Steven C. Hillmer

Available identifiers

zbMath Open hillmer.steven-cMaRDI QIDQ3317943

List of research outcomes

Publication	Date of Publication	Type
INITIALIZING THE KALMAN FILTER FOR NONSTATIONARY TIME SERIES MODELS	1992-06-27	Paper
Order Reductions of the Marginals and Identification of Multiple ARMA Models	1991-01-01	Paper
Bench-Marking Time Series with Reliable Bench-Marks	1990-01-01	Paper
MARGINALS OF MULTIVARIATE FIRST-ORDER AUTOREGRESSIVE TIME SERIES MODELS	1988-01-01	Paper
Benchmarking of Economic Time Series	1987-01-01	Paper
Modeling Time Series With Calendar Variation	1983-01-01	Paper
An ARIMA-Model-Based Approach to Seasonal Adjustment	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3903919	1980-01-01	Paper
Likelihood Function of Stationary Multiple Autoregressive Moving Average Models	1979-01-01	Paper
Some consideration of decomposition of a time series	1978-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Steven C. Hillmer