Robert B. Lund

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Person:1036249

Available identifiers

zbMath Open lund.robert-bWikidataQ102169992 ScholiaQ102169992MaRDI QIDQ1036249

List of research outcomes

PublicationDate of PublicationType
Testing for seasonal means in time series data2023-12-18Paper
Seasonal count time series2023-08-24Paper
Latent Gaussian Count Time Series2023-07-03Paper
Count Time Series: A Methodological Review2023-05-22Paper
Autocovariance estimation in the presence of changepoints2023-01-17Paper
High-dimensional latent Gaussian count time series: Concentration results for autocovariances and applications2023-01-01Paper
SUPERPOSITIONED STATIONARY COUNT TIME SERIES2022-11-18Paper
Short communication: Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection2022-04-27Paper
A comparison of single and multiple changepoint techniques for time series data2022-04-22Paper
A Simple Necessary Condition For Independence of Real-Valued Random Variables2021-11-27Paper
Autocovariance Estimation in the Presence of Changepoints2021-02-21Paper
Multiple changepoint detection with partial information on changepoint times2019-08-06Paper
Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts2018-06-26Paper
Changepoints in the North Atlantic Tropical Cyclone Record2015-06-17Paper
A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors2014-11-20Paper
A linear regression model with persistent level shifts: an alternative to infill asymptotics2014-10-27Paper
A prediction‐residual approach for identifying rare events in periodic time series2014-08-06Paper
Mean shift testing in correlated data2014-08-06Paper
Book Reviews2014-05-02Paper
Arc length tests for equivalent autocovariances2013-06-12Paper
The ARMA alphabet soup: a tour of ARMA model variants2013-05-13Paper
TESTING FOR REVERSIBILITY IN MARKOV CHAIN DATA2013-01-15Paper
https://portal.mardi4nfdi.de/entity/Q29066062012-09-05Paper
RENEWAL SEQUENCES WITH PERIODIC DYNAMICS2012-06-27Paper
Multivariate versions of Bartlett's formula2012-03-13Paper
Testing equality of stationary autocovariances2011-02-22Paper
Inference in binomial AR(1) models2010-12-20Paper
Estimation in Reversible Markov Chains2010-10-11Paper
An MDL approach to the climate segmentation problem2010-06-23Paper
A new look at time series of counts2009-12-18Paper
A statistical study of extreme nor'easter snowstorms2009-11-13Paper
Technical note: Traffic intensity estimation2009-06-29Paper
Confidence intervals for long memory regressions2008-09-29Paper
Equivalent sample sizes in time series regressions2008-05-28Paper
Revisiting simple linear regression with autocorrelated errors2008-04-08Paper
Simple linear regression with multiple level shifts2008-03-11Paper
Shapes of stationary autocovariances2008-02-15Paper
Inference for shot noise2007-09-10Paper
PARSIMONIOUS PERIODIC TIME SERIES MODELING2007-03-20Paper
A monotonicity in reversible Markov chains2006-11-16Paper
A seasonal analysis of riverflow trends2006-05-03Paper
https://portal.mardi4nfdi.de/entity/Q53173412005-09-16Paper
Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models2005-05-20Paper
Limiting properties of Poisson shot noise processes2005-04-18Paper
https://portal.mardi4nfdi.de/entity/Q48214132004-10-13Paper
First-order seasonal autoregressive processes with periodically varying parameters2004-08-06Paper
RENEWAL CONVERGENCE RATES FOR DHR AND NWU LIFETIMES2002-07-01Paper
Large Sample Properties of Parameter Estimates for Periodic ARMA Models2002-04-24Paper
Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models2001-09-23Paper
Geometric renewal convergence rates from hazard rates2001-07-29Paper
A control chart for a general Gaussian process2000-06-13Paper
https://portal.mardi4nfdi.de/entity/Q42155761999-02-01Paper
The geometric convergence rate of a Lindley random walk1998-07-19Paper
A comparison of convergence rates for three models in the theory of dams1997-11-10Paper
Maximum likelihood estimation for single server queues from waiting time data1997-08-24Paper
Computable exponential convergence rates for stochastically ordered Markov processes1997-06-10Paper
The stability of storage models with shot noise input1997-04-09Paper
Geometric Convergence Rates for Stochastically Ordered Markov Chains1996-06-23Paper
A Dam with seasonal input1994-12-19Paper
PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA1994-08-22Paper

Research outcomes over time


Doctoral students

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