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

Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process

Some Estimation Properties of the Random Coefficients Regression

Fully Bayesian Analysis of Bivariate Arma Models

Estimation of parameters in the Random walk distribution

Coefficient of Determination for Random Coefficient Regression Model. By: Ahmed Hassen A. Youssef

QML Estimation of GARCH(1,1) Process

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

Bayesian GLS Identification of Autoregressive Moving Average Models

Bayesian Prediction of Autoregressive Models Using Different Types of Priors