Barigozzi, Matteo; Farnè, Matteo An algebraic estimator for large spectral density matrices. (English) Zbl 07820399 J. Am. Stat. Assoc. 119, No. 545, 498-510 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Maeng, Hyeyoung; Eckley, Idris A.; Fearnhead, Paul Collective anomaly detection in high-dimensional VAR models. (English) Zbl 07767621 Stat. Sin. 33, Spec. Iss., 1603-1627 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tuft, Marie; Hall, Martica H.; Krafty, Robert T. Spectra in low-rank localized layers (SpeLLL) for interpretable time-frequency analysis. (English) Zbl 1522.62240 Biometrics 79, No. 1, 304-318 (2023). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Sui, Yuelei; Holan, Scott H.; Yang, Wen-Hsi Bayesian circular lattice filters for computationally efficient estimation of multivariate time-varying autoregressive models. (English) Zbl 07710145 Comput. Stat. Data Anal. 181, Article ID 107690, 19 p. (2023). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Guerrero, Matheus B.; Huser, Raphaël; Ombao, Hernando Conex-connect: learning patterns in extremal brain connectivity from multichannel EEG data. (English) Zbl 07656972 Ann. Appl. Stat. 17, No. 1, 178-198 (2023). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yang, Jun; Zhou, Zhou Spectral inference under complex temporal dynamics. (English) Zbl 1506.62375 J. Am. Stat. Assoc. 117, No. 537, 133-155 (2022). MSC: 62M15 62M10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ng, Wai Leong; Pan, Shenyi; Yau, Chun Yip Bootstrap inference for multiple change-points in time series. (English) Zbl 07583891 Econom. Theory 38, No. 4, 752-792 (2022). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Degras, David; Ting, Chee-Ming; Ombao, Hernando Markov-switching state-space models with applications to neuroimaging. (English) Zbl 07561887 Comput. Stat. Data Anal. 174, Article ID 107525, 23 p. (2022). MSC: 62M10 62M05 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Chau, Joris; von Sachs, Rainer Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices. (English) Zbl 07561880 Comput. Stat. Data Anal. 174, Article ID 107477, 23 p. (2022). MSC: 62M15 62M10 62H12 62P10 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Bertolacci, Michael; Rosen, Ori; Cripps, Edward; Cripps, Sally AdaptSPEC-X: covariate-dependent spectral modeling of multiple nonstationary time series. (English) Zbl 07547623 J. Comput. Graph. Stat. 31, No. 2, 436-454 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Shibin Automatic estimation of spatial spectra via smoothing splines. (English) Zbl 1505.62442 Comput. Stat. 37, No. 2, 565-590 (2022). MSC: 62-08 62M15 × Cite Format Result Cite Review PDF Full Text: DOI
Hadj-Amar, Beniamino; Finkenstädt, Bärbel; Fiecas, Mark; Huckstepp, Robert Identifying the recurrence of sleep apnea using a harmonic hidden Markov model. (English) Zbl 1478.62326 Ann. Appl. Stat. 15, No. 3, 1171-1193 (2021). MSC: 62P10 62M05 62G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Yuanbo; Chan, Ngai Hang; Yau, Chun Yip; Zhang, Rongmao Group orthogonal greedy algorithm for change-point estimation of multivariate time series. (English) Zbl 1460.62152 J. Stat. Plann. Inference 212, 14-33 (2021). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Danna; Wu, Wei Biao Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes. (English) Zbl 1461.62165 Ann. Stat. 49, No. 1, 233-254 (2021). MSC: 62M10 62M15 60G12 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
van Delft, Anne; Dette, Holger A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing. (English) Zbl 1477.62255 Bernoulli 27, No. 1, 469-501 (2021). Reviewer: Pedro A. Morettin (São Paulo) MSC: 62M10 62M15 62R10 62G10 62H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Zhang, Shibin Nonparametric Bayesian inference for the spectral density based on irregularly spaced data. (English) Zbl 07345935 Comput. Stat. Data Anal. 151, Article ID 107019, 14 p. (2020). MSC: 62M15 62G05 62F15 62M10 62M30 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Bruce, Scott A.; Tang, Cheng Yong; Hall, Martica H.; Krafty, Robert T. Empirical frequency band analysis of nonstationary time series. (English) Zbl 1452.62689 J. Am. Stat. Assoc. 115, No. 532, 1933-1945 (2020). MSC: 62M15 62P10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Zhao, Wenjie; Prado, Raquel Efficient Bayesian PARCOR approaches for dynamic modeling of multivariate time series. (English) Zbl 1454.62275 J. Time Ser. Anal. 41, No. 6, 759-784 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62M10 62M15 62H12 62P10 62P12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hadj-Amar, Beniamino; Rand, Bärbel Finkenstädt; Fiecas, Mark; Lévi, Francis; Huckstepp, Robert Bayesian model search for nonstationary periodic time series. (English) Zbl 1441.62245 J. Am. Stat. Assoc. 115, No. 531, 1320-1335 (2020). MSC: 62M15 62M10 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Huang, Zhelin; Chan, Ngai Hang Walsh Fourier transform of locally stationary time series. (English) Zbl 1444.62106 J. Time Ser. Anal. 41, No. 2, 312-340 (2020). MSC: 62M10 62H30 42C10 60G10 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Cribben, Ivor Change points in heavy-tailed multivariate time series: methods using precision matrices. (English) Zbl 1436.62490 Appl. Stoch. Models Bus. Ind. 35, No. 2, 299-320 (2019). MSC: 62P05 62M10 62J07 62H12 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Khan, Atikur R.; Hassani, Hossein Dependence measures for model selection in singular spectrum analysis. (English) Zbl 1455.94058 J. Franklin Inst. 356, No. 15, 8906-8928 (2019). MSC: 94A12 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Zeda; Krafty, Robert T. Adaptive Bayesian time-frequency analysis of multivariate time series. (English) Zbl 1478.62262 J. Am. Stat. Assoc. 114, No. 525, 453-465 (2019). MSC: 62M10 62F15 62M15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Schröder, Anna Louise; Ombao, Hernando Fresped: frequency-specific change-point detection in epileptic seizure multi-channel EEG data. (English) Zbl 1478.62276 J. Am. Stat. Assoc. 114, No. 525, 115-128 (2019). MSC: 62M15 62P10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Gorrostieta, Cristina; Ombao, Hernando; von Sachs, Rainer Time-dependent dual-frequency coherence in multivariate non-stationary time series. (English) Zbl 1434.62187 J. Time Ser. Anal. 40, No. 1, 3-22 (2019). Reviewer: Romeo Negrea (Timişoara) MSC: 62M10 60G12 62H12 62M15 62G05 × Cite Format Result Cite Review PDF Full Text: DOI
Holan, Scott H.; Ravishanker, Nalini Time series clustering and classification via frequency domain methods. (English) Zbl 07910835 Wiley Interdiscip. Rev., WIREs Comput. Stat. 10, No. 6, Article ID e1444, 15 p. (2018). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Yuan; Ombao, Hernando; Chung, Moo K. Topological data analysis of single-trial electroencephalographic signals. (English) Zbl 1405.62212 Ann. Appl. Stat. 12, No. 3, 1506-1534 (2018). MSC: 62P10 62-07 55R40 62H35 62G09 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Harvill, Jane L.; Kohli, Priya; Ravishanker, Nalini Clustering nonlinear, nonstationary time series using BSLEX. (English) Zbl 1384.37110 Methodol. Comput. Appl. Probab. 19, No. 3, 935-955 (2017). MSC: 37M10 62M10 91B84 37N40 × Cite Format Result Cite Review PDF Full Text: DOI
DeYoreo, Maria; Kottas, Athanasios A Bayesian nonparametric Markovian model for non-stationary time series. (English) Zbl 1384.62287 Stat. Comput. 27, No. 6, 1525-1538 (2017). MSC: 62M10 62G05 62F15 62P12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cardinali, Alessandro; Nason, Guy P. Locally stationary wavelet packet processes: basis selection and model fitting. (English) Zbl 1360.62444 J. Time Ser. Anal. 38, No. 2, 151-174 (2017). MSC: 62M09 62M10 62M15 65T60 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Zhang, Shibin Adaptive spectral estimation for nonstationary multivariate time series. (English) Zbl 1466.62227 Comput. Stat. Data Anal. 103, 330-349 (2016). MSC: 62-08 62M15 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Aue, Alexander; Dienes, Christopher; Fremdt, Stefan; Steinebach, Josef Reaction times of monitoring schemes for ARMA time series. (English) Zbl 1388.62246 Bernoulli 21, No. 2, 1238-1259 (2015). MSC: 62M10 62L10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Chan, Ngai Hang; Yau, Chun Yip; Zhang, Rong-Mao Group Lasso for structural break time series. (English) Zbl 1367.62251 J. Am. Stat. Assoc. 109, No. 506, 590-599 (2014). MSC: 62M10 62M07 62J07 × Cite Format Result Cite Review PDF Full Text: DOI
Alonso, Andrés M.; Casado, David; López-Pintado, Sara; Romo, Juan Robust functional supervised classification for time series. (English) Zbl 1360.62447 J. Classif. 31, No. 3, 325-350 (2014). MSC: 62M10 62M15 62H30 × Cite Format Result Cite Review PDF Full Text: DOI Link
Song, Li; Bondon, Pascal Structural changes estimation for strongly dependent processes. (English) Zbl 1453.62644 J. Stat. Comput. Simulation 83, No. 10, 1783-1806 (2013). MSC: 62M10 60G35 90C59 × Cite Format Result Cite Review PDF Full Text: DOI
Guinness, Joseph; Stein, Michael L. Transformation to approximate independence for locally stationary Gaussian processes. (English) Zbl 1282.62194 J. Time Ser. Anal. 34, No. 5, 574-590 (2013). MSC: 62M10 62M15 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Jandhyala, Venkata; Fotopoulos, Stergios; MacNeill, Ian; Liu, Pengyu Inference for single and multiple change-points in time series. (English) Zbl 1275.62061 J. Time Ser. Anal. 34, No. 4, 423-446 (2013). MSC: 62M07 62M10 62J07 62G05 × Cite Format Result Cite Review PDF Full Text: DOI
Aue, Alexander; Horváth, Lajos Structural breaks in time series. (English) Zbl 1274.62553 J. Time Ser. Anal. 34, No. 1, 1-16 (2013). MSC: 62M07 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Killick, R.; Eckley, I. A.; Jonathan, P. A wavelet-based approach for detecting changes in second order structure within nonstationary time series. (English) Zbl 1337.62269 Electron. J. Stat. 7, 1167-1183 (2013). MSC: 62M10 42C40 62M07 62P12 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Kawahara, Yoshinobu; Sugiyama, Masashi Sequential change-point detection based on direct density-ratio estimation. (English) Zbl 07260318 Stat. Anal. Data Min. 5, No. 2, 114-127 (2012). MSC: 62-XX 68-XX × Cite Format Result Cite Review PDF Full Text: DOI
Rosen, Ori; Wood, Sally; Stoffer, David S. AdaptSPEC: Adaptive spectral estimation for nonstationary time series. (English) Zbl 1258.62093 J. Am. Stat. Assoc. 107, No. 500, 1575-1589 (2012). MSC: 62M15 62M10 62F15 62G05 92C55 62P12 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Böhm, Hilmar; Ombao, Hernando; Von Sachs, Rainer; Sanes, Jerome Classification of multivariate non-stationary signals: the SLEX-shrinkage approach. (English) Zbl 1233.62128 J. Stat. Plann. Inference 140, No. 12, 3754-3763 (2010). MSC: 62H30 62M15 62M10 65C60 × Cite Format Result Cite Review PDF Full Text: DOI Link
Gombay, Edit Change detection in linear regression with time series errors. (English. French summary) Zbl 1190.62126 Can. J. Stat. 38, No. 1, 65-79 (2010). MSC: 62J05 62M10 62F03 62P12 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Giurcăneanu, Ciprian Doru; Razavi, Seyed Alireza AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms. (English) Zbl 1177.94087 Signal Process. 90, No. 2, 451-466 (2010). MSC: 94A13 62M10 93E10 × Cite Format Result Cite Review PDF Full Text: DOI
Wong, Raymond K. W.; Lai, Randy C. S.; Lee, Thomas C. M. Structural break estimation of noisy sinusoidal signals. (English) Zbl 1177.94101 Signal Process. 90, No. 1, 303-312 (2010). MSC: 94A13 93E10 × Cite Format Result Cite Review PDF Full Text: DOI
Davis, Richard A.; Lee, Thomas C. M.; Rodriguez-Yam, Gabriel A. Break detection for a class of nonlinear time series models. (English) Zbl 1199.62006 J. Time Ser. Anal. 29, No. 5, 834-867 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62P05 90C59 × Cite Format Result Cite Review PDF Full Text: DOI
Olsen, Lena Ringstad; Chaudhuri, Probal; Godtliebsen, Fred Multiscale spectral analysis for detecting short and long range change points in time series. (English) Zbl 1452.62668 Comput. Stat. Data Anal. 52, No. 7, 3310-3330 (2008). MSC: 62M10 62M15 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Olsen, Lena R.; Sørbye, Sigrunn H.; Godtliebsen, Fred A scale-space approach for detecting non-stationarities in time series. (English) Zbl 1164.62050 Scand. J. Stat. 35, No. 1, 119-138 (2008). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62G05 62E17 62A09 65C60 62G99 93E10 × Cite Format Result Cite Review PDF Full Text: DOI
Last, Michael; Shumway, Robert Detecting abrupt changes in a piecewise locally stationary time series. (English) Zbl 1139.62050 J. Multivariate Anal. 99, No. 2, 191-214 (2008). MSC: 62M15 65C60 62E20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Weihs, Claus; Ligges, Uwe; Mörchen, Fabian; Müllensiefen, Daniel Classification in music research. (English) Zbl 1183.62109 Adv. Data Anal. Classif., ADAC 1, No. 3, 255-291 (2007). MSC: 62H30 00A65 × Cite Format Result Cite Review PDF Full Text: DOI
Ombao, Hernando; Ho, Moon-Ho Ringo Time-dependent frequency domain principal components analysis of multichannel non-stationary signals. (English) Zbl 1445.62244 Comput. Stat. Data Anal. 50, No. 9, 2339-2360 (2006). MSC: 62M15 62M10 62M20 62H25 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Nandi, Swagata; Kundu, Debasis Analyzing non-stationary signals using generalized multiple fundamental frequency model. (English) Zbl 1103.62084 J. Stat. Plann. Inference 136, No. 11, 3871-3903 (2006). MSC: 62M10 62F12 94A12 62B10 62E20 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Whitcher, Brandon; Craigmile, Peter F. Multivariate spectral analysis using Hilbert wavelet pairs. (English) Zbl 1071.62082 Int. J. Wavelets Multiresolut. Inf. Process. 2, No. 4, 567-587 (2004). MSC: 62M15 46N30 42C40 62M10 62M20 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Fryzlewicz, Piotr; van Bellegem, Sébastien; von Sachs, Rainer Forecasting non-stationary time series by wavelet process modelling. (English) Zbl 1047.62085 Ann. Inst. Stat. Math. 55, No. 4, 737-764 (2003). MSC: 62M20 65T60 42C40 65C60 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
Shumway, Robert H. Time-frequency clustering and discriminant analysis. (English) Zbl 1116.62364 Stat. Probab. Lett. 63, No. 3, 307-314 (2003). MSC: 62H30 62M10 62P99 × Cite Format Result Cite Review PDF Full Text: DOI