Donald Poskitt

发表

Conceptual frameworks and experimental design in simultaneous equations

Donald Poskitt, Christopher L. Skeels, D. Poskitt, 2008 .

A Method for the Estimation and Identification of Transfer Function Models

Donald Poskitt, D. Poskitt, 1989 .

Consistent Specification of Cointegrated Autoregressive Moving-Average Systems

Helmut Lütkepohl, Donald Poskitt, D. Poskitt, 1995 .

On the specification of cointegrated autoregressive moving-average forecasting systems

Donald Poskitt, D. Poskitt, 2003 .

Estimating Orthogonal Impulse Responses via Vector Autoregressive Models

Helmut Lütkepohl, Donald Poskitt, D. Poskitt, 1991, Econometric Theory.

Markov chain models, time series analysis and extreme value theory

Shin-Ho Chung, Donald Poskitt, 1996 .

Testing for Causation Using Infinite Order Vector Autoregressive Processes

Helmut Lütkepohl, Donald Poskitt, D. Poskitt, 1996, Econometric Theory.

Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations

Farshid Vahid, George Athanasopoulos, Donald Poskitt, 2016 .

Identification of Echelon Canonical Forms for Vector Linear Processes Using Least Squares

Donald Poskitt, D. Poskitt, 1992 .

Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases

Donald Poskitt, D. Poskitt, 2007 .

Specification of Echelon-Form VARMA Models

Helmut Lütkepohl, Donald Poskitt, D. Poskitt, 1996 .

On the posterior odds of time series models

Donald Poskitt, A. R. Tremayne, 1983 .

The selection and use of linear and bilinear time series models

Donald Poskitt, Andrew Tremayne, D. Poskitt, 1986 .

ESTIMATING COMPONENTS IN FINITE MIXTURES AND HIDDEN MARKOV MODELS

Jing Zhang, Donald Poskitt, D. Poskitt, 2005 .

ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS

Donald Poskitt, M. O. Salau, D. Poskitt, 1995 .

Description Length Based Signal Detection in singular Spectrum Analysis

Donald Poskitt, Atikur R. Khan, D. Poskitt, 2010 .

A Note on Window Length Selection in Singular Spectrum Analysis

Donald Poskitt, Atikur R. Khan, D. Poskitt, 2013 .

Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application

Donald Poskitt, D. Poskitt, M. Atikur Rahman Khan, 2017 .

Signal Identification in Singular Spectrum Analysis

Donald Poskitt, Atikur R. Khan, D. Poskitt, 2016 .

Determining a portfolio of linear time series models

Donald Poskitt, A. R. Tremayne, D. Poskitt, 1987 .

An Approach to Testing Linear Times Series Models

Donald Poskitt, A. R. Tremayne, D. Poskitt, 1981 .

Autoregressive frequency estimation

M. S. Mackisack, Donald Poskitt, D. Poskitt, 1989 .

SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA

M. S. Mackisack, Donald Poskitt, D. Poskitt, 1990 .

ON THE SELECTION OF IRREGULAR, MISSPECIFIED REGRESSION MODELS : A COMMENT ON FOLKLORE

Donald Poskitt, 2008 .

Periodogram-Based Estimators of Fractal Properties

Peter Hall, Donald Poskitt, P. Hall, 1995 .

Unit canonical correlations between future and past

E. J. Hannan, Donald Poskitt, E. Hannan, 1988 .

Testing the specification of a fitted autoregressive-moving average model

Donald Poskitt, A. R. Tremayne, D. Poskitt, 1980 .