The following pages link to Craig F. Ansley (Q594823):
Displaying 40 items.
- On the smoothness properties of the best linear unbiased estimate of a stochastic process observed with noise (Q594824) (← links)
- Filtering and smoothing algorithms for state space models (Q909400) (← links)
- Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions (Q1071457) (← links)
- Finite sample properties of estimators for autoregressive moving average models (Q1138872) (← links)
- Asymptotic distribution of residual autocorrelations from estimation of ARMA processes by Gram-Schmidt orthogonalization (Q1154190) (← links)
- Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics (Q1203091) (← links)
- On the structure of moving average processes (Q1238200) (← links)
- Testing of linearity in a semiparametric regression model (Q1341190) (← links)
- (Q3200430) (← links)
- FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS (Q3203895) (← links)
- (Q3217475) (← links)
- Quick Proofs of Some Regression Theorems via the QR Algorithm (Q3219601) (← links)
- The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing (Q3321284) (← links)
- Fixed interval estimation in state space models when some of the data are missing or aggregated (Q3332121) (← links)
- Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression (Q3484230) (← links)
- A note on Kalman filtering for the seasonal moving average model (Q3681792) (← links)
- On the rate of convergence of the innovation representation of a moving average process (Q3687558) (← links)
- (Q3698121) (← links)
- (Q3711640) (← links)
- A structured state space approach to computing the likelihood of an ARIMA process and its derivatives (Q3727188) (← links)
- Prediction Mean Squared Error for State Space Models with Estimated Parameters (Q3740087) (← links)
- A note on reparameterizing a vector autoregressive moving average model to enforce stationarity (Q3740862) (← links)
- Computing the likelihood and its dierivatives for a gaussian ARMA model (Q3742545) (← links)
- Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data (Q3746732) (← links)
- Spline smoothing with repeated values (Q3753289) (← links)
- Efficient generalized cross-validation for state space models (Q3753355) (← links)
- A New Algorithm for Spline Smoothing Based on Smoothing a Stochastic Process (Q3763464) (← links)
- Signal extraction for finite nonstationary time series (Q3768223) (← links)
- A fast algorithm for signal extraction, influence and cross-validation in state space models (Q3814606) (← links)
- Computation of the theoretical autocovariance function for a vector arma process (Q3889971) (← links)
- On the Bias in Estimates of Forecast Mean Squared Error (Q3925751) (← links)
- A geometrical derivation of the fixed interval smoothing algorithm (Q3958369) (← links)
- Exact likelihood of vector autoregressive-moving average process with missing or aggregated data (Q3968344) (← links)
- Nonparametric spline regression with autoregressive moving average errors (Q4015839) (← links)
- The Performance of Cross-Validation and Maximum Likelihood Estimators of Spline Smoothing Parameters (Q4031123) (← links)
- An algorithm for the exact likelihood of a mixed autoregressive-moving average process (Q4197926) (← links)
- (Q4324837) (← links)
- Nonparametric spline regression with prior information (Q4695177) (← links)
- A note on obtaining the theoretical autocovariances of an ARMA process (Q4742199) (← links)
- Accuracy and efficiency of alternative spline smoothing algorithms (Q4851433) (← links)
