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Shumway, Robert H.

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Author ID: shumway.robert-h Recent zbMATH articles by "Shumway, Robert H."
Published as: Shumway, Robert H.; Shumway, R. H.; Shumway, Robert
Documents Indexed: 35 Publications since 1960, including 5 Books

Publications by Year

Citations contained in zbMATH Open

27 Publications have been cited 540 times in 459 Documents Cited by Year
An approach to time series smoothing and forecasting using the EM algorithm. Zbl 0502.62085
Shumway, R. H.; Stoffer, D. S.
132
1982
Time series analysis and its applications. With R examples. 2nd ed. Zbl 1096.62088
Shumway, Robert H.; Stoffer, David S.
71
2006
Discrimination and clustering for multivariate time series. Zbl 0906.62060
Kakizawa, Yoshihide; Shumway, Robert H.; Taniguchi, Masanobu
66
1998
Time series analysis and its applications. Zbl 0942.62098
Shumway, Robert H.; Stoffer, David S.
65
2000
Time series analysis and its applications. With R examples. 3rd revised ed. Zbl 1276.62054
Shumway, Robert H.; Stoffer, David S.
36
2011
Discriminant analysis for time series. Zbl 0566.62058
Shumway, R. H.
23
1982
Time-frequency clustering and discriminant analysis. Zbl 1116.62364
Shumway, Robert H.
19
2003
A bootstrap variant of AIC for state-space model selection. Zbl 0926.62077
Cavanaugh, Joseph E.; Shumway, Robert H.
18
1997
Linear discriminant functions for stationary time series. Zbl 0296.62085
Shumway, R. H.; Unger, A. N.
17
1974
An Akaike information criterion for model selection in the presence of incomplete data. Zbl 1067.62504
Cavanaugh, Joseph E.; Shumway, Robert H.
16
1998
The model selection criterion AICu. Zbl 1064.62541
McQuarrie, Allan; Shumway, Robert; Tsai, Chih-Ling
15
1997
Estimation and tests of hypotheses for the initial mean and covariance in the Kalman filter model. Zbl 0472.62095
Shumway, R. H.; Olsen, D. E.; Levy, L. J.
10
1981
Time series analysis and its applications. With R examples. 4th edition. Zbl 1367.62004
Shumway, Robert H.; Stoffer, David S.
9
2017
On computing the expected Fisher information matrix for state-space model parameters. Zbl 0847.62078
Cavanaugh, Joseph E.; Shumway, Robert H.
6
1996
On detecting a signal in N stationarily correlated noise series. Zbl 0226.62094
Shumway, Robert H.
6
1971
Fitting the Poisson binomial distribution. Zbl 0097.34802
Shumway, Robert; Gurland, John
5
1960
Applied regression and analysis of variance for stationary time series. Zbl 0225.62110
Shumway, Robert H.
5
1970
A fitting procedure for some generalized Poisson distributions. Zbl 0098.11604
Shumway, Robert; Gurland, John
4
1961
Detecting abrupt changes in a piecewise locally stationary time series. Zbl 1139.62050
Last, Michael; Shumway, Robert
4
2008
Best linear unbiased estimation for multivariate stationary processes. Zbl 0159.47602
Shumway, R. H.; Dean, W. C.
3
1968
A state-space approach to modelling brain dynamics. Zbl 1079.62111
Ho, Moon-Ho Ringo; Ombao, Hernando; Shumway, Robert
2
2005
Replicated time-series regression: An approach to signal estimation and detection. Zbl 0536.62070
Shumway, R. H.
2
1983
Estimation of trend in state-space models: asymptotic mean square error and rate of convergence. Zbl 1360.62452
Burman, Prabir; Shumway, Robert H.
2
2009
Semiparametric modeling of seasonal time series. Zbl 0906.62082
Burman, Prabir; Shumway, Robert H.
1
1998
Dynamic mixed models for irregularly observed time series. Zbl 1032.62086
Shumway, Robert H.
1
2000
Nonlinear estimation for time series observed on arrays. Zbl 1069.62546
Shumway, Robert H.; Kim, Sung-Eun; Blandford, Robert R.
1
1999
One-step approximations for detecting regime changes in the state space model with application to the influenza data. Zbl 1452.62699
Zhou, Tianni; Shumway, Robert
1
2008
Time series analysis and its applications. With R examples. 4th edition. Zbl 1367.62004
Shumway, Robert H.; Stoffer, David S.
9
2017
Time series analysis and its applications. With R examples. 3rd revised ed. Zbl 1276.62054
Shumway, Robert H.; Stoffer, David S.
36
2011
Estimation of trend in state-space models: asymptotic mean square error and rate of convergence. Zbl 1360.62452
Burman, Prabir; Shumway, Robert H.
2
2009
Detecting abrupt changes in a piecewise locally stationary time series. Zbl 1139.62050
Last, Michael; Shumway, Robert
4
2008
One-step approximations for detecting regime changes in the state space model with application to the influenza data. Zbl 1452.62699
Zhou, Tianni; Shumway, Robert
1
2008
Time series analysis and its applications. With R examples. 2nd ed. Zbl 1096.62088
Shumway, Robert H.; Stoffer, David S.
71
2006
A state-space approach to modelling brain dynamics. Zbl 1079.62111
Ho, Moon-Ho Ringo; Ombao, Hernando; Shumway, Robert
2
2005
Time-frequency clustering and discriminant analysis. Zbl 1116.62364
Shumway, Robert H.
19
2003
Time series analysis and its applications. Zbl 0942.62098
Shumway, Robert H.; Stoffer, David S.
65
2000
Dynamic mixed models for irregularly observed time series. Zbl 1032.62086
Shumway, Robert H.
1
2000
Nonlinear estimation for time series observed on arrays. Zbl 1069.62546
Shumway, Robert H.; Kim, Sung-Eun; Blandford, Robert R.
1
1999
Discrimination and clustering for multivariate time series. Zbl 0906.62060
Kakizawa, Yoshihide; Shumway, Robert H.; Taniguchi, Masanobu
66
1998
An Akaike information criterion for model selection in the presence of incomplete data. Zbl 1067.62504
Cavanaugh, Joseph E.; Shumway, Robert H.
16
1998
Semiparametric modeling of seasonal time series. Zbl 0906.62082
Burman, Prabir; Shumway, Robert H.
1
1998
A bootstrap variant of AIC for state-space model selection. Zbl 0926.62077
Cavanaugh, Joseph E.; Shumway, Robert H.
18
1997
The model selection criterion AICu. Zbl 1064.62541
McQuarrie, Allan; Shumway, Robert; Tsai, Chih-Ling
15
1997
On computing the expected Fisher information matrix for state-space model parameters. Zbl 0847.62078
Cavanaugh, Joseph E.; Shumway, Robert H.
6
1996
Replicated time-series regression: An approach to signal estimation and detection. Zbl 0536.62070
Shumway, R. H.
2
1983
An approach to time series smoothing and forecasting using the EM algorithm. Zbl 0502.62085
Shumway, R. H.; Stoffer, D. S.
132
1982
Discriminant analysis for time series. Zbl 0566.62058
Shumway, R. H.
23
1982
Estimation and tests of hypotheses for the initial mean and covariance in the Kalman filter model. Zbl 0472.62095
Shumway, R. H.; Olsen, D. E.; Levy, L. J.
10
1981
Linear discriminant functions for stationary time series. Zbl 0296.62085
Shumway, R. H.; Unger, A. N.
17
1974
On detecting a signal in N stationarily correlated noise series. Zbl 0226.62094
Shumway, Robert H.
6
1971
Applied regression and analysis of variance for stationary time series. Zbl 0225.62110
Shumway, Robert H.
5
1970
Best linear unbiased estimation for multivariate stationary processes. Zbl 0159.47602
Shumway, R. H.; Dean, W. C.
3
1968
A fitting procedure for some generalized Poisson distributions. Zbl 0098.11604
Shumway, Robert; Gurland, John
4
1961
Fitting the Poisson binomial distribution. Zbl 0097.34802
Shumway, Robert; Gurland, John
5
1960
all top 5

Cited by 871 Authors

12 Cavanaugh, Joseph E.
11 Taniguchi, Masanobu
9 Maharaj, Elizabeth Ann
8 Lund, Robert B.
8 Ombao, Hernando C.
8 Shumway, Robert H.
8 Wikle, Christopher K.
7 Stoffer, David S.
6 Alonso, Andrés M.
6 Spall, James C.
5 Peña, Daniel
4 Aue, Alexander
4 Bhattacharya, Sourabh
4 Boudou, Alain
4 Fokianos, Konstantinos
4 Holan, Scott H.
4 Koopman, Siem Jan
4 Morettin, Pedro Alberto
4 Pizzinga, Adrian
4 Punzo, Antonio
4 Timmer, Jens
4 Triantafyllopoulos, Kostas
4 Vilar, José Antonio
4 von Sachs, Rainer
3 Agüero, Juan-Carlos
3 Almutawa, Jaafar
3 Alonso, Francisco Javier
3 Bayer, Fábio Mariano
3 Böhm, Hilmar
3 Burman, Prabir
3 Claeskens, Gerda
3 Cressie, Noel A. C.
3 Cribari-Neto, Francisco
3 Dette, Holger
3 Dias, José G.
3 D’Urso, Pierpaolo
3 Elliott, Robert James
3 Ingrassia, Salvatore
3 Krafty, Robert Todd
3 Oud, Johan H. L.
3 Paninski, Liam
3 Paparoditis, Efstathios
3 Prado, Raquel
3 Sato, João Ricardo
3 Trindade, A. Alexandre
3 Vilar, Juan Manuel
2 Agarwal, Ravi P.
2 Akashi, Fumiya
2 Alencar, Airlane Pereira
2 Anderson, Sean R.
2 Angulo, José Miguel
2 Azimmohseni, Majid
2 Bondon, Pascal
2 Brown, Emery N.
2 Bueso, M. C.
2 Chen, Rong
2 Chouakria, Ahlame Douzal
2 Consentino, Fabrizio
2 Dargahi-Noubary, G. R.
2 Davis, Ginger M.
2 Debón, Ana
2 El-Gebeily, Mohamed A.
2 El Matouat, Abdelaziz
2 Euán, Carolina
2 Fernández, Daniel
2 Fricks, John
2 Fryzlewicz, Piotr
2 Gantert, C.
2 Godtliebsen, Fred
2 Goodwin, Graham Clifford
2 Govaert, Gérard
2 Hall, Martica H.
2 Hamzaoui, Hassania
2 Heumann, Christian
2 Horváth, Lajos
2 Hosking, Jonathan R. M.
2 Ionides, Edward L.
2 Iyigun, Cem
2 Kadirkamanathan, Visakan
2 Katzfuss, Matthias
2 Kedem, Benjamin
2 Khalafi, Mahnaz
2 Kokoszka, Piotr S.
2 Komaki, Fumiyasu
2 Kottas, Athanasios
2 Lee, Jaechoul
2 Liao, T. Warren
2 Liu, Shen
2 Mahmoudi, Mohammad Reza
2 Minotti, Simona Caterina
2 Montes, Francisco
2 Moussa, Freedath Djibril
2 Nagahata, Hideaki
2 Neath, Andrew A.
2 Oh, Heeseok
2 Olsen, Lena Ringstad
2 Ooms, Marius
2 Paige, Robert L.
2 Palma, Wilfredo
2 Piccolo, Domenico
...and 771 more Authors
all top 5

Cited in 132 Serials

42 Computational Statistics and Data Analysis
41 Journal of Time Series Analysis
24 Journal of Statistical Planning and Inference
16 Statistics & Probability Letters
16 Communications in Statistics. Theory and Methods
13 Journal of Statistical Computation and Simulation
12 The Annals of Applied Statistics
11 Automatica
10 Journal of Classification
9 Computational Statistics
8 Journal of Multivariate Analysis
7 Communications in Statistics. Simulation and Computation
7 Pattern Recognition
7 Statistical Methodology
6 Journal of the American Statistical Association
6 Journal of Econometrics
6 Journal of Economic Dynamics & Control
6 Neural Computation
6 Electronic Journal of Statistics
6 Statistics and Computing
5 Applied Mathematics and Computation
5 European Journal of Operational Research
4 Annals of the Institute of Statistical Mathematics
4 Insurance Mathematics & Economics
4 Statistics
4 Applied Stochastic Models in Business and Industry
4 Quantitative Finance
4 Sankhyā. Series B
3 Psychometrika
3 The Annals of Statistics
3 Statistica Neerlandica
3 Signal Processing
3 Stochastic Processes and their Applications
3 Test
3 Bernoulli
3 Chaos
3 Journal of Applied Statistics
3 Statistical Modelling
2 Biological Cybernetics
2 The Canadian Journal of Statistics
2 International Journal of Systems Science
2 Journal of Fluid Mechanics
2 Mathematical Biosciences
2 Metrika
2 Scandinavian Journal of Statistics
2 Bulletin of Mathematical Biology
2 British Journal of Mathematical & Statistical Psychology
2 International Statistical Review
2 Journal of Computational and Applied Mathematics
2 Journal of Mathematical Psychology
2 Journal of Optimization Theory and Applications
2 Mathematics and Computers in Simulation
2 Metron
2 Stochastic Analysis and Applications
2 Physica D
2 Sequential Analysis
2 Statistical Science
2 Annals of Operations Research
2 Multidimensional Systems and Signal Processing
2 Economics Letters
2 International Journal of Adaptive Control and Signal Processing
2 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
2 Statistical Papers
2 Journal of Computational Neuroscience
2 Lifetime Data Analysis
2 Journal of the Royal Statistical Society. Series B. Statistical Methodology
2 Journal of the Royal Statistical Society. Series C. Applied Statistics
2 International Journal of Theoretical and Applied Finance
2 Statistical Inference for Stochastic Processes
2 Methodology and Computing in Applied Probability
2 Advances and Applications in Statistics
2 ASTIN Bulletin
2 Statistical Methods and Applications
2 Advances in Difference Equations
2 Journal of Agricultural, Biological, and Environmental Statistics
2 Journal of Theoretical Biology
1 Advances in Applied Probability
1 Computers & Mathematics with Applications
1 Computer Physics Communications
1 International Journal of Control
1 Journal of Engineering Mathematics
1 Journal of the Franklin Institute
1 Physics Letters. A
1 Biometrical Journal
1 Biometrics
1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
1 Fuzzy Sets and Systems
1 Information Sciences
1 International Journal of Mathematics and Mathematical Sciences
1 Theoretical Population Biology
1 Cybernetics and Systems
1 Systems & Control Letters
1 Operations Research Letters
1 Probability and Mathematical Statistics
1 Econometric Reviews
1 Journal of Scientific Computing
1 Neural Networks
1 Numerical Algorithms
1 Linear Algebra and its Applications
1 Mathematical Programming. Series A. Series B
...and 32 more Serials

Citations by Year