Most statistical analyses of fMRI data assume that the nature, timing and duration of the psychological processes being studied are known. However, often it is hard to specify this information a priori. In this work we introduce a data-driven technique for partitioning the experimental time...

Davis and Mikosch introduced the extremogram as a flexible quantitative tool for measuring various types of extremal dependence in a stationary time series. There we showed some standard statistical properties of the sample extremogram. A major difficulty was the construction of credible...

Davis and Mikosch (2009a) introduced the extremogram as a flexible quantitative tool for measuring various types of extremal dependence in a stationary time series. There we showed some standard statistical properties of the sample extremogram. A major difficulty was the construction of credible...