Modelling and prediction of time series arising on a graph - Research Database, The University of York

By the same authors

Wavelet spectral testing: application to nonstationary circadian rhythms
Hargreaves, J. K., Knight, M. I., Pitchford, J. W., Oakenfull, R., Chawla, S., Munns, J. & Davis, S. J., 17 Oct 2019
Article in Annals of Applied Statistics
Generalised Network Autoregressive Processes and the GNAR package
Knight, M. I., Leeming, K., Nason, G. P. & Nunes, M. A., 19 Sep 2019, (Accepted/In press)
Article in Journal of Statistical Software
GNAR: Methods for Fitting Network Time Series Models
Leeming, K., Nason, G. P., Nunes, M. A. & Knight, M. I., 7 Jun 2019
Research output: Non-textual form › Software
Complex-Valued Wavelet Lifting Estimators of the Hurst Exponent for Irregularly Sampled Time Series: CliftLRD
Nunes, M. A. & Knight, M. I., 18 Jul 2018
Research output: Non-textual form › Software
Long memory estimation for complex-valued time series
Knight, M. I. & Nunes, M. A., 4 Jul 2018
Article in Statistics and computing

Modelling and prediction of time series arising on a graph

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Published copy (DOI)

10.1007/978-3-319-18732-7

Author(s)

M.A. Nunes
M.I. Knight
G.P. Nason

Department/unit(s)

Mathematics

Publication details

Title of host publication	Modeling and Stochastic Learning for Forecasting in High Dimension
Date	Published - 2015
Pages	183-192
Number of pages	10
Publisher	Springer International Publishing
Editors	A Antoniadis, J. Poggi, X Brossat
Original language	English
ISBN (Electronic)	978-3-319-18732-7
ISBN (Print)	978-3-319-18731-0

Publication series

Name	Lecture Notes in Statistics - Proceedings
Publisher	Springer International Publishing
Volume	217
ISSN (Print)	1869-7240

Discover related content

Find related publications, people, projects, datasets and more using interactive charts.

View graph of relations

York staff: edit these data