COMPUTATIONAL STATISTICS & DATA ANALYSIS Journal

Overview

abbreviation

COMPUT STAT DATA AN

publication venue for

Time stable empirical best predictors under a unit-level model. 160:1-23. 2021
Variational inference for high dimensional structured factor copulas. 151:1-23. 2020
Bias reduction in the population size estimation of large data sets. 145:1-32. 2020
Estimation, imputation and prediction for the functional linear model with scalar response with responses missing at random. 131:91-103. 2019
Small area estimation of general parameters under complex sampling designs. 121:20-40. 2018
2nd special issue on robust analysis of complex data. 113:395-397. 2017
A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection. 100:814-829. 2016
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown. 100:582-594. 2016
The uncertainty of conditional returns, volatilities and correlations in DCC models. 100:170-185. 2016
A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of alpha-stable distributions. 95:57-74. 2016
A new minimal training sample scheme for intrinsic Bayes factors in censored data. 81:52-63. 2015
Multiple break detection in the correlation structure of random variables. 76:262-282. 2014
Sovereign credit ratings, market volatility, and financial gains. 76:20-33. 2014
A Bayesian model for longitudinal circular data based on the projected normal distribution. 71:506-519. 2014
Discriminant analysis of multivariate time series: application to diagnosis based on ECG signals. 70:67-87. 2014
Pairwise dynamic time warping for event data. 69:255-268. 2014
Efficient two-dimensional smoothing with P-spline ANOVA mixed models and nested bases. 61:22-37. 2013
Small area estimation with spatio-temporal Fay-Herriot models. 58:308-325. 2013
Statistical signal extraction and filtering. 58:1-3. 2013
Supervised classification for functional data: a weighted distance approach. 56:2334-2346. 2012
Multiple hypothesis testing and clustering with mixtures of non-central t-distributions applied in microarray data analysis. 56:1898-1907. 2012
Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters. 56:62-74. 2012
Tail index estimation in the presence of long-memory dynamics. 56:266-282. 2012
A half-region depth for functional data. 55:1679-1695. 2011
Exact Optimal Inference in Regression Models under Heteroskedasticity and Non-Normality of Unknown Form. 54:2532-2553. 2010
Non-Linear Time Series Clustering based on Non-Parametric Forecast Densities. 54:2850-2865. 2010
Public News Announcements and Quoting Activity in the Euro/Dollar Foreign Exchange Market. 54:2419-2431. 2010
Time-Varying Joint Distribution through Copulas. 54:2383-2399. 2010
Wavelet-Based Detection of Outliers in Financial Time Series. 54:2580-2593. 2010
Data-Driven Smooth Tests for the Martingale Difference Hypothesis. 54:1983-1998. 2010
A Note on the Properties of Power-Transformed Returns in Long-Memory Stochastic Volatility Models with Leverage Effect. 53:3593-3600. 2009
Spline Smoothing in Small Area Trend Estimation and Forecasting. 53:3616-3629. 2009
Smooth-car Mixed Models for Spatial Count Data. 53:2968-2979. 2009
Analytic and Bootstrap Approximations of Prediction Errors Under a Multivariate Fay-Herriot Model. 52:5242-5252. 2008
Modelling Long-Memory Volatilities with Leverage Effect: A-LMSV Versus FIEGARCH. 52:2846-2862. 2008
Multivariate Reduced Rank Regression in Non-Gaussian Contexts, Using Copulas. 52:2931-2944. 2008
A Time Series Bootstrap Procedure for Interpolation Intervals. 52:1792-1805. 2008
Bayesian Prediction of the Transient Behaviour and Busy Period in Short- and Long-Tailed GI/G/1 Queueing Systems. 52:1615-1635. 2008

International Standard Serial Number (ISSN)

0167-9473

Electronic International Standard Serial Number (EISSN)

1872-7352