| Publication | Date of Publication | Type |
|---|
| Long memory conditional random fields on regular lattices | 2024-10-28 | Paper |
| Rajendra Bhansali's contribution to the discussion of `Parameterizing and simulating from causal models' by Evans and Didelez | 2024-09-16 | Paper |
| Model specification and selection for multivariate time series | 2020-02-05 | Paper |
| Frequency analysis of chaotic intermittency maps with slowly decaying correlations | 2008-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5425580 | 2007-11-14 | Paper |
| Convergence of quadratic forms with nonvanishing diagonal | 2007-07-16 | Paper |
| Approximations and limit theory for quadratic forms of linear processes | 2007-03-29 | Paper |
| Estimation of the memory parameter by fitting fractionally differenced autoregressive models | 2006-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5474887 | 2006-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5317345 | 2005-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4663802 | 2005-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4458417 | 2004-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407613 | 2003-01-01 | Paper |
| Robustness of the autoregressive spectral estimate for linear processes with infinite variance | 2000-04-27 | Paper |
| Autoregressive model selection for multistep prediction | 2000-04-02 | Paper |
| Asymptotically efficient autoregressive model selection for multistep prediction | 1999-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4344414 | 1998-04-05 | Paper |
| On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes | 1998-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356544 | 1997-10-01 | Paper |
| Estimation of the impulse response coefficients of a linear process with infinite variance | 1993-09-30 | Paper |
| ESTIMATION OF THE PREDICTION ERROR VARIANCE AND AN R2MEASURE BY AUTOREGRESSIVE MODEL FITTING | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4694315 | 1993-06-29 | Paper |
| Consistent Recursive Estimation of the Order of an Autoregressive Moving Average Process | 1992-06-26 | Paper |
| Convergence of moments of least squares estimators for the coefficients of an autoregressive process of unknown order | 1991-01-01 | Paper |
| On a relationship between the inverse of a stationary covariance matrix and the linear interpolator | 1990-01-01 | Paper |
| ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5751797 | 1988-01-01 | Paper |
| The discrimination between autoregressive and moving average models from the estimated inverse correlations | 1987-01-01 | Paper |
| Asymptotically efficient selection of the order by the criterion autoregressive transfer function | 1986-01-01 | Paper |
| A derivation of the information criteria for selecting autoregressive models | 1986-01-01 | Paper |
| THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3339981 | 1984-01-01 | Paper |
| Asymptotic distribution of the autoregressive estimates of the inverse correlation function | 1984-01-01 | Paper |
| ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3687561 | 1983-01-01 | Paper |
| A Simulation Study of Autoregressive and Window Estimators of the Inverse Correlation Function | 1983-01-01 | Paper |
| The inverse partial correlation function of a time series and its applications | 1983-01-01 | Paper |
| The evaluation of certain quadratic forms occurring in autoregressive model fitting | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3948498 | 1982-01-01 | Paper |
| Effects of the presence of a harmonic term on the spectral factorisation procedure1 | 1982-01-01 | Paper |
| Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1 | 1981-01-01 | Paper |
| Autoregressive and window estimates of the inverse correlation function | 1980-01-01 | Paper |
| Linear prediction by autoregressive model fitting in the time domain | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4158359 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4127830 | 1977-01-01 | Paper |
| Estimation of the moving average representation of a stationary nondeterministic process | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4130257 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4772049 | 1974-01-01 | Paper |
| A Monte Carlo Comparison of the Regression Method and the Spectral Methods of Prediction | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4768514 | 1973-01-01 | Paper |
