Articles in Scholarly Journals [Incomplete List]

1. Simultaneous modelling of the Cholesky decomposition of several covariance matrices
   Journal of Multivariate Analysis, vol. 98, no. 3, pp. 568–587, 2007
2. Proceedings of the American Mathematical Society, vol. 135, no. 04, pp. 1233–1240, 2007
3. Gaussian estimation and joint modeling of dispersions and correlations in longitudinal data
   Computer Methods and Programs in Biomedicine, vol. 82, no. 2, pp. 106–113, 2006
4. Covariance matrix selection and estimation via penalised normal likelihood
   Biometrika, vol. 93, no. 1, pp. 85–98, 2006
5. Nonparametric estimation of large covariance matrices of longitudinal data
   Biometrika, vol. 90, no. 4, pp. 831–844, 2003
6. Multi-variate t Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations
   Journal of Time Series Analysis, vol. 24, no. 6, pp. 739–754, 2003
7. Dynamic Conditionally Linear Mixed Models for Longitudinal Data
   Biometrics, vol. 58, no. 1, pp. 225–231, 2002
8. Bayesian analysis of covariance matrices and dynamic models for longitudinal data
   Biometrika, vol. 89, no. 3, pp. 553–566, 2002
9. Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
   Biometrika, vol. 87, no. 2, pp. 425–435, 2000
10. Prediction Variance and Information Worth of Observations in Time Series
    Journal of Time Series Analysis, vol. 21, no. 4, pp. 413–434, 2000
11. Journal of Theoretical Probability, vol. 13, no. 4, pp. 1115–1122, 2000
12. Regression Models with Time Series Errors
    Journal of Time Series Analysis, vol. 20, no. 4, pp. 425–433, 1999
13. Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
    Biometrika, vol. 86, no. 3, pp. 677–690, 1999
14. Proceedings of the American Mathematical Society, vol. 126, no. 08, pp. 2333–2341, 1998
15. Prediction with incomplete past and interpolation of missing values
    Statistics & Probability Letters, vol. 33, no. 4, pp. 341–346, 1997
16. Canonical correlation and reduction of multiple time series
    Annals of the Institute of Statistical Mathematics, vol. 46, no. 4, pp. 625–631, 1994
17. The mixing rate of a stationary multivariate process
    Journal of Theoretical Probability, vol. 6, no. 3, pp. 603–617, 1993
18. Baxter's inequality and convergence of finite predictors of multivariate stochastic processess
    Probability Theory and Related Fields, vol. 95, no. 1, pp. 115–124, 1993
19. On relations between prediction error covariance of univariate and multivariate processes
    Statistics & Probability Letters, vol. 16, no. 5, pp. 355–359, 1993
20. On the convergence of finite linear predictors of stationary processes
    Journal of Multivariate Analysis, vol. 30, no. 2, pp. 167–180, 1989
21. Wold decomposition, prediction and parameterization of stationary processes with infinite variance
    Probability Theory and Related Fields, vol. 79, no. 1, pp. 145–164, 1988
22. Autoregressive representations of multivariate stationary stochastic processes
    Probability Theory and Related Fields, vol. 80, no. 2, pp. 315–322, 1988
23. Conditional characterizations of multivariate distributions
    Metrika, vol. 35, no. 1, pp. 99–108, 1988
24. Remarks on extreme eigenvalues of Toeplitz matrices
    International Journal of Mathematics and Mathematical Sciences, vol. 11, no. 1, pp. 23–26, 1988
25. Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes
    Journal of Statistical Planning and Inference, vol. 17, pp. 345–359, 1987
26. A matricial extension of the Helson-Szeg? theorem and its application in multivariate prediction
    Journal of Multivariate Analysis, vol. 16, no. 2, pp. 265–275, 1985
27. The Helson-Sarason-Szego Theorem and the Abel Summability of the Series for the Predictor
    Proceedings of the American Mathematical Society, vol. 91, no. 2, p. 306, 1984
28. Taylor Expansion of exp(∑ ∞ k = 0 a k z k ) and Some Applications
    The American Mathematical Monthly, vol. 91, no. 5, p. 303, 1984
29. SIAM Journal on Applied Mathematics, vol. 44, no. 5, Article ID 0144072, 1984
30. A sampling theorem for multivariate stationary processes
    Journal of Multivariate Analysis, vol. 13, no. 1, pp. 177–186, 1983
31. Exact factorization of the spectral density ann its application to wrf,castiilg and time series analysis
    Communications in Statistics - Theory and Methods, vol. 12, no. 18, pp. 2085–2094, 1983