| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q3084274 | 2011-03-15 | Paper |
| Increment-Vector Methodology: Transforming Non-Stationary Series to Stationary Series | 2001-01-29 | Paper |
| Polyvariograms and their Asymptotes | 2000-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4374064 | 1999-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4374065 | 1998-02-04 | Paper |
| Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process | 1997-08-31 | Paper |
| HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES | 1996-12-19 | Paper |
| More effective time-series analysis and forecasting | 1996-10-08 | Paper |
| The Representation and Decomposition of Integrated Stationary Time Series | 1995-03-16 | Paper |
| CORRIGENDUM | 1994-11-03 | Paper |
| EXACT GENERAL-LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW-LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE | 1994-01-19 | Paper |
| The serial dependence properties of Gaussian white noise time series: Confirming formulae by simulation | 1993-10-07 | Paper |
| ALL THE GAUSSIAN WHITE NOISE SERIAL COVARIANCE MOMENTS TO ORDER FOUR | 1993-04-01 | Paper |
| PARTIAL AUTOCORRELATION PROPERTIES FOR NON-STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS | 1993-02-18 | Paper |
| Discriminating between nonstationary and nearly nonstationary time series models: A simulation study | 1992-10-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4004831 | 1992-09-27 | Paper |
| Beads, bags and Bayes | 1992-09-27 | Paper |
| Interpreting Measured Serial Correlation In Univariate Time Series Analysis, With An Example From The New York Stock Exchange | 1991-01-01 | Paper |
| Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process | 1990-01-01 | Paper |
| Discrimination between nonstationary and nearly nonstationary processes, and its effect on forecasting | 1990-01-01 | Paper |
| Small-sample Autocorrelation Structure for Long-memory Time Series | 1990-01-01 | Paper |
| Analysing time series for forecasting (a personal view) | 1989-01-01 | Paper |
| Sampled autocovariance and autocorrelation results for linear time processes | 1988-01-01 | Paper |
| The serial correlation structure for a random process with steps | 1988-01-01 | Paper |
| Moments of the sampled space-time autocovariance and autocorrelation function | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3316428 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3664263 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3956266 | 1982-01-01 | Paper |
| On Forecasting certain Misspecified Models | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3945448 | 1981-01-01 | Paper |
| Serial Dependence Properties of Linear Processes | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3893188 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3893187 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3900874 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3914264 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3917378 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3945447 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3860696 | 1979-01-01 | Paper |
| On Warming-Up Time Series Simulations Generated by Box-Jenkins Models | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4194333 | 1979-01-01 | Paper |
| A proof of a relationship between the generalized variances for associated autoregressive and moving average processes | 1979-01-01 | Paper |
| On the bias of sampled autocorrelations | 1979-01-01 | Paper |
| On the partial autocorrelations of once integrated autoregressive-moving average processes | 1979-01-01 | Paper |
| The orthogonal decomposition of moving average processes | 1979-01-01 | Paper |
| On Realizations from Nonstationary Time Processes | 1979-01-01 | Paper |
| On sorting out Poole's paper Stochastic difference equation predictors of population fluctuations about the Box-Jenkins analysis and forecasting of ecological time series | 1978-01-01 | Paper |
| Overall inequalities for the autocorrelations of moving average processes | 1978-01-01 | Paper |
| On the individual moving average inequality | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3206159 | 1978-01-01 | Paper |
| On Updating the Inverse of an Adjusted Matrix | 1978-01-01 | Paper |
| The algebraic structure of moving average time processes | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4175572 | 1978-01-01 | Paper |
| On the invertibility conditions for moving average processes | 1978-01-01 | Paper |
| A Commentary on 'A Survey of Time Series' | 1977-01-01 | Paper |
| Some convex autocorrelation regions for stationary time processes | 1977-01-01 | Paper |
| On the inversion of autocovariance matrices for general autoregressive moving average (p,q) processes | 1977-01-01 | Paper |
| An inequality and a lemma revisited | 1977-01-01 | Paper |
| An appraisal of the Box-Jenkins approach to univariate time series analysis | 1977-01-01 | Paper |
| A further note on the stationarity and invertibility restraints on the parameters of mixed autoregressive moving average processes | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4130254 | 1977-01-01 | Paper |
| The Box-Jenkins approach to time series analysis | 1977-01-01 | Paper |
| The time series concept of invertibility | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4155708 | 1977-01-01 | Paper |
| On two convex autocorrelation regions for moving average processes | 1976-01-01 | Paper |
| Some new time series results | 1976-01-01 | Paper |
| ON A PAPER BY DAVIES, PATE AND FROST CONCERNING MAXIMUM AUTOCORRELATIONS FOR MOVING AVERAGE PROCESSES1 | 1976-01-01 | Paper |
| On the inverse of the autocovariance matrix for a general moving average process | 1976-01-01 | Paper |
| A note on the asymptotic generalised variance for a moving average process | 1976-01-01 | Paper |
| On the transformation of raw time series data: A review | 1976-01-01 | Paper |
| A plea for simple tables in the teaching of statistics to non‐specialists | 1976-01-01 | Paper |
| Feasible Begions for the First Pair of Autocorrelations of Moving Average Processes | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4107809 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4107810 | 1976-01-01 | Paper |
| Some Eigen Theory Results for Moving Average Time Processes | 1976-01-01 | Paper |
| The backshift operator in time series analysis | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4199401 | 1976-01-01 | Paper |
| O a lemma associated with Box, Jenkins and Granger | 1975-01-01 | Paper |
| A note on differencing autoregressive moving average (p, q) processes | 1975-01-01 | Paper |
| Bounding sums for the autocorrelations of moving average processes | 1975-01-01 | Paper |
| The recursive nature of the stationarity and invertibility restraints on the parameters of mixed autoregressive-moving average processes | 1975-01-01 | Paper |
| On the Collection of Time Series Data | 1975-01-01 | Paper |
| An inequality with a time series application | 1974-01-01 | Paper |
