08-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q3084297 | 2011-03-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q3511004 | 2008-07-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q3427563 | 2007-03-20 | Paper |
Finite sample properties of ml and reml estimators in time series regression models with long memory noise | 2004-05-18 | Paper |
Approximate ML and REML estimation for regression models with spatial or time series AR(1) noise. | 2004-02-14 | Paper |
Elements of multivariate time series analysis | 2004-01-12 | Paper |
Reduced-rank growth curve models | 2003-05-22 | Paper |
Bias Reduction of Autoregressive Estimates in Time Series Regression Model through Restricted Maximum Likelihood | 2002-07-30 | Paper |
Seasonal Moving‐average Unit Root Tests in the Presence of a Linear Trend | 1999-05-03 | Paper |
On multivariate linear regression shrinkage and reduced-rank procedures | 1999-01-01 | Paper |
Multivariate reduced-rank regression | 1998-11-04 | Paper |
Tests for Seasonal Moving Average Unit Root in ARIMA Models | 1998-06-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4369006 | 1998-03-30 | Paper |
Elements of multivariate time series analysis. | 1997-06-24 | Paper |
Covariance structure models for clustered proportions | 1997-04-29 | Paper |
Elements of multivariate time series analysis. | 1996-03-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4862306 | 1996-02-07 | Paper |
Relationship Between Missing Data Likelihoods and Complete Data Restricted Likelihoods for Regression Time Series Models: An Application to Total Ozone Data | 1996-01-01 | Paper |
RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL | 1995-07-03 | Paper |
Estimation and Testing for Unit Roots in a Partially Nonstationary Vector Autoregressive Moving Average Model | 1995-06-21 | Paper |
Estimation of partially nonstationary vector autoregressive models with seasonal behavior | 1995-03-16 | Paper |
Optimal two-period repeated measurement designs with two or more treatments | 1994-08-22 | Paper |
Regression Models with Spatially Correlated Errors | 1994-07-10 | Paper |
Properties of the spatial unilateral first-order ARMA model | 1994-02-02 | Paper |
Elements of multivariate time series analysis | 1993-10-20 | Paper |
A note on properties of spatial yule-walker estimators | 1993-08-23 | Paper |
Investigation of Dual-Balanced Crossover Designs for Two Treatments | 1993-06-29 | Paper |
VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING | 1993-06-29 | Paper |
MAXIMUM LIKELIHOOD ESTIMATORS IN THE MULTIVARIATE AUTOREGRESSIVE MOVING-AVERAGE MODEL FROM A GENERALIZED LEAST SQUARES VIEWPOINT | 1992-09-27 | Paper |
Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model | 1992-06-25 | Paper |
Estimation for Partially Nonstationary Multivariate Autoregressive Models | 1990-01-01 | Paper |
Nested Reduced-Rank Autogressive Models for Multiple Time Series | 1988-01-01 | Paper |
PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS-SPECIFIED MODELS | 1988-01-01 | Paper |
Reduced rank regression with autoregressive errors | 1987-01-01 | Paper |
Asymptotic distribution of parameter estimators for nonconsecutively observed time series | 1987-01-01 | Paper |
A NOTE ON NON-STATIONARITY AND CANONICAL ANALYSIS OF MULTIPLE TIME SERIES MODELS | 1987-01-01 | Paper |
Distribution Of Residual Autocovariances And Prediction Mean Square Error Properties The Multivariate Reduce Rank Autoregressive Model | 1987-01-01 | Paper |
Reduced rank models for multiple time series | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3761509 | 1986-01-01 | Paper |
Prediction of multivariate time series by autoregressive model fitting | 1985-01-01 | Paper |
Mean Squared Error Properties of Empirical Bayes Estimators in a Multivariate Random Effects General Linear Model | 1985-01-01 | Paper |
Estimation and Prediction in a Multivariate Random Effects Generalized Linear Model | 1984-01-01 | Paper |
Effects of the estimation of covariance matrix parameters in the generalized multivariate linear model | 1984-01-01 | Paper |
Some results on multivariate autoregressive index models | 1983-01-01 | Paper |