Computational statistics & data analysis: The official journal of the International Association for Statistical Computing

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  Año 2006, Número 9

  • Introduction to the special issue on statistical signal extraction and filtering

    D. S. G. Pollock

    págs. 2137-2145

    

  • Unobserved component models with asymmetric conditional variances

    Esther Ruiz, Carmen Broto

    págs. 2146-2166

    

  • An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment

    Agustín Maravall

    págs. 2167-2190

    

  • Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm

    Mario Mazzocchi

    págs. 2191-2205

    

  • An iterated parametric approach to nonstationary signal extraction

    Andrew Sutcliffe, Tucker McElroy

    págs. 2206-2231

    

  • Decomposition of time series models in state-space form

    Kostas Triantafyllopoulos, E.J. Godolphin

    págs. 2232-2246

    

  • Bayesian analysis of the stochastic conditional duration model

    Gael M. Martin, Chris M. Strickland, Catherine S. Forbes

    págs. 2247-2267

    

  • Econometric methods of signal extraction

    D. S. G. Pollock

    págs. 2268-2292

    

  • Bootstrap prediction for returns and volatilities in GARCH models

    Juan José Romo Urroz, Esther Ruiz, Lorenzo Pascual Caneiro

    págs. 2293-2312

    

  • Repeated median and hybrid filters

    Ursula Gather, Roland Fried, Thorsten Bernholt

    págs. 2313-2338

    

  • Time-dependent frequency domain principal components analysis of multichannel non-stationary signals

    Moon-ho Ringo Ho, Hernando Ombao

    págs. 2339-2360

    

  • Unobserved heterogeneity in panel time series models

    Ron Smith, Ana-María Fuertes, Jerry Coakley

    págs. 2361-2380

    

  • Multivariate denoising using wavelets and principal component analysis

    Mina Aminghafari, Nathalie Cheze, Jean-Michel Poggi

    págs. 2381-2398

    

  • Wavelet-based bootstrapping of spatial patterns on a finite lattice

    Brandon Whitcher

    págs. 2399-2421

    

  • Dimension reduction in functional regression with applications

    A. Antoniadis, I. De Feis, U. Amato

    págs. 2422-2446

    

  • LASS: a tool for the local analysis of self-similarity

    Stilian Stoev, Cheolwoo Park, J. S. Marron, Murad S. Taqqu, George Michailidis

    págs. 2447-2471

    

  • A novel HMM-based clustering algorithm for the analysis of gene expression time-course data

    Javier García Frías, Yujing Zeng

    págs. 2472-2494

    

  • Signal extraction for simulated games with a large number of players

    Aki Lehtinen

    págs. 2495-2507