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- Generalized duration models and optimal estimation using estimating functions. Annals of the Institute of Statistical Mathematics 2015. 67:129-156 .
- Hierarchical dynamic models for multivariate times series of counts. Statistics and Its Interface 2014. 7:559-570 .
- Spectrum-based comparison of stationary multivariate time series. Methodology and Computing in Applied Probability 2010. 12:749-762 .
- Fast Bayesian estimation for VARFIMA processes with stable errors. Journal of Statistical Theory and Practice 2010. 4:663-677 .
- A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes. Statistics & Probability Letters 2009. 79:1282-1289 .
- Simultaneous prediction intervals for ARMA processes with stable innovations. Journal of Forecasting 2009. 28:235-246 .
- Bivariate positive stable frailty models. Statistics & Probability Letters 2008. 78:2371-2377 .
- Dynamic reliability models for software using time-dependent covariates. Technometrics 2006. 48:1-10 .
- Additive positive stable frailty models. Methodology and Computing in Applied Probability 2006. 8:541-558 .
- NHPP models for categorized software defects. Applied Stochastic Models in Business and Industry 2005. 21:509-524 .
- Inference for the bivariate positive stable frailty models. .
- Frailty models with multivariate survival data. .
- Bayesian inference for PVF frailty models. .
- Comparisons of tests for AR$(1)$ parameter in regression models with autocorrelated errors. Journal of Probability and Statistical Science 2003. 1:89-100 .
- Bayesian modeling of dynamic software growth curve models. .
- Bayesian prediction for vector ARFIMA processes. International Journal of Forecasting 2002. 18:207-214 .
- Differential geometry of ARFIMA processes. Communications in Statistics: Theory and Methods 2001. 30:1889-1902 .
- Compositional time series analysis of mortality proportions. Communications in Statistics: Theory and Methods 2001. 30:2281-2291 .
- Multivariate Survival Models with a Mixture of Positive Stable Frailties. Methodology and Computing in Applied Probability 2000. 2:293-308 .
- Multivariate survival analysis with positive stable frailties. Biometrics 1999. 55:637-644 .
- Monte Carlo EM estimation for multivariate stable distributions. Statistics & Probability Letters 1999. 45:335-340 .
- Multivariate survival analysis with positive stable frailties. Biometrics 1999. 55:637-644 .
- Monte Carlo EM estimation for stable distribution. .
- Bayesian inference for time series with stable innovations. Journal of Time Series Analysis 1998. 19:235-249 .
- Bayesian analysis of autoregressive fractionally integrated moving-average processes. Journal of Time Series Analysis 1998. 19:99-112 .
- Bayesian inference for vector ARMA models with stable innovations. Sankhyā, Series A 1998. 60:459-475 .
- Bayesian analysis of vector ARFIMA processes. Australian & New Zealand Journal of Statistics 1997. 39:295-311 .
- Bayesian analysis of vector ARMA models using Gibbs sampling. Journal of Forecasting 1997. 16:177-194 .
- Exact likelihood function forms for an ARFIMA process. .
- Shrinkage estimation of contemporaneous outliers in concurrent time series. Communications in Statistics: Simulation and Computation 1996. 25:643-656 .
- Bayesian modelling of ARFIMA processes by Markov chain Monte Carlo methods. Journal of Forecasting 1996. 15:63-82 .
- Shrinkage estimation in time series using a bootstrapped covariance estimate. Journal of Statistical Computation and Simulation 1995. 53:259-267 .
- Bayesian analysis of multivariate ARFIMA processes. .
- Bayesian analysis of fractionally differenced ARIMA processes using Gibbs sampling. .
- Bayesian analysis of concurrent time series with application to regional IBM revenue data. Journal of Forecasting 1994. 13:463-479 .
- Forecasting, planning and contemporaneous outlier analysis for IBM regional revenue based on shrinkage estimation. .
- Relative curvature measures of nonlinearity for time series models. Communications in Statistics: Simulation and Computation 1994. 23:415-430 .
- Approximate simultaneous significance intervals for residual autocorrelations of autoregressive moving-average time series models. Journal of Time Series Analysis 1993. 14:19-26 .
- Reallocation outliers in time series. Journal of the Royal Statistical Society, Series C: Applied Statistics 1993. 42:301-313 .
- Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities. Statistics & Probability Letters 1991. 12:57-63 .
- Differential geometry of ARMA models. Journal of Time Series Analysis 1990. 11:259-274 .
- Approximate simultaneous prediction intervals for multiple forecasts. Technometrics 1987. 29:371-376 .