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Stoffer, David S.

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 Author ID: stoffer.david-s Published as: Stoffer, D.; Stoffer, D. S.; Stoffer, David; Stoffer, David S.
 Documents Indexed: 38 Publications since 1982, including 6 Books
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Co-Authors

 6 single-authored 6 Shumway, Robert H. 5 Ombao, Hernando C. 5 Tyler, David E. 3 Langberg, Naftali A. 3 Rosen, Ori 3 Wall, Kent D. 2 Block, Henry W. 2 McDougall, Andrew J. 2 Wood, Sally L. 1 Buysse, Daniel J. 1 Douc, Randal 1 Guo, Wensheng 1 Hall, Martica H. 1 Han, Sangdae 1 Heo, Jungeun 1 Huang, Hsiao-Yun 1 Katzoff, Myron J. 1 Kim, Jeongeun 1 Krafty, Robert Todd 1 Moulines, Eric 1 Qin, Li 1 Sampson, Allan R. 1 Wendt, David A. 1 Xiong, Shuangyan
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Serials

 8 Journal of Time Series Analysis 6 Journal of the American Statistical Association 3 Biometrika 3 Springer Texts in Statistics 2 Journal of Statistical Planning and Inference 2 Chapman & Hall/CRC Texts in Statistical Science Series 1 Advances in Applied Probability 1 Annals of the Institute of Statistical Mathematics 1 Journal of Applied Probability 1 Statistical Science 1 Communications in Statistics. Theory and Methods 1 Resenhas do Instituto do Matemática e Estatística da Universidade de São Paulo
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Fields

 35 Statistics (62-XX) 7 Biology and other natural sciences (92-XX) 6 Numerical analysis (65-XX) 4 Probability theory and stochastic processes (60-XX) 1 General and overarching topics; collections (00-XX) 1 Geophysics (86-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX)

Citations contained in zbMATH Open

30 Publications have been cited 555 times in 429 Documents Cited by Year
An approach to time series smoothing and forecasting using the EM algorithm. Zbl 0502.62085
Shumway, R. H.; Stoffer, D. S.
1982
Time series analysis and its applications. Zbl 0942.62098
Shumway, Robert H.; Stoffer, David S.
2000
Time series analysis and its applications. With R examples. 2nd ed. Zbl 1096.62088
Shumway, Robert H.; Stoffer, David S.
2006
Time series analysis and its applications. With R examples. 3rd revised ed. Zbl 1276.62054
Shumway, Robert H.; Stoffer, David S.
2011
Nonlinear time series. Theory, methods and applications with R examples. Zbl 1306.62026
Douc, Randal; Moulines, Eric; Stoffer, David S.
2014
Variable steps for reversible integration methods. Zbl 0831.65085
Stoffer, D.
1995
Discrimination and classification of nonstationary time series using the slex model. Zbl 1117.62357
Huang, Hsiao-Yun; Ombao, Hernando; Stoffer, David S.
2004
Bootstrapping state-space models: Gaussian maximum likelihood estimation and the Kalman filter. Zbl 0850.62693
Stoffer, David S.; Wall, Kent D.
1991
Automatic estimation of multivariate spectra via smoothing splines. Zbl 1132.62079
Rosen, Ori; Stoffer, David S.
2007
Spectral analysis for categorical time series: Scaling and the spectral envelope. Zbl 0797.62081
Stoffer, David S.; Tyler, David E.; McDougall, Andrew J.
1993
A state space approach to bootstrapping conditional forecasts in ARMA models. Zbl 1115.62101
Wall, Kent D.; Stoffer, David S.
2002
Rosen, Ori; Wood, Sally; Stoffer, David S.
2012
Local spectral analysis via a Bayesian mixture of smoothing splines. Zbl 1388.62268
Rosen, Ori; Stoffer, David S.; Wood, Sally
2009
Time series analysis and its applications. With R examples. 4th edition. Zbl 1367.62004
Shumway, Robert H.; Stoffer, David S.
2017
Fitting stochastic volatility models in the presence of irregular sampling via particle methods and the EM algorithm. Zbl 1199.62042
Kim, Jeongeun; Stoffer, David S.
2008
The spectral envelope and its applications. Zbl 1059.62587
Stoffer, David S.; Tyler, David E.; Wendt, David A.
2000
Estimation and identification of space-time ARMAX models in the presence of missing data. Zbl 0608.62108
Stoffer, David S.
1986
Stable periodic solutions for delay equations with positive feedback – a computer-assisted proof. Zbl 1091.37009
Aschwanden, A.; Schulze-Halberg, A.; Stoffer, D.
2006
Walsh-Fourier analysis of discrete-valued time series. Zbl 0656.62101
Stoffer, David S.
1987
Detecting common signals in multiple time series using the spectral envelope. Zbl 1072.62637
Stoffer, David S.
1999
Resampling in state space models. Zbl 05280146
Stoffer, David S.; Wall, Kent D.
2004
Bivariate exponential and geometric autoregressive and autoregressive moving average models. Zbl 0658.62102
Block, H. W.; Langberg, N. A.; Stoffer, D. S.
1988
Smoothing spline ANOPOW. Zbl 1404.62092
Stoffer, David S.; Han, Sangdae; Qin, Li; Guo, Wensheng
2010
Multivariate Walsh-Fourier analysis. Zbl 0691.62085
Stoffer, David S.
1990
Central limit theorems for finite Walsh-Fourier transforms of weakly stationary time series. Zbl 0579.60028
Stoffer, David S.
1985
Matching sequences: Cross-spectral analysis of categorical time series. Zbl 0904.62106
Stoffer, David S.; Tyler, David E.
1998
Time series models for non-Gaussian processes. Zbl 0768.62074
Block, H. W.; Langberg, N. A.; Stoffer, D. S.
1990
Online analysis of seismic signals. Zbl 1074.62073
Ombao, Hernando; Heo, Jungeun; Stoffer, David
2004
Optimal transformations and the spectral envelope for real-valued time series. Zbl 1030.62533
McDougall, A. J.; Stoffer, D. S.; Tyler, D. E.
1997
Moving-average models with bivariate exponential and geometric distributions. Zbl 0638.62090
Langberg, Naftali A.; Stoffer, David S.
1987
Time series analysis and its applications. With R examples. 4th edition. Zbl 1367.62004
Shumway, Robert H.; Stoffer, David S.
2017
Nonlinear time series. Theory, methods and applications with R examples. Zbl 1306.62026
Douc, Randal; Moulines, Eric; Stoffer, David S.
2014
Rosen, Ori; Wood, Sally; Stoffer, David S.
2012
Time series analysis and its applications. With R examples. 3rd revised ed. Zbl 1276.62054
Shumway, Robert H.; Stoffer, David S.
2011
Smoothing spline ANOPOW. Zbl 1404.62092
Stoffer, David S.; Han, Sangdae; Qin, Li; Guo, Wensheng
2010
Local spectral analysis via a Bayesian mixture of smoothing splines. Zbl 1388.62268
Rosen, Ori; Stoffer, David S.; Wood, Sally
2009
Fitting stochastic volatility models in the presence of irregular sampling via particle methods and the EM algorithm. Zbl 1199.62042
Kim, Jeongeun; Stoffer, David S.
2008
Automatic estimation of multivariate spectra via smoothing splines. Zbl 1132.62079
Rosen, Ori; Stoffer, David S.
2007
Time series analysis and its applications. With R examples. 2nd ed. Zbl 1096.62088
Shumway, Robert H.; Stoffer, David S.
2006
Stable periodic solutions for delay equations with positive feedback – a computer-assisted proof. Zbl 1091.37009
Aschwanden, A.; Schulze-Halberg, A.; Stoffer, D.
2006
Discrimination and classification of nonstationary time series using the slex model. Zbl 1117.62357
Huang, Hsiao-Yun; Ombao, Hernando; Stoffer, David S.
2004
Resampling in state space models. Zbl 05280146
Stoffer, David S.; Wall, Kent D.
2004
Online analysis of seismic signals. Zbl 1074.62073
Ombao, Hernando; Heo, Jungeun; Stoffer, David
2004
A state space approach to bootstrapping conditional forecasts in ARMA models. Zbl 1115.62101
Wall, Kent D.; Stoffer, David S.
2002
Time series analysis and its applications. Zbl 0942.62098
Shumway, Robert H.; Stoffer, David S.
2000
The spectral envelope and its applications. Zbl 1059.62587
Stoffer, David S.; Tyler, David E.; Wendt, David A.
2000
Detecting common signals in multiple time series using the spectral envelope. Zbl 1072.62637
Stoffer, David S.
1999
Matching sequences: Cross-spectral analysis of categorical time series. Zbl 0904.62106
Stoffer, David S.; Tyler, David E.
1998
Optimal transformations and the spectral envelope for real-valued time series. Zbl 1030.62533
McDougall, A. J.; Stoffer, D. S.; Tyler, D. E.
1997
Variable steps for reversible integration methods. Zbl 0831.65085
Stoffer, D.
1995
Spectral analysis for categorical time series: Scaling and the spectral envelope. Zbl 0797.62081
Stoffer, David S.; Tyler, David E.; McDougall, Andrew J.
1993
Bootstrapping state-space models: Gaussian maximum likelihood estimation and the Kalman filter. Zbl 0850.62693
Stoffer, David S.; Wall, Kent D.
1991
Multivariate Walsh-Fourier analysis. Zbl 0691.62085
Stoffer, David S.
1990
Time series models for non-Gaussian processes. Zbl 0768.62074
Block, H. W.; Langberg, N. A.; Stoffer, D. S.
1990
Bivariate exponential and geometric autoregressive and autoregressive moving average models. Zbl 0658.62102
Block, H. W.; Langberg, N. A.; Stoffer, D. S.
1988
Walsh-Fourier analysis of discrete-valued time series. Zbl 0656.62101
Stoffer, David S.
1987
Moving-average models with bivariate exponential and geometric distributions. Zbl 0638.62090
Langberg, Naftali A.; Stoffer, David S.
1987
Estimation and identification of space-time ARMAX models in the presence of missing data. Zbl 0608.62108
Stoffer, David S.
1986
Central limit theorems for finite Walsh-Fourier transforms of weakly stationary time series. Zbl 0579.60028
Stoffer, David S.
1985
An approach to time series smoothing and forecasting using the EM algorithm. Zbl 0502.62085
Shumway, R. H.; Stoffer, D. S.
1982
all top 5

Cited by 880 Authors

 8 Ombao, Hernando C. 8 Stoffer, David S. 8 Wikle, Christopher K. 7 Lund, Robert B. 6 Shumway, Robert H. 5 Cavanaugh, Joseph E. 5 Krafty, Robert Todd 4 Aue, Alexander 4 Bhattacharya, Sourabh 4 Boudou, Alain 4 Doucet, Arnaud 4 Duran, Angel 4 Fokianos, Konstantinos 4 Franco, Glaura C. 4 Holan, Scott H. 4 Koopman, Siem Jan 4 Leimkuhler, Benedict J. 4 Pizzinga, Adrian 4 Prado, Raquel 4 Timmer, Jens 4 Triantafyllopoulos, Kostas 4 von Sachs, Rainer 3 Agüero, Juan-Carlos 3 Almutawa, Jaafar 3 Alonso, Andrés M. 3 Alonso, Francisco Javier 3 Böhm, Hilmar 3 Cressie, Noel A. C. 3 Elliott, Robert James 3 Hall, Martica H. 3 Ionides, Edward L. 3 Kottas, Athanasios 3 Maharaj, Elizabeth Ann 3 Palma, Wilfredo 3 Paninski, Liam 3 Proietti, Tommaso 3 Rodríguez, Alejandro F. 3 Rosen, Ori 3 Ruiz, Esther 3 Schön, Thomas B. 3 Taniguchi, Masanobu 3 Trindade, A. Alexandre 2 Agarwal, Ravi P. 2 Alencar, Airlane Pereira 2 Anderson, Sean R. 2 Angulo, José Miguel 2 Aristoff, David 2 Biswas, Atanu 2 Bondon, Pascal 2 Bretó, Carles 2 Brown, Emery N. 2 Bueso, M. C. 2 Burman, Prabir 2 Buysse, Daniel J. 2 Cadonna, Annalisa 2 Calvo, M. P. 2 Chan, Ngai Hang 2 Chow, Sy-Miin 2 Davis, Ginger M. 2 Debón, Ana 2 El-Gebeily, Mohamed A. 2 Euán, Carolina 2 Fricks, John 2 Fryzlewicz, Piotr 2 Gallagher, Colin M. 2 Godtliebsen, Fred 2 Goodwin, Graham Clifford 2 Govaert, Gérard 2 Hairer, Ernst 2 Hamdi, Fayçal 2 Harvey, Andrew C. 2 Horváth, Lajos 2 Jacob, Pierre E. 2 Jayakumar, K. R. 2 Kadirkamanathan, Visakan 2 Katzfuss, Matthias 2 Kedem, Benjamin 2 Kokoszka, Piotr S. 2 Le Corff, Sylvain 2 Lee, Jaechoul 2 López-marcos, Miguel Ángel 2 Ma, Chunsheng 2 McGee, Monnie 2 Meyer, Renate 2 Montes, Francisco 2 Morettin, Pedro Alberto 2 Ninness, Brett M. 2 Oh, Heeseok 2 Olsen, Lena Ringstad 2 Ooms, Marius 2 Oud, Johan H. L. 2 Paige, Robert L. 2 Paparoditis, Efstathios 2 Peña, Daniel 2 Promponas, Vasilis J. 2 Qin, Li 2 Romain, Yves 2 Salcedo, Gladys E. 2 Samé, Allou 2 Sato, João Ricardo ...and 780 more Authors
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Cited in 140 Serials

 34 Journal of Time Series Analysis 29 Computational Statistics and Data Analysis 16 Journal of Statistical Planning and Inference 16 Statistics & Probability Letters 15 The Annals of Applied Statistics 14 Journal of the American Statistical Association 12 Automatica 12 Journal of Statistical Computation and Simulation 9 Journal of Multivariate Analysis 9 Applied Numerical Mathematics 9 Communications in Statistics. Theory and Methods 8 Journal of Econometrics 8 Stochastic Processes and their Applications 7 Communications in Statistics. Simulation and Computation 6 Neural Computation 6 Statistical Methodology 6 Statistics and Computing 5 Computational Statistics 5 Bernoulli 5 Journal of Applied Statistics 4 Statistics 4 Journal of Economic Dynamics & Control 3 Advances in Applied Probability 3 The Canadian Journal of Statistics 3 Applied Mathematics and Computation 3 Journal of Computational and Applied Mathematics 3 Journal of Mathematical Psychology 3 Statistica Neerlandica 3 Journal of Classification 3 Statistical Science 3 Signal Processing 3 Numerical Algorithms 3 European Journal of Operational Research 3 Chaos 3 Applied Stochastic Models in Business and Industry 3 Electronic Journal of Statistics 3 Journal of Theoretical Biology 2 Biological Cybernetics 2 Computers & Mathematics with Applications 2 Journal of Computational Physics 2 Journal of Fluid Mechanics 2 Mathematical Biosciences 2 Psychometrika 2 Scandinavian Journal of Statistics 2 Bulletin of Mathematical Biology 2 The Annals of Statistics 2 British Journal of Mathematical & Statistical Psychology 2 Journal of Optimization Theory and Applications 2 SIAM Journal on Control and Optimization 2 Insurance Mathematics & Economics 2 Stochastic Analysis and Applications 2 Physica D 2 Econometric Reviews 2 Multidimensional Systems and Signal Processing 2 Economics Letters 2 The Annals of Applied Probability 2 Pattern Recognition 2 Journal of Dynamics and Differential Equations 2 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 2 Test 2 SIAM Journal on Scientific Computing 2 Statistical Papers 2 Journal of Computational Neuroscience 2 Journal of the Royal Statistical Society. Series C. Applied Statistics 2 Brazilian Journal of Probability and Statistics 2 Quantitative Finance 2 Advances and Applications in Statistics 2 Statistical Modelling 2 ASTIN Bulletin 2 Multiscale Modeling & Simulation 2 Statistical Methods and Applications 2 Advances in Difference Equations 2 Journal of the Korean Statistical Society 2 Journal of Agricultural, Biological, and Environmental Statistics 2 Journal of Probability and Statistics 1 International Journal of Control 1 International Journal of Systems Science 1 Journal of Engineering Mathematics 1 Journal of the Franklin Institute 1 Journal of Mathematical Biology 1 Nonlinearity 1 Periodica Mathematica Hungarica 1 Physics Letters. A 1 Molecular Simulation 1 Mathematics of Computation 1 Annals of the Institute of Statistical Mathematics 1 Biometrics 1 International Journal of Mathematics and Mathematical Sciences 1 International Statistical Review 1 Journal of Differential Equations 1 Mathematics and Computers in Simulation 1 Naval Research Logistics 1 Cybernetics and Systems 1 Systems & Control Letters 1 Operations Research Letters 1 Circuits, Systems, and Signal Processing 1 Sequential Analysis 1 Neural Networks 1 M$$^3$$AS. Mathematical Models & Methods in Applied Sciences 1 Automation and Remote Control ...and 40 more Serials
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Cited in 29 Fields

 326 Statistics (62-XX) 88 Numerical analysis (65-XX) 51 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 50 Probability theory and stochastic processes (60-XX) 45 Systems theory; control (93-XX) 30 Biology and other natural sciences (92-XX) 26 Dynamical systems and ergodic theory (37-XX) 16 Computer science (68-XX) 14 Operations research, mathematical programming (90-XX) 13 Ordinary differential equations (34-XX) 12 Information and communication theory, circuits (94-XX) 10 Geophysics (86-XX) 6 Mechanics of particles and systems (70-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 4 General and overarching topics; collections (00-XX) 4 Fluid mechanics (76-XX) 3 Partial differential equations (35-XX) 3 Quantum theory (81-XX) 2 Operator theory (47-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Difference and functional equations (39-XX) 1 Optics, electromagnetic theory (78-XX) 1 Relativity and gravitational theory (83-XX) 1 Astronomy and astrophysics (85-XX)