Manuscripts on Time Series Analysis

Pdf versions of highlighted titles may be download.

1993

• Parametric and nonparametric discriminants for regional earthquakes and explosions (with A. D. R. McQuarrie and R. H. Shumway). Report PL-TR-93-2164, Phillips Laboratory, Hanscom Air Force Base, Massachusetts, 01731-3010.

1996

• On computing the expected Fisher information matrix for state-space model parameters (with R. H. Shumway). Statistics and Probability Letters, 26, 347-355.

1997

• A bootstrap corrected variant of AIC for state-space model selection (with R. H. Shumway). Statistica Sinica, 7, 473-496.
• Regression and time series model selection using variants of the Schwarz information criterion (with A. A. Neath). Communications in Statistics - Theory and Methods, 26, 559-580.

1999

• Assessing the predictive influence of cases in a state-space process (with W. O. Johnson). Biometrika, 86, 183-190.
• Time series spectral discriminants based on Kullback information measures (with an application to seismology) (with K. Hedberg). 1999 Proceedings of the American Statistical Association, Section on Statistics and the Environment, 64-69.

2001

• A diagnostic for assessing the influence of cases on the prediction of missing data (with J. J. Oleson). Journal of the Royal Statistical Society, Series D, 50, 427-440.
• Self-similarity index estimation via wavelets for locally self-similar processes (with Y. Wang and C. Song). Journal of Statistical Planning and Inference, 99, 91-110.
• A wavelet-based discriminant procedure for signal-plus-noise processes (with J. W. Davis). 2001 Proceedings of the American Statistical Association, Section on Physical and Engineering Sciences.

2003

• Self-similar processes and their wavelet analysis (with Y. Wang and J. W. Davis). In Stochastic Processes: Modeling and Simulation (Handbook of Statistics 21), edited by D.N. Shanbhag and C.R. Rao, pp. 93-135. Elsevier Science, Amsterdam, The Netherlands.
• Time-frequency discrimination of nonstationary processes based on wavelets (with J. W. Davis). 2003 Proceedings of the American Statistical Association, Section on Physical and Engineering Sciences.

2004

• An autoregressive model for analysis of ice sheet elevation change time series (with A. C. Ferguson and C. H. Davis). IEEE Transactions on Geoscience and Remote Sensing, 42, 2426-2436.

2006

• An improved Akaike information criterion for state-space model selection (with T. Bengtsson). Computational Statistics and Data Analysis, 50, 2635-2654.

2008

• State-space discrimination and clustering of atmospheric time series data based on Kullback information measures (with T. Bengtsson). Environmetrics, 19, 103-121.