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publications

(209)   

• Another look at the forecast performance of ARFIMA models
  Craig Ellis and Patrick Wilson International Review of Financial Analysis13(1):63--81002004.
  to series Time by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• The Chow-Lin method using dynamic models
  J. M. C. Santos Silva and F. N. Cardoso Economic Modelling18(2):269--280Apr2001.
  to Cointegrated series by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Modelling and forecasting in an energy demand system with high and low frequency information
  Ian D. McAvinchey Economic Modelling20(1):207--226Jan2003.
  to data Time series by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Two stage reliability tests for new series systems
  X. H. Zhou and S. Blumenthal Journal of Statistical Planning and Inference33(3):345--366Dec1992.
  to system Series by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Time series decomposition and measurement of business cycles, trends and growth cycles
  Victor Zarnowitz and Ataman Ozyildirim Journal of Monetary Economics53(7):1717--1739Oct2006.
  to decomposition series Time by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Comparison of linear signal processing techniques to infer directed interactions in multivariate neural systems
  Matthias Winterhalder and Björn Schelter and Wolfram Hesse and Karin Schwab and Lutz Leistritz and Daniel Klan and Reinhard Bauer and Jens Timmer and Herbert Witte Signal Processing85(11):2137--2160Nov2005.
  to analysis time Multivariate series by smicha and 1 other person on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Maximum likelihood estimation of magnitude-squared multiple and ordinary coherence
  A. T. Walden Signal Processing19(1):75--82Jan1990.
  to series Hypergeometric by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Testing nonstationary time series for Gaussianity and linearity using the evolutionary bispectrum: An application to internet traffic data
  Eleni P. Tsolaki Signal Processing88(6):1355--1367Jun2008.
  to series time Nonstationary by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Multivariate stochastic volatility with Bayesian dynamic linear models
  K. Triantafyllopoulos Journal of Statistical Planning and Inference138(4):1021--1037Apr2008.
  to series Time by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• On multivariate nonlinear regression models with stationary correlated errors
  Gy. Terdik and T. Subba Rao and S. Rao Jammalamadaka Journal of Statistical Planning and Inference137(11):3793--3814Nov2007.
  to series Multivariate time by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Statistical analysis of a class of factor time series models
  Masanobu Taniguchi and Kousuke Maeda and Madan L. Puri Journal of Statistical Planning and Inference136(7):2367--2380Jul2006.
  to time model Factor series by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Bayesian analysis for two-components systems and a conjugate family of bivariate densities
  F. Spizzichino Statistics \& Probability Letters11(1):17--25Jan1991.
  to Series and parallel systems by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Parameter estimation in a stationary autoregressive process with correlated multiple observations
  S. Sethuraman and I. V. Basawa Journal of Statistical Planning and Inference39(2):137--154Apr1994.
  to Panel time series by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence
  S. Sethuraman and I. V. Basawa Statistics \& Probability Letters31(4):285--293Feb1997.
  to series Time by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• A note on central limit theorems for lattice models
  S. G. Sajjan Journal of Statistical Planning and Inference83(2):283--290Feb2000.
  to Time series by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Convergence of random power series with pairwise independent Banach-space-valued coefficients
  Markus Roters Statistics \& Probability Letters18(2):121--123Sep1993.
  to Random power series by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• On the limiting behavior of tail series
  Andrew Rosalsky Journal of Statistical Planning and Inference137(3):935--944Mar2007.
  to series of variables random Almost certainly convergent by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Symbolic time series analysis via wavelet-based partitioning
  Venkatesh Rajagopalan and Asok Ray Signal Processing86(11):3309--3320Nov2006.
  to series analysis time Symbolic by smicha and 1 other person on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• On the criterion function for ARMA estimation
  D. S. G. Pollock Journal of Statistical Planning and Inference36(2-3):413--430001993.
  to series Time by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• On the aliasing error upper bound for homogeneous random fields
  Tibor Pog'any Signal Processing33(1):127--129Jul1993.
  to expansion cardinal series Sampling by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX