D. S. Poskitt

Available identifiers

zbMath Open poskitt.donald-stephenMaRDI QIDQ280240

List of research outcomes

Publication	Date of Publication	Type
Binary outcomes, OLS, 2SLS and IV probit	2022-09-14	Paper
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form	2022-05-31	Paper
Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach	2021-01-06	Paper
On Singular Spectrum Analysis And Stepwise Time Series Reconstruction	2020-05-27	Paper
Issues in the estimation of mis-specified models of fractionally integrated processes	2020-05-21	Paper
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification	2019-04-30	Paper
Signal Identification in Singular Spectrum Analysis	2017-09-27	Paper
BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP	2017-08-22	Paper
Description length and dimensionality reduction in functional data analysis	2017-06-30	Paper
Vector autoregressive moving average identification for macroeconomic modeling: a new methodology	2016-05-10	Paper
Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small	2016-05-09	Paper
A Note on Window Length Selection in Singular Spectrum Analysis	2016-04-27	Paper
Bias Correction of Persistence Measures in Fractionally Integrated Models	2015-10-12	Paper
Higher-order improvements of the sieve bootstrap for fractionally integrated processes	2015-07-27	Paper
Inference in the Presence of Weak Instruments: A Selected Survey	2014-02-19	Paper
Moment tests for window length selection in singular spectrum analysis of short- and long-memory processes	2013-10-09	Paper
Conceptual frameworks and experimental design in simultaneous equations	2013-01-29	Paper
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions	2012-06-08	Paper
Assessing the magnitude of the concentration parameter in a simultaneous equations model	2010-06-08	Paper
Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes	2009-02-28	Paper
Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases	2008-03-12	Paper
ESTIMATING COMPONENTS IN FINITE MIXTURES AND HIDDEN MARKOV MODELS	2008-01-24	Paper
ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS	2007-04-23	Paper
A Note on the Specification and Estimation of ARMAX Systems	2006-05-24	Paper
A Functional Data—Analytic Approach to Signal Discrimination	2002-07-30	Paper
https://portal.mardi4nfdi.de/entity/Q4257540	2000-08-07	Paper
Double-blind Deconvolution: The Analysis of Post-synaptic Currents in Nerve Cells	1999-12-14	Paper
A new analytical method of studying post-synaptic currents	1999-11-25	Paper
Markov chain models, time series analysis and extreme value theory	1997-01-07	Paper
Periodogram-based estimators of fractal properties	1996-08-21	Paper
ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS	1996-06-23	Paper
On the asymptotic relative efficiency of Gaussian and least squares estimators for vector ARMA models	1995-06-18	Paper
Stable spectral factorization with applications to the estimation of time series models	1994-01-23	Paper
Identification of echelon canonical forms for vector linear processes using least squares	1992-09-27	Paper
Extimation and structure determination of multivariate input systems	1990-01-01	Paper
SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA	1990-01-01	Paper
Autoregressive frequency estimation	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3830381	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3833976	1989-01-01	Paper
Unit canonical correlations between future and past	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3200429	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3026035	1987-01-01	Paper
Determining a portfolio of linear time series models	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3773126	1987-01-01	Paper
A Bayes procedure for the identification of univariate time series models	1986-01-01	Paper
SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3347146	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3038301	1983-01-01	Paper
Diagnostic tests for multiple time series models	1982-01-01	Paper
An approach to testing linear time series models	1981-01-01	Paper
Testing the specification of a fitted autoregressive-moving average model	1980-01-01	Paper
Approximating the Exact Finite Sample Distribution of a Spectral Estimator	1978-01-01	Paper
Testing the Restrictions of the Almon Lag Technique	1975-01-01	Paper

Research outcomes over time

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