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subject:"Monte-Carlo-Simulation"
subject:"Time series analysis"
~isPartOf:"Journal of the American Statistical Association : JASA"
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Monte-Carlo-Simulation
Time series analysis
Estimation theory
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Journal of the American Statistical Association : JASA
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1
Outlier detection using nonconvex penalized regression
She, Yiyuan
;
Owen, Art B.
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 626-639
Persistent link: https://www.econbiz.de/10009267575
Saved in:
2
Multivariate outlier detection with high-breakdown estimators
Cerioli, Andrea
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
489
,
pp. 147-156
Persistent link: https://www.econbiz.de/10008732186
Saved in:
3
Tree-structured wavelet estimation in a mixed effects model for spectra of replicated time series
Freyermuth, Jean-Marc
;
Ombao, Hernando
;
Sachs, Rainer von
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 634-646
Persistent link: https://www.econbiz.de/10008736085
Saved in:
4
On generating Monte Carlo samples of continuous diffusion bridges
Lin, Ming
;
Chen, Rong
;
Mykland, Per A.
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 820-838
Persistent link: https://www.econbiz.de/10008736836
Saved in:
5
Nonparametric residue analysis of dynamic PET data with application to cerebral FDG studies in normals
O'Sullivan, Finbarr
;
Muzi, Mark
;
Spence, Alexander M.
; …
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
486
,
pp. 556-571
Persistent link: https://www.econbiz.de/10003885366
Saved in:
6
Confidence regions for the multinomial parameter with small sample size
Chafai͏̈, Djalil
;
Concordet, Didier
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1071-1079
Persistent link: https://www.econbiz.de/10003902794
Saved in:
7
Semiparametric efficient estimation for incomplete longitudinal binary data, with application to smoking trends
Perin, Jamie
;
Preisser, John S.
;
Rathouz, Paul J.
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1373-1484
Persistent link: https://www.econbiz.de/10003992956
Saved in:
8
Sequential implementation of Monte Carlo tests with uniformly bounded resampling risk
Gandy, Axel
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1504-1511
Persistent link: https://www.econbiz.de/10003993017
Saved in:
9
A design-adaptive local polynomial estimator for the errors-in-variables problem
Dilaigle, Aurore
;
Fan, Jianqing
;
Carroll, Raymond J.
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 348-359
Persistent link: https://www.econbiz.de/10003878198
Saved in:
10
Efficient local estimation for time-varying coefficients in deterministic dynamic models with applications to HIV-1 dynamics
Chen, Jianwei
;
Wu, Hulin
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
481
,
pp. 369-384
Persistent link: https://www.econbiz.de/10003676958
Saved in:
11
Analysis of longitudinal data with semiparametric estimation of covariance function
Fan, Jianqing
;
Huang, Tao
;
Li, Runze
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
478
,
pp. 632-641
Persistent link: https://www.econbiz.de/10003490446
Saved in:
12
Semiparametric estimation of spectral density with irregular observations
Im, Hae Kyung
;
Stein, Michael L.
;
Zhu, Zhengyuan
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
478
,
pp. 726-735
Persistent link: https://www.econbiz.de/10003490485
Saved in:
13
A note on penalized spline smoothing with correlated errors
Krivobokova, Tatyana
;
Kauermann, Göran
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
480
,
pp. 1328-1337
Persistent link: https://www.econbiz.de/10003625955
Saved in:
14
Implementation of estimating function-based inference procedures with Markov chain Monte Carlo samplers
Tian, Lu
;
Liu, Jun S.
;
Wei, L. J.
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
479
,
pp. 881-897
Persistent link: https://www.econbiz.de/10003567947
Saved in:
15
Optimal tests of noncorrelation between multivariate time series
Hallin, Marc
;
Saidi, Abdessamad
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
479
,
pp. 938-951
Persistent link: https://www.econbiz.de/10003568026
Saved in:
16
On the correlation matriox of the discrete fourier transform and the fast solution of large toeplitz systems for long-memory time series
Chen, Willa W.
;
Hurvich, Clifford M.
;
Lu, Yi
- In:
Journal of the American Statistical Association : JASA
101
(
2006
)
474
,
pp. 812-822
Persistent link: https://www.econbiz.de/10003334776
Saved in:
17
Generalized poststratification and importance sampling for subsampled Markov chain Monte Carlo estimation
Guha, Subharup
;
MacEachern, Steven N.
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 1175-1184
Persistent link: https://www.econbiz.de/10003375956
Saved in:
18
Structural break estimation for nonstationary time series models
Davis, Richard A.
;
Lee, Thomas C. M.
;
Rodriguez-Yam, …
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 223-239
Persistent link: https://www.econbiz.de/10003309659
Saved in:
19
Discrimination of locally stationary time series based on the excess mass functional
Chandler, Gabriel
;
Polonik, Wolfgang
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 240-253
Persistent link: https://www.econbiz.de/10003309676
Saved in:
20
Outlier robust model selection in linear regresssion
Müller, Samuel
;
Welsh, A. H.
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
472
,
pp. 1297-1310
Persistent link: https://www.econbiz.de/10003241977
Saved in:
21
Independent particle filters
Lin, Ming T.
;
Zhang, Junni L.
;
Cheng, Qiansheng
;
Chen, Rong
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
472
,
pp. 1412-1421
Persistent link: https://www.econbiz.de/10003242169
Saved in:
22
Bootstrapping unit root tests for autoregressive time series
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 545-553
Persistent link: https://www.econbiz.de/10002929370
Saved in:
23
Constructing stationary time series models using auxiliary variables with applications
Pitt, Michael K.
;
Walker, Stephen G.
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 554-564
Persistent link: https://www.econbiz.de/10002929602
Saved in:
24
Estimation of long memory in the presence of a smooth nonparametric trend
Hurvich, Clifford M.
;
Lang, Gabriel
;
Soulier, Philippe
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
471
,
pp. 853-871
Persistent link: https://www.econbiz.de/10003107722
Saved in:
25
Semiparametric regression analysis of longitudinal data with informative observation times
Sun, Jianguo
;
Park, Do-hwan
;
Sun, Liuquan
;
Zhao, Xingqiu
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
471
,
pp. 882-889
Persistent link: https://www.econbiz.de/10003107760
Saved in:
26
Likelihood-based local linear estimation of the conditional variance function
Yu, K.
;
Jones, M. C.
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
465
,
pp. 139-144
Persistent link: https://www.econbiz.de/10002029585
Saved in:
27
Monte Carlo smoothing for nonlinear time series
Godsill, Simon J.
;
Doucet, Arnaud
;
West, Mike
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
465
,
pp. 156-168
Persistent link: https://www.econbiz.de/10002029615
Saved in:
28
Testing for differences between conditional means in a time series context
Ferreira, Eva
;
Stute, Winfried
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
465
,
pp. 169-174
Persistent link: https://www.econbiz.de/10002029643
Saved in:
29
Monte Carlo state-space likelihoods by weighted posterior kernel density estimation
De Valpine, Perry
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
466
,
pp. 523-536
Persistent link: https://www.econbiz.de/10002096118
Saved in:
30
Unit root quantile autoregression inference
Koenker, Roger
;
Xiao, Zhijie
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
467
,
pp. 775-787
Persistent link: https://www.econbiz.de/10002242185
Saved in:
31
Bayesian estimation of the spectral density of time series
Choudhuri, Nidhan
;
Ghosal, Subhashis
;
Roy, Anindya
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
468
,
pp. 1050-1059
Persistent link: https://www.econbiz.de/10002506637
Saved in:
32
Smooth accurate multivariate confidence regions
Yang, Bo
;
Kolassa, John E.
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
468
,
pp. 1072-1081
Persistent link: https://www.econbiz.de/10002506683
Saved in:
33
Testing for trends in the presence of autoregressive error
Roy, Anindya
;
Falk, Barry
;
Fuller, Wayne A.
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
468
,
pp. 1082-1091
Persistent link: https://www.econbiz.de/10002506747
Saved in:
34
Semiparametric estimation of multivariate fractional cointegration
Chen, Willa W.
;
Hurwich, Clifford M.
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
463
,
pp. 629-642
Persistent link: https://www.econbiz.de/10001828526
Saved in:
35
Smoothing spline ANOVA for time-dependent spectral analysis
Guo, Wensheng
;
Dai, Ming
;
Ombao, Hernando C.
;
Sachs, …
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
463
,
pp. 643-652
Persistent link: https://www.econbiz.de/10001828675
Saved in:
36
Likelihood-based inference in some continuous exponential families with unknown threshold parameters
Dubinin, Thomas Michael
;
Vardeman, Stephen Bruce
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
463
,
pp. 741-749
Persistent link: https://www.econbiz.de/10001828854
Saved in:
37
Adaptive estimators and tests of stationary and nonstationary short- and long-memory ARFIMA-GARCH models
Ling, Shiqing
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
464
,
pp. 955-967
Persistent link: https://www.econbiz.de/10001975424
Saved in:
38
More efficient local polynomial estimation in nonparametric regression with autocorrelated errors
Xiao, Zhijie
;
Linton, Oliver
;
Carroll, Raymond J.
; …
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
464
,
pp. 980-992
Persistent link: https://www.econbiz.de/10001975429
Saved in:
39
Generalized nonlinear modeling with multivariate free-knot regression splines
Holmes, C. C.
;
Mallick, Bani K.
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
462
,
pp. 352-368
Persistent link: https://www.econbiz.de/10001785232
Saved in:
40
Identification of linear directions in multivariate adaptive spline models
Zhang, Heping
;
Yu, Chang-Yung
;
Zhu, Hongtu
;
Shi, Jian
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
462
,
pp. 369-376
Persistent link: https://www.econbiz.de/10001785348
Saved in:
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