| Publication | Date of Publication | Type |
|---|
Asymptotic properties of weighted least squares estimation in weak PARMA models
Journal of Time Series Analysis | 2013-10-04 | Paper |
Aggregation and systematic sampling of periodic ARMA processes
Computational Statistics and Data Analysis | 2009-06-16 | Paper |
ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES
Econometric Theory | 2009-06-11 | Paper |
Exact maximum likelihood estimation of structured or unit root multivariate time series models
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
Diagnostic Checking in ARMA Models With Uncorrelated Errors
Journal of the American Statistical Association | 2007-08-20 | Paper |
A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series
Journal of Time Series Analysis | 2007-05-29 | Paper |
On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications
Statistics & Probability Letters | 2006-04-28 | Paper |
On consistent testing for serial correlation of unknown form in vector time series models.
Journal of Multivariate Analysis | 2004-03-14 | Paper |
| scientific article; zbMATH DE number 2015218 (Why is no real title available?) | 2003-12-09 | Paper |
Limit theorems for regression models of time series of counts
Statistics & Probability Letters | 2001-12-16 | Paper |
Times series models with thresholds
Revue de Statistique Appliquée | 2001-10-21 | Paper |
Times series models with thresholds
Revue de Statistique Appliquée | 2001-10-21 | Paper |
Tests for noncorrelation of two multivariate ARMA time series
The Canadian Journal of Statistics | 1998-12-09 | Paper |
Identification of refined ARMA echelon form models for multivariate time series
Journal of Multivariate Analysis | 1996-08-05 | Paper |
Vector Cross-Correlation in Time Series and Applications
International Statistical Review / Revue Internationale de Statistique | 1995-11-28 | Paper |
Simplified conditions for noncausality between vectors in multivariate ARMA models
Journal of Econometrics | 1995-02-16 | Paper |
ON THE INVERTIBILITY OF MULTIVARIATE LINEAR PROCESSES
Journal of Time Series Analysis | 1993-06-29 | Paper |
| Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models | 1993-05-16 | Paper |
On the identification of ARMA echelon-form models
The Canadian Journal of Statistics | 1993-05-16 | Paper |
CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS
Journal of Time Series Analysis | 1992-06-27 | Paper |
Corrigendum to: ``Some robust exact results on sample autocorrelations and tests of randomness
Journal of Econometrics | 1989-01-01 | Paper |
Asymptotic covariance structure of serial correlations in multivariate time series
Biometrika | 1989-01-01 | Paper |
On the behaviour of the sample autocovariances and autocorrelations of a seasonal ARIMA model
Statistics & Probability Letters | 1989-01-01 | Paper |
Distribution asymptotique des autocorrélations d'un processus saisonnier non stationnaire
The Canadian Journal of Statistics | 1989-01-01 | Paper |
On confidence intervals and tests for autocorrelations
Computational Statistics and Data Analysis | 1987-01-01 | Paper |
Some exact results on the sample autocovariances of a seasonal ARIMA model
The Canadian Journal of Statistics | 1987-01-01 | Paper |
Generalized portmanteau statistics and tests of randomness
Communications in Statistics: Theory and Methods | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4013810 (Why is no real title available?) | 1986-01-01 | Paper |
Some robust exact results on sample autocorrelations and tests of randomness
Journal of Econometrics | 1985-01-01 | Paper |
Sur un test d'égalité des autocovariances de deux séries chronologiques
The Canadian Journal of Statistics | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3725530 (Why is no real title available?) | 1981-01-01 | Paper |
Sur L’erreur De Prevision Avec Un Modele Arima Lorsqu’il Y A Des Donnees Manquantes
INFOR: Information Systems and Operational Research | 1979-01-01 | Paper |
On the asymptotic behaviour of the sample autocovariance function for an integrated moving average process
Biometrika | 1977-01-01 | Paper |
Spectral analysis for a random process on the sphere
Annals of the Institute of Statistical Mathematics | 1976-01-01 | Paper |
On spectral estimation for a homogeneous random process on the circle
Stochastic Processes and their Applications | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3532269 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3438218 (Why is no real title available?) | 1974-01-01 | Paper |
On the Power Series Expansion of the Moment Generating Function
The American Statistician | 1974-01-01 | Paper |
Estimation of the covariance function of a homogeneous process on the sphere
The Annals of Statistics | 1973-01-01 | Paper |
Spectral analysis for a random process on the circle
Journal of Applied Probability | 1972-01-01 | Paper |
