arXiv 2019-02-27 EN Adaptation for nonparametric estimators of locally stationary processes Dahlhaus, Rainer · Richter, Stefan
arXiv 2018-10-05 EN Sliced Average Variance Estimation for Multivariate Time Series Matilainen, Markus · Croux, Christophe · Nordhausen, Klaus · Oja, Hannu
arXiv 2018-08-09 EN Random forest prediction of Alzheimer's disease using pairwise selection from time series data Moore, Paul · Lyons, Terry · Gallacher, John
arXiv 2018-02-03 EN A new integer-valued AR(1) process based on power series thinning operator Mahmoudi, Eisa · Rostami, Ameneh · Roozegar, Rasool
arXiv 2016-12-30 EN Identification-robust moment-based tests for Markov-switching in autoregressive models Dufour, Jean-Marie · Luger, Richard
arXiv 2016-11-04 EN Improved weather generator algorithm for multisite simulation of precipitation and temperature King, Leanna M. · McLeod, Ian · Simonovic, Slobodan P.
arXiv 2016-11-04 EN Computer Algebra Derivation of the Bias of Burg Estimators Zhang, Ying · McLeod, A. Ian
arXiv 2016-10-25 EN Distributed and parallel time series feature extraction for industrial big data applications Christ, Maximilian · Kempa-Liehr, Andreas W. · Feindt, Michael
arXiv 2016-10-19 EN On the frequency variogram and on frequency domain methods for the analysis of spatio-temporal data Rao, T. Subba · Terdik, Gy.
arXiv 2016-03-21 EN Simulation Study Comparing Two Tests of Second-order Stationarity and Confidence Intervals for Localized Autocovariance Nason, Guy
arXiv 2016-02-16 EN Fluctuation analysis of high frequency electric power load in the Czech Republic Kracík, Jiří · Lavička, Hynek
arXiv 2015-03-11 EN The Optimised Theta Method Fioruci, José Augusto · Pellegrini, Tiago Ribeiro · Louzada, Francisco · Petropoulos, Fotios
arXiv 2014-11-10 EN A power-law decay model with autocorrelation for posting data to social networking services Fujiyama, Toshifumi · Matsui, Chihiro · Takemura, Akimichi
arXiv 2014-09-05 EN On Optimal Multiple Changepoint Algorithms for Large Data Maidstone, Robert · Hocking, Toby · Rigaill, Guillem · Fearnhead, Paul
arXiv 2014-09-05 EN Efficiency of change point tests in high dimensional settings Aston, John A. D. · Kirch, Claudia
arXiv 2014-01-24 EN The Taylor property in non-negative bilinear models Gonçalves, Esmeralda · Martins, Cristina · Mendes-Lopes, Nazaré
arXiv 2012-12-28 EN Maximum Likelihood Estimation for Conditionally Heteroscedastic Models when the Innovation Process is in the Domain of Attraction of a Stable Law Lepage, Guillaume