| Publication | Date of Publication | Type |
|---|
Dependence-Based Fuzzy Clustering of Functional Time Series Journal of Computational and Graphical Statistics | 2026-02-25 | Paper |
Mortality models ensemble via Shapley value Decisions in Economics and Finance | 2026-01-16 | Paper |
Enhancing spatial functional linear regression with robust dimension reduction methods Journal of Multivariate Analysis | 2026-01-15 | Paper |
Penalized spatial function-on-function regression Statistics and Computing | 2025-12-30 | Paper |
| Forecasting age distribution of deaths at subnational level | 2025-12-11 | Paper |
Making distributionally robust portfolios feasible in high dimension Journal of Econometrics | 2025-12-04 | Paper |
Forecasting density-valued functional panel data Australian & New Zealand Journal of Statistics | 2025-10-15 | Paper |
Visualizing rate of change: an application to age-specific fertility rates Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-22 | Paper |
Stopping time detection of wood panel compression: a functional time-series approach Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-27 | Paper |
Fractionally integrated curve time series with cointegration Electronic Journal of Statistics | 2024-11-12 | Paper |
Detection and estimation of structural breaks in high-dimensional functional time series The Annals of Statistics | 2024-10-18 | Paper |
Locally sparse and robust partial least squares in scalar-on-function regression Statistics and Computing | 2024-07-31 | Paper |
Robust scalar-on-function partial quantile regression Journal of Applied Statistics | 2024-07-26 | Paper |
Functional time series forecasting: functional singular spectrum analysis approaches Stat | 2024-06-03 | Paper |
Factor-augmented Model for Functional Data STATISTICA SINICA | 2024-01-29 | Paper |
| ftsa | 2024-01-23 | Software |
| rainbow | 2024-01-23 | Software |
| robflreg | 2024-01-23 | Software |
A robust scalar-on-function logistic regression for classification Communications in Statistics: Theory and Methods | 2023-11-17 | Paper |
Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series AStA. Advances in Statistical Analysis | 2023-11-15 | Paper |
Methods for Scalar‐on‐Function Regression International Statistical Review | 2023-11-10 | Paper |
Permutation entropy and its variants for measuring temporal dependence Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2023-10-20 | Paper |
Forecasting the old‐age dependency ratio to determine a sustainable pension age Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2023-10-20 | Paper |
Bootstrap Prediction Bands for Functional Time Series Journal of the American Statistical Association | 2023-10-18 | Paper |
Depth-based reconstruction method for incomplete functional data Computational Statistics | 2023-09-05 | Paper |
Bootstrap Prediction Bands for Functional Time Series Journal of the American Statistical Association | 2023-07-04 | Paper |
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models Studies in Nonlinear Dynamics & Econometrics | 2023-04-27 | Paper |
Nonstationary fractionally integrated functional time series Bernoulli | 2023-03-22 | Paper |
| Fractionally integrated curve time series with cointegration | 2022-12-07 | Paper |
Clustering and forecasting multiple functional time series The Annals of Applied Statistics | 2022-10-10 | Paper |
Functional linear models for interval-valued data Communications in Statistics. Simulation and Computation | 2022-09-14 | Paper |
Multi-population modelling and forecasting life-table death counts Insurance Mathematics & Economics | 2022-09-14 | Paper |
A comparison of parameter estimation in function-on-function regression Communications in Statistics. Simulation and Computation | 2022-09-14 | Paper |
Function-on-function partial quantile regression Journal of Agricultural, Biological and Environmental Statistics | 2022-08-10 | Paper |
Not all long-memory estimators are born equal: the case of nonstationary functional time series The Canadian Journal of Statistics | 2022-08-02 | Paper |
Estimation of a functional single index model with dependent errors and unknown error density Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
Function-on-function linear quantile regression Mathematical Modelling and Analysis | 2022-06-20 | Paper |
A robust partial least squares approach for function-on-function regression Brazilian Journal of Probability and Statistics | 2022-06-13 | Paper |
Selecting the derivative of a functional covariate in scalar-on-function regression Statistics and Computing | 2022-05-25 | Paper |
Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models Journal of Applied Statistics | 2022-05-06 | Paper |
Double bootstrapping for visualizing the distribution of descriptive statistics of functional data Journal of Statistical Computation and Simulation | 2022-03-23 | Paper |
A Robust Functional Partial Least Squares for Scalar-on-Multiple-Function Regression (available as arXiv preprint) | 2022-03-09 | Paper |
Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density Journal of Applied Statistics | 2022-03-01 | Paper |
Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density Journal of Applied Statistics | 2022-03-01 | Paper |
Feature extraction for functional time series: theory and application to NIR spectroscopy data Journal of Multivariate Analysis | 2022-03-01 | Paper |
Local Whittle estimation of long-range dependence for functional time series Journal of Time Series Analysis | 2021-11-25 | Paper |
A comparison of Hurst exponent estimators in long-range dependent curve time series Journal of Time Series Econometrics | 2021-11-16 | Paper |
A robust partial least squares approach for function-on-function regression Brazilian Journal of Probability and Statistics | 2021-11-01 | Paper |
A partial least squares approach for function-on-function interaction regression Computational Statistics | 2021-06-16 | Paper |
Long-range dependent curve time series Journal of the American Statistical Association | 2020-10-28 | Paper |
Functional time series approach for forecasting very short-term electricity demand Journal of Applied Statistics | 2020-10-26 | Paper |
The BUGS book: a practical introduction to Bayesian analysis Journal of Applied Statistics | 2020-10-26 | Paper |
Forecasting multiple functional time series in a group structure: an application to mortality ASTIN Bulletin | 2020-08-31 | Paper |
Forecasting multiple functional time series in a group structure: an application to mortality ASTIN Bulletin | 2020-08-31 | Paper |
Dynamic principal component regression for forecasting functional time series in a group structure Scandinavian Actuarial Journal | 2020-08-26 | Paper |
Modelling functional data with high-dimensional error structure Functional and High-Dimensional Statistics and Related Fields | 2020-07-29 | Paper |
Forecasting functional time series using weighted likelihood methodology Journal of Statistical Computation and Simulation | 2020-04-27 | Paper |
A robust functional time series forecasting method Journal of Statistical Computation and Simulation | 2020-04-27 | Paper |
| scientific article; zbMATH DE number 7168295 (Why is no real title available?) | 2020-02-17 | Paper |
Intraday forecasts of a volatility index: functional time series methods with dynamic updating Annals of Operations Research | 2020-01-20 | Paper |
Intraday forecasts of a volatility index: functional time series methods with dynamic updating Annals of Operations Research | 2020-01-20 | Paper |
| vagam | 2019-12-06 | Software |
Dynamic principal component regression: application to age-specific mortality forecasting ASTIN Bulletin | 2019-11-22 | Paper |
High-dimensional functional time series forecasting: an application to age-specific mortality rates Journal of Multivariate Analysis | 2019-03-21 | Paper |
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density Computational Statistics and Data Analysis | 2018-11-23 | Paper |
A survey of functional principal component analysis AStA. Advances in Statistical Analysis | 2018-11-09 | Paper |
Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density Computational Statistics and Data Analysis | 2018-11-02 | Paper |
Forecasting intraday S\&P 500 index returns: a functional time series approach Journal of Forecasting | 2018-10-12 | Paper |
Optimal combination forecasts for hierarchical time series Computational Statistics and Data Analysis | 2018-08-14 | Paper |
Bootstrap methods for stationary functional time series Statistics and Computing | 2018-02-28 | Paper |
Inference for the autocovariance of a functional time series under conditional heteroscedasticity Journal of Multivariate Analysis | 2017-11-09 | Paper |
Inference for the autocovariance of a functional time series under conditional heteroscedasticity Journal of Multivariate Analysis | 2017-11-01 | Paper |
Mortality and life expectancy forecasting for a group of populations in developed countries: a multilevel functional data method The Annals of Applied Statistics | 2017-09-15 | Paper |
A plug-in bandwidth selection procedure for long-run covariance estimation with stationary functional time series Journal of Time Series Analysis | 2017-07-21 | Paper |
Grouped multivariate and functional time series forecasting: an application to annuity pricing Insurance Mathematics & Economics | 2017-07-17 | Paper |
Mortality and life expectancy forecasting for a group of populations in developed countries: a robust multilevel functional data method Recent Advances in Robust Statistics: Theory and Applications | 2017-02-15 | Paper |
A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data Journal of Multivariate Analysis | 2016-04-15 | Paper |
Resampling techniques for estimating the distribution of descriptive statistics of functional data Communications in Statistics. Simulation and Computation | 2015-06-03 | Paper |
Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density Computational Statistics | 2015-03-05 | Paper |
Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density Journal of Nonparametric Statistics | 2014-12-12 | Paper |
Forecasting functional time series Journal of the Korean Statistical Society | 2014-08-01 | Paper |
Rejoinder: Forecasting functional time series Journal of the Korean Statistical Society | 2014-08-01 | Paper |
Optimal combination forecasts for hierarchical time series Computational Statistics and Data Analysis | 2011-09-01 | Paper |
Nonparametric time series forecasting with dynamic updating Mathematics and Computers in Simulation | 2011-06-17 | Paper |