| A functional data—analytic approach to signal discrimination P Hall, DS Poskitt, B Presnell Technometrics 43 (1), 1-9, 2001 | 238 | 2001 |
| Specification of echelon-form VARMA models H Lütkepohl, DS Poskitt Journal of Business & Economic Statistics 14 (1), 69-79, 1996 | 117 | 1996 |
| Estimating orthogonal impulse responses via vector autoregressive models H Lütkepohl, DS Poskitt Econometric Theory 7 (4), 487-496, 1991 | 90 | 1991 |
| Properties of the sieve bootstrap for fractionally integrated and non‐invertible processes DS Poskitt Journal of Time Series Analysis 29 (2), 224-250, 2008 | 89 | 2008 |
| Autoregressive approximation in nonstandard situations: The fractionally integrated and non-invertible cases DS Poskitt Annals of the Institute of Statistical Mathematics 59 (4), 697-725, 2007 | 87 | 2007 |
| The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification C Li, DS Poskitt, X Zhao Journal of Econometrics 209 (1), 94-113, 2019 | 79 | 2019 |
| Testing for causation using infinite order vector autoregressive processes H Lütkepohl, DS Poskitt Econometric Theory 12 (1), 61-87, 1996 | 77 | 1996 |
| An Approach to Testing Linear Times Series Models DS Poskitt, AR Tremayne The Annals of Statistics, 974-986, 1981 | 74 | 1981 |
| Periodogram-based estimators of fractal properties G Chan, P Hall, DS Poskitt The Annals of Statistics, 1684-1711, 1995 | 73 | 1995 |
| Recursive estimation of autoregressions EJ Hannan, AJ McDougall, DS Poskitt Journal of the Royal Statistical Society: Series B (Methodological) 51 (2 …, 1989 | 69 | 1989 |
| Diagnostic tests for multiple time series models DS Poskitt, AR Tremayne The Annals of Statistics 10 (1), 114-120, 1982 | 68 | 1982 |
| Unit canonical correlations between future and past EJ Hannan, DS Poskitt The Annals of Statistics 16 (2), 784-790, 1988 | 59 | 1988 |
| Precision, complexity and Bayesian model determination DS Poskitt Journal of the Royal Statistical Society Series B: Statistical Methodology …, 1987 | 59 | 1987 |
| A note on window length selection in singular spectrum analysis M Atikur Rahman Khan, DS Poskitt Australian & New Zealand Journal of Statistics 55 (2), 87-108, 2013 | 57 | 2013 |
| Determining a portfolio of linear time series models DS Poskitt, AR Tremayne Biometrika 74 (1), 125-137, 1987 | 55 | 1987 |
| Testing the specification of a fitted autoregressive-moving average model DS Poskitt, AR Tremayne Biometrika 67 (2), 359-363, 1980 | 54 | 1980 |
| Markov chain models, time series analysis and extreme value theory DS Poskitt, SH Chung Advances in Applied Probability 28 (2), 405-425, 1996 | 53 | 1996 |
| Identification of echelon canonical forms for vector linear processes using least squares DS Poskitt The Annals of Statistics, 195-215, 1992 | 53 | 1992 |
| The selection and use of linear and bilinear time series models DS Poskitt, AR Tremayne International Journal of Forecasting 2 (1), 101-114, 1986 | 50 | 1986 |
| Testing the restrictions of the Almon lag technique LG Godfrey, DS Poskitt Journal of the American Statistical Association 70 (349), 105-108, 1975 | 46 | 1975 |
Helmut LütkepohlDIW, Freie Universitaet BerlinVerified email at diw.de
