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01/02/2023
High-dimensional latent Gaussian count time series: Concentration results for autocovariances and applications
This work considers stationary vector count time series models defined v...
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10/13/2022
Trends in Northern Hemispheric Snow Presence
This paper develops a mathematical model and statistical methods to quan...
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11/28/2021
A Simple Necessary Condition For Independence of Real-Valued Random Variables
The standard method to check for the independence of two real-valued ran...
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11/21/2021
Seasonal Count Time Series
Count time series are widely encountered in practice. As with continuous...
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06/23/2021
Changepoint Detection: An Analysis of the Central England Temperature Series
This paper presents a statistical analysis of structural changes in the ...
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02/21/2021
Autocovariance Estimation in the Presence of Changepoints
This article studies estimation of a stationary autocovariance structure...
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01/06/2021
A Comparison of Single and Multiple Changepoint Techniques for Time Series Data
This paper describes and compares several prominent single and multiple ...
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06/18/2020
Short Communication: Detecting Possibly Frequent Change-points: Wild Binary Segmentation 2
This article comments on the new version of wild binary segmentation 2. ...
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11/01/2018
Latent Gaussian Count Time Series Modeling
This paper develops theory and methods for the copula modeling of statio...
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03/29/2018