Maximum likelihood and prediction error methods

A new look at the statistical model identification

Hirotugu Akaike · IEEE Transactions on Automatic Control · 1974 · 49.6K citations · Full text

Parameter Estimation, Engineering, Parameter Identification +16

A New Approach to Linear Filtering and Prediction Problems

R. E. Kalman · Journal of Basic Engineering · 1960 · 30.4K citations

Nonlinear Filtering, Engineering, Stochastic Analysis +17

Time Series Analysis: Forecasting and Control

Michael D. Geurts, George E. P. Box, Gwilym M. Jenkins · Journal of Marketing Research · 1977 · 19.3K citations

Forecasting Methodology, Predictive Analytics, Process Control +4

On the mathematical foundations of theoretical statistics

Ronald Aylmer Fisher · Philosophical Transactions of the Royal Society of London Series A Containing Papers of a Mathematical or Physical Character · 1922 · 4K citations · Full text

Validation of Regression Models: Methods and Examples

Ronald D. Snee · Technometrics · 1977 · 1.2K citations

Engineering, Risk Model Validation, Verification +20