The following pages link to William T. M. Dunsmuir (Q812970):
Displaying 39 items.
- Maximum likelihood estimation for an observation driven model for Poisson counts (Q812972) (← links)
- (Q931377) (redirect page) (← links)
- Quasi-Monte Carlo for highly structured generalised response models (Q931378) (← links)
- Control of inventories with intermittent demand (Q1117825) (← links)
- Estimation of vector Armax models (Q1145456) (← links)
- (Q1172907) (redirect page) (← links)
- A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times (Q1172908) (← links)
- A central limit theorem for parameter estimation in stationary vector time series and its application to models for a signal observed with noise (Q1257752) (← links)
- Least absolute deviation estimation for regression with ARMA errors (Q1368998) (← links)
- Smoothing and change point detection for Gamma ray count data (Q1402240) (← links)
- Asymptotic distribution of the score test for detecting marks in Hawkes processes (Q2243558) (← links)
- Least absolute deviation estimation of stationary time series models (Q2367373) (← links)
- Observation-driven models for Poisson counts (Q2813895) (← links)
- Marginal Estimation of Parameter Driven Binomial Time Series Models (Q2954309) (← links)
- The distribution of the weighted moving median of a sequence of iid observations (Q3125825) (← links)
- Obituary: Richard Lewis Tweedie (Q3153671) (← links)
- STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING-AVERAGE MODEL (Q3197164) (← links)
- (Q3201628) (← links)
- (Q3218967) (← links)
- (Q3313158) (← links)
- (Q3681787) (← links)
- Parametric estimators for stationary time series with missing observations (Q3911246) (← links)
- Estimation of Time Series Models in the Presence of Missing Data (Q3925033) (← links)
- (Q3940697) (← links)
- A simulation study of l1:estimation of a seasonal moving average time series model (Q4019327) (← links)
- Vector linear time series models (Q4092809) (← links)
- Estimation for vector linear time series models (Q4094277) (← links)
- Vector linear time series models: corrections and extensions (Q4166099) (← links)
- IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS (Q4328379) (← links)
- Estimation of nonstationary spatial covariance structure (Q4455371) (← links)
- Statistical Correction of a Deterministic Numerical Weather Prediction Model (Q4468281) (← links)
- On autocorrelation in a Poisson regression model (Q4520216) (← links)
- (Q4694316) (← links)
- ESTIMATION OF PERIODICALLY VARYING MEANS AND STANDARD DEVIATIONS IN TIME SERIES DATA (Q4746696) (← links)
- (Q4884610) (← links)
- (Q5317342) (← links)
- SPACE–TIME MODELLING OF SYDNEY HARBOUR WINDS (Q5898736) (← links)
- Detecting changes in task length due to task‐switching in the presence of repeated length‐biased sampling (Q6057108) (← links)
- Likelihood inference of the non-stationary Hawkes process with non-exponential kernel (Q6740872) (← links)
