Gregory C. Reinsel

Available identifiers

zbMath Open reinsel.gregory-cWikidataQ102212613 ScholiaQ102212613MaRDI QIDQ579822

List of research outcomes

Publication	Date of Publication	Type
Multivariate Reduced-Rank Regression	2022-12-16	Paper
Prediction mean square error for non-stationary multivariate time series using estimated parameters	2016-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5501554	2015-08-04	Paper
https://portal.mardi4nfdi.de/entity/Q3084297	2011-03-15	Paper
https://portal.mardi4nfdi.de/entity/Q3511004	2008-07-03	Paper
https://portal.mardi4nfdi.de/entity/Q3427563	2007-03-20	Paper
Finite sample properties of ml and reml estimators in time series regression models with long memory noise	2004-05-18	Paper
Approximate ML and REML estimation for regression models with spatial or time series AR(1) noise.	2004-02-14	Paper
Elements of multivariate time series analysis	2004-01-12	Paper
Reduced-rank growth curve models	2003-05-22	Paper
Bias Reduction of Autoregressive Estimates in Time Series Regression Model through Restricted Maximum Likelihood	2002-07-30	Paper
Seasonal Moving‐average Unit Root Tests in the Presence of a Linear Trend	1999-05-03	Paper
On multivariate linear regression shrinkage and reduced-rank procedures	1999-01-01	Paper
Multivariate reduced-rank regression	1998-11-04	Paper
Tests for Seasonal Moving Average Unit Root in ARIMA Models	1998-06-18	Paper
https://portal.mardi4nfdi.de/entity/Q4369006	1998-03-30	Paper
Elements of multivariate time series analysis.	1997-06-24	Paper
Covariance structure models for clustered proportions	1997-04-29	Paper
Elements of multivariate time series analysis.	1996-03-19	Paper
https://portal.mardi4nfdi.de/entity/Q4862306	1996-02-07	Paper
Relationship Between Missing Data Likelihoods and Complete Data Restricted Likelihoods for Regression Time Series Models: An Application to Total Ozone Data	1996-01-01	Paper
RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL	1995-07-03	Paper
Estimation and Testing for Unit Roots in a Partially Nonstationary Vector Autoregressive Moving Average Model	1995-06-21	Paper
Estimation of partially nonstationary vector autoregressive models with seasonal behavior	1995-03-16	Paper
Optimal two-period repeated measurement designs with two or more treatments	1994-08-22	Paper
Regression Models with Spatially Correlated Errors	1994-07-10	Paper
Properties of the spatial unilateral first-order ARMA model	1994-02-02	Paper
Elements of multivariate time series analysis	1993-10-20	Paper
A note on properties of spatial yule-walker estimators	1993-08-23	Paper
Investigation of Dual-Balanced Crossover Designs for Two Treatments	1993-06-29	Paper
VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING	1993-06-29	Paper
MAXIMUM LIKELIHOOD ESTIMATORS IN THE MULTIVARIATE AUTOREGRESSIVE MOVING-AVERAGE MODEL FROM A GENERALIZED LEAST SQUARES VIEWPOINT	1992-09-27	Paper
Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model	1992-06-25	Paper
Estimation for Partially Nonstationary Multivariate Autoregressive Models	1990-01-01	Paper
Nested Reduced-Rank Autogressive Models for Multiple Time Series	1988-01-01	Paper
PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS-SPECIFIED MODELS	1988-01-01	Paper
Reduced rank regression with autoregressive errors	1987-01-01	Paper
Asymptotic distribution of parameter estimators for nonconsecutively observed time series	1987-01-01	Paper
A NOTE ON NON-STATIONARITY AND CANONICAL ANALYSIS OF MULTIPLE TIME SERIES MODELS	1987-01-01	Paper
Distribution Of Residual Autocovariances And Prediction Mean Square Error Properties The Multivariate Reduce Rank Autoregressive Model	1987-01-01	Paper
Reduced rank models for multiple time series	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3761509	1986-01-01	Paper
Prediction of multivariate time series by autoregressive model fitting	1985-01-01	Paper
Mean Squared Error Properties of Empirical Bayes Estimators in a Multivariate Random Effects General Linear Model	1985-01-01	Paper
Estimation and Prediction in a Multivariate Random Effects Generalized Linear Model	1984-01-01	Paper
Effects of the estimation of covariance matrix parameters in the generalized multivariate linear model	1984-01-01	Paper
Some results on multivariate autoregressive index models	1983-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Gregory C. Reinsel