| Publication | Date of Publication | Type |
|---|
The specification of vector autoregressive moving average models
Journal of Statistical Computation and Simulation | 2004-09-29 | Paper |
Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models
Communications in Statistics. Simulation and Computation | 2000-07-10 | Paper |
The selection of the order and identification of nonzero elements in the polynomial matrices of vector autoregressive processes
Journal of Statistical Computation and Simulation | 1999-06-29 | Paper |
| scientific article; zbMATH DE number 1406068 (Why is no real title available?) | 1999-01-01 | Paper |
THE IDENTIFICATION OF SEASONAL AUTOREGRESSIVE MODELS
Journal of Time Series Analysis | 1995-11-28 | Paper |
| scientific article; zbMATH DE number 813741 (Why is no real title available?) | 1995-11-08 | Paper |
New approaches for determining the degree of differencing necessary to induce stationarity in ARIMA models
Journal of Statistical Planning and Inference | 1993-12-20 | Paper |
Information criterion as a multiple testing procedure
Journal of Statistical Planning and Inference | 1993-12-05 | Paper |
A note on invariance of the eigenvalues, singular values, and norms of matrix products involving generalized inverses
Linear Algebra and its Applications | 1992-06-28 | Paper |
Linear Methods for Estimating Arma and Regression Models with Serial Correlation
Communications in Statistics. Simulation and Computation | 1990-01-01 | Paper |
Testing intraclass correlation coefficients
Communications in Statistics. Simulation and Computation | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4143298 (Why is no real title available?) | 1989-01-01 | Paper |
FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
Journal of Time Series Analysis | 1989-01-01 | Paper |
Pattern recognition based on scale invariant discriminant functions
Information Sciences | 1988-01-01 | Paper |
An improved estimation method for univariate autoregressive models
Journal of Multivariate Analysis | 1988-01-01 | Paper |
On the use of autoregressive order determination criteria in univariate white noise tests
IEEE Transactions on Acoustics, Speech, and Signal Processing | 1988-01-01 | Paper |
On the use of autoregressive order determination criteria in multivariate white noise tests
IEEE Transactions on Acoustics, Speech, and Signal Processing | 1988-01-01 | Paper |
Estimation of the Polynomial Matrices of Vector Moving Average Processes
Journal of Statistical Computation and Simulation | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3996943 (Why is no real title available?) | 1987-01-01 | Paper |
On the frequency domain estimation of the innovation variance of a stationary univariate time series
Biometrika | 1985-01-01 | Paper |
A note on the expectation of products of autocorrelations
Biometrika | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3770811 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3802702 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3731196 (Why is no real title available?) | 1980-01-01 | Paper |
