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.

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.

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.

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.