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

An Introduction to Multivariate Statistical Analysis

1986 • 9,529 citations

Estimation of Parameters in Time-Series Regression Models

1960 • 480 citations

On Stochastic Limit and Order Relationships

1943 • 388 citations

Large-Sample Theory: Parametric Case

1956 • 255 citations

A Note on the Theory of Moment Generating Functions

1942 • 186 citations

Bayesian Analysis of the Regression Model with Autocorrelated Errors

1964 • 112 citations