The following pages link to Steven C. Hillmer (Q3317943):
Displaying 10 items.
- Modeling Time Series With Calendar Variation (Q3317944) (← links)
- Order Reductions of the Marginals and Identification of Multiple ARMA Models (Q3354943) (← links)
- Bench-Marking Time Series with Reliable Bench-Marks (Q3489230) (← links)
- Benchmarking of Economic Time Series (Q3771936) (← links)
- MARGINALS OF MULTIVARIATE FIRST-ORDER AUTOREGRESSIVE TIME SERIES MODELS (Q3810745) (← links)
- Likelihood Function of Stationary Multiple Autoregressive Moving Average Models (Q3853004) (← links)
- (Q3903919) (← links)
- An ARIMA-Model-Based Approach to Seasonal Adjustment (Q3942261) (← links)
- INITIALIZING THE KALMAN FILTER FOR NONSTATIONARY TIME SERIES MODELS (Q3985815) (← links)
- Some consideration of decomposition of a time series (Q4181138) (← links)
