Lower Bounds for Minimum Covariance Matrices in Time Series Regression Problems

Theory of reproducing kernels

N. Aronszajn · Transactions of the American Mathematical Society · 1950 · 5.4K citations · Full text

Natural Sciences, Mathematics, Computational Geometry +9

Statistical Analysis of Stationary Time Series.

G. M. Jenkins, Ulf Grenander, Meg A. Rosenblatt · Biometrika · 1958 · 824 citations

Computing, Business Economics, Statistics +13

An Approach to Time Series Analysis

Emanuel Parzen · The Annals of Mathematical Statistics · 1961 · 381 citations · Full text

Computing, Mathematics, Statistics +9

On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance

Ulf Grenander · The Annals of Mathematical Statistics · 1954 · 186 citations · Full text

Computing, Economics, Econometrics +12

A Multivariate Tchebycheff Inequality

Ingram Olkin, John W. Pratt · The Annals of Mathematical Statistics · 1958 · 74 citations · Full text

Natural Sciences, Mathematics, Optimization +6