| Publication | Date of Publication | Type |
|---|
| Accuracy and efficiency of alternative spline smoothing algorithms | 1999-11-08 | Paper |
| Testing of linearity in a semiparametric regression model | 1995-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4324837 | 1995-06-06 | Paper |
| Nonparametric spline regression with prior information | 1993-07-21 | Paper |
| The Performance of Cross-Validation and Maximum Likelihood Estimators of Spline Smoothing Parameters | 1993-04-01 | Paper |
| Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics | 1993-02-04 | Paper |
| Nonparametric spline regression with autoregressive moving average errors | 1992-11-29 | Paper |
| FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS | 1990-01-01 | Paper |
| Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression | 1990-01-01 | Paper |
| Filtering and smoothing algorithms for state space models | 1989-01-01 | Paper |
| A fast algorithm for signal extraction, influence and cross-validation in state space models | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3200430 | 1988-01-01 | Paper |
| Efficient generalized cross-validation for state space models | 1987-01-01 | Paper |
| A New Algorithm for Spline Smoothing Based on Smoothing a Stochastic Process | 1987-01-01 | Paper |
| Signal extraction for finite nonstationary time series | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3711640 | 1986-01-01 | Paper |
| Prediction Mean Squared Error for State Space Models with Estimated Parameters | 1986-01-01 | Paper |
| A note on reparameterizing a vector autoregressive moving average model to enforce stationarity | 1986-01-01 | Paper |
| Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data | 1986-01-01 | Paper |
| Spline smoothing with repeated values | 1986-01-01 | Paper |
| Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions | 1985-01-01 | Paper |
| Quick Proofs of Some Regression Theorems via the QR Algorithm | 1985-01-01 | Paper |
| On the rate of convergence of the innovation representation of a moving average process | 1985-01-01 | Paper |
| A structured state space approach to computing the likelihood of an ARIMA process and its derivatives | 1985-01-01 | Paper |
| Computing the likelihood and its dierivatives for a gaussian ARMA model | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3217475 | 1984-01-01 | Paper |
| A note on Kalman filtering for the seasonal moving average model | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3698121 | 1984-01-01 | Paper |
| On the smoothness properties of the best linear unbiased estimate of a stochastic process observed with noise | 1983-01-01 | Paper |
| The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing | 1983-01-01 | Paper |
| Fixed interval estimation in state space models when some of the data are missing or aggregated | 1983-01-01 | Paper |
| Exact likelihood of vector autoregressive-moving average process with missing or aggregated data | 1983-01-01 | Paper |
| A geometrical derivation of the fixed interval smoothing algorithm | 1982-01-01 | Paper |
| A note on obtaining the theoretical autocovariances of an ARMA process | 1982-01-01 | Paper |
| Asymptotic distribution of residual autocorrelations from estimation of ARMA processes by Gram-Schmidt orthogonalization | 1981-01-01 | Paper |
| On the Bias in Estimates of Forecast Mean Squared Error | 1981-01-01 | Paper |
| Finite sample properties of estimators for autoregressive moving average models | 1980-01-01 | Paper |
| Computation of the theoretical autocovariance function for a vector arma process | 1980-01-01 | Paper |
| An algorithm for the exact likelihood of a mixed autoregressive-moving average process | 1979-01-01 | Paper |
| On the structure of moving average processes | 1977-01-01 | Paper |
