Professor Emerit of Operations and Business Analytics
Koreisha, Sergio, and Yongli Zhang. "Adaptive Order Determination for Constructing Time Series Forecasting Models." Communications in Statistics: Theory and Methods 44, no. 22: 4826-4847. https://doi.org/10.1080/03610926.2013.800881.
Koreisha, Sergio, and Yue Fang. "Using Least Squares to Generate Forecasts in Regressions with Serial Correlation." Journal of Time Series Analysis 29, no. 3: 555-580. https://doi.org/10.1111/j.1467-9892.2007.00569.x.
Koreisha, Sergio, and Yue Fang. "Forecasting with Serially Correlated Regression Models." Journal of Statistical Computation and Simulation 74, no. 9: 625-649. https://doi.org/10.1080/00949650310001620112.
Koreisha, Sergio, and Yue Fang. "Updating ARMA Predictions for Temporal Aggregates." Journal of Forecasting 23, no. 4: 275-296. https://doi.org/10.1002/for.913.
Koreisha, Sergio, and Tarmo Pukkila. "The Specification of Vector Autoregressive Moving Average Models." Journal of Statistical Computation & Simulation 74, no. 8: 547-565.
Koreisha, Sergio, and Yue Fang. "Generalized Least Squares With Misspecified Serial Correlation Structures." Journal of Royal Statistical Society B 63, no. 3: 515-531. https://doi.org/10.1111/1467-9868.00296.
Koreisha, Sergio, and Tarmo Pukkila. "Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in ARIMA Models." Communications in Statistics: Simulation & Computation 29, no. 1: 259-293. https://doi.org/10.1080/03610910008813613.
We hope the season finds you in good cheer, honoring fond traditions and creating new memories.
The Lundquist College of Business has much to celebrate during this joyful time. We"ve added some outstanding new faculty, we've broken ground on a new Portland space, and our unprecedented universitywide campaign continues. But it is our exemplary students we wish to highlight today.