Raúl P. Mentz

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
scientific article; zbMATH DE number 7612711 (Why is no real title available?)2022-11-04Paper
Note on the autoregressive spectral estimator
Brazilian Journal of Probability and Statistics
2013-09-16Paper
On confidence bands for time series problems in the time and frequency domains
Brazilian Journal of Probability and Statistics
2005-03-07Paper
scientific article; zbMATH DE number 2060186 (Why is no real title available?)2004-03-17Paper
scientific article; zbMATH DE number 2060205 (Why is no real title available?)2004-03-17Paper
scientific article; zbMATH DE number 2060199 (Why is no real title available?)2004-03-17Paper
Robust estimation in time series
Test
2003-05-25Paper
LIKELIHOOD RATIO TEST OF EQUALITY OF SEVERAL VARIANCES IN THE INTRACLASS CORRELATION MODEL
Communications in Statistics: Theory and Methods
2002-07-28Paper
Residual variance estimation in moving average models
Communications in Statistics: Theory and Methods
1999-11-10Paper
On least-squares estimation of the residual variance in the first-order moving average model.
Computational Statistics and Data Analysis
1999-04-28Paper
On Residual Variance Estimation in Autoregressive Models
Journal of Time Series Analysis
1998-08-09Paper
Simulations of iterative proceduresfor maximum likelihood estimation in MA(1) models
Communications in Statistics. Simulation and Computation
1997-11-09Paper
Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models
Communications in Statistics: Theory and Methods
1994-01-20Paper
A note on maximum likelihood estimation in the first-order Gaussian moving average model
Statistics & Probability Letters
1993-05-16Paper
scientific article; zbMATH DE number 4178491 (Why is no real title available?)1988-01-01Paper
Modelling and Forecasting Linear Combinations of Time Series
International Statistical Review / Revue Internationale de Statistique
1987-01-01Paper
scientific article; zbMATH DE number 3829095 (Why is no real title available?)1983-01-01Paper
scientific article; zbMATH DE number 3757563 (Why is no real title available?)1982-01-01Paper
ON THE STRUCTURE OF THE LIKELIHOOD FUNCTION OF AUTOREGRESSIVE AND MOVING AVERAGE MODELS
Journal of Time Series Analysis
1980-01-01Paper
Estimation in the first order moving average model based on sample autocorrelations
The Annals of Statistics
1977-01-01Paper
Estimation in the first-order moving average model through the finite autoregressive approximation: Some asymptotic results
Journal of Econometrics
1977-01-01Paper
The generalized variance of a stationary autoregressive process
Journal of Multivariate Analysis
1977-01-01Paper
On the Inverse of Some Covariance Matrices of Toeplitz Type
SIAM Journal on Applied Mathematics
1976-01-01Paper
scientific article; zbMATH DE number 3506891 (Why is no real title available?)1975-01-01Paper
scientific article; zbMATH DE number 3545823 (Why is no real title available?)1975-01-01Paper


Research outcomes over time


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