Paul Shaman

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
The bias mapping of the Yule-Walker estimator is a contraction	2019-11-19	Paper
Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation	2010-04-06	Paper
Generalized Levinson–Durbin Sequences and Binomial Coefficients	2009-05-11	Paper
Properties of generalized Levinson-Durbin-Whittle sequences	2008-06-11	Paper
Assessing Prediction Error in Autoregressive Models	1995-06-18	Paper
On the calculation of cumulants of estimators arising from a linear time series regression model	1992-06-25	Paper
Bias of Autoregressive Spectral Estimators	1990-01-01	Paper
A fixed point characterization for bias of autoregressive estimators	1989-01-01	Paper
The Bias of Autoregressive Coefficient Estimators	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3341719	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3949851	1982-01-01	Paper
The inverted complex Wishart distribution and its application to spectral estimation	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3951428	1980-01-01	Paper
Some Bayesian considerations in spectral estimation	1977-01-01	Paper
Approximations for stationary covariance matrices and their inverses with application to ARMA models	1976-01-01	Paper
An approximate inverse for the covariance matrix of moving average and autoregressive processes	1975-01-01	Paper
On the inverse of the covariance matrix for an autoregressive-moving average process	1973-01-01	Paper
Parameter Estimation for an $R$-Dimensional Plane Wave Observed with Additive Independent Gaussian Errors	1972-01-01	Paper
On the inverse of the covariance matrix of a first order moving average	1969-01-01	Paper

Research outcomes over time

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