-
1
-
-
0142010570
-
Wavelet methods for continuous time prediction using Hilbert-valued autoregressive processes
-
Antoniadis A., and Sapatinas T. Wavelet methods for continuous time prediction using Hilbert-valued autoregressive processes. Journal of Multivariate Analysis 87 (2003) 133-158
-
(2003)
Journal of Multivariate Analysis
, vol.87
, pp. 133-158
-
-
Antoniadis, A.1
Sapatinas, T.2
-
8
-
-
19744369661
-
Functional linear regression analysis for longitudinal data
-
Yao F., Müller H.-G., and Wang J.-L. Functional linear regression analysis for longitudinal data. The Annals of Statistics 33 (2005) 2873-2903
-
(2005)
The Annals of Statistics
, vol.33
, pp. 2873-2903
-
-
Yao, F.1
Müller, H.-G.2
Wang, J.-L.3
-
11
-
-
70249135396
-
Effect of substorms on the magnetic field variability at mid- and low-latitudes
-
Technical Report, Utah State University
-
P. Kokoszka, I. Maslova, J. Sojka, L. Zhu, Effect of substorms on the magnetic field variability at mid- and low-latitudes, Technical Report, Utah State University, 2008
-
(2008)
-
-
Kokoszka, P.1
Maslova, I.2
Sojka, J.3
Zhu, L.4
-
12
-
-
0017875638
-
The problem of the Nile: Conditional solution to a change-point problem
-
Cobb G.W. The problem of the Nile: Conditional solution to a change-point problem. Biometrika 65 (1978) 243-251
-
(1978)
Biometrika
, vol.65
, pp. 243-251
-
-
Cobb, G.W.1
-
13
-
-
33749848531
-
Use of cummulative sums of squares for retrospective detection of change of variance
-
Inclán C., and Tiao G.C. Use of cummulative sums of squares for retrospective detection of change of variance. Journal of American Statistical Association 89 (1994) 913-923
-
(1994)
Journal of American Statistical Association
, vol.89
, pp. 913-923
-
-
Inclán, C.1
Tiao, G.C.2
-
14
-
-
21844489475
-
Testing for a change in the parameter values and order of an autoregressive model
-
Davis R.D., Huang D., and Yao Y.-C. Testing for a change in the parameter values and order of an autoregressive model. The Annals of Statistics 23 (1995) 282-304
-
(1995)
The Annals of Statistics
, vol.23
, pp. 282-304
-
-
Davis, R.D.1
Huang, D.2
Yao, Y.-C.3
-
17
-
-
0012280748
-
Testing for changes in multivariate dependent observations with applications to temperature changes
-
Horváth L., Kokoszka P.S., and Steinebach J. Testing for changes in multivariate dependent observations with applications to temperature changes. Journal of Multivariate Analysis 68 (1999) 96-119
-
(1999)
Journal of Multivariate Analysis
, vol.68
, pp. 96-119
-
-
Horváth, L.1
Kokoszka, P.S.2
Steinebach, J.3
-
18
-
-
0000661999
-
Change-point estimation in ARCH models
-
Kokoszka P.S., and Leipus R. Change-point estimation in ARCH models. Bernoulli 6 (2000) 513-539
-
(2000)
Bernoulli
, vol.6
, pp. 513-539
-
-
Kokoszka, P.S.1
Leipus, R.2
-
19
-
-
70350150813
-
Detecting changes in the mean of functional observations
-
in press
-
I. Berkes, R. Gabrys, L. Horváth, P. Kokoszka, Detecting changes in the mean of functional observations. Journal of the Royal Statistical Society, Series B (2009+) (in press)
-
Journal of the Royal Statistical Society, Series B (2009+)
-
-
Berkes, I.1
Gabrys, R.2
Horváth, L.3
Kokoszka, P.4
-
22
-
-
0000957849
-
Asymptotic theory for principal component analysis of a vector random function
-
Dauxois J., Pousse A., and Romain Y. Asymptotic theory for principal component analysis of a vector random function. Journal of Multivariate Analysis 12 (1982) 136-154
-
(1982)
Journal of Multivariate Analysis
, vol.12
, pp. 136-154
-
-
Dauxois, J.1
Pousse, A.2
Romain, Y.3
|