Functional mixed effects wavelet estimation for spectra of replicated time series

J Chau, R von Sachs - Electronic Journal of Statistics, 2016 - projecteuclid.org
Motivated by spectral analysis of replicated brain signal time series, we propose a functional
mixed effects approach to model replicate-specific spectral densities as random curves …

Using parametric bootstrap to introduce and manage uncertainty: replicated loaded insurance life tables

JM Pavía, FG Morillas… - North American Actuarial …, 2019 - Taylor & Francis
Insurance companies develop loaded life tables to protect themselves against deviations, for
example, in the number of expected deaths or in the (residual) expectation of life of their …

[PDF][PDF] Advances in Spectral Analysis for Multivariate, Nonstationary and Replicated Time Series

J Chau - 2018 - dial.uclouvain.be
In this thesis, we study statistical estimation and inference problems for scalar or
vectorvalued time series in terms of their second-order behavior. In a broad sense, a time …

Estimation of population spectrum for linear processes with random coefficients

P Saavedra, CN Hernández, I Luengo, J Artiles… - Computational …, 2008 - Springer
A set of time series generated by stationary linear processes with an absolutely continuous
spectral distribution is analysed. The time series can then be considered realizations of a …

Spectral analysis with replicated time series

P Saavedra, CN Hernandez, J Artiles - … in Statistics-Theory and …, 2000 - Taylor & Francis
A doubly stochastic process {x (b, t); b∊ B, t∊ Z} is considered, with (B, β, Pβ) being a
probability space so that for each b,{X (b, t); t∊ Z} is a stationary process with an absolutely …

Test to compare two population logspectra

I Luengo, CN Hernández, P Saavedra - Computational Statistics, 2006 - Springer
The objective of this paper is to compare time series patterns generated over two
populations. A random sample of objects is chosen from each population. On each object, a …

Classification of Stationary Signals with Mixed Spectrum

P Saavedra, A Santana-del-Pino… - … International Journal of …, 2011 - degruyter.com
This paper deals with the problem of discrimination between two sets of complex signals
generated by stationary processes with both random effects and mixed spectral distributions …

[PDF][PDF] HOMOGENEITY ANALYSIS FOR A SET OF TIME SERIES

P Saavedra, CN Hernández, I Luengo, J Artiles… - USING CURVATURE … - researchgate.net
A sample of objects is taken from a population and on each one, a time series is observed at
the same time points. We suppose that each time series is a realization of a stationary …

A Sequential Comparison of Two Population Spectra

MP Quintana Montesdeoca, P Saavedra Santana - 2000 - accedacris.ulpgc.es
Two populations of objects are considered in such way that on each one a random signal
can be evaluated. This signal generally is a realization of a stationary process. In each …

[BOOK][B] Estimation from data representing a sample of curves

AL Auguste - 2006 - search.proquest.com
This dissertation introduces and assesses an algorithm to generate confidence bands for a
regression function or a main effect when multiple data sets are available. In particular it …