MULTIVARIATE AUTOREGRESSION ESTIMATION USING RESIDUALS

A new look at the statistical model identification

1974 • 46,507 citations

Information Theory and an Extension of the Maximum Likelihood Principle

1998 • 16,234 citations

Maximum entropy spectral analysis

1967 • 2,015 citations

The Wiener (Root Mean Square) Error Criterion in Filter Design and Prediction

1946 • 1,355 citations

The Fitting of Time-Series Models

1960 • 1,043 citations

Maximum entropy spectral analysis and autoregressive decomposition

1975 • 1,007 citations

An exact recursion for the composite nearest-neighbor degeneracy for a 2×N lattice space

1984 • 943 citations

On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix

1963 • 379 citations

Recursive solution to the multichannel filtering problem

1965 • 377 citations

Multichannel Time Series Analysis with Digital Computer Programs.

1968 • 269 citations

Block Toeplitz Matrix Inversion

1973 • 244 citations

Solution of the Equation $AX + XB = C$ by Inversion of an $M \times M$ or $N \times N$ Matrix

1968 • 146 citations

AUTOREGRESSION ORDER SELECTION

1976 • 64 citations

Mathematical development of discrete filters for the detection of nuclear explosions

1963 • 45 citations

Resultants and the Solution of $AX - XB = - C$

1972 • 29 citations

Prediction of Multivariate Time Series

1964 • 28 citations

New lattice methods for linear prediction

2005 • 21 citations

Applied time series analysis : [proceedings of the first applied time series symposium held in Tulsa , Oklahoma, May 14-15, 1976]

1978 • 2 citations

Deleted Work

1955 • 0 citations