E. J. Godolphin

Available identifiers

zbMath Open godolphin.e-jMaRDI QIDQ496473

List of research outcomes

Publication	Date of Publication	Type
Robust assessment of two-treatment higher-order cross-over designs against missing values	2019-02-21	Paper
The use of treatment concurrences to assess robustness of binary block designs against the loss of whole blocks	2016-04-28	Paper
The robustness of resolvable block designs against the loss of whole blocks or replicates	2015-09-21	Paper
Choosing cross-over designs when few subjects are available	2009-06-12	Paper
Decomposition of time series models in state-space form	2008-12-11	Paper
A Note on the Information Matrix for Multiplicative Seasonal Autoregressive Moving-Average Models	2008-06-18	Paper
On the Evaluation of the Information Matrix for Multiplicative Seasonal Time-Series Models	2007-05-29	Paper
Decomposition of Time Series Dynamic Linear Models	2004-03-16	Paper
On the connectivity of row-column designs	2003-03-18	Paper
Observable trend-projecting state-space models	2002-07-28	Paper
Evaluation of the covariance matrix for the maximum likelihood estimator of a Gaussian autoregressive-moving average process	1983-01-01	Paper
On the maximum likelihood estimation of the parameters of a Gaussian moving average process	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3906291	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3859154	1980-01-01	Paper
An invariance property for the maximum likelihood estimator of the parameters of a Gaussian moving average process	1980-01-01	Paper
A method for testing the order of an autoregressive-moving average process	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3909876	1980-01-01	Paper
Modified maximum likelihood estimation of Gaussian moving averages using a pseudoquadratic convergence criterion	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3866964	1978-01-01	Paper
Implementation of the direct representation for the maximum likelihood estimator of a gaussian moving average process	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4194332	1978-01-01	Paper
A direct representation for the maximum likelihood estimator of a Gaussian moving average process	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4174127	1977-01-01	Paper
On the autocorrelation structure for seasonal moving average models and its implications for the Cramér-Wold factorization	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4107808	1976-01-01	Paper
A direct basic form for predictors of autoregressive integrated moving average processes	1975-01-01	Paper

Research outcomes over time

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