Richard A. Davis

发表

Mode lStructur eSelectio n& Trainin gAlgorithm sfor an HM MGesture Recognition System

Nianjun Liu, Brian C. Lovell, Peter J. Kootsookos, 2004 .

ITSM: An Interactive Time Series Modelling Package for the PC

Richard A. Davis, Peter J. Brockwell, 1991, Springer Berlin Heidelberg.

Oxygen Sensor Validation and Analysis of Process Air Oxygen Content at United Taconite

David J. Englund, Richard A. Davis, 2015 .

A checking arithmetic unit

Richard A. Davis, Richard A. Davis, 1965, AFIPS '65 (Fall, part I).

Training Hidden Markov Models for spatio-temporal pattern recognition

Richard A. Davis, 2005 .

Improved Classification Using Hidden Markov Averaging From Multiple Observation Sequences

Brian C. Lovell, Richard A. Davis, Christian Walder, 2002 .

Schedule of Midwinter Meetings

Richard A. Davis, Emerson Jacob, 1968 .

Pot Grate Induration Simulator

David J. Englund, Richard A. Davis, 2007 .

BEACH CLEANING AND THE ROLE OF TECHNICAL SUPPORT IN THE 1993 TAMPA BAY SPILL

Richard A. Davis, Jacqueline Michel, Edward H. Owens, 1995 .

Improved Ensemble Training for Hidden Markov Models using Random Relative Node Permutations

Brian C. Lovell, Richard A. Davis, 2003 .

Conservation of Life as a Unifying Theme for Process Safety in Chemical Engineering Education.

James A. Klein, Richard A. Davis, 2011 .

Some Purely Deterministic Processes

Richard A. Davis, Dimitris N. Politis, Keh-Shin Lii, 2011 .

Maximum Likelihood Transfer Function Modelling

Richard A. Davis, Peter J. Brockwell, H. Salehi, 1992 .

Time Series: Theory and Methods

Richard A. Davis, Peter J. Brockwell, P. Brockwell, 2013 .

Rapid Design and Optimization of a Composite Retainer to Support the Energetic Loading of an Expanding Tube Assembly

Richard A. Davis, 2014 .

State-Space Models and the Kalman Recursions

Richard A. Davis, Peter J. Brockwell, P. Brockwell, 1991 .

Spectral learning of multivariate extremes pdf

Gennady Samorodnitsky, Richard A. Davis, Marco Avella Medina, 2021, ArXiv.

Author response for "Percolation threshold analyses can detect community assembly processes in simulated and natural tree communities"

Richard A. Davis, María Uriarte, Jess K. Zimmerman, 2021 .

Count Time Series: A Methodological Review

Nalini Ravishanker, Vladas Pipiras, Harry Joe, 2021 .

Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails

Richard A. Davis, Oliver Pfaffel, R. Stelzer, 2011, 1108.5464.

Time Series: Theory and Methods (2nd ed.).

Richard A. Davis, P. Brockwell, Rong Chen, 1992 .

Limit Theory for the Sample Covariance and Correlation Functions of Moving Averages

Richard A. Davis, S. Resnick, R. Davis, 1986 .

Structural Break Estimation for Nonstationary Time Series Models

Richard A. Davis, Thomas C.M. Lee, G. Rodríguez-Yam, 2006 .

Remarks on Some Nonparametric Estimates of a Density Function

Richard A. Davis, D. Politis, K. Lii, 2011 .

Probabilistic Properties of Stochastic Volatility Models

Richard A. Davis, T. Mikosch, R. Davis, 2009 .

Continuous-time Gaussian autoregression

Richard A. Davis, P. Brockwell, Yu Yang, 2007 .

Tail estimates motivated by extreme-value theory

Sidney I. Resnick, Richard A. Davis, S. Resnick, 1984, Advances in Applied Probability.

State-Space Models

Richard A. Davis, Peter J. Brockwell, P. Brockwell, 2016 .

Time Series Models for Financial Data

Richard A. Davis, P. Brockwell, R. Davis, 2016 .

Nonstationary and Seasonal Time Series Models

Richard A. Davis, P. Brockwell, R. Davis, 2016 .

Model identification for infinite variance autoregressive processes

Richard A. Davis, B. Andrews, R. Davis, 2013 .

Max-stable processes for modelling extremes observed in space and time

Claudia Kluppelberg, Richard A. Davis, C. Kluppelberg, 2011, 1107.4464.

Tail estimates motivated by extreme-value theory

Sidney I. Resnick, Richard A. Davis, S. Resnick, 1985 .

The sample autocorrelations of heavy-tailed processes with applications to ARCH

Richard A. Davis, T. Mikosch, R. Davis, 1998 .

Regular variation of GARCH processes

Richard A. Davis, T. Mikosch, Bojan Basrak, 2002 .

Estimation of the Bispectrum

Richard A. Davis, D. Politis, K. Lii, 2011 .

Rosenblatt’s Contributions to Deconvolution

Richard A. Davis, D. Politis, K. Lii, 2011 .

Linear Processes and Bispectra

Richard A. Davis, D. Politis, K. Lii, 2011 .

On frequency estimation

Richard A. Davis, D. Politis, K. Lii, 2011 .

A Central Limit Theorem and a Strong Mixing Condition

Richard A. Davis, D. Politis, K. Lii, 2011 .

Handbook of Financial Time Series

Richard A. Davis, T. Andersen, T. Mikosch, 2009 .

IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS

Richard A. Davis, F. Breidt, W. Dunsmuir, 1995 .

Efficient Gibbs Sampling of Truncated Multivariate Normal with Application to Constrained Linear Regression

Richard A. Davis, L. Scharf, G. Rodríguez-Yam, 2004 .

A class of stochastic volatility models for environmental applications

Richard A. Davis, F. Breidt, Wenying Huang, 2011 .

Time Series: Theory and Methods (2Nd Edn)

Richard A. Davis, Peter J. Brockwell, P. Brockwell, 1993 .

A characterization of multivariate regular variation

Richard A. Davis, Bojan Basrak, Thomas Mikosch, 2002 .

Threshold selection for multivariate heavy-tailed data

Richard A. Davis, Phyllis Wan, Phyllis Wan, 2017, 1707.00464.

Point process convergence of stochastic volatility processes with application to sample autocorrelation

Richard A. Davis, T. Mikosch, R. Davis, 2001, Journal of Applied Probability.

The convex hull of a random sample in

Richard A. Davis, S. Resnick, E. Mulrow, 1987 .

Modified burg algorithms for multivariate subset autoregression

Richard A. Davis, A. Alexandre Trindade, 2000 .

The supremum distribution of another Gaussian process

Noel A Cressie, Richard A. Davis, N. Cressie, 1981, Journal of Applied Probability.

Limit Theory for Moving Averages of Random Variables with Regularly Varying Tail Probabilities

Sidney I. Resnick, Richard A. Davis, S. Resnick, 1985 .

Extreme Value Theory for GARCH Processes

Richard A. Davis, Thomas Mikosch, T. Mikosch, 2009 .

The extremogram: a correlogram for extreme events

Richard A. Davis, Thomas Mikosch, T. Mikosch, 2009, 1001.1821.

Towards estimating extremal serial dependence via the bootstrapped extremogram

Richard A. Davis, Thomas Mikosch, Ivor Cribben, 2012 .

Statistical inference for max‐stable processes in space and time

Claudia Kluppelberg, Richard A. Davis, C. Klüppelberg, 2012, 1204.5581.

More limit theory for the sample correlation function of moving averages

Sidney I. Resnick, Richard A. Davis, S. Resnick, 1985 .

M-estimation for autoregressions with infinite variance

Richard A. Davis, Keith Knight, K. Knight, 1992 .

Limit Theory for Bilinear Processes with Heavy Tailed Noise

Sidney I. Resnick, Richard A. Davis, S. Resnick, 1996 .

Stable Limits for Partial Sums of Dependent Random Variables

Richard A. Davis, R. Davis, 1983 .

Parameter estimation for some time series models without contiguity

Richard A. Davis, Murray Rosenblatt, M. Rosenblatt, 1991 .

Limit Theory for the Sample Correlation Function of Moving Averages

Sidney I. Resnick, Richard A. Davis, 1986 .

Break Detection for a Class of Nonlinear Time Series Models

Richard A. Davis, Thomas C.M. Lee, G. Rodríguez-Yam, 2008 .

A negative binomial model for time series of counts

Richard A. Davis, Rongning Wu, Rongning Wu, 2009 .

Rank-based estimation for all-pass time series models

Richard A. Davis, F. Jay Breidt, F. Breidt, 2007, 0708.1929.

Handbook of Discrete-Valued Time Series Handbooks of Modern Statistical Methods

Richard A. Davis, W. Dunsmuir, R. Lund, 2018 .

Multivariate Time Series

Richard A. Davis, Peter J. Brockwell, 2016 .

Basic properties and prediction of max-ARMA processes

Sidney I. Resnick, Richard A. Davis, S. Resnick, 1989, Advances in Applied Probability.

Maximum and minimum of one-dimensional diffusions

Richard A. Davis, R. Davis, R. Davis, 1982 .

Consistency of minimum description length model selection for piecewise stationary time series models

Richard A. Davis, Chun Yip Yau, C. Yau, 2013 .

Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data

Richard A. Davis, Philippe Naveau, Daniel Cooley, 2012, 1301.1428.

Noncausal vector AR processes with application to economic time series

Richard A. Davis, Li Song, Li Song, 2020 .

The Maximum of the Periodogram of a Non-Gaussian Sequence

Richard A. Davis, Thomas Mikosch, T. Mikosch, 1999 .

Density Estimates and Markov Sequences

Richard A. Davis, Dimitris N. Politis, Keh-Shin Lii, 2011 .

Maximum likelihood estimation for noncausal autoregressive processes

Richard A. Davis, Murray Rosenblatt, F. Jay Breidt, 1991 .

Applications of distance correlation to time series

Richard A. Davis, Thomas Mikosch, Muneya Matsui, 2016, Bernoulli.

Modeling and Forecasting with ARMA Processes

Richard A. Davis, Peter J. Brockwell, P. Brockwell, 2016 .

LAD Estimation with Applications in Time Series Analysis

Richard A. Davis, Rongning Wu, Rongning Wu, 2013 .

Point Process and Partial Sum Convergence for Weakly Dependent Random Variables with Infinite Variance

Richard A. Davis, Tailen Hsing, T. Hsing, 1995 .

Estimation for first-order autoregressive processes with positive or bounded innovations

Richard A. Davis, William P. McCormick, W. McCormick, 1989 .

Estimation for ARMA Models

Richard A. Davis, Peter J. Brockwell, 1991 .

Gauss-Newton and M-estimation for ARMA processes with infinite variance

Richard A. Davis, R. Davis, 1996 .

Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution

Sidney I. Resnick, Richard A. Davis, 1988 .

Theory and Inference for a Class of Observation-driven Models with Application to Time Series of Counts

Richard A. Davis, Heng Liu, Heng Liu, 2012, 1204.3915.

Model Building and Forecasting with ARIMA Processes

Richard A. Davis, Peter J. Brockwell, 1991 .

Least absolute deviation estimation for all-pass time series models

Richard A. Davis, A. Alexandre Trindade, F. Breidt, 2001 .

The Rosenblatt Process

Richard A. Davis, D. Politis, K. Lii, 2011 .

A Bayesian semi-parametric approach to extreme regime identification

Richard A. Davis, D. Gamerman, F. Nascimento, 2016 .

Theory and inference for a class of nonlinear models with application to time series of counts

Richard A. Davis, Heng Liu, R. Davis, 2016 .

Scale Renormalization and Random Solutions of the Burgers Equation

Richard A. Davis, D. Politis, K. Lii, 2011 .

COMMENTS ON PAIRWISE LIKELIHOOD IN TIME SERIES MODELS

Richard A. Davis, Chun Yip Yau, C. Yau, 2011 .

Testing for a Change in the Parameter Values and Order of an Autoregressive Model

Dawei Huang, Richard A. Davis, Yi-Ching Yao, 1995 .

MAXIMUM LIKELIHOOD ESTIMATION FOR -STABLE

Richard A. Davis, B. Andrews, M. Calder, 2008 .

Maximum likelihood estimation for all-pass time series models

Richard A. Davis, F. Jay Breidt, F. Breidt, 2006 .

TIME‐REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES

Richard A. Davis, F. J. Breidt, F. Breidt, 1992 .

Gaussian Process: Theory†

Richard A. Davis, 2014 .

Reduced-Rank Covariance Estimation in Vector Autoregressive Modeling

Richard A. Davis, Tian Zheng, Peng Zang, 2014, 1412.2183.

Maximum Likelihood Estimation for MA(1) Processes with a Root on or near the Unit Circle

Richard A. Davis, William T. M. Dunsmuir, W. Dunsmuir, 1996, Econometric Theory.

Inference for linear processes with stable noise

Richard A. Davis, M. Calder, M. Calder, 1998 .

The Asymptotic behavior of the Likelihood Ratio Statistic for Testing a Shift in Mean in a Sequence of Independent Normal Variates.

Richard A. Davis, Yi-Ching Yao, 1984 .

State Space Models for Count Time Series

Richard A. Davis, William T. M. Dunsmuir, 2015 .

Introduction to Whittle (1953) The Analysis of Multiple Stationary Time Series

Richard A. Davis, M. Calder, Matthew Calder, 1997 .

J un 2 01 8 Stochastic di ̇erential equations with a fractionally fltered delay : a semimartingale model for long-range dependent processes

Richard A. Davis, M. S. Nielsen, V. Rohde, 2018 .

The asymptotic distribution of the maxima of a Gaussian random field on a lattice

Richard A. Davis, J. French, R. Davis, 2013 .

Stationary Time Series

Richard A. Davis, Peter J. Brockwell, 1991 .

Order Determination for Multivariate Autoregressive Processes Using Resampling Methods

Richard A. Davis, Peter J. Brockwell, P. Brockwell, 1996 .

Maximum likelihood estimation for α-stable autoregressive processes

Richard A. Davis, B. Andrews, M. Calder, 2009, 0908.1895.

Inference for MA (1) processes with a root on or near the unit circle

Richard A. Davis, William T. M. Dunsmuir, W. Dunsmuir, 1992 .

Maximum Likelihood Estimation for an Observation Driven Model for Poisson Counts

Richard A. Davis, William T. M. Dunsmuir, Sarah B. Streett, 2005 .

Extreme value theory for space-time processes with heavy-tailed distributions

Richard A. Davis, Thomas Mikosch, T. Mikosch, 2008 .

Prediction of Stationary Max-Stable Processes

Sidney I. Resnick, Richard A. Davis, S. Resnick, 1993 .

Self-Excited Threshold Poisson Autoregression

Wai Keung Li, Richard A. Davis, Jianfeng Yao, 2013, 1307.4626.

Parameter estimation in low order fractionally differenced ARMA processes

Richard A. Davis, Sat Gupta, D. C. Boes, 1989 .

M-estimation for linear regression with infinite variance

Richard A. Davis, Wei Wu, 1997 .

Handbook of discrete-valued time series

Nalini Ravishanker, Robert Lund, Richard A. Davis, 2016 .

On Some Global Measures of the Deviations of Density Function Estimates

Richard A. Davis, D. Politis, K. Lii, 2011 .

2018 APPLICATIONS OF DISTANCE CORRELATION TO TIME SERIES

Richard A. Davis, T. Mikosch, Muneya Matsui, 2022 .

Statistical Spectral Analysis of Time Series Arising From Stationary Stochastic Processes

Richard A. Davis, D. Politis, K. Lii, 2011 .

Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes

Richard A. Davis, P. Brockwell, Yu Yang, 2007, Journal of Applied Probability.

Chapter 21 Asymptotic Behavior of Eigenvalues for a Class of Integral Equations with Translation Kernels

Richard A. Davis, D. Politis, K. Lii, 2011 .

Semi‐Parametric Estimation for Non‐Gaussian Non‐Minimum Phase ARMA Models

Richard A. Davis, Jing Zhang, R. Davis, 2018 .

Structural Breaks Estimation for Non-stationary Time Series Models

Richard A. Davis, Thomas C.M. Lee, G. Rodríguez-Yam, 2004 .

Simple consistent estimation of the coefficients of a linear filter

Richard A. Davis, P. Brockwell, R. Davis, 1988 .

On consistency of minimum description length model selection for piecewise autoregressions

Richard A. Davis, Stacey A. Hancock, Yi-Ching Yao, 2016 .

Introduction to time series and forecasting

Richard A. Davis, P. Brockwell, R. Davis, 1998 .