Time Series and Forecasting
Leigh, Stefan and Perlman, S. (1991). "An Index for Comovement of Time Sequences With Geophysical Applications," DRAFT manuscript: poster session. IMS Statistical Challenges in Astronomy, August 11-14.
Liggett, W. S. (1986), "Tests of the Recalibration Period of a Drifting Instrument," in OCEANS '86 Conference Record, Washington, DC: Marine Technology Society, pp. 923-928.
Liggett, W. S. and Parkhurst, W. (1979), "The Analysis of Suspended Particulates and Sulfates: A Way to Begin," TVA/EPA-79/06, Tennessee Valley Authority, Chattanooga, TN.
Liggett, W. S. (1977), "A Test for Serial Correlation in Multivariate Data," Annals of Statistics, 5, 408-413.
Liggett, W. S. (1973), "Passive Sonar: Fitting Models to Multiple Time Series," in Signal Processing, (Monograph), eds. J.W.R. Griffiths, P.L. Stocklin, and C. Van Schooneveld, New York: Academic Press, pp. 327-345.
Liggett, W. S. (1972), "Passive Sonar Processing for Noise with Unknown Covariance Structure," Journal of the Acoustical Society of America, 51, 24-30.
Liggett, W. S. (1971), "On the Asymptotic Optimality of Spectral Analysis for Testing Hypotheses about Time Series," Annals of Mathematical Statistics, 42, 1348-1358.
Simiu, Emil and Leigh, Stefan. (1984). "Turbulent Wind and Tension Leg Platform Surge," Journal of Structural Engineering, vol. 110, no. 4, April, pp. 785- 802.
Simiu, Emil and Leigh, Stefan. (1983). "Turbulent Wind Effects on Tension Leg Platform Surge," NBS Building Science Series 151, March, U.S. Department of Commerce.
Zhang, N. F. (1997) "Autocorrelation Analysis of Some Linear Transfer Function Models and Its Applications in the Dynamic process Systems," Lectures in Applied Mathematics, 33, 385-399, American Mathematical Society.
Zhang, N. F. and J. P. Pollard (1994) " Analysis of Autocorrelations in Dynamic Processes," Technometrics, 36, 354-368. Zhang, N. F. (1992) Book review for "Forecasting and Time Series Analysis" by Montgomery, D. C. and et al, Technometrics, 34, 98-99.
Zhang, N. F. (1990) "Group Delay, Partial Group delay and Index-lag relationship for Multidimensional Processes," Communication In Statistics - Theory and Methods, 19(9), 3137-3145.
Zhang, N. F. and R. B. Foutz (1989) "Estimation Partial Group Delay," Biometrika, 76, 57-63.
H. L. Gray, N. F. Zhang, and W. A. Woodward (1989) "On Generalized Fractional Processes," Journal of Time Series Analysis, 10, 233-257.
Zhang, N. F. and R. V. Foutz (1988) "A Higher-order Random Parameter Process for Modeling and Forecasting Time Series," Communications In Statistics - Theory and Methods, 17, 485-498.
H. L. Gray and N. F. Zhang (1987) "On a Class of Non-stationary Processes," Journal of Time Series Analysis, 9, 133-154.
Zhang, N. F. and R. V. Foutz (1987) "Partial Group Delay and Time Lagged Relationship among Multiple Time Series," Communications in Statistics - Theory and Methods, 16, 2139-2144.
D. A. Guyton, N. F. Zhang and R. V. Foutz (1986) "A Random Parameter Process for Modeling and Forecasting Time Series," Journal of Time Series Analysis, 7, 105-115.
Date created: 6/5/2001