David F. Findley

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All published works

Action	Title	Year	Authors
+	Model Selection: Akaike's Information Criterion	2014	David F. Findley
+	OPTIMALITY OF GLS FOR ONE-STEP-AHEAD FORECASTING WITH REGARIMA AND RELATED MODELS WHEN THE REGRESSION IS MISSPECIFIED	2007	David F. Findley
+ PDF Chat	Recursive estimation of possibly misspecified MA(1) models: Convergence of a general algorithm	2006	James L. Cantor David F. Findley
+	Frequency Domain Analyses of SEATS and X-11/12-ARIMA Seasonal Adjustment Filters for Short and Moderate-Length Time Series	2006	David F. Findley Donald E. K. Martin
+	Model Selection: Akaike's Information Criterion	2005	David F. Findley
+	Convergence of a Robbins-Monro Algorithm for Recursive Estimation with Non-Monotone Weights for a Function with a Restricted Domain and Multiple Zeros	2005	David F. Findley
+	Modiflcations of SEATS' Diagnostic for Detecting Over- or Underestimation of Seasonal Adjustment Decomposition Components	2005	David F. Findley Tucker McElroy Kellie Wills
+	Some Recent Developments and Directions in Seasonal Adjustment	2005	David F. Findley
+	ASYMPTOTIC SECOND MOMENT PROPERTIES OF OUT-OF-SAMPLE FORECAST ERRORS OF MISSPECIFIED REGARIMA MODELS AND THE OPTIMALITY OF GLS	2005	David F. Findley
+	Model Selection, <scp>A</scp> kaike's Information Criterion	2004	David F. Findley
+	Modeling of time series arrays by multistep prediction or likelihood methods	2003	David F. Findley Benedikt M. Pötscher Ching-Zong Wei
+	AIC, Overfitting Principles, and the Boundedness of Moments of Inverse Matrices for Vector Autotregressions and Related Models	2002	David F. Findley Ching-Zong Wei
+	ON THE SPECTRUM DIAGNOSTICS USED BY X-12-ARIMA TO INDICATE THE PRESENCE OF TRADING DAY EFFECTS AFTER MODELING OR ADJUSTMENT	1998	Raymond J. Soukup David F. Findley
+	Comparing Nonnested, Misspecified Models	1993	David F. Findley
+	Counterexamples to parsimony and BIC	1991	David F. Findley
+	Convergence of finite multistep predictors from incorrect models and its role in model selection	1991	David F. Findley
+	‘The uniqueness of moving average representations with independent and Identically distributed random variables for non-Gaussian stationary time series’	1990	David F. Findley
+	COMPARING NOT NECESSARILY NESTED MODELS WITH THE MINIMUM AIC AND THE MAXIMUM KULLBACK-LEIBLER ENTROPY CRITERIA: NEW PROPERTIES AND CONNECTIONS	1988	David F. Findley
+	Semireflexive spaces in which the theorem on the derivative-of-the-inverse fails for Frechet derivatives	1987	David F. Findley
+	On bootstrap estimates of forecast mean square error for autoregressive processes	1986	David F. Findley
+	New Techniques for Determining if a Time Series can be Seasonally Adjusted Reliably	1986	David F. Findley Brian C. Monsell
+	ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS	1985	David F. Findley
+	Model Selection for Multi-Step-Ahead Forecasting	1985	David F. Findley
+	AN ANALYSIS AND GENERALIZATION OF M. WATSON'S MINIMAX PROCEDURE FOR DETERMING THE COMPONENT ESTIMATES OF A SEASONAL TIME SERIES	1985	David F. Findley
+	A special property of the expected log likelihooda special property of the expected log likelihood	1982	David F. Findley
+	INTRODUCTION TO THE PAPERS	1981	David F. Findley
+	Differentiable paths in topological vector spaces	1974	David F. Findley
+	The inverse(s) of a non-decreasing function	1974	David F. Findley
+	The Generalized Theory of Perfect Riesz Spaces I	1973	David F. Findley

Common Coauthors

Coauthor	Papers Together
Ching-Zong Wei	2
Donald E. K. Martin	1
James L. Cantor	1
Kellie Wills	1
Tucker McElroy	1
Benedikt M. Pötscher	1
Brian C. Monsell	1
Raymond J. Soukup	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Asymptotically Efficient Selection of the Order of the Model for Estimating Parameters of a Linear Process	1980	Ritei Shibata	7
+	ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS	1985	David F. Findley	6
+	Convergence results for maximum likelihood type estimators in multivariable ARMA models	1987	B.M. Pötscher	4
+ PDF Chat	Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses	1989	Quang Vuong	4
+	SEASONAL ADJUSTMENT BY A BAYESIAN MODELING	1980	Hirotugu Akaike	4
+	Counterexamples to parsimony and BIC	1991	David F. Findley	4
+	Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models	1991	Benedikt M. Pötscher	4
+	Statistical Aspects of Model Selection	1989	Ritei Shibata	3
+	Categorical data analysis by AIC	1991	慶行坂元	3
+	The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model	1985	Benedikt M. Pötscher	3
+ PDF Chat	A Central Limit Theorem for Stationary Processes and the Parameter Estimation of Linear Processes	1982	Yuzo Hosoya Masanobu Taniguchi	3
+	Consistent Order Determination for Processes with Infinite Variance	1988	R. J. Bhansali	3
+	Maximum likelihood estimates of incorrect Markov models for time series and the derivation of AIC	1980	Yosihiko Ogata	3
+	Further analysis of the data by Akaike's information criterion and the finite corrections	1978	Nariaki Sugiura	3
+	An iterated parametric approach to nonstationary signal extraction	2005	Tucker McElroy Andrew Sutcliffe	3
+	Regression and time series model selection in small samples	1989	Clifford M. Hurvich Chih‐Ling Tsai	3
+	Modified AIC and Cp in multivariate linear regression	1997	Y. Fujikoshi	3
+	On the inverses of some patterned matrices arising in the theory of stationary time series	1974	R. F. Galbraith Jane Galbraith	3
+	Modeling of time series arrays by multistep prediction or likelihood methods	2003	David F. Findley Benedikt M. Pötscher Ching-Zong Wei	3
+	Bootstrapping Log Likelihood and EIC, an Extension of AIC	1997	Makio Ishiguro Yosiyuki Sakamoto Genshiro Kitagawa	3
+	Maximum likelihood estimates of incorrect Markov models for time series and the derivation of AIC	1980	Yosihiko Ogata	3
+	Generalised information criteria in model selection	1996	Sadanori Konishi Genshiro Kitagawa	3
+	Prediction and Entropy	1985	Hirotugu Akaike	3
+ PDF Chat	On Predictive Least Squares Principles	1992	Ching-Zong Wei	2
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz	2
+	Model selection tests for nonlinear dynamic models	2002	Douglas Rivers Quang Vuong	2
+ PDF Chat	On Model Selection and the ARC Sine Laws	1982	Michael Woodroofe	2
+ PDF Chat	Likelihood and the Bayes procedure	1980	Hirotugu Akaike	2
+	Testing for autocorrelation and Akaike's criterion	1982	E. J. Hannan	2
+	Asymptotic Inference about Predictive Ability	1996	Kenneth D. West	2
+	ON THE SPECTRUM DIAGNOSTICS USED BY X-12-ARIMA TO INDICATE THE PRESENCE OF TRADING DAY EFFECTS AFTER MODELING OR ADJUSTMENT	1998	Raymond J. Soukup David F. Findley	2
+	Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data	1986	Robert Kohn Craig F. Ansley	2
+	Convergence of finite multistep predictors from incorrect models and its role in model selection	1991	David F. Findley	2
+	Properties of Predictors for Autoregressive Time Series	1981	Wayne A. Fuller David P. Hasza	2
+	An exponential model for the spectrum of a scalar time series	1973	Peter Bloomfield	2
+	Akaike Information Criterion Statistics	1989	Daniel G. Brooks Yoshitaka Sakamoto Makio Ishiguro G. Kitagawa	2
+	Generalized Least Squares with an Estimated Autocovariance Matrix	1973	Takeshi Amemiya	2
+	A CLASS OF DIAGNOSTICS IN THE ARIMA-MODEL-BASED DECOMPOSITION OF A TIME SERIES.	2003	Agustı́n Maravall	2
+	The asymptotic theory of linear time-series models	1973	E. J. Hannan	2
+	A Celebration of Statistics.	1986	A. W. Kemp A. C. Atkinson S. E. Fienberg	2
+	Asymptotically optimal estimation in misspecified time series models	1996	Rainer Dahlhaus Wolfgang Wefelmeyer	1
+ PDF Chat	Likelihood and the Bayes procedure	1998	Hirotugu Akaike	1
+ PDF Chat	Convergence of Moments of Least Squares Estimators for the Coefficients of an Autoregressive Process of Unknown Order	1991	R. J. Bhansali F. Papangelou	1
+	On selection of the order of the spectral density model for a stationary process	1980	Masanobu Taniguchi	1
+ PDF Chat	Equivalent necessary and sufficient conditions on noise sequences for stochastic approximation algorithms	1996	I-Jeng Wang Edwin K. P. Chong Sanjeev R. Kulkarni	1
+	The Numerical Solution of a Nonlinear System Arising in Time Series Analysis	1985	David H. Anderson Eugene C. Gartland	1
+	Sequential shrinkage estimation in the general linear model	1988	Τ. N. Sriram Arup Bose	1
+ PDF Chat	Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series	1964	A. M. Walker	1
+	ADMISSIBILITY OF SOME VARIABLE SELECTION RULES IN LINEAR REGRESSION MODEL	1982	Yoshikazu Takada	1
+ PDF Chat	A norm inequality for a “finite-section” Wiener-Hopf equation	1963	Glen Baxter	1