| Publication | Date of Publication | Type |
|---|
Bayesian estimation of correlation matrices of longitudinal data
Bayesian Analysis | 2024-02-20 | Paper |
√2-estimation for smooth eigenvectors of matrix-valued functions
Biometrika | 2024-02-07 | Paper |
On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices
International Statistical Review | 2023-12-12 | Paper |
Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Replicated Time Series
Journal of Computational and Graphical Statistics | 2023-10-09 | Paper |
Positive-definite thresholding estimators of covariance matrices with zeros
Journal of Multivariate Analysis | 2023-08-08 | Paper |
MLE of jointly constrained mean-covariance of multivariate normal distributions
Sankhyā. Series B | 2023-05-08 | Paper |
Regressograms and Mean-Covariance Models for Incomplete Longitudinal Data
The American Statistician | 2023-02-02 | Paper |
Bayesian estimation of constrained mean-covariance of normal distributions
Statistics \& Probability Letters | 2023-01-10 | Paper |
Time series graphical Lasso and sparse VAR estimation
Computational Statistics and Data Analysis | 2022-09-14 | Paper |
Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing
Bernoulli | 2020-12-07 | Paper |
Two Cholesky-log-GARCH models for multivariate volatilities
Statistical Modelling | 2020-10-12 | Paper |
Modelling structured correlation matrices
Biometrika | 2019-06-24 | Paper |
Nonparametric change point detection in multivariate piecewise stationary time series
Journal of Nonparametric Statistics | 2018-12-03 | Paper |
Stationary subspace analysis of nonstationary processes
Journal of Time Series Analysis | 2018-05-16 | Paper |
An asymptotic theory for spectral analysis of random fields
Electronic Journal of Statistics | 2017-12-08 | Paper |
Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes
Bernoulli | 2017-09-21 | Paper |
State–Space Methods for Time Series Analysis: Theory, Applications and Software, by Jose Casals, Alfredo Garcia‐Hiernaux, Miguel Jerez, Sonia Sotoca, and A. Alexandre Trindade. Published by CRC Press, 2016. Total number of pages: 270. ISBN: 9781482219593
Journal of Time Series Analysis | 2017-09-18 | Paper |
Nonparametric estimation of large covariance matrices of longitudinal data
Biometrika | 2016-06-27 | Paper |
Rigidity for matrix-valued Hardy functions
Integral Equations and Operator Theory | 2016-03-09 | Paper |
The intersection of past and future for multivariate stationary processes
Proceedings of the American Mathematical Society | 2016-03-03 | Paper |
Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
Journal of Multivariate Analysis | 2016-02-29 | Paper |
Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor
Statistics \& Probability Letters | 2015-12-22 | Paper |
Robust estimation of the correlation matrix of longitudinal data
Statistics and Computing | 2015-10-16 | Paper |
Regularized multivariate regression models with skew-\(t\) error distributions
Journal of Statistical Planning and Inference | 2014-05-05 | Paper |
Some prediction problems for stationary random fields with quarter-plane past
Journal of Multivariate Analysis | 2014-04-07 | Paper |
High-dimensional covariance estimation
Wiley Series in Probability and Statistics | 2013-07-31 | Paper |
An alternative REML estimation of covariance matrices in linear mixed models
Statistics \& Probability Letters | 2013-05-13 | Paper |
Cholesky-GARCH models with applications to finance
Statistics and Computing | 2012-12-07 | Paper |
Nonparametric estimation of the innovation variance and judging the fit of ARMA models
| 2012-09-05 | Paper |
Covariance estimation: the GLM and regularization perspectives
Statistical Science | 2012-09-01 | Paper |
A cautionary note on generalized linear models for covariance of unbalanced longitudinal data
Journal of Statistical Planning and Inference | 2011-12-08 | Paper |
Robust estimation of the correlation matrix of longitudinal data
Statistics and Computing | 2011-09-23 | Paper |
Dynamic conditionally linear mixed models for longitudinal data
Biometrics | 2011-03-01 | Paper |
Modeling covariance matrices via partial autocorrelations
Journal of Multivariate Analysis | 2009-11-13 | Paper |
Banding sample autocovariance matrices of stationary processes
| 2009-11-11 | Paper |
Duals of random vectors and processes with applications to prediction problems with missing values
Statistics \& Probability Letters | 2009-07-24 | Paper |
Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
Biometrika | 2009-02-26 | Paper |
Covariance matrix selection and estimation via penalised normal likelihood
Biometrika | 2009-01-15 | Paper |
Skew-Normal ARMA Models with Nonlinear Heteroscedastic Predictors
Communications in Statistics: Theory and Methods | 2007-10-24 | Paper |
Simultaneous modelling of the Cholesky decomposition of several covariance matrices
Journal of Multivariate Analysis | 2007-03-29 | Paper |
A prediction problem in $L^2 (w)$
Proceedings of the American Mathematical Society | 2007-02-01 | Paper |
Graphical Diagnostics for Modeling Unstructured Covariance Matrices
International Statistical Review / Revue Internationale de Statistique | 2005-01-03 | Paper |
Multi‐variate t Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations
Journal of Time Series Analysis | 2004-11-24 | Paper |
Bayesian analysis of covariance matrices and dynamic models for longitudinal data
Biometrika | 2004-03-16 | Paper |
On the geometry of Lp (μ) with applications to infinite variance processes
Journal of the Australian Mathematical Society | 2003-06-22 | Paper |
Foundations of time series analysis and prediction theory
Wiley Series in Probability and Mathematical Statistics | 2001-11-04 | Paper |
Regularity and minimality of infinite variance processes
Journal of Theoretical Probability | 2001-07-12 | Paper |
Regression models with time series errors
Journal of Time Series Analysis | 2001-03-01 | Paper |
Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
Biometrika | 2000-11-21 | Paper |
Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
Biometrika | 2000-11-07 | Paper |
Some extremal problems in 𝐿^{𝑝}(𝑤)
Proceedings of the American Mathematical Society | 1998-06-14 | Paper |
Prediction with incomplete past and interpolation of missing values
Statistics \& Probability Letters | 1998-03-08 | Paper |
On prediction of nonsynchronized multivariate processes
Bulletin of the Iranian Mathematical Society | 1997-04-10 | Paper |
Two prediction problems and extensions of a theorem of Szegö
Bulletin of the Iranian Mathematical Society | 1995-10-31 | Paper |
Canonical correlation and reduction of multiple time series
Annals of the Institute of Statistical Mathematics | 1995-10-18 | Paper |
Baxter's inequality and convergence of finite predictors of multivariate stochastic processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-05-18 | Paper |
The mixing rate of a stationary multivariate process
Journal of Theoretical Probability | 1993-10-03 | Paper |
COMPUTATION OF CANONICAL CORRELATION BETWEEN PAST AND FUTURE OF A TIME SERIES
Journal of Time Series Analysis | 1993-06-29 | Paper |
scientific article; zbMATH DE number 218667 (Why is no real title available?)
| 1993-06-29 | Paper |
scientific article; zbMATH DE number 168803 (Why is no real title available?)
| 1993-05-16 | Paper |
On relations between prediction error covariance of univariate and multivariate processes
Statistics \& Probability Letters | 1993-05-16 | Paper |
Alternating projections and interpolation of stationary processes
Journal of Applied Probability | 1993-04-01 | Paper |
scientific article; zbMATH DE number 4186757 (Why is no real title available?)
| 1990-01-01 | Paper |
ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES
Journal of Time Series Analysis | 1989-01-01 | Paper |
On the convergence of finite linear predictors of stationary processes
Journal of Multivariate Analysis | 1989-01-01 | Paper |
STATIONARITY OF THE SOLUTION OF Xt= AtXt-1+ εtAND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES
Journal of Time Series Analysis | 1988-01-01 | Paper |
Remarks on extreme eigenvalues of Toeplitz matrices
International Journal of Mathematics and Mathematical Sciences | 1988-01-01 | Paper |
Wold decomposition, prediction and parameterization of stationary processes with infinite variance
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1988-01-01 | Paper |
Best Approximations in Lp (d μ) and Prediction Problems of Szegö, Kolmogorov, Yaglom, and Nakazi
Journal of the London Mathematical Society | 1988-01-01 | Paper |
Conditional characterizations of multivariate distributions
Metrika | 1988-01-01 | Paper |
Autoregressive representations of multivariate stationary stochastic processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4076398 (Why is no real title available?)
| 1987-01-01 | Paper |
Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes
Journal of Statistical Planning and Inference | 1987-01-01 | Paper |
ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL
Journal of Time Series Analysis | 1986-01-01 | Paper |
A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction
Journal of Multivariate Analysis | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3864210 (Why is no real title available?)
| 1984-01-01 | Paper |
On Minimality and Interpolation of Harmonizable Stable Processes
SIAM Journal on Applied Mathematics | 1984-01-01 | Paper |
On the mean convergence of the best linear interpolator of multivariate stationary stochastic processes
The Annals of Probability | 1984-01-01 | Paper |
Taylor Expansion of exp(∑ ∞ k = 0 a k z k ) and Some Applications
The American Mathematical Monthly | 1984-01-01 | Paper |
The Helson-Sarason-Szego Theorem and the Abel Summability of the Series for the Predictor
Proceedings of the American Mathematical Society | 1984-01-01 | Paper |
Tables of cumulative distribution functions and percentiles of the standardized stable random variables
Communications in Statistics. Simulation and Computation | 1984-01-01 | Paper |
Exact factorization of the spectral density ann its application to wrf,castiilg and time series analysis
Communications in Statistics: Theory and Methods | 1983-01-01 | Paper |
A sampling theorem for multivariate stationary processes
Journal of Multivariate Analysis | 1983-01-01 | Paper |
