Jan Beran

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
An extended exponential SEMIFAR model with application in R Communications in Statistics. Theory and Methods	2024-11-20	Paper
On strongly dependent zero-inflated INAR(1) processes Statistical Papers	2024-07-25	Paper
On semiparametric inference for periodically modulated density functions Communications in Statistics: Theory and Methods	2023-11-17	Paper
On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity Journal of Statistical Planning and Inference	2022-09-28	Paper
Correction Communications in Statistics: Theory and Methods	2022-05-20	Paper
On nonparametric density estimation for multivariate linear long-memory processes Communications in Statistics: Theory and Methods	2022-05-17	Paper
On nonparametric regression for bivariate circular long-memory time series Statistical Papers	2022-04-07	Paper
Testing for the expected number of exceedances in strongly dependent seasonal time series Journal of Nonparametric Statistics	2022-01-25	Paper
On inference for modes under long memory Scandinavian Journal of Statistics	2021-07-16	Paper
On nonparametric ridge estimation for multivariate long-memory processes Lithuanian Mathematical Journal	2021-05-06	Paper
On the empirical process of tempered moving averages Statistics & Probability Letters	2020-12-18	Paper
On aggregation of strongly dependent time series Scandinavian Journal of Statistics	2020-11-30	Paper
Estimating the mean direction of strongly dependent circular time series Journal of Time Series Analysis	2020-05-27	Paper
On estimating extremal dependence structures by parametric spectral measures Statistical Methodology	2019-03-13	Paper
Mathematical Foundations of Time Series Analysis	2018-08-27	Paper
On local trigonometric regression under dependence Journal of Time Series Analysis	2018-07-11	Paper
On non parametric statistical inference for densities under long-range dependence Communications in Statistics: Theory and Methods	2017-12-06	Paper
On the effect of long-range dependence on extreme value copula estimation with fixed marginals Communications in Statistics. Theory and Methods	2016-10-31	Paper
Analysing sanity of requirements for avionics systems Formal Aspects of Computing	2016-05-12	Paper
On two sample inference for eigenspaces in functional data analysis with dependent errors Journal of Statistical Planning and Inference	2016-04-22	Paper
Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors Journal of Multivariate Analysis	2016-04-20	Paper
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models Statistical Papers	2015-04-16	Paper
On estimation of mean and covariance functions in repeated time series with long-memory errors Lithuanian Mathematical Journal	2015-02-25	Paper
On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data Sankhyā. Series B	2015-02-13	Paper
On robust tail index estimation for linear long-memory processes Journal of Time Series Analysis	2014-11-26	Paper
From short to long memory: aggregation and estimation Computational Statistics and Data Analysis	2014-04-14	Paper
The harmonic moment tail index estimator: asymptotic distribution and robustness Annals of the Institute of Statistical Mathematics	2014-02-17	Paper
Optimal convergence rates in non-parametric regression with fractional time series errors Journal of Time Series Analysis	2013-10-09	Paper
Long-memory processes. Probabilistic properties and statistical methods	2013-02-13	Paper
On robust tail index estimation Computational Statistics and Data Analysis	2012-12-30	Paper
Credit risk modeling based on survival analysis with immunes Statistical Methodology	2012-10-19	Paper
On asymptotically optimal wavelet estimation of trend functions under long-range dependence Bernoulli	2012-03-29	Paper
Bootstrap testing for discontinuities under long-range dependence Journal of Multivariate Analysis	2012-03-13	Paper
Modifying the double smoothing bandwidth selector in nonparametric regression Statistical Methodology	2011-05-20	Paper
Estimation of a nonparametric regression spectrum for multivariate time series Statistical Methodology	2011-05-19	Paper
Filtered log-periodogram regression of long memory processes Journal of Statistical Theory and Practice	2011-04-18	Paper
On spline regression under Gaussian subordination with long memory Journal of Multivariate Analysis	2011-01-14	Paper
On approximate pseudo-maximum likelihood estimation for LARCH-processes Bernoulli	2010-11-15	Paper
On rapid change points under long memory Journal of Statistical Planning and Inference	2010-08-19	Paper
The effect of long memory in volatility on location estimation Sankhyā. Series B	2010-08-13	Paper
On least squares estimation for long-memory lattice processes Journal of Multivariate Analysis	2009-11-13	Paper
On parameter estimation for locally stationary long-memory processes Journal of Statistical Planning and Inference	2009-03-20	Paper
Weighted averages and local polynomial estimation for fractional linear ARCH processes Journal of Statistical Theory and Practice	2009-02-24	Paper
A nonparametric regression cross spectrum for multivariate time series Journal of Multivariate Analysis	2008-04-23	Paper
Modelling financial time series with SEMIFAR GARCH model IMA Journal of Management Mathematics	2007-12-18	Paper
ON M‐Estimation Under Long‐Range Dependence in Volatility Journal of Time Series Analysis	2007-12-16	Paper
scientific article; zbMATH DE number 5200017 (Why is no real title available?)	2007-10-11	Paper
On location estimation for LARCH processes Journal of Multivariate Analysis	2006-10-05	Paper
On estimating the cumulant generating function of linear processes Annals of the Institute of Statistical Mathematics	2006-09-12	Paper
Analyzing musical structure and performance -- a statistical approach Statistical Science	2004-05-27	Paper
scientific article; zbMATH DE number 2012510 (Why is no real title available?)	2003-12-03	Paper
Nonparametric M-estimation with long-memory errors Journal of Statistical Planning and Inference	2003-10-14	Paper
Local polynomial fitting with long-memory, short-memory and antipersistent errors Annals of the Institute of Statistical Mathematics	2003-04-27	Paper
SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity Computational Statistics and Data Analysis	2002-08-13	Paper
Local polynomial estimation with a FARIMA-GARCH error process Bernoulli	2002-05-23	Paper
Estimation of the dominating frequency for stationary and nonstationary fractional autoregressive models Journal of Time Series Analysis	2001-09-23	Paper
Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors Scandinavian Journal of Statistics	1999-03-14	Paper
SEMIFAR forecasts, with applications to foreign exchange rates. Journal of Statistical Planning and Inference	1999-01-01	Paper
On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes Biometrika	1998-01-01	Paper
Testing for a change of the long-memory parameter Biometrika	1997-07-24	Paper
scientific article; zbMATH DE number 847242 (Why is no real title available?)	1996-02-25	Paper
scientific article; zbMATH DE number 795280 (Why is no real title available?)	1995-12-13	Paper
TESTING EQUALITY OF VARIANCES FOR PAIRED TIME SERIES Journal of Time Series Analysis	1995-06-08	Paper
On a class of M-estimators for Gaussian long-memory models Biometrika	1995-02-22	Paper
ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM Journal of Time Series Analysis	1994-09-08	Paper
Fitting long-memory models by generalized linear regression Biometrika	1994-07-04	Paper
scientific article; zbMATH DE number 410138 (Why is no real title available?)	1993-09-07	Paper
scientific article; zbMATH DE number 193709 (Why is no real title available?)	1993-06-05	Paper
M Estimators of Location for Gaussian and Related Processes With Slowly Decaying Serial Correlations Journal of the American Statistical Association	1992-06-27	Paper
Slowly Decaying Correlations, Testing Normality, Nuisance Parameters	1992-06-27	Paper
scientific article; zbMATH DE number 19003 (Why is no real title available?)	1992-06-26	Paper
A test of location for data with slowly decaying serial correlations Biometrika	1989-01-01	Paper

Research outcomes over time

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