Harmonic analysis
Focus Article
Steven G. Krantz
Published Online: Jan 04 2011
DOI:10.1002/wics.143
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Time Series, Stochastic Processes, and Functional Data
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- Overviews (7)
- Advanced Reviews (14)
- Focus Articles (11)
Time Series, Stochastic Processes, and Functional Data
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 29 2020
DOI:10.1002/wics.1525
Nonparametric covariance estimation with shrinkage toward stationary models
Focus Article
Yoonkyung Lee, Tayler A. Blake
Published Online: Mar 20 2020
DOI:10.1002/wics.1507
Animal movement models for multiple individuals
Overview
Frances E. Buderman, Henry R. Scharf
Published Online: Mar 09 2020
DOI:10.1002/wics.1506
Stationary count time series models
Overview
Christian H. Weiß
Published Online: Feb 14 2020
DOI:10.1002/wics.1502
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
An adapted vector autoregressive expectation maximization imputation algorithm for climate data networks
Advanced Review
Lynne Seymour, Benjamin J. Washington
Published Online: Dec 25 2019
DOI:10.1002/wics.1494
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
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
Unit root tests
Advanced Review
Edward Herranz
Published Online: Apr 04 2017
DOI:10.1002/wics.1396
Simultaneous confidence bands for the mean of functional data
Overview
David Degras
Published Online: Mar 28 2017
DOI:10.1002/wics.1397
Periodic autoregressive moving average methods based on Fourier representation of periodic coefficients
Overview
Anna E. Dudek, Harry Hurd, Wioletta Wójtowicz
Published Online: Apr 27 2016
DOI:10.1002/wics.1380
Robust estimation of (partial) autocorrelation
Advanced Review
Alexander Dürre, Roland Fried, Tobias Liboschik
Published Online: Mar 31 2015
DOI:10.1002/wics.1351
Volatility analysis in high‐frequency financial data
Focus Article
Yazhen Wang, Jian Zou
Published Online: Sep 26 2014
DOI:10.1002/wics.1330
Computational finance: correlation, volatility, and markets
Advanced Review
Katherine Bennett Ensor, Ginger M. Koev
Published Online: Jul 25 2014
DOI:10.1002/wics.1323
Electroencephalogram‐sleep study
Focus Article
Alexandra Piryatinska
Published Online: Jun 05 2013
DOI:10.1002/wics.1261
Covariance structure of spatial and spatiotemporal processes
Focus Article
Peter Guttorp, Alexandra M. Schmidt
Published Online: May 23 2013
DOI:10.1002/wics.1259
Time series factor models
Focus Article
Katherine Bennett Ensor
Published Online: Feb 07 2013
DOI:10.1002/wics.1245
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
Fractal and multifractal geometry: scaling symmetry and statistics
Advanced Review
Michael Frame, William Martino
Published Online: Mar 22 2012
DOI:10.1002/wics.1207
Volatility forecasts evaluation and comparison
Overview
Sébastien Laurent, Francesco Violante
Published Online: Aug 22 2011
DOI:10.1002/wics.190
The Taguchi method
Focus Article
Amitava Mitra
Published Online: Apr 15 2011
DOI:10.1002/wics.169
Autoregressive processes
Overview
P. J. Brockwell
Published Online: Mar 23 2011
DOI:10.1002/wics.163
Software reliability
Advanced Review
Refik Soyer
Published Online: Mar 09 2011
DOI:10.1002/wics.159
Fractal (fractional) Brownian motion
Advanced Review
Winston C. Chow
Published Online: Jan 07 2011
DOI:10.1002/wics.142