publication venue for
- Stationary subspace analysis of nonstationary processes. 39:338-355. 2018
- Time Series Modelling with Unobserved Components, by Matteo M. Pelagatti. Published by CRC Press, 2015, pages: 257. ISBN13: 9781482225006. 37:575-576. 2016
- A wavelet-based spectral method for extracting self-similarity measures in time-varying two-dimensional rainfall maps. 32:351-363. 2011
- Spatiotemporal smoothing and EM estimation for massive remotesensing data sets. 32:430-446. 2011
- A test for secondorder stationarity of a time series based on the discrete Fourier transform. 32:68-91. 2010
- Testing equality of stationary autocovariances. 30:332-348. 2009
- Statistical analysis of a spatiotemporal model with locationdependent parameters and a test for spatial stationarity. 29:673-694. 2008
- Evaluating the Lyapounov Exponent and Existence of Moments for Threshold ARARCH Models. 28:241-260. 2007
- Multivariate t Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations. 24:739-754. 2003
- Prediction Variance and Information Worth of Observations in Time Series. 21:413-434. 2000
- Regression Models with Time Series Errors. 20:425-433. 1999
- Tests for Change in a Mean Function when the Data are Dependent. 19:399-424. 1998
- ON THE PROBABILITY OF ERROR WHEN USING A GENERAL AKAIKETYPE CRITERION TO ESTIMATE AUTOREGRESSION ORDER. 14:347-368. 1993
- COMPUTATION OF CANONICAL CORRELATION BETWEEN PAST AND FUTURE OF A TIME SERIES. 13:345-351. 1992
- FORECASTING GLOBAL ICE VOLUME. 12:255-265. 1991
- ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES. 10:149-169. 1989
- STATIONARITY OF THE SOLUTION OF Xt= AtXt1+t AND ANALYSIS OF NONGAUSSIAN DEPENDENT RANDOM VARIABLES. 9:225-239. 1988
- ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL. 7:123-131. 1986
- A Spectral Domain Test for Stationarity of SpatioTemporal Data 2016