Bonnie K. Ray

Regression Models for Time Series Analysis

Bonnie K. Ray · Technometrics · 2003 · 222 citations

Regression Models, Engineering, Financial Time Series Analysis +8

Spatiotemporal Variability of ENSO and SST Teleconnections to Summer Drought over the United States during the Twentieth Century

Balaji Rajagopalan, Edward R. Cook, Upmanu Lall et al. · Journal of Climate · 2000 · 200 citations

Engineering, Extreme Weather, Drought Resilience +20

ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES

Clifford M. Hurvich, Bonnie K. Ray · Journal of Time Series Analysis · 1995 · 174 citations

Engineering, Time Series Econometrics, Parameter Identification +17

Long-range Dependence in Daily Stock Volatilities

Bonnie K. Ray, Ruey S. Tsay · Journal of Business and Economic Statistics · 2000 · 131 citations

Empirical Finance, Volatility Modeling, Multivariate Stochastic Volatility +13

Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model

Bonnie K. Ray · International Journal of Forecasting · 1993 · 103 citations

Economics, Ibm Product Revenues, Long-range Forecasting +14