William T. M. Dunsmuir

Available identifiers

zbMath Open dunsmuir.william-t-mMaRDI QIDQ812970

List of research outcomes

Publication	Date of Publication	Type
Detecting changes in task length due to task‐switching in the presence of repeated length‐biased sampling	2023-10-04	Paper
Asymptotic distribution of the score test for detecting marks in Hawkes processes	2021-11-11	Paper
Marginal Estimation of Parameter Driven Binomial Time Series Models	2017-01-12	Paper
Observation-driven models for Poisson counts	2016-06-27	Paper
Testing for Serial Dependence in Binomial Time Series I: Parameter Driven Models	2016-06-03	Paper
Detecting Serial Dependence in Binomial Time Series II: Observation Driven Models	2016-06-03	Paper
Quasi-Monte Carlo for highly structured generalised response models	2008-06-25	Paper
SPACE–TIME MODELLING OF SYDNEY HARBOUR WINDS	2007-03-20	Paper
Maximum likelihood estimation for an observation driven model for Poisson counts	2006-01-30	Paper
https://portal.mardi4nfdi.de/entity/Q5317342	2005-09-16	Paper
Statistical Correction of a Deterministic Numerical Weather Prediction Model	2004-06-10	Paper
Estimation of nonstationary spatial covariance structure	2004-03-16	Paper
Smoothing and change point detection for Gamma ray count data	2003-08-20	Paper
Obituary: Richard Lewis Tweedie	2003-03-20	Paper
On autocorrelation in a Poisson regression model	2001-03-11	Paper
The distribution of the weighted moving median of a sequence of iid observations	1997-11-09	Paper
Least absolute deviation estimation for regression with ARMA errors	1997-10-07	Paper
https://portal.mardi4nfdi.de/entity/Q4884610	1996-10-08	Paper
IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS	1995-04-02	Paper
Least absolute deviation estimation of stationary time series models	1993-09-07	Paper
https://portal.mardi4nfdi.de/entity/Q4694316	1993-06-29	Paper
A simulation study of l1:estimation of a seasonal moving average time series model	1993-01-16	Paper
STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING-AVERAGE MODEL	1991-01-01	Paper
Control of inventories with intermittent demand	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3201628	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3681787	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3218967	1984-01-01	Paper
A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times	1983-01-01	Paper
Parametric estimators for stationary time series with missing observations	1981-01-01	Paper
Estimation of Time Series Models in the Presence of Missing Data	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3313158	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3940697	1981-01-01	Paper
ESTIMATION OF PERIODICALLY VARYING MEANS AND STANDARD DEVIATIONS IN TIME SERIES DATA	1981-01-01	Paper
Estimation of vector Armax models	1980-01-01	Paper
A central limit theorem for parameter estimation in stationary vector time series and its application to models for a signal observed with noise	1979-01-01	Paper
Vector linear time series models: corrections and extensions	1978-01-01	Paper
Estimation for vector linear time series models	1977-01-01	Paper
Vector linear time series models	1976-01-01	Paper

Research outcomes over time

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