Edit Profile (opens in new tab) Shumway, Robert H. Compute Distance To: Compute Author ID: shumway.robert-h Published as: Shumway, Robert H.; Shumway, R. H.; Shumway, Robert more...less Documents Indexed: 35 Publications since 1960, including 5 Books Co-Authors: 29 Co-Authors with 29 Joint Publications 477 Co-Co-Authors all top 5 Co-Authors 6 single-authored 6 Stoffer, David S. 3 Cavanaugh, Joseph E. 2 Burman, Prabir 2 Gurland, John 1 Blandford, Robert R. 1 Bonner, Jessie L. 1 Chen, Rong 1 Dean, W. C. 1 Ho, Moon-Ho Ringo 1 Kakizawa, Yoshihide 1 Katzoff, Myron J. 1 Kim, Sungeun 1 Last, Michael 1 Levy, L. J. 1 Lin, Ming 1 Loáiciga, Hugo A. 1 McQuarrie, Allan 1 Olsen, Dale E. 1 Ombao, Hernando C. 1 Pawitan, Yudianto 1 Reiter, Delaine T. 1 Suess, Eric A. 1 Taniguchi, Masanobu 1 Tsai, Chihling 1 Unger, A. N. 1 Verosub, K. L. 1 Yeh, William W.-G. 1 Yücel, Zeynep Türkan 1 Zhou, Tianni all top 5 Serials 4 Journal of Time Series Analysis 3 Journal of the American Statistical Association 3 Statistics & Probability Letters 3 Springer Texts in Statistics 2 Technometrics 2 Stochastic Hydrology and Hydraulics 2 Statistica Sinica 1 The Annals of Statistics 1 Biometrics 1 Biometrika 1 Journal of Applied Probability 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Communications in Statistics. Theory and Methods 1 Computational Statistics and Data Analysis 1 Resenhas do Instituto do Matemática e Estatística da Universidade de São Paulo 1 Skandinavisk Aktuarietidskrift 1 Chapman & Hall/CRC Texts in Statistical Science Series all top 5 Fields 30 Statistics (62-XX) 4 Numerical analysis (65-XX) 3 Geophysics (86-XX) 2 Probability theory and stochastic processes (60-XX) 1 Fluid mechanics (76-XX) 1 Relativity and gravitational theory (83-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications 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 0502.62085Shumway, R. H.; Stoffer, D. S. 138 1982 Time series analysis and its applications. With R examples. 2nd ed. Zbl 1096.62088Shumway, Robert H.; Stoffer, David S. 77 2006 Discrimination and clustering for multivariate time series. Zbl 0906.62060Kakizawa, Yoshihide; Shumway, Robert H.; Taniguchi, Masanobu 73 1998 Time series analysis and its applications. Zbl 0942.62098Shumway, Robert H.; Stoffer, David S. 69 2000 Time series analysis and its applications. With R examples. 3rd revised ed. Zbl 1276.62054Shumway, Robert H.; Stoffer, David S. 49 2011 Time series analysis and its applications. With R examples. 4th edition. Zbl 1367.62004Shumway, Robert H.; Stoffer, David S. 28 2017 Discriminant analysis for time series. Zbl 0566.62058Shumway, R. H. 25 1982 Time-frequency clustering and discriminant analysis. Zbl 1116.62364Shumway, Robert H. 22 2003 A bootstrap variant of AIC for state-space model selection. Zbl 0926.62077Cavanaugh, Joseph E.; Shumway, Robert H. 19 1997 Linear discriminant functions for stationary time series. Zbl 0296.62085Shumway, R. H.; Unger, A. N. 18 1974 An Akaike information criterion for model selection in the presence of incomplete data. Zbl 1067.62504Cavanaugh, Joseph E.; Shumway, Robert H. 16 1998 The model selection criterion AICu. Zbl 1064.62541McQuarrie, 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 0472.62095Shumway, R. H.; Olsen, D. E.; Levy, L. J. 10 1981 On computing the expected Fisher information matrix for state-space model parameters. Zbl 0847.62078Cavanaugh, Joseph E.; Shumway, Robert H. 8 1996 On detecting a signal in N stationarily correlated noise series. Zbl 0226.62094Shumway, Robert H. 6 1971 Applied regression and analysis of variance for stationary time series. Zbl 0225.62110Shumway, Robert H. 5 1970 Fitting the Poisson binomial distribution. Zbl 0097.34802Shumway, Robert; Gurland, John 5 1960 Detecting abrupt changes in a piecewise locally stationary time series. Zbl 1139.62050Last, Michael; Shumway, Robert 4 2008 A fitting procedure for some generalized Poisson distributions. Zbl 0098.11604Shumway, Robert; Gurland, John 4 1961 A state-space approach to modelling brain dynamics. Zbl 1079.62111Ho, Moon-Ho Ringo; Ombao, Hernando; Shumway, Robert 4 2005 Best linear unbiased estimation for multivariate stationary processes. Zbl 0159.47602Shumway, R. H.; Dean, W. C. 3 1968 Estimation of trend in state-space models: asymptotic mean square error and rate of convergence. Zbl 1360.62452Burman, Prabir; Shumway, Robert H. 2 2009 Replicated time-series regression: An approach to signal estimation and detection. Zbl 0536.62070Shumway, R. H. 2 1983 Semiparametric modeling of seasonal time series. Zbl 0906.62082Burman, Prabir; Shumway, Robert H. 1 1998 Dynamic mixed models for irregularly observed time series. Zbl 1032.62086Shumway, Robert H. 1 2000 One-step approximations for detecting regime changes in the state space model with application to the influenza data. Zbl 1452.62699Zhou, Tianni; Shumway, Robert 1 2008 Nonlinear estimation for time series observed on arrays. Zbl 1069.62546Shumway, Robert H.; Kim, Sung-Eun; Blandford, Robert R. 1 1999 Time series analysis and its applications. With R examples. 4th edition. Zbl 1367.62004Shumway, Robert H.; Stoffer, David S. 28 2017 Time series analysis and its applications. With R examples. 3rd revised ed. Zbl 1276.62054Shumway, Robert H.; Stoffer, David S. 49 2011 Estimation of trend in state-space models: asymptotic mean square error and rate of convergence. Zbl 1360.62452Burman, Prabir; Shumway, Robert H. 2 2009 Detecting abrupt changes in a piecewise locally stationary time series. Zbl 1139.62050Last, Michael; Shumway, Robert 4 2008 One-step approximations for detecting regime changes in the state space model with application to the influenza data. Zbl 1452.62699Zhou, Tianni; Shumway, Robert 1 2008 Time series analysis and its applications. With R examples. 2nd ed. Zbl 1096.62088Shumway, Robert H.; Stoffer, David S. 77 2006 A state-space approach to modelling brain dynamics. Zbl 1079.62111Ho, Moon-Ho Ringo; Ombao, Hernando; Shumway, Robert 4 2005 Time-frequency clustering and discriminant analysis. Zbl 1116.62364Shumway, Robert H. 22 2003 Time series analysis and its applications. Zbl 0942.62098Shumway, Robert H.; Stoffer, David S. 69 2000 Dynamic mixed models for irregularly observed time series. Zbl 1032.62086Shumway, Robert H. 1 2000 Nonlinear estimation for time series observed on arrays. Zbl 1069.62546Shumway, Robert H.; Kim, Sung-Eun; Blandford, Robert R. 1 1999 Discrimination and clustering for multivariate time series. Zbl 0906.62060Kakizawa, Yoshihide; Shumway, Robert H.; Taniguchi, Masanobu 73 1998 An Akaike information criterion for model selection in the presence of incomplete data. Zbl 1067.62504Cavanaugh, Joseph E.; Shumway, Robert H. 16 1998 Semiparametric modeling of seasonal time series. Zbl 0906.62082Burman, Prabir; Shumway, Robert H. 1 1998 A bootstrap variant of AIC for state-space model selection. Zbl 0926.62077Cavanaugh, Joseph E.; Shumway, Robert H. 19 1997 The model selection criterion AICu. Zbl 1064.62541McQuarrie, Allan; Shumway, Robert; Tsai, Chih-Ling 16 1997 On computing the expected Fisher information matrix for state-space model parameters. Zbl 0847.62078Cavanaugh, Joseph E.; Shumway, Robert H. 8 1996 Replicated time-series regression: An approach to signal estimation and detection. Zbl 0536.62070Shumway, R. H. 2 1983 An approach to time series smoothing and forecasting using the EM algorithm. Zbl 0502.62085Shumway, R. H.; Stoffer, D. S. 138 1982 Discriminant analysis for time series. Zbl 0566.62058Shumway, R. H. 25 1982 Estimation and tests of hypotheses for the initial mean and covariance in the Kalman filter model. Zbl 0472.62095Shumway, R. H.; Olsen, D. E.; Levy, L. J. 10 1981 Linear discriminant functions for stationary time series. Zbl 0296.62085Shumway, R. H.; Unger, A. N. 18 1974 On detecting a signal in N stationarily correlated noise series. Zbl 0226.62094Shumway, Robert H. 6 1971 Applied regression and analysis of variance for stationary time series. Zbl 0225.62110Shumway, Robert H. 5 1970 Best linear unbiased estimation for multivariate stationary processes. Zbl 0159.47602Shumway, R. H.; Dean, W. C. 3 1968 A fitting procedure for some generalized Poisson distributions. Zbl 0098.11604Shumway, Robert; Gurland, John 4 1961 Fitting the Poisson binomial distribution. Zbl 0097.34802Shumway, Robert; Gurland, John 5 1960 all cited Publications top 5 cited Publications 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 all top 5 Cited in 23 Fields 434 Statistics (62-XX) 75 Numerical analysis (65-XX) 62 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 48 Systems theory; control (93-XX) 41 Probability theory and stochastic processes (60-XX) 31 Biology and other natural sciences (92-XX) 20 Computer science (68-XX) 14 Dynamical systems and ergodic theory (37-XX) 14 Information and communication theory, circuits (94-XX) 13 Operations research, mathematical programming (90-XX) 11 Geophysics (86-XX) 7 Harmonic analysis on Euclidean spaces (42-XX) 4 General and overarching topics; collections (00-XX) 4 Statistical mechanics, structure of matter (82-XX) 2 Fluid mechanics (76-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Ordinary differential equations (34-XX) 1 Difference and functional equations (39-XX) 1 Functional analysis (46-XX) 1 Mechanics of particles and systems (70-XX) Citations by Year