The removal of spurious spectral peaks from autoregressive models for irregularly sampled data

Practical aspects of the spectral analysis of irregularly sampled data with time series models.

Finite-Sample Bias Propagation in Autoregressive Estimation with the Yule-Walker Method

The quality of lagged products and autoregressive Yule-Walker models as autocorrelation estimates

Modified Durbin Method for Accurate Estimation of Moving Average Models

Vector autoregressive order selection in practice

Five separate bias contributions in time series models for equidistantly resampled irregular data.

Finite-sample bias in the Yule-Walker method of autoregressive estimation

Time series models for spectral analysis of irregular data far beyond the mean data rate.

Finite-sample bias propagation in the Yule-Walker method of autoregressive estimation.

Accurate estimation of moving average models with Durbin's method

Bias contributions in time series models for resampled irregular data

ARMAsel for detection and correction of outliers in univariate stochastic data.

Application of time series models to the spectral analysis of irregular turbulence data

Slotted resampling for spectral analysis of irregular data with time series models

Spectral estimation from irregularly sampled data for frequencies far above the mean data rate

Length and quality of lagged product autocorrelation estimates

Error correction of rainfall-rundoff models with the ARMAsel program

The historical misconceptions in autcorrelation estimation

Multichannel autoregressive order selection in practice