Edit Profile Mentz, Raul Pedro Compute Distance To: Compute Author ID: mentz.raul-pedro Published as: Mentz, R. P.; Mentz, Raul P.; Mentz, Raul Pedro; Mentz, Raúl P.; Mentz, Raúl Pedro External Links: MGP · Wikidata Documents Indexed: 24 Publications since 1975 Reviewing Activity: 45 Reviews all top 5 Co-Authors 7 single-authored 7 Anderson, Theodore Wilbur jun. 6 Morettin, Pedro Alberto 5 Toloi, Clélia M. C. 4 Martínez, Carlos I. 2 Jarma, Nora M. 1 Pino, Francisco A. 1 Viollaz, Aldo Jose all top 5 Serials 3 Estadística 3 Communications in Statistics. Theory and Methods 2 Journal of Time Series Analysis 2 Brazilian Journal of Probability and Statistics 1 The Annals of Statistics 1 International Statistical Review 1 Journal of Econometrics 1 Journal of Multivariate Analysis 1 Revista de la Unión Matemática Argentina 1 Statistics & Probability Letters 1 REBRAPE 1 Communications in Statistics. Simulation and Computation 1 SIAM Journal on Applied Mathematics 1 Computational Statistics and Data Analysis 1 Test all top 5 Fields 21 Statistics (62-XX) 5 Numerical analysis (65-XX) 4 Probability theory and stochastic processes (60-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 1 Difference and functional equations (39-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 12 Publications have been cited 35 times in 26 Documents Cited by ▼ Year ▼ On the inverse of some covariance matrices of Toeplitz type. Zbl 0337.15006Mentz, Raul Pedro 11 1976 Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models. Zbl 0784.62079Anderson, T. W.; Mentz, R. P. 4 1993 On the structure of the likelihood function of autoregressive and moving average models. Zbl 0499.62084Anderson, T. W.; Mentz, Raul P. 4 1980 Modelling and forecasting linear combinations of time series. Zbl 0636.62089Pino, Francisco A.; Morettin, Pedro A.; Mentz, Raúl P. 3 1987 Estimation in the first-order moving average model through the finite autoregressive approximation: Some asymptotic results. Zbl 0364.62093Mentz, Raul Pedro 3 1977 Simulations of iterative procedures for maximum likelihood estimation in MA(1) models. Zbl 0875.62408Anderson, T. W.; Mentz, R. P.; Jarma, N. M.; Martinez, C. I. 2 1996 Estimation in the first order moving average model based on sample autocorrelations. Zbl 0376.62061Mentz, Raul Pedro 2 1977 The generalized variance of a stationary autoregressive process. Zbl 0376.60040Anderson, T. W.; Mentz, Raul P. 2 1977 Likelihood ratio test of equality of several variances in the intraclass correlation model. Zbl 1008.62609Mentz, Raul P. 1 2001 On residual variance estimation in autoregressive models. Zbl 1126.62361Mentz, Raul P.; Morettin, Pedro A.; Toloi, Clélia M. C. 1 1998 Residual variance estimation in moving average models. Zbl 0955.62624Mentz, Raul P.; Morettin, Pedro A.; Toloi, Clélia M. C. 1 1997 A note on maximum likelihood estimation in the first-order Gaussian moving average model. Zbl 0783.62067Anderson, T. W.; Mentz, R. P. 1 1993 Likelihood ratio test of equality of several variances in the intraclass correlation model. Zbl 1008.62609Mentz, Raul P. 1 2001 On residual variance estimation in autoregressive models. Zbl 1126.62361Mentz, Raul P.; Morettin, Pedro A.; Toloi, Clélia M. C. 1 1998 Residual variance estimation in moving average models. Zbl 0955.62624Mentz, Raul P.; Morettin, Pedro A.; Toloi, Clélia M. C. 1 1997 Simulations of iterative procedures for maximum likelihood estimation in MA(1) models. Zbl 0875.62408Anderson, T. W.; Mentz, R. P.; Jarma, N. M.; Martinez, C. I. 2 1996 Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models. Zbl 0784.62079Anderson, T. W.; Mentz, R. P. 4 1993 A note on maximum likelihood estimation in the first-order Gaussian moving average model. Zbl 0783.62067Anderson, T. W.; Mentz, R. P. 1 1993 Modelling and forecasting linear combinations of time series. Zbl 0636.62089Pino, Francisco A.; Morettin, Pedro A.; Mentz, Raúl P. 3 1987 On the structure of the likelihood function of autoregressive and moving average models. Zbl 0499.62084Anderson, T. W.; Mentz, Raul P. 4 1980 Estimation in the first-order moving average model through the finite autoregressive approximation: Some asymptotic results. Zbl 0364.62093Mentz, Raul Pedro 3 1977 Estimation in the first order moving average model based on sample autocorrelations. Zbl 0376.62061Mentz, Raul Pedro 2 1977 The generalized variance of a stationary autoregressive process. Zbl 0376.60040Anderson, T. W.; Mentz, Raul P. 2 1977 On the inverse of some covariance matrices of Toeplitz type. Zbl 0337.15006Mentz, Raul Pedro 11 1976 all cited Publications top 5 cited Publications all top 5 Cited by 35 Authors 7 Mentz, Raul Pedro 2 Anderson, Theodore Wilbur jun. 2 Morettin, Pedro Alberto 2 Toloi, Clélia M. C. 2 Trench, William F. 1 Barnett, Stephen 1 Friedlander, Benjamin 1 Guerrero, Victor M. 1 Haddad, John N. 1 Haley, Stephen B. 1 Haq, M. Safiul 1 Hotta, Luiz Koodi 1 Jiang, Xiaoyu 1 Jiang, Zhaolin 1 Kadi, Amina 1 Kibria, B. M. Golam 1 Leiva, Ricardo Aníbal 1 Maiti, Sadhan Samar 1 Martínez, Carlos I. 1 Meek, Dereck S. 1 Monti, Anna Clara 1 Mukherjee, Bishwa Nath 1 Olesky, D. Dale 1 Ota, Rissa 1 Peña, Daniel 1 Roebuck, Pamela A. 1 Saikkonen, Pentti 1 Shaman, Paul 1 Söderström, Torsten 1 Stoica, Petre Gheorghe 1 Valls Pereira, Pedro L. 1 van den Driessche, Pauline 1 Yajima, Yoshihiro 1 Zhang, Maoyun 1 Zhang, Ping all top 5 Cited in 17 Serials 5 Linear Algebra and its Applications 3 Communications in Statistics. Theory and Methods 2 Journal of Time Series Analysis 2 Computational Statistics and Data Analysis 2 Test 1 International Journal of Control 1 International Journal of Systems Science 1 Annals of the Institute of Statistical Mathematics 1 Journal of Econometrics 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Transactions of the American Mathematical Society 1 Statistics & Probability Letters 1 SIAM Journal on Algebraic and Discrete Methods 1 Stochastic Analysis and Applications 1 Communications in Statistics. Simulation and Computation 1 Special Matrices all top 5 Cited in 8 Fields 18 Statistics (62-XX) 9 Linear and multilinear algebra; matrix theory (15-XX) 5 Numerical analysis (65-XX) 1 Difference and functional equations (39-XX) 1 Probability theory and stochastic processes (60-XX) 1 Computer science (68-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.