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Department of Statistics
Northwestern University 2006 Sheridan Road Evanston, IL 60208 |
Phone: (847) 467-4533
Fax: (847) 491-4939 Email: bandrews@northwestern.edu |
Maximum Likelihood Estimation for All-Pass Time Series Models Journal of Multivariate Analysis 97 (2006) 1638--1659. (With R.A. Davis and F.J. Breidt.)
Rank-Based Estimation for All-Pass Time Series Models Annals of Statistics 35 (2007) 844--869. (With R.A. Davis and F.J. Breidt.)
Rank-Based Estimation for Autoregressive Moving Average Time Series Models Journal of Time Series Analysis 29 (2008) 51--73.
(Corresponding R code written by Y. Wu)
Maximum Likelihood Estimation for $\alpha$-Stable Autoregressive Processes Annals of Statistics, to appear. (With M. Calder and R.A. Davis.)
Statistics Links
Northwestern University Department of Statistics