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1

Prediction of multivariate time series by autoregressive model fitting

Richard Lewis, Gregory C Reinsel

Journal:

Journal of Multivariate Analysis

Année:

1985

Langue:

english

Fichier:

PDF, 900 KB

english, 1985

2

Time Series Analysis (Box/Time Series Analysis) || Multivariate Time Series Analysis

Box, George E. P., Jenkins, Gwilym M., Reinsel, Gregory C.

Année:

2008

Langue:

english

Fichier:

PDF, 409 KB

english, 2008

3

[Springer Series in Statistics] Elements of Multivariate Time Series Analysis || State-Space Models, Kalman Filtering, and Related Topics

Reinsel, Gregory C.

Année:

1993

Langue:

english

Fichier:

PDF, 3.14 MB

english, 1993

4

Time Series Analysis (Box/Time Series Analysis) || Stochastic Model Building

Box, George E. P., Jenkins, Gwilym M., Reinsel, Gregory C.

Année:

2008

Langue:

english

Fichier:

PDF, 34 KB

english, 2008

5

Finite sample forecast results for vector autoregressive moving average models

Gregory C. Reinsel

Journal:

Journal of Forecasting

Année:

1995

Langue:

english

Fichier:

PDF, 480 KB

english, 1995

6

RESULTS ON ESTTMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL

Sook Fwe Yap, Gregory C. Reinsel

Journal:

Journal of Time Series Analysis

Année:

1995

Langue:

english

Fichier:

PDF, 729 KB

english, 1995

7

[Springer Series in Statistics] Elements of Multivariate Time Series Analysis || Vector ARMA Time Series Models and Forecasting

Reinsel, Gregory C.

Année:

1993

Langue:

english

Fichier:

PDF, 2.84 MB

english, 1993

8

Time Series Analysis (Box/Time Series Analysis) || Stochastic Models and Their Forecasting

Box, George E. P., Jenkins, Gwilym M., Reinsel, Gregory C.

Année:

2008

Langue:

english

Fichier:

PDF, 31 KB

english, 2008

9

Time Series Analysis (Box/Time Series Analysis) || Transfer Function Models

Box, George E. P., Jenkins, Gwilym M., Reinsel, Gregory C.

Année:

2008

Langue:

english

Fichier:

PDF, 301 KB

english, 2008

10

[Lecture Notes in Statistics] Multivariate Reduced-Rank Regression Volume 136 || Alternate Procedures for Analysis of Multivariate Regression Models

Reinsel, Gregory C., Velu, Raja P.

Année:

1998

Langue:

english

Fichier:

PDF, 1.01 MB

english, 1998

11

A NOTE ON NON-STATIONARITY AND CANONICAL ANALYSIS OF MULTIPLE TIME SERIES MODELS

Raja P. Velu, Dean W. Wichern, Gregory C. Reinsel

Journal:

Journal of Time Series Analysis

Année:

1987

Langue:

english

Fichier:

PDF, 470 KB

english, 1987

12

PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS-SPECIFIED MODELS

Richard A. Lewis, Gregory C. Reinsel

Journal:

Journal of Time Series Analysis

Année:

1988

Langue:

english

Fichier:

PDF, 913 KB

english, 1988

13

VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING

Gregory C. Reinsel, Sung K. Ahn

Journal:

Journal of Time Series Analysis

Année:

1992

Langue:

english

Fichier:

PDF, 1.03 MB

english, 1992

14

[Springer Series in Statistics] Elements of Multivariate Time Series Analysis || Reduced-Rank and Nonstationary Co-Integrated Models

Reinsel, Gregory C.

Année:

1993

Langue:

english

Fichier:

PDF, 3.25 MB

english, 1993

15

Time Series Analysis (Box/Time Series Analysis) || Linear Stationary Models

Box, George E. P., Jenkins, Gwilym M., Reinsel, Gregory C.

Année:

2008

Langue:

english

Fichier:

PDF, 363 KB

english, 2008

16

Time Series Analysis (Box/Time Series Analysis) || Intervention Analysis Models and Outlier Detection

Box, George E. P., Jenkins, Gwilym M., Reinsel, Gregory C.

Année:

2008

Langue:

english

Fichier:

PDF, 210 KB

english, 2008

17

Time Series Analysis (Box/Time Series Analysis) || Aspects of Process Control

Box, George E. P., Jenkins, Gwilym M., Reinsel, Gregory C.

Année:

2008

Langue:

english

Fichier:

PDF, 595 KB

english, 2008

18

An Exact Maximum Likelihood Estimation Procedure for Regression-ARMA Time Series Models with Possibly Nonconsecutive Data

Michael A. Wincek and Gregory C. Reinsel

Journal:

Journal of the Royal Statistical Society Series B (Methodological)

Année:

1986

Langue:

english

Fichier:

PDF, 1.08 MB

english, 1986

19

Properties of the Spatial Unilateral First-Order ARMA Model

Sabyasachi Basu and Gregory C. Reinsel

Journal:

Advances in Applied Probability

Année:

1993

Langue:

english

Fichier:

PDF, 1.67 MB

english, 1993

20

Models for Longitudinal Data with Random Effects and AR(1) Errors

Eric M. Chi and Gregory C. Reinsel

Journal:

Journal of the American Statistical Association

Année:

1989

Langue:

english

Fichier:

PDF, 1.38 MB

english, 1989

21

Introduction to Mathematical Statistics (4th ed.).by Robert V. Hogg; Allen T. Craig

Review by: Gregory Reinsel

Journal:

Journal of the American Statistical Association

Année:

1980

Langue:

english

Fichier:

PDF, 98 KB

english, 1980

22

Nested Reduced-Rank Autoregressive Models for Multiple Time Series

Ahn, Sung K., Reinsel, Gregory C.

Journal:

Journal of the American Statistical Association

Année:

1988

Langue:

english

Fichier:

PDF, 770 KB

english, 1988

23

Time Series Analysis (Box/Time Series Analysis) || Transfer Function and Multivariate Model Building

Box, George E. P., Jenkins, Gwilym M., Reinsel, Gregory C.

Année:

2008

Langue:

english

Fichier:

PDF, 27 KB

english, 2008

24

Properties of the spatial unilateral first-order ARMA model

Basu, Sabyasachi, Reinsel, Gregory C.

Journal:

Advances in Applied Probability

Année:

1993

Langue:

english

Fichier:

PDF, 3.88 MB

english, 1993

25

Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model

Eric M. Chi, Gregory C. Reinsel

Journal:

Statistics & Probability Letters

Année:

1991

Langue:

english

Fichier:

PDF, 349 KB

english, 1991

26

Covariance structure models for clustered proportions

Tzy-Jyun Yao, Gregory C. Reinsel

Journal:

Statistics & Probability Letters

Année:

1996

Langue:

english

Fichier:

PDF, 682 KB

english, 1996

27

Reduced rank regression with autoregressive errors

Raja P. Velu, Gregory C. Reinsel

Journal:

Journal of Econometrics

Année:

1987

Langue:

english

Fichier:

PDF, 1.10 MB

english, 1987

28

Approximate ML and REML estimation for regression models with spatial or time series AR(1) noise

Gregory C. Reinsel, Wai-Kwong Cheang

Journal:

Statistics & Probability Letters

Année:

2003

Langue:

english

Fichier:

PDF, 192 KB

english, 2003

29

Reduced-rank growth curve models

Gregory C. Reinsel, Raja P. Velu

Journal:

Journal of Statistical Planning and Inference

Année:

2003

Langue:

english

Fichier:

PDF, 277 KB

english, 2003

30

On multivariate linear regression shrinkage and reduced-rank procedures

Gregory C. Reinsel

Journal:

Journal of Statistical Planning and Inference

Année:

1999

Langue:

english

Fichier:

PDF, 108 KB

english, 1999

31

Estimation of partially nonstationary vector autoregressive models with seasonal behavior

Sung K. Ahn, Gregory C. Reinsel

Journal:

Journal of Econometrics

Année:

1994

Langue:

english

Fichier:

PDF, 1.88 MB

english, 1994

32

Seasonal Moving-average Unit Root Tests in the Presence of a Linear Trend

Wing-kuen Tam, Gregory Reinsel

Journal:

Journal of Time Series Analysis

Année:

1998

Langue:

english

Fichier:

PDF, 285 KB

english, 1998

33

MAXIMUM LIKELIHOOD ESTIMATORS IN THE MULTIVARIATE AUTOREGRESSIVE MOVING-AVERAGE MODEL FROM A GENERALIZED LEAST SQUARES VIEWPOINT

Gregory C. Reinsel, Sabyasachi Basu, Sook Fwe Yap

Journal:

Journal of Time Series Analysis

Année:

1992

Langue:

english

Fichier:

PDF, 648 KB

english, 1992

34

[untitled]

Review by: Gregory C. Reinsel

Journal:

Canadian Journal of Statistics

Année:

1987

Langue:

english

Fichier:

PDF, 160 KB

english, 1987

35

Upper-stratospheric ozone trends 1979–1998

Newchurch, M. J., Bishop, Lane, Cunnold, Derek, Flynn, Lawrence E., Godin, Sophie, Frith, Stacey Hollandsworth, Hood, Lon, Miller, Alvin J., Oltmans, Sam, Randel, William, Reinsel, Gregory, Stolarski,

Journal:

Journal of Geophysical Research

Année:

2000

Langue:

english

Fichier:

PDF, 1.48 MB

english, 2000

36

Detecting the recovery of total column ozone

Weatherhead, Elizabeth C., Reinsel, Gregory C., Tiao, George C., Jackman, Charles H., Bishop, Lane, Frith, Stacey M. Hollandsworth, DeLuisi, John, Keller, Teddie, Oltmans, Samuel J., Fleming, Eric L.,

Journal:

Journal of Geophysical Research

Année:

2000

Langue:

english

Fichier:

PDF, 1.25 MB

english, 2000

37

Analysis of long-term behavior of ultraviolet radiation measured by Robertson-Berger meters at 14 sites in the United States

Weatherhead, Elizabeth C., Tiao, George C., Reinsel, Gregory C., Frederick, John E., DeLuisi, John J., Choi, Dongseok, Tam, Wing-kuen

Journal:

Journal of Geophysical Research

Année:

1997

Langue:

english

Fichier:

PDF, 1.71 MB

english, 1997

38

On detection of turnaround and recovery in trend for ozone

Reinsel, Gregory C.

Journal:

Journal of Geophysical Research

Année:

2002

Langue:

english

Fichier:

PDF, 605 KB

english, 2002

39

Trend analysis of upper stratospheric Umkehr ozone data for evidence of turnaround

Reinsel, Gregory C.

Journal:

Geophysical Research Letters

Année:

2002

Langue:

english

Fichier:

PDF, 504 KB

english, 2002

40

Trend analysis of total ozone data for turnaround and dynamical contributions

Reinsel, Gregory C.

Journal:

Journal of Geophysical Research

Année:

2005

Langue:

english

Fichier:

PDF, 1.47 MB

english, 2005

41

Seasonal trend analysis of published ground-based and TOMS total ozone data through 1991

Reinsel, Gregory C., Tiao, George C., Wuebbles, Donald J., Kerr, James B., Miller, Alvin J., Nagatani, Ronald M., Bishop, Lane, Ying, Lisa H.

Journal:

Journal of Geophysical Research

Année:

1994

Langue:

english

Fichier:

PDF, 1.10 MB

english, 1994

42

Comparison of trend analyses for Umkehr data using new and previous inversion algorithms

Reinsel, Gregory C., Tam, Wing-Kuen, Ying, Lisa H.

Journal:

Geophysical Research Letters

Année:

1994

Langue:

english

Fichier:

PDF, 384 KB

english, 1994

43

Factors affecting the detection of trends: Statistical considerations and applications to environmental data

Weatherhead, Elizabeth C., Reinsel, Gregory C., Tiao, George C., Meng, Xiao-Li, Choi, Dongseok, Cheang, Wai-Kwong, Keller, Teddie, DeLuisi, John, Wuebbles, Donald J., Kerr, James B., Miller, Alvin J.,

Journal:

Journal of Geophysical Research

Année:

1998

Langue:

english

Fichier:

PDF, 1.41 MB

english, 1998

44

Analysis of total ozone data for the detection of recent trends and the effects of nuclear testing during the 1960's

Reinsel, Gregory C.

Journal:

Geophysical Research Letters

Année:

1981

Langue:

english

Fichier:

PDF, 357 KB

english, 1981

45

Analysis of upper stratospheric ozone profile data from the ground-based umkehr method and the Nimbus-4 BUV satellite experiment

Reinsel, Gregory, Tiao, G. C., Lewis, R., Bobkoski, M.

Journal:

Journal of Geophysical Research

Année:

1983

Langue:

english

Fichier:

PDF, 816 KB

english, 1983

46

Analysis of upper stratospheric Umkehr ozone profile data for trends and the effects of stratospheric aerosols

Reinsel, Gregory C., Tiao, George C., DeLuisi, John J., Mateer, Carl L., Miller, Alvin J., Frederick, John E.

Journal:

Journal of Geophysical Research

Année:

1984

Langue:

english

Fichier:

PDF, 628 KB

english, 1984

47

Trend analysis sensitivity studies of Dobson total ozone data through 1984

Hill, William J., Oehlert, Gary W., Reinsel, Gregory C.

Journal:

Journal of Geophysical Research

Année:

1986

Langue:

english

Fichier:

PDF, 528 KB

english, 1986

48

Statistical analysis of total ozone and stratospheric Umkehr data for trends and solar cycle relationship

Reinsel, Gregory C., Tiao, George C., Miller, Alvin J., Wuebbles, Donald J., Connell, Peter S., Mateer, Carl L., Deluisi, John J.

Journal:

Journal of Geophysical Research

Année:

1987

Langue:

english

Fichier:

PDF, 758 KB

english, 1987

49

An analysis of the 7-year record of SBUV satellite ozone data: Global profile features and trends in total ozone

Reinsel, Gregory C., Tiao, George C., Ahn, Sung K., Pugh, Marian, Basu, Sabyasachi, DeLuisi, John J., Mateer, Carl L., Miller, Alvin J., Connell, Peter S., Wuebbles, Donald J.

Journal:

Journal of Geophysical Research

Année:

1988

Langue:

english

Fichier:

PDF, 1006 KB

english, 1988

50

Trend analysis of aerosol-corrected Umkehr ozone profile data through 1987

Reinsel, Gregory C., Tiao, George C., DeLuisi, John J., Basu, Sabyasachi, Carriere, Keumhee

Journal:

Journal of Geophysical Research

Année:

1989

Langue:

english

Fichier:

PDF, 1018 KB

english, 1989