Estimation of the Cross-Covariance Function of Stationary Stochastic Processes

Some Useful Matrix Derivatives with Statistical Applications in Econometrics

First Order Autoregression: Least-Squares Estimator and Moments of the Noncircular Serial Correlation Coefficient

THE EFFICIENCY OF THE GAMMA APPROXIMATION OF BAYESIAN ESTIMATION OF THE ERROR VARIANCE OF THE SECOND ORDER MOVING AVERAGE PROCESS

Estimation of the Variance of a Stationary Stochastic Process

Random Coefficient Non-Gaussian First Order Autoregressive Model

A Bayesian Procedure to Identify the Orders of Vector Moving Average Processes with Seasonality

Covariance Matrix Estimation in Complex Surveys

On the Partial and Multiple Correlation Coefficients for Nonstationary Stochastic Processes, Part II

A Direct Bayesian Methodology to Identify the Order of Moving Average Processes using Different Prior Distributions