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Comments on: Data science, big data and statistics

Test (Madrid, Spain), 2019-06, Vol.28 (2), p.338-341

2019

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Vector Autoregressive Models with Spatially Structured Coefficients for Time Series on a Spatial Grid

Journal of agricultural, biological, and environmental statistics, 2021-09, Vol.26 (3), p.387-408

2021

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Testing Self-Similarity Through Lamperti Transformations

Journal of agricultural, biological, and environmental statistics, 2016-09, Vol.21 (3), p.426-447

2016

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On the exact distribution of the maximum of absolutely continuous dependent random variables

Statistics & probability letters, 2008, Vol.78 (1), p.27-35

2008

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Nonparametric Inference for Periodic Sequences

Technometrics, 2012-02, Vol.54 (1), p.83-96

2012

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An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators

Annals of the Institute of Statistical Mathematics, 2010-04, Vol.62 (2), p.363-381

2010

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Single-Index Additive Vector Autoregressive Time Series Models

Scandinavian journal of statistics, 2009-09, Vol.36 (3), p.369-388

2009

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On a time deformation reducing nonstationary stochastic processes to local stationarity

Journal of applied probability, 2004-03, Vol.41 (1), p.236-249

2004

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Robust simulation-based estimation

Statistics & probability letters, 2000-07, Vol.48 (3), p.253-259

2000

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The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution

Statistics & probability letters, 1999, Vol.41 (2), p.131-137

Genton, Marc G.

1999

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Breakdown and Groups

The Annals of statistics, 2005-06, Vol.33 (3), p.977-988

2005

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Comments on: Data science, big data and statistics

Vector Autoregressive Models with Spatially Structured Coefficients for Time Series on a Spatial Grid

Testing Self-Similarity Through Lamperti Transformations

On the exact distribution of the maximum of absolutely continuous dependent random variables

Nonparametric Inference for Periodic Sequences

An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators

Single-Index Additive Vector Autoregressive Time Series Models

On a time deformation reducing nonstationary stochastic processes to local stationarity

Robust simulation-based estimation

The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution

Breakdown and Groups

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