E. J. GODOLPHIN

15 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-4891-8510

Department of Statistics and Computer Science, Royal Holloway College

Publications

A direct representation for the large-sample maximum likelihood estimator of a Gaussian autoregressive-moving: average process — Biometrika 1984
Evaluation of the covariance matrix for the maximum likelihood estimator of a Gaussian autoregressive-moving average process — Biometrika 1983
On the maximum likelihood estimation of the parameters of a Gaussian moving average process — Biometrika 1982
On the Bayesian Steady Forecasting Model — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1981
An Invariance Property for the Maximum Likelihood Estimator of the Parameters of a Gaussian Moving Average Process — The Annals of Statistics 1980
On the Structural Representation for Polynomial-Projecting Predictor Models Based on the Kalman Filter — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1980
A method for testing the order of an autoregressive-moving average process — Biometrika 1980
Modified maximum likelihood estimation of Gaussian moving averages using a pseudoquadratic convergence criterion — Biometrika 1978
Invariance Properties of Uncorrelated Residual Transformations — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1978
A Large-Sample Test for Detecting Gaps in Moving Average Models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1978
A direct representation for the maximum likelihood estimator of a Gaussian moving average process — Biometrika 1977
A Procedure for Estimating Seasonal Moving Average Models Based on Large-Sample Estimation of the Correlogram — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1977
On the Cramér-Wold factorization — Biometrika 1976
A direct basic form for predictors of autoregressive integrated moving average processes — Biometrika 1975
Equivalence Theorems for Polynomial-Projecting Predictors — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1975