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- Applied time series analysis (1976)

- Applied Time Series Analysis (1978)

- Applied time series: Analysis II (1981)

- Applied Time Series Analysis II (1981)

- Selection between models through multi-step-ahead forecasting. Journal of Statistical Planning and Inference 2010. 140:3655-3675 .
- Modeling stock trading day effects under flow day-of-week effect constraints. Journal of Official Statistics 2009. 25:415-430 .
- Optimality of GLS for one-step-ahead forecasting with regARIMA and related models when the regression is misspecified. Econometric Theory 2007. 23:1083-1107 .
- Recursive estimation of possibly misspecified MA(1) models:Convergence of a general algorithm. .
- Recursive estimation of possibly misspecified MA(1) models: Convergence of a general algorithm. Institute of Mathematical Statistics Lecture Notes - Monograph Series 2006. 2006:- .
- Adjustment of data from period reporters in estimates of monthly retail trade. .
- Frequency domain analyses of SEATS and X-11/12-ARIMA seasonal adjustment filters for short and moderate-length time series. Journal of Official Statistics 2006. 22:1-34 .
- Asymptotic second moment properties of out-of-sample forecast errors of misspecified regARIMA models and the optimality of GLS. Statistica Sinica 2005. 15:447-476 .
- Some recent developments and directions in seasonal adjustment. Journal of Official Statistics 2005. 21:343-365 .
- Issues in estimating easter regressors using RegARIMA models with X-12-ARIMA. .
- Convergence of a Robbins-Monro algorithm for recursive estimation with non-monotone weights for a function with a restricted domain and multiple zeros. Calcutta Statistical Association Bulletin 2005. 56:1-15 .
- Modifications of SEATS' diagnostic for detecting over- or underestimation of seasonal adjustment decomposition components. .
- Comment on ``Damping seasonal factors: Shrinkage estimators for the X-12-ARIMA program'' (Pkg: p529-571). International Journal of Forecasting 2004. 20:551-556 .
- Modeling of time series arrays by multistep prediction or likelihood methods. Journal of Econometrics 2004. 118:151-187 .
- Convergence of a general recursive algorithm for estimation of possibly misspecified MA(1) models. .
- AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autoregressions and related models. Journal of Multivariate Analysis 2002. 83:415-450 .
- Comparing the automatic ARIMA model selection procedures of TRAMO and X-12-ARIMA 0.3. .
- Uniform convergence of sample second moments of families of time series arrays. The Annals of Statistics 2001. 2001:- .
- Comparing direct and indirect seasonal adjustments of aggregate series. .
- Uniform convergence of sample second moments of families of time series arrays. The Annals of Statistics 2001. 29:815-838 .
- Asymptotic stationarity properties of out-of-sample forecast errors of misspecified RegARIMA models. .
- Spectral properties of linear concurrent and symmetric seasonal adjustment filters of SEATS and X-11/12-ARIMA for short and moderate-length time series. .
- Akaike's information criterion II. .
- On the spectrum diagnostics used by X-12-ARIMA to indicate the presence of trading day effects after modeling or adjustment. .
- An evaluation of TRAMO/SEATS and comparison with X-12-ARIMA. .
- Reply to comments on ``New capabilities and methods of the X-12-ARIMA seasonal-adjustment program''. Journal of Business & Economic Statistics 1998. 16:169-177 .
- New capabilities and methods of the X-12-ARIMA seasonal-adjustment program (C/R: p153-177). Journal of Business & Economic Statistics 1998. 16:127-152 .
- Comment on ``Is seasonal adjustment a linear or nonlinear data-filtering process?''. Journal of Business & Economic Statistics 1996. 14:389-393 .
- Comparison of X-11 and REGARIMA Easter Holiday adjustments. .
- A conversation with Hirotugu Akaike. Statistical Science 1995. 10:104-117 .
- Comment on ``Dynamic linear models for time series components''. Journal of Econometrics 1993. 55:353-356 .
- Moment bounds for deriving time series CLT's and model selection procedures. Statistica Sinica 1993. 3:453-480 .
- Using quarterly seasonal adjustments to improve monthly adjustments. .
- Multiplicative trading day adjustments: X-11 and REGARIMA compared. .
- Counterexamples to parsimony and BIC. Annals of the Institute of Statistical Mathematics 1991. 43:505-514 .
- Counterexamples to parsimony and BIC. Annals of the Institute of Statistical Mathematics 1991. 43:505-514 .
- Model selection for multi-step-ahead forecasting. .
- Convergence of finite multistep predictors from incorrect models and its role in model selection. Note di Matematica 1991. 11:145-155 .
- Sliding-spans diagnostics for seasonal and related adjustments. Journal of the American Statistical Association 1990. 85:345-355 .
- Standard errors for seasonal adjustment: A resampling approach. .
- Comments on ``STL: A seasonal-trend decomposition procedure based on loess''. Journal of Official Statistics 1990. 6:55-59 .
- Making difficult model comparisons graphically. .
- Sliding spans diagnostics for seasonal and related adjustments. .
- Comparing not necessarily nested models with the minimum AIC and the maximum Kullback-Leibler entropy criteria: New properties and connections. .
- Toward X-12-ARIMA. .
- Comments on ``Non-Gaussian state-space modeling of nonstationary time series'' (Ref: V82 p1044-1050). Journal of the American Statistical Association 1988. 83:1231-1231 .
- The uniqueness of moving average representations with independent and identically distributed random variables for non-Gaussian stationary time series (Corr: V77 p235). Biometrika 1986. 73:520-521 .
- On bootstrap estimates of forecast mean square errors for autoregressive processes. .
- Sliding spans diagnostics for seasonal and related adjustments. .
- Examples for a state-space approach to calculating M. Watson's minimax estimates of the nonseasonal component. .
- On backshift-operator polynomial transformations to stationarity for nonstationary time series and their aggregates. Communications in Statistics: Theory and Methods 1985. 14:49-61 .
- Discussion on analysis of economic time series. .
- Techniques for determining if a seasonal time series can be seasonally adjusted reliably by a given seasonal adjustment methodology. .
- On the mean square convergence of the convolution representation of linear filters. Communications in Statistics: Theory and Methods 1984. 13:1073-1087 .
- On some ambiguities associated with the fitting of ARMA models to time series. Journal of Time Series Analysis 1984. 5:213-225 .
- Comments on ``Forecasting economic time series with structural and Box-Jenkins models: A case study''. Journal of Business & Economic Statistics 1983. 1:309-311 .
- On the use of multiple models for multi-period forecasting. .
- A special property of the expected log likelihood. Communications in Statistics: Theory and Methods 1982. 11:2379-2387 .
- Large-sample behavior of the $S$-array of seasonally non-stationary ARMA series. .
- Geometrical and lattice versions of Levinson's general algorithm. .