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Volatility and dynamic dependence modeling: Review, applications, and financial risk management

Advanced Review
Chun Yin Ip, Cliff C. Y. Lo, Amanda M. Y. Chu, Mike K. P. So
Published Online: Jun 22 2021
DOI:10.1002/wics.1567

Abstract Full article on Wiley Online Library:   HTML | PDF
Community detection in complex networks: From statistical foundations to data science applications

Overview
Yulia R. Gel, Yahui Tian, Asim K. Dey
Published Online: Jun 04 2021
DOI:10.1002/wics.1566

Abstract Full article on Wiley Online Library:   HTML | PDF
A review of second‐order blind identification methods

Overview
Klaus Nordhausen, Sara Taskinen, Markus Matilainen, Yan Pan
Published Online: Feb 08 2021
DOI:10.1002/wics.1550

Abstract Full article on Wiley Online Library:   HTML | PDF
An introduction to persistent homology for time series

Primer
Nalini Ravishanker, Renjie Chen
Published Online: Feb 04 2021
DOI:10.1002/wics.1548

Abstract Full article on Wiley Online Library:   HTML | PDF
From object detection to text detection and recognition: A brief evolution history of optical character recognition

Advanced Review
Haifeng Wang, Changzai Pan, Xiao Guo, Chunlin Ji, Ke Deng
Published Online: Jan 25 2021
DOI:10.1002/wics.1547

Abstract Full article on Wiley Online Library:   HTML | PDF
Ordinal regression: A review and a taxonomy of models

Advanced Review
Gerhard Tutz
Published Online: Jan 12 2021
DOI:10.1002/wics.1545

Abstract Full article on Wiley Online Library:   HTML | PDF
Genome‐wide prediction of chromatin accessibility based on gene expression

Focus Article
Weiqiang Zhou, Hongkai Ji
Published Online: Dec 17 2020
DOI:10.1002/wics.1544

Abstract Full article on Wiley Online Library:   HTML | PDF
Differential equations in data analysis

Advanced Review
Itai Dattner
Published Online: Nov 30 2020
DOI:10.1002/wics.1534

Abstract Full article on Wiley Online Library:   HTML | PDF
Advances in statistical modeling of spatial extremes

Advanced Review
Raphaël Huser, Jennifer L. Wadsworth
Published Online: Nov 20 2020
DOI:10.1002/wics.1537

Abstract Full article on Wiley Online Library:   HTML | PDF
On semiparametric regression in functional data analysis

Advanced Review
Nengxiang Ling, Philippe Vieu
Published Online: Nov 17 2020
DOI:10.1002/wics.1538

Abstract Full article on Wiley Online Library:   HTML | PDF
A review study of functional autoregressive models with application to energy forecasting

Advanced Review
Ying Chen, Thorsten Koch, Kian Guan Lim, Xiaofei Xu, Nazgul Zakiyeva
Published Online: Jul 28 2020
DOI:10.1002/wics.1525

Abstract Full article on Wiley Online Library:   HTML | PDF
Differential network analysis: A statistical perspective

Advanced Review
Ali Shojaie
Published Online: Apr 06 2020
DOI:10.1002/wics.1508

Abstract Full article on Wiley Online Library:   HTML | PDF
Clustering of multivariate geostatistical data

Focus Article
Francky Fouedjio
Published Online: Mar 26 2020
DOI:10.1002/wics.1510

Abstract Full article on Wiley Online Library:   HTML | PDF
Nonparametric covariance estimation with shrinkage toward stationary models

Focus Article
Tayler A. Blake, Yoonkyung Lee
Published Online: Mar 20 2020
DOI:10.1002/wics.1507

Abstract Full article on Wiley Online Library:   HTML | PDF
Bayesian spatial and spatiotemporal models based on multiscale factorizations

Advanced Review
Marco A. R. Ferreira
Published Online: Mar 17 2020
DOI:10.1002/wics.1509

Abstract Full article on Wiley Online Library:   HTML | PDF
Animal movement models for multiple individuals

Overview
Henry R. Scharf, Frances E. Buderman
Published Online: Mar 09 2020
DOI:10.1002/wics.1506

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Stationary count time series models

Overview
Christian H. Weiß
Published Online: Feb 13 2020
DOI:10.1002/wics.1502

Abstract Full article on Wiley Online Library:   HTML | PDF
Individualized inference through fusion learning

Advanced Review
Chencheng Cai, Rong Chen, Min‐ge Xie
Published Online: Jan 13 2020
DOI:10.1002/wics.1498

Abstract Full article on Wiley Online Library:   HTML | PDF
Particularities and commonalities of singular spectrum analysis as a method of time series analysis and signal processing

Advanced Review
Nina Golyandina
Published Online: Jan 09 2020
DOI:10.1002/wics.1487

Abstract Full article on Wiley Online Library:   HTML | PDF
An adapted vector autoregressive expectation maximization imputation algorithm for climate data networks

Advanced Review
Benjamin J. Washington, Lynne Seymour
Published Online: Dec 25 2019
DOI:10.1002/wics.1494

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Review of univariate and bivariate exponentiated exponential‐geometric distributions

Overview
Felix Famoye, Carl Lee
Published Online: Aug 02 2019
DOI:10.1002/wics.1481

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Computation of exact probabilities associated with overlapping pattern occurrences

Focus Article
Donald E. K. Martin
Published Online: Jul 05 2019
DOI:10.1002/wics.1477

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Goodness‐of‐fit testing in sparse contingency tables when the number of variables is large

Advanced Review
Mark Reiser
Published Online: Jun 09 2019
DOI:10.1002/wics.1470

Abstract Full article on Wiley Online Library:   HTML | PDF
Insurance risk assessment in the face of climate change: Integrating data science and statistics

Advanced Review
Vyacheslav Lyubchich, Nathaniel K. Newlands, Azar Ghahari, Tahir Mahdi, Yulia R. Gel
Published Online: Apr 17 2019
DOI:10.1002/wics.1462

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Multiple and multiway correspondence analysis

Advanced Review
Eric J. Beh, Rosaria Lombardo
Published Online: Apr 08 2019
DOI:10.1002/wics.1464

Abstract Full article on Wiley Online Library:   HTML | PDF
On sufficient dimension reduction for functional data: Inverse moment‐based methods

Advanced Review
Jun Song
Published Online: Mar 27 2019
DOI:10.1002/wics.1459

Abstract Full article on Wiley Online Library:   HTML | PDF
Statistical nonparametric mapping: Multivariate permutation tests for location, correlation, and regression problems in neuroimaging

Advanced Review
Nathaniel E. Helwig
Published Online: Jan 22 2019
DOI:10.1002/wics.1457

Abstract Full article on Wiley Online Library:   HTML | PDF
Time series clustering and classification via frequency domain methods

Focus Article
Scott H. Holan, Nalini Ravishanker
Published Online: Jul 20 2018
DOI:10.1002/wics.1444

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Spatial modeling with R‐INLA: A review

Advanced Review
Haakon Bakka, Håvard Rue, Geir‐Arne Fuglstad, Andrea Riebler, David Bolin, Janine Illian, Elias Krainski, Daniel Simpson, Finn Lindgren
Published Online: Jul 05 2018
DOI:10.1002/wics.1443

Abstract Full article on Wiley Online Library:   HTML | PDF
A survey on theoretical advances of community detection in networks

Advanced Review
Yunpeng Zhao
Published Online: Jun 14 2017
DOI:10.1002/wics.1403

Abstract Full article on Wiley Online Library:   HTML | PDF
Unit root tests

Advanced Review
Edward Herranz
Published Online: Apr 04 2017
DOI:10.1002/wics.1396

Abstract Full article on Wiley Online Library:   HTML | PDF
Simultaneous confidence bands for the mean of functional data

Overview
David Degras
Published Online: Mar 28 2017
DOI:10.1002/wics.1397

Abstract Full article on Wiley Online Library:   HTML | PDF
On nearest‐neighbor Gaussian process models for massive spatial data

Overview
Abhirup Datta, Sudipto Banerjee, Andrew O. Finley, Alan E. Gelfand
Published Online: Aug 04 2016
DOI:10.1002/wics.1383

Abstract Full article on Wiley Online Library:   HTML | PDF
Periodic autoregressive moving average methods based on Fourier representation of periodic coefficients

Overview
Wioletta Wójtowicz, Harry Hurd, Anna E. Dudek
Published Online: Apr 27 2016
DOI:10.1002/wics.1380

Abstract Full article on Wiley Online Library:   HTML | PDF
Statistical methods for complex event processing and real time decision making

Overview
Patrick H. Tendick, Lorraine Denby, Wen‐Hua Ju
Published Online: Nov 23 2015
DOI:10.1002/wics.1372

Abstract Full article on Wiley Online Library:   HTML | PDF
The limits of multiplexing

Focus Article
Dan Shen, D. P. Dittmer, J. S. Marron
Published Online: Aug 18 2015
DOI:10.1002/wics.1364

Abstract Full article on Wiley Online Library:   HTML | PDF
Bayesian wombling: finding rapid change in spatial maps

Focus Article
Alan E. Gelfand, Sudipto Banerjee
Published Online: Aug 04 2015
DOI:10.1002/wics.1360

Abstract Full article on Wiley Online Library:   HTML | PDF
Agent‐based models in sociology

Advanced Review
Federico Bianchi, Flaminio Squazzoni
Published Online: Jun 05 2015
DOI:10.1002/wics.1356

Abstract Full article on Wiley Online Library:   HTML | PDF
Higher‐order sliced inverse regressions

Overview
Shanshan Ding, R. Dennis Cook
Published Online: May 19 2015
DOI:10.1002/wics.1354

Abstract Full article on Wiley Online Library:   HTML | PDF
Robust estimation of (partial) autocorrelation

Advanced Review
Alexander Dürre, Roland Fried, Tobias Liboschik
Published Online: Mar 31 2015
DOI:10.1002/wics.1351

Abstract Full article on Wiley Online Library:   HTML | PDF
Anomaly detection in dynamic networks: a survey

Advanced Review
Stephen Ranshous, Shitian Shen, Danai Koutra, Steve Harenberg, Christos Faloutsos, Nagiza F. Samatova
Published Online: Mar 21 2015
DOI:10.1002/wics.1347

Abstract Full article on Wiley Online Library:   HTML | PDF
Visualizing large graphs

Advanced Review
Yifan Hu, Lei Shi
Published Online: Jan 12 2015
DOI:10.1002/wics.1343

Abstract Full article on Wiley Online Library:   HTML | PDF
Modern perspectives on statistics for spatio‐temporal data

Overview
Christopher K. Wikle
Published Online: Nov 20 2014
DOI:10.1002/wics.1341

Abstract Full article on Wiley Online Library:   HTML | PDF
Volatility analysis in high‐frequency financial data

Focus Article
Jian Zou, Yazhen Wang
Published Online: Sep 26 2014
DOI:10.1002/wics.1330

Abstract Full article on Wiley Online Library:   HTML | PDF
Computational finance: correlation, volatility, and markets

Advanced Review
Katherine Bennett Ensor, Ginger M. Koev
Published Online: Jul 25 2014
DOI:10.1002/wics.1323

Abstract Full article on Wiley Online Library:   HTML | PDF
Community detection in large‐scale networks: a survey and empirical evaluation

Advanced Review
Nagiza Samatova, Kanchana Padmanabhan, Ramona Seay, Jitendra Harlalka, Stephen Ranshous, L. Gjeltema, Gonzalo Bello, Steve Harenberg
Published Online: Jul 22 2014
DOI:10.1002/wics.1319

Abstract Full article on Wiley Online Library:   HTML | PDF
Hierarchical modeling in spatial epidemiology

Overview
Andrew B. Lawson
Published Online: Jul 22 2014
DOI:10.1002/wics.1315

Abstract Full article on Wiley Online Library:   HTML | PDF
Matching and record linkage

Overview
William E. Winkler
Published Online: Jul 02 2014
DOI:10.1002/wics.1317

Abstract Full article on Wiley Online Library:   HTML | PDF
Estimation of variances and covariances for high‐dimensional data: a selective review

Advanced Review
Tiejun Tong, Cheng Wang, Yuedong Wang
Published Online: Jun 17 2014
DOI:10.1002/wics.1308

Abstract Full article on Wiley Online Library:   HTML | PDF
Applying statistical thinking to ‘Big Data’ problems

Advanced Review
Roger W. Hoerl, Ronald D. Snee, Richard D. De Veaux
Published Online: Jun 13 2014
DOI:10.1002/wics.1306

Abstract Full article on Wiley Online Library:   HTML | PDF
Bias in parametric estimation: reduction and useful side‐effects

Advanced Review
Ioannis Kosmidis
Published Online: Mar 25 2014
DOI:10.1002/wics.1296

Abstract Full article on Wiley Online Library:   HTML | PDF
Tessellation

Focus Article
Daisy Phillips
Published Online: Mar 25 2014
DOI:10.1002/wics.1298

Abstract Full article on Wiley Online Library:   HTML | PDF
Sparse matrix computations with application to solve system of nonlinear equations

Advanced Review
Shahadat Hossain, Trond Steihaug
Published Online: Aug 08 2013
DOI:10.1002/wics.1269

Abstract Full article on Wiley Online Library:   HTML | PDF
Electroencephalogram‐sleep study

Focus Article
Alexandra Piryatinska
Published Online: Jun 05 2013
DOI:10.1002/wics.1261

Abstract Full article on Wiley Online Library:   HTML | PDF
Covariance structure of spatial and spatiotemporal processes

Focus Article
Peter Guttorp, Alexandra M. Schmidt
Published Online: May 23 2013
DOI:10.1002/wics.1259

Abstract Full article on Wiley Online Library:   HTML | PDF
Identification of significant features in DNA microarray data

Overview
Eric Bair
Published Online: May 21 2013
DOI:10.1002/wics.1260

Abstract Full article on Wiley Online Library:   HTML | PDF
Conditional inference given partial information in contingency tables using Markov bases

Advanced Review
Vishesh Karwa, Aleksandra Slavkovic
Published Online: Apr 19 2013
DOI:10.1002/wics.1256

Abstract Full article on Wiley Online Library:   HTML | PDF
Multiple factor analysis: principal component analysis for multitable and multiblock data sets

Overview
Hervé Abdi, Lynne J. Williams, Domininique Valentin
Published Online: Feb 14 2013
DOI:10.1002/wics.1246

Abstract Full article on Wiley Online Library:   HTML | PDF
Time series factor models

Focus Article
Katherine Bennett Ensor
Published Online: Feb 07 2013
DOI:10.1002/wics.1245

Abstract Full article on Wiley Online Library:   HTML | PDF
Selection of multinomial logit models via association rules analysis

Advanced Review
Pannapa Changpetch, Dennis K.J. Lin
Published Online: Dec 26 2012
DOI:10.1002/wics.1242

Abstract Full article on Wiley Online Library:   HTML | PDF
Examples of understanding safety data using graphical methods

Advanced Review
Richard Anziano, Robert Gordon
Published Online: Dec 26 2012
DOI:10.1002/wics.1243

Abstract Full article on Wiley Online Library:   HTML | PDF
Heavy‐tailed densities

Focus Article
Javier Rojo
Published Online: Dec 26 2012
DOI:10.1002/wics.1236

Abstract Full article on Wiley Online Library:   HTML | PDF
Scan statistics on graphs

Focus Article
David Marchette
Published Online: Jun 29 2012
DOI:10.1002/wics.1217

Abstract Full article on Wiley Online Library:   HTML | PDF
Computational methods for climate data

Advanced Review
Hesham El‐Askary, Mohamed Allali, Cyril Rakovski, Anup Prasad, Menas Kafatos, Daniele Struppa
Published Online: May 25 2012
DOI:10.1002/wics.1213

Abstract Full article on Wiley Online Library:   HTML | PDF
Fractal and multifractal geometry: scaling symmetry and statistics

Advanced Review
Michael Frame, William Martino
Published Online: Mar 22 2012
DOI:10.1002/wics.1207

Abstract Full article on Wiley Online Library:   HTML | PDF
The editing of statistical data: methods and techniques for the efficient detection and correction of errors and missing values

Focus Article
Ton De Waal, Jeroen Pannekoek, Sander Scholtus
Published Online: Jan 05 2012
DOI:10.1002/wics.1194

Abstract Full article on Wiley Online Library:   HTML | PDF
Part‐of‐speech tagging

Focus Article
Angel R. Martinez
Published Online: Sep 30 2011
DOI:10.1002/wics.195

Abstract Full article on Wiley Online Library:   HTML | PDF
Bayesian modeling for large spatial datasets

Focus Article
Sudipto Banerjee, Montserrat Fuentes
Published Online: Aug 24 2011
DOI:10.1002/wics.187

Abstract Full article on Wiley Online Library:   HTML | PDF
Models for networks: a cross‐disciplinary science

Overview
Juan C. Vivar, David Banks
Published Online: Aug 24 2011
DOI:10.1002/wics.184

Abstract Full article on Wiley Online Library:   HTML | PDF
Volatility forecasts evaluation and comparison

Overview
Sébastien Laurent, Francesco Violante
Published Online: Aug 22 2011
DOI:10.1002/wics.190

Abstract Full article on Wiley Online Library:   HTML | PDF
Implicit translation

Advanced Review
David Marchette
Published Online: Jul 15 2011
DOI:10.1002/wics.181

Abstract Full article on Wiley Online Library:   HTML | PDF
Network topology measures

Advanced Review
Rex K. Kincaid, David J. Phillips
Published Online: Jun 14 2011
DOI:10.1002/wics.180

Abstract Full article on Wiley Online Library:   HTML | PDF
Data confidentiality

Advanced Review
Jerome P. Reiter
Published Online: Jun 08 2011
DOI:10.1002/wics.174

Abstract Full article on Wiley Online Library:   HTML | PDF
The Taguchi method

Focus Article
Amitava Mitra
Published Online: Apr 15 2011
DOI:10.1002/wics.169

Abstract Full article on Wiley Online Library:   HTML | PDF
Autoregressive processes

Overview
P. J. Brockwell
Published Online: Mar 23 2011
DOI:10.1002/wics.163

Abstract Full article on Wiley Online Library:   HTML | PDF
Image steganography and steganalysis

Overview
Mayra Bachrach, Frank Y. Shih
Published Online: Mar 10 2011
DOI:10.1002/wics.152

Abstract Full article on Wiley Online Library:   HTML | PDF
Software reliability

Advanced Review
Refik Soyer
Published Online: Mar 09 2011
DOI:10.1002/wics.159

Abstract Full article on Wiley Online Library:   HTML | PDF
Fractal (fractional) Brownian motion

Advanced Review
Winston C. Chow
Published Online: Jan 07 2011
DOI:10.1002/wics.142

Abstract Full article on Wiley Online Library:   HTML | PDF
Coping with high dimensionality in massive datasets

Overview
Jon R. Kettenring
Published Online: Jan 07 2011
DOI:10.1002/wics.141

Abstract Full article on Wiley Online Library:   HTML | PDF
Harmonic analysis

Focus Article
Steven G. Krantz
Published Online: Jan 04 2011
DOI:10.1002/wics.143

Abstract Full article on Wiley Online Library:   HTML | PDF
Streaming data

Advanced Review
William Szewczyk
Published Online: Nov 11 2010
DOI:10.1002/wics.130

Abstract Full article on Wiley Online Library:   HTML | PDF
Computational Statistics in MATLAB®

Focus Article
Wendy L. Martinez
Published Online: Nov 09 2010
DOI:10.1002/wics.138

Abstract Full article on Wiley Online Library:   HTML | PDF
Computer network optimization

Advanced Review
Hadi Rezazad
Published Online: Nov 02 2010
DOI:10.1002/wics.135

Abstract Full article on Wiley Online Library:   HTML | PDF
Circular data

Advanced Review
Alan Lee
Published Online: Jul 15 2010
DOI:10.1002/wics.98

Abstract Full article on Wiley Online Library:   HTML | PDF
Transfer functions

Focus Article
Stephen Pollock
Published Online: May 25 2010
DOI:10.1002/wics.87

Abstract Full article on Wiley Online Library:   HTML | PDF
Spatio‐temporal processes

Focus Article
Jane L. Harvill
Published Online: May 25 2010
DOI:10.1002/wics.88

Abstract Full article on Wiley Online Library:   HTML | PDF
Computational social science

Overview
Claudio Cioffi‐Revilla
Published Online: May 25 2010
DOI:10.1002/wics.95

Abstract Full article on Wiley Online Library:   HTML | PDF
Spectral estimation

Advanced Review
Konstantinos Fokianos
Published Online: Mar 19 2010
DOI:10.1002/wics.69

Abstract Full article on Wiley Online Library:   HTML | PDF
Class cover catch digraphs

Advanced Review
David Marchette
Published Online: Mar 19 2010
DOI:10.1002/wics.70

Abstract Full article on Wiley Online Library:   HTML | PDF
Censored data

Overview
Irène Gijbels
Published Online: Mar 19 2010
DOI:10.1002/wics.80

Abstract Full article on Wiley Online Library:   HTML | PDF
Nonstationarity

Advanced Review
Igor Zurbenko, Wei Yang
Published Online: Jan 13 2010
DOI:10.1002/wics.64

Abstract Full article on Wiley Online Library:   HTML | PDF
Long‐range dependence

Advanced Review
Jan Beran
Published Online: Jan 08 2010
DOI:10.1002/wics.52

Abstract Full article on Wiley Online Library:   HTML | PDF
Brownian bridge

Focus Article
Winston C. Chow
Published Online: Dec 01 2009
DOI:10.1002/wics.38

Abstract Full article on Wiley Online Library:   HTML | PDF
Autocovariance

Overview
P. J. Brockwell
Published Online: Nov 03 2009
DOI:10.1002/wics.20

Abstract Full article on Wiley Online Library:   HTML | PDF
Massive datasets

Advanced Review
Jon R. Kettenring
Published Online: Jul 13 2009
DOI:10.1002/wics.15

Abstract Full article on Wiley Online Library:   HTML | PDF
Data masking for disclosure limitation

Advanced Review
George Duncan, Lynne Stokes
Published Online: Jul 13 2009
DOI:10.1002/wics.3

Abstract Full article on Wiley Online Library:   HTML | PDF
Image restoration

Focus Article
Peihua Qiu
Published Online: Jul 13 2009
DOI:10.1002/wics.7

Abstract Full article on Wiley Online Library:   HTML | PDF
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