David S. Stoffer

Available identifiers

zbMath Open stoffer.david-sMaRDI QIDQ993823

List of research outcomes

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	2022-09-15	Paper
A Note on Efficient Fitting of Stochastic Volatility Models	2021-06-30	Paper
Time Series: A Data Analysis Approach Using R	2019-06-17	Paper
Time Series Analysis and Its Applications	2017-03-16	Paper
Enveloping spectral surfaces: covariate dependent spectral analysis of categorical time series	2014-02-25	Paper
Nonlinear time series. Theory, methods and applications with R examples	2014-01-22	Paper
https://portal.mardi4nfdi.de/entity/Q5326832	2013-07-31	Paper
https://portal.mardi4nfdi.de/entity/Q3060353	2010-12-03	Paper
Smoothing spline ANOPOW	2010-09-20	Paper
Fitting Stochastic Volatility Models in the Presence of Irregular Sampling via Particle Methods and the EM Algorithm	2010-04-22	Paper
https://portal.mardi4nfdi.de/entity/Q3498088	2008-05-28	Paper
Automatic estimation of multivariate spectra via smoothing splines	2008-03-11	Paper
Discrimination and Classification of Nonstationary Time Series Using the SLEX Model	2007-08-20	Paper
A State space approach to bootstrapping conditional forecasts in arma models	2007-05-29	Paper
https://portal.mardi4nfdi.de/entity/Q5478309	2006-07-12	Paper
https://portal.mardi4nfdi.de/entity/Q4665172	2005-04-09	Paper
The spectral envelope and its applications.	2004-05-27	Paper
Optimal transformations and the spectral envelope for real-valued time series	2004-02-12	Paper
Local spectral envelope: An approach using dyadic tree-based adaptive segmentation	2002-08-20	Paper
Detecting Common Signals in Multiple Time Series Using the Spectral Envelope	2002-07-30	Paper
Localized spectral envelope	2002-01-28	Paper
https://portal.mardi4nfdi.de/entity/Q4954014	2000-05-16	Paper
Matching sequences: Cross-spectral analysis of categorical time series	1998-01-01	Paper
Spectral analysis for categorical time series: Scaling and the spectral envelope	1994-10-25	Paper
https://portal.mardi4nfdi.de/entity/Q4694428	1993-06-29	Paper
Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter	1993-04-01	Paper
MULTIVARIATE WALSH-FOURIER ANALYSIS	1990-01-01	Paper
Regression from another angle	1990-01-01	Paper
Bivariate exponential and geometric autoregressive and autoregressive moving average models	1988-01-01	Paper
WALSH-FOURIER ANALYSIS OF DISCRETE-VALUED TIME SERIES	1987-01-01	Paper
Moving-average models with bivariate exponential and geometric distributions	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	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3716145	1985-01-01	Paper
AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM	1982-07-01	Paper
AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM	1982-01-01	Paper

Research outcomes over time

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