Obserwuj
D. S. Poskitt
D. S. Poskitt
Professor of Econometrics and Business Statistics, Monash University
Zweryfikowany adres z monash.edu
Tytuł
Cytowane przez
Cytowane przez
Rok
A functional data—analytic approach to signal discrimination
P Hall, DS Poskitt, B Presnell
Technometrics 43 (1), 1-9, 2001
2432001
Specification of echelon-form VARMA models
H Lütkepohl, DS Poskitt
Journal of Business & Economic Statistics 14 (1), 69-79, 1996
1181996
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
C Li, DS Poskitt, X Zhao
Journal of Econometrics 209 (1), 94-113, 2019
952019
Estimating orthogonal impulse responses via vector autoregressive models
H Lütkepohl, DS Poskitt
Econometric Theory 7 (4), 487-496, 1991
941991
Autoregressive approximation in nonstandard situations: The fractionally integrated and non-invertible cases
DS Poskitt
Annals of the Institute of Statistical Mathematics 59 (4), 697-725, 2007
932007
Properties of the sieve bootstrap for fractionally integrated and non‐invertible processes
DS Poskitt
Journal of Time Series Analysis 29 (2), 224-250, 2008
922008
Testing for causation using infinite order vector autoregressive processes
H Lütkepohl, DS Poskitt
Econometric Theory 12 (1), 61-87, 1996
801996
Periodogram-based estimators of fractal properties
G Chan, P Hall, DS Poskitt
The Annals of Statistics, 1684-1711, 1995
771995
An Approach to Testing Linear Times Series Models
DS Poskitt, AR Tremayne
The Annals of Statistics, 974-986, 1981
751981
Recursive estimation of autoregressions
EJ Hannan, AJ McDougall, DS Poskitt
Journal of the Royal Statistical Society: Series B (Methodological) 51 (2 …, 1989
731989
Diagnostic tests for multiple time series models
DS Poskitt, AR Tremayne
The Annals of Statistics, 114-120, 1982
701982
A note on window length selection in singular spectrum analysis
M Atikur Rahman Khan, DS Poskitt
Australian & New Zealand Journal of Statistics 55 (2), 87-108, 2013
642013
Unit canonical correlations between future and past
EJ Hannan, DS Poskitt
The Annals of Statistics 16 (2), 784-790, 1988
621988
Determining a portfolio of linear time series models
DS Poskitt, AR Tremayne
Biometrika 74 (1), 125-137, 1987
581987
Precision, complexity and Bayesian model determination
DS Poskitt
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 1987
581987
Testing the specification of a fitted autoregressive-moving average model
DS Poskitt, AR Tremayne
Biometrika 67 (2), 359-363, 1980
571980
Identification of echelon canonical forms for vector linear processes using least squares
DS Poskitt
The Annals of Statistics, 195-215, 1992
551992
Markov chain models, time series analysis and extreme value theory
DS Poskitt, SH Chung
Advances in Applied Probability 28 (2), 405-425, 1996
521996
The selection and use of linear and bilinear time series models
DS Poskitt, AR Tremayne
International Journal of Forecasting 2 (1), 101-114, 1986
521986
Testing the restrictions of the Almon lag technique
LG Godfrey, DS Poskitt
Journal of the American Statistical Association 70 (349), 105-108, 1975
461975
Nie można teraz wykonać tej operacji. Spróbuj ponownie później.
Prace 1–20