Multivariate time series analysis

Independent and stationary sequences of random variables

1971 • 2,159 citations

On the central limit theorem for stationary processes

1974 • 256 citations

The estimation of frequency

1973 • 219 citations

Non-linear time series regression

1971 • 191 citations

On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance

1954 • 190 citations

Central limit theorems for time series regression

1973 • 127 citations

Lagged Regression with Unknown Lags

1973 • 53 citations

Parameter Estimation for an $R$-Dimensional Plane Wave Observed with Additive Independent Gaussian Errors

1972 • 37 citations

The Uniform Convergence of Autocovariances

1974 • 28 citations