The following pages link to D. Stephen G. Pollock (Q1695652):
Displaying 25 items.
- (Q689414) (redirect page) (← links)
- On the criterion function for ARMA estimation (Q689416) (← links)
- Improved frequency selective filters (Q951867) (← links)
- Recursive estimation in econometrics (Q956735) (← links)
- Econometric methods of signal extraction (Q959313) (← links)
- Realisations of finite-sample frequency-selective filters (Q999011) (← links)
- Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems (Q1058254) (← links)
- Tensor products and matrix differential calculus (Q1065108) (← links)
- Identification of linear stochastic models with covariance restrictions (Q1077122) (← links)
- A synopsis of the smoothing formulae associated with the Kalman filter (Q1316424) (← links)
- Cycles, syllogisms and semantics: examining the idea of spurious cycles (Q1695653) (← links)
- Trend estimation and de-trending via rational square-wave filters (Q1841191) (← links)
- Sharp filters for short sequences (Q1873101) (← links)
- The misspecification of dynamic regression models (Q1918127) (← links)
- On Kronecker products, tensor products and matrix differential calculus (Q2874322) (← links)
- Circulant matrices and time-series analysis (Q3150479) (← links)
- The Misspecification of Arma Models (Q3201451) (← links)
- An index notation for multivariate statistical analysis (Q3358075) (← links)
- Metaphors for time‐series analysis (Q4359958) (← links)
- WIENER–KOLMOGOROV FILTERING, FREQUENCY-SELECTIVE FILTERING, AND POLYNOMIAL REGRESSION (Q4562556) (← links)
- (Q4953890) (← links)
- Trends cycles and seasons: Econometric methods of signal extraction (Q5034248) (← links)
- The Correspondence Between Stochastic Linear Difference and Differential Equations (Q5048327) (← links)
- (Q5323376) (← links)
- Band-Limited Stochastic Processes in Discrete and Continuous Time (Q5881624) (← links)
