Publications in area "Time Series Analysis, Spatio Temporal Modeling, Nonparametrics"

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Title	Published	SHARCNET Authors	Area
1. Regularized Autoregressive Multiple Frequency Estimation	2011	Chen B. and Gel, Y.	Time Series Analysis, Spatio Temporal Modeling, Nonparametrics
2. Banded regularization of covariance matrices in application to parameter estimation and forecasting of time series	2011	Bickel P. and Gel, Y.	Time Series Analysis, Spatio Temporal Modeling, Nonparametrics
3. Computationally Efficient Bootstrap Prediction Intervals for Returns and Volatilities in ARCH and GARCH Processes	2011	Chen B., Gel, Y., Balakrishna, N. and B. Abraham	Time Series Analysis, Spatio Temporal Modeling, Nonparametrics
4. Detecting Hidden Periodicities by Regularized Least Squares	2010	Chen B. and Gel, Y.	Time Series Analysis, Spatio Temporal Modeling, Nonparametrics
5. Combination of Levene-type tests and a finite-intersection method for testing equality of variances against ordered alternatives	2010	Noguchi K. and Gel, Y.	Time Series Analysis, Spatio Temporal Modeling, Nonparametrics
6. Test of fit for a Laplace distribution against heavier tailed alternatives	2010	Gel, Y.R.	Time Series Analysis, Spatio Temporal Modeling, Nonparametrics
7. The Impact of Levene's Test of Equality of Variances on Statistical Theory and Practice	2009	Gastwirth, J.L., Gel, Y. and W. Miao	Time Series Analysis, Spatio Temporal Modeling, Nonparametrics