| Publication | Date of Publication | Type |
|---|
| Obituary: George Edward Pelham Box | 2024-12-06 | Paper |
| Comparing mean squared errors of X-12-ARIMA and canonical ARIMA model-based seasonal adjustments | 2012-09-05 | Paper |
| A general partition cluster algorithm | 2008-05-14 | Paper |
| Kurtosis of GARCH and stochastic volatility models with non-normal innovations | 2003-06-09 | Paper |
| Forecasting the U.S. Unemployment Rate | 1998-12-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4369006 | 1998-03-30 | Paper |
| Modeling Satellite Ozone Data | 1996-03-04 | Paper |
| Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance | 1995-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4834787 | 1995-11-28 | Paper |
| Robustness of maximum likelihood estimates for multi-step predictions: The exponential smoothing case | 1995-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4304870 | 1994-09-01 | Paper |
| Asymptotic properties of multivariate nonstationary processes with applications to autoregressions | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3468494 | 1989-01-01 | Paper |
| DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE | 1987-01-01 | Paper |
| A NOTE ON ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH ROOTS ON THE UNIT CIRCLE | 1987-01-01 | Paper |
| Use of canonical analysis in time series model identification | 1985-01-01 | Paper |
| Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models | 1984-01-01 | Paper |
| Consistency properties of least squares estimates of autoregressive parameters in ARMA models | 1983-01-01 | Paper |
| An ARIMA-Model-Based Approach to Seasonal Adjustment | 1982-01-01 | Paper |
| Modeling Multiple Times Series with Applications | 1981-01-01 | Paper |
| Forecasting contemporal aggregates of multiple time series | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3876877 | 1980-01-01 | Paper |
| Random coefficient first-order autoregressive models | 1980-01-01 | Paper |
| Random coefficient first-order autoregressive models | 1980-01-01 | Paper |
| Parameter estimation in dynamic models | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3903919 | 1980-01-01 | Paper |
| Likelihood Function of Stationary Multiple Autoregressive Moving Average Models | 1979-01-01 | Paper |
| Some consideration of decomposition of a time series | 1978-01-01 | Paper |
| Effect of correlation on the estimation of a mean in the presence of spurious observations | 1978-01-01 | Paper |
| A canonical analysis of multiple time series | 1977-01-01 | Paper |
| Some aspects of bivariate regression subject to linear constraints | 1977-01-01 | Paper |
| Effect of temporal aggregation on the dynamic relationship of two time series variables | 1976-01-01 | Paper |
| Decomposition of Seasonal Time Series: A Model for the Census X-11 Program | 1976-01-01 | Paper |
| Some bayesian considerations of the choice of design for ranking, selection and estimation | 1976-01-01 | Paper |
| Intervention Analysis with Applications to Economic and Environmental Problems | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3214142 | 1973-01-01 | Paper |
| Asymptotic behaviour of temporal aggregates of time series | 1972-01-01 | Paper |
| Bayesian estimation of latent roots and vectors with special reference to the bivariate normal distribution | 1969-01-01 | Paper |
| A Bayesian approach to some outlier problems | 1968-01-01 | Paper |
| Bayesian Estimation of Means for the Random Effect Model | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5532857 | 1968-01-01 | Paper |
| Bayesian analysis of a three-component hierarchical design model | 1967-01-01 | Paper |
| Bayesian comparison of means of a mixed model with application to regression analysis | 1966-01-01 | Paper |
| Bayesian comparison of means of a mixed model with application to regression analysis | 1966-01-01 | Paper |
| Bayesian analysis of random-effect models in the analysis of variance. I. Posterior distribution of variance-components | 1965-01-01 | Paper |
| Multiparameter Problems From a Bayesian Point of View | 1965-01-01 | Paper |
| A change in level of a non-stationary time series | 1965-01-01 | Paper |
| Bayesian Analysis of the Regression Model With Autocorrelated Errors | 1964-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5509342 | 1964-01-01 | Paper |
| A Bayesian Approach to Some Best Population Problems | 1964-01-01 | Paper |
| A note on criterion robustness and inference robustness | 1964-01-01 | Paper |
| A Bayesian approach to the importance of assumptions applied to the comparison of variances | 1964-01-01 | Paper |
| Some Useful Matrix Lemmas in Statistical Estimation Theory* | 1964-01-01 | Paper |
| A further look at robustness via Bayes's theorem | 1962-01-01 | Paper |
