Analysis of autoregressive-moving average models: Estimation and prediction

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Linear Statistical Inference and its Applications

1973 • 10,599 citations

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

1949 • 1,372 citations

Time series analysis and simultaneous equation econometric models

1974 • 660 citations

An Approach to Time Series Analysis

1961 • 370 citations

The exact likelihood function for a mixed autoregressive-moving average process

1974 • 156 citations

THE AUTOCORRELATION FUNCTION AND THE SPECTRAL DENSITY FUNCTION

1955 • 98 citations

On the inverses of some patterned matrices arising in the theory of stationary time series

1974 • 95 citations

On the Inversion of the Sample Covariance Matrix in a Stationary Autoregressive Process

1958 • 93 citations

Large-sample estimation of parameters for autoregressive processes with moving-average residuals

1962 • 78 citations

On the inverse of the covariance matrix of a first order moving average

1969 • 56 citations

Sampling Theory Applied to Autoregressive Sequences

1948 • 49 citations

Some tests of separate families of hypotheses in time series analysis.

1967 • 49 citations

An Approximate Inverse for the Covariance Matrix of Moving Average and Autoregressive Processes

1975 • 45 citations

On the inverse of the covariance matrix for an autoregressive-moving average process

1973 • 37 citations

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

1976 • 32 citations

Analysis of correlated random effects: linear model with two random components

1971 • 31 citations