Identification and autoregressive spectrum estimation

Information Theory and an Extension of the Maximum Likelihood Principle

1998 • 16,234 citations

Information Theory and an Extension of the Maximum Likelihood Principle

1992 • 3,091 citations

Fitting autoregressive models for prediction

1969 • 2,363 citations

Multiple Time Series

1970 • 1,283 citations

Statistical Models and Turbulence

1972 • 360 citations

Autoregressive model fitting for control

1971 • 333 citations

Autoregressive Model Fitting for Control

1998 • 326 citations

Spectral analysis of EEG's by autoregressive decomposition of time series

1970 • 152 citations

On the Fitting of Multivariate Autoregressions, and the Approximate Canonical Factorization of a Spectral Density Matrix

1963 • 90 citations

Spectrum estimation with missing observations

1971 • 73 citations

The estimation of coherence and group delay

1971 • 51 citations

Delay estimation and the estimation of coherence and phase

1981 • 50 citations

Change Detection Model for Serially Correlated Multivariate Data

1970 • 36 citations

Prediction of Multivariate Time Series

1964 • 28 citations