On Maximum Likelihood Estimation of Parameters of Autoregressive Moving Average Processes

The Statistical Analysis of Time Series.

1995 • 2,128 citations

The Statistical Analysis of Time Series.

1972 • 1,286 citations

Estimation and information in stationary time series

1953 • 547 citations

Asymptotically Efficient Estimation of Covariance Matrices with Linear Structure

1973 • 258 citations

Maximum Likelihood Estimation of Parameters of Autoregressive Processes with Moving Average Residuals and Other Covariance Matrices with Linear Structure

1975 • 45 citations

Approximations for Stationary Covariance Matrices and Their Inverses with Application to ARMA Models

1976 • 32 citations