Dynamic linear models for time series components

Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests under Nonstandard Conditions

Steven G. Self, Kung‐Yee Liang · Journal of the American Statistical Association · 1987 · 2.5K citations

Natural Sciences, Mathematics, Nuisance +16

Bayesian Forecasting

P. J. Harrison, C. F. Stevens · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1976 · 650 citations

Computing, Mathematics, Forecasting +11

Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions

Steven G. Self, Kung‐Yee Liang · Journal of the American Statistical Association · 1987 · 474 citations

Natural Sciences, Mathematics, Nuisance +16

An ARIMA-Model-Based Approach to Seasonal Adjustment

Steven C. Hillmer, George C. Tiao · Journal of the American Statistical Association · 1982 · 454 citations

Computing, Meteorology, Forecasting +15

A One-Factor Multivariate Time Series Model of Metropolitan Wage Rates

Robert F. Engle, Mark W. Watson · Journal of the American Statistical Association · 1981 · 447 citations

Social Sciences, Economics, Econometrics +15