E. J. Hannan

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Person:581982

Available identifiers

zbMath Open hannan.edward-jamesWikidataQ5343650 ScholiaQ5343650MaRDI QIDQ581982

List of research outcomes





PublicationDate of PublicationType
The Estimation and Tracking of Frequency2013-01-08Paper
https://portal.mardi4nfdi.de/entity/Q28850022012-05-21Paper
GENERALIZED LEAST SQUARES ESTIMATION OF ARMA MODELS2007-05-29Paper
The Estimation and Tracking of Frequency2001-05-06Paper
Rational transfer function approximation. With comments and a reply by the author2001-02-07Paper
https://portal.mardi4nfdi.de/entity/Q43565491998-02-05Paper
https://portal.mardi4nfdi.de/entity/Q48951431996-10-13Paper
A NOTE ON ARMA PARAMETERISATION*1995-11-14Paper
DETERMINING THE NUMBER OF TERMS IN A TRIGONOMETRIC REGRESSION1995-06-18Paper
https://portal.mardi4nfdi.de/entity/Q31370761994-05-25Paper
Parametric signal modelling using Laguerre filters1993-10-28Paper
ON-LINE FREQUENCY ESTIMATION1993-06-29Paper
https://portal.mardi4nfdi.de/entity/Q40399831993-06-05Paper
On ARX(\(\infty)\) approximation1990-01-01Paper
Convergence rates for inverse Toeplitz matrix forms1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38303811989-01-01Paper
THE RESOLUTION OF CLOSELY ADJACENT SPECTRAL LINES1989-01-01Paper
Unit canonical correlations between future and past1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38066221988-01-01Paper
On stochastic complexity and nonparametric density estimation1988-01-01Paper
Regression Procedures for ARMA Estimation1988-01-01Paper
TIME DELAY ESTIMATION1988-01-01Paper
Rational transfer function approximation (with discussion)1987-01-01Paper
A law of the iterated logarithm for an estimate of frequency1986-01-01Paper
REGRESSION, AUTOREGRESSION MODELS1986-01-01Paper
Recursive estimation of linear systems1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37508601986-01-01Paper
Multivariate linear time series models1984-01-01Paper
A method for autoregressive-moving average estimation1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36858911984-01-01Paper
Correction to: Autocorrelation, autoregression and autoregressive approximation1983-01-01Paper
Linear estimation of ARMA processes1983-01-01Paper
The maximum of the periodogram1983-01-01Paper
THE CONVERGENCE OF AUTOCORRELATIONS AND AUTOREGRESSIONS11983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33212821983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33391351983-01-01Paper
A NOTE ON ARMA ESTIMATION1983-01-01Paper
Autocorrelation, autoregression and autoregressive approximation1982-01-01Paper
A note on bilinear time series models1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30365341982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39639071982-01-01Paper
The determination of optimum structures for the state space representation of multivariate stochastic processes1982-01-01Paper
Correction to: The estimation of ARMA models1981-01-01Paper
Some properties of the parameterization of ARMA systems with unknown order1981-01-01Paper
Estimating the dimension of a linear system1981-01-01Paper
Delay estimation and the estimation of coherence and phase1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39552481981-01-01Paper
Estimation of vector Armax models1980-01-01Paper
Recursive estimation based on ARMA models1980-01-01Paper
The estimation of the order of an ARMA process1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38785921980-01-01Paper
THE DISTRIBUTION OF PERIODOGRAM ORDINATES1980-01-01Paper
The central limit theorem for time series regression1979-01-01Paper
A note on autoregressive-moving average identification1979-01-01Paper
Corrigenda: The Estimation of the Prediction Error Variance1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39173771979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41958121979-01-01Paper
A Note on a Central Limit Theorem1978-01-01Paper
Vector linear time series models: corrections and extensions1978-01-01Paper
Rates of convergence for time series regression1978-01-01Paper
Autoregressive processes with infinite variance1977-01-01Paper
The Estimation of the Prediction Error Variance1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41674451977-01-01Paper
The asymptotic distribution of serial covariances1976-01-01Paper
The convergence of some recursion1976-01-01Paper
Vector linear time series models1976-01-01Paper
The Identification and Parameterization of Armax and State Space Forms1976-01-01Paper
The estimation of ARMA models1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41241521975-01-01Paper
Linear regression in continuous time1975-01-01Paper
The uniform convergence of autocovariances1974-01-01Paper
Time series analysis1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47658881974-01-01Paper
Estimating Echo Times1974-01-01Paper
Central limit theorems for time series regression1973-01-01Paper
The asymptotic theory of linear time-series models1973-01-01Paper
Estimating group delay1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56868401973-01-01Paper
The estimation of frequency1973-01-01Paper
Multivariate time series analysis1973-01-01Paper
The estimation of frequency1973-01-01Paper
EDMUND ALFRED CORNISH (1909-1973)1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56392391972-01-01Paper
The Estimation of Mixed Regression, Autoregression, Moving Average, and Distributed Lag Models1972-01-01Paper
On Limit Theorems for Quadratic Functions of Discrete Time Series1972-01-01Paper
Spectral inference over narrow bands1971-01-01Paper
The estimation of coherence and group delay1971-01-01Paper
Non-linear time series regression1971-01-01Paper
The Identification Problem for Multiple Equation Systems with Moving Average Errors1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56129411970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40991041970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55669131969-01-01Paper
A Note on an Exact Test for Trend and Serial Correlation1969-01-01Paper
The estimation of mixed moving average autoregressive systems1969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55875761969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55786231968-01-01Paper
Canonical Correlation and Multiple Equation Systems in Economics1967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40741821967-01-01Paper
Measurement of a wandering signal amid noise1967-01-01Paper
The estimation of a lagged regression relation1967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55553691967-01-01Paper
The Estimation of a Changing Seasonal Pattern1966-01-01Paper
https://portal.mardi4nfdi.de/entity/Q53452891966-01-01Paper
The Estimation of Relationships Involving Distributed Lags1965-01-01Paper
Group representations and applied probability1965-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57251541964-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56098081963-01-01Paper
The Estimation of Seasonal Variation in Economic Time Series1963-01-01Paper
Regression for time series with errors of measurement1963-01-01Paper
Systematic sampling1962-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55868811961-01-01Paper
The general theory of canonical correlation and its relation to functional analysis1961-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38457701961-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32728661960-01-01Paper
THE ESTIMATION OF SEASONAL VARIATION1960-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32626541958-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32686491958-01-01Paper
TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION1957-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32651851957-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32387631956-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32410101956-01-01Paper
EXACT TESTS FOR SERIAL CORRELATION1955-01-01Paper
AN EXACT TEST FOR CORRELATION BETWEEN TIME SERIES1955-01-01Paper

Research outcomes over time

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