| Publication | Date of Publication | Type |
|---|
Inverse covariance operators of multivariate nonstationary time series
Bernoulli | 2024-03-26 | Paper |
Inverse covariance operators of multivariate nonstationary time series
Bernoulli | 2024-03-26 | Paper |
Graphical models for nonstationary time series
The Annals of Statistics | 2024-01-04 | Paper |
Graphical models for nonstationary time series
The Annals of Statistics | 2024-01-04 | Paper |
A prediction perspective on the Wiener–Hopf equations for time series
Journal of Time Series Analysis | 2023-08-24 | Paper |
Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain
The Annals of Statistics | 2021-12-03 | Paper |
Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain
The Annals of Statistics | 2021-12-03 | Paper |
Spectral methods for small sample time series: A complete periodogram approach
Journal of Time Series Analysis | 2021-11-25 | Paper |
A test for stationarity for irregularly spaced spatial data
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
Statistical inference for spatial statistics defined in the Fourier domain
The Annals of Statistics | 2018-05-18 | Paper |
Orthogonal samples for estimators in time series
Journal of Time Series Analysis | 2018-05-16 | Paper |
A note on general quadratic forms of nonstationary stochastic processes
Statistics | 2018-01-12 | Paper |
A spectral domain test for stationarity of spatio-temporal data
Journal of Time Series Analysis | 2017-03-16 | Paper |
A test for second order stationarity of a multivariate time series
Journal of Econometrics | 2015-05-06 | Paper |
A test for second-order stationarity of a time series based on the discrete Fourier transform
Journal of Time Series Analysis | 2014-06-16 | Paper |
Structural adaptive smoothing procedures
Understanding Complex Systems | 2013-09-25 | Paper |
Nonparametric estimation for dependent data
Journal of Nonparametric Statistics | 2011-12-21 | Paper |
| The quantile spectral density and comparison based tests for nonlinear time series | 2011-12-12 | Paper |
Mixing properties of ARCH and time-varying ARCH processes
Bernoulli | 2011-09-02 | Paper |
| A note on uniform convergence of an ARCH\((\infty)\) estimator | 2010-08-14 | Paper |
Statistical analysis of a spatio-temporal model with location-dependent parameters and a test for spatial stationarity
Journal of Time Series Analysis | 2010-04-22 | Paper |
Normalized least-squares estimation in time-varying ARCH models
The Annals of Statistics | 2008-04-23 | Paper |
Statistical analysis and time-series models for minimum/maximum temperatures in the Antarctic Peninsula
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2008-02-08 | Paper |
A recursive online algorithm for the estimation of time-varying ARCH parameters
Bernoulli | 2008-01-09 | Paper |
| Nonparametric estimation for dependent data with an application to panel time series | 2007-06-27 | Paper |
A Haar–Fisz technique for locally stationary volatility estimation
Biometrika | 2007-04-23 | Paper |
On multiple regression models with nonstationary correlated errors
Biometrika | 2007-03-20 | Paper |
On some nonstationary, nonlinear random processes and their stationary approximations
Advances in Applied Probability | 2007-01-31 | Paper |
Statistical inference for time-varying ARCH processes
The Annals of Statistics | 2006-08-24 | Paper |
