F. Jay Breidt
Department of Statistics

Technical reports and papers

Manuscripts Accepted for Publication:

Hsu, N.J. and Breidt, F.J. (2001). Bayesian analysis of fractionally integrated ARMA with additive noise. Journal of Forecasting. Refereed. Accepted 09/26/01.

Hsu, N.J. and Breidt, F.J. (2001). A class of nearly long-memory time series models. International Journal of Forecasting. Refereed. Accepted 05/14/01.

Hsu, N.J., Ray, B. and Breidt, F.J. (2001). Bayesian estimation of common factor models with long-range dependence. Communications in Statistics, Theory & Methods. Refereed. Accepted 03/21/01.

Abbitt, P.J. and Breidt, F.J. (1999). A hierarchical model for estimating distribution profiles of soil texture. Case Studies in Bayesian Statistics, Volume 5. Refereed. Accepted 07/06/00.

Chen, C., Fuller, W.A., and Breidt, F.J. (1999). A semiparametric estimator of the distribution function of a variable measured with error. Communications in Statistics. Refereed. Accepted 10/08/99.

Hsu, N.-J., Ray, B.K., and Breidt, F.J. (1999). Bayesian estimation of common long-range dependent models. Probability Theory and Mathematical Statistics. Refereed. Accepted 05/04/99.

Refereed Journal Articles:

Breidt, F.J., Davis, R.A. and Trindade, A.A. (2001). Least absolute deviation estimation for all-pass time series models. Annals of Statistics, in press.

Breidt, F.J. and Opsomer, J.D. (2000). Local polynomial regression estimators in survey sampling. Annals of Statistics 28, 1026-1053.

Breidt, F.J. and Carriquiry, A.L. (2000). Highest density gates for target tracking. IEEE Transactions on Aerospace and Electronic Systems 36, 47-55.

Pautsch, G.R., Babcock, B.A., and Breidt, F.J. (1999). Optimal information acquisition under a geostatistical model. J. Agricultural and Resource Economics 24, 342-366.

Fuller, W.A. and Breidt, F.J. (1999). Estimation for supplemented panels. Sankhya: The Indian Journal of Statistics, Series B, 61, 58-70.

Breidt, F.J. and Fuller, W.A. (1999). Design of supplemented panel surveys with application to the National Resources Inventory. J. Agricultural, Biological, and Environmental Statistics 4, 391-403.

Breidt, F.J., Crato, N. and de Lima, P. (1998). On the detection and estimation of long memory in stochastic volatility. J. Econometrics 83, 325-348.

Nusser, S.M., Breidt, F.J., and Fuller, W.A. (1998). Design and estimation for investigating the dynamics of natural resources. Ecological Applications 8, 234-245.

Carriquiry, A.L., Breidt, F.J., and Lakshminarayan, P.G. (1998). Sampling schemes for policy analyses using computer simulation experiments. J. Environmental Management 22, 505-515.

Breidt, F.J. and Davis, R.A. (1998). Extremes of stochastic volatility models. Annals of Applied Probability 8, 664-675.

Breidt, F.J., McVey, A. and Fuller, W.A. (1996-97). Two phase estimation by imputation. J. Indian Society Agricultural Statistics, 79-90.

Breidt, F.J., Davis, R.A., and Dunsmuir, W. (1995). Improved bootstrap prediction intervals for autoregressions. J. Time Series Analysis 16, 177-200.

Breidt, F.J. (1995). Markov chain designs for one-per-stratum sampling. Survey Methodology 21, 63-70.

Breidt, F.J. and Fuller, W.A. (1993). Regression weighting for multiphase samples. Sankhya: The Indian Journal of Statistics, Series B, Special Volume 55, 297-309.

Breidt, F.J. and Davis, R.A. (1992). Time-reversibility, identifiability, and independence of innovations for stationary time series, J. Time Series Analysis 13, 377-390.

Breidt, F.J., Davis, R.A., Lii, K.S., and M. Rosenblatt (1991). Maximum likelihood estimation for noncausal autoregressive processes, J. Multivariate Analysis 36, 175-198.

Breidt, F.J., Boes, D.C., Wagner, J.I., and Flora, M.D. (1991). Antidegradation water quality criteria for the Delaware River: a distribution-free statistical approach, Water Resources Bulletin 27, 849-858.

Breidt, F.J., Davis, R.A., Lii, K.S., and M. Rosenblatt (1990). Nonminimum phase nonGaussian autoregressive processes, Proc. Natl. Acad. Sci. USA 87, 179-181.

Encyclopedia Entries:

Breidt, F.J. (2002). National Resources Inventory (NRI), US. Encyclopedia of Environmetrics, vol.3, pages 1353-1356. A.H. El-Shaarawi and W.W. Piegorsch, eds. Wiley.

Refereed Proceedings/Transactions:

Breidt, F.J. and Carriquiry, A.L. (1996). Improved quasi-maximum likelihood estimation for stochastic volatility models. In Modelling and Prediction: Honoring Seymour Geisser, (Jack C. Lee, Wesley O. Johnson, and Arnold Zellner, eds.) New York: Springer-Verlag, pp. 228-247.

Breidt, F.J., Davis, R.A., and Dunsmuir, W. (1992). On backcasting in linear time series models. In New Directions in Time Series Analysis, Part I (D. Brillinger, P. Caines, J. Geweke, E. Parzen, M. Rosenblatt, and M. Taqqu, eds.) The IMA Volumes in Mathematics and Its Applications; vol. 45. New York: Springer-Verlag, pp. 25-40.

Non-Refereed Proceedings/Transactions:

Kim, J.Y., Breidt, F.J. and Opsomer, J.D. (2001). Local polynomial regression estimation in two-stage sampling. Proceedings of the Section on Survey Research Methods, American Statistical Association, to appear.

Breidt, F.J. (2000). Alternative designs for the Consumer Expenditure Survey. 1999 Federal Committee on Statistical Methodology Research Conference: Complete Proceedings, Statistical Policy Working Paper 30, Office of Management and Budget, pp. 165-173.

Opsomer, J.D. and Breidt, F.J. (1999). The application of local polynomial regression to survey sampling estimation. Proceedings of the 14th International Workshop on Statistical Modelling, to appear.

Opsomer, J.D., and Breidt, F.J. (1999). Local polynomial regression estimation in a survey of Iowa soils. Proceedings of the Statistical Computing Section, American Statistical Association, pp. 17-23.

Chen, C. and Breidt, F.J. (1997). A spatial autoregressive model in precision farming. Proceedings of the Section on Statistics and the Environment, American Statistical Association, to appear.

Abbitt, P.J., Breidt, F.J. and Nusser, S.M. (1997). A nonlinear two-phase predictor for soil survey updates. Proceedings of the Section on Survey Research Methods, American Statistical Association, pp. 657-660.

Hsu, N.-J., and Breidt, F.J. (1997). Bayesian analysis of fractionally integrated ARMA with additive noise. Proceedings of the Section on Business and Economic Statistics, American Statistical Association, pp. 167-172.

Breidt, F.J., and Carriquiry, A.L. (1997). Metamodeling for assessing environmental impact of agricultural policy. Bulletin of the International Statistical Institute-Contributed Papers, 51st Session, Book 1, 9-10.

Breidt, F.J., and Carriquiry, A.L. (1996). Bayesian estimation of genetic trends. Proceedings of the Section on Bayesian Statistics, American Statistical Association, pp. 24-29.

Axelson, H.M., Breidt, F.J., and Carriquiry, A.L. (1996). Two-phase regression estimation for policy analysis using computer simulation experiments. Proceedings of the Section on Survey Research Methods, Vol. I, American Statistical Association, pp. 320-325.

Breidt, F.J. (1995). Markov chain designs for one-per-stratum spatial sampling. Proceedings of the Section on Survey Research Methods, Vol. I, American Statistical Association, pp. 356-361.

Breidt, F.J., Carriquiry, A.L. and Fuller, W.A. (1995). Alternative estimation procedures for stochastic volatility. Proceedings of the Section on Business and Economic Statistics, American Statistical Association, pp. 134-138.

Breidt, F.J., Carriquiry, A.L. and Fuller, W.A. (1995). A comparison of estimation procedures for stochastic volatility models. Bulletin of the International Statistical Institute-Contributed Papers, 50th Session, Book 1, 116-117.

An, A.B., Breidt, F.J. and Fuller, W.A. (1994). Regression weighting methods for SIPP data. Proceedings of the Section on Survey Research Methods, American Statistical Association, pp. 434-439.

McVey, A., Breidt, F.J. and Fuller, W.A. (1994). Two phase estimation by imputation. Proceedings of the Section on Survey Research Methods, American Statistical Association, pp. 1053-1058.

Leonard, K.A., An, A.B., Nusser, S.M. and Breidt, F.J. (1994). Approximating the variance of the survey regression estimator using poststratification. Proceedings of the Section on Survey Research Methods, American Statistical Association, pp. 222-227.

Breidt, F.J. and Fuller, W.A. (1993). Regression weighting for multiphase Forest Service samples. Proceedings of the Section on Survey Research Methods, American Statistical Association, pp. 776-780.

Breidt, F.J. (1992).Variance estimation in the frequency domain for seasonally adjusted time series. Proceedings of the Section on Business and Economic Statistics, American Statistical Association, pp. 337-342. (peer-reviewed by D. Pfefferman.)

Other (e.g. lab texts, book reviews, technical reports, in-house reports, working papers):

Ogle, S.M., Eve, M.D., Breidt, F.J. and Paustian, K. (2001). Management impacts on soil organic carbon storage in US agroecosystems: literature review and synthesis. Working paper, NREL, CSU.

Andrews, B., Breidt, F.J. and Davis, R.A. (2001). Maximum likelihood estimation for all-pass time series models. Working paper, Department of Statistics, CSU.

Breidt, F.J. (2001). Simulation estimation of quantiles from a distribution with known mean. Working paper, Department of Statistics, CSU.

Kim, J.Y., Breidt, F.J. and Opsomer, J.D. (2001). Nonparametric regression estimation of finite population totals under two-stage sampling. Working paper, Department of Statistics, Iowa State University.

Hsu, N.-J. and Breidt, F.J. (1997). Bayesian analysis of long memory stochastic volatility models. ISU Technical Report 97-4, Department of Statistics, Iowa State University.

Breidt, F.J. and Boes, D.C. (1989). Statistical analysis of historic water quality data from the Middle Delaware Scenic and Recreational River. CSU Technical Report 90-2, Department of Statistics, Colorado State University.

Courses

Reports & Papers