Paper Review Records
All Paper Review Records
16 valid samples · Newest publication first
Review days = acceptance date − received date. PDF, DOI, and publisher-page sources are retained.
334
days
Second‐Order Properties of the Convolved Subsampling Method for Time Series
Authors
Sayan Das; Todd A. Kuffner; Soumendra N. Lahiri; Daniel J. NordmanShow moreShow less
Affiliations
1. Department of Statistics and Data Science Washington University in St. Louis St. Louis Missouri USA; 2. Department of Statistics Iowa State University Ames Iowa USAShow moreShow less
378
days
Latent Gaussian Dynamic Factor Modeling and Forecasting for Multivariate Count Time Series
Authors
Younghoon Kim; Marie‐Christine Düker; Zachary F. Fisher; Vladas PipirasShow moreShow less
Affiliations
1. Cornell University Ithaca New York USA; 2. Friedrich‐Alexander‐Universität Erlangen‐Nürnberg Erlangen Germany; 3. The Pennsylvania State University State College USA; 4. University of North Carolina at Chapel Hill Chapel Hill United StatesShow moreShow less
307
days
Modeling Nonstationary Time Series Using Locally Stationary Basis Processes
Authors
Shreyan Ganguly; Peter F. CraigmileShow moreShow less
Affiliations
1. Department of Statistics The Ohio State University Columbus Ohio USA; 2. Department of Mathematics and Statistics Hunter College, CUNY New York New York USAShow moreShow less
224
days
Simultaneous Detection of Structural Breaks and Outliers in Time Series
Authors
Richard A. Davis; Thomas C. M. Lee; Gabriel A. Rodriguez‐YamShow moreShow less
Affiliations
1. Department of Statistics Columbia University New York New York USA; 2. Department of Statistics University of California at Davis Davis USA; 3. Department of Statistics, Mathematics and Computing Universidad Autónoma Chapingo Chapingo MexicoShow moreShow less
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