In this paper, we propose a new frequency domain test for pairwise time reversibility at any
specific couple of quantiles of two-dimensional marginal distribution. The proposed test is …

In this paper, a new estimation method is introduced for the quantile spectrum, which uses a
parametric form of the autoregressive (AR) spectrum coupled with nonparametric smoothing …

Spectral analysis discovers trends, periodic and other characteristics of a time series by
representing these features in the frequency domain. However, when multivariate time …

Based on the significant hotspots analysis method (Getis-Ord Gi* significance statistics),
space-time cube model (STC) and the Mann–Kendall trend test method, this paper proposes …

Many Bayesian nonparametric approaches to multivariate time series rely on Whittle's
Likelihood, involving the second order structure of a stationary time series by means of its …

Various approaches for spectral analysis based on regularly spaced data have already
been well-established, but the spectral inference based on irregularly spaced data are still …

Spectra are frequently used to depict the dependence features of a second-order stationary
process. In this paper, the spatial log-spectral density is expressed by a new type of …

Spectral analysis has been widely used to characterize the properties of one or more time
series in the frequency domain. Accurate inference of spectral density matrices is critical for …

摘要基于分位数和耦合的概念, 本文提出平稳随机过程分位数-耦合交叉协方差函数的概念.
该函数可以描述平稳过程的时间可逆性, 状态相依性以及在二阶矩不存在时的长程相依性等自协 …

Resumen en español La Universidad Tecnológica de Pereira a través de la Vicerrectoría de
Investigaciones, Innovación y Extensión tiene como propósito “Definir y direccionar los …