Nonparametric frequency domain analysis of nonstationary multivariate time series

JOURNAL ARTICLE published September 2003 in Journal of Statistical Planning and Inference

Authors: Carlos Velasco

Inference for Non-Stationary Time Series Regression With or Without Inequality Constraints

JOURNAL ARTICLE published 1 March 2015 in Journal of the Royal Statistical Society Series B: Statistical Methodology

Authors: Zhou Zhou

SPHARMA approximations for stationary functional time series on the sphere

JOURNAL ARTICLE published October 2021 in Statistical Inference for Stochastic Processes

Research funded by Università degli Studi di Roma Tor Vergata (CUP E83C18000100006)

Authors: Alessia Caponera

Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series

JOURNAL ARTICLE published March 2023 in Journal of Statistical Planning and Inference

Authors: Boris Garbuzov | Zhou Zhou

Stationary persistent time series misspecified as nonstationary arima

JOURNAL ARTICLE published September 1996 in Statistical Papers

Authors: Nuno Crato | Howard M. Taylor

Bayesian Inference

BOOK CHAPTER published 2 December 2022 in Statistical Theory

Authors: Felix Abramovich | Ya’acov Ritov

Basic Inference

BOOK CHAPTER published 2019 in Asymptotic Nonparametric Statistical Analysis of Stationary Time Series

Authors: Daniil Ryabko

Families of spatio-temporal stationary covariance models

JOURNAL ARTICLE published October 2003 in Journal of Statistical Planning and Inference

Authors: Chunsheng Ma

Combining multiple time series predictors: a useful inferential procedure

JOURNAL ARTICLE published September 2003 in Journal of Statistical Planning and Inference

Authors: Vı́ctor M. Guerrero | Daniel Peña

Causal analysis and statistical inference on possibly non-stationary time series

BOOK CHAPTER published 20 February 1997 in Advances in Economics and Econometrics: Theory and Applications

Authors: Yuzo Hosoya

Asymptotic Theory of Statistical Inference for Time Series

JOURNAL ARTICLE published October 2003 in Journal of the Royal Statistical Society: Series D (The Statistician)

Authors: Theofanis Sapatinas

Asymptotic inference in time series regressions with a unit root and infinite variance errors

JOURNAL ARTICLE published September 2003 in Journal of Statistical Planning and Inference

Authors: Francesca Callegari | Nunzio Cappuccio | Diego Lubian

Bayesian Inference for Non-Stationary Spatial Covariance Structure via Spatial Deformations

JOURNAL ARTICLE published 1 August 2003 in Journal of the Royal Statistical Society Series B: Statistical Methodology

Authors: Alexandra M. Schmidt | Anthony O'Hagan

Optimal design for double sampling with continuous outcomes

JOURNAL ARTICLE published April 2000 in Journal of Statistical Planning and Inference

Authors: Ori Davidov | Yoel Haitovsky

Estimation of spectral density of a stationary time series via an asymptotic representation of the periodogram

JOURNAL ARTICLE published January 1999 in Journal of Statistical Planning and Inference

Authors: A.K. Gangopadhyay | B.K. Mallick | D.G.T. Denison

Weak convergence of the conditional U-statistics for locally stationary functional time series

JOURNAL ARTICLE published July 2024 in Statistical Inference for Stochastic Processes

Authors: Inass Soukarieh | Salim Bouzebda

Non-stationary functional time series and functional machine learning : inference and applications

DISSERTATION published

Authors: Yichao Chen

A multinomial autoregressive model for finite-range time series of counts

JOURNAL ARTICLE published July 2020 in Journal of Statistical Planning and Inference

Research funded by National Natural Science Foundation of China (11871028,11731015,11571051,11501241,11901053) | Natural Science Foundation of Jilin Province, China (20180101216JC,20170101057JC,20150520053JH) | Program for Changbaishan Scholars of Jilin Province, China (2015010) | Science and Technology Program of Jilin Educational Department, China (2016316)

Authors: Jie Zhang | Dehui Wang | Kai Yang | Yanju Xu

Time Series Methods

BOOK CHAPTER published 2022 in Statistical Inference and Machine Learning for Big Data

Authors: Mayer Alvo

Selected Statistical Papers of Sir David Cox, Vol. 2: Foundations of Statistical Inference, Theoretical Statistics, Time Series and Stochastic Processes

JOURNAL ARTICLE published February 2007 in Technometrics