Signal Extraction for Nonstationary Time Series

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Time Series: Data Analysis and Theory.

1976 • 2,796 citations

The Statistical Analysis of Time Series.

1995 • 2,128 citations

The Extrapolation, Interpolation and Smoothing of Stationary Time Series with Engineering Applications.

1952 • 815 citations

Stochastic Optimal Linear Estimation and Control

1972 • 586 citations

An ARIMA-Model-Based Approach to Seasonal Adjustment

1982 • 432 citations

The Extrapolation, Interpolation and Smoothing of Stationary Time Series, with Engineering Applications.

1950 • 365 citations

Seasonal Adjustment by Signal Extraction

1980 • 271 citations

Decomposition of Seasonal Time Series: A Model for the Census X-11 Program

1976 • 261 citations

A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER

1981 • 133 citations

Derivation of the Theoretical Autocovariance Function of Autoregressive Moving Average Time Series

1975 • 91 citations

Signal Extraction Error in Nonstationary Time Series

1979 • 82 citations

The exact likelihood function of multivariate autoregressive-moving average models

1979 • 68 citations

Some consideration of decomposition of a time series

1978 • 31 citations

Measurement of a wandering signal amid noise

1967 • 25 citations

Prediction of a noise-distorted, multivariate, non-stationary signal

1967 • 23 citations