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Author ID: shumway.robert-h Recent zbMATH articles by "Shumway, Robert H."
Published as: Shumway, Robert H.; Shumway, R. H.; Shumway, Robert
Documents Indexed: 35 Publications since 1960, including 5 Books
Co-Authors: 29 Co-Authors with 29 Joint Publications
477 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

27 Publications have been cited 607 times in 516 Documents Cited by Year
An approach to time series smoothing and forecasting using the EM algorithm. Zbl 0502.62085
Shumway, R. H.; Stoffer, D. S.
138
1982
Time series analysis and its applications. With R examples. 2nd ed. Zbl 1096.62088
Shumway, Robert H.; Stoffer, David S.
77
2006
Discrimination and clustering for multivariate time series. Zbl 0906.62060
Kakizawa, Yoshihide; Shumway, Robert H.; Taniguchi, Masanobu
73
1998
Time series analysis and its applications. Zbl 0942.62098
Shumway, Robert H.; Stoffer, David S.
69
2000
Time series analysis and its applications. With R examples. 3rd revised ed. Zbl 1276.62054
Shumway, Robert H.; Stoffer, David S.
49
2011
Time series analysis and its applications. With R examples. 4th edition. Zbl 1367.62004
Shumway, Robert H.; Stoffer, David S.
28
2017
Discriminant analysis for time series. Zbl 0566.62058
Shumway, R. H.
25
1982
Time-frequency clustering and discriminant analysis. Zbl 1116.62364
Shumway, Robert H.
22
2003
A bootstrap variant of AIC for state-space model selection. Zbl 0926.62077
Cavanaugh, Joseph E.; Shumway, Robert H.
19
1997
Linear discriminant functions for stationary time series. Zbl 0296.62085
Shumway, R. H.; Unger, A. N.
18
1974
An Akaike information criterion for model selection in the presence of incomplete data. Zbl 1067.62504
Cavanaugh, Joseph E.; Shumway, Robert H.
16
1998
The model selection criterion AICu. Zbl 1064.62541
McQuarrie, Allan; Shumway, Robert; Tsai, Chih-Ling
16
1997
Estimation and tests of hypotheses for the initial mean and covariance in the Kalman filter model. Zbl 0472.62095
Shumway, R. H.; Olsen, D. E.; Levy, L. J.
10
1981
On computing the expected Fisher information matrix for state-space model parameters. Zbl 0847.62078
Cavanaugh, Joseph E.; Shumway, Robert H.
8
1996
On detecting a signal in N stationarily correlated noise series. Zbl 0226.62094
Shumway, Robert H.
6
1971
Applied regression and analysis of variance for stationary time series. Zbl 0225.62110
Shumway, Robert H.
5
1970
Fitting the Poisson binomial distribution. Zbl 0097.34802
Shumway, Robert; Gurland, John
5
1960
Detecting abrupt changes in a piecewise locally stationary time series. Zbl 1139.62050
Last, Michael; Shumway, Robert
4
2008
A fitting procedure for some generalized Poisson distributions. Zbl 0098.11604
Shumway, Robert; Gurland, John
4
1961
A state-space approach to modelling brain dynamics. Zbl 1079.62111
Ho, Moon-Ho Ringo; Ombao, Hernando; Shumway, Robert
4
2005
Best linear unbiased estimation for multivariate stationary processes. Zbl 0159.47602
Shumway, R. H.; Dean, W. C.
3
1968
Estimation of trend in state-space models: asymptotic mean square error and rate of convergence. Zbl 1360.62452
Burman, Prabir; Shumway, Robert H.
2
2009
Replicated time-series regression: An approach to signal estimation and detection. Zbl 0536.62070
Shumway, R. H.
2
1983
Semiparametric modeling of seasonal time series. Zbl 0906.62082
Burman, Prabir; Shumway, Robert H.
1
1998
Dynamic mixed models for irregularly observed time series. Zbl 1032.62086
Shumway, Robert H.
1
2000
One-step approximations for detecting regime changes in the state space model with application to the influenza data. Zbl 1452.62699
Zhou, Tianni; Shumway, Robert
1
2008
Nonlinear estimation for time series observed on arrays. Zbl 1069.62546
Shumway, Robert H.; Kim, Sung-Eun; Blandford, Robert R.
1
1999
Time series analysis and its applications. With R examples. 4th edition. Zbl 1367.62004
Shumway, Robert H.; Stoffer, David S.
28
2017
Time series analysis and its applications. With R examples. 3rd revised ed. Zbl 1276.62054
Shumway, Robert H.; Stoffer, David S.
49
2011
Estimation of trend in state-space models: asymptotic mean square error and rate of convergence. Zbl 1360.62452
Burman, Prabir; Shumway, Robert H.
2
2009
Detecting abrupt changes in a piecewise locally stationary time series. Zbl 1139.62050
Last, Michael; Shumway, Robert
4
2008
One-step approximations for detecting regime changes in the state space model with application to the influenza data. Zbl 1452.62699
Zhou, Tianni; Shumway, Robert
1
2008
Time series analysis and its applications. With R examples. 2nd ed. Zbl 1096.62088
Shumway, Robert H.; Stoffer, David S.
77
2006
A state-space approach to modelling brain dynamics. Zbl 1079.62111
Ho, Moon-Ho Ringo; Ombao, Hernando; Shumway, Robert
4
2005
Time-frequency clustering and discriminant analysis. Zbl 1116.62364
Shumway, Robert H.
22
2003
Time series analysis and its applications. Zbl 0942.62098
Shumway, Robert H.; Stoffer, David S.
69
2000
Dynamic mixed models for irregularly observed time series. Zbl 1032.62086
Shumway, Robert H.
1
2000
Nonlinear estimation for time series observed on arrays. Zbl 1069.62546
Shumway, Robert H.; Kim, Sung-Eun; Blandford, Robert R.
1
1999
Discrimination and clustering for multivariate time series. Zbl 0906.62060
Kakizawa, Yoshihide; Shumway, Robert H.; Taniguchi, Masanobu
73
1998
An Akaike information criterion for model selection in the presence of incomplete data. Zbl 1067.62504
Cavanaugh, Joseph E.; Shumway, Robert H.
16
1998
Semiparametric modeling of seasonal time series. Zbl 0906.62082
Burman, Prabir; Shumway, Robert H.
1
1998
A bootstrap variant of AIC for state-space model selection. Zbl 0926.62077
Cavanaugh, Joseph E.; Shumway, Robert H.
19
1997
The model selection criterion AICu. Zbl 1064.62541
McQuarrie, Allan; Shumway, Robert; Tsai, Chih-Ling
16
1997
On computing the expected Fisher information matrix for state-space model parameters. Zbl 0847.62078
Cavanaugh, Joseph E.; Shumway, Robert H.
8
1996
Replicated time-series regression: An approach to signal estimation and detection. Zbl 0536.62070
Shumway, R. H.
2
1983
An approach to time series smoothing and forecasting using the EM algorithm. Zbl 0502.62085
Shumway, R. H.; Stoffer, D. S.
138
1982
Discriminant analysis for time series. Zbl 0566.62058
Shumway, R. H.
25
1982
Estimation and tests of hypotheses for the initial mean and covariance in the Kalman filter model. Zbl 0472.62095
Shumway, R. H.; Olsen, D. E.; Levy, L. J.
10
1981
Linear discriminant functions for stationary time series. Zbl 0296.62085
Shumway, R. H.; Unger, A. N.
18
1974
On detecting a signal in N stationarily correlated noise series. Zbl 0226.62094
Shumway, Robert H.
6
1971
Applied regression and analysis of variance for stationary time series. Zbl 0225.62110
Shumway, Robert H.
5
1970
Best linear unbiased estimation for multivariate stationary processes. Zbl 0159.47602
Shumway, R. H.; Dean, W. C.
3
1968
A fitting procedure for some generalized Poisson distributions. Zbl 0098.11604
Shumway, Robert; Gurland, John
4
1961
Fitting the Poisson binomial distribution. Zbl 0097.34802
Shumway, Robert; Gurland, John
5
1960
all top 5

Cited by 996 Authors

12 Cavanaugh, Joseph E.
11 Taniguchi, Masanobu
10 Ombao, Hernando C.
9 Maharaj, Elizabeth Ann
8 Lund, Robert B.
8 Shumway, Robert H.
8 Wikle, Christopher K.
7 Stoffer, David S.
6 Alonso, Andrés M.
6 Spall, James C.
5 Peña, Daniel
4 Aue, Alexander
4 Bhattacharya, Sourabh
4 Boudou, Alain
4 Cribari-Neto, Francisco
4 Fokianos, Konstantinos
4 Holan, Scott H.
4 Koopman, Siem Jan
4 Mahmoudi, Mohammad Reza
4 Morettin, Pedro Alberto
4 Pizzinga, Adrian
4 Punzo, Antonio
4 Timmer, Jens
4 Triantafyllopoulos, Kostas
4 Vilar, José Antonio
4 von Sachs, Rainer
3 Agüero, Juan-Carlos
3 Alencar, Airlane Pereira
3 Almutawa, Jaafar
3 Alonso, Francisco Javier
3 Bayer, Fábio Mariano
3 Böhm, Hilmar
3 Bondon, Pascal
3 Burman, Prabir
3 Claeskens, Gerda
3 Cressie, Noel A. C.
3 Dette, Holger
3 Dias, José G.
3 D’Urso, Pierpaolo
3 Elliott, Robert James
3 Euán, Carolina
3 Ingrassia, Salvatore
3 Krafty, Robert Todd
3 Oud, Johan H. L.
3 Paninski, Liam
3 Paparoditis, Efstathios
3 Piccolo, Domenico
3 Prado, Raquel
3 Sato, João Ricardo
3 Sun, Ying
3 Trindade, A. Alexandre
3 Vilar, Juan Manuel
3 Zhang, Shibin
2 Agarwal, Ravi P.
2 Akashi, Fumiya
2 Anderson, Sean R.
2 Angulo, José Miguel
2 Azimmohseni, Majid
2 Boyd, Stephen Poythress
2 Brown, Emery N.
2 Bueso, M. C.
2 Chen, Rong
2 Chouakria, Ahlame Douzal
2 Consentino, Fabrizio
2 Dargahi-Noubary, G. R.
2 Davis, Ginger M.
2 Debón, Ana
2 El-Gebeily, Mohamed A.
2 El Matouat, Abdelaziz
2 Fernández, Daniel
2 Franco, Glaura C.
2 Fricks, John
2 Fryzlewicz, Piotr
2 Gantert, C.
2 Glendinning, Richard H.
2 Godtliebsen, Fred
2 Goodwin, Graham Clifford
2 Govaert, Gérard
2 Hall, Martica H.
2 Hamdi, Fayçal
2 Hamzaoui, Hassania
2 Henry, Teague Rhine
2 Hesamian, Gholamreza
2 Heumann, Christian
2 Heydari, Mohammadhossein
2 Horváth, Lajos
2 Hosking, Jonathan R. M.
2 Ionides, Edward L.
2 Iyigun, Cem
2 Kadirkamanathan, Visakan
2 Katzfuss, Matthias
2 Kedem, Benjamin
2 Khalafi, Mahnaz
2 Kokoszka, Piotr S.
2 Komaki, Fumiyasu
2 Kottas, Athanasios
2 Lee, Jaechoul
2 Liao, T. Warren
2 Liu, Shen
2 Minotti, Simona Caterina
...and 896 more Authors
all top 5

Cited in 144 Serials

43 Computational Statistics and Data Analysis
41 Journal of Time Series Analysis
25 Journal of Statistical Planning and Inference
21 Communications in Statistics. Theory and Methods
16 Statistics & Probability Letters
14 Journal of Statistical Computation and Simulation
13 The Annals of Applied Statistics
12 Automatica
12 Communications in Statistics. Simulation and Computation
11 Journal of Classification
11 Computational Statistics
10 Journal of Applied Statistics
9 Journal of Multivariate Analysis
7 Pattern Recognition
7 Statistical Methodology
7 Electronic Journal of Statistics
6 Psychometrika
6 Journal of the American Statistical Association
6 Journal of Econometrics
6 Journal of Economic Dynamics & Control
6 Neural Computation
6 Statistics and Computing
5 Applied Mathematics and Computation
5 European Journal of Operational Research
5 Test
4 Annals of the Institute of Statistical Mathematics
4 Insurance Mathematics & Economics
4 Statistics
4 Applied Stochastic Models in Business and Industry
4 Quantitative Finance
4 Sankhyā. Series B
3 Physica A
3 The Annals of Statistics
3 Journal of Mathematical Psychology
3 Statistica Neerlandica
3 Physica D
3 Econometric Reviews
3 Signal Processing
3 Multidimensional Systems and Signal Processing
3 Stochastic Processes and their Applications
3 Statistical Papers
3 Bernoulli
3 Chaos
3 Statistical Modelling
3 ASTIN Bulletin
2 Biological Cybernetics
2 The Canadian Journal of Statistics
2 International Journal of Systems Science
2 Journal of Fluid Mechanics
2 Mathematical Biosciences
2 Metrika
2 Scandinavian Journal of Statistics
2 Bulletin of Mathematical Biology
2 Chaos, Solitons and Fractals
2 British Journal of Mathematical & Statistical Psychology
2 International Statistical Review
2 Journal of Computational and Applied Mathematics
2 Journal of Optimization Theory and Applications
2 Mathematics and Computers in Simulation
2 Metron
2 Stochastic Analysis and Applications
2 Sequential Analysis
2 Statistical Science
2 Annals of Operations Research
2 Economics Letters
2 International Journal of Adaptive Control and Signal Processing
2 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
2 Computational and Applied Mathematics
2 Journal of Computational Neuroscience
2 Lifetime Data Analysis
2 Journal of Nonparametric Statistics
2 Journal of the Royal Statistical Society. Series B. Statistical Methodology
2 Journal of the Royal Statistical Society. Series C. Applied Statistics
2 International Journal of Theoretical and Applied Finance
2 Statistical Inference for Stochastic Processes
2 Methodology and Computing in Applied Probability
2 Optimization and Engineering
2 Advances and Applications in Statistics
2 Statistical Methods and Applications
2 Advances in Difference Equations
2 Journal of Agricultural, Biological, and Environmental Statistics
2 Journal of Theoretical Biology
1 Advances in Applied Probability
1 Computers & Mathematics with Applications
1 Computer Physics Communications
1 International Journal of Control
1 Journal of Engineering Mathematics
1 Journal of the Franklin Institute
1 Physics Letters. A
1 Biometrical Journal
1 Biometrics
1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
1 Fuzzy Sets and Systems
1 Information Sciences
1 International Journal of Mathematics and Mathematical Sciences
1 Statistica
1 Theoretical Population Biology
1 Cybernetics and Systems
1 Systems & Control Letters
1 Operations Research Letters
...and 44 more Serials

Citations by Year