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1

Prediction of multivariate time series by autoregressive model fitting

Richard Lewis, Gregory C Reinsel

Journal:

Journal of Multivariate Analysis

Year:

1985

Language:

english

File:

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.

Year:

2008

Language:

english

File:

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.

Year:

1993

Language:

english

File:

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.

Year:

2008

Language:

english

File:

PDF, 34 KB

english, 2008

5

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

Year:

1995

Language:

english

File:

PDF, 729 KB

english, 1995

6

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

Reinsel, Gregory C.

Year:

1993

Language:

english

File:

PDF, 2.84 MB

english, 1993

7

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

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

Year:

2008

Language:

english

File:

PDF, 31 KB

english, 2008

8

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

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

Year:

2008

Language:

english

File:

PDF, 301 KB

english, 2008

9

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

Reinsel, Gregory C., Velu, Raja P.

Year:

1998

Language:

english

File:

PDF, 1.01 MB

english, 1998

10

Finite sample forecast results for vector autoregressive moving average models

Gregory C. Reinsel

Journal:

Journal of Forecasting

Year:

1995

Language:

english

File:

PDF, 480 KB

english, 1995

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

Year:

1987

Language:

english

File:

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

Year:

1988

Language:

english

File:

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

Year:

1992

Language:

english

File:

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.

Year:

1993

Language:

english

File:

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.

Year:

2008

Language:

english

File:

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.

Year:

2008

Language:

english

File:

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.

Year:

2008

Language:

english

File:

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)

Year:

1986

Language:

english

File:

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

Year:

1993

Language:

english

File:

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

Year:

1989

Language:

english

File:

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

Year:

1980

Language:

english

File:

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

Year:

1988

Language:

english

File:

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.

Year:

2008

Language:

english

File:

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

Year:

1993

Language:

english

File:

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

Year:

1991

Language:

english

File:

PDF, 349 KB

english, 1991

26

Covariance structure models for clustered proportions

Tzy-Jyun Yao, Gregory C. Reinsel

Journal:

Statistics & Probability Letters

Year:

1996

Language:

english

File:

PDF, 682 KB

english, 1996

27

Reduced rank regression with autoregressive errors

Raja P. Velu, Gregory C. Reinsel

Journal:

Journal of Econometrics

Year:

1987

Language:

english

File:

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

Year:

2003

Language:

english

File:

PDF, 192 KB

english, 2003

29

Reduced-rank growth curve models

Gregory C. Reinsel, Raja P. Velu

Journal:

Journal of Statistical Planning and Inference

Year:

2003

Language:

english

File:

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

Year:

1999

Language:

english

File:

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

Year:

1994

Language:

english

File:

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

Year:

1998

Language:

english

File:

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

Year:

1992

Language:

english

File:

PDF, 648 KB

english, 1992

34

[untitled]

Review by: Gregory C. Reinsel

Journal:

Canadian Journal of Statistics

Year:

1987

Language:

english

File:

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

Year:

2000

Language:

english

File:

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

Year:

2000

Language:

english

File:

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

Year:

1997

Language:

english

File:

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

Year:

2002

Language:

english

File:

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

Year:

2002

Language:

english

File:

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

Year:

2005

Language:

english

File:

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

Year:

1994

Language:

english

File:

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

Year:

1994

Language:

english

File:

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

Year:

1998

Language:

english

File:

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

Year:

1981

Language:

english

File:

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

Year:

1983

Language:

english

File:

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

Year:

1984

Language:

english

File:

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

Year:

1986

Language:

english

File:

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

Year:

1987

Language:

english

File:

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

Year:

1988

Language:

english

File:

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

Year:

1989

Language:

english

File:

PDF, 1018 KB

english, 1989