Davis, Richard A.; Fernandes, Leon; Fokianos, Konstantinos Clustering multivariate time series using energy distance. (English) Zbl 07731491 J. Time Ser. Anal. 44, No. 5-6, 487-504 (2023). MSC: 62Mxx 62M10 62H30 62H20 62H12 PDFBibTeX XMLCite \textit{R. A. Davis} et al., J. Time Ser. Anal. 44, No. 5--6, 487--504 (2023; Zbl 07731491) Full Text: DOI arXiv
Davis, Richard A.; Fokianos, Konstantinos; Holan, Scott H.; Joe, Harry; Livsey, James; Lund, Robert; Pipiras, Vladas; Ravishanker, Nalini Count time series: a methodological review. (English) Zbl 1510.62356 J. Am. Stat. Assoc. 116, No. 535, 1533-1547 (2021). MSC: 62M10 62H20 62M30 62-02 PDFBibTeX XMLCite \textit{R. A. Davis} et al., J. Am. Stat. Assoc. 116, No. 535, 1533--1547 (2021; Zbl 1510.62356) Full Text: DOI
Davis, Richard A.; do Rêgo Sousa, Thiago; Klüppelberg, Claudia Indirect inference for time series using the empirical characteristic function and control variates. (English) Zbl 1476.62181 J. Time Ser. Anal. 42, No. 5-6, 653-684 (2021). MSC: 62M10 62E20 62G20 65C05 PDFBibTeX XMLCite \textit{R. A. Davis} et al., J. Time Ser. Anal. 42, No. 5--6, 653--684 (2021; Zbl 1476.62181) Full Text: DOI arXiv
Davis, Richard A.; Nielsen, Mikkel Slot; Rohde, Victor Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes. (English) Zbl 1466.60116 Bernoulli 26, No. 2, 799-827 (2020). MSC: 60H10 34F05 62M10 PDFBibTeX XMLCite \textit{R. A. Davis} et al., Bernoulli 26, No. 2, 799--827 (2020; Zbl 1466.60116) Full Text: DOI arXiv Euclid
Wan, Phyllis; Davis, Richard A. Threshold selection for multivariate heavy-tailed data. (English) Zbl 1418.62220 Extremes 22, No. 1, 131-166 (2019). MSC: 62G32 60G70 62G10 62P05 PDFBibTeX XMLCite \textit{P. Wan} and \textit{R. A. Davis}, Extremes 22, No. 1, 131--166 (2019; Zbl 1418.62220) Full Text: DOI arXiv
Davis, Richard A.; Matsui, Muneya; Mikosch, Thomas; Wan, Phyllis Applications of distance correlation to time series. (English) Zbl 1414.62357 Bernoulli 24, No. 4A, 3087-3116 (2018). MSC: 62M10 60E10 60G10 62E20 PDFBibTeX XMLCite \textit{R. A. Davis} et al., Bernoulli 24, No. 4A, 3087--3116 (2018; Zbl 1414.62357) Full Text: DOI arXiv Euclid
Wang, Chao; Liu, Heng; Yao, Jian-Feng; Davis, Richard A.; Li, Wai Keung Self-excited threshold Poisson autoregression. (English) Zbl 1367.62267 J. Am. Stat. Assoc. 109, No. 506, 777-787 (2014). MSC: 62M10 62F12 60F15 PDFBibTeX XMLCite \textit{C. Wang} et al., J. Am. Stat. Assoc. 109, No. 506, 777--787 (2014; Zbl 1367.62267) Full Text: DOI arXiv
Davis, Richard A.; Yau, Chun Yip Consistency of minimum description length model selection for piecewise stationary time series models. (English) Zbl 1337.62254 Electron. J. Stat. 7, 381-411 (2013). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{R. A. Davis} and \textit{C. Y. Yau}, Electron. J. Stat. 7, 381--411 (2013; Zbl 1337.62254) Full Text: DOI Euclid
Yau, Chun Yip; Davis, Richard A. Likelihood inference for discriminating between long-memory and change-point models. (English) Zbl 1282.62208 J. Time Ser. Anal. 33, No. 4, 649-664 (2012). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{C. Y. Yau} and \textit{R. A. Davis}, J. Time Ser. Anal. 33, No. 4, 649--664 (2012; Zbl 1282.62208) Full Text: DOI
Davis, Richard A.; Song, Li Functional convergence of stochastic integrals with application to statistical inference. (English) Zbl 1252.60050 Stochastic Processes Appl. 122, No. 3, 725-757 (2012). Reviewer: Jacques Franchi (Strasbourg) MSC: 60H05 60F05 PDFBibTeX XMLCite \textit{R. A. Davis} and \textit{L. Song}, Stochastic Processes Appl. 122, No. 3, 725--757 (2012; Zbl 1252.60050) Full Text: DOI
Davis, Richard A.; Mikosch, Thomas The extremogram: a correlogram for extreme events. (English) Zbl 1200.62104 Bernoulli 15, No. 4, 977-1009 (2009). MSC: 62M10 62G32 62P05 62F05 62M15 PDFBibTeX XMLCite \textit{R. A. Davis} and \textit{T. Mikosch}, Bernoulli 15, No. 4, 977--1009 (2009; Zbl 1200.62104) Full Text: DOI arXiv
Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas Regular variation of GARCH processes. (English) Zbl 1060.60033 Stochastic Processes Appl. 99, No. 1, 95-115 (2002). Reviewer: Jiří Anděl (Praha) MSC: 60G10 62M10 60G55 91B28 62G20 62P05 PDFBibTeX XMLCite \textit{B. Basrak} et al., Stochastic Processes Appl. 99, No. 1, 95--115 (2002; Zbl 1060.60033) Full Text: DOI