The following pages link to Paul Shaman (Q928913):
Displaying 19 items.
- Properties of generalized Levinson-Durbin-Whittle sequences (Q928914) (← links)
- Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation (Q962220) (← links)
- The inverted complex Wishart distribution and its application to spectral estimation (Q1150966) (← links)
- On the calculation of cumulants of estimators arising from a linear time series regression model (Q1176224) (← links)
- An approximate inverse for the covariance matrix of moving average and autoregressive processes (Q1219660) (← links)
- Approximations for stationary covariance matrices and their inverses with application to ARMA models (Q1225895) (← links)
- A fixed point characterization for bias of autoregressive estimators (Q1823595) (← links)
- (Q3341719) (← links)
- Generalized Levinson–Durbin Sequences and Binomial Coefficients (Q3625200) (← links)
- The Bias of Autoregressive Coefficient Estimators (Q3813102) (← links)
- (Q3949851) (← links)
- (Q3951428) (← links)
- Some Bayesian considerations in spectral estimation (Q4127227) (← links)
- Assessing Prediction Error in Autoregressive Models (Q4318465) (← links)
- The bias mapping of the Yule-Walker estimator is a contraction (Q5243738) (← links)
- On the inverse of the covariance matrix of a first order moving average (Q5582731) (← links)
- Parameter Estimation for an $R$-Dimensional Plane Wave Observed with Additive Independent Gaussian Errors (Q5649339) (← links)
- On the inverse of the covariance matrix for an autoregressive-moving average process (Q5667915) (← links)
- Bias of Autoregressive Spectral Estimators (Q5748784) (← links)
