עקוב אחר
Richard A. Davis
Richard A. Davis
Professor of Statistics, Columbia University
כתובת אימייל מאומתת בדומיין stat.columbia.edu - דף הבית
כותרת
צוטט על ידי
צוטט על ידי
שנה
Time series: theory and methods
PJ Brockwell, RA Davis
Springer science & business media, 1991
134911991
Introduction to time series and forecasting
PJ Brockwell, RA Davis
Springer New York, 2002
85632002
Remarks on some nonparametric estimates of a density function
RA Davis, KS Lii, DN Politis
Selected Works of Murray Rosenblatt, 95-100, 2011
67172011
Structural break estimation for nonstationary time series models
RA Davis, TCM Lee, GA Rodriguez-Yam
Journal of the American Statistical Association 101 (473), 223-239, 2006
5222006
Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes
RA Davis, KS Lii, DN Politis
Selected Works of Murray Rosenblatt, 347-360, 2011
4802011
Handbook of financial time series
TG Andersen, RA Davis, JP Kreiß, TV Mikosch
Springer Science & Business Media, 2009
4532009
Regular variation of GARCH processes
B Basrak, RA Davis, T Mikosch
Stochastic processes and their applications 99 (1), 95-115, 2002
4502002
Limit theory for moving averages of random variables with regularly varying tail probabilities
R Davis, S Resnick
The Annals of Probability, 179-195, 1985
4321985
Limit theory for the sample covariance and correlation functions of moving averages
R Davis, S Resnick
The Annals of Statistics, 533-558, 1986
4151986
Observation‐driven models for Poisson counts
RA Davis, WTM Dunsmuir, SB Streett
Biometrika 90 (4), 777-790, 2003
3292003
M-estimation for autoregressions with infinite variance
RA Davis, K Knight, J Liu
Stochastic Processes and Their Applications 40 (1), 145-180, 1992
3111992
Tail estimates motivated by extreme value theory
R Davis, S Resnick
The Annals of Statistics, 1467-1487, 1984
2861984
The extremogram: A correlogram for extreme events
RA Davis, T Mikosch
2652009
Point process and partial sum convergence for weakly dependent random variables with infinite variance
RA Davis, T Hsing
The Annals of Probability 23 (2), 879-917, 1995
2621995
The sample autocorrelations of heavy-tailed processes with applications to ARCH
RA Davis, T Mikosch
The Annals of Statistics 26 (5), 2049-2080, 1998
2511998
Sparse vector autoregressive modeling
RA Davis, P Zang, T Zheng
Journal of Computational and Graphical Statistics 25 (4), 1077-1096, 2016
2412016
Model selection for geostatistical models
JA Hoeting, RA Davis, AA Merton, SE Thompson
Ecological Applications 16 (1), 87-98, 2006
2312006
A characterization of multivariate regular variation
B Basrak, RA Davis, T Mikosch
The Annals of Applied Probability 12 (3), 908-920, 2002
2222002
Testing for a change in the parameter values and order of an autoregressive model
RA Davis, D Huang, YC Yao
The Annals of Statistics, 282-304, 1995
2111995
Modelling time series of counts
RA Davis, WTM Dunsmuir, Y Wang
Asymptotics, Nonparametrics and Time Series, A Tribute to Madan-Puri, 63-113, 1999
1811999
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מאמרים 1–20