Clustering multivariate time series using energy distance
Davis, Richard A., Fernandes, Leon, Fokianos, Konstantinos
Published in Journal of time series analysis (01.09.2023)
Published in Journal of time series analysis (01.09.2023)
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Journal Article
Structural Break Estimation for Nonstationary Time Series Models
Davis, Richard A, Lee, Thomas C. M, Rodriguez-Yam, Gabriel A
Published in Journal of the American Statistical Association (01.03.2006)
Published in Journal of the American Statistical Association (01.03.2006)
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Journal Article
The pairwise beta distribution: A flexible parametric multivariate model for extremes
Cooley, Daniel, Davis, Richard A., Naveau, Philippe
Published in Journal of multivariate analysis (01.10.2010)
Published in Journal of multivariate analysis (01.10.2010)
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Journal Article
Sparse Vector Autoregressive Modeling
Davis, Richard A., Zang, Pengfei, Zheng, Tian
Published in Journal of computational and graphical statistics (01.12.2016)
Published in Journal of computational and graphical statistics (01.12.2016)
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Journal Article
Count Time Series: A Methodological Review
Davis, Richard A., Fokianos, Konstantinos, Holan, Scott H., Joe, Harry, Livsey, James, Lund, Robert, Pipiras, Vladas, Ravishanker, Nalini
Published in Journal of the American Statistical Association (03.05.2021)
Published in Journal of the American Statistical Association (03.05.2021)
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Journal Article
Self-Excited Threshold Poisson Autoregression
Wang, Chao, Liu, Heng, Yao, Jian-Feng, Davis, Richard A, Li, Wai Keung
Published in Journal of the American Statistical Association (01.06.2014)
Published in Journal of the American Statistical Association (01.06.2014)
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Journal Article