关注
Jan Beran
Jan Beran
Professor of Statistics, University of Konstanz
在 uni-konstanz.de 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Statistics for long-memory processes
J Beran
Routledge, 2017
56702017
Long-range dependence in variable-bit-rate video traffic
J Beran, R Sherman, MS Taqqu, W Willinger
IEEE Transactions on communications 43 (2/3/4), 1566-1579, 1995
18741995
Statistical methods for data with long-range dependence
J Beran
Statistical science, 404-416, 1992
7351992
Long-memory processes
J Beran, Y Feng, S Ghosh, R Kulik
Long-Mem. Process, 2013
6722013
Maximum likelihood estimation of the differencing parameter for invertible short and long memory autoregressive integrated moving average models
J Beran
Journal of the Royal Statistical Society: Series B (Methodological) 57 (4 …, 1995
4851995
On unified model selection for stationary and nonstationary short-and long-memory autoregressive processes
J Beran, RJ Bhansali, D Ocker
Biometrika 85 (4), 921-934, 1998
1861998
Testing for a change of the long-memory parameter
J Beran, N Terrin
Biometrika 83 (3), 627-638, 1996
1801996
Plasma triglycerides and three lipoprotein cholesterol fractions are independent predictors of the extent of coronary atherosclerosis.
H Drexel, FW Amann, J Beran, K Rentsch, R Candinas, J Muntwyler, ...
Circulation 90 (5), 2230-2235, 1994
1771994
Fitting long-memory models by generalized linear regression
J Beran
Biometrika 80 (4), 817-822, 1993
1641993
SEMIFAR models—A semiparametric approach to modelling trends, long-range dependence and nonstationarity
J Beran, Y Feng
Computational Statistics & Data Analysis 40 (2), 393-419, 2002
1602002
Variable-bit-rate video traffic and long-range dependence
J Beran, R Sherman, MS Taqqu, W Willinger
IEEE Transactions on communications 43 (2-4), 1566-1579, 1995
1471995
The harmonic moment tail index estimator: asymptotic distribution and robustness
J Beran, D Schell, M Stehlík
Annals of the Institute of Statistical Mathematics 66, 193-220, 2014
1352014
Statistics in musicology
J Beran
Chapman and Hall/CRC, 2003
1332003
A goodness-of-fit test for time series with long range dependence
J Beran
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 1992
1221992
A test of location for data with slowly decaying serial correlations
J Beran
Biometrika 76 (2), 261-269, 1989
981989
Local polynomial fitting with long-memory, short-memory and antipersistent errors
J Beran, Y Feng
Annals of the Institute of Statistical Mathematics 54, 291-311, 2002
962002
M Estimators of Location for Gaussian and Related Processes With Slowly Decaying Serial Correlations
J Beran
Journal of the American Statistical Association 86 (415), 704-708, 1991
861991
SEMIFAR forecasts, with applications to foreign exchange rates
J Beran, D Ocker
Journal of Statistical Planning and Inference 80 (1-2), 137-153, 1999
831999
Volatility of stock-market indexes—an analysis based on SEMIFAR models
J Beran, D Ocker
Journal of Business & Economic Statistics 19 (1), 103-116, 2001
802001
Estimation of the long‐memory parameter, based on a multivariate central limit theorem
J Beran, N Terrin
Journal of Time Series Analysis 15 (3), 269-278, 1994
781994
系统目前无法执行此操作,请稍后再试。
文章 1–20