| Publication | Date of Publication | Type |
|---|
Poisson count time series
Journal of Time Series Analysis | 2026-02-23 | Paper |
R. Killick, J. Wilson, X. Chen, and R. Lund's contribution to the discussion of: ``New tools for network time series with an application to Covid-19 hospitalisations
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2026-02-12 | Paper |
Renewal model for anomalous traffic in Internet2 links
Statistical Modelling | 2025-01-16 | Paper |
A large-scale spatio-temporal binomial regression model for estimating seroprevalence trends
Environmetrics | 2024-10-28 | Paper |
A forensic statistical analysis of fraud in the federal food stamp program
The Annals of Applied Statistics | 2024-10-09 | Paper |
Arc length asymptotics for multivariate time series
Applied Stochastic Models in Business and Industry | 2024-07-18 | Paper |
Testing for seasonal means in time series data
Environmetrics | 2023-12-18 | Paper |
Seasonal count time series
Journal of Time Series Analysis | 2023-08-24 | Paper |
Latent Gaussian Count Time Series
Journal of the American Statistical Association | 2023-07-03 | Paper |
Count Time Series: A Methodological Review
Journal of the American Statistical Association | 2023-05-22 | Paper |
Autocovariance estimation in the presence of changepoints
Journal of the Korean Statistical Society | 2023-01-17 | Paper |
| High-dimensional latent Gaussian count time series: Concentration results for autocovariances and applications | 2023-01-01 | Paper |
SUPERPOSITIONED STATIONARY COUNT TIME SERIES
Probability in the Engineering and Informational Sciences | 2022-11-18 | Paper |
Short communication: Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
Journal of the Korean Statistical Society | 2022-04-27 | Paper |
A comparison of single and multiple changepoint techniques for time series data
Computational Statistics and Data Analysis | 2022-04-22 | Paper |
| A Simple Necessary Condition For Independence of Real-Valued Random Variables | 2021-11-27 | Paper |
Autocovariance Estimation in the Presence of Changepoints
(available as arXiv preprint) | 2021-02-21 | Paper |
Multiple changepoint detection with partial information on changepoint times
Electronic Journal of Statistics | 2019-08-06 | Paper |
Multiple changepoint detection with partial information on changepoint times
Electronic Journal of Statistics | 2019-08-06 | Paper |
Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts
The Annals of Applied Statistics | 2018-06-26 | Paper |
Changepoints in the North Atlantic Tropical Cyclone Record
Journal of the American Statistical Association | 2015-06-17 | Paper |
A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors
Journal of Time Series Analysis | 2014-11-20 | Paper |
A linear regression model with persistent level shifts: an alternative to infill asymptotics
Statistics & Probability Letters | 2014-10-27 | Paper |
Mean shift testing in correlated data
Journal of Time Series Analysis | 2014-08-06 | Paper |
A prediction-residual approach for identifying rare events in periodic time series
Journal of Time Series Analysis | 2014-08-06 | Paper |
Book Reviews
Journal of the American Statistical Association | 2014-05-02 | Paper |
Arc length tests for equivalent autocovariances
Journal of Statistical Computation and Simulation | 2013-06-12 | Paper |
The ARMA alphabet soup: a tour of ARMA model variants
Statistics Surveys | 2013-05-13 | Paper |
TESTING FOR REVERSIBILITY IN MARKOV CHAIN DATA
Probability in the Engineering and Informational Sciences | 2013-01-15 | Paper |
| Choosing seasonal autocovariance structures: PARMA or SARMA? | 2012-09-05 | Paper |
Renewal sequences with periodic dynamics
Probability in the Engineering and Informational Sciences | 2012-06-27 | Paper |
Multivariate versions of Bartlett's formula
Journal of Multivariate Analysis | 2012-03-13 | Paper |
Testing equality of stationary autocovariances
Journal of Time Series Analysis | 2011-02-22 | Paper |
Inference in binomial AR(1) models
Statistics & Probability Letters | 2010-12-20 | Paper |
Estimation in reversible Markov chains
The American Statistician | 2010-10-11 | Paper |
An MDL approach to the climate segmentation problem
The Annals of Applied Statistics | 2010-06-23 | Paper |
A new look at time series of counts
Biometrika | 2009-12-18 | Paper |
A statistical study of extreme nor'easter snowstorms
Involve | 2009-11-13 | Paper |
Technical note: Traffic intensity estimation
Naval Research Logistics | 2009-06-29 | Paper |
Confidence intervals for long memory regressions
Statistics & Probability Letters | 2008-09-29 | Paper |
Equivalent sample sizes in time series regressions
Journal of Statistical Computation and Simulation | 2008-05-28 | Paper |
Revisiting simple linear regression with autocorrelated errors
Biometrika | 2008-04-08 | Paper |
Simple linear regression with multiple level shifts
The Canadian Journal of Statistics | 2008-03-11 | Paper |
Shapes of stationary autocovariances
Journal of Applied Probability | 2008-02-15 | Paper |
Inference for shot noise
Statistical Inference for Stochastic Processes | 2007-09-10 | Paper |
PARSIMONIOUS PERIODIC TIME SERIES MODELING
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2007-03-20 | Paper |
A monotonicity in reversible Markov chains
Journal of Applied Probability | 2006-11-16 | Paper |
A seasonal analysis of riverflow trends
Journal of Statistical Computation and Simulation | 2006-05-03 | Paper |
| scientific article; zbMATH DE number 2206034 (Why is no real title available?) | 2005-09-16 | Paper |
Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models
Journal of Time Series Analysis | 2005-05-20 | Paper |
Limiting properties of Poisson shot noise processes
Journal of Applied Probability | 2005-04-18 | Paper |
| scientific article; zbMATH DE number 2107594 (Why is no real title available?) | 2004-10-13 | Paper |
First-order seasonal autoregressive processes with periodically varying parameters
Statistics & Probability Letters | 2004-08-06 | Paper |
Renewal convergence rates for DHR and NWU lifetimes
Probability in the Engineering and Informational Sciences | 2002-07-01 | Paper |
Large sample properties of parameter estimates for periodic ARMA models
Journal of Time Series Analysis | 2002-04-24 | Paper |
Recursive prediction and likelihood evaluation for periodic ARMA models
Journal of Time Series Analysis | 2001-09-23 | Paper |
Geometric renewal convergence rates from hazard rates
Journal of Applied Probability | 2001-07-29 | Paper |
A control chart for a general Gaussian process
Journal of Statistical Planning and Inference | 2000-06-13 | Paper |
| scientific article; zbMATH DE number 1215446 (Why is no real title available?) | 1999-02-01 | Paper |
The geometric convergence rate of a Lindley random walk
Journal of Applied Probability | 1998-07-19 | Paper |
A comparison of convergence rates for three models in the theory of dams
Journal of Applied Probability | 1997-11-10 | Paper |
Maximum likelihood estimation for single server queues from waiting time data
Queueing Systems | 1997-08-24 | Paper |
Computable exponential convergence rates for stochastically ordered Markov processes
The Annals of Applied Probability | 1997-06-10 | Paper |
The stability of storage models with shot noise input
Journal of Applied Probability | 1997-04-09 | Paper |
Geometric Convergence Rates for Stochastically Ordered Markov Chains
Mathematics of Operations Research | 1996-06-23 | Paper |
A Dam with seasonal input
Journal of Applied Probability | 1994-12-19 | Paper |
PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA
Journal of Time Series Analysis | 1994-08-22 | Paper |
