Publication | Date of Publication | Type |
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Testing for seasonal means in time series data | 2023-12-18 | Paper |
Seasonal count time series | 2023-08-24 | Paper |
Latent Gaussian Count Time Series | 2023-07-03 | Paper |
Count Time Series: A Methodological Review | 2023-05-22 | Paper |
Autocovariance estimation in the presence of changepoints | 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 | 2022-11-18 | Paper |
Short communication: Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection | 2022-04-27 | Paper |
A comparison of single and multiple changepoint techniques for time series data | 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 | 2021-02-21 | Paper |
Multiple changepoint detection with partial information on changepoint times | 2019-08-06 | Paper |
Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts | 2018-06-26 | Paper |
Changepoints in the North Atlantic Tropical Cyclone Record | 2015-06-17 | Paper |
A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors | 2014-11-20 | Paper |
A linear regression model with persistent level shifts: an alternative to infill asymptotics | 2014-10-27 | Paper |
A prediction‐residual approach for identifying rare events in periodic time series | 2014-08-06 | Paper |
Mean shift testing in correlated data | 2014-08-06 | Paper |
Book Reviews | 2014-05-02 | Paper |
Arc length tests for equivalent autocovariances | 2013-06-12 | Paper |
The ARMA alphabet soup: a tour of ARMA model variants | 2013-05-13 | Paper |
TESTING FOR REVERSIBILITY IN MARKOV CHAIN DATA | 2013-01-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q2906606 | 2012-09-05 | Paper |
RENEWAL SEQUENCES WITH PERIODIC DYNAMICS | 2012-06-27 | Paper |
Multivariate versions of Bartlett's formula | 2012-03-13 | Paper |
Testing equality of stationary autocovariances | 2011-02-22 | Paper |
Inference in binomial AR(1) models | 2010-12-20 | Paper |
Estimation in Reversible Markov Chains | 2010-10-11 | Paper |
An MDL approach to the climate segmentation problem | 2010-06-23 | Paper |
A new look at time series of counts | 2009-12-18 | Paper |
A statistical study of extreme nor'easter snowstorms | 2009-11-13 | Paper |
Technical note: Traffic intensity estimation | 2009-06-29 | Paper |
Confidence intervals for long memory regressions | 2008-09-29 | Paper |
Equivalent sample sizes in time series regressions | 2008-05-28 | Paper |
Revisiting simple linear regression with autocorrelated errors | 2008-04-08 | Paper |
Simple linear regression with multiple level shifts | 2008-03-11 | Paper |
Shapes of stationary autocovariances | 2008-02-15 | Paper |
Inference for shot noise | 2007-09-10 | Paper |
PARSIMONIOUS PERIODIC TIME SERIES MODELING | 2007-03-20 | Paper |
A monotonicity in reversible Markov chains | 2006-11-16 | Paper |
A seasonal analysis of riverflow trends | 2006-05-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q5317341 | 2005-09-16 | Paper |
Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models | 2005-05-20 | Paper |
Limiting properties of Poisson shot noise processes | 2005-04-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4821413 | 2004-10-13 | Paper |
First-order seasonal autoregressive processes with periodically varying parameters | 2004-08-06 | Paper |
RENEWAL CONVERGENCE RATES FOR DHR AND NWU LIFETIMES | 2002-07-01 | Paper |
Large Sample Properties of Parameter Estimates for Periodic ARMA Models | 2002-04-24 | Paper |
Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models | 2001-09-23 | Paper |
Geometric renewal convergence rates from hazard rates | 2001-07-29 | Paper |
A control chart for a general Gaussian process | 2000-06-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q4215576 | 1999-02-01 | Paper |
The geometric convergence rate of a Lindley random walk | 1998-07-19 | Paper |
A comparison of convergence rates for three models in the theory of dams | 1997-11-10 | Paper |
Maximum likelihood estimation for single server queues from waiting time data | 1997-08-24 | Paper |
Computable exponential convergence rates for stochastically ordered Markov processes | 1997-06-10 | Paper |
The stability of storage models with shot noise input | 1997-04-09 | Paper |
Geometric Convergence Rates for Stochastically Ordered Markov Chains | 1996-06-23 | Paper |
A Dam with seasonal input | 1994-12-19 | Paper |
PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA | 1994-08-22 | Paper |