D. Stephen G. Pollock

Available identifiers

zbMath Open pollock.d-stephen-gMaRDI QIDQ1695652

List of research outcomes

Publication	Date of Publication	Type
Band-Limited Stochastic Processes in Discrete and Continuous Time	2023-03-13	Paper
The Correspondence Between Stochastic Linear Difference and Differential Equations	2022-11-16	Paper
Trends cycles and seasons: Econometric methods of signal extraction	2022-02-24	Paper
WIENER–KOLMOGOROV FILTERING, FREQUENCY-SELECTIVE FILTERING, AND POLYNOMIAL REGRESSION	2018-12-21	Paper
Cycles, syllogisms and semantics: examining the idea of spurious cycles	2018-02-07	Paper
On Kronecker products, tensor products and matrix differential calculus	2014-01-29	Paper
https://portal.mardi4nfdi.de/entity/Q5323376	2009-07-23	Paper
Realisations of finite-sample frequency-selective filters	2009-01-30	Paper
Econometric methods of signal extraction	2008-12-11	Paper
Recursive estimation in econometrics	2008-11-26	Paper
Improved frequency selective filters	2008-11-04	Paper
Sharp filters for short sequences	2003-05-19	Paper
Circulant matrices and time-series analysis	2002-10-17	Paper
Trend estimation and de-trending via rational square-wave filters	2001-07-19	Paper
https://portal.mardi4nfdi.de/entity/Q4953890	2000-05-14	Paper
Metaphors for time‐series analysis	1998-01-28	Paper
The misspecification of dynamic regression models	1996-11-06	Paper
A synopsis of the smoothing formulae associated with the Kalman filter	1994-03-14	Paper
On the criterion function for ARMA estimation	1993-12-05	Paper
An index notation for multivariate statistical analysis	1991-01-01	Paper
The Misspecification of Arma Models	1989-01-01	Paper
Identification of linear stochastic models with covariance restrictions	1986-01-01	Paper
Tensor products and matrix differential calculus	1985-01-01	Paper
Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems	1984-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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