Guessing the Output of a Stationary Binary Time Series

BOOK CHAPTER published 2003 in Contributions to Statistics

Authors: Gusztáv Morvai

Sequential Bayes Detection of Trend Changes

BOOK CHAPTER published 2003 in Contributions to Statistics

Authors: Martin Beibel | Hans R. Lerche

Outlier detection for stationary time series

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

Authors: Kokyo Choy

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

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

Structural changes in autoregressive models for binary time series

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

Authors: Šárka Hudecová

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

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

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

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

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

Discriminant Analysis for Stationary Time Series

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

Authors: Masanobu Taniguchi | Yoshihide Kakizawa

Nonparametric frequency domain analysis of nonstationary multivariate time series

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

Authors: Carlos Velasco

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

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

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

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