Imagen de Portada

The Variable Multiple Bandpass Periodic Block Bootstrap for Time Series with Multiple Periodic Correlations

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Valachovic, Edward
Formato:	Preprint
Publicado:	2025
Materias:	Methodology Applications 62M10
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Periodically Correlated Time Series and the Variable Bandpass Periodic Block Bootstrap
por: Valachovic, Edward
Publicado: (2024)

Seasonal and Periodic Patterns in US COVID-19 Mortality using the Variable Bandpass Periodic Block Bootstrap
por: Valachovic, Edward, et al.
Publicado: (2024)

Periodicity in New York State COVID-19 Hospitalizations Leveraged from the Variable Bandpass Periodic Block Bootstrap
por: Ahmad, Asmaa, et al.
Publicado: (2024)

Assessing Bias in the Variable Bandpass Periodic Block Bootstrap Method
por: Sun, Yanan, et al.
Publicado: (2025)

A Kolmogorov-Zurbenko Fourier Transform Band-pass Filter Extension for Time Series Analysis
por: Valachovic, Edward
Publicado: (2025)

An Extension of the Iterated Moving Average
por: Valachovic, Edward
Publicado: (2025)

The Variable Multiple Bandpass Periodic Block Bootstrap for Time Series With Multiple Periodic Correlations
por: Edward Valachovic
Publicado: (2025)

Seasonal and periodic patterns of ischemic heart disease in New York using the Variable Multiple Bandpass Periodic Block Bootstrap
por: Chen, Yineng, et al.
Publicado: (2025)

Seasonal and Periodic Patterns of PM2.5 in Manhattan using the Variable Bandpass Periodic Block Bootstrap
por: Sun, Yanan, et al.
Publicado: (2024)

Modelling clusters in network time series with an application to presidential elections in the USA
por: Nason, Guy, et al.
Publicado: (2024)

Inference for multiple change-points in generalized integer-valued autoregressive model
por: Sheng, Danshu, et al.
Publicado: (2024)

Extending finite mixture models with skew-normal distributions and hidden Markov models for time series
por: Nigri, Andrea, et al.
Publicado: (2025)

A changepoint approach to modelling non-stationary soil moisture dynamics
por: Gong, Mengyi, et al.
Publicado: (2023)

CUI-MET: Clinical Utility Index Dose Optimization Approach for Multiple-Dose, Multiple-Outcome Randomized Trial Designs
por: Zhang, Fanni, et al.
Publicado: (2025)

Functional Periodic ARMA Processes
por: Kühnert, Sebastian, et al.
Publicado: (2025)

Optimal Sequential Procedure for Early Detection of Multiple Side Effects
por: Wang, Jiayue, et al.
Publicado: (2024)

P3LS: Point Process Partial Least Squares
por: Namdari, Jamshid, et al.
Publicado: (2024)

Nonparametric Test for Volatility in Clustered Multiple Time Series
por: Barrios, Erniel B., et al.
Publicado: (2021)

Simultaneous Graphical Dynamic Modeling
por: West, Mike, et al.
Publicado: (2024)

ANOVATS: A subsampling-based test to detect differences among short time series in marine studies
por: Goto, Yuichi, et al.
Publicado: (2025)

Bivariate generalized autoregressive models for forecasting bivariate non-Gaussian times series
por: Ribeiro, Tatiane Fontana, et al.
Publicado: (2025)

Bootstrap tests for almost goodness-of-fit
por: Baíllo, Amparo, et al.
Publicado: (2024)

New Methods for Network Count Time Series
por: Liu, Hengxu, et al.
Publicado: (2023)

Predicting Future Change-points in Time Series
por: Choi, Chak Fung, et al.
Publicado: (2024)

Statistical Jump Model for Mixed-Type Data with Missing Data Imputation
por: Cortese, Federico P., et al.
Publicado: (2024)

Wavelet Based Periodic Autoregressive Moving Average Models
por: Davis, Rhea, et al.
Publicado: (2024)

Spatio-Temporal Jump Model for Urban Thermal Comfort Monitoring
por: Cortese, Federico P., et al.
Publicado: (2024)

Bootstrap prediction intervals for the age distribution of life-table death counts
por: Shang, Han Lin
Publicado: (2025)

A comparison between initialization strategies for the infinite hidden Markov model
por: Cortese, Federico P., et al.
Publicado: (2025)

A Novel Hybrid Approach for Time Series Forecasting: Period Estimation and Climate Data Analysis Using Unsupervised Learning and Spline Interpolation
por: Kayal, Tanmay, et al.
Publicado: (2025)

Multivariate Low-Rank State-Space Model with SPDE Approach for High-Dimensional Data
por: Rodeschini, Jacopo, et al.
Publicado: (2025)

Sample Splitting and Assessing Goodness-of-fit of Time Series
por: Davis, Richard A., et al.
Publicado: (2024)

A Bayesian Bootstrap Approach for Dynamic Borrowing for Minimizing Mean Squared Error
por: Wang, Jixian, et al.
Publicado: (2024)

Vaccine Efficacy Estimands Implied by Common Estimators Used in Individual Randomized Field Trials
por: Fay, Michael P., et al.
Publicado: (2026)

Sequential Outlier Detection in Non-Stationary Time Series
por: Heinrichs, Florian, et al.
Publicado: (2025)

Robust Functional Logistic Regression
por: Akturk, Berkay, et al.
Publicado: (2025)

Cognitive factor-based selection increases power in Alzheimer's dementia randomized clinical trials
por: Gallini, Julia, et al.
Publicado: (2025)

Forecasting a time series of Lorenz curves: One-way functional analysis of variance
por: Shang, Han Lin
Publicado: (2025)

Constructing prediction intervals for the age distribution of deaths
por: Shang, Han Lin, et al.
Publicado: (2025)

Modeling and forecasting subnational age distribution of death counts
por: Shang, Han Lin, et al.
Publicado: (2025)