Steven C. Hillmer

Available identifiers

zbMath Open hillmer.steven-cMaRDI QIDQ3317943

List of research outcomes

Publication	Date of Publication	Type
INITIALIZING THE KALMAN FILTER FOR NONSTATIONARY TIME SERIES MODELS	1992-06-27	Paper
Order Reductions of the Marginals and Identification of Multiple ARMA Models	1991-01-01	Paper
Bench-Marking Time Series with Reliable Bench-Marks	1990-01-01	Paper
MARGINALS OF MULTIVARIATE FIRST-ORDER AUTOREGRESSIVE TIME SERIES MODELS	1988-01-01	Paper
Benchmarking of Economic Time Series	1987-01-01	Paper
Modeling Time Series With Calendar Variation	1983-01-01	Paper
An ARIMA-Model-Based Approach to Seasonal Adjustment	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3903919	1980-01-01	Paper
Likelihood Function of Stationary Multiple Autoregressive Moving Average Models	1979-01-01	Paper
Some consideration of decomposition of a time series	1978-01-01	Paper

Research outcomes over time

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