The Strong Consistency of Maximum Likelihood Estimators for ARMA Processes

A New Approach to Linear Filtering and Prediction Problems

1960 • 28,714 citations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

The Advanced Theory of Statistics.

1978 • 6,960 citations

Topics in Mathematical System Theory

1969 • 1,709 citations

Note on the Consistency of the Maximum Likelihood Estimate

1949 • 1,114 citations

On a Matrix Riccati Equation of Stochastic Control

1968 • 966 citations

The prediction theory of multivariate stochastic processes: I. The regularity condition

1957 • 591 citations

Estimation and information in stationary time series

1953 • 547 citations

On the factorization of rational matrices

1961 • 450 citations

Vector linear time series models

1976 • 276 citations

Some new algorithms for recursive estimation in constant, linear, discrete-time systems

1974 • 224 citations

Stationary Stochastic Processes

2006 • 216 citations

On The Consistency of Prediction Error Identification Methods

1976 • 124 citations

Vector linear time series models: corrections and extensions

1978 • 92 citations

Prediction error identification methods for stationary stochastic processes

1976 • 84 citations

Properties of infinite covariance matrices and stability of optimum predictors

1969 • 79 citations

On consistency and identifiability

1976 • 66 citations

Maximum likelihood estimation of parameters in multivariate Gaussian stochastic processes (Corresp.)

1974 • 65 citations

Automatic Construction of Linear Stochastic Dynamic Models For Stationary Industrial Processes with Random Disturbances Using Operating Records

1965 • 47 citations

Extension to Markov processes of a result by A. Wald about the consistency of the maximum likelihood estimate

1965 • 25 citations

A fast algorithm for optimum linear predictors

1973 • 22 citations