EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS

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

Estimation and information in stationary time series

1953 • 547 citations

Hypothesis Testing in Time Series Analysis.

1951 • 356 citations

Further Contributions to the Problem of Serial Correlation

1944 • 63 citations

A Large-Sample Test for Moving Averages

1949 • 37 citations