David F. Findley

1986–2006

A researcher in the Science corpus: 2 papers; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom David F. Findley trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert Fildes
2. Lawrence R. Rabiner

Who trusts David F. Findley overall

1. Jae Hyun Kim
2. Manfred Mudelsee

Papers from David F. Findley's perspective

Ordered by how strongly the researchers David F. Findley trusts endorse each paper. Same corpus, a different order for every researcher.

1. Estimating the Dimension of a Model
2. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
3. Time series analysis, forecasting and control
4. Seasonal adjustment with the X-11 method
5. Theory and application of digital signal processing
6. Bagging Predictors
7. Exponential smoothing with a damped multiplicative trend
8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
9. Combination forecasts of output growth in a seven-country data set
10. DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks (International Journal of Forecasting)

Their papers

• Frequency Domain Analyses of SEATS and X-11/12-ARIMA Seasonal Adjustment Filters for Short and Moderate-Length Time Series (2006) — 50 citations
• On bootstrap estimates of forecast mean square error for autoregressive processes (1986)