Rainer von Sachs : rechercher sur Z-Library

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1

Nonparametric Spectral Analysis of Multivariate Time Series

von Sachs, Rainer

Journal:

Annual Review of Statistics and Its Application

Année:

2020

Langue:

english

Fichier:

PDF, 1.30 MB

english, 2020

2

Fitting dynamic factor models to non-stationary time series

Michael Eichler, Giovanni Motta, Rainer von Sachs

Journal:

Journal of Econometrics

Année:

2011

Langue:

english

Fichier:

PDF, 1.32 MB

english, 2011

3

Wavelets: The Key to Intermittent Information? || Wavelets in Time-Series Analysis

Guy P. Nason and Rainer von Sachs

Journal:

Philosophical Transactions Mathematical Physical & Engineering Sciences

Année:

1999

Langue:

english

Fichier:

PDF, 1.49 MB

english, 1999

4

Wavelet Smoothing of Evolutionary Spectra by Nonlinear Thresholding

Rainer von Sachs, Kai Schneider

Journal:

Applied and Computational Harmonic Analysis

Année:

1996

Langue:

english

Fichier:

PDF, 559 KB

english, 1996

5

Forecasting non-stationary time series by wavelet process modelling

Piotr Fryzlewicz, Sébastien Van Bellegem, Rainer von Sachs

Journal:

Annals of the Institute of Statistical Mathematics

Année:

2003

Langue:

english

Fichier:

PDF, 1.54 MB

english, 2003

6

Locally stationary long memory estimation

François Roueff, Rainer von Sachs

Journal:

Stochastic Processes and their Applications

Année:

2011

Langue:

english

Fichier:

PDF, 573 KB

english, 2011

7

PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION

Rainer von Sachs

Journal:

Journal of Time Series Analysis

Année:

1994

Langue:

english

Fichier:

PDF, 1.04 MB

english, 1994

8

Forecasting economic time series with unconditional time-varying variance

Sébastien Van Bellegem, Rainer von Sachs

Journal:

International Journal of Forecasting

Année:

2004

Langue:

english

Fichier:

PDF, 372 KB

english, 2004

9

Automatic Statistical Analysis of Bivariate Nonstationary Time Series. In Memory of Jonathan A. Raz

Hernando C. Ombao, Jonathan A. Raz, Rainer von Sachs and Beth A. Malow

Journal:

Journal of the American Statistical Association

Année:

2001

Langue:

english

Fichier:

PDF, 2.90 MB

english, 2001

10

Locally stationary Hawkes processes

Roueff, François, von Sachs, Rainer, Sansonnet, Laure

Journal:

Stochastic Processes and their Applications

Année:

2016

Langue:

english

Fichier:

PDF, 1013 KB

english, 2016

11

Wavelet Processes and Adaptive Estimation of the Evolutionary Wavelet Spectrum

Guy P. Nason, Rainer von Sachs and Gerald Kroisandt

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Année:

2000

Langue:

english

Fichier:

PDF, 652 KB

english, 2000

12

Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series

Gorrostieta, Cristina, Ombao, Hernando, Von Sachs, Rainer

Journal:

Journal of Time Series Analysis

Année:

2018

Langue:

english

Fichier:

PDF, 726 KB

english, 2018

13

Intrinsic Wavelet Regression for Curves of Hermitian Positive Definite Matrices

Chau, Joris, von Sachs, Rainer

Journal:

Journal of the American Statistical Association

Année:

2020

Langue:

english

Fichier:

PDF, 2.40 MB

english, 2020

14

Time-varying general dynamic factor models and the measurement of financial connectedness

Barigozzi, Matteo, Hallin, Marc, Soccorsi, Stefano, von Sachs, Rainer

Journal:

Journal of Econometrics

Année:

2020

Fichier:

PDF, 2.73 MB

2020

15

AdaCLV for interpretable variable clustering and dimensionality reduction of spectroscopic data

Marion, Rebecca, Govaerts, Bernadette, von Sachs, Rainer

Journal:

Chemometrics and Intelligent Laboratory Systems

Année:

2020

Fichier:

PDF, 362 KB

2020

16

Shrinkage estimation in the frequency domain of multivariate time series

Hilmar Böhm, Rainer von Sachs

Journal:

Journal of Multivariate Analysis

Année:

2009

Langue:

english

Fichier:

PDF, 1.77 MB

english, 2009

17

Second-generation wavelet denoising methods for irregularly spaced data in two dimensions

Véronique Delouille, Maarten Jansen, Rainer von Sachs

Journal:

Signal Processing

Année:

2006

Langue:

english

Fichier:

PDF, 762 KB

english, 2006

18

Estimation of nonlinear autoregressive models using design-adapted wavelets

Véronique Delouille, Rainer Von Sachs

Journal:

Annals of the Institute of Statistical Mathematics

Année:

2005

Langue:

english

Fichier:

PDF, 1.04 MB

english, 2005

19

Classification of multivariate non-stationary signals: The SLEX-shrinkage approach

Hilmar Böhm, Hernando Ombao, Rainer von Sachs, Jerome Sanes

Journal:

Journal of Statistical Planning and Inference

Année:

2010

Langue:

english

Fichier:

PDF, 720 KB

english, 2010

20

Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors

Rainer Von Sachs, Brenda Macgibbon

Journal:

Scandinavian Journal of Statistics

Année:

2000

Langue:

english

Fichier:

PDF, 551 KB

english, 2000

21

A Wavelet-Based Test for Stationarity

Rainer Von Sachs, Michael H. Neumann

Journal:

Journal of Time Series Analysis

Année:

2000

Langue:

english

Fichier:

PDF, 341 KB

english, 2000

22

CONSISTENCY FOR NON-LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA

Daniel Janas, Rainer von Sachs

Journal:

Journal of Time Series Analysis

Année:

1995

Langue:

english

Fichier:

PDF, 964 KB

english, 1995

23

A wavelet-Fisz approach to spectrum estimation

Piotr Fryzlewicz, Guy P. Nason, Rainer Von Sachs

Journal:

Journal of Time Series Analysis

Année:

2008

Langue:

english

Fichier:

PDF, 585 KB

english, 2008

24

The SLEX Model of a Non-Stationary Random Process

Hernando Ombao, Jonathan Raz, Rainer von Sachs, Wensheng Guo

Journal:

Annals of the Institute of Statistical Mathematics

Année:

2002

Fichier:

PDF, 2.08 MB

2002

25

Discussion: Time-threshold maps: Using information from wavelet reconstructions with all threshold values simultaneously

Jean-Marc Freyermuth, Rainer von Sachs

Journal:

Journal of the Korean Statistical Society

Année:

2012

Langue:

english

Fichier:

PDF, 307 KB

english, 2012

26

Using Bagidis in nonparametric functional data analysis: Predicting from curves with sharp local features

Timmermans, Catherine, Delsol, Laurent, von Sachs, Rainer

Journal:

Journal of Multivariate Analysis

Année:

2013

Langue:

english

Fichier:

PDF, 937 KB

english, 2013

27

MOTOR-HORN NOISES

Timmermans, Catherine, Delsol, Laurent, von Sachs, Rainer

Journal:

Année:

1938

Langue:

english

Fichier:

PDF, 182 KB

english, 1938

28

A Simple Generalised Crossvalidation Method of Span Selection for Periodogram Smoothing

Hernando C. Ombao, Jonathan A. Raz, Robert L. Strawderman and Rainer von Sachs

Journal:

Année:

2001

Langue:

english

Fichier:

PDF, 603 KB

english, 2001

29

SLEX Analysis of Multivariate Nonstationary Time Series

Hernando Ombao, Rainer von Sachs and Wensheng Guo

Journal:

Journal of the American Statistical Association

Année:

2005

Langue:

english

Fichier:

PDF, 2.72 MB

english, 2005

30

Smoothing Spline ANOVA for Time-Dependent Spectral Analysis

Wensheng Guo, Ming Dai, Hernando C. Ombao and Rainer von Sachs

Journal:

Journal of the American Statistical Association

Année:

2003

Langue:

english

Fichier:

PDF, 1.87 MB

english, 2003

31

SLEX Analysis of Multivariate Nonstationary Time Series

Ombao, Hernando, von Sachs, Rainer, Guo, Wensheng

Journal:

Journal of the American Statistical Association

Année:

2005

Langue:

english

Fichier:

PDF, 1.98 MB

english, 2005

32

Tree-Structured Wavelet Estimation in a Mixed Effects Model for Spectra of Replicated Time Series

Freyermuth, Jean-Marc, Ombao, Hernando, von Sachs, Rainer

Journal:

Journal of the American Statistical Association

Année:

2010

Langue:

english

Fichier:

PDF, 700 KB

english, 2010

33

Automatic Statistical Analysis of Bivariate Nonstationary Time Series

Ombao, Hernando C, Raz, Jonathan A, von Sachs, Rainer, Malow, Beth A

Journal:

Journal of the American Statistical Association

Année:

2001

Langue:

english

Fichier:

PDF, 564 KB

english, 2001

34

Block-threshold-adapted Estimators via a Maxiset Approach

Autin, Florent, Freyermuth, Jean-Marc, Von Sachs, Rainer

Journal:

Scandinavian Journal of Statistics

Année:

2014

Langue:

english

Fichier:

PDF, 809 KB

english, 2014

35

A novel semi-distance for measuring dissimilarities of curves with sharp local patterns

Timmermans, Catherine, von Sachs, Rainer

Journal:

Journal of Statistical Planning and Inference

Année:

2015

Langue:

english

Fichier:

PDF, 1.41 MB

english, 2015

36

Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra

Neumann, Michael H., von Sachs, Rainer

Journal:

The Annals of Statistics

Année:

1997

Langue:

english

Fichier:

PDF, 627 KB

english, 1997

37

A Multiscale Approach for Statistical Characterization of Functional Images

Antoniadis, Anestis, Bigot, Jérémie, von Sachs, Rainer

Journal:

Journal of Computational and Graphical Statistics

Année:

2009

Langue:

english

Fichier:

PDF, 623 KB

english, 2009

38

ON ADAPTIVE ESTIMATION FOR LOCALLY STATIONARY WAVELET PROCESSES AND ITS APPLICATIONS

VAN BELLEGEM, SÉBASTIEN, VON SACHS, RAINER

Journal:

International Journal of Wavelets Multiresolution and Information Processing

Année:

2004

Langue:

english

Fichier:

PDF, 478 KB

english, 2004

39

Wavelet Thresholding in Anisotropic Function Classes and Application to Adaptive Estimation of Evolutionary Spectra

Michael H. Neumann and Rainer Von Sachs

Journal:

The Annals of Statistics

Année:

1997

Langue:

english

Fichier:

PDF, 2.45 MB

english, 1997

40

Multivariate Wavelet-Based Shape-Preserving Estimation for Dependent Observations

Antonio Cosma, Olivier Scaillet and Rainer Von Sachs

Journal:

Année:

2007

Langue:

english

Fichier:

PDF, 2.13 MB

english, 2007

41

Smoothing Spline ANOVA for Time-Dependent Spectral Analysis

Guo, Wensheng, Dai, Ming, Ombao, Hernando C, von Sachs, Rainer

Journal:

Journal of the American Statistical Association

Année:

2003

Langue:

english

Fichier:

PDF, 508 KB

english, 2003

42

Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes

Rainer Dahlhaus, Michael H. Neumann and Rainer Von Sachs

Journal:

Année:

1999

Langue:

english

Fichier:

PDF, 3.07 MB

english, 1999

43

Shrinkage Estimation for Multivariate Hidden Markov Models

Fiecas, Mark, Franke, Jürgen, von Sachs, Rainer, Tadjuidje Kamgaing, Joseph

Journal:

Journal of the American Statistical Association

Année:

2016

Langue:

english

Fichier:

PDF, 665 KB

english, 2016

44

LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION

Motta, Giovanni, Hafner, Christian M., von Sachs, Rainer

Journal:

Econometric Theory

Année:

2011

Langue:

english

Fichier:

PDF, 445 KB

english, 2011

45

Locally Adaptive Estimation of Evolutionary Wavelet Spectra

Sébastien Van Bellegem and Rainer von Sachs

Journal:

The Annals of Statistics

Année:

2008

Langue:

english

Fichier:

PDF, 2.88 MB

english, 2008

46

SPIE Proceedings [SPIE Optical Science and Technology, SPIE's 48th Annual Meeting - San Diego, CA (Sunday 3 August 2003)] Wavelets: Applications in Signal and Image Processing X - Design-adapted wavelet estimator for two-dimensional tensor product irregular designs

Delouille, Vronique A., Simoens, Jo, von Sachs, Rainer, Unser, Michael A., Aldroubi, Akram, Laine, Andrew F.

Année:

2003

Langue:

english

Fichier:

PDF, 528 KB

english, 2003

47

Non-Parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors

Rainer von Sachs and Brenda Macgibbon

Journal:

Scandinavian Journal of Statistics

Année:

2000

Langue:

english

Fichier:

PDF, 2.57 MB

english, 2000

48

A Multiscale Approach for Statistical Characterization of Functional Images

Anestis Antoniadis, Jérémie Bigot and Rainer von Sachs

Journal:

Journal of Computational and Graphical Statistics

Année:

2009

Langue:

english

Fichier:

PDF, 2.38 MB

english, 2009

49

Ideal denoising within a family of tree-structured wavelet estimators

Autin, Florent, Freyermuth, Jean-Marc, von Sachs, Rainer

Journal:

Electronic Journal of Statistics

Année:

2011

Langue:

english

Fichier:

PDF, 442 KB

english, 2011

50

Locally adaptive estimation of evolutionary wavelet spectra

Van Bellegem, Sébastien, von Sachs, Rainer

Journal:

The Annals of Statistics

Année:

2008

Langue:

english

Fichier:

PDF, 463 KB

english, 2008