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1

Finite sample properties of estimators for autoregressive moving average models

Craig F. Ansley, Paul Newbold

Journal:

Journal of Econometrics

Year:

1980

Language:

english

File:

PDF, 1.42 MB

english, 1980

2

Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data

Robert Kohn and Craig F. Ansley

Journal:

Journal of the American Statistical Association

Year:

1986

Language:

english

File:

PDF, 2.11 MB

english, 1986

3

An Algorithm for the Exact Likelihood of a Mixed Autoregressive-Moving Average Process

Craig F. Ansley

Journal:

Year:

1979

Language:

english

File:

PDF, 652 KB

english, 1979

4

Nonparametric Spline Regression with Prior Information

Craig F. Ansley, Robert Kohn and Chi-Ming Wong

Journal:

Year:

1993

Language:

english

File:

PDF, 1.47 MB

english, 1993

5

Fundamentals of Business Statistics.by Jerome D. Braverman;Business Statistics: Basic Concepts and Methodology.by Wayne W. Daniel; James C. Terrell;Essential Statistics Methods for Business.by Edward N. Dubois;Applied Business Statistics (2nd ed.).by Elam E. McElroy

Review by: Craig F. Ansley

Journal:

Journal of the American Statistical Association

Year:

1980

Language:

english

File:

PDF, 490 KB

english, 1980

6

Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data

Kohn, Robert, Ansley, Craig F.

Journal:

Journal of the American Statistical Association

Year:

1986

Language:

english

File:

PDF, 1.00 MB

english, 1986

7

On the finite sample distribution of residual autocorrelations in autoregressive-moving average models

ANSLEY, CRAIG F., NEWBOLD, PAUL

Journal:

Year:

1979

Language:

english

File:

PDF, 402 KB

english, 1979

8

Estimation, Filtering, and Smoothing in State Space Models with Incompletely Specified Initial Conditions

Craig F. Ansley and Robert Kohn

Journal:

The Annals of Statistics

Year:

1985

Language:

english

File:

PDF, 1.99 MB

english, 1985

9

Convergence of the backfitting algorithm for additive models

Ansley, Craig F., Kohn, Robert

Journal:

Journal of the Australian Mathematical Society

Year:

1994

Language:

english

File:

PDF, 672 KB

english, 1994

10

Estimation, Filtering, and Smoothing in State Space Models with Incompletely Specified Initial Conditions

Ansley, Craig F., Kohn, Robert

Journal:

The Annals of Statistics

Year:

1985

File:

PDF, 2.32 MB

1985

11

Youth Cognitive Responses to Alcohol Promotional Messaging: A Systematic Review

Henehan, Elizabeth R., Joannes, Ansley E., Greaney, Liam, Knoll, Susan, Wong, Qing Wai, Ross, Craig S.

Journal:

Journal of Studies on Alcohol and Drugs Supplement

Year:

2020

Language:

english

File:

PDF, 2.28 MB

english, 2020

12

Computing p-values for the generalized Durbin-Watson and other invariant test statistics

Craig F. Ansley, Robert Kohn, Thomas S. Shively

Journal:

Journal of Econometrics

Year:

1992

Language:

english

File:

PDF, 1.25 MB

english, 1992

13

Testing for linearity in a semiparametric regression model

Thomas S Shively, Robert Kohn, Craig F Ansley

Journal:

Journal of Econometrics

Year:

1994

Language:

english

File:

PDF, 1.05 MB

english, 1994

14

Asymptotic distribution of residual autocorrelations from estimation of ARMA processes by Gram-Schmidt orthogonalization

Craig F. Ansley

Journal:

Stochastic Processes and their Applications

Year:

1981

Language:

english

File:

PDF, 496 KB

english, 1981

15

On the structure of moving average processes

Craig F. Ansley, W.Allen Spivey, William J. Wrobleski

Journal:

Journal of Econometrics

Year:

1977

Language:

english

File:

PDF, 731 KB

english, 1977

16

FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS

Craig F. Ansley, Robert Kohn

Journal:

Journal of Time Series Analysis

Year:

1990

Language:

english

File:

PDF, 852 KB

english, 1990

17

A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS

Craig F. Ansley, Robert Kohn

Journal:

Journal of Time Series Analysis

Year:

1990

Language:

english

File:

PDF, 156 KB

english, 1990

18

The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing

William E. Wecker and Craig F. Ansley

Journal:

Journal of the American Statistical Association

Year:

1983

Language:

english

File:

PDF, 350 KB

english, 1983

19

A New Algorithm for Spline Smoothing Based on Smoothing a Stochastic Process

Kohn, Robert, Ansley, Craig F.

Journal:

SIAM Journal on Scientific and Statistical Computing

Year:

1987

Language:

english

File:

PDF, 1.62 MB

english, 1987

20

On the Finite Sample Distribution of Residual Autocorrelations in Autoregressive-Moving Average Models

Craig F. Ansley and Paul Newbold

Journal:

Year:

1979

Language:

english

File:

PDF, 678 KB

english, 1979

21

Prediction Mean Squared Error for State Space Models with Estimated Parameters

Craig F. Ansley and Robert Kohn

Journal:

Year:

1986

Language:

english

File:

PDF, 917 KB

english, 1986

22

Fast Filtering for Seasonal Moving Average Models

Robert Kohn and Craig F. Ansley

Journal:

Year:

1986

Language:

english

File:

PDF, 354 KB

english, 1986

23

Signal Extraction for Finite Nonstationary Time Series

Robert Kohn and Craig F. Ansley

Journal:

Year:

1987

Language:

english

File:

PDF, 1.13 MB

english, 1987

24

A Fast Algorithm for Signal Extraction, Influence and Cross-Validation in State Space Models

Robert Kohn and Craig F. Ansley

Journal:

Year:

1989

Language:

english

File:

PDF, 1.62 MB

english, 1989

25

Fixed Interval Estimation in State Space Models when Some of the Data are Missing or Aggregated

Robert Kohn and Craig F. Ansley

Journal:

Year:

1983

Language:

english

File:

PDF, 617 KB

english, 1983

26

A Note on Kalman Filtering for the Seasonal Moving Average Model

Robert Kohn and Craig F. Ansley

Journal:

Year:

1984

Language:

english

File:

PDF, 324 KB

english, 1984

27

[Issues Involved with the Seasonal Adjustment of Economic Time Series]: Comment: On Dips in the Spectrum of a Seasonally Adjusted Time Series

Craig F. Ansley and William E. Wecker

Journal:

Journal of Business and Economic Statistics

Year:

1984

Language:

english

File:

PDF, 117 KB

english, 1984

28

[Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study]: Comment

Craig F. Ansley

Journal:

Journal of Business and Economic Statistics

Year:

1983

Language:

english

File:

PDF, 238 KB

english, 1983

29

[Calculating Interval Forecasts]: Comment

Craig F. Ansley

Journal:

Journal of Business and Economic Statistics

Year:

1993

Language:

english

File:

PDF, 121 KB

english, 1993

30

Non-Gaussian State-Space Modeling of Nonstationary Time Series: Comment

Robert Kohn and Craig F. Ansley

Journal:

Journal of the American Statistical Association

Year:

1987

Language:

english

File:

PDF, 762 KB

english, 1987

31

On the Bias in Estimates of Forecast Mean Squared Error

Craig F. Ansley and Paul Newbold

Journal:

Journal of the American Statistical Association

Year:

1981

Language:

english

File:

PDF, 1.22 MB

english, 1981

32

Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression

Thomas S. Shively, Craig F. Ansley and Robert Kohn

Journal:

Journal of the American Statistical Association

Year:

1990

Language:

english

File:

PDF, 1.52 MB

english, 1990

33

The Performance of Cross-Validation and Maximum Likelihood Estimators of Spline Smoothing Parameters

Robert Kohn, Craig F. Ansley and David Tharm

Journal:

Journal of the American Statistical Association

Year:

1991

Language:

english

File:

PDF, 1.25 MB

english, 1991

34

A Signal Extraction Approach to the Estimation of Treatment and Control Curves

Robert Kohn and Craig F. Ansley

Journal:

Journal of the American Statistical Association

Year:

1991

Language:

english

File:

PDF, 1.41 MB

english, 1991

35

Signal extraction for finite nonstationary time series

KOHN, ROBERT, ANSLEY, CRAIG F.

Journal:

Year:

1987

Language:

english

File:

PDF, 561 KB

english, 1987

36

A note on obtaining the theoretical autocovariances of an ARMA process

Kohn, Robert, Ansley, Craig

Journal:

Journal of Statistical Computation and Simulation

Year:

1982

Language:

english

File:

PDF, 278 KB

english, 1982

37

A note on reparameterizing a vector autoregressive moving average model to enforce stationarity

Ansley, Craig F., Kohn, Robert

Journal:

Journal of Statistical Computation and Simulation

Year:

1986

Language:

english

File:

PDF, 271 KB

english, 1986

38

Computation of the theoretical autocovariance function for a vector arma process

Ansley, Craig F.

Journal:

Journal of Statistical Computation and Simulation

Year:

1980

Language:

english

File:

PDF, 292 KB

english, 1980

39

Accuracy and efficiency of alternative spline smoothing algorithms

Kohn, Robert, Ansley, Craig F.

Journal:

Journal of Statistical Computation and Simulation

Year:

1993

Language:

english

File:

PDF, 743 KB

english, 1993

40

The Performance of Cross-Validation and Maximum Likelihood Estimators of Spline Smoothing Parameters

Kohn, Robert, Ansley, Craig F., Tharm, David

Journal:

Journal of the American Statistical Association

Year:

1991

Language:

english

File:

PDF, 761 KB

english, 1991

41

Comment

Kohn, Robert, Ansley, Craig F.

Journal:

Journal of the American Statistical Association

Year:

1987

Language:

english

File:

PDF, 450 KB

english, 1987

42

Computing the likelihood and its dierivatives for a gaussian ARMA model

Kohn, Robert., Ansley, Craig F.

Journal:

Journal of Statistical Computation and Simulation

Year:

1985

Language:

english

File:

PDF, 1016 KB

english, 1985

43

Fast Evaluation of the Distribution of the Durbin-Watson and other Invariant Test Statistics in Time Series Regression

Shively, Thomas S., Ansley, Craig F., Kohn, Robert

Journal:

Journal of the American Statistical Association

Year:

1990

Language:

english

File:

PDF, 1014 KB

english, 1990

44

Spline smoothing with repeated values

Ansley, Craig F., Kohn, Robert

Journal:

Journal of Statistical Computation and Simulation

Year:

1986

Language:

english

File:

PDF, 278 KB

english, 1986

45

On Dips in the Spectrum of a Seasonally Adjusted Time Series

Ansley, Craig F., Wecker, William E.

Journal:

Journal of Business and Economic Statistics

Year:

1984

Language:

english

File:

PDF, 93 KB

english, 1984

46

A geometrical derivation of the fixed interval smoothing algorithm

ANSLEY, CRAIG F., KOHN, ROBERT

Journal:

Year:

1982

Language:

english

File:

PDF, 101 KB

english, 1982

47

The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing

Wecker, William E., Ansley, Craig F.

Journal:

Journal of the American Statistical Association

Year:

1983

Language:

english

File:

PDF, 1.28 MB

english, 1983

48

Comment

Ansley, Craig F.

Journal:

Journal of Business and Economic Statistics

Year:

1983

Language:

english

File:

PDF, 169 KB

english, 1983

49

Nonparametric Spline Regression with Autoregressive Moving Average Errors

Robert Kohn, Craig F. Ansley and Chi-Ming Wong

Journal:

Year:

1992

Language:

english

File:

PDF, 1.43 MB

english, 1992

50

On the rate of convergence of the innovation representation of a moving average process

ANSLEY, CRAIG F., KOHN, ROBERT

Journal:

Year:

1985

Language:

english

File:

PDF, 251 KB

english, 1985