Random Coefficient Non-Gaussian First Order Autoregressive Model

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

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

Estimation of the Cross-Covariance Function of Stationary Stochastic Processes

The Problem of Inconclusive Regio in Autocorrelation Tests in Least Square Regression

Estimation of the Variance of a Stationary Stochastic Process

On the Posterior Distribution of the Correlation Coefficient

Power Spectrum Estimation and Rational Modeling of Random Processes

Maximum Likelihood and Method of Moments in Cointegration

Estimation of parameters in the Random walk distribution