| Publication | Date of Publication | Type |
|---|
Parameter estimation for ARTFIMA time series
Journal of Statistical Planning and Inference | 2019-08-09 | Paper |
Models for Dependent Time Series, by Granville Tunnicliffe Wilson, Marco Reale and John Haywood Published by CRC Press, 2016. Total number of pages: 323. ISBN 978‐1‐58488‐650‐1
Journal of Time Series Analysis | 2017-05-26 | Paper |
Power Computations for Intervention Analysis
| 2016-11-04 | Paper |
Improved multivariate portmanteau test
Journal of Time Series Analysis | 2014-11-20 | Paper |
Further asymptotic properties of the generalized information criterion
Electronic Journal of Statistics | 2013-05-28 | Paper |
Developments in maximum likelihood unit root tests
Communications in Statistics. Simulation and Computation | 2013-05-13 | Paper |
Portmanteau tests for ARMA models with infinite variance
Journal of Time Series Analysis | 2010-04-22 | Paper |
Faster ARMA maximum likelihood estimation
Computational Statistics and Data Analysis | 2009-06-12 | Paper |
Improved Peňa-Rodriguez portmanteau test
Computational Statistics and Data Analysis | 2009-04-06 | Paper |
Partial autocorrelation parameterization for subset autoregression
Journal of Time Series Analysis | 2007-05-29 | Paper |
Computer Algebra Derivation of the Bias of Linear Estimators of Autoregressive Models
Journal of Time Series Analysis | 2007-05-29 | Paper |
Fitting MA(\(q\)) models in the closed invertible region
Statistics & Probability Letters | 2006-08-04 | Paper |
Parsimony, Model Adequacy and Periodic Correlation in Time Series Forecasting
International Statistical Review / Revue Internationale de Statistique | 1999-11-08 | Paper |
Hyperbolic Decay Time Series
Journal of Time Series Analysis | 1999-01-25 | Paper |
Diagnostic check for monotone spread.
Computational Statistics and Data Analysis | 1998-08-13 | Paper |
Comparison of two modified portmanteau tests for model adequacy
Computational Statistics and Data Analysis | 1997-11-10 | Paper |
Exploratory spectral analysis of hydrological times series
Stochastic Hydrology and Hydraulics | 1996-08-22 | Paper |
Cumulant generating function and tail probability approximations for Kendall's score with tied rankings
The Annals of Statistics | 1995-10-18 | Paper |
DIAGNOSTIC CHECKING OF PERIODIC AUTOREGRESSION MODELS WITH APPLICATION
Journal of Time Series Analysis | 1994-06-29 | Paper |
scientific article; zbMATH DE number 4162047 (Why is no real title available?)
| 1989-01-01 | Paper |
Multivariate contemporaneous ARMA model with hydrological applications
Stochastic Hydrology and Hydraulics | 1987-01-01 | Paper |
Contemporaneous bivariate time series
Biometrika | 1987-01-01 | Paper |
scientific article; zbMATH DE number 3858241 (Why is no real title available?)
| 1984-01-01 | Paper |
A Convenient Algorithm for Drawing a Simple Random Sample
Applied Statistics | 1983-01-01 | Paper |
Transfer Function-Noise Modelling For Powerhouse Inflow Forecasting
INFOR: Information Systems and Operational Research | 1983-01-01 | Paper |
scientific article; zbMATH DE number 3700082 (Why is no real title available?)
| 1980-01-01 | Paper |
Distribution of the Residual Cross-Correlation in Univariate ARMA Time Series Models
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3633585 (Why is no real title available?)
| 1978-01-01 | Paper |
Improved Box-Jenkins Estimators
Biometrika | 1977-01-01 | Paper |
