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

An Approach to Time Series Analysis

1961 • 370 citations

THE AUTOCORRELATION FUNCTION AND THE SPECTRAL DENSITY FUNCTION

1955 • 98 citations

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

1958 • 93 citations

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

1969 • 56 citations

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

1967 • 49 citations

Sampling Theory Applied to Autoregressive Sequences

1948 • 49 citations

On the Sufficient Statistics for Stationary Gaussian Random Processes

1961 • 35 citations

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

1971 • 31 citations