| Publication | Date of Publication | Type |
|---|
Robust assessment of two-treatment higher-order cross-over designs against missing values
Computational Statistics and Data Analysis | 2019-02-21 | Paper |
The use of treatment concurrences to assess robustness of binary block designs against the loss of whole blocks
Australian & New Zealand Journal of Statistics | 2016-04-28 | Paper |
The robustness of resolvable block designs against the loss of whole blocks or replicates
Journal of Statistical Planning and Inference | 2015-09-21 | Paper |
Choosing cross-over designs when few subjects are available
Computational Statistics and Data Analysis | 2009-06-12 | Paper |
Decomposition of time series models in state-space form
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
A Note on the Information Matrix for Multiplicative Seasonal Autoregressive Moving-Average Models
Journal of Time Series Analysis | 2008-06-18 | Paper |
On the Evaluation of the Information Matrix for Multiplicative Seasonal Time-Series Models
Journal of Time Series Analysis | 2007-05-29 | Paper |
Decomposition of Time Series Dynamic Linear Models
Journal of Time Series Analysis | 2004-03-16 | Paper |
On the connectivity of row-column designs
Utilitas Mathematica | 2003-03-18 | Paper |
Observable trend-projecting state-space models
Journal of Applied Statistics | 2002-07-28 | Paper |
Evaluation of the covariance matrix for the maximum likelihood estimator of a Gaussian autoregressive-moving average process
Biometrika | 1983-01-01 | Paper |
On the maximum likelihood estimation of the parameters of a Gaussian moving average process
Biometrika | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3714789 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3660679 (Why is no real title available?) | 1980-01-01 | Paper |
An invariance property for the maximum likelihood estimator of the parameters of a Gaussian moving average process
The Annals of Statistics | 1980-01-01 | Paper |
A method for testing the order of an autoregressive-moving average process
Biometrika | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3720225 (Why is no real title available?) | 1980-01-01 | Paper |
Modified maximum likelihood estimation of Gaussian moving averages using a pseudoquadratic convergence criterion
Biometrika | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3669654 (Why is no real title available?) | 1978-01-01 | Paper |
Implementation of the direct representation for the maximum likelihood estimator of a gaussian moving average process
Journal of Statistical Computation and Simulation | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3633589 (Why is no real title available?) | 1978-01-01 | Paper |
A direct representation for the maximum likelihood estimator of a Gaussian moving average process
Biometrika | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3609017 (Why is no real title available?) | 1977-01-01 | Paper |
On the autocorrelation structure for seasonal moving average models and its implications for the Cramér-Wold factorization
Journal of Applied Probability | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3530851 (Why is no real title available?) | 1976-01-01 | Paper |
A direct basic form for predictors of autoregressive integrated moving average processes
Biometrika | 1975-01-01 | Paper |
