| Publication | Date of Publication | Type |
|---|
| Local spectral analysis of qualitative sequences via minimum description length | 2024-09-16 | Paper |
AutoSpec: detection of narrowband frequency changes in time series
Statistics and Its Interface | 2022-09-15 | Paper |
A Note on Efficient Fitting of Stochastic Volatility Models
Journal of Time Series Analysis | 2021-06-30 | Paper |
| Time series. A data analysis approach using R | 2019-06-17 | Paper |
Time series analysis and its applications. With R examples
Springer Texts in Statistics | 2017-03-16 | Paper |
Enveloping spectral surfaces: covariate dependent spectral analysis of categorical time series
Journal of Time Series Analysis | 2014-02-25 | Paper |
Nonlinear time series. Theory, methods and applications with R examples
Chapman & Hall CRC Texts in Statistical Science Series | 2014-01-22 | Paper |
| Spatio-temporal modeling for biosurveillance using a spatially constrained state space model | 2013-07-31 | Paper |
| Time series analysis and its applications. With R examples | 2010-12-03 | Paper |
Smoothing spline ANOPOW
Journal of Statistical Planning and Inference | 2010-09-20 | Paper |
Fitting Stochastic Volatility Models in the Presence of Irregular Sampling via Particle Methods and the EM Algorithm
Journal of Time Series Analysis | 2010-04-22 | Paper |
| scientific article; zbMATH DE number 5280146 (Why is no real title available?) | 2008-05-28 | Paper |
Automatic estimation of multivariate spectra via smoothing splines
Biometrika | 2008-03-11 | Paper |
Discrimination and Classification of Nonstationary Time Series Using the SLEX Model
Journal of the American Statistical Association | 2007-08-20 | Paper |
A State space approach to bootstrapping conditional forecasts in arma models
Journal of Time Series Analysis | 2007-05-29 | Paper |
| scientific article; zbMATH DE number 5040166 (Why is no real title available?) | 2006-07-12 | Paper |
| scientific article; zbMATH DE number 2154631 (Why is no real title available?) | 2005-04-09 | Paper |
The spectral envelope and its applications.
Statistical Science | 2004-05-27 | Paper |
Optimal transformations and the spectral envelope for real-valued time series
Journal of Statistical Planning and Inference | 2004-02-12 | Paper |
Local spectral envelope: An approach using dyadic tree-based adaptive segmentation
Annals of the Institute of Statistical Mathematics | 2002-08-20 | Paper |
| Detecting Common Signals in Multiple Time Series Using the Spectral Envelope | 2002-07-30 | Paper |
Localized spectral envelope
Resenhas do Instituto do Matemática e Estatística da Universidade de São Paulo | 2002-01-28 | Paper |
| scientific article; zbMATH DE number 1447423 (Why is no real title available?) | 2000-05-16 | Paper |
Matching sequences: Cross-spectral analysis of categorical time series
Biometrika | 1998-01-01 | Paper |
Spectral analysis for categorical time series: Scaling and the spectral envelope
Biometrika | 1994-10-25 | Paper |
| scientific article; zbMATH DE number 218841 (Why is no real title available?) | 1993-06-29 | Paper |
| Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter | 1993-04-01 | Paper |
MULTIVARIATE WALSH-FOURIER ANALYSIS
Journal of Time Series Analysis | 1990-01-01 | Paper |
Regression from another angle
Communications in Statistics: Theory and Methods | 1990-01-01 | Paper |
Bivariate exponential and geometric autoregressive and autoregressive moving average models
Advances in Applied Probability | 1988-01-01 | Paper |
WALSH-FOURIER ANALYSIS OF DISCRETE-VALUED TIME SERIES
Journal of Time Series Analysis | 1987-01-01 | Paper |
Moving-average models with bivariate exponential and geometric distributions
Journal of Applied Probability | 1987-01-01 | Paper |
| Estimation and Identification of Space-Time ARMAX Models in the Presence of Missing Data | 1986-01-01 | Paper |
CENTRAL LIMIT THEOREMS FOR FINITE WALSH-FOURIER TRANSFORMS OF WEAKLY STATIONARY TIME SERIES
Journal of Time Series Analysis | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3945186 (Why is no real title available?) | 1985-01-01 | Paper |
AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
Journal of Time Series Analysis | 1982-07-01 | Paper |
AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
Journal of Time Series Analysis | 1982-01-01 | Paper |
