| Publication | Date of Publication | Type |
|---|
| Online estimation methods for irregular autoregressive models | 2024-09-24 | Paper |
| A novel first-order autoregressive moving average model to analyze discrete-time series irregularly observed | 2024-09-11 | Paper |
Discussion of: ``Multivariate dynamic regression: modeling and forecasting for intraday electricity load by Migon and Alves
Applied Stochastic Models in Business and Industry | 2024-07-10 | Paper |
Simultaneous variable selection and structural identification for time‐varying coefficient models
Journal of Time Series Analysis | 2022-08-11 | Paper |
| An irregularly spaced first-order moving average model | 2021-05-13 | Paper |
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model
Mathematics and Computers in Simulation | 2021-02-18 | Paper |
On the estimation of locally stationary long-memory processes
STATISTICA SINICA | 2020-03-16 | Paper |
| scientific article; zbMATH DE number 7148259 (Why is no real title available?) | 2020-01-07 | Paper |
Minimum distance estimation of locally stationary moving average processes
Computational Statistics and Data Analysis | 2019-11-19 | Paper |
Estimation and forecasting of locally stationary processes
Journal of Forecasting | 2018-10-11 | Paper |
Minimum distance estimation of ARFIMA processes
Computational Statistics and Data Analysis | 2017-06-30 | Paper |
Time series analysis
Wiley Series in Probability and Statistics | 2016-05-02 | Paper |
Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction
Electronic Journal of Statistics | 2015-04-21 | Paper |
Statistical analysis of autoregressive fractionally integrated moving average models in R
Computational Statistics | 2015-02-27 | Paper |
Statistical analysis of autoregressive fractionally integrated moving average models in R
Computational Statistics | 2015-02-27 | Paper |
Retraction notice to: ``Regression estimation with locally stationary long-memory errors
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Regression estimation with locally stationary long-memory errors
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Fitting non-Gaussian persistent data
Applied Stochastic Models in Business and Industry | 2013-11-15 | Paper |
An efficient estimator for locally stationary Gaussian long-memory processes
The Annals of Statistics | 2010-11-15 | Paper |
On the sample mean of locally stationary long-memory processes
Journal of Statistical Planning and Inference | 2010-09-20 | Paper |
Estimation of long-memory time series models: a survey of different likelihood-based methods
Advances in Econometrics | 2010-06-30 | Paper |
Assessing influence in Gaussian long-memory models
Computational Statistics and Data Analysis | 2009-06-16 | Paper |
Estimation of seasonal fractionally integrated processes
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
Data analysis using regression models with missing observations and long-memory: an application study
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
A Class of Antipersistent Processes
Journal of Time Series Analysis | 2008-06-18 | Paper |
Long‐Memory Time Series
Wiley Series in Probability and Statistics | 2007-06-06 | Paper |
Efficient Estimation of Seasonal Long‐Range‐Dependent Processes
Journal of Time Series Analysis | 2006-09-19 | Paper |
Estimating seasonal long-memory processes: a Monte Carlo study
Journal of Statistical Computation and Simulation | 2006-05-03 | Paper |
Analysis of the correlation structure of square time series
Journal of Time Series Analysis | 2005-05-20 | Paper |
On the eigenstructure of generalized fractional processes.
Statistics & Probability Letters | 2004-02-14 | Paper |
Miscellanea. Statistical analysis of incomplete long-range dependent data
Biometrika | 2000-03-19 | Paper |
State space modeling of long-memory processes
The Annals of Statistics | 1999-11-09 | Paper |
