Concepedia

E. J. Hannan

EJ

109

Publications

12.1K

Citations

51

H-Index

1955

Active since

Affiliations

Australian National University(Current)

E. J. Hannan is an author at Australian National University specializing in engineering, statistics, and econometrics.

Top concepts

EngineeringStatisticsEconometricsEstimation TheoryForecastingBusinessProbabilityStatistical InferenceTime Series EconometricsSignal Processing

Publications per year

1955–2003

109

Publications

109

The Determination of the Order of an Autoregression

E. J. Hannan, Barry G. Quinn · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1979 · 3K citations

Order Theory, Engineering, Finance +14

The Statistical Theory of Linear Systems

Jonathan D. Cryer, E. J. Hannan, Manfred Deistler · Technometrics · 1990 · 764 citations

Armax Models, Parameter Identification, Parameter Estimation +12

The Statistical Theory of Linear Systems.

Howell Tong, E. J. Hannan, Manfred Deistler · Journal of the Royal Statistical Society Series A (Statistics in Society) · 1989 · 520 citations

Linear System, Probability Theory, Mathematical Statistic

The Estimation of the Order of an ARMA Process

E. J. Hannan · The Annals of Statistics · 1980 · 498 citations · Full text

State Estimation, Weak Consistency, Arma Process +15

Recursive estimation of mixed autoregressive-moving average order

E. J. Hannan, J. Rissanen · Biometrika · 1982 · 495 citations

February 1981, Engineering, Volume 69 +10

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