The following pages link to Robert B. Lund (Q1036249):
Displaying 50 items.
- (Q464479) (redirect page) (← links)
- A linear regression model with persistent level shifts: an alternative to infill asymptotics (Q464480) (← links)
- Inference in binomial AR(1) models (Q613196) (← links)
- Multivariate versions of Bartlett's formula (Q764471) (← links)
- Confidence intervals for long memory regressions (Q947197) (← links)
- An MDL approach to the climate segmentation problem (Q977634) (← links)
- Inference for shot noise (Q995837) (← links)
- A statistical study of extreme nor'easter snowstorms (Q1036251) (← links)
- A control chart for a general Gaussian process (Q1299408) (← links)
- Maximum likelihood estimation for single server queues from waiting time data (Q1357714) (← links)
- Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts (Q1647625) (← links)
- First-order seasonal autoregressive processes with periodically varying parameters (Q1827546) (← links)
- Computable exponential convergence rates for stochastically ordered Markov processes (Q1921439) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Autocovariance estimation in the presence of changepoints (Q2111950) (← links)
- A comparison of single and multiple changepoint techniques for time series data (Q2129576) (← links)
- Short communication: Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection (Q2131955) (← links)
- Multiple changepoint detection with partial information on changepoint times (Q2316608) (← links)
- Geometric renewal convergence rates from hazard rates (Q2731160) (← links)
- Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models (Q2742774) (← links)
- RENEWAL CONVERGENCE RATES FOR DHR AND NWU LIFETIMES (Q2784123) (← links)
- Large Sample Properties of Parameter Estimates for Periodic ARMA Models (Q2784953) (← links)
- RENEWAL SEQUENCES WITH PERIODIC DYNAMICS (Q2894054) (← links)
- (Q2906606) (← links)
- A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors (Q2930893) (← links)
- Testing equality of stationary autocovariances (Q3077653) (← links)
- Estimation in Reversible Markov Chains (Q3160913) (← links)
- A monotonicity in reversible Markov chains (Q3410928) (← links)
- PARSIMONIOUS PERIODIC TIME SERIES MODELING (Q3429881) (← links)
- Equivalent sample sizes in time series regressions (Q3497818) (← links)
- Technical note: Traffic intensity estimation (Q3636787) (← links)
- A new look at time series of counts (Q3653098) (← links)
- (Q4215576) (← links)
- PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA (Q4299015) (← links)
- A Dam with seasonal input (Q4305655) (← links)
- A comparison of convergence rates for three models in the theory of dams (Q4339249) (← links)
- The geometric convergence rate of a Lindley random walk (Q4364891) (← links)
- Limiting properties of Poisson shot noise processes (Q4668008) (← links)
- Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models (Q4677018) (← links)
- The stability of storage models with shot noise input (Q4716107) (← links)
- (Q4821413) (← links)
- Geometric Convergence Rates for Stochastically Ordered Markov Chains (Q4880883) (← links)
- TESTING FOR REVERSIBILITY IN MARKOV CHAIN DATA (Q4902494) (← links)
- Arc length tests for equivalent autocovariances (Q4925457) (← links)
- SUPERPOSITIONED STATIONARY COUNT TIME SERIES (Q5051925) (← links)
- Changepoints in the North Atlantic Tropical Cyclone Record (Q5256402) (← links)
- A seasonal analysis of riverflow trends (Q5290904) (← links)
- (Q5317341) (← links)
- Book Reviews (Q5414067) (← links)
- Shapes of stationary autocovariances (Q5441534) (← links)
