| Publication | Date of Publication | Type |
|---|
Testing for threshold regulation in presence of measurement error
STATISTICA SINICA | 2024-08-26 | Paper |
On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Testing for Threshold Effects in the TARMA Framework
STATISTICA SINICA | 2023-11-23 | Paper |
| On an absolute autoregressive model and skew symmetric distributions | 2023-05-31 | Paper |
Jackknife approach to the estimation of mutual information
Proceedings of the National Academy of Sciences | 2019-07-03 | Paper |
On model selection from a finite family of possibly misspecified time series models
The Annals of Statistics | 2019-03-06 | Paper |
Tests for TAR models vs. star models -- a separate family of hypotheses approach
STATISTICA SINICA | 2018-11-22 | Paper |
Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence
Statistics and Its Interface | 2018-03-15 | Paper |
A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach
Journal of Time Series Analysis | 2017-03-16 | Paper |
Nested sub-sample search algorithm for estimation of threshold models
Statistica Sinica | 2016-10-26 | Paper |
Estimation and tests for power-transformed and threshold GARCH models
Journal of Econometrics | 2016-06-03 | Paper |
Threshold models in time series analysis -- some reflections
Journal of Econometrics | 2015-10-30 | Paper |
Asset allocation under threshold autoregressive models
Applied Stochastic Models in Business and Industry | 2014-05-06 | Paper |
On conditionally heteroscedastic AR models with thresholds
STATISTICA SINICA | 2014-04-29 | Paper |
Discussion of `An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas
Statistical Methods and Applications | 2013-01-28 | Paper |
On moving-average models with feedback
Bernoulli | 2012-05-28 | Paper |
On moving-average models with feedback
Bernoulli | 2012-05-28 | Paper |
Threshold models in time series analysis -- 30 years on
Statistics and Its Interface | 2011-12-01 | Paper |
Score based goodness-of-fit tests for time series
STATISTICA SINICA | 2011-11-10 | Paper |
Feature matching in time series modeling
Statistical Science | 2011-08-19 | Paper |
Rejoinder to: ``Feature matching in time series modeling.
Statistical Science | 2011-08-19 | Paper |
A note on the invertibility of nonlinear ARMA models
Journal of Statistical Planning and Inference | 2010-09-20 | Paper |
Some comments on a bridge between nonlinear dynamicists and statisticians
Physica D | 2010-09-13 | Paper |
| Statistical modelling of nonlinear long-term cumulative effects | 2010-08-13 | Paper |
Rejoinder
Science in China. Series A | 2009-12-07 | Paper |
Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach
Science in China. Series A | 2009-12-07 | Paper |
| scientific article; zbMATH DE number 5504946 (Why is no real title available?) | 2009-02-09 | Paper |
A note on time-reversibility of multivariate linear processes
Biometrika | 2009-01-15 | Paper |
| Asset pricing. A structural theory and its applications. | 2008-06-30 | Paper |
Testing for multimodality with dependent data
Biometrika | 2008-04-08 | Paper |
Estimation of the covariance matrix of random effects in longitudinal studies
The Annals of Statistics | 2008-02-26 | Paper |
Estimation of the covariance matrix of random effects in longitudinal studies
The Annals of Statistics | 2008-02-26 | Paper |
| Editor's melange | 2008-01-09 | Paper |
| scientific article; zbMATH DE number 5224884 (Why is no real title available?) | 2008-01-09 | Paper |
| Threshold variable selection using nonparametric methods | 2008-01-09 | Paper |
| On the efficiency of estimation for a single-index model | 2007-10-11 | Paper |
Ergodicity and invertibility of threshold moving-average models
Bernoulli | 2007-05-15 | Paper |
Testing for Common Structures in a Panel of Threshold Models
Biometrics | 2007-05-07 | Paper |
Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat‐Mink Interaction
Biometrics | 2007-04-27 | Paper |
Efficient estimation for semivarying-coefficient models
Biometrika | 2007-03-20 | Paper |
Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion
Bernoulli | 2006-11-06 | Paper |
On Bayesian value at risk: from linear to non-linear portfolios
Asia-Pacific Financial Markets | 2006-10-24 | Paper |
Option pricing under threshold autoregressive models by threshold Esscher transform
Journal of Industrial and Management Optimization | 2006-07-14 | Paper |
Testing for a linear MA model against threshold MA models
The Annals of Statistics | 2006-03-23 | Paper |
Statistical Tests for Lyapunov Exponents of Deterministic Systems
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
Bayesian Risk Measures for Derivatives via Random Esscher Transform
North American Actuarial Journal | 2006-01-13 | Paper |
| scientific article; zbMATH DE number 2243787 (Why is no real title available?) | 2006-01-06 | Paper |
Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use
North American Actuarial Journal | 2006-01-06 | Paper |
| scientific article; zbMATH DE number 2199142 (Why is no real title available?) | 2005-08-25 | Paper |
| scientific article; zbMATH DE number 2171064 (Why is no real title available?) | 2005-05-23 | Paper |
An Adaptive Estimation of Dimension Reduction Space
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-11 | Paper |
Semiparametric Non-Linear Time Series Model Selection
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-11 | Paper |
| scientific article; zbMATH DE number 2063755 (Why is no real title available?) | 2004-03-30 | Paper |
Model specification tests in nonparametric stochastic regression models
Journal of Multivariate Analysis | 2003-03-16 | Paper |
| scientific article; zbMATH DE number 1833046 (Why is no real title available?) | 2003-01-13 | Paper |
A note on the equivalence of two approaches for specifying a Markov process
Bernoulli | 2003-01-01 | Paper |
On some distributional properties of a first-order nonnegative bilinear time series model
Journal of Applied Probability | 2002-09-15 | Paper |
| scientific article; zbMATH DE number 1779489 (Why is no real title available?) | 2002-08-12 | Paper |
Chaos: A statistical perspective
Springer Series in Statistics | 2001-09-23 | Paper |
| On delay co-ordinates in stochastic dynamical systems | 2001-09-18 | Paper |
| scientific article; zbMATH DE number 1515417 (Why is no real title available?) | 2001-01-11 | Paper |
A personal journey through time series in Biometrika
Biometrika | 2001-01-01 | Paper |
Cross-validatory bandwidth selections for regression estimation based on dependent data
Journal of Statistical Planning and Inference | 2000-08-24 | Paper |
On extended partially linear single-index models
Biometrika | 2000-08-21 | Paper |
A bootstrap detection for operational determinism
Physica D | 2000-02-07 | Paper |
\(k\)-stationarity and wavelets.
Journal of Statistical Planning and Inference | 1999-11-23 | Paper |
On the Statistical Inference of a Machine-generated Autoregressive AR(1) Model
Journal of the Royal Statistical Society Series B: Statistical Methodology | 1999-04-11 | Paper |
| scientific article; zbMATH DE number 1069592 (Why is no real title available?) | 1998-02-05 | Paper |
Asymmetric least squares regression estimation: A nonparametric approach∗
Journal of Nonparametric Statistics | 1998-01-22 | Paper |
Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective
Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences | 1997-04-09 | Paper |
| scientific article; zbMATH DE number 970182 (Why is no real title available?) | 1997-03-11 | Paper |
| scientific article; zbMATH DE number 934448 (Why is no real title available?) | 1997-02-09 | Paper |
On prediction and chaos in stochastic systems
Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences | 1996-12-16 | Paper |
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
Biometrika | 1996-12-08 | Paper |
| scientific article; zbMATH DE number 846102 (Why is no real title available?) | 1996-05-06 | Paper |
| scientific article; zbMATH DE number 802766 (Why is no real title available?) | 1996-01-18 | Paper |
| scientific article; zbMATH DE number 826247 (Why is no real title available?) | 1995-12-14 | Paper |
| scientific article; zbMATH DE number 822887 (Why is no real title available?) | 1995-12-03 | Paper |
| scientific article; zbMATH DE number 775746 (Why is no real title available?) | 1995-11-01 | Paper |
| scientific article; zbMATH DE number 802768 (Why is no real title available?) | 1995-10-04 | Paper |
A Note on Tests for Threshold-Type Non-Linearity in Open Loop Systems
Applied Statistics | 1995-08-17 | Paper |
On Tests for Self-Exciting Threshold Autoregressive-Type Non-Linearity in Partially Observed Time Series
Applied Statistics | 1995-08-17 | Paper |
| scientific article; zbMATH DE number 774843 (Why is no real title available?) | 1995-07-17 | Paper |
| scientific article; zbMATH DE number 646833 (Why is no real title available?) | 1994-10-04 | Paper |
| scientific article; zbMATH DE number 597895 (Why is no real title available?) | 1994-06-29 | Paper |
On residual sums of squares in non-parametric autoregression
Stochastic Processes and their Applications | 1994-01-19 | Paper |
| scientific article; zbMATH DE number 410126 (Why is no real title available?) | 1993-09-07 | Paper |
| scientific article; zbMATH DE number 48093 (Why is no real title available?) | 1992-09-17 | Paper |
A note on one-dimensional chaotic maps under time reversal
Advances in Applied Probability | 1992-06-28 | Paper |
On testes for threshold–type nonlinearity in irregulaly spaced time series
Journal of Statistical Computation and Simulation | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4159917 (Why is no real title available?) | 1990-01-01 | Paper |
NUMERICAL EVALUATION OF DISTRIBUTIONS IN NON-LINEAR AUTOREGRESSION
Journal of Time Series Analysis | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4124842 (Why is no real title available?) | 1989-01-01 | Paper |
A practical method for outlier detection in autoregressive time series modelling
Stochastic Hydrology and Hydraulics | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4066184 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4047491 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4098563 (Why is no real title available?) | 1987-01-01 | Paper |
A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL
Journal of Time Series Analysis | 1987-01-01 | Paper |
ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
Journal of Time Series Analysis | 1986-01-01 | Paper |
A note on certain integral equations associated with nonlinear time series analysis
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1986-01-01 | Paper |
A multiple-threshold AR(1) model
Journal of Applied Probability | 1985-01-01 | Paper |
On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
Advances in Applied Probability | 1985-01-01 | Paper |
A note on a delayed autoregressive process in continuous time
Biometrika | 1983-01-01 | Paper |
Threshold models in non-linear time series analysis
Lecture Notes in Statistics | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3850327 (Why is no real title available?) | 1983-01-01 | Paper |
ON THE DISTRIBUTION OF A SIMPLE STATIONARY BILINEAR PROCESS
Journal of Time Series Analysis | 1983-01-01 | Paper |
A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME
Journal of Time Series Analysis | 1981-01-01 | Paper |
A NOTE ON THE DISTRIBUTIONS OF NON-LINEAR AUTOREGRESSIVE STOCHASTIC MODELS
Journal of Time Series Analysis | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3685364 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3700075 (Why is no real title available?) | 1980-01-01 | Paper |
A note on a local equivalence of two recent approaches to autoregressive order determination
International Journal of Control | 1979-01-01 | Paper |
The asymptotic joint distribution of the estimated autoregressive coefficients
International Journal of Control | 1978-01-01 | Paper |
More on autoregressive model fitting with noisy data by Akaike's information criterion (Corresp.)
IEEE Transactions on Information Theory | 1977-01-01 | Paper |
On The Estimation of Pr {Y ⩽ X} for Exponential Families
IEEE Transactions on Reliability | 1977-01-01 | Paper |
Fitting a smooth moving average to noisy data (Corresp.)
IEEE Transactions on Information Theory | 1976-01-01 | Paper |
Determination of the order of a Markov chain by Akaike's information criterion
Journal of Applied Probability | 1975-01-01 | Paper |
Autoregressive model fitting with noisy data by Akaike's information criterion (Corresp.)
IEEE Transactions on Information Theory | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3535521 (Why is no real title available?) | 1975-01-01 | Paper |
Linear time dependent systems
IEEE Transactions on Automatic Control | 1974-01-01 | Paper |
On time-dependent linear transformations of non-stationary stochastic processes
Journal of Applied Probability | 1974-01-01 | Paper |
A Note on the Estimation of Pr Y < X in the Exponential Case
Technometrics | 1974-01-01 | Paper |
Applications of principal component analysis and factor analysis in the identification of multivariable systems
IEEE Transactions on Automatic Control | 1974-01-01 | Paper |
Frequency-domain approach to the regulation of linear stochastic systems
Automatica | 1974-01-01 | Paper |
On some tests for the time dependence of a transfer function
Biometrika | 1973-01-01 | Paper |
Some comments on spectral representations of non-stationary stochastic processes
Journal of Applied Probability | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3601496 (Why is no real title available?) | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3454722 (Why is no real title available?) | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3425022 (Why is no real title available?) | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3378464 (Why is no real title available?) | 1972-01-01 | Paper |
