SLEX Analysis of Multivariate Nonstationary Time Series
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Publication:5754834
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- Break point detection for functional covariance
- Bayesian circular lattice filters for computationally efficient estimation of multivariate time-varying autoregressive models
- An Algebraic Estimator for Large Spectral Density Matrices
- Factor modeling of multivariate time series: a frequency components approach
- Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences
- A test for second-order stationarity of time series based on unsystematic sub-samples
- Time series clustering and classification via frequency domain methods
- Time-varying correlation for noncentered nonstationary time series: simultaneous inference and visualization
- Most Recent Changepoint Detection in Panel Data
- High-dimensional change point detection with missing values
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- High-Dimensional Variable Clustering based on Maxima of a Weakly Dependent Random Process
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- Functional-coefficient models for multivariate time series in designed experiments: with applications to brain signals
- Spectral synchronicity in brain signals
- Spectral change point estimation for high-dimensional time series by sparse tensor decomposition
- Generalized linear spectral models for locally stationary processes
- Nonlinear wavelet threshold estimation of time-varying covariance matrices in a log-Euclidean manifold
- Modeling nonstationary time series using locally stationary basis processes
- Bayesian Nonparametric Spectral Analysis of Locally Stationary Processes
- Principal component analysis using frequency components of multivariate time series
- Local linear quantile estimation for nonstationary time series
- Entropy-based wavelet de-noising method for time series analysis
- Uniform change point tests in high dimension
- Time-dependent frequency domain principal components analysis of multichannel non-stationary signals
- Classification of multivariate non-stationary signals: the SLEX-shrinkage approach
- Non-stationary structural model with time-varying demand elasticities
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