×

zbMATH — the first resource for mathematics

De Gooijer, Jan G.

Compute Distance To:
Author ID: de-gooijer.jan-g Recent zbMATH articles by "De Gooijer, Jan G."
Published as: De Gooijer, Jan G.; de Gooijer, Jan G.; de Gooijer, J. G.; De Gooijer, J. G.
External Links: MGP · ResearchGate
Documents Indexed: 59 Publications since 1977, including 1 Book

Publications by Year

Citations contained in zbMATH Open

39 Publications have been cited 220 times in 194 Documents Cited by Year
On additive conditional quantiles with high-dimensional covariates. Zbl 1047.62027
De Gooijer, Jan G.; Zerom, Dawit
37
2003
On conditional density estimation. Zbl 1090.62526
De Gooijer, Jan G.; Zerom, Dawit
21
2003
Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1. Zbl 0457.62075
de Gooijer, Jan G.
14
1980
On threshold moving-average models. Zbl 0902.62103
De Gooijer, Jan G.
13
1998
On the \(u\) th geometric conditional quantile. Zbl 1118.62051
Cheng, Yebin; De Gooijer, Jan G.
12
2007
Nonparametric conditional predictive regions for time series. Zbl 0990.62083
De Gooijer, Jan G.; Gannoun, Ali
12
2000
Methods for determining the order of an autoregressive-moving average process: A survey. Zbl 0586.62145
de Gooijer, Jan G.; Abraham, Bovas; Gould, Ann; Robinson, Lecily
10
1985
Dynamic factor analysis of nonstationary multivariate time series. Zbl 0825.92165
Molenaar, Peter C. M.; de Gooijer, Jan G.; Schmitz, Bernhard
9
1992
Nonparametric forecasting: A comparison of three kernel-based methods. Zbl 0930.62037
Matzner-Løber, Eric; Gannoun, Ali; De Gooijer, Jan G.
9
1998
Formulae for the covariance structure of the sampled autocovariances from series generated by general autoregressive integrated moving average processes of order \((p,d,q)\), \(d=0\) or 1. Zbl 0533.62084
Anderson, Oliver D.; de Gooijer, Jan G.
8
1983
Semiparametric regression with kernel error model. Zbl 1157.62045
Yuan, Ao; De Gooijer, Jan G.
7
2007
Detecting change-points in multidimensional stochastic processes. Zbl 1157.62481
De Gooijer, Jan G.
7
2006
Cross-validation criteria for SETAR model selection. Zbl 0978.62077
De Gooijer, Jan G.
6
2001
Sampled autocovariance and autocorrelation results for linear time processes. Zbl 0695.62212
Anderson, Oliver D.; de Gooijer, Jan G.
6
1988
On the maximum likelihood estimation of the parameters of a Gaussian moving average process. Zbl 0517.62081
Godolphin, E. J.; de Gooijer, J. G.
6
1982
On forecasting SETAR processes. Zbl 0906.62103
De Gooijer, Jan G.; De Bruin, Paul T.
4
1998
A multivariate quantile predictor. Zbl 1084.62097
de Gooijer, Jan G.; Gannoun, Ali; Zerom, Dawit
4
2006
Bahadur representation for the nonparametric \(M\)-estimator under \(\alpha\)-mixing dependence. Zbl 1282.62126
Cheng, Yebin; De Gooijer, Jan G.
4
2009
Cross-validation criteria for covariance structures. Zbl 0850.62418
de Gooijer, J. G.
3
1995
Modeling vector nonlinear time series using POLYMARS. Zbl 1429.62390
de Gooijer, Jan G.; Ray, Bonnie K.
3
2003
Invertibility of nonlinear time series models. Zbl 0875.62422
De Gooijer, Jan G.; Brännäs, Kurt
2
1995
Discrimination between nonstationary and nearly nonstationary processes, and its effect on forecasting. Zbl 0699.62092
Anderson, Oliver D.; De Gooijer, Jan G.
2
1990
Mean squared error properties of the kernel-based multi-stage median predictor for time series. Zbl 0992.62091
De Gooijer, Jan G.; Gannoun, Ali; Zerom, Dawit
2
2002
Distinguishing between IMA(1,1) and ARMA(1,1) models: A large scale simulation study of two particular Box-Jenkins time processes. Zbl 0447.62091
Anderson, Oliver D.; De Gooijer, Jan G.
2
1980
An investigation of the moments of the sample autocovariances and autocorrelations for general ARMA processes. Zbl 0457.62074
de Gooijer, J. G.
2
1981
Efficient estimation of an additive quantile regression model. Zbl 1246.62100
Cheng, Yebin; De Gooijer, Jan G.; Zerom, Dawit
2
2011
Elements of nonlinear time series analysis and forecasting. Zbl 1376.62001
De Gooijer, Jan G.
1
2017
A Monte Carlo study of the small-sample properties of some estimators for ARMA models. Zbl 0657.62112
de Gooijer, J. G.
1
1985
Component extraction analysis of multivariate time series. Zbl 0900.62465
Akman, Ibrahim; De Gooijer, Jan G.
1
1996
Discriminating between nonstationary and nearly nonstationary time series models: A simulation study. Zbl 0751.62040
Anderson, Oliver D.; de Gooijer, Jan G.
1
1992
Multi-stage kernel-based conditional quantile prediction in time series. Zbl 1009.62581
De Gooijer, Jan G.; Gannoun, Ali; Zerom, Dawit
1
2001
Power of the Neyman smooth test for evaluating multivariate forecast densities. Zbl 1156.62330
de Gooijer, Jan G.
1
2007
TR multivariate conditional median estimation. Zbl 1113.62037
De Gooijer, Jan G.; Gannoun, Ali
1
2007
Kernel-smoothed conditional quantiles of correlated bivariate discrete data. Zbl 1225.62042
De Gooijer, Jan G.; Yuan, Ao
1
2011
Some exact tests for manifest properties of latent trait models. Zbl 1247.62292
De Gooijer, Jan G.; Yuan, Ao
1
2011
A comparative study of the moments of the first lag serial correlation coefficient. Zbl 0444.62105
De Gooijer, J. G.
1
1980
On the inverse of the autocovariance matrix for a general mixed autoregressive moving average process. Zbl 0386.62077
De Gooijer, J. G.
1
1978
Testing linearity against nonlinear moving average models. Zbl 0926.62076
Brännäs, Kurt; De Gooijer, Jan G.; Teräsvirta, Timo
1
1998
Nonlinear stochastic inflation modelling using SEASETARs. Zbl 1055.91022
De Gooijer, Jan G.; Vidiella-i-Anguera, Antoni
1
2003
Elements of nonlinear time series analysis and forecasting. Zbl 1376.62001
De Gooijer, Jan G.
1
2017
Efficient estimation of an additive quantile regression model. Zbl 1246.62100
Cheng, Yebin; De Gooijer, Jan G.; Zerom, Dawit
2
2011
Kernel-smoothed conditional quantiles of correlated bivariate discrete data. Zbl 1225.62042
De Gooijer, Jan G.; Yuan, Ao
1
2011
Some exact tests for manifest properties of latent trait models. Zbl 1247.62292
De Gooijer, Jan G.; Yuan, Ao
1
2011
Bahadur representation for the nonparametric \(M\)-estimator under \(\alpha\)-mixing dependence. Zbl 1282.62126
Cheng, Yebin; De Gooijer, Jan G.
4
2009
On the \(u\) th geometric conditional quantile. Zbl 1118.62051
Cheng, Yebin; De Gooijer, Jan G.
12
2007
Semiparametric regression with kernel error model. Zbl 1157.62045
Yuan, Ao; De Gooijer, Jan G.
7
2007
Power of the Neyman smooth test for evaluating multivariate forecast densities. Zbl 1156.62330
de Gooijer, Jan G.
1
2007
TR multivariate conditional median estimation. Zbl 1113.62037
De Gooijer, Jan G.; Gannoun, Ali
1
2007
Detecting change-points in multidimensional stochastic processes. Zbl 1157.62481
De Gooijer, Jan G.
7
2006
A multivariate quantile predictor. Zbl 1084.62097
de Gooijer, Jan G.; Gannoun, Ali; Zerom, Dawit
4
2006
On additive conditional quantiles with high-dimensional covariates. Zbl 1047.62027
De Gooijer, Jan G.; Zerom, Dawit
37
2003
On conditional density estimation. Zbl 1090.62526
De Gooijer, Jan G.; Zerom, Dawit
21
2003
Modeling vector nonlinear time series using POLYMARS. Zbl 1429.62390
de Gooijer, Jan G.; Ray, Bonnie K.
3
2003
Nonlinear stochastic inflation modelling using SEASETARs. Zbl 1055.91022
De Gooijer, Jan G.; Vidiella-i-Anguera, Antoni
1
2003
Mean squared error properties of the kernel-based multi-stage median predictor for time series. Zbl 0992.62091
De Gooijer, Jan G.; Gannoun, Ali; Zerom, Dawit
2
2002
Cross-validation criteria for SETAR model selection. Zbl 0978.62077
De Gooijer, Jan G.
6
2001
Multi-stage kernel-based conditional quantile prediction in time series. Zbl 1009.62581
De Gooijer, Jan G.; Gannoun, Ali; Zerom, Dawit
1
2001
Nonparametric conditional predictive regions for time series. Zbl 0990.62083
De Gooijer, Jan G.; Gannoun, Ali
12
2000
On threshold moving-average models. Zbl 0902.62103
De Gooijer, Jan G.
13
1998
Nonparametric forecasting: A comparison of three kernel-based methods. Zbl 0930.62037
Matzner-Løber, Eric; Gannoun, Ali; De Gooijer, Jan G.
9
1998
On forecasting SETAR processes. Zbl 0906.62103
De Gooijer, Jan G.; De Bruin, Paul T.
4
1998
Testing linearity against nonlinear moving average models. Zbl 0926.62076
Brännäs, Kurt; De Gooijer, Jan G.; Teräsvirta, Timo
1
1998
Component extraction analysis of multivariate time series. Zbl 0900.62465
Akman, Ibrahim; De Gooijer, Jan G.
1
1996
Cross-validation criteria for covariance structures. Zbl 0850.62418
de Gooijer, J. G.
3
1995
Invertibility of nonlinear time series models. Zbl 0875.62422
De Gooijer, Jan G.; Brännäs, Kurt
2
1995
Dynamic factor analysis of nonstationary multivariate time series. Zbl 0825.92165
Molenaar, Peter C. M.; de Gooijer, Jan G.; Schmitz, Bernhard
9
1992
Discriminating between nonstationary and nearly nonstationary time series models: A simulation study. Zbl 0751.62040
Anderson, Oliver D.; de Gooijer, Jan G.
1
1992
Discrimination between nonstationary and nearly nonstationary processes, and its effect on forecasting. Zbl 0699.62092
Anderson, Oliver D.; De Gooijer, Jan G.
2
1990
Sampled autocovariance and autocorrelation results for linear time processes. Zbl 0695.62212
Anderson, Oliver D.; de Gooijer, Jan G.
6
1988
Methods for determining the order of an autoregressive-moving average process: A survey. Zbl 0586.62145
de Gooijer, Jan G.; Abraham, Bovas; Gould, Ann; Robinson, Lecily
10
1985
A Monte Carlo study of the small-sample properties of some estimators for ARMA models. Zbl 0657.62112
de Gooijer, J. G.
1
1985
Formulae for the covariance structure of the sampled autocovariances from series generated by general autoregressive integrated moving average processes of order \((p,d,q)\), \(d=0\) or 1. Zbl 0533.62084
Anderson, Oliver D.; de Gooijer, Jan G.
8
1983
On the maximum likelihood estimation of the parameters of a Gaussian moving average process. Zbl 0517.62081
Godolphin, E. J.; de Gooijer, J. G.
6
1982
An investigation of the moments of the sample autocovariances and autocorrelations for general ARMA processes. Zbl 0457.62074
de Gooijer, J. G.
2
1981
Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1. Zbl 0457.62075
de Gooijer, Jan G.
14
1980
Distinguishing between IMA(1,1) and ARMA(1,1) models: A large scale simulation study of two particular Box-Jenkins time processes. Zbl 0447.62091
Anderson, Oliver D.; De Gooijer, Jan G.
2
1980
A comparative study of the moments of the first lag serial correlation coefficient. Zbl 0444.62105
De Gooijer, J. G.
1
1980
On the inverse of the autocovariance matrix for a general mixed autoregressive moving average process. Zbl 0386.62077
De Gooijer, J. G.
1
1978
all top 5

Cited by 319 Authors

15 De Gooijer, Jan G.
7 Gannoun, Ali
6 Anderson, Oliver D.
6 Dette, Holger
6 Lian, Heng
5 Laksaci, Ali
5 Liang, Hanying
5 Zerom, Dawit
4 Cheng, Yebin
4 Rachdi, Mustapha
4 Roy, Roch
4 Yang, Wenzhi
3 Chaouch, Mohamed Ali
3 Galeano, Pedro
3 Hu, Shuhe
3 Laib, Naâmane
3 Tong, Howell
3 Yao, Weixin
3 Yu, Yan
2 Aguirre, Luis Antonio
2 Cai, Zongwu
2 Girard, Stéphane
2 Haupt, Harry
2 Kohler, Michael
2 Kong, Efang
2 Lacour, Claire
2 Latour, Alain
2 Li, Dong
2 Ling, Shiqing
2 Molenaar, Peter C. M.
2 Niglio, Marcella
2 Niu, Sili
2 Oberhofer, Walter
2 Öhrvik, John
2 Šiman, Miroslav
2 Soltani, Ahmad Reza
2 Stoica, Petre Gheorghe
2 Volgushev, Stanislav
2 Wagener, Jens
2 Wang, Qin
2 Wang, Xuejun
2 Wied, Dominik
2 Xia, Qiang
2 Xia, Yingcun
2 Xiong, Xianzhu
2 Yu, Keming
2 Zhao, Kaifeng
1 Adelfio, Giada
1 Ailian, Chen
1 Akaho, Shotaro
1 Akakpo, Nathalie
1 Al-Awadhi, Shafeeqah A.
1 Al-Kandari, Noriah M. A.
1 Al-Shemeri, W. M.
1 Alawadhi, Fahimah A.
1 Almanjahie, Ibrahim M.
1 Aly, Emad-Eldin A. A.
1 Amendola, Alessandra
1 Anderson, Theodore Wilbur jun.
1 Andrushchenko, Zhanna
1 Aneiros-Pérez, Germán
1 Avanzi, Benjamin
1 Baek, Jong-Il
1 Balestrassi, P. P.
1 Barrios, Erniel B.
1 Belloni, Alexandre
1 Bensmail, Halima
1 Berlinet, Alain F.
1 Bertin, Karine
1 Billings, Stephen A.
1 Biscay, Rolando J.
1 Bissantz, Nicolai
1 Boček, Pavel
1 Bott, Ann-Kathrin
1 Boyd, Stephen Poythress
1 Bozdogan, Hamparsum
1 Brannas, Kurt
1 Cao, Ricardo
1 Cardot, Hervé
1 Cénac, Peggy
1 Chagny, Gaëlle
1 Chan, Kung-Sik
1 Chan, Ping-Shing
1 Chan, Wai-Sum
1 Chaudhuri, Probal
1 Chee, Chew-Seng
1 Chen, Ailian
1 Chen, Cathy W. S.
1 Chen, Linna
1 Chen, Yixin
1 Chen, Zhaoguo
1 Cheon, Sooyoung
1 Chikr Elmezouar, Zouaoui
1 Chowdhury, Joydeep
1 Christou, Eliana
1 Clarke, Bertrand S.
1 Clarke, Jennifer Lynn
1 Cordeiro, Gauss Moutinho
1 Crambes, Christophe
1 Cruz, Rolan Paul K. Veron
...and 219 more Authors
all top 5

Cited in 67 Serials

17 Computational Statistics and Data Analysis
15 Journal of Multivariate Analysis
15 Communications in Statistics. Theory and Methods
10 Journal of Econometrics
10 Statistics & Probability Letters
8 Journal of Statistical Planning and Inference
7 Journal of Nonparametric Statistics
6 Psychometrika
6 Computational Statistics
6 Econometric Theory
5 Annals of the Institute of Statistical Mathematics
5 Communications in Statistics. Simulation and Computation
4 The Annals of Statistics
4 Journal of Statistical Computation and Simulation
4 Electronic Journal of Statistics
3 The Canadian Journal of Statistics
3 Statistics
3 Test
3 Statistical Papers
2 International Journal of Control
2 Scandinavian Journal of Statistics
2 Journal of Computational and Applied Mathematics
2 Journal of Time Series Analysis
2 Economics Letters
2 Bernoulli
2 Journal of Applied Statistics
2 Statistical Methods and Applications
2 Journal of the Korean Statistical Society
2 Statistics and Computing
1 Journal of the Franklin Institute
1 Mathematical Methods in the Applied Sciences
1 Metrika
1 Applied Mathematics and Computation
1 Biometrics
1 Hiroshima Mathematical Journal
1 Journal of the American Statistical Association
1 Journal of Mathematical Psychology
1 Mathematics and Computers in Simulation
1 Metron
1 Statistica Neerlandica
1 OR Spektrum
1 Physica D
1 Acta Mathematicae Applicatae Sinica. English Series
1 Statistical Science
1 Econometric Reviews
1 Machine Learning
1 Automation and Remote Control
1 European Journal of Operational Research
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Mathematical Methods of Statistics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Extremes
1 Acta Mathematica Sinica. English Series
1 Journal of Machine Learning Research (JMLR)
1 ASTIN Bulletin
1 North American Actuarial Journal
1 International Journal of Wavelets, Multiresolution and Information Processing
1 Journal of Industrial and Management Optimization
1 Stochastics
1 Journal of Forecasting
1 Statistical Methodology
1 Advances in Data Analysis and Classification. ADAC
1 Journal of Statistical Theory and Practice
1 Statistics Surveys
1 Sankhyā. Series A
1 Statistics & Risk Modeling
1 Information Geometry

Citations by Year