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Guessing the Output of a Stationary Binary Time Series

BOOK CHAPTER published 2003 in Contributions to Statistics

Authors: Gusztáv Morvai

https://doi.org/10.1007/978-3-642-57410-8_18 Actions

Foundations of Statistical Inference

BOOK published 2003 in Contributions to Statistics

Editors: Yoel Haitovsky | Yaacov Ritov | Hans Rudolf Lerche

https://doi.org/10.1007/978-3-642-57410-8 Actions

Statistical Inference, Estimation and Model Building for Stationary Time Series

BOOK CHAPTER published 2011 in The Foundations of Modern Time Series Analysis

Authors: Terence C. Mills

https://doi.org/10.1057/9780230305021_9 Actions

Inferring the residual waiting time for binary stationary time series

JOURNAL ARTICLE published 22 December 2014 in Kybernetika

Authors: Gusztáv Morvai | Benjamin Weiss

https://doi.org/10.14736/kyb-2014-6-0869 Actions

Estimating the residual waiting time for binary stationary time series

PROCEEDINGS ARTICLE published June 2009 in 2009 IEEE Information Theory Workshop on Networking and Information Theory

Authors: Gusztav Morvai | Benjamin Weiss

https://doi.org/10.1109/itwnit.2009.5158543 Actions

Nonparametric inference for ergodic, stationary time series

JOURNAL ARTICLE published 1 February 1996 in The Annals of Statistics

Authors: Gusztáv Morvai | Sidney Yakowitz | László Györfi

https://doi.org/10.1214/aos/1033066215 Actions

Sequential Bayes Detection of Trend Changes

BOOK CHAPTER published 2003 in Contributions to Statistics

Authors: Martin Beibel | Hans R. Lerche

https://doi.org/10.1007/978-3-642-57410-8_11 Actions

Statistical Inference for Stationary Linear Time Series

BOOK CHAPTER published 2021 in Non-Gaussian Autoregressive-Type Time Series

Authors: N. Balakrishna

https://doi.org/10.1007/978-981-16-8162-2_2 Actions

Outlier detection for stationary time series

JOURNAL ARTICLE published December 2001 in Journal of Statistical Planning and Inference

Authors: Kokyo Choy

https://doi.org/10.1016/s0378-3758(01)00081-7 Actions

Statistical Manifolds

OTHER published 3 July 1997 in Geometrical Foundations of Asymptotic Inference

https://doi.org/10.1002/9781118165980.ch8 Actions

Discriminant Analysis for Stationary Time Series

BOOK CHAPTER published 2000 in Asymptotic Theory of Statistical Inference for Time Series

Authors: Masanobu Taniguchi | Yoshihide Kakizawa

https://doi.org/10.1007/978-1-4612-1162-4_7 Actions

Intermittent estimation of stationary time series

JOURNAL ARTICLE published December 2004 in Test

Authors: Gusztáv Morvai | Benjamin Weiss

https://doi.org/10.1007/bf02595785 Actions

Structural changes in autoregressive models for binary time series

JOURNAL ARTICLE published October 2013 in Journal of Statistical Planning and Inference

Authors: Šárka Hudecová

https://doi.org/10.1016/j.jspi.2013.05.009 Actions

Generalized principal component analysis for moderately non-stationary vector time series

JOURNAL ARTICLE published May 2021 in Journal of Statistical Planning and Inference

Authors: Fayed Alshammri | Jiazhu Pan

https://doi.org/10.1016/j.jspi.2020.08.007 Actions

Tests for Gaussianity and linearity of multivariate stationary time series

JOURNAL ARTICLE published May 1998 in Journal of Statistical Planning and Inference

Authors: T.Subba Rao | W.K. Wong

https://doi.org/10.1016/s0378-3758(97)00150-x Actions

Structural changes and unit roots in non-stationary time series

JOURNAL ARTICLE published January 2012 in Journal of Statistical Planning and Inference

Authors: Boris Brodsky | Boris Darkhovsky

https://doi.org/10.1016/j.jspi.2011.07.021 Actions

Time series regression models with locally stationary disturbance

JOURNAL ARTICLE published October 2017 in Statistical Inference for Stochastic Processes

Research funded by JSPS KAKENHI (16K00042)

Authors: Junichi Hirukawa

https://doi.org/10.1007/s11203-017-9155-7 Actions

Retrospective change detection for binary time series models

JOURNAL ARTICLE published February 2014 in Journal of Statistical Planning and Inference

Authors: Konstantinos Fokianos | Edit Gombay | Abdulkadir Hussein

https://doi.org/10.1016/j.jspi.2013.08.017 Actions

Asymptotic Expansions for Long-Memory Stationary Gaussian Processes

BOOK CHAPTER published 2003 in Contributions to Statistics

Authors: David M. Zucker | Judith Rousseau | Anne Philippe | Offer Lieberman

https://doi.org/10.1007/978-3-642-57410-8_19 Actions

An algorithm for nonparametric forecasting for ergodic, stationary time series

PROCEEDINGS ARTICLE published in Proceedings of 1994 IEEE International Symposium on Information Theory

Authors: S. Yakowitz | L. Gyorfi | G. Morvai

https://doi.org/10.1109/isit.1994.395052 Actions
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