| Publication | Date of Publication | Type |
|---|
Dynamic correlation multivariate stochastic volatility with latent factors
Statistica Neerlandica | 2023-12-14 | Paper |
A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix
Statistical Modelling | 2020-10-08 | Paper |
On the degrees of freedom in MCMC-based Wishart models for time series data
Statistics & Probability Letters | 2015-03-24 | Paper |
Fourier analysis of time series. An introduction.
Wiley Series in Probability and Mathematical Statistics | 2002-04-23 | Paper |
| scientific article; zbMATH DE number 1302813 (Why is no real title available?) | 2001-03-11 | Paper |
| scientific article; zbMATH DE number 1302814 (Why is no real title available?) | 1999-11-04 | Paper |
PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA
Journal of Time Series Analysis | 1994-08-22 | Paper |
DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
Journal of Time Series Analysis | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3938166 (Why is no real title available?) | 1986-01-01 | Paper |
On series representations for linear predictors
The Annals of Probability | 1985-01-01 | Paper |
Characterizations of completely nondeterministic stochastic processes
Pacific Journal of Mathematics | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3852235 (Why is no real title available?) | 1983-01-01 | Paper |
Canonical correlations of past and future for time series: Definitions and theory
The Annals of Statistics | 1983-01-01 | Paper |
Canonical correlations of past and future for time series: Bounds and computation
The Annals of Statistics | 1983-01-01 | Paper |
Inefficiency and correlation
Biometrika | 1981-01-01 | Paper |
Least Absolute Deviations Curve-Fitting
SIAM Journal on Scientific and Statistical Computing | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3550006 (Why is no real title available?) | 1976-01-01 | Paper |
Properties of the random search in global optimization
Journal of Optimization Theory and Applications | 1975-01-01 | Paper |
The inefficiency of least squares
Biometrika | 1975-01-01 | Paper |
| A Time Series Approach to Numerical Differentiation | 1974-01-01 | Paper |
Numerical differentiation procedures for non-exact data
Numerische Mathematik | 1974-01-01 | Paper |
Linear Transformations for Multivariate Binary Data
Biometrics | 1974-01-01 | Paper |
An exponential model for the spectrum of a scalar time series
Biometrika | 1973-01-01 | Paper |
On the error of prediction of a time series
Biometrika | 1972-01-01 | Paper |
A low traffic approximation for queues
Journal of Applied Probability | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3395228 (Why is no real title available?) | 1971-01-01 | Paper |
Lower bounds for renewal sequences and p-functions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1971-01-01 | Paper |
Lower bounds for renewal sequences and p-functions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3347556 (Why is no real title available?) | 1970-01-01 | Paper |
