Edit Profile (opens in new tab) Dunsmuir, William T. M. Co-Author Distance Author ID: dunsmuir.william-t-m Published as: Dunsmuir, William T. M.; Dunsmuir, W.; Dunsmuir, W. T. M.; Dunsmuir, William more...less Documents Indexed: 41 Publications since 1976, including 3 Additional arXiv Preprints Co-Authors: 37 Co-Authors with 33 Joint Publications 1,132 Co-Co-Authors all top 5 Co-Authors 8 single-authored 8 Davis, Richard A. 4 Nott, David John 3 Chen, Feng 3 Hannan, Edward James 3 He, Jieyi 3 Robinson, Peter Michael 2 Breidt, F. Jay 2 Deistler, Manfred 2 Kwan, Tsz-Kit Jeffrey 2 Streett, Sarah B. 2 Wang, Ying 1 Brown, Bruce M. 1 Chen, Meiching 1 Clinet, Simon 1 Cripps, Edward 1 Flack, Lloyd 1 Kohn, Robert J. 1 Kuo, Frances Y. 1 Leonte, Daniela 1 Mengersen, Kerrie L. 1 Meyn, Sean P. 1 Murtagh, Bruce A. 1 Peters, Gareth William 1 Qiu, Wang 1 Richards, Kylie-Anne 1 Roberts, Gareth O. 1 Scott, David John 1 Sloan, Ian Hugh 1 Snyder, Ralph D. 1 Spencer, Nancy M. 1 Tweedie, Richard Lewis 1 Walter, Scott R. 1 Wand, Matthew P. 1 Wee, Damien C. H. 1 Wikle, Christopher K. 1 Womersley, Robert S. 1 Woodcock, Frank all top 5 Serials 4 Journal of Time Series Analysis 3 Advances in Applied Probability 3 Biometrika 2 Journal of the American Statistical Association 2 Communications in Statistics. Simulation and Computation 2 European Journal of Operational Research 2 Australian & New Zealand Journal of Statistics 2 Methodology and Computing in Applied Probability 1 Bulletin of the Australian Mathematical Society 1 The Annals of Statistics 1 Journal of Applied Probability 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Sankhyā. Series A. Methods and Techniques 1 Probability and Mathematical Statistics 1 Journal of Theoretical Probability 1 Stochastic Processes and their Applications 1 Statistical Inference for Stochastic Processes 1 Mathematical Geology 1 The Annals of Applied Statistics all top 5 Fields 39 Statistics (62-XX) 9 Probability theory and stochastic processes (60-XX) 4 Numerical analysis (65-XX) 2 Geophysics (86-XX) 1 History and biography (01-XX) 1 Operations research, mathematical programming (90-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 30 Publications have been cited 548 times in 412 Documents Cited by ▼ Year ▼ Vector linear time series models. Zbl 0327.62055 Dunsmuir, W.; Hannan, E. J. 92 1976 Observation-driven models for Poisson counts. Zbl 1436.62418 Davis, Richard A.; Dunsmuir, William T. M.; Streett, Sarah B. 79 2003 On autocorrelation in a Poisson regression model. Zbl 0956.62075 Davis, Richard A.; Dunsmuir, William T. M.; Wang, Ying 56 2000 A central limit theorem for parameter estimation in stationary vector time series and its application to models for a signal observed with noise. Zbl 0406.62068 Dunsmuir, W. 41 1979 Least absolute deviation estimation for regression with ARMA errors. Zbl 0883.62097 Davis, Richard A.; Dunsmuir, William T. M. 38 1997 Modeling time series of count data. Zbl 1069.62540 Davis, Richard A.; Wang, Ying; Dunsmuir, William T. M. 37 1999 Estimation of vector Armax models. Zbl 0445.62098 Hannan, E. J.; Dunsmuir, W. T. M.; Deistler, M. 28 1980 Vector linear time series models: Corrections and extensions. Zbl 0385.62072 Deistler, M.; Dunsmuir, W.; Hannan, E. J. 27 1978 Estimation of time series models in the presence of missing data. Zbl 0471.62089 Dunsmuir, W.; Robinson, P. M. 21 1981 Asymptotic theory for time series containing missing and amplitude modulated observations. Zbl 0531.62079 Dunsmuir, W.; Robinson, P. M. 15 1981 Maximum likelihood estimation for an observation driven model for Poisson counts. Zbl 1078.62091 Davis, Richard A.; Dunsmuir, William T. M.; Streett, Sarah B. 13 2005 Parametric estimators for stationary time series with missing observations. Zbl 0461.62075 Dunsmuir, W.; Robinson, P. M. 11 1981 A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times. Zbl 0502.62073 Dunsmuir, W. 11 1983 Quasi-Monte Carlo for highly structured generalised response models. Zbl 1234.62110 Kuo, F. Y.; Dunsmuir, W. T. M.; Sloan, I. H.; Wand, M. P.; Womersley, R. S. 11 2008 Control of inventories with intermittent demand. Zbl 0667.90032 Dunsmuir, W. T. M.; Snyder, R. D. 10 1989 Improved bootstrap prediction intervals for autoregressions. Zbl 0813.62084 Breidt, F. Jay; Davis, Richard A.; Dunsmuir, William T. M. 10 1995 Estimation for stationary time series when data are irregularly spaced or missing. Zbl 0482.62081 Dunsmuir, W. 8 1981 Strong consistency and asymptotic normality of \(\ell 1\) estimates of the autoregressive moving-average model. Zbl 0712.62085 Dunsmuir, William T. M.; Spencer, Nancy M. 8 1991 Inference for \(MA(1)\) processes with a root on or near the unit circle. Zbl 0847.62075 Davis, Richard A.; Chen, Meiching; Dunsmuir, William T. M. 6 1995 Large sample properties of estimation in time series observed at unequally spaced times. Zbl 0566.62078 Dunsmuir, W. 4 1984 Modelling of transitions between employment states for young Australians. Zbl 0715.62298 Dunsmuir, William; Tweedie, Richard; Flack, Lloyd; Mengersen, Kerrie 3 1989 Estimation of nonstationary spatial covariance structure. Zbl 1036.62096 Nott, David J.; Dunsmuir, William T. M. 3 2002 On backcasting in linear time series models. Zbl 0767.62079 Breidt, F. Jay; Davis, Richard A.; Dunsmuir, William 3 1992 A simulation study of \(l_ 1\) estimation of a seasonal moving average time series model. Zbl 0850.62656 Dunsmuir, William T. M. 3 1992 Space-time modelling of Sydney Harbour winds. Zbl 1108.62125 Cripps, Edward; Nott, David; Dunsmuir, William T. M.; Wikle, Christopher 3 2005 Least absolute deviation estimation of stationary time series models. Zbl 0775.62230 Dunsmuir, W. T. M.; Murtagh, B. A. 2 1993 Asymptotic distribution of the score test for detecting marks in Hawkes processes. Zbl 1478.62231 Clinet, Simon; Dunsmuir, William T. M.; Peters, Gareth W.; Richards, Kylie-Anne 2 2021 The distribution of the weighted moving median of a sequence of IID observations. Zbl 0875.62060 Dunsmuir, William T. M.; Scott, David J.; Qiu, Wang 1 1996 Smoothing and change point detection for Gamma ray count data. Zbl 1019.62109 Leonte, Daniela; Nott, David J.; Dunsmuir, William T. M. 1 2003 Marginal estimation of parameter driven binomial time series models. Zbl 1356.62138 Dunsmuir, William; He, Jieyi 1 2017 Asymptotic distribution of the score test for detecting marks in Hawkes processes. Zbl 1478.62231 Clinet, Simon; Dunsmuir, William T. M.; Peters, Gareth W.; Richards, Kylie-Anne 2 2021 Marginal estimation of parameter driven binomial time series models. Zbl 1356.62138 Dunsmuir, William; He, Jieyi 1 2017 Quasi-Monte Carlo for highly structured generalised response models. Zbl 1234.62110 Kuo, F. Y.; Dunsmuir, W. T. M.; Sloan, I. H.; Wand, M. P.; Womersley, R. S. 11 2008 Maximum likelihood estimation for an observation driven model for Poisson counts. Zbl 1078.62091 Davis, Richard A.; Dunsmuir, William T. M.; Streett, Sarah B. 13 2005 Space-time modelling of Sydney Harbour winds. Zbl 1108.62125 Cripps, Edward; Nott, David; Dunsmuir, William T. M.; Wikle, Christopher 3 2005 Observation-driven models for Poisson counts. Zbl 1436.62418 Davis, Richard A.; Dunsmuir, William T. M.; Streett, Sarah B. 79 2003 Smoothing and change point detection for Gamma ray count data. Zbl 1019.62109 Leonte, Daniela; Nott, David J.; Dunsmuir, William T. M. 1 2003 Estimation of nonstationary spatial covariance structure. Zbl 1036.62096 Nott, David J.; Dunsmuir, William T. M. 3 2002 On autocorrelation in a Poisson regression model. Zbl 0956.62075 Davis, Richard A.; Dunsmuir, William T. M.; Wang, Ying 56 2000 Modeling time series of count data. Zbl 1069.62540 Davis, Richard A.; Wang, Ying; Dunsmuir, William T. M. 37 1999 Least absolute deviation estimation for regression with ARMA errors. Zbl 0883.62097 Davis, Richard A.; Dunsmuir, William T. M. 38 1997 The distribution of the weighted moving median of a sequence of IID observations. Zbl 0875.62060 Dunsmuir, William T. M.; Scott, David J.; Qiu, Wang 1 1996 Improved bootstrap prediction intervals for autoregressions. Zbl 0813.62084 Breidt, F. Jay; Davis, Richard A.; Dunsmuir, William T. M. 10 1995 Inference for \(MA(1)\) processes with a root on or near the unit circle. Zbl 0847.62075 Davis, Richard A.; Chen, Meiching; Dunsmuir, William T. M. 6 1995 Least absolute deviation estimation of stationary time series models. Zbl 0775.62230 Dunsmuir, W. T. M.; Murtagh, B. A. 2 1993 On backcasting in linear time series models. Zbl 0767.62079 Breidt, F. Jay; Davis, Richard A.; Dunsmuir, William 3 1992 A simulation study of \(l_ 1\) estimation of a seasonal moving average time series model. Zbl 0850.62656 Dunsmuir, William T. M. 3 1992 Strong consistency and asymptotic normality of \(\ell 1\) estimates of the autoregressive moving-average model. Zbl 0712.62085 Dunsmuir, William T. M.; Spencer, Nancy M. 8 1991 Control of inventories with intermittent demand. Zbl 0667.90032 Dunsmuir, W. T. M.; Snyder, R. D. 10 1989 Modelling of transitions between employment states for young Australians. Zbl 0715.62298 Dunsmuir, William; Tweedie, Richard; Flack, Lloyd; Mengersen, Kerrie 3 1989 Large sample properties of estimation in time series observed at unequally spaced times. Zbl 0566.62078 Dunsmuir, W. 4 1984 A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times. Zbl 0502.62073 Dunsmuir, W. 11 1983 Estimation of time series models in the presence of missing data. Zbl 0471.62089 Dunsmuir, W.; Robinson, P. M. 21 1981 Asymptotic theory for time series containing missing and amplitude modulated observations. Zbl 0531.62079 Dunsmuir, W.; Robinson, P. M. 15 1981 Parametric estimators for stationary time series with missing observations. Zbl 0461.62075 Dunsmuir, W.; Robinson, P. M. 11 1981 Estimation for stationary time series when data are irregularly spaced or missing. Zbl 0482.62081 Dunsmuir, W. 8 1981 Estimation of vector Armax models. Zbl 0445.62098 Hannan, E. J.; Dunsmuir, W. T. M.; Deistler, M. 28 1980 A central limit theorem for parameter estimation in stationary vector time series and its application to models for a signal observed with noise. Zbl 0406.62068 Dunsmuir, W. 41 1979 Vector linear time series models: Corrections and extensions. Zbl 0385.62072 Deistler, M.; Dunsmuir, W.; Hannan, E. J. 27 1978 Vector linear time series models. Zbl 0327.62055 Dunsmuir, W.; Hannan, E. J. 92 1976 all cited Publications top 5 cited Publications all top 5 Cited by 574 Authors 15 Fokianos, Konstantinos 11 Wu, Rongning 10 Shin, Dongwan 9 Davis, Richard A. 9 Lee, Sangyeol 8 Dunsmuir, William T. M. 8 Wang, Dehui 7 Doukhan, Paul 7 Kuo, Frances Y. 7 Ling, Shiqing 7 Potscher, Benedikt M. 7 Sarkar, Sahadeb 6 Robinson, Peter Michael 6 Tjøstheim, Dag B. 5 Cui, Yunwei 5 Deistler, Manfred 5 Leonenko, Nikolai N. 5 McAleer, Michael 4 Basawa, Ishwar V. 4 Chambers, Marcus J. 4 Chen, Rong 4 Douc, Randal 4 Efromovich, Sam 4 Francq, Christian 4 Hannan, Edward James 4 Klein, André 4 Liu, Jingchen 4 Mélard, Guy 4 Neal, Peter J. 4 Roueff, François 4 Sakhno, Lyudmyla Mykhaĭlivna 4 Sloan, Ian Hugh 4 Sutradhar, Brajendra Chandra 4 Taniguchi, Masanobu 4 Zhao, Zhiwen 3 Anh, Vo V. 3 Asai, Manabu 3 Chen, Cathy W. S. 3 Dahlhaus, Rainer 3 Duchesne, Pierre 3 Fried, Roland 3 Gevers, Michel R. 3 Gorgi, Paolo 3 Kang, Jiwon 3 Koreisha, Sergio G. 3 Li, Wai Keung 3 Lund, Robert B. 3 Matsuda, Yasumasa 3 Pan, Jiazhu 3 Paparoditis, Efstathios 3 Politis, Dimitris Nicolas 3 Sim, Tepmony 3 Song, Li 3 Wang, Hui 3 Waterhouse, Benjamin J. 3 Xiao, Han 3 Xu, Gongjun 3 Yajima, Yoshihiro 3 Zheng, Tingguo 3 Zhu, Fukang 3 Zhu, Ke 2 Armillotta, Mirko 2 Azrak, Rajae 2 Bahamonde, Natalia 2 Bao, Yong 2 Bardet, Jean-Marc 2 Barndorff-Nielsen, Ole Eiler 2 Blasques, Francisco 2 Cavanaugh, Joseph E. 2 Chan, Jennifer So Kuen 2 Christou, Vasiliki 2 Dick, Josef 2 Fasen-Hartmann, Vicky 2 Hallin, Marc 2 Holan, Scott H. 2 Hosoya, Yuzo 2 Ioannidis, Evangelos E. 2 Ivanov, Aleksandr Vladimirovich 2 Jiang, Jiancheng 2 Jiang, Xuejun 2 Jung, Robert C. 2 Kabaila, Paul V. 2 Kadi, Amina 2 Karlis, Dimitris 2 Koopman, Siem Jan 2 Kreiß, Jens-Peter 2 Kundu, Debasis 2 Latour, Alain 2 Lee, Youngmi 2 Li, Jingzhi 2 Lu, Feilong 2 Luukkonen, Ritva 2 Mainassara, Yacouba Boubacar 2 Mayer, Celeste 2 Morettin, Pedro Alberto 2 Neumann, Michael H. 2 Noh, Jungsik 2 Ombao, Hernando C. 2 Oraichi, Driss 2 Pan, Li ...and 474 more Authors all top 5 Cited in 93 Serials 51 Journal of Time Series Analysis 29 Journal of Econometrics 25 Journal of Multivariate Analysis 19 Communications in Statistics. Theory and Methods 17 Statistics & Probability Letters 15 Journal of Statistical Planning and Inference 13 Computational Statistics and Data Analysis 11 The Annals of Statistics 11 Electronic Journal of Statistics 10 Econometric Theory 9 Journal of Statistical Computation and Simulation 9 Stochastic Processes and their Applications 8 Communications in Statistics. Simulation and Computation 7 Scandinavian Journal of Statistics 7 Annals of the Institute of Statistical Mathematics 7 Econometric Reviews 7 European Journal of Operational Research 6 Journal of Applied Statistics 6 Statistical Inference for Stochastic Processes 5 Metrika 5 Automatica 5 Statistics 4 International Journal of Control 4 Journal of the American Statistical Association 4 Journal of Complexity 4 Linear Algebra and its Applications 4 Test 4 Bernoulli 4 Journal of Forecasting 3 Kybernetika 3 International Journal of Production Research 3 Economics Letters 3 Statistical Papers 3 Journal of Nonparametric Statistics 3 Australian & New Zealand Journal of Statistics 3 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Advances in Applied Probability 2 Physica A 2 International Statistical Review 2 Journal of Computational and Applied Mathematics 2 Acta Mathematicae Applicatae Sinica. English Series 2 Trabajos de Estadistica 2 Science in China. Series A 2 SIAM Journal on Scientific Computing 2 Mathematical Problems in Engineering 2 Journal of Inequalities and Applications 2 Methodology and Computing in Applied Probability 2 Brazilian Journal of Probability and Statistics 2 Statistical Modelling 2 Statistical Methodology 2 Journal of Statistical Theory and Practice 2 The Annals of Applied Statistics 2 Statistics Surveys 2 Statistics and Computing 2 Japanese Journal of Statistics and Data Science 1 The Canadian Journal of Statistics 1 Lithuanian Mathematical Journal 1 Ukrainian Mathematical Journal 1 The Annals of Probability 1 Applied Mathematics and Computation 1 Biometrical Journal 1 Biometrics 1 Journal of Applied Probability 1 Metron 1 Statistica Neerlandica 1 Trabajos de Estadistica y de Investigacion Operativa 1 Systems & Control Letters 1 Insurance Mathematics & Economics 1 Sequential Analysis 1 Statistical Science 1 Computers & Operations Research 1 Stochastic Hydrology and Hydraulics 1 Annals of Operations Research 1 The Annals of Applied Probability 1 Computational Statistics 1 Automation and Remote Control 1 Theory of Probability and Mathematical Statistics 1 Mathematical Methods of Statistics 1 European Journal of Control 1 Mathematical Geology 1 Entropy 1 ASTIN Bulletin 1 North American Actuarial Journal 1 SORT. Statistics and Operations Research Transactions 1 Statistical Methods and Applications 1 Thailand Statistician 1 AStA. Advances in Statistical Analysis 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Sankhyā. Series B 1 Wiley Interdisciplinary Reviews. WIREs Computational Statistics 1 Operations Research and Decisions 1 Journal of Time Series Econometrics 1 Stat all top 5 Cited in 19 Fields 376 Statistics (62-XX) 61 Probability theory and stochastic processes (60-XX) 59 Numerical analysis (65-XX) 32 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Systems theory; control (93-XX) 12 Operations research, mathematical programming (90-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Functional analysis (46-XX) 2 Approximations and expansions (41-XX) 2 Computer science (68-XX) 2 Geophysics (86-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Real functions (26-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year