| Publication | Date of Publication | Type |
|---|
| General estimation results for \textsc{tdVARMA} array models | 2024-12-27 | Paper |
| Asymptotic properties of conditional least-squares estimators for array time series | 2021-11-11 | Paper |
| The exact Gaussian likelihood estimation of time-dependent VARMA models | 2018-08-15 | Paper |
| Asymptotic Properties of QML Estimators for VARMA Models with Time‐dependent Coefficients | 2017-09-12 | Paper |
| A New Recursive Estimation Method for Single Input Single Output Models | 2017-05-26 | Paper |
| Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients: Part I | 2015-06-04 | Paper |
| On the accuracy of statistical procedures in Microsoft Excel 2010 | 2015-03-05 | Paper |
| On conditions in central limit theorems for martingale difference arrays | 2014-08-12 | Paper |
| An algorithm for the exact Fisher information matrix of vector ARMAX time series | 2014-04-03 | Paper |
| Exact maximum likelihood estimation of structured or unit root multivariate time series models | 2008-12-11 | Paper |
| The asymptotic and exact Fisher information matrices of a vector ARMA process | 2008-09-17 | Paper |
| Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients | 2006-11-14 | Paper |
| On the resultant property of the Fisher information matrix of a vector ARMA process | 2005-08-01 | Paper |
| An algorithm for computing the asymptotic fisher information matrix for seasonal SISO models | 2005-05-20 | Paper |
| Times series models with thresholds | 2001-10-21 | Paper |
| Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules | 2001-08-17 | Paper |
| The exact quasi-likelihood of time-dependent ARMA models | 2000-06-14 | Paper |
| Computation of the exact information matrix of Gaussian dynamic regression time series models | 1999-11-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356548 | 1998-02-12 | Paper |
| Computation of the Fisher information matrix for time series models | 1997-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4867311 | 1996-03-31 | Paper |
| The information matrix of multiple-input single-output time series models | 1995-05-02 | Paper |
| Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence | 1992-09-27 | Paper |
| CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS | 1992-06-27 | Paper |
| FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE-MOVING AVERAGE MODELS | 1990-01-01 | Paper |
| Distribution-free tests against serial dependence: Signed or unsigned ranks? | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3474003 | 1990-01-01 | Paper |
| CONTRIBUTIONS TO EVOLUTIONARY SPECTRAL THEORY | 1989-01-01 | Paper |
| On confidence intervals and tests for autocorrelations | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3746736 | 1986-01-01 | Paper |
| Sélection d'une méthode de prévision par l'emploi du modèle ARIMA sous-jacent | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3678514 | 1985-01-01 | Paper |
| EXAMPLES OF THE EVOLUTIONARY SPECTRUM THEORY | 1985-01-01 | Paper |
| Algorithm AS 197: A Fast Algorithm for the Exact Likelihood of Autoregressive-Moving Average Models | 1984-01-01 | Paper |
| Sur un test d'égalité des autocovariances de deux séries chronologiques | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3968337 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3957824 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3957831 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3932562 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3871773 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3906290 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3906956 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4181720 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4197954 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4155703 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4155705 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5642473 | 1971-01-01 | Paper |