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- Filtering and smoothing of state vector for diffuse state-space models. Journal of Time Series Analysis 2003. 24:85-98 .
- A simple and efficient simulation smoother for state space time series analysis. Biometrika 2002. 89:603-616 .
- A simple and efficient simulation smoother for state space time series analysis. Biometrika 2002. 89:603-615 .
- Reply to comments on ``The Foreman lecture: The state space approach to time series analysis and its potential for official statistics'' (Pkg: p1-23). Australian & New Zealand Journal of Statistics 2000. 42:22-23 .
- Fast filtering and smoothing for multivariate state space models. Journal of Time Series Analysis 2000. 21:281-296 .
- Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2000. 62:3-56 .
- Comment on ``Estimating the underlying change in unemployment in the UK'' (Pkg: p303-339). Journal of the Royal Statistical Society, Series A: Statistics in Society 2000. 163:332-332 .
- The Foreman lecture: The state space approach to time series analysis and its potential for official statistics (Pkg: p1-23). Australian & New Zealand Journal of Statistics 2000. 42:1-14 .
- Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives (Disc: p29-56). Journal of the Royal Statistical Society, Series B: Statistical Methodology 2000. 62:3-56 .
- The Foreman Lecture: the State Space Approach to Time Series Analysis and its Potential for Official Statistics (with Discussion). Australian & New Zealand Journal of Statistics 2000. 42:1-23 .
- Estimation of regression coefficients of interest when other regression coefficients are of no interest. Econometrica 1999. 67:639-643 .
- Monte Carlo maximum likelihood estimation for non-Gaussian state space models. Biometrika 1997. 84:669-684 .
- Benchmarking by state space models. International Statistical Review 1997. 65:23-48 .
- Optimal estimating equations for state vectors in non-Gaussian and nonlinear state space time series models. Institute of Mathematical Statistics Lecture Notes - Monograph Series 1997. 1997:285-291 .
- The first-passage density of the Brownian motion process to a curved boundary. Journal of Applied Probability 1992. 29:291-304 .
- On a test of serial correlation for regression models with lagged dependent variables. .
- Is a philosophical consensus for statistics attainable? (C/R: p63-65). Journal of Econometrics 1988. 37:51-61 .
- Reply to comments on ``Is a philosophical concensus for statistics attainable?''. Journal of Econometrics 1988. 37:65-65 .
- A reconciliation of two different expressions for the first-passage density of Brownian motion to a curved boundary. Journal of Applied Probability 1988. 25:829-832 .
- Statistics and statistical science. Journal of the Royal Statistical Society, Series A: General 1987. 150:177-191 .
- The effects of seat belt legislation on British road casualties: A case study in structural time series modelling (C/R: p211-227). Journal of the Royal Statistical Society, Series A: General 1986. 149:187-210 .
- Reply to comments on ``The effects of seat belt legislation on British road casualties: A case study in structural time series modelling''. Journal of the Royal Statistical Society, Series A: General 1986. 149:224-227 .
- Approximate distributions of Student's $t$-statistics for autoregressive coefficients calculated from regression residuals. .
- Comments on ``Some aspects of the spline smoothing approach to non-parametric regression curve fitting''. Journal of the Royal Statistical Society, Series B: Methodological 1985. 47:35-35 .
- Evolutionary origins of statisticians and statistics. .
- The first-passage density of a continuous Gaussian process to a general boundary (Corr: V25 p840). Journal of Applied Probability 1985. 22:99-122 .
- Boundary crossing probabilities for Gaussian processes and applications to Kolmogorov-Smirnov statistics when parameters are estimated. .
- Present position and potential developments: Some personal views. Time series analysis (with discussion). Journal of the Royal Statistical Society, Series A: General 1984. 147:161-173 .
- The price of ignorance of the autocorrelation structure of the errors of a regression model. .
- Extensions of the Brown and Holt-Winters forecasting systems and their relation to Box-Jenkins models. .
- Local trend estimation and seasonal adjustment of economic and social time series (with discussion). Journal of the Royal Statistical Society, Series A: General 1982. 145:1-41 .
- The approximate distribution of partial serial correlation coefficients calculated from residuals from regression on Fourier series. Biometrika 1980. 67:335-349 .
- Approximations for densities of sufficient estimators. Biometrika 1980. 67:311-333 .
- Report of the International Statistical Institute Committee on the Integration of Statistics. International Statistical Review 1980. 48:139-168 .
- Comments on ``Edgeworth and saddle-point approximations with statistical applications''. Journal of the Royal Statistical Society, Series B: Methodological 1979. 41:301-302 .
- Comments on ``Robust estimation of power spectra''. Journal of the Royal Statistical Society, Series B: Methodological 1979. 41:338-339 .
- Reply to comments on ``Statistics and the report of the data protection committee''. Journal of the Royal Statistical Society, Series A: General 1979. 142:326-329 .
- Comments on ``Accuracy of forecasting: An empirical investigation''. Journal of the Royal Statistical Society, Series A: General 1979. 142:133-134 .
- Statistics and the report of the data protection committee (C/R: p316-329). Journal of the Royal Statistical Society, Series A: General 1979. 142:299-306 .
- Goodness-of-fit tests based on the order statistics. .
- Comments on ``Long-term forecasting of vehicle ownership and road traffic''. Journal of the Royal Statistical Society, Series A: General 1978. 141:51-51 .
- Comments on ``The inverse Gaussian distribution and its statistical application: A review''. Journal of the Royal Statistical Society, Series B: Methodological 1978. 40:275-276 .
- Kolmogorov-Smirnov tests when parameters are estimated. .
- Techniques for testing the constancy of regression relationships over time. Journal of the Royal Statistical Society, Series B: Methodological 1975. 37:149-192 .
- Tests of model specification based on residuals. .
- Components of Cramer-von Mises statistics. II (Corr: 77V39 p394). Journal of the Royal Statistical Society, Series B: Methodological 1975. 37:216-237 .
- Kolmogorov-Smirnov tests when parameters are estimated with applications to tests of exponentiality and tests on spacings. Biometrika 1975. 62:5-22 .
- Seasonal adjustment based on a mixed additive-multiplicative model. Journal of the Royal Statistical Society, Series A: General 1975. 138:385-410 .
- Weak convergence of the sample distribution function when parameters are estimated. The Annals of Statistics 1973. 1:279-290 .
- Components of CramÃ©r-von Mises statistics. I. Journal of the Royal Statistical Society, Series B: Methodological 1972. 34:290-307 .
- Testing for serial correlation in least squares regression, III. Biometrika 1971. 58:1-19 .
- Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test. Journal of Applied Probability 1971. 8:431-453 .
- On Birnbaum's theorem on the relation between sufficiency, conditionality and likelihood (Com: p399-403). Journal of the American Statistical Association 1970. 65:395-398 .
- An alternative to bounds test for testing for serial correlation in least-squares regression. Econometrica 1970. 38:422-429 .
- Testing for serial correlation in least-squares regression when some of the regressors are lagged dependent variables (Ref: 78V46 p225-228). Econometrica 1970. 38:410-421 .
- Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals. Biometrika 1969. 56:1-15 .
- The probability that the sample distribution function lies between two parallel straight lines. The Annals of Mathematical Statistics 1968. 39:398-411 .
- Design of multi-stage surveys for the estimation of sampling errors. Applied Statistics 1967. 16:152-164 .
- Trend elimination for the purpose of estimating seasonal and periodic components of time series. .
- Some methods of constructing exact tests (Corr: V53 p629). Biometrika 1961. 48:41-55 .
- Exact Tests of Serial Correlation using Noncircular Statistics. The Annals of Mathematical Statistics 1951. 22:446-451 .
- INCOMPLETE BLOCKS IN RANKING EXPERIMENTS. British Journal of Mathematical and Statistical Psychology 1951. 4:85-90 .