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

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

The Statistical Analysis of Time Series.

1995 • 2,128 citations

Toeplitz Forms and Their Applications

1958 • 1,937 citations

Multiple time series

1970 • 1,885 citations

Estimation and information in stationary time series

1953 • 547 citations

The asymptotic theory of linear time-series models

1973 • 414 citations

EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS

1959 • 370 citations

Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series

1964 • 190 citations

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

1974 • 156 citations

The estimation of mixed moving average autoregressive systems

1969 • 112 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

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

1975 • 45 citations

Maximum Likelihood Estimation of Parameters of Autoregressive Processes with Moving Average Residuals and Other Covariance Matrices with Linear Structure

1975 • 45 citations

On Durbin's formula for the limiting generalized variance of a sample of consecutive observations from a moving-average process

1961 • 16 citations

On the covariance determinants of moving-average and autoregressive models

1960 • 13 citations

On Maximum Likelihood Estimation of Parameters of Autoregressive Moving Average Processes

1977 • 4 citations

Deleted Work

1955 • 0 citations