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

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

Modified Durbin Method for Accurate Estimation of Moving Average Models

Vector autoregressive order selection in practice

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

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

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

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.

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

Bias contributions in time series models for resampled irregular data

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

Accurate estimation of moving average models with Durbin's method

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

The invariance of the inaccuracy of lagged-product autocorrelation functions for growing sample sizes

Order selection in multichannel analysis of fish adn sea temperature

The historical misconceptions in autcorrelation estimation

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

Length and quality of lagged product autocorrelation estimates

Let the data speak for themselves