Craig F. Ansley

Available identifiers

zbMath Open ansley.craig-fMaRDI QIDQ594823

List of research outcomes

Publication	Date of Publication	Type
Accuracy and efficiency of alternative spline smoothing algorithms	1999-11-08	Paper
Testing of linearity in a semiparametric regression model	1995-11-28	Paper
https://portal.mardi4nfdi.de/entity/Q4324837	1995-06-06	Paper
Nonparametric spline regression with prior information	1993-07-21	Paper
The Performance of Cross-Validation and Maximum Likelihood Estimators of Spline Smoothing Parameters	1993-04-01	Paper
Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics	1993-02-04	Paper
Nonparametric spline regression with autoregressive moving average errors	1992-11-29	Paper
FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS	1990-01-01	Paper
Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression	1990-01-01	Paper
Filtering and smoothing algorithms for state space models	1989-01-01	Paper
A fast algorithm for signal extraction, influence and cross-validation in state space models	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3200430	1988-01-01	Paper
Efficient generalized cross-validation for state space models	1987-01-01	Paper
A New Algorithm for Spline Smoothing Based on Smoothing a Stochastic Process	1987-01-01	Paper
Signal extraction for finite nonstationary time series	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3711640	1986-01-01	Paper
Prediction Mean Squared Error for State Space Models with Estimated Parameters	1986-01-01	Paper
A note on reparameterizing a vector autoregressive moving average model to enforce stationarity	1986-01-01	Paper
Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data	1986-01-01	Paper
Spline smoothing with repeated values	1986-01-01	Paper
Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions	1985-01-01	Paper
Quick Proofs of Some Regression Theorems via the QR Algorithm	1985-01-01	Paper
On the rate of convergence of the innovation representation of a moving average process	1985-01-01	Paper
A structured state space approach to computing the likelihood of an ARIMA process and its derivatives	1985-01-01	Paper
Computing the likelihood and its dierivatives for a gaussian ARMA model	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3217475	1984-01-01	Paper
A note on Kalman filtering for the seasonal moving average model	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3698121	1984-01-01	Paper
On the smoothness properties of the best linear unbiased estimate of a stochastic process observed with noise	1983-01-01	Paper
The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing	1983-01-01	Paper
Fixed interval estimation in state space models when some of the data are missing or aggregated	1983-01-01	Paper
Exact likelihood of vector autoregressive-moving average process with missing or aggregated data	1983-01-01	Paper
A geometrical derivation of the fixed interval smoothing algorithm	1982-01-01	Paper
A note on obtaining the theoretical autocovariances of an ARMA process	1982-01-01	Paper
Asymptotic distribution of residual autocorrelations from estimation of ARMA processes by Gram-Schmidt orthogonalization	1981-01-01	Paper
On the Bias in Estimates of Forecast Mean Squared Error	1981-01-01	Paper
Finite sample properties of estimators for autoregressive moving average models	1980-01-01	Paper
Computation of the theoretical autocovariance function for a vector arma process	1980-01-01	Paper
An algorithm for the exact likelihood of a mixed autoregressive-moving average process	1979-01-01	Paper
On the structure of moving average processes	1977-01-01	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: Craig F. Ansley