Sergio G. Koreisha

• Recent Publications

  • "Using Least Squares to Generate Forecasts in Regressions with Serial Correlation," (forthcoming) Journal Time Series Analysis (with Yue Fang).

  • "Dealing with Serial Correlation," (2006) in Statistical Analysis: A Fetschrift for Tarmo Pukkila, edited by S. Puntanen and E. Liski, University of Tampere Press (with Yue Fang).

  • "Forecasting with Regression Models Containing Misspecified Serial Correlation Structures," (2004) Journal of Statistical Computation and Simulation (with Yue Fang).

  • "The Specification of Vector ARMA Processes," (2004) Journal of Statistical Computation and Simulation (with Tarmo Pukkila).

  • "Updating ARMA Predictions for Temporal Aggregates," (2004) Journal of Forecasting (with Yue Fang).

  • "GLS Estimation of Regression Models With Misspecified Serial Correlation Structures," (2001). Journal of the Royal Statistics Society: B (with Yue Fang).

  • "Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in ARIMA Models," (2000). Communications in Statistics: Simulation & Computation, 29 (with Tarmo Pukkila).

  • "The Selection of the Order and Identification of Nonzero Elements in the Polynomial Matrices of Vector Autoregressive Processes," (1999) Journal of Statistical Computation and Simulation, 62, 207-235 (with Tarmo Pukkila).

  • "The Impact of Measurement Errors on Prediction of ARMA Models," (1999) Journal of Forecasting, 18, 95-109. (with Yue Fang). This paper won the 1999 Citation of Excellence Award from ANBAR Intelligence Group, UK.

  • "A Two-Step Approach for Identifying Seasonal Autoregressive Time Series Forecasting Models," (1998) International Journal of Forecasting, 14, 483-496 (with T. Pukkila). This paper won the 1999 Citation of Excellence Award from ANBAR Intelligence Group, UK.

• In Review

  • With Yue Fang, "Inference in Regressions with Correlated Residuals."

• Regression Analysis - DSC 635 W07

• OEMBA - Applied Statistics

• Forecasting & Resource Allocation