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Linear and nonlinear alignment of time series with applications to varve chronologies.
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- Environmetrics, 2008, v. 19, n. 4, p. 409, doi. 10.1002/env.887
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- Article
Local Lead–Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis.
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- Entropy, 2022, v. 24, n. 3, p. 378, doi. 10.3390/e24030378
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- Article
Adaptively varying-coefficient spatiotemporal models.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2009, v. 71, n. 4, p. 859, doi. 10.1111/j.1467-9868.2009.00710.x
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- Article
The sampling volume of trawl and acoustics: estimating availability probabilities from observations of tracked individual fish.
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- Canadian Journal of Fisheries & Aquatic Sciences, 2009, v. 66, n. 3, p. 425, doi. 10.1139/F09-004
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- Article
Can the precision of bottom trawl indices be increased by using simultaneously collected acoustic data? The Barents Sea experience.
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- Canadian Journal of Fisheries & Aquatic Sciences, 2007, v. 64, n. 10, p. 1390, doi. 10.1139/f07-101
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- Article
When fish meet a trawling vessel: examining the behaviour of gadoids using a free-floating buoy and acoustic split-beam tracking.
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- Canadian Journal of Fisheries & Aquatic Sciences, 2005, v. 62, n. 10, p. 2409, doi. 10.1139/F05-131
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- Article
Diurnal variation in acoustic densities: why do we see less in the dark?
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- Canadian Journal of Fisheries & Aquatic Sciences, 2004, v. 61, n. 11, p. 2237, doi. 10.1139/F04-161
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- Article
Diurnal variation in bottom trawl survey catches: does it pay to adjust?
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- Canadian Journal of Fisheries & Aquatic Sciences, 2002, v. 59, n. 1, p. 33, doi. 10.1139/f01-193
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- Article
MULTIPLE BILINEAR TIME SERIES MODELS.
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- Journal of Time Series Analysis, 1987, v. 8, n. 2, p. 221, doi. 10.1111/j.1467-9892.1987.tb00434.x
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- Article
SOME DOUBLY STOCHASTIC TIME SERIES MODELS.
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- Journal of Time Series Analysis, 1986, v. 7, n. 1, p. 51, doi. 10.1111/j.1467-9892.1986.tb00485.x
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- Article
LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE.
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- Journal of Time Series Analysis, 1985, v. 6, n. 2, p. 117, doi. 10.1111/j.1467-9892.1985.tb00403.x
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- Article
EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES.
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- Journal of Time Series Analysis, 1982, v. 3, n. 4, p. 265, doi. 10.1111/j.1467-9892.1982.tb00350.x
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- Article
AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE.
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- Journal of Time Series Analysis, 1982, v. 3, n. 3, p. 209, doi. 10.1111/j.1467-9892.1982.tb00343.x
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- Article
Additive Nonlinear ARX Time Series and Projection Estimates.
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- Econometric Theory, 1997, v. 13, n. 2, p. 214, doi. 10.1017/S0266466600005739
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- Article
Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality.
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- Econometric Theory, 1995, v. 11, n. 2, p. 258, doi. 10.1017/S0266466600009166
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- Article
Self-exciting jump processes with applications to energy markets.
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- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 2, p. 373, doi. 10.1007/s10463-016-0591-8
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- Article
Nonlinear Poisson autoregression.
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- Annals of the Institute of Statistical Mathematics, 2012, v. 64, n. 6, p. 1205, doi. 10.1007/s10463-012-0351-3
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- Article
A Cautionary Note on the Use of the Kolmogorov–Smirnov Test for Normality.
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- Monthly Weather Review, 2007, v. 135, n. 3, p. 1151, doi. 10.1175/MWR3326.1
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- Article
Two heuristic approaches to describe periodicities in genomic microarrays.
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- Norsk Epidemiologi, 2009, v. 19, n. 1, p. 79, doi. 10.5324/nje.v19i1.16
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- Article
Estimation of trends in extreme melt-season duration at Svalbard.
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- International Journal of Climatology, 2012, v. 32, n. 14, p. 2227, doi. 10.1002/joc.3395
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- Article
Local Gaussian Cross-Spectrum Analysis.
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- Econometrics (2225-1146), 2023, v. 11, n. 2, p. 12, doi. 10.3390/econometrics11020012
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- Article
Some recent trends in embeddings of time series and dynamic networks.
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- Journal of Time Series Analysis, 2023, v. 44, n. 5/6, p. 686, doi. 10.1111/jtsa.12677
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- Article
Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures.
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- Journal of Time Series Analysis, 2017, v. 38, n. 2, p. 352, doi. 10.1111/jtsa.12183
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- Article
Local Gaussian Autocorrelation and Tests for Serial Independence.
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- Journal of Time Series Analysis, 2017, v. 38, n. 1, p. 51, doi. 10.1111/jtsa.12195
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- Article
Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series.
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- Journal of Time Series Analysis, 2004, v. 25, n. 6, p. 831, doi. 10.1111/j.1467-9892.2004.00382.x
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- Article
Modelling panels of intercorrelated autoregressive time series.
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- Biometrika, 1999, v. 86, n. 3, p. 573, doi. 10.1093/biomet/86.3.573
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- Article
Nonparametric tests of linearity for time series.
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- Biometrika, 1995, v. 82, n. 2, p. 351
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A nonparametric test of serial independence based on the empirical distribution function.
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- Biometrika, 1993, v. 80, n. 3, p. 591
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- Article
Identification of nonlinear time series: First order characterization and order determination.
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- Biometrika, 1990, v. 77, n. 4, p. 669
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Loss of spectral peaks in autoregressive spectral estimation.
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- Biometrika, 1987, v. 74, n. 1, p. 200
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- Article
Bias of some commonly-used time series estimates.
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- Biometrika, 1983, v. 70, n. 2, p. 389
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A measure of association for spatial variables.
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- Biometrika, 1978, v. 65, n. 1, p. 109
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- Article
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES.
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- Econometric Theory, 2015, v. 31, n. 5, p. 911, doi. 10.1017/S0266466614000577
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- Article
NULL RECURRENT UNIT ROOT PROCESSES.
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- Econometric Theory, 2012, v. 28, n. 1, p. 1, doi. 10.1017/S0266466611000119
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- Article
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY.
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- Econometric Theory, 2009, v. 25, n. 6, p. 1869, doi. 10.1017/S0266466609990363
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- Article
NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES.
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- Econometric Theory, 2009, v. 25, n. 2, p. 442, doi. 10.1017/S0266466608090142
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- Article
NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS.
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- Econometric Theory, 2002, v. 18, n. 2, p. 197, doi. 10.1017/S0266466602182016
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- Article
A Convolution Estimator for the Density of Nonlinear Regression Observations.
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- Scandinavian Journal of Statistics, 2012, v. 39, n. 2, p. 282, doi. 10.1111/j.1467-9469.2011.00762.x
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- Article