Richard H. Jones

Available identifiers

zbMath Open jones.richard-hunnMaRDI QIDQ2558733

List of research outcomes

Publication	Date of Publication	Type
Analysis of Longitudinal Count Data with Serial Correlation	2020-09-25	Paper
Continuous Time Markov Models for Binary Longitudinal Data	2020-09-24	Paper
Analysis of repeated measures data with clumping at zero	2007-11-02	Paper
Relating the Classical Covariance Adjustment Techniques of Multivariate Growth Curve Models to Modern Univariate Mixed Effects Models	2005-04-13	Paper
A State-Space EM Algorithm for Longitudinal Data	2000-03-01	Paper
https://portal.mardi4nfdi.de/entity/Q4381612	1998-10-19	Paper
https://portal.mardi4nfdi.de/entity/Q4875372	1996-04-29	Paper
https://portal.mardi4nfdi.de/entity/Q4839939	1995-11-12	Paper
Fitting Continuous ARMA Models to Unequally Spaced Spatial Data	1993-12-20	Paper
Serial correlation or random subject effects	1993-01-16	Paper
https://portal.mardi4nfdi.de/entity/Q3996172	1992-09-17	Paper
Smoothing Polynomial Splines for Bivariate Data	1990-01-01	Paper
Fitting a stochastic partial differential equation to aquifer data	1989-01-01	Paper
Seasonality Comparisons among Groups Using Incidence Data	1988-01-01	Paper
Continuous Time Series Models for Unequally Spaced Data Applied to Modeling Atomic Clocks	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3702334	1986-01-01	Paper
A UNIFIED APPROACH TO CONFIDENCE BOUNDS FOR THE AUTOREGRESSIVE SPECTRAL ESTIMATOR	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3940701	1981-01-01	Paper
Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations	1980-01-01	Paper
On Application of Growth Curve Techniques to Time Series Data	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3909883	1978-01-01	Paper
Assessing the Impact of Market Disturbances Using Intervention Analysis	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4137987	1977-01-01	Paper
Estimation of the Innovation Generalized Variance of a Multivariate Stationary Time Series	1976-01-01	Paper
Proability estimation usind a multinominal logistic function†	1975-01-01	Paper
Fitting Autoregressions	1975-01-01	Paper
Spectrum estimation with missing observations	1971-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5639855	1971-01-01	Paper
Recursive Estimation of a Subset of Regression Coefficients	1970-01-01	Paper
Phase Free Estimation of Coherence	1969-01-01	Paper
Estimation of the Innovation Variance of a Stationary Time Series	1968-01-01	Paper
Time series with periodic structure	1967-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5520460	1966-01-01	Paper
Stochastic Processes on a Sphere	1963-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5538576	1963-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5729591	1963-01-01	Paper
Spectral Analysis with Regularly Missed Observations	1962-01-01	Paper
Computation of the Frequency Function of a Quadratic Form in Random Normal Variables	1960-01-01	Paper

Research outcomes over time

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