Statistics for long-memory processes J Beran Routledge, 2017 | 5727 | 2017 |
Long-range dependence in variable-bit-rate video traffic J Beran, R Sherman, MS Taqqu, W Willinger IEEE Transactions on communications 43 (2/3/4), 1566-1579, 1995 | 1882 | 1995 |
Statistical methods for data with long-range dependence J Beran Statistical science, 404-416, 1992 | 742 | 1992 |
Long-memory processes J Beran, Y Feng, S Ghosh, R Kulik Long-Mem. Process, 2013 | 690 | 2013 |
Maximum likelihood estimation of the differencing parameter for invertible short and long memory autoregressive integrated moving average models J Beran Journal of the Royal Statistical Society: Series B (Methodological) 57 (4 …, 1995 | 492 | 1995 |
On unified model selection for stationary and nonstationary short-and long-memory autoregressive processes J Beran, RJ Bhansali, D Ocker Biometrika 85 (4), 921-934, 1998 | 187 | 1998 |
Testing for a change of the long-memory parameter J Beran, N Terrin Biometrika 83 (3), 627-638, 1996 | 182 | 1996 |
Plasma triglycerides and three lipoprotein cholesterol fractions are independent predictors of the extent of coronary atherosclerosis. H Drexel, FW Amann, J Beran, K Rentsch, R Candinas, J Muntwyler, ... Circulation 90 (5), 2230-2235, 1994 | 179 | 1994 |
Fitting long-memory models by generalized linear regression J Beran Biometrika 80 (4), 817-822, 1993 | 166 | 1993 |
SEMIFAR models—A semiparametric approach to modelling trends, long-range dependence and nonstationarity J Beran, Y Feng Computational Statistics & Data Analysis 40 (2), 393-419, 2002 | 161 | 2002 |
Variable-bit-rate video traffic and long-range dependence J Beran, R Sherman, MS Taqqu, W Willinger IEEE Transactions on communications 43 (2-4), 1566-1579, 1995 | 147 | 1995 |
The harmonic moment tail index estimator: asymptotic distribution and robustness J Beran, D Schell, M Stehlík Annals of the Institute of Statistical Mathematics 66, 193-220, 2014 | 140 | 2014 |
Statistics in musicology J Beran Chapman and Hall/CRC, 2003 | 138 | 2003 |
A goodness-of-fit test for time series with long range dependence J Beran Journal of the Royal Statistical Society Series B: Statistical Methodology …, 1992 | 122 | 1992 |
A test of location for data with slowly decaying serial correlations J Beran Biometrika 76 (2), 261-269, 1989 | 98 | 1989 |
Local polynomial fitting with long-memory, short-memory and antipersistent errors J Beran, Y Feng Annals of the Institute of Statistical Mathematics 54, 291-311, 2002 | 97 | 2002 |
M Estimators of Location for Gaussian and Related Processes With Slowly Decaying Serial Correlations J Beran Journal of the American Statistical Association 86 (415), 704-708, 1991 | 86 | 1991 |
SEMIFAR forecasts, with applications to foreign exchange rates J Beran, D Ocker Journal of Statistical Planning and Inference 80 (1-2), 137-153, 1999 | 84 | 1999 |
Volatility of stock-market indexes—an analysis based on SEMIFAR models J Beran, D Ocker Journal of Business & Economic Statistics 19 (1), 103-116, 2001 | 80 | 2001 |
Estimation of the long‐memory parameter, based on a multivariate central limit theorem J Beran, N Terrin Journal of Time Series Analysis 15 (3), 269-278, 1994 | 79 | 1994 |