John N. Haddad

Available identifiers

Publication	Date of Publication	Type
A recursive approach for determining matrix inverses as applied to causal time series processes	2019-09-10	Paper
The full likelihood function of a linear stationary Gaussian process	2019-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q2960910	2017-02-17	Paper
A robust maximum likelihood estimator for the correlation coefficient	2011-10-05	Paper
Preliminary Estimation in Gaussian Stationary Processes	2009-04-23	Paper
https://portal.mardi4nfdi.de/entity/Q3530754	2008-10-20	Paper
A note on parameter reduction in the \(\mathrm{AR}(p)\) process	2008-04-03	Paper
https://portal.mardi4nfdi.de/entity/Q5446887	2008-03-06	Paper
https://portal.mardi4nfdi.de/entity/Q5446925	2008-03-06	Paper
A relationship between the Yule-Walker and the maximum likelihood estimators of the AR(1) coefficient	2008-02-22	Paper
On the closed form of the covariance matrix and its inverse of the causal ARMA process	2005-05-20	Paper
On robust estimation in the first order autoregressive processes	2001-02-27	Paper
A simple method for computing the covariance matrix and its inverse of a stationary autoregressive process	1999-06-15	Paper
Maximum Likelihood Estimation of Allele Frequencies in the Eusocial Hymenoptera Using Offspring Genotypes	1997-11-09	Paper
THE RECURSIVE PROPERTY OF THE INVERSE OF THE COVARIANCE MATRIX OF A MOVING‐AVERAGE PROCESS OF GENERAL ORDER	1996-02-20	Paper
On the closed form of the likelihood function of the first order moving average model	1995-08-16	Paper

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