| Publication | Date of Publication | Type |
|---|
| scientific article; zbMATH DE number 7697136 (Why is no real title available?) | 2023-06-16 | Paper |
Bayesian analysis of mixture autoregressive models covering the complete parameter space
Computational Statistics | 2022-07-15 | Paper |
An asymptotically unbiased weighted least squares estimation criterion for parametric variograms of second order stationary geostatistical processes
Communications in Statistics. Simulation and Computation | 2022-07-05 | Paper |
| On the geometric ergodicity of the mixture autoregressive model | 2021-11-19 | Paper |
Using R for data management, statistical analysis, and graphics
Journal of Applied Statistics | 2020-10-21 | Paper |
Book review of: D. C. Montgomery et al., Introduction to time series analysis and forecasting. 2nd ed.
Journal of Time Series Analysis | 2016-10-28 | Paper |
A frequency domain approach for the estimation of parameters of spatio-temporal stationary random processes
Journal of Time Series Analysis | 2015-03-03 | Paper |
Maximum entropy models for general lag patterns
Journal of Time Series Analysis | 2014-11-20 | Paper |
A periodic Levinson-Durbin algorithm for entropy maximization
Computational Statistics and Data Analysis | 2012-06-20 | Paper |
Generation Of Time Series Models With Given Spectral Properties
Journal of Time Series Analysis | 2011-02-22 | Paper |
Maximum entropy for periodically correlated processes from nonconsecutive autocovariance coefficients
Journal of Time Series Analysis | 2011-02-22 | Paper |
On first and second order stationarity of random coefficient models
Linear Algebra and its Applications | 2011-01-07 | Paper |
Analytic expressions for predictive distributions in mixture autoregressive models
Statistics & Probability Letters | 2009-08-01 | Paper |
Analytic expressions for predictive distributions in mixture autoregressive models
Statistics & Probability Letters | 2009-07-29 | Paper |
Generation Of Time Series Models With Given Spectral Properties
Journal of Time Series Analysis | 2009-05-01 | Paper |
Some measures for asymmetry of distributions
Statistics & Probability Letters | 2007-08-23 | Paper |
Singular value decomposition of multi-companion matrices
Linear Algebra and its Applications | 2007-06-26 | Paper |
On the asymptotic properties of multivariate sample autocovariances
Journal of Multivariate Analysis | 2005-08-05 | Paper |
Confidence characteristics of distributions.
Statistics & Probability Letters | 2004-02-14 | Paper |
Multi-companion matrices
Linear Algebra and its Applications | 2003-02-05 | Paper |
Multi-companion matrices
Linear Algebra and its Applications | 2002-10-01 | Paper |
| scientific article; zbMATH DE number 895645 (Why is no real title available?) | 1999-11-17 | Paper |
Sufficient statistics for arma models with some fixed parameters
Communications in Statistics: Theory and Methods | 1998-08-20 | Paper |
The asymptotic covariance matrix of the multivariate serial correlations
Stochastic Processes and their Applications | 1998-03-29 | Paper |
| scientific article; zbMATH DE number 1066360 (Why is no real title available?) | 1997-09-25 | Paper |
RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
Journal of Time Series Analysis | 1997-04-01 | Paper |
Bartlett's formulae -- closed forms and recurrent equations
Annals of the Institute of Statistical Mathematics | 1996-12-01 | Paper |
| scientific article; zbMATH DE number 816224 (Why is no real title available?) | 1996-01-24 | Paper |
| scientific article; zbMATH DE number 4090570 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4009601 (Why is no real title available?) | 1987-01-01 | Paper |
