Estimation of the Variance of a Stationary Stochastic Process

Power Spectrum Estimation and Rational Modeling of Random Processes

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

Filtering of Non-Stationary Processes When the Evolutionary Spectrum is Estimated

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

Covariance Matrix Estimation in Complex Surveys

On the Concept of the Estimation of Spectra

Estimation of the Constant Measurement Error of a Stable Random Field

QML Estimation of GARCH(1,1) Process

Random Coefficient Non-Gaussian First Order Autoregressive Model