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researcher

F. Breidt

3 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2

Across the 2 of 3 papers where every author was matched, so the position is known.

fields
  • math.ST2
  • stat.ME1

identity via Semantic Scholar / OpenAlex

most citedPile-up probabilities for the Laplace likelihood estimator of a non-invertible first order moving average

33 citations · 57 across the 3 of their papers we have counts for

collaborators

3 papers

stat.ME2007★ 2 cited

Comment: Struggles with Survey Weighting and Regression Modeling

F. Jay Breidt, Jean D. Opsomer

Comment: Struggles with Survey Weighting and Regression Modeling [arXiv:0710.5005]

math.ST2007★ 22 cited

Rank-based estimation for all-pass time series models

Beth Andrews, Richard A. Davis, F. Jay Breidt

An autoregressive-moving average model in which all roots of the autoregressive polynomial are reciprocals of roots of the moving average polynomial and vice versa is called an all…

math.ST2007★ 33 cited

Pile-up probabilities for the Laplace likelihood estimator of a non-invertible first order moving average

F. Jay Breidt, Richard A. Davis, Nan-Jung Hsu +1

The first-order moving average model or MA(1) is given by Xt​=Zt​−θ0​Zt−1​, with independent and identically distributed {Zt​}. This is arguably the simplest time series mo…

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