| Publication | Date of Publication | Type |
|---|
Simultaneous estimation of stable parameters for multiple autoregressive processes from datasets of nonuniform sizes
Journal of Time Series Analysis | 2026-02-23 | Paper |
Statistical inference for wavelet curve estimators of symmetric positive definite matrices
Journal of Statistical Planning and Inference | 2024-05-21 | Paper |
Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices
Computational Statistics and Data Analysis | 2022-07-22 | Paper |
Intrinsic Data Depth for Hermitian Positive Definite Matrices
Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
Intrinsic wavelet regression for curves of Hermitian positive definite matrices
Journal of the American Statistical Association | 2021-07-06 | Paper |
Time-varying general dynamic factor models and the measurement of financial connectedness
Journal of Econometrics | 2021-03-24 | Paper |
Time-frequency analysis of locally stationary Hawkes processes
Bernoulli | 2019-04-30 | Paper |
Time-frequency analysis of locally stationary Hawkes processes
Bernoulli | 2019-04-30 | Paper |
Time-dependent dual-frequency coherence in multivariate non-stationary time series
Journal of Time Series Analysis | 2019-03-05 | Paper |
Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
Stochastic Processes and their Applications | 2018-06-13 | Paper |
Large-sample approximations for variance-covariance matrices of high-dimensional time series
Bernoulli | 2017-09-21 | Paper |
Large-sample approximations for variance-covariance matrices of high-dimensional time series
Bernoulli | 2017-09-21 | Paper |
Locally stationary covariance and signal estimation with macrotiles
IEEE Transactions on Signal Processing | 2017-09-08 | Paper |
Functional mixed effects wavelet estimation for spectra of replicated time series
Electronic Journal of Statistics | 2016-09-21 | Paper |
Functional mixed effects wavelet estimation for spectra of replicated time series
Electronic Journal of Statistics | 2016-09-21 | Paper |
Fitting dynamic factor models to non-stationary time series
Journal of Econometrics | 2016-08-12 | Paper |
Locally stationary Hawkes processes
Stochastic Processes and their Applications | 2016-04-20 | Paper |
Tree-structured wavelet estimation in a mixed effects model for spectra of replicated time series
Journal of the American Statistical Association | 2015-06-15 | Paper |
A novel semi-distance for measuring dissimilarities of curves with sharp local patterns
Journal of Statistical Planning and Inference | 2015-05-15 | Paper |
Data-driven shrinkage of the spectral density matrix of a high-dimensional time series
Electronic Journal of Statistics | 2015-01-27 | Paper |
Discussion: Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously
Journal of the Korean Statistical Society | 2014-10-13 | Paper |
Block-threshold-adapted estimators via a maxiset approach
Scandinavian Journal of Statistics | 2014-05-02 | Paper |
Ideal denoising within a family of tree-structured wavelet estimators
Electronic Journal of Statistics | 2013-05-28 | Paper |
Structural shrinkage of nonparametric spectral estimators for multivariate time series
Electronic Journal of Statistics | 2013-05-24 | Paper |
Structural shrinkage of nonparametric spectral estimators for multivariate time series
Electronic Journal of Statistics | 2013-05-24 | Paper |
Using \textsc{Bagidis} in nonparametric functional data analysis: predicting from curves with sharp local features
Journal of Multivariate Analysis | 2013-03-12 | Paper |
Combining thresholding rules: A new way to improve the performance of wavelet estimators
Journal of Nonparametric Statistics | 2012-12-20 | Paper |
Locally stationary factor models: identification and nonparametric estimation
Econometric Theory | 2012-01-04 | Paper |
Locally stationary long memory estimation
Stochastic Processes and their Applications | 2011-06-15 | Paper |
Classification of multivariate non-stationary signals: the SLEX-shrinkage approach
Journal of Statistical Planning and Inference | 2010-09-20 | Paper |
| scientific article; zbMATH DE number 5769421 (Why is no real title available?) | 2010-08-12 | Paper |
A wavelet-Fisz approach to spectrum estimation
Journal of Time Series Analysis | 2010-04-22 | Paper |
Second-generation wavelet denoising methods for irregularly spaced data in two dimensions
Signal Processing | 2009-10-29 | Paper |
Shrinkage estimation in the frequency domain of multivariate time series
Journal of Multivariate Analysis | 2009-03-25 | Paper |
Locally adaptive estimation of evolutionary wavelet spectra
The Annals of Statistics | 2008-08-28 | Paper |
Multivariate wavelet-based shape-preserving estimation for dependent observations
Bernoulli | 2008-01-09 | Paper |
SLEX Analysis of Multivariate Nonstationary Time Series
Journal of the American Statistical Association | 2007-08-20 | Paper |
Smooth Design-Adapted Wavelets for Nonparametric Stochastic Regression
Journal of the American Statistical Association | 2007-08-20 | Paper |
Estimation of nonlinear autoregressive models using design-adapted wavelets
Annals of the Institute of Statistical Mathematics | 2006-03-10 | Paper |
ON ADAPTIVE ESTIMATION FOR LOCALLY STATIONARY WAVELET PROCESSES AND ITS APPLICATIONS
International Journal of Wavelets, Multiresolution and Information Processing | 2005-10-17 | Paper |
Forecasting non-stationary time series by wavelet process modelling
Annals of the Institute of Statistical Mathematics | 2004-09-27 | Paper |
Smoothing Spline ANOVA for Time-Dependent Spectral Analysis
Journal of the American Statistical Association | 2004-06-10 | Paper |
Automatic Statistical Analysis of Bivariate Nonstationary Time Series
Journal of the American Statistical Association | 2003-08-13 | Paper |
A simple generalized crossvalidation method of span selection for periodogram smoothing
Biometrika | 2003-04-10 | Paper |
The SLEX model of a non-stationary random process
Annals of the Institute of Statistical Mathematics | 2002-08-20 | Paper |
| Nonparametric wavelet methods for nonstationary time series | 2002-06-10 | Paper |
Non-parametric curve estimation by wavelet thresholding with locally stationary errors
Scandinavian Journal of Statistics | 2001-09-23 | Paper |
A wavelet-based test for stationarity
Journal of Time Series Analysis | 2001-09-23 | Paper |
| Spectral representation and estimation for locally stationary wavelet processes | 2001-05-29 | Paper |
Nonlinear wavelet estimation of time-varying autoregressive processes
Bernoulli | 2001-01-29 | Paper |
| scientific article; zbMATH DE number 1153804 (Why is no real title available?) | 1999-05-05 | Paper |
Wavelets in time-series analysis
Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences | 1999-01-01 | Paper |
| scientific article; zbMATH DE number 1053612 (Why is no real title available?) | 1997-11-04 | Paper |
Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra
The Annals of Statistics | 1997-06-23 | Paper |
Wavelet smoothing of evolutionary spectra by nonlinear thresholding
Applied and Computational Harmonic Analysis | 1997-04-23 | Paper |
CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA
Journal of Time Series Analysis | 1996-11-12 | Paper |
| scientific article; zbMATH DE number 802867 (Why is no real title available?) | 1996-02-12 | Paper |
Estimating nonlinear functions of the spectral density, using a data- taper
Annals of the Institute of Statistical Mathematics | 1995-08-21 | Paper |
PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION
Journal of Time Series Analysis | 1995-03-12 | Paper |
Estimating the Spectrum of a Stochastic Process in the Presence of a Contaminating Signal
IEEE Transactions on Signal Processing | 1993-05-16 | Paper |
| scientific article; zbMATH DE number 108303 (Why is no real title available?) | 1993-01-23 | Paper |
