Shape-based functional data analysis

Y Wu, C Huang, A Srivastava - Test, 2024 - Springer
Functional data analysis (FDA) is a fast-growing area of research and development in
statistics. While most FDA literature imposes the classical L 2 Hilbert structure on function …

Linear regression models with multiplicative distortions under new identifiability conditions

J Zhang, B Lin, Y Zhou - Statistica Neerlandica, 2024 - Wiley Online Library
This paper considers linear regression models when neither the response variable nor the
covariates can be directly observed, but are measured with multiplicative distortion …

Detecting dynamical causality via intervened reservoir computing

J Zhao, Z Gan, R Huang, C Guan, J Shi… - Communications …, 2024 - nature.com
An abundance of complex dynamical phenomena exists in nature and human society,
requiring sophisticated analytical tools to understand and explain. Causal analysis through …

Joint spatial modeling bridges the gap between disparate disease surveillance and population monitoring efforts informing conservation of at-risk bat species

C Stratton, KM Irvine, KM Banner, ES Almberg… - Journal of Agricultural …, 2024 - Springer
Abstract White-Nose Syndrome (WNS) is a wildlife disease that has decimated hibernating
bats since its introduction in North America in 2006. As the disease spreads westward …

Gradient synchronization for multivariate functional data, with application to brain connectivity

Y Chen, SC Lin, Y Zhou, O Carmichael… - Journal of the Royal …, 2024 - academic.oup.com
Quantifying the association between components of multivariate random curves is of general
interest and is a ubiquitous and basic problem that can be addressed with functional data …

Dynamic modeling for multivariate functional and longitudinal data

S Hao, SC Lin, JL Wang, Q Zhong - Journal of Econometrics, 2024 - Elsevier
Dynamic interactions among several stochastic processes are common in many scientific
fields. It is crucial to model these interactions to understand the dynamic relationship of the …

Gaussian approximation for non-stationary time series with optimal rate and explicit construction

S Bonnerjee, S Karmakar, WB Wu - arXiv preprint arXiv:2408.02913, 2024 - arxiv.org
Statistical inference for time series such as curve estimation for time-varying models or
testing for existence of change-point have garnered significant attention. However, these …

Crude oil volatility forecasting: insights from a novel time-varying parameter GARCH-MIDAS model

L Peng, C Liang, B Yang, L Wang - International Review of Economics & …, 2024 - Elsevier
Stationary GARCH-MIDAS models encounter challenges in effectively capturing the
dynamic impact of realized volatility on crude oil price volatility. This study introduces a novel …

On semiparametrically dynamic functional-coefficient autoregressive spatio-temporal models with irregular location wide nonstationarity

Z Lu, X Ren, R Zhang - Journal of the American Statistical …, 2024 - Taylor & Francis
Nonlinear dynamic modeling of spatio-temporal data is often a challenge, especially due to
irregularly observed locations and location-wide nonstationarity. In this article we propose a …

[HTML][HTML] Money demand function with time-varying coefficients

E Elyasiani, H Movaghari - The Quarterly Review of Economics and …, 2024 - Elsevier
The objectives of this study are twofold; to explore the structural break (s) in the time series
of the US firms' cash ratio, and, to examine the sensitivity of cash to firm characteristics …