The following pages link to David A. Pierce (Q1135602):
Displaying 19 items.
- Signal extraction error in nonstationary time series (Q1135603) (← links)
- Data revisions with moving average seasonal adjustment procedures (Q1145458) (← links)
- Sources of error in economic time series (Q1162433) (← links)
- Forecasting in dynamic models with stochastic regressors (Q1222496) (← links)
- Noninvertible transfer functions and their forecasts (Q1224408) (← links)
- Causality in temporal systems. Characterizations and a Survey (Q1237341) (← links)
- (Q3327561) (← links)
- A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL (Q3747570) (← links)
- Estimating Trend and Growth Rates in Seasonal Time Series (Q3773131) (← links)
- R 2 Measures for Time Series (Q3856009) (← links)
- On trend and autocorrelation (Q4049991) (← links)
- Function Fields and Elementary Equivalence (Q4266011) (← links)
- A Duality Between Autoregressive and Moving Average Processes Concerning Their Least Squares Parameter Estimates (Q5591201) (← links)
- On residuals and their autocorrelations in fitted time series models (Q5618858) (← links)
- (Q5626064) (← links)
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models (Q5630507) (← links)
- Least squares estimation in the regression model with autoregressive-moving average errors (Q5633500) (← links)
- Least squares estimation in dynamic-disturbance time series models (Q5641926) (← links)
- Residual Correlations and Diagnostic Checking in Dynamic-Disturbance Time Series Models (Q5657579) (← links)
