Zobrazeno 1 - 10 of 170 pro vyhledávání: '"E. J. Hannan"'
1
Technical description of laparoscopic Morgagni hernia repair with primary closure and onlay composite mesh placement
Autor: Jessica M. Ryan, M. Arumugasamy, E. J. Hannan, Achille Mastrosimone, Ailín C. Rogers
Publikováno v: Hernia. 22:697-705
Morgagni hernias rarely present in adult life and, thus, little data exist on the optimal method of surgical repair. The laparoscopic approach has grown in popularity since the first reported case in 1992. This article showcases a method for laparosc
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d0dcf855e4d634a9f072ded3650b4939
https://doi.org/10.1007/s10029-018-1760-x
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2
The Cochrane and Orcutt papers
Autor: E. J. Hannan
Publikováno v: Specification Analysis in the Linear Model ISBN: 9781351140683
Specification Analysis in the Linear Model
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::66d77e910d9745f6fdb502738b62a09e
https://doi.org/10.4324/9781351140683-3
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3
Stationary Time Series
Autor: E. J. Hannan
Publikováno v: Time Series and Statistics ISBN: 9780333495513
The New Palgrave Dictionary of Economics ISBN: 9781349951215
The concept of a stationary time series was, apparently, formalized by Khintchine in 1932. An infinite sequence y(t), t = 0, + 1, …, of random variables is called stationary if the joint probability law of y(t1), y(t2), …, y(tn) is the same as th
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5c02988cfc8e2c099b97ce39e3399e52
https://doi.org/10.1057/978-1-349-95189-5_1599
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4
GENERALIZED LEAST SQUARES ESTIMATION OF ARMA MODELS
Autor: E. J. Hannan, L. Kavalieris, M. O. Salau
Publikováno v: Journal of Time Series Analysis. 24:165-172
Two multistage methods for estimating scalar ARMA models are investigated. Both estimate innovations using an autoregression; these are used to obtain initial ARMA parameter estimates by regression and finally the initial estimates are refined by gen
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::7329d1f0f23915a2bed29ce53e1e5308
https://doi.org/10.1111/1467-9892.00301
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8
A NOTE ON ARMA PARAMETERISATION*
Autor: E. J. Hannan, L. Kavalieris
Publikováno v: Australian Journal of Statistics. 37:105-110
Summary This paper considers the relationship between ARMA parameterisations of models for y(t) and Ay(t), where A is invertible and y(t) is a vector time series (t = 0,±1,…). An ARMA model for the transformed series Ay(t) may have fewer parameter
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::916918b5996dbfbc5efb666ac8e876a5
https://doi.org/10.1111/j.1467-842x.1995.tb00876.x
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