Edward James Hannan - Author Profile

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Hannan, Edward James

Author ID:	hannan.edward-james
Published as:	Hannan, E. J.; Hannan, Edward J.; Hannan, Edward James more...less
External Links:	MGP · Wikidata · GND · IdRef

Documents Indexed:	131 Publications since 1955, including 10 Books
	2 Contributions as Editor · 2 Further Contributions
Biographic References:	8 Publications
Co-Authors:	26 Co-Authors with 50 Joint Publications
	755 Co-Co-Authors

all top 5

Co-Authors

76	single-authored
9	Kavalieris, Laimonis
7	Thomson, Peter J.
6	Deistler, Manfred
5	Chen, Zhaoguo
4	An, Hongzhi
4	Nicholls, Des F.
4	Quinn, Barry G.
3	Dunsmuir, William T. M.
2	Gani, Joseph Mark
2	Huang, Dawei
2	Mackisack, Margaret S.
2	Poskitt, Donald Stephen
2	Wahlberg, Bo
1	Bailey, Norman T. J.
1	Bhagaran, C. S. K.
1	Bittanti, Sergio
1	Boley, Daniel L.
1	Cambanis, Stamatis
1	Cameron, Murray A.
1	Chang, Derek K.
1	Diestler, M.
1	Disney, Ralph L.
1	Ewens, Warren J.
1	Fiebig, Denzil G.
1	Fuller, Wayne Arthur
1	Gevers, Michel R.
1	Guo, Lei
1	Hall, Peter Gavin
1	Hesse, Christian H.
1	Heyde, Christopher Charles
1	Jones, Richard Hunn
1	Kanter, Marek
1	Keilson, Julian
1	Kendall, David George
1	Krishnaiah, Paruchuri Rama
1	Ljung, Lennart
1	MacDougall, A. J.
1	Martin, R. Douglas
1	McAleer, Michael
1	McDougall, Andrew J.
1	Neuts, Marcel Fernand
1	Pagan, Adrian R.
1	Parthasarathy, Kalyanapuram Rangachari
1	Picci, Giorgio
1	Pinzoni, Stefano
1	Prabhu, Narahari Umanath
1	Rao, Malempati M.
1	Robinson, Peter Michael
1	Salau, M.
1	Solomon, Herbert
1	Syski, Ryszard
1	Theil, Henri
1	Tiao, George C.
1	Tweedie, Richard Lewis
1	Vere-Jones, David
1	Watson, Geoffrey S.
1	Wertz, Vincent J.
1	Whittle, Peter
1	Yohai, Víctor Jaime

all top 5

Serials

17	Biometrika
10	The Annals of Statistics
10	Journal of Applied Probability
9	Econometrica
9	Journal of the Royal Statistical Society. Series B
8	Journal of Time Series Analysis
7	Journal of Multivariate Analysis
5	Journal of the American Statistical Association
4	Advances in Applied Probability
4	The Australian Journal of Statistics
3	Stochastic Processes and their Applications
3	Proceedings of the Cambridge Philosophical Society
2	IEEE Transactions on Automatic Control
2	Statistical Science
2	Cambridge Series in Statistical and Probabilistic Mathematics
2	Methuen’s Monographs on Applied Probability and Statistics
2	Wiley Series in Probability and Mathematical Statistics
1	Automatica
1	International Economic Review
1	Technometrics
1	Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1	Advances in Mathematics (Beijing)
1	The Annals of Applied Probability
1	IEEE Transactions on Acoustics, Speech, and Signal Processing
1	Journal of the Australian Mathematical Society. Series A
1	Mathematical Chronicle
1	Journal of the Australian Mathematical Society
1	Bulletin de l’Institut International de Statistique
1	Applied Probability
1	Classics in Applied Mathematics
1	Handbook of Statistics
1	Lecture Notes in Control and Information Sciences
1	Annals of Mathematical Statistics

all top 5

Fields

101	Statistics (62-XX)
29	Probability theory and stochastic processes (60-XX)
16	Systems theory; control (93-XX)
3	General and overarching topics; collections (00-XX)
3	History and biography (01-XX)
3	Numerical analysis (65-XX)
2	Harmonic analysis on Euclidean spaces (42-XX)
1	Difference and functional equations (39-XX)
1	Approximations and expansions (41-XX)
1	Geophysics (86-XX)
1	Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1	Information and communication theory, circuits (94-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

114 Publications have been cited 3,007 times in 2,135 Documents	Cited by ▼	Year ▼
Multiple time series. Zbl 0211.49804 Hannan, E. J.	599	1970
The determination of the order of an autoregression. Zbl 0408.62076 Hannan, E. J.; Quinn, B. G.	308	1979
The statistical theory of linear systems. Zbl 0641.93002 Hannan, E. J.; Deistler, Manfred	282	1988
The asymptotic theory of linear time-series models. Zbl 0261.62073 Hannan, E. J.	160	1973
Recursive estimation of mixed autoregressive-moving average order. Zbl 0494.62083 Hannan, E. J.; Rissanen, J.	103	1982
Vector linear time series models. Zbl 0327.62055 Dunsmuir, W.; Hannan, E. J.	93	1976
The estimation of the order of an ARMA process. Zbl 0451.62068 Hannan, E. J.	91	1980
Central limit theorems for time series regression. Zbl 0246.62086 Hannan, E. J.	61	1973
Autocorrelation, autoregression and autoregressive approximation. Zbl 0512.62087 An, Hong-Zhi; Chen, Zhao-Guo; Hannan, E. J.	59	1982
Time series analysis. Zbl 0095.13204 Hannan, E. J.	57	1960
Non-linear time series regression. Zbl 0227.62052 Hannan, E. J.	55	1971
Multivariate linear time series models. Zbl 0547.62059 Hannan, E. J.; Kavalieris, L.	54	1984
The estimation of frequency. Zbl 0271.62122 Hannan, E. J.	50	1973
On limit theorems for quadratic functions of discrete time series. Zbl 0254.62057 Hannan, E. J.; Heyde, C. C.	46	1972
The central limit theorem for time series regression. Zbl 0421.60018 Hannan, E. J.	44	1979
The asymptotic distribution of serial covariances. Zbl 0328.62059 Hannan, E. J.	43	1976
Regression for time series. Zbl 0209.20403 Hannan, E. J.	39	1963
The estimation and tracking of frequency. Zbl 0969.62060 Quinn, B. G.; Hannan, E. J.	38	2001
Autoregressive processes with infinite variance. Zbl 0366.60033 Hannan, E. J.; Kanter, Marek	38	1977
The identification problem for multiple equation systems with moving average errors. Zbl 0241.62049 Hannan, E. J.	37	1971
Regression, autoregression models. Zbl 0588.62163 Hannan, E. J.; Kavalieris, L.	37	1986
The identification of vector mixed autoregressive-moving average systems. Zbl 0177.22502 Hannan, E. J.	33	1969
The maximum of the periodogram. Zbl 0517.62094 An, Hong-Zhi; Chen, Zhao-Guo; Hannan, E. J.	29	1983
Time series and linear systems. Zbl 0611.62107	29	1986
The identification and parameterization of ARMAX and state space forms. Zbl 0333.62059 Hannan, E. J.	29	1976
Estimation of vector Armax models. Zbl 0445.62098 Hannan, E. J.; Dunsmuir, W. T. M.; Deistler, M.	28	1980
Vector linear time series models: Corrections and extensions. Zbl 0385.62072 Deistler, M.; Dunsmuir, W.; Hannan, E. J.	27	1978
Time series in the time domain. Zbl 0578.62074	27	1985
A method for autoregressive-moving average estimation. Zbl 0562.62078 Hannan, E. J.; Kavalieris, L.	25	1984
The statistical theory of linear systems. Reprint of the 1988 hardback ed. Zbl 1239.01122 Hannan, E. J.; Deistler, Manfred	23	2012
The estimation of mixed moving average autoregressive systems. Zbl 0186.52802 Hannan, E. J.	22	1969
The variance of the mean of a stationary process. Zbl 0090.36201 Hannan, E. J.	21	1957
On stochastic complexity and nonparametric density estimation. Zbl 0661.62025 Hall, Peter; Hannan, E. J.	20	1988
Some properties of the parameterization of ARMA systems with unknown order. Zbl 0483.62077 Deistler, M.; Hannan, E. J.	18	1981
The distribution of periodogram ordinates. Zbl 0499.62085 Chen, Zhao-Guo; Hannan, E. J.	17	1980
The estimation of the prediction error variance. Zbl 0372.62069 Hannan, E. J.; Nicholls, D. F.	16	1977
Unit canonical correlations between future and past. Zbl 0646.62082 Hannan, E. J.; Poskitt, D. S.	15	1988
Group representations and applied probability. Zbl 0134.33802 Hannan, E. J.	14	1965
Estimating the dimension of a linear system. Zbl 0501.93065 Hannan, E. J.	13	1981
The statistical theory of linear systems. Zbl 0465.62083 Hannan, E. J.	13	1979
The general theory of canonical correlation and its relation to functional analysis. Zbl 0107.35103 Hannan, E. J.	13	1961
Recursive estimation of autoregressions. Zbl 0675.62060 Hannan, E. J.; MacDougall, A. J.; Poskitt, D. S.	13	1989
Regression for time series with errors of measurement. Zbl 0133.42304 Hannan, E. J.	12	1963
The asymptotic powers of certain tests based on multiple correlations. Zbl 0074.13505 Hannan, E. J.	11	1956
Rational transfer function approximation (with discussion). Zbl 0638.62091 Hannan, E. J.	11	1987
The estimation of ARMA models. Zbl 0311.62056 Hannan, E. J.	10	1975
Determining the number of terms in a trigonometric regression. Zbl 0814.62053 Kavalieris, L.; Hannan, E. J.	10	1994
Lagged regression with unknown lags. Zbl 0269.62074 Hannan, E. J.; Robinson, P. M.	9	1973
The uniform convergence of autocovariances. Zbl 0284.62061 Hannan, E. J.	9	1974
The convergence of autocorrelations and autoregressions. Zbl 0558.62081 Hannan, E. J.; Kavalieris, L.	9	1983
Testing for a jump in the spectral function. Zbl 0109.12801 Hannan, E. J.	8	1961
Rates of convergence for time series regression. Zbl 0394.62068 Hannan, E. J.	8	1978
A note on bilinear time series models. Zbl 0481.62073 Hannan, E. J.	7	1982
The determination of optimum structures for the state space representation of multivariate stochastic processes. Zbl 0503.93066 Wertz, Vincent; Gevers, Michel; Hannan, Edward J.	7	1982
The estimation of relationships involving distributed lags. Zbl 0131.18604 Hannan, E. J.	7	1965
The estimation of a lagged regression relation. Zbl 0161.38303 Hannan, E. J.	7	1967
Multiple equation systems with stationary errors. Zbl 0265.62044 Hannan, E. J.; Terrell, R. D.	7	1973
On ARX(\(\infty)\) approximation. Zbl 0688.62051 Guo, L.; Huang, D. W.; Hannan, E. J.	7	1990
The estimation of a changing seasonal pattern. Zbl 0134.15602 Hannan, E. J.	6	1966
Measurement of a wandering signal amid noise. Zbl 0158.17403 Hannan, E. J.	6	1967
Time series analysis. Zbl 0299.62051 Hannan, E. J.	6	1974
Multivariate time series analysis. Zbl 0273.62049 Hannan, E. J.	6	1973
A law of the iterated logarithm for an estimate of frequency. Zbl 0613.60024 Hannan, E. J.; Mackisack, M.	6	1986
The convergence of some recursion. Zbl 0336.62076 Hannan, E. J.	6	1976
Linear estimation of ARMA processes. Zbl 0514.93060 Hannan, E. J.; Kavalieris, L.	5	1983
Testing for serial correlation in least squares regression. Zbl 0089.36005 Hannan, E. J.	5	1957
The estimation of seasonal variation in economic time series. Zbl 0115.37602 Hannan, E. J.	5	1963
Time series analysis. Zbl 0168.39504 Hannan, E. J.	5	1967
Testing for serial correlation after least squares regression. Zbl 0177.46902 Hannan, E. J.; Terrell, R. D.	5	1968
Estimating group delay. Zbl 0264.62036 Hannan, E. J.; Thomson, P. J.	5	1973
The estimation of the spectral density after trend removal. Zbl 0089.15501 Hannan, E. J.	5	1958
Recursive estimation of linear systems. Zbl 0603.62106 Hannan, E. J.; Kavalieris, L.; Mackisack, M.	5	1986
The resolution of closely adjacent spectral lines. Zbl 0683.62051 Hannan, E. J.; Quinn, B. G.	5	1989
Testing for autocorrelation and Akaike’s criterion. Zbl 0498.62078 Hannan, E. J.	4	1982
The estimation of mixed regression, autoregression, moving average, and distributed lag models. Zbl 0251.62058 Hannan, E. J.; Nicholls, D. F.	4	1972
The asymptotic theory of linear time-series models. Corrections. Zbl 0269.62075 Hannan, E. J.	4	1973
Canonical correlation and multiple equation systems in economics. Zbl 0183.24405 Hannan, E. J.	4	1967
An exact test for correlation between time series. Zbl 0068.33105 Hannan, E. J.	3	1955
Correction to: Recursive estimation of mixed autoregressive-moving average order. Zbl 0508.62076 Hannan, E. J.; Rissanen, J.	3	1983
A central limit theorem for systems of regressions. Zbl 0192.26201 Hannan, E. J.	3	1961
Spectral inference over narrow bands. Zbl 0215.54802 Hannan, E. J.; Thomson, P. J.	3	1971
Recursive estimation based on ARMA models. Zbl 0447.62085 Hannan, E. J.	3	1980
The estimation and tracking of frequency. Reprint of the 2001 hardback ed. Zbl 1256.62054 Quinn, B. G.; Hannan, E. J.	3	2013
The craft of probabilistic modelling. A collection of personal accounts. Zbl 0605.60006	3	1986
Convergence rates for inverse Toeplitz matrix forms. Zbl 0689.62078 Hannan, E. J.; Wahlberg, B.	3	1989
Exact tests for serial correlation. Zbl 0068.33104 Hannan, E. J.	2	1955
System identification. Zbl 0492.93062 Hannan, E. J.	2	1981
Fourier methods and random processes. Zbl 0192.54103 Hannan, E. J.	2	1969
Time series regression with linear constraits. Zbl 0241.62050 Hannan, E. J.; Terrell, R. D.	2	1972
Group representations and applied probability. Zbl 0134.33803 Hannan, E. J.	2	1966
Determining the number of jumps in a spectrum. Zbl 0880.62095 Hannan, E. J.	2	1993
Generalized least squares estimation of ARMA models. Zbl 1113.62103 Kavalieris, L.; Hannan, E. J.; Salau, M.	2	2003
Linear regression in continuous time. Zbl 0358.62045 Hannan, E. J.	2	1975
Parametric signal modelling using Laguerre filters. Zbl 0784.62080 Wahlberg, B.; Hannan, E. J.	2	1993
Regression procedures for ARMA estimation. Zbl 0664.62091 Hannan, E. J.; McDougall, A. J.	2	1988
The width of a spectral window. Zbl 0661.62092 Hannan, E. J.; Rissanen, J.	2	1988
Correction to: The estimation of ARMA models. Zbl 0454.62082 Hannan, E. J.	1	1981
The concept of a filter. Zbl 0314.60033 Hannan, E. J.	1	1967
The estimation of a nonlinear system. Zbl 0314.62041 Hannan, E. J.; Boston, R. C.	1	1972
Essays in statistical science. Papers in honour of P. A. P. Moran. Zbl 0477.00023	1	1982
The estimation and tracking of frequency. Reprint of the 2001 hardback ed. Zbl 1256.62054 Quinn, B. G.; Hannan, E. J.	3	2013
The statistical theory of linear systems. Reprint of the 1988 hardback ed. Zbl 1239.01122 Hannan, E. J.; Deistler, Manfred	23	2012
Generalized least squares estimation of ARMA models. Zbl 1113.62103 Kavalieris, L.; Hannan, E. J.; Salau, M.	2	2003
The estimation and tracking of frequency. Zbl 0969.62060 Quinn, B. G.; Hannan, E. J.	38	2001
Determining the number of terms in a trigonometric regression. Zbl 0814.62053 Kavalieris, L.; Hannan, E. J.	10	1994
The Whittle likelihood and frequency estimation. Zbl 0856.62078 Hannan, E. J.	1	1994
Determining the number of jumps in a spectrum. Zbl 0880.62095 Hannan, E. J.	2	1993
Parametric signal modelling using Laguerre filters. Zbl 0784.62080 Wahlberg, B.; Hannan, E. J.	2	1993
On-line frequency estimation. Zbl 0767.62076 Hannan, E. J.; Huang, D.	1	1993
On ARX(\(\infty)\) approximation. Zbl 0688.62051 Guo, L.; Huang, D. W.; Hannan, E. J.	7	1990
Recursive estimation of autoregressions. Zbl 0675.62060 Hannan, E. J.; MacDougall, A. J.; Poskitt, D. S.	13	1989
The resolution of closely adjacent spectral lines. Zbl 0683.62051 Hannan, E. J.; Quinn, B. G.	5	1989
Convergence rates for inverse Toeplitz matrix forms. Zbl 0689.62078 Hannan, E. J.; Wahlberg, B.	3	1989
The statistical theory of linear systems. Zbl 0641.93002 Hannan, E. J.; Deistler, Manfred	282	1988
On stochastic complexity and nonparametric density estimation. Zbl 0661.62025 Hall, Peter; Hannan, E. J.	20	1988
Unit canonical correlations between future and past. Zbl 0646.62082 Hannan, E. J.; Poskitt, D. S.	15	1988
Regression procedures for ARMA estimation. Zbl 0664.62091 Hannan, E. J.; McDougall, A. J.	2	1988
The width of a spectral window. Zbl 0661.62092 Hannan, E. J.; Rissanen, J.	2	1988
Rates of convergence for the quantile function of a linear process. Zbl 0658.62098 Hannan, E. J.; Hesse, C. H.	1	1988
Time delay estimation. Zbl 0678.62096 Hannan, E. J.; Thomson, P. J.	1	1988
Rational transfer function approximation (with discussion). Zbl 0638.62091 Hannan, E. J.	11	1987
Rational transfer function approximation. With comments and a reply by the author. Zbl 0955.93518 Hannan, E. J.	1	1987
Regression, autoregression models. Zbl 0588.62163 Hannan, E. J.; Kavalieris, L.	37	1986
Time series and linear systems. Zbl 0611.62107	29	1986
A law of the iterated logarithm for an estimate of frequency. Zbl 0613.60024 Hannan, E. J.; Mackisack, M.	6	1986
Recursive estimation of linear systems. Zbl 0603.62106 Hannan, E. J.; Kavalieris, L.; Mackisack, M.	5	1986
The craft of probabilistic modelling. A collection of personal accounts. Zbl 0605.60006	3	1986
Lectures on time series. Zbl 0611.62108 Hannan, E. J.	1	1986
Time series in the time domain. Zbl 0578.62074	27	1985
Multivariate linear time series models. Zbl 0547.62059 Hannan, E. J.; Kavalieris, L.	54	1984
A method for autoregressive-moving average estimation. Zbl 0562.62078 Hannan, E. J.; Kavalieris, L.	25	1984
The maximum of the periodogram. Zbl 0517.62094 An, Hong-Zhi; Chen, Zhao-Guo; Hannan, E. J.	29	1983
The convergence of autocorrelations and autoregressions. Zbl 0558.62081 Hannan, E. J.; Kavalieris, L.	9	1983
Linear estimation of ARMA processes. Zbl 0514.93060 Hannan, E. J.; Kavalieris, L.	5	1983
Correction to: Recursive estimation of mixed autoregressive-moving average order. Zbl 0508.62076 Hannan, E. J.; Rissanen, J.	3	1983
Recursive estimation of mixed autoregressive-moving average order. Zbl 0494.62083 Hannan, E. J.; Rissanen, J.	103	1982
Autocorrelation, autoregression and autoregressive approximation. Zbl 0512.62087 An, Hong-Zhi; Chen, Zhao-Guo; Hannan, E. J.	59	1982
A note on bilinear time series models. Zbl 0481.62073 Hannan, E. J.	7	1982
The determination of optimum structures for the state space representation of multivariate stochastic processes. Zbl 0503.93066 Wertz, Vincent; Gevers, Michel; Hannan, Edward J.	7	1982
Testing for autocorrelation and Akaike’s criterion. Zbl 0498.62078 Hannan, E. J.	4	1982
Essays in statistical science. Papers in honour of P. A. P. Moran. Zbl 0477.00023	1	1982
Some properties of the parameterization of ARMA systems with unknown order. Zbl 0483.62077 Deistler, M.; Hannan, E. J.	18	1981
Estimating the dimension of a linear system. Zbl 0501.93065 Hannan, E. J.	13	1981
System identification. Zbl 0492.93062 Hannan, E. J.	2	1981
Correction to: The estimation of ARMA models. Zbl 0454.62082 Hannan, E. J.	1	1981
Delay estimation and the estimation of coherence and phase. Zbl 0541.62079 Hannan, Edward J.; Thomson, Peter J.	1	1981
The estimation of the order of an ARMA process. Zbl 0451.62068 Hannan, E. J.	91	1980
Estimation of vector Armax models. Zbl 0445.62098 Hannan, E. J.; Dunsmuir, W. T. M.; Deistler, M.	28	1980
The distribution of periodogram ordinates. Zbl 0499.62085 Chen, Zhao-Guo; Hannan, E. J.	17	1980
Recursive estimation based on ARMA models. Zbl 0447.62085 Hannan, E. J.	3	1980
The determination of the order of an autoregression. Zbl 0408.62076 Hannan, E. J.; Quinn, B. G.	308	1979
The central limit theorem for time series regression. Zbl 0421.60018 Hannan, E. J.	44	1979
The statistical theory of linear systems. Zbl 0465.62083 Hannan, E. J.	13	1979
Transient signals. Zbl 0414.62071 Cameron, M. A.; Hannan, E. J.	1	1979
Vector linear time series models: Corrections and extensions. Zbl 0385.62072 Deistler, M.; Dunsmuir, W.; Hannan, E. J.	27	1978
Rates of convergence for time series regression. Zbl 0394.62068 Hannan, E. J.	8	1978
Autoregressive processes with infinite variance. Zbl 0366.60033 Hannan, E. J.; Kanter, Marek	38	1977
The estimation of the prediction error variance. Zbl 0372.62069 Hannan, E. J.; Nicholls, D. F.	16	1977
Vector linear time series models. Zbl 0327.62055 Dunsmuir, W.; Hannan, E. J.	93	1976
The asymptotic distribution of serial covariances. Zbl 0328.62059 Hannan, E. J.	43	1976
The identification and parameterization of ARMAX and state space forms. Zbl 0333.62059 Hannan, E. J.	29	1976
The convergence of some recursion. Zbl 0336.62076 Hannan, E. J.	6	1976
The estimation of ARMA models. Zbl 0311.62056 Hannan, E. J.	10	1975
Linear regression in continuous time. Zbl 0358.62045 Hannan, E. J.	2	1975
Measuring the velocity of a signal. Zbl 0353.62062 Hannan, E. J.	1	1975
The uniform convergence of autocovariances. Zbl 0284.62061 Hannan, E. J.	9	1974
Time series analysis. Zbl 0299.62051 Hannan, E. J.	6	1974
Multiple time series. (Mnogomernye vremennye rjady.) Übersetzung aus dem Englischen von A. S. Holevo. Herausgegeben von Ju. A. Rozanov. Zbl 0279.62025 Hannan, E. J.	1	1974
Estimating echo times. Zbl 0282.62079 Hannan, E. J.; Thomson, P. J.	1	1974
The asymptotic theory of linear time-series models. Zbl 0261.62073 Hannan, E. J.	160	1973
Central limit theorems for time series regression. Zbl 0246.62086 Hannan, E. J.	61	1973
The estimation of frequency. Zbl 0271.62122 Hannan, E. J.	50	1973
Lagged regression with unknown lags. Zbl 0269.62074 Hannan, E. J.; Robinson, P. M.	9	1973
Multiple equation systems with stationary errors. Zbl 0265.62044 Hannan, E. J.; Terrell, R. D.	7	1973
Multivariate time series analysis. Zbl 0273.62049 Hannan, E. J.	6	1973
Estimating group delay. Zbl 0264.62036 Hannan, E. J.; Thomson, P. J.	5	1973
The asymptotic theory of linear time-series models. Corrections. Zbl 0269.62075 Hannan, E. J.	4	1973
On limit theorems for quadratic functions of discrete time series. Zbl 0254.62057 Hannan, E. J.; Heyde, C. C.	46	1972
The estimation of mixed regression, autoregression, moving average, and distributed lag models. Zbl 0251.62058 Hannan, E. J.; Nicholls, D. F.	4	1972
Time series regression with linear constraits. Zbl 0241.62050 Hannan, E. J.; Terrell, R. D.	2	1972
The estimation of a nonlinear system. Zbl 0314.62041 Hannan, E. J.; Boston, R. C.	1	1972
Non-linear time series regression. Zbl 0227.62052 Hannan, E. J.	55	1971
The identification problem for multiple equation systems with moving average errors. Zbl 0241.62049 Hannan, E. J.	37	1971
Spectral inference over narrow bands. Zbl 0215.54802 Hannan, E. J.; Thomson, P. J.	3	1971
The estimation of coherence and group delay. Zbl 0226.62096 Hannan, E. J.; Thomson, P. J.	1	1971
Multiple time series. Zbl 0211.49804 Hannan, E. J.	599	1970
The identification of vector mixed autoregressive-moving average systems. Zbl 0177.22502 Hannan, E. J.	33	1969
The estimation of mixed moving average autoregressive systems. Zbl 0186.52802 Hannan, E. J.	22	1969
Fourier methods and random processes. Zbl 0192.54103 Hannan, E. J.	2	1969
Testing for serial correlation after least squares regression. Zbl 0177.46902 Hannan, E. J.; Terrell, R. D.	5	1968
The estimation of a lagged regression relation. Zbl 0161.38303 Hannan, E. J.	7	1967
Measurement of a wandering signal amid noise. Zbl 0158.17403 Hannan, E. J.	6	1967
Time series analysis. Zbl 0168.39504 Hannan, E. J.	5	1967
Canonical correlation and multiple equation systems in economics. Zbl 0183.24405 Hannan, E. J.	4	1967
The concept of a filter. Zbl 0314.60033 Hannan, E. J.	1	1967
The estimation of a changing seasonal pattern. Zbl 0134.15602 Hannan, E. J.	6	1966
Group representations and applied probability. Zbl 0134.33803 Hannan, E. J.	2	1966
Group representations and applied probability. Zbl 0134.33802 Hannan, E. J.	14	1965
The estimation of relationships involving distributed lags. Zbl 0131.18604 Hannan, E. J.	7	1965
Time series analysis. Translation from the English by V.F.Kolchin. Zbl 0116.11402 Hannan, E. J.	1	1964
...and 14 more Documents

all cited Publications top 5 cited Publications

all top 5

Cited by 2,442 Authors

39	Robinson, Peter Michael
32	Taniguchi, Masanobu
20	Hannan, Edward James
20	Phillips, Peter Charles Bonest
19	Hidalgo, Javier
18	Deistler, Manfred
17	Kundu, Debasis
17	Poskitt, Donald Stephen
15	Duchesne, Pierre
14	Politis, Dimitris Nicolas
14	Wu, Wei Biao
13	Giraitis, Liudas
12	Mélard, Guy
12	Roy, Roch
11	Kapetanios, George
11	Potscher, Benedikt M.
10	Bauer, Dietmar
10	Chen, Zhaoguo
10	McElroy, Tucker S.
10	Picci, Giorgio
10	Saikkonen, Pentti
10	Velasco, Carlos
9	An, Hongzhi
9	Chiuso, Alessandro
9	Davis, Richard A.
9	Klein, André
9	Leonenko, Nikolai N.
9	Ma, Chunsheng
9	Nandi, Swagata
9	Zaffaroni, Paolo
8	Battaglia, Francesco Paolo
8	Bhansali, Rajendra J.
8	Dahlhaus, Rainer
8	Hallin, Marc
8	Hualde, Javier
8	Kavalieris, Laimonis
8	Proietti, Tommaso
8	Taylor, A. M. Robert
7	Findley, David F.
7	Francq, Christian
7	Geweke, John F.
7	Hjalmarsson, Håkan
7	Ing, Ching-Kang
7	Ivanov, Aleksandr Vladimirovich
7	Jirak, Moritz
7	Karagrigoriou, Alexandros
7	Koreisha, Sergio G.
7	Koul, Hira Lal
7	Luati, Alessandra
7	Mainassara, Yacouba Boubacar
7	McAleer, Michael
7	Mikosch, Thomas
7	Mitra, Amit
7	Nielsen, Morten Ørregaard
7	Paparoditis, Efstathios
7	Peiris, M. Shelton
7	Peligrad, Magda
7	Peña, Daniel
7	Penm, Jack H. W.
7	Quinn, Barry G.
7	Shin, Dongwan
7	Soltani, Ahmad Reza
7	Stoffer, David S.
7	Terrell, Richard D.
6	Anděl, Jiří
6	Casals, José
6	Cavaliere, Giuseppe
6	Chambers, Marcus J.
6	Chen, Hanfu
6	Dedecker, Jérôme
6	Fujikoshi, Yasunori
6	Goodwin, Graham Clifford
6	Hall, Alastair R.
6	Hendry, David F.
6	Huang, Dawei
6	Li, Wai Keung
6	Marinucci, Domenico
6	McLeod, Angus Ian
6	Morettin, Pedro Alberto
6	Nadarajah, Saralees
6	Porcu, Emilio
6	Pukkila, Tarmo Mikko
6	Qian, Guoqi
6	Rao, Tata Subba
6	Reinsel, Gregory C.
6	Salau, M. O.
6	Shao, Xiaofeng
6	Thavaneswaran, Aerambamoorthy
6	Volný, Dalibor
6	Wagner, Martin Franz-Xaver
6	Wu, Yuehua
5	Agüero, Juan-Carlos
5	Anderson, Brian David Outram
5	Bai, Zhi-Dong
5	Brockwell, Peter John
5	Chen, Rong
5	Dargahi-Noubary, G. R.
5	Dimitriou-Fakalou, Chrysoula
5	Dufour, Jean-Marie
5	Fenga, Livio
...and 2,342 more Authors

all top 5

Cited in 268 Serials

231	Journal of Econometrics
226	Journal of Time Series Analysis
106	Journal of Multivariate Analysis
86	Journal of Statistical Planning and Inference
79	Automatica
69	Communications in Statistics. Theory and Methods
68	Stochastic Processes and their Applications
65	The Annals of Statistics
64	Statistics & Probability Letters
50	Computational Statistics and Data Analysis
47	Econometric Theory
41	Econometric Reviews
39	Journal of Statistical Computation and Simulation
37	Annals of the Institute of Statistical Mathematics
28	Communications in Statistics. Simulation and Computation
26	International Journal of Control
25	Economics Letters
23	Statistics
21	Bernoulli
19	Journal of Economic Dynamics & Control
19	Linear Algebra and its Applications
16	Metrika
15	The Canadian Journal of Statistics
15	Statistical Papers
14	Journal of Applied Statistics
14	Statistical Inference for Stochastic Processes
13	Acta Mathematicae Applicatae Sinica. English Series
13	Test
13	Electronic Journal of Statistics
12	Journal of the American Statistical Association
12	Probability Theory and Related Fields
11	Psychometrika
11	Scandinavian Journal of Statistics
11	Kybernetika
11	Systems & Control Letters
9	International Journal of Systems Science
9	International Statistical Review
9	Mathematical and Computer Modelling
8	Biological Cybernetics
8	Computers & Mathematics with Applications
8	Applied Mathematics and Computation
8	Statistica Neerlandica
8	Circuits, Systems, and Signal Processing
8	European Journal of Operational Research
8	Quantitative Finance
7	Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
7	Journal of Theoretical Probability
7	Signal Processing
7	Neural Computation
7	Journal of Nonparametric Statistics
7	Journal of the Korean Statistical Society
7	Journal of the Italian Statistical Society
6	Journal of Computational and Applied Mathematics
6	International Journal of Adaptive Control and Signal Processing
6	Computational Statistics
6	Theory of Probability and Mathematical Statistics
6	The Econometrics Journal
6	AStA. Advances in Statistical Analysis
5	Mathematical Biosciences
5	Physica A
5	The Annals of Probability
5	Statistical Science
5	European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
5	Studies in Nonlinear Dynamics and Econometrics
5	Brazilian Journal of Probability and Statistics
5	Journal of the Australian Mathematical Society
5	Statistical Methods and Applications
5	Journal of Forecasting
5	Journal of Statistical Theory and Practice
4	Journal of Mathematical Analysis and Applications
4	Lithuanian Mathematical Journal
4	Biometrics
4	Journal of Approximation Theory
4	Physica D
4	The Annals of Applied Probability
4	Cybernetics and Systems Analysis
4	Mathematical Methods of Statistics
4	Australian & New Zealand Journal of Statistics
4	Journal of the Royal Statistical Society. Series B. Statistical Methodology
4	Statistical Methodology
4	Probability Surveys
4	Statistics Surveys
4	Wiley Interdisciplinary Reviews. WIREs Computational Statistics
4	Journal of Time Series Econometrics
3	Theory of Probability and its Applications
3	Journal of Functional Analysis
3	Journal of Mathematical Psychology
3	Statistische Hefte. Neue Folge
3	Revue de Statistique Appliquée
3	Acta Applicandae Mathematicae
3	American Journal of Mathematical and Management Sciences
3	Journal of Classification
3	Trabajos de Estadistica
3	Stochastic Hydrology and Hydraulics
3	Machine Learning
3	Applications of Mathematics
3	Automation and Remote Control
3	European Journal of Control
3	International Journal of Theoretical and Applied Finance
3	Stochastics and Dynamics
...and 168 more Serials

all top 5

Cited in 45 Fields

1,795	Statistics (62-XX)
379	Probability theory and stochastic processes (60-XX)
221	Systems theory; control (93-XX)
189	Numerical analysis (65-XX)
176	Game theory, economics, finance, and other social and behavioral sciences (91-XX)
51	Information and communication theory, circuits (94-XX)
30	Linear and multilinear algebra; matrix theory (15-XX)
30	Computer science (68-XX)
26	Biology and other natural sciences (92-XX)
22	Harmonic analysis on Euclidean spaces (42-XX)
17	Dynamical systems and ergodic theory (37-XX)
17	Operations research, mathematical programming (90-XX)
14	Geophysics (86-XX)
11	Approximations and expansions (41-XX)
9	Functional analysis (46-XX)
8	Combinatorics (05-XX)
8	Special functions (33-XX)
8	Operator theory (47-XX)
7	Abstract harmonic analysis (43-XX)
6	Real functions (26-XX)
5	Group theory and generalizations (20-XX)
5	Functions of a complex variable (30-XX)
5	Statistical mechanics, structure of matter (82-XX)
5	Astronomy and astrophysics (85-XX)
4	General and overarching topics; collections (00-XX)
4	History and biography (01-XX)
4	Calculus of variations and optimal control; optimization (49-XX)
3	Geometry (51-XX)
3	Differential geometry (53-XX)
3	Fluid mechanics (76-XX)
2	Number theory (11-XX)
2	Algebraic geometry (14-XX)
2	Ordinary differential equations (34-XX)
2	General topology (54-XX)
2	Mechanics of particles and systems (70-XX)
2	Mechanics of deformable solids (74-XX)
1	Measure and integration (28-XX)
1	Potential theory (31-XX)
1	Several complex variables and analytic spaces (32-XX)
1	Partial differential equations (35-XX)
1	Sequences, series, summability (40-XX)
1	Integral equations (45-XX)
1	Global analysis, analysis on manifolds (58-XX)
1	Quantum theory (81-XX)
1	Relativity and gravitational theory (83-XX)

Citations by Year

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