| Publication | Date of Publication | Type |
|---|
Dimension reduction for outlier detection in high-dimensional data
Journal of Multivariate Analysis | 2026-01-15 | Paper |
| Detecting outliers in high-dimensional time series by dynamic factor models | 2025-08-08 | Paper |
Selecting the number of factors in multi-variate time series
Journal of Time Series Analysis | 2024-12-27 | Paper |
Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series
Technometrics | 2024-10-18 | Paper |
| Robust forecasting of multiple time series with one-sided dynamic principal components | 2024-09-16 | Paper |
Distance-weighted discrimination of face images for gender classification
Stat | 2024-05-16 | Paper |
A testing approach to clustering scalar time series
Journal of Time Series Analysis | 2023-08-24 | Paper |
Understanding complex predictive models with ghost variables
Test | 2023-07-12 | Paper |
Comment on “Factor Models for High-Dimensional Tensor Time Series”
Journal of the American Statistical Association | 2023-03-09 | Paper |
| scientific article; zbMATH DE number 7578275 (Why is no real title available?) | 2022-08-30 | Paper |
Wavelet estimation for factor models with time-varying loadings
International Journal of Wavelets, Multiresolution and Information Processing | 2022-03-17 | Paper |
On a new procedure for identifying a dynamic common factor model
Revista Colombiana de Estadística | 2021-08-05 | Paper |
A conversation with Dennis Cook
Statistical Science | 2021-07-06 | Paper |
Statistical learning for big dependent data
Wiley Series in Probability and Statistics | 2021-05-10 | Paper |
Nearest‐neighbors medians clustering
Statistical Analysis and Data Mining: The ASA Data Science Journal | 2020-10-14 | Paper |
Temporal disaggregation and restricted forecasting of multiple population time series
Journal of Applied Statistics | 2020-09-30 | Paper |
Sieve bootstrap prediction intervals
COMPSTAT | 2020-07-21 | Paper |
Missing Values Resampling for Time Series
Compstat | 2020-07-15 | Paper |
A robust procedure to build dynamic factor models with cluster structure
Journal of Econometrics | 2020-03-20 | Paper |
Outlier detection and robust estimation in linear regression models with fixed group effects
Journal of Statistical Computation and Simulation | 2020-03-12 | Paper |
Forecasting multiple time series with one-sided dynamic principal components
Journal of the American Statistical Association | 2020-01-15 | Paper |
Forecasting multiple time series with one-sided dynamic principal components
Journal of the American Statistical Association | 2020-01-15 | Paper |
Clustering time series by linear dependency
Statistics and Computing | 2019-10-18 | Paper |
Data science, big data and statistics
Test | 2019-09-18 | Paper |
Rejoinder on ``Data science, big data and statistics''
Test | 2019-09-18 | Paper |
Discussion of Fréchet's article (1940) \textit{Sur une limitation très générale de la dispersion de la médiane}
Journal de la Société Française de Statistique | 2019-03-25 | Paper |
Fast and robust estimators of variance components in the nested error model
Statistics and Computing | 2018-03-07 | Paper |
Common seasonality in multivariate time series
Statistica Sinica | 2016-10-26 | Paper |
A conversation with George C. Tiao
Statistical Science | 2016-01-22 | Paper |
A conversation with George C. Tiao
Statistical Science | 2016-01-22 | Paper |
| Dynamic Principal Components in the Time Domain | 2014-06-17 | Paper |
Forecasting with nonstationary dynamic factor models
Journal of Econometrics | 2014-03-07 | Paper |
Tests for comparing time series of unequal lengths
Journal of Statistical Computation and Simulation | 2013-06-12 | Paper |
| Additive outlier detection in seasonal ARIMA models by a modified Bayesian information criterion | 2012-09-05 | Paper |
Identification of TAR models using recursive estimation
Journal of Forecasting | 2011-07-27 | Paper |
Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure
Journal of Multivariate Analysis | 2010-09-01 | Paper |
Dimension reduction in time series and the dynamic factor model
Biometrika | 2009-06-17 | Paper |
Robust estimation for ARMA models
The Annals of Statistics | 2009-06-04 | Paper |
Detecting defects with image data
Computational Statistics and Data Analysis | 2009-06-02 | Paper |
Comparison of Times Series with Unequal Length in the Frequency Domain
Communications in Statistics. Simulation and Computation | 2009-05-12 | Paper |
Bayesian likelihood robustness in linear models
Journal of Statistical Planning and Inference | 2009-04-30 | Paper |
| scientific article; zbMATH DE number 5548295 (Why is no real title available?) | 2009-04-28 | Paper |
A periodogram-based metric for time series classification
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
Bayesian curve estimation by model averaging
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
Measuring the Advantages of Multivariate vs. Univariate Forecasts
Journal of Time Series Analysis | 2008-06-18 | Paper |
| A general partition cluster algorithm | 2008-05-14 | Paper |
Effects of outliers on the identification and estimation of GARCH models
Journal of Time Series Analysis | 2007-12-16 | Paper |
Dimensionless Measures of Variability and Dependence for Multivariate Continuous Distributions
Communications in Statistics: Theory and Methods | 2007-10-24 | Paper |
| scientific article; zbMATH DE number 5196687 (Why is no real title available?) | 2007-09-28 | Paper |
Improved model selection criteria for SETAR time series models
Journal of Statistical Planning and Inference | 2007-08-23 | Paper |
Outlier Detection in Multivariate Time Series by Projection Pursuit
Journal of the American Statistical Association | 2007-08-20 | Paper |
Multifold Predictive Validation in ARMAX Time Series Models
Journal of the American Statistical Association | 2007-08-20 | Paper |
On the connection between model selection criteria and quadratic discrimination in ARMA time series models
Statistics & Probability Letters | 2007-07-16 | Paper |
Introducing model uncertainty by moving blocks bootstrap
Statistical Papers | 2007-02-13 | Paper |
Covariance changes detection in multivariate time series
Journal of Statistical Planning and Inference | 2006-10-30 | Paper |
The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series
Journal of Statistical Planning and Inference | 2006-06-30 | Paper |
Nonstationary dynamic factor analysis
Journal of Statistical Planning and Inference | 2006-05-29 | Paper |
A Dirichlet random coefficient regression model for quality indicators
Journal of Statistical Planning and Inference | 2006-01-10 | Paper |
A note on prediction and interpolation errors in time series
Statistics & Probability Letters | 2005-11-25 | Paper |
| scientific article; zbMATH DE number 2119839 (Why is no real title available?) | 2004-11-29 | Paper |
Resampling time series using missing values techniques
Annals of the Institute of Statistical Mathematics | 2004-09-27 | Paper |
Cluster Identification Using Projections
Journal of the American Statistical Association | 2004-06-10 | Paper |
A Powerful Portmanteau Test of Lack of Fit for Time Series
Journal of the American Statistical Association | 2004-06-10 | Paper |
| scientific article; zbMATH DE number 2063760 (Why is no real title available?) | 2004-03-30 | Paper |
| scientific article; zbMATH DE number 2060189 (Why is no real title available?) | 2004-03-17 | Paper |
| scientific article; zbMATH DE number 2060208 (Why is no real title available?) | 2004-03-17 | Paper |
On sieve bootstrap prediction intervals.
Statistics & Probability Letters | 2004-02-14 | Paper |
Combining multiple time series predictors: A useful inferential procedure
Journal of Statistical Planning and Inference | 2003-08-13 | Paper |
Descriptive measures of multivariate scatter and linear dependence
Journal of Multivariate Analysis | 2003-07-30 | Paper |
The Identification of Multiple Outliers in ARIMA Models
Communications in Statistics: Theory and Methods | 2003-06-04 | Paper |
Forecasting time series with sieve bootstrap
Journal of Statistical Planning and Inference | 2003-03-26 | Paper |
A Fast Procedure for Outlier Diagnostics in Large Regression Problems
Journal of the American Statistical Association | 2002-07-30 | Paper |
| scientific article; zbMATH DE number 1728748 (Why is no real title available?) | 2002-04-15 | Paper |
Detection of outlier patches in autoregressive time series
Statistica Sinica | 2002-02-05 | Paper |
Multivariate analysis in vector time series.
Resenhas do Instituto do Matemática e Estatística da Universidade de São Paulo | 2002-01-28 | Paper |
Outliers in multivariate time series
Biometrika | 2001-09-09 | Paper |
Bayesian unmasking in linear models.
Computational Statistics and Data Analysis | 2001-08-20 | Paper |
Properties of predictors in overdifferenced nearly nonstationary autoregression
Journal of Time Series Analysis | 2001-07-11 | Paper |
The kurtosis coefficient and the linear discriminant function
Statistics & Probability Letters | 2000-10-15 | Paper |
Statistical research in Europe: 1985--1997
Test | 2000-09-14 | Paper |
Missing observations in ARIMA models: Skipping approach versus additive outlier approach
Journal of Econometrics | 1999-11-16 | Paper |
A simple diagnostic tool for local prior sensitivity
Statistics & Probability Letters | 1998-03-25 | Paper |
A multivariate Kolmogorov-Smirnov test of goodness of fit
Statistics & Probability Letters | 1997-12-17 | Paper |
| scientific article; zbMATH DE number 850164 (Why is no real title available?) | 1996-03-04 | Paper |
| scientific article; zbMATH DE number 777871 (Why is no real title available?) | 1995-07-24 | Paper |
| scientific article; zbMATH DE number 720678 (Why is no real title available?) | 1995-03-20 | Paper |
COINTEGRATION AND COMMON FACTORS
Journal of Time Series Analysis | 1995-01-15 | Paper |
Comparing probabilistic methods for outlier detection in linear models
Biometrika | 1994-03-07 | Paper |
A simple method to identify significant effects in unreplicated two-level factorial designs
Communications in Statistics: Theory and Methods | 1993-10-11 | Paper |
| scientific article; zbMATH DE number 36676 (Why is no real title available?) | 1992-06-28 | Paper |
Analisis de diseños factoriales sin replicacion
Trabajos de Estadistica | 1992-06-28 | Paper |
Optimal collapsing of mixture distributions in robust recursive estimation
Communications in Statistics: Theory and Methods | 1989-01-01 | Paper |
Sobre la interpretacion de modelos ARIMA univariantes
Trabajos de Estadistica | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4155663 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4176294 (Why is no real title available?) | 1988-01-01 | Paper |
On the logical development of statistical models
Trabajos de Estadistica | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 3999071 (Why is no real title available?) | 1987-01-01 | Paper |
Identifying a Simplifying Structure in Time Series
Journal of the American Statistical Association | 1987-01-01 | Paper |
Sobre la robustificacion interna del algoritmo de Plackett-Kalman para la estimacion recursiva del modelo de regresion lineal
Trabajos de Estadistica y de Investigacion Operativa | 1985-01-01 | Paper |
