Predictive Density Order Selection of Periodic AR Models

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Spectral Factorization of Periodically Correlated MA(1) Processes

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Testing for Threshold Autoregression

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Nonlinear network autoregression

JOURNAL ARTICLE published 1 December 2023 in The Annals of Statistics

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The ACR Model: A Multivariate Dynamic Mixture Autoregression*

JOURNAL ARTICLE published October 2008 in Oxford Bulletin of Economics and Statistics

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Smooth backfitting for errors-in-variables additive models

JOURNAL ARTICLE published 1 October 2018 in The Annals of Statistics

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Regression and autoregression with infinite variance

JOURNAL ARTICLE published December 1974 in Advances in Applied Probability

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Karl Pearson’s Theoretical Errors and the Advances They Inspired

JOURNAL ARTICLE published 1 May 2008 in Statistical Science

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Removal of phenol from aqueous solution using polymer inclusion membrane based on mixture of CTA and CA

JOURNAL ARTICLE published March 2018 in Applied Water Science

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Nonconcave penalized estimation in sparse vector autoregression model

JOURNAL ARTICLE published 1 January 2020 in Electronic Journal of Statistics

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Random coefficient autoregression, regime switching and long memory

JOURNAL ARTICLE published September 2003 in Advances in Applied Probability

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Regression-type inference in nonparametric autoregression

JOURNAL ARTICLE published 1 August 1998 in The Annals of Statistics

Authors: Jens-Peter Kreiss | Michael H. Neumann

Estimation for almost periodic processes

JOURNAL ARTICLE published 1 June 2008 in The Annals of Statistics

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Strong identifiability and optimal minimax rates for finite mixture estimation

JOURNAL ARTICLE published 1 December 2018 in The Annals of Statistics

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Asymptotic quantization errors for unbounded quantizers

JOURNAL ARTICLE published 25 January 2008 in Theory of Probability and Mathematical Statistics

Authors: M. Shykula

Weakly Adaptive Estimators in Explosive Autoregression

JOURNAL ARTICLE published 1 June 1990 in The Annals of Statistics

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On the Asymptotic Properties of Least-Squares Estimators in Autoregression

JOURNAL ARTICLE published 1 January 1980 in The Annals of Statistics

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Spline-backfitted kernel smoothing of nonlinear additive autoregression model

JOURNAL ARTICLE published 1 December 2007 in The Annals of Statistics

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Network vector autoregression

JOURNAL ARTICLE published 1 June 2017 in The Annals of Statistics

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Semiparametric mixture of linear regressions with nonparametric Gaussian scale mixture errors

JOURNAL ARTICLE published March 2024 in Advances in Data Analysis and Classification

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