Tiao, George C.; Xu, Daming Robustness of maximum likelihood estimates for multi-step predictions: The exponential smoothing case. (English) Zbl 0808.62086 Biometrika 80, No. 3, 623-641 (1993). Reviewer: N.Kordzakhia (Tbilisi) MSC: 62M20 62F35 62F10 62M10 PDFBibTeX XMLCite \textit{G. C. Tiao} and \textit{D. Xu}, Biometrika 80, No. 3, 623--641 (1993; Zbl 0808.62086) Full Text: DOI
Tsay, Ruey S.; Tiao, George C. Asymptotic properties of multivariate nonstationary processes with applications to autoregressions. (English) Zbl 0705.62082 Ann. Stat. 18, No. 1, 220-250 (1990). MSC: 62M10 60F17 PDFBibTeX XMLCite \textit{R. S. Tsay} and \textit{G. C. Tiao}, Ann. Stat. 18, No. 1, 220--250 (1990; Zbl 0705.62082) Full Text: DOI
Ahtola, Juha; Tiao, George C. A note on asymptotic inference in autoregressive models with roots on the unit circle. (English) Zbl 0618.62087 J. Time Ser. Anal. 8, 15-19 (1987). Reviewer: R.Mentz MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{J. Ahtola} and \textit{G. C. Tiao}, J. Time Ser. Anal. 8, 15--19 (1987; Zbl 0618.62087) Full Text: DOI
Hannan, E. J. (ed.); Krishnaiah, P. R. (ed.); Rao, M. M. (ed.) [Deistler, M.; Fuller, W. A.; Tiao, G. C.; Martin, R. D.; Yohai, V. J.; Jones, R. H.; Ljung, L.; Young, P.; Cameron, M. A.; Thomson, P. J.; Nicholls, D. F.; Pagan, A. R.; Shibata, R.; Rao, M. M.; Bhagaran, C. S. K.; Chang, D. K.; Cambanis, S.; de Souza, P.; Theil, H.; Fiebig, D. G.; Ozaki, T.] Time series in the time domain. (English) Zbl 0578.62074 Handbook of Statistics, Vol. 5. Amsterdam - New York - Oxford: North- Holland. XIV, 490 p. $ 96.00; Dfl. 275.00 (1985). Reviewer: P.Stoica MSC: 62M10 62-02 93E12 PDFBibTeX XML
Tsay, Ruey S.; Tiao, George C. Use of canonical analysis in time series model identification. (English) Zbl 0576.62084 Biometrika 72, 299-315 (1985). Reviewer: J.Ledolter MSC: 62M10 62H20 62F12 62E20 60G10 60G12 PDFBibTeX XMLCite \textit{R. S. Tsay} and \textit{G. C. Tiao}, Biometrika 72, 299--315 (1985; Zbl 0576.62084) Full Text: DOI