| Publication | Date of Publication | Type |
|---|
| Time series analysis by state space methods. | 2012-06-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3498080 | 2008-05-28 | Paper |
| A simple and efficient simulation smoother for state space time series analysis | 2004-03-16 | Paper |
| Filtering and smoothing of state vector for diffuse state-space models | 2003-10-22 | Paper |
| Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest | 2002-05-28 | Paper |
| Time series analysis by state space methods | 2002-01-01 | Paper |
| Fast filtering and smoothing for multivariate state space models | 2001-03-01 | Paper |
| The Foreman Lecture: the State Space Approach to Time Series Analysis and its Potential for Official Statistics (with Discussion) | 2000-07-19 | Paper |
| Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives | 2000-06-07 | Paper |
| Fast filtering and smoothing for multivariate state space models | 2000-05-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4215577 | 1999-02-09 | Paper |
| Monte Carlo maximum likelihood estimation for non-Gaussian state space models | 1998-06-02 | Paper |
| Benchmarking by State Space Models | 1997-01-01 | Paper |
| The first-passage density of the Brownian motion process to a curved boundary | 1993-01-16 | Paper |
| A reconciliation of two different expressions for the first-passage density of brownian motion to a curved boundary | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4731983 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3703101 | 1986-01-01 | Paper |
| The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling | 1986-01-01 | Paper |
| The first-passage density of a continuous gaussian process to a general boundary | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3694431 | 1985-01-01 | Paper |
| Present Position and Potential Developments: Some Personal Views: Time Series Analysis | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3678391 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3343280 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3662482 | 1983-01-01 | Paper |
| Approximations for densities of sufficient estimators | 1980-01-01 | Paper |
| The approximate distribution of partial serial correlation coefficients calculated from residuals from regression on Fourier series | 1980-01-01 | Paper |
| Report of the International Statistical Institute Committee on the Integration of Statistics | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4192801 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4127783 | 1976-01-01 | Paper |
| Kolmogorov-Smirnov tests when parameters are estimated with applications to tests of exponentiality and tests on spacings | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4102614 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4107790 | 1975-01-01 | Paper |
| Weak convergence of the sample distribution function when parameters are estimated | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5684085 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5649287 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5631971 | 1971-01-01 | Paper |
| Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test | 1971-01-01 | Paper |
| Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals | 1969-01-01 | Paper |
| The Probability that the Sample Distribution Function Lies Between Two Parallel Straight Lines | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5331629 | 1963-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5722626 | 1962-01-01 | Paper |
| Some methods of constructing exact tests | 1961-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3289466 | 1961-01-01 | Paper |
| The Fitting of Time-Series Models | 1960-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3281479 | 1960-01-01 | Paper |
| A note on the application of Quenouille's method of bias reduction to the estimation of ratios | 1959-01-01 | Paper |
| EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS | 1959-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3288504 | 1959-01-01 | Paper |
| TESTING FOR SERIAL CORRELATION IN SYSTEMS OF SIMULTANEOUS REGRESSION EQUATIONS | 1957-01-01 | Paper |
| Errors in Variables | 1954-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5830944 | 1954-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5823918 | 1953-01-01 | Paper |
| A Note on Regression when There is Extraneous Information about One of the Coefficients | 1953-01-01 | Paper |
| TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II | 1951-01-01 | Paper |
| THE GEOMETRY OF ESTIMATION | 1951-01-01 | Paper |
| Exact Tests of Serial Correlation using Noncircular Statistics | 1951-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5799101 | 1950-01-01 | Paper |
