Least squares estimation in the regression model with autoregressive-moving average errors

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Applied Regression Analysis

2005 • 18,630 citations

Application of Least Squares Regression to Relationships Containing Auto-Correlated Error Terms

1949 • 1,372 citations

On the Theoretical Specification and Sampling Properties of Autocorrelated Time-Series

1946 • 819 citations

On the Statistical Treatment of Linear Stochastic Difference Equations

1943 • 782 citations

The Modified Gauss-Newton Method for the Fitting of Non-Linear Regression Functions by Least Squares

1961 • 777 citations

Estimation of Parameters in Time-Series Regression Models

1960 • 480 citations

The Lindeberg-Lévy theorem for martingales

1961 • 301 citations

Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series

1964 • 190 citations

A NOTE ON THE CONSISTENCY AND MAXIMA OF THE ROOTS OF LIKELIHOOD EQUATIONS

1954 • 84 citations

Distribution of Residual Autocorrelations in the Regression Model with Autoregressive–Moving Average Errors

1971 • 67 citations

On the central limit theorem for sums of dependent random variables

1967 • 55 citations

The Problem of Autocorrelation in Regression Analysis

1954 • 54 citations

MODELS FOR FORECASTING SEASONAL AND NON-SEASONAL TIME SERIES.

1967 • 24 citations

Asymptotic Distribution of Maximum Likelihood Estimators in a Linear Model With Autoregressive Disturbances

1969 • 18 citations