E. J. Hannan

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Person:581982


List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The Estimation and Tracking of Frequency
 
2013-01-08Paper
The statistical theory of linear systems
Classics in Applied Mathematics
2012-05-21Paper
GENERALIZED LEAST SQUARES ESTIMATION OF ARMA MODELS
Journal of Time Series Analysis
2007-05-29Paper
The estimation and tracking of frequency
Cambridge Series in Statistical and Probabilistic Mathematics
2001-05-06Paper
Rational transfer function approximation. With comments and a reply by the author
Statistical Science
2001-02-07Paper
scientific article; zbMATH DE number 1069588 (Why is no real title available?)
 
1998-02-05Paper
scientific article; zbMATH DE number 934446 (Why is no real title available?)
 
1996-10-13Paper
A NOTE ON ARMA PARAMETERISATION*
Australian Journal of Statistics
1995-11-14Paper
DETERMINING THE NUMBER OF TERMS IN A TRIGONOMETRIC REGRESSION
Journal of Time Series Analysis
1995-06-18Paper
scientific article; zbMATH DE number 426241 (Why is no real title available?)
 
1994-05-25Paper
Parametric signal modelling using Laguerre filters
The Annals of Applied Probability
1993-10-28Paper
ON-LINE FREQUENCY ESTIMATION
Journal of Time Series Analysis
1993-06-29Paper
scientific article; zbMATH DE number 193126 (Why is no real title available?)
 
1993-06-05Paper
On ARX(\(\infty)\) approximation
Journal of Multivariate Analysis
1990-01-01Paper
Convergence rates for inverse Toeplitz matrix forms
Journal of Multivariate Analysis
1989-01-01Paper
THE RESOLUTION OF CLOSELY ADJACENT SPECTRAL LINES
Journal of Time Series Analysis
1989-01-01Paper
scientific article; zbMATH DE number 4106081 (Why is no real title available?)
 
1989-01-01Paper
Regression Procedures for ARMA Estimation
 
1988-01-01Paper
On stochastic complexity and nonparametric density estimation
Biometrika
1988-01-01Paper
Unit canonical correlations between future and past
The Annals of Statistics
1988-01-01Paper
TIME DELAY ESTIMATION
Journal of Time Series Analysis
1988-01-01Paper
scientific article; zbMATH DE number 4076384 (Why is no real title available?)
 
1988-01-01Paper
Rational transfer function approximation (with discussion)
Statistical Science
1987-01-01Paper
scientific article; zbMATH DE number 3988546 (Why is no real title available?)
 
1986-01-01Paper
REGRESSION, AUTOREGRESSION MODELS
Journal of Time Series Analysis
1986-01-01Paper
Recursive estimation of linear systems
Biometrika
1986-01-01Paper
A law of the iterated logarithm for an estimate of frequency
Stochastic Processes and their Applications
1986-01-01Paper
Multivariate linear time series models
Advances in Applied Probability
1984-01-01Paper
scientific article; zbMATH DE number 3909577 (Why is no real title available?)
 
1984-01-01Paper
A method for autoregressive-moving average estimation
Biometrika
1984-01-01Paper
scientific article; zbMATH DE number 3872518 (Why is no real title available?)
 
1983-01-01Paper
A NOTE ON ARMA ESTIMATION
Journal of Time Series Analysis
1983-01-01Paper
The maximum of the periodogram
Journal of Multivariate Analysis
1983-01-01Paper
scientific article; zbMATH DE number 3852255 (Why is no real title available?)
 
1983-01-01Paper
Correction to: Autocorrelation, autoregression and autoregressive approximation
The Annals of Statistics
1983-01-01Paper
Linear estimation of ARMA processes
Automatica
1983-01-01Paper
THE CONVERGENCE OF AUTOCORRELATIONS AND AUTOREGRESSIONS1
Australian Journal of Statistics
1983-01-01Paper
scientific article; zbMATH DE number 3831134 (Why is no real title available?)
 
1982-01-01Paper
Autocorrelation, autoregression and autoregressive approximation
The Annals of Statistics
1982-01-01Paper
The determination of optimum structures for the state space representation of multivariate stochastic processes
IEEE Transactions on Automatic Control
1982-01-01Paper
A note on bilinear time series models
Stochastic Processes and their Applications
1982-01-01Paper
scientific article; zbMATH DE number 3786015 (Why is no real title available?)
 
1982-01-01Paper
Delay estimation and the estimation of coherence and phase
IEEE Transactions on Acoustics, Speech, and Signal Processing
1981-01-01Paper
Some properties of the parameterization of ARMA systems with unknown order
Journal of Multivariate Analysis
1981-01-01Paper
Estimating the dimension of a linear system
Journal of Multivariate Analysis
1981-01-01Paper
scientific article; zbMATH DE number 3775395 (Why is no real title available?)
 
1981-01-01Paper
Correction to: The estimation of ARMA models
The Annals of Statistics
1981-01-01Paper
scientific article; zbMATH DE number 3682892 (Why is no real title available?)
 
1980-01-01Paper
The estimation of the order of an ARMA process
The Annals of Statistics
1980-01-01Paper
THE DISTRIBUTION OF PERIODOGRAM ORDINATES
Journal of Time Series Analysis
1980-01-01Paper
Estimation of vector Armax models
Journal of Multivariate Analysis
1980-01-01Paper
Recursive estimation based on ARMA models
The Annals of Statistics
1980-01-01Paper
A note on autoregressive-moving average identification
Biometrika
1979-01-01Paper
Corrigenda: The Estimation of the Prediction Error Variance
Journal of the American Statistical Association
1979-01-01Paper
scientific article; zbMATH DE number 3635352 (Why is no real title available?)
 
1979-01-01Paper
The central limit theorem for time series regression
Stochastic Processes and their Applications
1979-01-01Paper
scientific article; zbMATH DE number 3729323 (Why is no real title available?)
 
1979-01-01Paper
A Note on a Central Limit Theorem
Econometrica
1978-01-01Paper
Vector linear time series models: corrections and extensions
Advances in Applied Probability
1978-01-01Paper
Rates of convergence for time series regression
Advances in Applied Probability
1978-01-01Paper
scientific article; zbMATH DE number 3600978 (Why is no real title available?)
 
1977-01-01Paper
Autoregressive processes with infinite variance
Journal of Applied Probability
1977-01-01Paper
The Estimation of the Prediction Error Variance
Journal of the American Statistical Association
1977-01-01Paper
Vector linear time series models
Advances in Applied Probability
1976-01-01Paper
The Identification and Parameterization of Armax and State Space Forms
Econometrica
1976-01-01Paper
The asymptotic distribution of serial covariances
The Annals of Statistics
1976-01-01Paper
The convergence of some recursion
The Annals of Statistics
1976-01-01Paper
The estimation of ARMA models
The Annals of Statistics
1975-01-01Paper
scientific article; zbMATH DE number 3550017 (Why is no real title available?)
 
1975-01-01Paper
Linear regression in continuous time
Journal of the Australian Mathematical Society
1975-01-01Paper
Estimating Echo Times
 
1974-01-01Paper
scientific article; zbMATH DE number 3439846 (Why is no real title available?)
 
1974-01-01Paper
The uniform convergence of autocovariances
The Annals of Statistics
1974-01-01Paper
Time series analysis
IEEE Transactions on Automatic Control
1974-01-01Paper
EDMUND ALFRED CORNISH (1909-1973)
Australian Journal of Statistics
1973-01-01Paper
The asymptotic theory of linear time-series models
Journal of Applied Probability
1973-01-01Paper
Central limit theorems for time series regression
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1973-01-01Paper
scientific article; zbMATH DE number 3425019 (Why is no real title available?)
 
1973-01-01Paper
The estimation of frequency
Journal of Applied Probability
1973-01-01Paper
The estimation of frequency
Journal of Applied Probability
1973-01-01Paper
Estimating group delay
Biometrika
1973-01-01Paper
Multivariate time series analysis
Journal of Multivariate Analysis
1973-01-01Paper
scientific article; zbMATH DE number 3366395 (Why is no real title available?)
 
1972-01-01Paper
On Limit Theorems for Quadratic Functions of Discrete Time Series
Annals of Mathematical Statistics
1972-01-01Paper
The Estimation of Mixed Regression, Autoregression, Moving Average, and Distributed Lag Models
Econometrica
1972-01-01Paper
The estimation of coherence and group delay
Biometrika
1971-01-01Paper
Non-linear time series regression
Journal of Applied Probability
1971-01-01Paper
The Identification Problem for Multiple Equation Systems with Moving Average Errors
Econometrica
1971-01-01Paper
Spectral inference over narrow bands
Journal of Applied Probability
1971-01-01Paper
scientific article; zbMATH DE number 3521399 (Why is no real title available?)
 
1970-01-01Paper
scientific article; zbMATH DE number 3335601 (Why is no real title available?)
 
1970-01-01Paper
A Note on an Exact Test for Trend and Serial Correlation
Econometrica
1969-01-01Paper
scientific article; zbMATH DE number 3306379 (Why is no real title available?)
 
1969-01-01Paper
scientific article; zbMATH DE number 3283198 (Why is no real title available?)
 
1969-01-01Paper
The estimation of mixed moving average autoregressive systems
Biometrika
1969-01-01Paper
scientific article; zbMATH DE number 3298408 (Why is no real title available?)
 
1968-01-01Paper
The estimation of a lagged regression relation
Biometrika
1967-01-01Paper
Canonical Correlation and Multiple Equation Systems in Economics
Econometrica
1967-01-01Paper
Measurement of a wandering signal amid noise
Journal of Applied Probability
1967-01-01Paper
scientific article; zbMATH DE number 3491966 (Why is no real title available?)
 
1967-01-01Paper
scientific article; zbMATH DE number 3270304 (Why is no real title available?)
 
1967-01-01Paper
The Estimation of a Changing Seasonal Pattern
 
1966-01-01Paper
scientific article; zbMATH DE number 3218205 (Why is no real title available?)
 
1966-01-01Paper
The Estimation of Relationships Involving Distributed Lags
Econometrica
1965-01-01Paper
Group representations and applied probability
Journal of Applied Probability
1965-01-01Paper
scientific article; zbMATH DE number 3188883 (Why is no real title available?)
 
1964-01-01Paper
scientific article; zbMATH DE number 3332973 (Why is no real title available?)
 
1963-01-01Paper
Regression for time series with errors of measurement
Biometrika
1963-01-01Paper
The Estimation of Seasonal Variation in Economic Time Series
 
1963-01-01Paper
Systematic sampling
Biometrika
1962-01-01Paper
The general theory of canonical correlation and its relation to functional analysis
Journal of the Australian Mathematical Society
1961-01-01Paper
scientific article; zbMATH DE number 3178129 (Why is no real title available?)
 
1961-01-01Paper
scientific article; zbMATH DE number 3305591 (Why is no real title available?)
 
1961-01-01Paper
THE ESTIMATION OF SEASONAL VARIATION
Australian Journal of Statistics
1960-01-01Paper
scientific article; zbMATH DE number 3155190 (Why is no real title available?)
 
1960-01-01Paper
scientific article; zbMATH DE number 3151168 (Why is no real title available?)
 
1958-01-01Paper
scientific article; zbMATH DE number 3145675 (Why is no real title available?)
 
1958-01-01Paper
scientific article; zbMATH DE number 3147986 (Why is no real title available?)
 
1957-01-01Paper
TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION
Biometrika
1957-01-01Paper
scientific article; zbMATH DE number 3123546 (Why is no real title available?)
 
1956-01-01Paper
scientific article; zbMATH DE number 3125520 (Why is no real title available?)
 
1956-01-01Paper
AN EXACT TEST FOR CORRELATION BETWEEN TIME SERIES
Biometrika
1955-01-01Paper
EXACT TESTS FOR SERIAL CORRELATION
Biometrika
1955-01-01Paper


Research outcomes over time


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