Ng, Chi Tim; Joe, Harry Generating random \(\mathrm{AR}(p)\) and \(\mathrm{MA}(q)\) Toeplitz correlation matrices. (English) Zbl 1191.15033 J. Multivariate Anal. 101, No. 6, 1532-1545 (2010). Reviewer: A. Arvanitoyeorgos (Patras) MSC: 15B52 15B05 62M10 PDFBibTeX XMLCite \textit{C. T. Ng} and \textit{H. Joe}, J. Multivariate Anal. 101, No. 6, 1532--1545 (2010; Zbl 1191.15033) Full Text: DOI
Lin, Tsung I.; Ho, Hsiu J. A simplified approach to inverting the autocovariance matrix of a general \(\mathrm{ARMA}(p,q)\) process. (English) Zbl 1130.62090 Stat. Probab. Lett. 78, No. 1, 36-41 (2008). MSC: 62M10 65C60 15A99 PDFBibTeX XMLCite \textit{T. I. Lin} and \textit{H. J. Ho}, Stat. Probab. Lett. 78, No. 1, 36--41 (2008; Zbl 1130.62090) Full Text: DOI
Saikkonen, Pentti; Luukkonen, Ritva Testing the order of differencing in time series regression. (English) Zbl 0858.62078 J. Time Ser. Anal. 17, No. 5, 481-496 (1996). MSC: 62M10 62F03 PDFBibTeX XMLCite \textit{P. Saikkonen} and \textit{R. Luukkonen}, J. Time Ser. Anal. 17, No. 5, 481--496 (1996; Zbl 0858.62078) Full Text: DOI
Martin, R. J. Some results on unilateral ARMA lattice processes. (English) Zbl 0848.62051 J. Stat. Plann. Inference 50, No. 3, 395-411 (1996). MSC: 62M30 62M10 62M20 PDFBibTeX XMLCite \textit{R. J. Martin}, J. Stat. Plann. Inference 50, No. 3, 395--411 (1996; Zbl 0848.62051) Full Text: DOI
Andrews, Donald W. K.; Ploberger, Werner Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative. (English) Zbl 0843.62023 Ann. Stat. 23, No. 5, 1609-1629 (1995). MSC: 62F05 62C15 62M10 PDFBibTeX XMLCite \textit{D. W. K. Andrews} and \textit{W. Ploberger}, Ann. Stat. 23, No. 5, 1609--1629 (1995; Zbl 0843.62023) Full Text: DOI
Brockwell, P. J.; Stramer, O. On the approximation of continuous time threshold ARMA processes. (English) Zbl 0822.62070 Ann. Inst. Stat. Math. 47, No. 1, 1-20 (1995). MSC: 62M10 60H10 60J60 PDFBibTeX XMLCite \textit{P. J. Brockwell} and \textit{O. Stramer}, Ann. Inst. Stat. Math. 47, No. 1, 1--20 (1995; Zbl 0822.62070) Full Text: DOI
Yap, Sook Fwe; Reinsel, Gregory C. Estimation and testing for unit roots in a partially nonstationary vector autoregressive moving average model. (English) Zbl 0818.62079 J. Am. Stat. Assoc. 90, No. 429, 253-267 (1995). MSC: 62M10 62H12 62H15 62E20 PDFBibTeX XMLCite \textit{S. F. Yap} and \textit{G. C. Reinsel}, J. Am. Stat. Assoc. 90, No. 429, 253--267 (1995; Zbl 0818.62079) Full Text: DOI
Ku, Simon; Seneta, Eugene The number of peaks in a stationary sample and orthant probabilities. (English) Zbl 0807.62069 J. Time Ser. Anal. 15, No. 4, 385-403 (1994). MSC: 62M10 PDFBibTeX XMLCite \textit{S. Ku} and \textit{E. Seneta}, J. Time Ser. Anal. 15, No. 4, 385--403 (1994; Zbl 0807.62069) Full Text: DOI
Al-Osh, M. A.; Alzaid, A. A. A class of non-negative time series processes with ARMA structure. (English) Zbl 0873.62088 J. Appl. Stat. Sci. 1, No. 3, 313-321 (1994). MSC: 62M10 PDFBibTeX XMLCite \textit{M. A. Al-Osh} and \textit{A. A. Alzaid}, J. Appl. Stat. Sci. 1, No. 3, 313--321 (1994; Zbl 0873.62088)
Anderson, T. W.; Stephens, M. A. The modified Cramér-von Mises goodness-of-fit criterion for time series. (English) Zbl 0806.62067 Sankhyā, Ser. A 55, No. 3, 357-369 (1993). MSC: 62M10 62G10 45C05 PDFBibTeX XMLCite \textit{T. W. Anderson} and \textit{M. A. Stephens}, Sankhyā, Ser. A 55, No. 3, 357--369 (1993; Zbl 0806.62067)
Ljung, Greta M. On outlier detection in time series. (English) Zbl 0793.62048 J. R. Stat. Soc., Ser. B 55, No. 2, 559-567 (1993). MSC: 62M10 62H12 62H15 PDFBibTeX XMLCite \textit{G. M. Ljung}, J. R. Stat. Soc., Ser. B 55, No. 2, 559--567 (1993; Zbl 0793.62048)
Breidt, F. J.; Davis, R. A. Time-reversibility, identifiability and independence of innovations for stationary time series. (English) Zbl 0753.62058 J. Time Ser. Anal. 13, No. 5, 377-390 (1992). MSC: 62M10 62E10 PDFBibTeX XMLCite \textit{F. J. Breidt} and \textit{R. A. Davis}, J. Time Ser. Anal. 13, No. 5, 377--390 (1992; Zbl 0753.62058) Full Text: DOI
Cressie, Noel A. C. Statistics for spatial data. (English) Zbl 0799.62002 Wiley Series in Probability and Mathematical Statistics. New York etc.: John Wiley & Sons, Inc. (ISBN 0-471-84336-9/hbk). xx, 900 p. (1991). Reviewer: V.Schmidt (Ulm) MSC: 62-02 62H11 62M30 60G55 86A32 62M40 60G57 PDFBibTeX XMLCite \textit{N. A. C. Cressie}, Statistics for spatial data. New York etc.: John Wiley \& Sons, Inc. (1991; Zbl 0799.62002)
Davis, Richard A.; Rosenblatt, Murray Parameter estimation for some time series models without contiguity. (English) Zbl 0725.62079 Stat. Probab. Lett. 11, No. 6, 515-521 (1991). MSC: 62M10 62F10 PDFBibTeX XMLCite \textit{R. A. Davis} and \textit{M. Rosenblatt}, Stat. Probab. Lett. 11, No. 6, 515--521 (1991; Zbl 0725.62079) Full Text: DOI
Klein, André; Mélard, Guy Fisher’s information matrix for seasonal autoregressive-moving average models. (English) Zbl 0711.62075 J. Time Ser. Anal. 11, No. 3, 231-237 (1990). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{A. Klein} and \textit{G. Mélard}, J. Time Ser. Anal. 11, No. 3, 231--237 (1990; Zbl 0711.62075) Full Text: DOI
Klein, A.; Melard, G. On algorithms for computing the covariance matrix of estimates in autoregressive moving average processes. (English) Zbl 0726.62149 Comput. Stat. Q. 5, No. 1, 1-9 (1989). MSC: 62M10 65C99 62F10 62E20 PDFBibTeX XMLCite \textit{A. Klein} and \textit{G. Melard}, Comput. Stat. Q. 5, No. 1, 1--9 (1989; Zbl 0726.62149)
Huzii, Mituaki Some properties of conditional quasi-likelihood functions for time series model fitting. (English) Zbl 0671.62086 J. Time Ser. Anal. 9, No. 4, 345-353 (1988). MSC: 62M10 PDFBibTeX XMLCite \textit{M. Huzii}, J. Time Ser. Anal. 9, No. 4, 345--353 (1988; Zbl 0671.62086) Full Text: DOI
Li, W. K.; McLeod, A. I. ARMA modelling with non-Gaussian innovations. (English) Zbl 0637.62079 J. Time Ser. Anal. 9, No. 2, 155-168 (1988). MSC: 62M10 62E20 62F12 62H12 PDFBibTeX XMLCite \textit{W. K. Li} and \textit{A. I. McLeod}, J. Time Ser. Anal. 9, No. 2, 155--168 (1988; Zbl 0637.62079) Full Text: DOI
Taniguchi, Masanobu A Berry-Esseen theorem for the maximum likelihood estimator in Gaussian ARMA processes. (English) Zbl 0737.62079 Statistical theory and data analysis II, Proc. 2nd Pac. Area Stat. Conf., Tokyo/Jap. 1986, 535-549 (1988). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{M. Taniguchi}, in: Second order asymptotic properties of the generalized Bayes estimators for a family of non-regular distributions. . 535--549 (1988; Zbl 0737.62079)
Poskitt, D. S. A modified Hannan-Rissanen strategy for mixed autoregressive-moving average order determination. (English) Zbl 0634.62087 Biometrika 74, 781-790 (1987). Reviewer: D.Rasch MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{D. S. Poskitt}, Biometrika 74, 781--790 (1987; Zbl 0634.62087)
Veres, Sándor Asymptotic distributions of likelihood ratios for overparametrized ARMA processes. (English) Zbl 0625.62074 J. Time Ser. Anal. 8, 345-357 (1987). Reviewer: J.Anděl MSC: 62M10 62E20 62F05 PDFBibTeX XMLCite \textit{S. Veres}, J. Time Ser. Anal. 8, 345--357 (1987; Zbl 0625.62074) Full Text: DOI
Poskitt, D. S. A Bayes procedure for the identification of univariate time series models. (English) Zbl 0603.62093 Ann. Stat. 14, 502-516 (1986). Reviewer: R.Mentz MSC: 62M10 62C10 PDFBibTeX XMLCite \textit{D. S. Poskitt}, Ann. Stat. 14, 502--516 (1986; Zbl 0603.62093) Full Text: DOI
Huhn, Edit Maximum likelihood estimation of linear regression. (Hungarian. English summary) Zbl 0607.62079 Alkalmazott Mat. Lapok 11, 183-189 (1985). MSC: 62J05 62M10 PDFBibTeX XMLCite \textit{E. Huhn}, Alkalmazott Mat. Lapok 11, 183--189 (1985; Zbl 0607.62079)
Kohn, Robert; Ansley, Craig F. Computing the likelihood and its derivatives for a Gaussian ARMA model. (English) Zbl 0605.62096 J. Stat. Comput. Simulation 22, 229-263 (1985). MSC: 62M10 65C99 65D15 PDFBibTeX XMLCite \textit{R. Kohn} and \textit{C. F. Ansley}, J. Stat. Comput. Simulation 22, 229--263 (1985; Zbl 0605.62096) Full Text: DOI
Kunitomo, Naoto; Yamamoto, Taku Properties of predictors in misspecified autoregressive time series models. (English) Zbl 0588.62171 J. Am. Stat. Assoc. 80, 941-950 (1985). MSC: 62M20 62M10 PDFBibTeX XMLCite \textit{N. Kunitomo} and \textit{T. Yamamoto}, J. Am. Stat. Assoc. 80, 941--950 (1985; Zbl 0588.62171) Full Text: DOI
Porat, Boaz; Friedlander, Benjamin Parametric techniques for adaptive detection of Gaussian signals. (English) Zbl 0584.62160 IEEE Trans. Acoust. Speech Signal Process. 32, 780-790 (1984). MSC: 62M15 93E10 62M09 PDFBibTeX XMLCite \textit{B. Porat} and \textit{B. Friedlander}, IEEE Trans. Acoust. Speech Signal Process. 32, 780--790 (1984; Zbl 0584.62160) Full Text: DOI
Gourieroux, C.; Monfort, A.; Trognon, A. Estimation and test in probit models with serial correlation. (English) Zbl 0576.62085 Alternative approaches to time series analysis, Proc. 3rd Fr.-Belg. Meet. Stat., Rouen/France 1982, Trav. Rech. 1, 169-209 (1984). Reviewer: J.Ledolter MSC: 62M10 62F12 62P20 62G99 PDFBibTeX XML
Godolphin, E. J.; Unwin, J. M. Evaluation of the covariance matrix for the maximum likelihood estimator of a Gaussian autoregressive-moving average process. (English) Zbl 0517.62087 Biometrika 70, 279-284 (1983). MSC: 62M10 60G35 PDFBibTeX XMLCite \textit{E. J. Godolphin} and \textit{J. M. Unwin}, Biometrika 70, 279--284 (1983; Zbl 0517.62087) Full Text: DOI
Arato, Matyas Radon-Nikodym derivatives in case of rational spectral densities. (English) Zbl 0517.62093 Stochastic differential systems, Proc. 2nd Conf., Bad Honnef 1982, Lect. Notes Control Inf. Sci. 43, 2-15 (1982). MSC: 62M15 62B99 60H10 62M20 PDFBibTeX XML
Dickinson, Bradley W. Sufficient statistics for stationary discrete-time Gaussian random processes. (English) Zbl 0502.62003 J. Time Ser. Anal. 3, 165-168 (1982). MSC: 62B05 62M15 PDFBibTeX XMLCite \textit{B. W. Dickinson}, J. Time Ser. Anal. 3, 165--168 (1982; Zbl 0502.62003) Full Text: DOI
Andersen, Anders Holst; Jensen, Eva Bjorn; Schou, Geert Two-way analysis of variance with correlated errors. (English) Zbl 0529.62077 Int. Stat. Rev. 49, 153-167 (1981). MSC: 62M10 62J10 62E20 PDFBibTeX XMLCite \textit{A. H. Andersen} et al., Int. Stat. Rev. 49, 153--167 (1981; Zbl 0529.62077) Full Text: DOI
Anderson, T. W.; Mentz, Raul P. On the structure of the likelihood function of autoregressive and moving average models. (English) Zbl 0499.62084 J. Time Ser. Anal. 1, 83-94 (1980). MSC: 62M10 62M09 62F10 PDFBibTeX XMLCite \textit{T. W. Anderson} and \textit{R. P. Mentz}, J. Time Ser. Anal. 1, 83--94 (1980; Zbl 0499.62084) Full Text: DOI
Lawrance, A. J.; Lewis, P. A. W. The exponential autoregressive-moving average EARMA(p,q) process. (English) Zbl 0433.62061 J. R. Stat. Soc., Ser. B. 42, 150-161 (1980). MSC: 62M10 65C05 PDFBibTeX XMLCite \textit{A. J. Lawrance} and \textit{P. A. W. Lewis}, J. R. Stat. Soc., Ser. B 42, 150--161 (1980; Zbl 0433.62061)
Rosenblatt, M. Linear processes and bispectra. (English) Zbl 0423.60043 J. Appl. Probab. 17, 265-270 (1980). MSC: 60G35 60G25 62M05 93E11 62M10 PDFBibTeX XMLCite \textit{M. Rosenblatt}, J. Appl. Probab. 17, 265--270 (1980; Zbl 0423.60043) Full Text: DOI
Peele, Lawrence Characterizations of autoregressive prediction and moving average prediction as discrete-time spline interpolation. (English) Zbl 0447.62101 Commun. Stat., Theory Methods A8, 35-46 (1979). MSC: 62M20 62M10 41A15 65D07 PDFBibTeX XMLCite \textit{L. Peele}, Commun. Stat., Theory Methods A8, 35--46 (1979; Zbl 0447.62101) Full Text: DOI