Beran, Jan; Steffens, Britta; Ghosh, Sucharita Testing for the expected number of exceedances in strongly dependent seasonal time series. (English) Zbl 07463892 J. Nonparametric Stat. 33, No. 3-4, 417-434 (2021). MSC: 62Gxx PDFBibTeX XMLCite \textit{J. Beran} et al., J. Nonparametric Stat. 33, No. 3--4, 417--434 (2021; Zbl 07463892) Full Text: DOI
Beran, Jan; Liu, Haiyan; Telkmann, Klaus On two sample inference for eigenspaces in functional data analysis with dependent errors. (English) Zbl 1353.62042 J. Stat. Plann. Inference 174, 20-37 (2016). MSC: 62G08 62G07 62H25 62M10 62G20 PDFBibTeX XMLCite \textit{J. Beran} et al., J. Stat. Plann. Inference 174, 20--37 (2016; Zbl 1353.62042) Full Text: DOI
Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models. (English) Zbl 1378.62058 Stat. Pap. 56, No. 2, 431-451 (2015). MSC: 62M10 62G32 62G20 PDFBibTeX XMLCite \textit{J. Beran} et al., Stat. Pap. 56, No. 2, 431--451 (2015; Zbl 1378.62058) Full Text: DOI
Beran, Jan; Liu, Haiyan On estimation of mean and covariance functions in repeated time series with long-memory errors. (English) Zbl 1307.62108 Lith. Math. J. 54, No. 1, 8-34 (2014). MSC: 62G08 62G20 62M09 62M10 PDFBibTeX XMLCite \textit{J. Beran} and \textit{H. Liu}, Lith. Math. J. 54, No. 1, 8--34 (2014; Zbl 1307.62108) Full Text: DOI
Beran, Jan; Shumeyko, Yevgen On asymptotically optimal wavelet estimation of trend functions under long-range dependence. (English) Zbl 1235.62124 Bernoulli 18, No. 1, 137-176 (2012). MSC: 62M10 62G08 42C40 62G20 65C60 PDFBibTeX XMLCite \textit{J. Beran} and \textit{Y. Shumeyko}, Bernoulli 18, No. 1, 137--176 (2012; Zbl 1235.62124) Full Text: DOI arXiv
Beran, Jan; Shumeyko, Yevgen Bootstrap testing for discontinuities under long-range dependence. (English) Zbl 1236.62036 J. Multivariate Anal. 105, No. 1, 322-347 (2012). MSC: 62G10 62G08 62M10 62G09 65C60 PDFBibTeX XMLCite \textit{J. Beran} and \textit{Y. Shumeyko}, J. Multivariate Anal. 105, No. 1, 322--347 (2012; Zbl 1236.62036) Full Text: DOI
Menéndez, Patricia; Ghosh, Sucharita; Beran, Jan On rapid change points under long memory. (English) Zbl 1204.62150 J. Stat. Plann. Inference 140, No. 11, 3343-3354 (2010). MSC: 62M09 62P12 62E20 62P99 65C60 PDFBibTeX XMLCite \textit{P. Menéndez} et al., J. Stat. Plann. Inference 140, No. 11, 3343--3354 (2010; Zbl 1204.62150) Full Text: DOI
Beran, Jan On parameter estimation for locally stationary long-memory processes. (English) Zbl 1156.62055 J. Stat. Plann. Inference 139, No. 3, 900-915 (2009). MSC: 62M10 62F10 62E20 62M09 62F12 PDFBibTeX XMLCite \textit{J. Beran}, J. Stat. Plann. Inference 139, No. 3, 900--915 (2009; Zbl 1156.62055) Full Text: DOI
Beran, Jan; Feng, Yuanhua SEMIFAR models – a semiparametric approach to modelling trends, long-range dependence and nonstationarity. (English) Zbl 0993.62079 Comput. Stat. Data Anal. 40, No. 2, 393-419 (2002). MSC: 62M10 62G08 62G07 PDFBibTeX XMLCite \textit{J. Beran} and \textit{Y. Feng}, Comput. Stat. Data Anal. 40, No. 2, 393--419 (2002; Zbl 0993.62079) Full Text: DOI
Beran, Jan; Ocker, Dirk SEMIFAR forecasts, with applications to foreign exchange rates. (English) Zbl 1045.62530 J. Stat. Plann. Inference 80, No. 1-2, 137-153 (1999). MSC: 62M20 62P05 62M10 PDFBibTeX XMLCite \textit{J. Beran} and \textit{D. Ocker}, J. Stat. Plann. Inference 80, No. 1--2, 137--153 (1999; Zbl 1045.62530) Full Text: DOI