| Publication | Date of Publication | Type |
|---|
Fused graphical lasso for brain networks with symmetries
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-27 | Paper |
On the optimality of score-driven models
Biometrika | 2024-11-13 | Paper |
Lasso-based variable selection methods in text regression: the case of short texts
AStA. Advances in Statistical Analysis | 2024-06-04 | Paper |
Efficient nonparametric estimation of generalised autocovariances
Journal of Nonparametric Statistics | 2024-03-06 | Paper |
Semiparametric modeling of multiple quantiles
Journal of Econometrics | 2023-11-17 | Paper |
A robust score-driven filter for multivariate time series
Econometric Reviews | 2023-07-25 | Paper |
Score-Driven Modeling of Spatio-Temporal Data
Journal of the American Statistical Association | 2023-07-04 | Paper |
GARCH density and functional forecasts
Journal of Econometrics | 2023-06-29 | Paper |
Observation-driven models for discrete-valued time series
Electronic Journal of Statistics | 2022-05-11 | Paper |
Explicit-duration hidden Markov models for quantum state estimation
Computational Statistics and Data Analysis | 2021-05-07 | Paper |
Robust estimation of a location parameter with the integrated Hogg function
Statistics & Probability Letters | 2020-10-12 | Paper |
The Hammersley-Chapman-Robbins inequality for repeatedly monitored quantum system
Statistics & Probability Letters | 2020-09-01 | Paper |
Generalised Linear Cepstral Models for the Spectrum of a Time Series
STATISTICA SINICA | 2019-08-01 | Paper |
Robust methods for detecting spontaneous activations in fMRI data
| 2019-06-04 | Paper |
Generalised partial autocorrelations and the mutual information between past and future
The Fascination of Probability, Statistics and their Applications | 2017-01-16 | Paper |
Some statistical applications of centrosymmetric matrices
Studies in Classification, Data Analysis, and Knowledge Organization | 2016-07-14 | Paper |
The generalised autocovariance function
Journal of Econometrics | 2015-05-29 | Paper |
Spectral filtering for trend estimation
Linear Algebra and its Applications | 2015-05-06 | Paper |
The variance profile
Journal of the American Statistical Association | 2013-04-22 | Paper |
An approximate quantum Cramér-Rao bound based on skew information
Bernoulli | 2012-09-19 | Paper |
Asymmetric filters for trend-cycle estimation
| 2012-09-05 | Paper |
On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing
Annals of the Institute of Statistical Mathematics | 2011-12-14 | Paper |
Hyper-spherical and elliptical stochastic cycles
Journal of Time Series Analysis | 2011-04-06 | Paper |
Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences
Journal of Statistical Planning and Inference | 2010-11-19 | Paper |
A note on Fisher-Helstrom information inequality in pure state models
Sankhyā. Series A | 2010-08-13 | Paper |
On the spectral properties of matrices associated with trend filters
Econometric Theory | 2010-08-13 | Paper |
Measurements maximising Fisher information in quantum systems
| 2010-06-16 | Paper |
Predictive performance of some nonparametric linear and nonlinear smoothers for noisy data
| 2010-06-16 | Paper |
A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation
Econometric Reviews | 2009-03-17 | Paper |
A note on the statistical properties of nonparametric trend estimators by means of smoothing matrices
Journal of Nonparametric Statistics | 2009-03-03 | Paper |
Real time estimation in local polynomial regression, with application to trend-cycle analysis
The Annals of Applied Statistics | 2009-02-10 | Paper |
scientific article; zbMATH DE number 5280153 (Why is no real title available?)
| 2008-05-28 | Paper |
Intervention analysis to identify significant exposures in pulsing advertising campaigns: an operative procedure
Computational Management Science | 2006-06-12 | Paper |
scientific article; zbMATH DE number 2217296 (Why is no real title available?)
| 2006-04-26 | Paper |
Relationship between local and global nonparametric estimators measures of fitting and smooth\-ing
| 2006-01-27 | Paper |
scientific article; zbMATH DE number 2216099 (Why is no real title available?)
| 2005-10-19 | Paper |
Global and local statistical properties of fixed-length nonparametric smoothers
Statistical Methods and Applications | 2005-03-03 | Paper |
scientific article; zbMATH DE number 2112529 (Why is no real title available?)
| 2004-10-29 | Paper |
A linear transformation and its properties with special applications in time series filtering
Linear Algebra and its Applications | 2004-10-04 | Paper |
Maximum Fisher information in mixed state quantum systems
The Annals of Statistics | 2004-09-15 | Paper |
scientific article; zbMATH DE number 2060190 (Why is no real title available?)
| 2004-03-17 | Paper |
scientific article; zbMATH DE number 2060209 (Why is no real title available?)
| 2004-03-17 | Paper |
