| Publication | Date of Publication | Type |
|---|
Hierarchical modeling of irregularly spaced financial returns
Stat | 2025-07-08 | Paper |
Online structural break detection in financial durations
Statistics and Computing | 2025-03-07 | Paper |
Zero-modified count time series modeling with an application to influenza cases
AStA. Advances in Statistical Analysis | 2024-12-05 | Paper |
Latent level correlation modeling of multivariate discrete-valued financial time series
The Annals of Applied Statistics | 2024-10-09 | Paper |
Time series clustering and classification via frequency domain methods
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-11 | Paper |
An introduction to persistent homology for time series
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-11 | Paper |
Clustering high-frequency financial time series based on information theory
Applied Stochastic Models in Business and Industry | 2024-07-29 | Paper |
Nonlinear time series classification using bispectrum-based deep convolutional neural networks
Applied Stochastic Models in Business and Industry | 2024-07-25 | Paper |
Improving promotional effectiveness for consumer goods -- a dynamic Bayesian approach
Applied Stochastic Models in Business and Industry | 2024-07-25 | Paper |
Collaborative analysis for energy usage monitoring and management on a large university campus
Stat | 2024-05-27 | Paper |
Multiple day biclustering of high-frequency financial time series
Stat | 2024-05-19 | Paper |
Online Evidential Nearest Neighbour Classification for Internet of Things Time Series
International Statistical Review | 2024-04-05 | Paper |
Foreword: COVID‐19 Mini‐issue—Statistical Primers
International Statistical Review | 2023-12-12 | Paper |
Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models
Computational Statistics | 2023-08-29 | Paper |
Estimating functions for circular time series models
Sankhyā. Series A | 2023-08-21 | Paper |
Subsampling in longitudinal models
Methodology and Computing in Applied Probability | 2023-07-04 | Paper |
Review of statistical approaches for modeling high-frequency trading data
Sankhyā. Series B | 2023-06-30 | Paper |
Count Time Series: A Methodological Review
Journal of the American Statistical Association | 2023-05-22 | Paper |
| Dynamic time series models using R-INLA. An applied perspective | 2022-08-08 | Paper |
Characterizations and generalizations of the negative binomial distribution
Computational Statistics | 2022-07-15 | Paper |
| Dynamic Bayesian modeling of multiple count time series using R-INLA | 2022-07-01 | Paper |
A note on response mean confidence band for linear regression models
Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
| A first course in linear model theory | 2021-09-02 | Paper |
State Space Methods for Time Series Analysis: Theory, Applications And Software. Jose Casals, Alfredo Garica‐Hiernaux, Miguel Jerez, Sonia Sotoca, and A. Alexandre Trindade, Boca Raton: CRC Press
Biometrics | 2020-02-07 | Paper |
Livestock mortality catastrophe insurance using fatal shock process
Insurance Mathematics & Economics | 2020-02-03 | Paper |
Fast Bayesian estimation for VARFIMA processes with stable errors
Journal of Statistical Theory and Practice | 2019-09-13 | Paper |
Reliability modelling incorporating load share and frailty
Applied Stochastic Models in Business and Industry | 2019-03-07 | Paper |
Structural break detection in financial durations
Applied Stochastic Models in Business and Industry | 2019-03-07 | Paper |
Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium
Journal of the Iranian Statistical Society | 2019-02-14 | Paper |
Multi-stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category
Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
Rejoinder to ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’
Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
Modeling financial durations using penalized estimating functions
Computational Statistics and Data Analysis | 2018-11-02 | Paper |
Bispectral-based methods for clustering time series
Computational Statistics and Data Analysis | 2018-10-19 | Paper |
Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns”
Applied Stochastic Models in Business and Industry | 2018-09-14 | Paper |
Hierarchical dynamic models for multivariate times series of counts
Statistics and Its Interface | 2018-05-14 | Paper |
Clustering nonlinear, nonstationary time series using BSLEX
Methodology and Computing in Applied Probability | 2018-03-28 | Paper |
Approximate Bayesian estimation for multivariate count time series models
Ordered Data Analysis, Modeling and Health Research Methods | 2016-05-17 | Paper |
Fast approximate likelihood evaluation for stable VARFIMA processes
Statistics & Probability Letters | 2015-11-23 | Paper |
Generalized duration models and optimal estimation using estimating functions
Annals of the Institute of Statistical Mathematics | 2015-02-06 | Paper |
RCA models: joint prediction of mean and volatility
Statistics & Probability Letters | 2013-05-13 | Paper |
Inference for linear and nonlinear stable error processes via estimating functions
Journal of Statistical Planning and Inference | 2013-01-25 | Paper |
Spectrum-based comparison of stationary multivariate time series
Methodology and Computing in Applied Probability | 2010-11-22 | Paper |
Maximum likelihood estimation in vector long memory processes via EM algorithm
Computational Statistics and Data Analysis | 2010-04-01 | Paper |
NHPP models with Markov switching for software reliability
Computational Statistics and Data Analysis | 2009-06-16 | Paper |
A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes
Statistics & Probability Letters | 2009-05-12 | Paper |
Bivariate positive stable frailty models
Statistics & Probability Letters | 2008-10-30 | Paper |
Additive positive stable frailty models
Methodology and Computing in Applied Probability | 2007-01-29 | Paper |
NHPP models for categorized software defects
Applied Stochastic Models in Business and Industry | 2006-12-08 | Paper |
Multivariate Analysis of Pension Plan Mortality Data
North American Actuarial Journal | 2006-01-13 | Paper |
Multivariate Survival Analysis with Positive Stable Frailties
Biometrics | 2005-04-13 | Paper |
| scientific article; zbMATH DE number 1983959 (Why is no real title available?) | 2003-09-22 | Paper |
| scientific article; zbMATH DE number 1983942 (Why is no real title available?) | 2003-09-22 | Paper |
COMPOSITIONAL TIME SERIES ANALYSIS OF MORTALITY PROPORTIONS
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
DIFFERENTIAL GEOMETRY OF<i>ARFIMA</i>PROCESSES
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
| scientific article; zbMATH DE number 1753206 (Why is no real title available?) | 2002-06-10 | Paper |
Multivariate survival models with a mixture of positive stable frailties
Methodology and Computing in Applied Probability | 2001-10-04 | Paper |
Bayesian inference for vector ARMA models with stable innovations
Sankhyā. Series A. Methods and Techniques | 2001-09-11 | Paper |
| scientific article; zbMATH DE number 1301881 (Why is no real title available?) | 2000-10-11 | Paper |
Shrinkage estimation of contemporaneous outliers in concurrent time serie
Communications in Statistics. Simulation and Computation | 2000-06-13 | Paper |
Monte Carlo EM estimation for multivariate stable distributions
Statistics & Probability Letters | 2000-02-09 | Paper |
Bayesian analysis of autoregressive fractionally integrated moving-average processes
Journal of Time Series Analysis | 1998-12-14 | Paper |
BAYESIAN ANALYSIS OF VECTOR ARFIMA PROCESSES
Australian Journal of Statistics | 1998-10-19 | Paper |
| scientific article; zbMATH DE number 1163471 (Why is no real title available?) | 1998-10-11 | Paper |
Bayesian Inference for Time Series with Stable Innovations
Journal of Time Series Analysis | 1998-08-09 | Paper |
Shrinkage estimation in time series using a bootstrapped covariance estimate
Journal of Statistical Computation and Simulation | 1997-11-13 | Paper |
Relative curvature measures of nonlinearity for time series models
Communications in Statistics. Simulation and Computation | 1995-08-20 | Paper |
Reallocation Outliers in Time Series
Applied Statistics | 1995-08-17 | Paper |
APPROXIMATE SIMULTANEOUS SIGNIFICANCE INTERVALS FOR RESIDUAL AUTOCORRELATIONS OF AUTOREGRESSIVE MOVING-AVERAGE TIME SERIES MODELS
Journal of Time Series Analysis | 1993-06-29 | Paper |
Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities
Statistics & Probability Letters | 1991-01-01 | Paper |
DIFFERENTIAL GEOMETRY OF ARMA MODELS
Journal of Time Series Analysis | 1990-01-01 | Paper |
| Approximate Simultaneous Prediction Intervals for Multiple Forecasts | 1987-01-01 | Paper |
