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Author ID: davis.richard-a Recent zbMATH articles by "Davis, Richard A."
Published as: Davis, Richard A.; Davis, Richard; Davis, R. A.; Davis, R.
Homepage: http://www.stat.columbia.edu/~rdavis/
External Links: MGP · dblp
all top 5

Co-Authors

8 single-authored
22 Mikosch, Thomas
19 Brockwell, Peter J.
17 Resnick, Sidney Ira
11 Breidt, F. Jay
8 Dunsmuir, William T. M.
6 Klüppelberg, Claudia
6 Wan, Phyllis
5 Rosenblatt, Murray
5 Samorodnitsky, Gennady Pinkhosovich
4 Andrews, Beth
4 Song, Li
4 Steinkohl, Christina
4 Yao, Yi-Ching
3 Basrak, Bojan
3 Embrechts, Paul
3 Lii, Keh-Shin
3 Pipiras, Vladas
3 Rodriguez-Yam, Gabriel A.
3 Yang, Yu
3 Yau, Chun Yip
2 Baek, Changryong
2 Calder, Matthew
2 Chen, Changhua
2 Chen, Meiching
2 Cohen, Joel E.
2 Cooley, Daniel S.
2 Fokianos, Konstantinos
2 Holan, Scott H.
2 Huang, Dawei
2 Lee, Thomas C. M.
2 Liu, Heng
2 Lund, Robert B.
2 Marengo, James E.
2 Mulrow, Edward
2 Naveau, Philippe
2 Nielsen, Mikkel Slot
2 Pfaffel, Oliver
2 Politis, Dimitris Nicolas
2 Ravishanker, Nalini
2 Streett, Sarah B.
2 Trindade, A. Alexandre
2 Wang, Tiandong
2 Wang, Ying
2 Wu, Rongning
2 Wu, Wei
2 Xu, Hui
1 Ahser, Jana
1 Andersen, Torben G.
1 Bai, Zhi-Dong
1 Boes, Duane C.
1 Bradley, Richard C. jun.
1 Brillinger, David R.
1 Buhl, Sven
1 Carriquiry, Alicia L.
1 Chernick, Michael R.
1 Cho, Yong Bum
1 Cribben, Ivor
1 do Rêgo Sousa, Thiago
1 Donahue, Rafe M. J.
1 Drees, Holger
1 Efron, Bradley
1 Fernandes, Leon
1 Ferraz do Nascimento, Fernando
1 Franke, Jürgen
1 French, Joshua P.
1 Gamerman, Dani
1 Ghosh, Souvik
1 Gneiting, Tilmann
1 Haberman, Shelby J.
1 Hancock, Stacey A.
1 Heiny, Johannes
1 Hsing, Tailen
1 Hsu, Nan-Jung
1 Huang, Wenying
1 Hueter, Irene
1 Hyndman, Rob J.
1 Joe, Harry
1 Knight, Keith
1 Kou, Samuel
1 Kreiß, Jens-Peter
1 Li, Wai Keung
1 Liu, Jian
1 Liu, Jingchen
1 Livsey, James
1 Matsui, Muneya
1 McCormick, William P.
1 Newton, Michael A.
1 Ng, Serena
1 Ombao, Hernando C.
1 Paddock, Susan M.
1 Patton, Andrew J.
1 Prewitt, Kenneth
1 Raftery, Adrian E.
1 Rohde, Victor Ulrich
1 Salehi, Habib
1 Segers, Johan
1 Stelzer, Robert
1 Straf, Miron L.
1 Tadjuidje-Kamgaing, Joseph
1 Towsley, Donald Fred
...and 9 more Co-Authors
all top 5

Serials

15 Stochastic Processes and their Applications
11 Journal of Time Series Analysis
8 The Annals of Statistics
7 Journal of Econometrics
6 The Annals of Probability
6 Journal of Multivariate Analysis
6 Statistica Sinica
6 Extremes
5 Oberwolfach Reports
4 Journal of Applied Probability
4 Statistics & Probability Letters
4 The Annals of Applied Probability
4 Bernoulli
4 Electronic Journal of Statistics
3 Biometrika
3 Journal of the American Statistical Association
3 The Annals of Applied Statistics
3 Springer Series in Statistics
3 Springer Texts in Statistics
2 Advances in Applied Probability
2 Probability and Mathematical Statistics
2 Communications in Statistics. Stochastic Models
1 Scandinavian Journal of Statistics
1 Sankhyā. Series A. Methods and Techniques
1 Statistica Neerlandica
1 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1 Statistical Science
1 Journal of Theoretical Probability
1 Stochastic Hydrology and Hydraulics
1 Proceedings of the National Academy of Sciences of the United States of America
1 Computational Statistics and Data Analysis
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Probability in the Engineering and Informational Sciences
1 Methodology and Computing in Applied Probability
1 Brazilian Journal of Probability and Statistics
1 Journal of Forecasting
1 Journal of the Korean Statistical Society
1 Journal of Statistical Theory and Practice
1 Journal of Business and Economic Statistics
1 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences
1 Chapman & Hall/CRC Handbooks of Modern Statistical Methods

Publications by Year

Citations contained in zbMATH Open

131 Publications have been cited 4,512 times in 3,243 Documents Cited by Year
Time series: theory and methods. 2nd ed. Zbl 0709.62080
Brockwell, Peter J.; Davis, Richard A.
1991
Applications of innovation representations in time series analysis. Zbl 0673.62085
Brockwell, P. J.; Davis, R. A.
261
1988
Time series: theory and methods. Zbl 0604.62083
Brockwell, Peter J.; Davis, Richard A.
248
1987
Regular variation of GARCH processes. Zbl 1060.60033
Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas
173
2002
Introduction to time series and forecasting. 2nd ed. Zbl 0994.62085
Brockwell, Peter J.; Davis, Richard A.
162
2002
Limit theory for moving averages of random variables with regularly varying tail probabilities. Zbl 0562.60026
Davis, Richard; Resnick, Sidney
133
1985
Limit theory for the sample covariance and correlation functions of moving averages. Zbl 0605.62092
Davis, Richard; Resnick, Sidney
122
1986
Structural break estimation for nonstationary time series models. Zbl 1118.62359
Davis, Richard A.; Lee, Thomas C. M.; Rodriguez-Yam, Gabriel A.
107
2006
M-estimation for autoregression with infinite variance. Zbl 0801.62081
Davis, Richard A.; Knight, Keith; Liu, Jian
102
1992
Point process and partial sum convergence for weakly dependent random variables with infinite variance. Zbl 0837.60017
Davis, Richard A.; Hsing, Tailen
97
1995
The sample autocorrelations of heavy-tailed processes with applications to ARCH. Zbl 0929.62092
Davis, Richard A.; Mikosch, Thomas
96
1998
A characterization of multivariate regular variation. Zbl 1070.60011
Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas
80
2002
Time series: Theory and methods. 2nd printing of the 1991 2nd ed. Zbl 1169.62074
Brockwell, Peter J.; Davis, Richard A.
74
2009
Testing for a change in the parameter values and order of an autoregressive model. Zbl 0822.62072
Davis, Richard A.; Huang, Dawei; Yao, Yi-Ching
66
1995
Observation-driven models for Poisson counts. Zbl 1436.62418
Davis, Richard A.; Dunsmuir, William T. M.; Streett, Sarah B.
65
2003
The extremogram: a correlogram for extreme events. Zbl 1200.62104
Davis, Richard A.; Mikosch, Thomas
61
2009
Tail estimates motivated by extreme value theory. Zbl 0555.62035
Davis, Richard; Resnick, Sidney
56
1984
Introduction to time series and forecasting. Zbl 0868.62067
Brockwell, Peter J.; Davis, Richard A.
56
1996
Limit theory for bilinear processes with heavy-tailed noise. Zbl 0879.60053
Davis, Richard A.; Resnick, Sidney I.
52
1996
On autocorrelation in a Poisson regression model. Zbl 0956.62075
Davis, Richard A.; Dunsmuir, William T. M.; Wang, Ying
51
2000
Basic properties and prediction of max-ARMA processes. Zbl 0716.62098
Davis, Richard A.; Resnick, Sidney I.
49
1989
A negative binomial model for time series of counts. Zbl 1170.62062
Davis, Richard A.; Wu, Rongning
43
2009
Theory and inference for a class of nonlinear models with application to time series of counts. Zbl 1356.62137
Davis, Richard A.; Liu, Heng
43
2016
More limit theory for the sample correlation function of moving averages. Zbl 0572.62075
Davis, Richard; Resnick, Sidney
38
1985
Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes. Zbl 1168.62077
Andrews, Beth; Calder, Matthew; Davis, Richard A.
38
2009
Introduction to time series and forecasting. 3rd edition. Zbl 1355.62001
Brockwell, Peter J.; Davis, Richard A.
37
2016
Stable limits for partial sums of dependent random variables. Zbl 0511.60021
Davis, Richard A.
34
1983
Estimation for nonnegative Lévy-driven Ornstein-Uhlenbeck processes. Zbl 1513.62162
Brockwell, Peter J.; Davis, Richard A.; Yang, Yu
34
2007
Self-excited threshold Poisson autoregression. Zbl 1367.62267
Wang, Chao; Liu, Heng; Yao, Jian-Feng; Davis, Richard A.; Li, Wai Keung
34
2014
Least absolute deviation estimation for regression with ARMA errors. Zbl 0883.62097
Davis, Richard A.; Dunsmuir, William T. M.
34
1997
Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution. Zbl 0657.60028
Davis, Richard; Resnick, Sidney
31
1988
Modeling time series of count data. Zbl 1069.62540
Davis, Richard A.; Wang, Ying; Dunsmuir, William T. M.
29
1999
Gauss-Newton and M-estimation for ARMA processes with infinite variance. Zbl 0902.62102
Davis, R. A.
28
1996
Maxima and minima of stationary sequences. Zbl 0401.60019
Davis, Richard A.
28
1979
Estimation for non-negative Lévy-driven CARMA processes. Zbl 1214.62091
Brockwell, Peter J.; Davis, Richard A.; Yang, Yu
28
2011
Least absolute deviation estimation for all-pass time series models. Zbl 1012.62094
Breidt, F. Jay; Davis, Richard A.; Trindade, A. Alexandre
27
2001
Extreme value theory for space-time processes with heavy-tailed distributions. Zbl 1142.60040
Davis, Richard A.; Mikosch, Thomas
27
2008
Break detection for a class of nonlinear time series models. Zbl 1199.62006
Davis, Richard A.; Lee, Thomas C. M.; Rodriguez-Yam, Gabriel A.
26
2008
Maximum likelihood estimation for all-pass time series models. Zbl 1102.62091
Andrews, Beth; Davis, Richard A.; Breidt, F. Jay
23
2006
Prediction of stationary max-stable processes. Zbl 0779.60048
Davis, Richard A.; Resnick, Sidney I.
23
1993
Extreme value theory for GARCH processes. Zbl 1178.62094
Davis, Richard A.; Mikosch, Thomas
23
2009
Estimation for first-order autoregressive processes with positive or bounded innovations. Zbl 0692.62070
Davis, Richard A.; McCormick, William P.
22
1989
Continuous-time Gaussian autoregression. Zbl 1145.62070
Brockwell, Peter J.; Davis, Richard A.; Yang, Yu.
22
2007
Measures of serial extremal dependence and their estimation. Zbl 1294.60076
Davis, Richard A.; Mikosch, Thomas; Zhao, Yuwei
22
2013
Time-reversibility, identifiability and independence of innovations for stationary time series. Zbl 0753.62058
Breidt, F. J.; Davis, R. A.
21
1992
Extremes of moving averages of random variables with finite endpoint. Zbl 0726.60038
Davis, Richard A.; Resnick, Sidney I.
21
1991
Point process convergence of stochastic volatility processes with application to sample autocorrelation. Zbl 1021.60038
Davis, Richard A.; Mikosch, Thomas
21
2001
Extremes of stochastic volatility models. Zbl 1178.62112
Davis, Richard A.; Mikosch, Thomas
21
2009
Maximum likelihood estimation for noncausal autoregressive processes. Zbl 0711.62072
Breidt, F. Jay; Davis, Richard A.; Lii, Keh-Shin; Rosenblatt, Murray
20
1991
Towards estimating extremal serial dependence via the bootstrapped extremogram. Zbl 1443.62251
Davis, Richard A.; Mikosch, Thomas; Cribben, Ivor
20
2012
Statistical inference for max-stable processes in space and time. Zbl 1411.60071
Davis, Richard A.; Klüppelberg, Claudia; Steinkohl, Christina
19
2013
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model. Zbl 1343.60138
Samorodnitsky, Gennady; Resnick, Sidney; Towsley, Don; Davis, Richard; Willis, Amy; Wan, Phyllis
19
2016
Comments on pairwise likelihood in time series models. Zbl 1206.62146
Davis, Richard A.; Yau, Chun Yip
19
2011
Simple consistent estimation of the coefficients of a linear filter. Zbl 0637.62087
Brockwell, P. J.; Davis, R. A.
18
1988
The pairwise beta distribution: A flexible parametric multivariate model for extremes. Zbl 1203.62104
Cooley, Daniel; Davis, Richard A.; Naveau, Philippe
18
2010
The sample ACF of a simple bilinear process. Zbl 0997.60012
Basrak, B.; Davis, R. A.; Mikosch, T.
18
1999
Applications of distance correlation to time series. Zbl 1414.62357
Davis, Richard A.; Matsui, Muneya; Mikosch, Thomas; Wan, Phyllis
17
2018
Max-stable processes for modeling extremes observed in space and time. Zbl 1294.62118
Davis, Richard A.; Klüppelberg, Claudia; Steinkohl, Christina
17
2013
Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series. Zbl 1384.60023
Davis, Richard A.; Heiny, Johannes; Mikosch, Thomas; Xie, Xiaolei
17
2016
The asymptotic behavior of the likelihood ratio statistic for testing a shift in mean in a sequence of independent normal variates. Zbl 0691.62026
Yao, Yi-Ching; Davis, Richard A.
15
1986
Handbook of discrete-valued time series. Zbl 1331.62003
15
2015
Extremes in autoregressive processes with uniform marginal distributions. Zbl 0503.62021
Chernick, Michael R.; Davis, Richard A.
14
1982
Limit laws for the maximum and minimum of stationary sequences. Zbl 0476.60024
Davis, Richard A.
14
1982
The convex hull of a random sample in \({\mathbb{R}}^ 2\). Zbl 0621.60014
Davis, R.; Mulrow, E.; Resnick, S.
13
1987
Handbook of financial time series. With a foreword by Robert Engle. Zbl 1162.91004
13
2009
Estimation for state-space models based on a likelihood approximation. Zbl 1070.62070
Davis, Richard A.; Rodriguez-Yam, Gabriel
13
2005
Probabilistic properties of stochastic volatility models. Zbl 1200.62129
Davis, Richard A.; Mikosch, Thomas
13
2009
Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails. Zbl 1284.60016
Davis, Richard A.; Pfaffel, Oliver; Stelzer, Robert
12
2014
Maximum likelihood estimation for an observation driven model for Poisson counts. Zbl 1078.62091
Davis, Richard A.; Dunsmuir, William T. M.; Streett, Sarah B.
12
2005
The maximum of the periodogram of a non-Gaussian sequence. Zbl 1073.62556
Davis, Richard A.; Mikosch, Thomas
12
1999
Almost sure limit sets of random samples in \(\mathbb{R}^d\). Zbl 0656.60026
Davis, Richard A.; Mulrow, Edward; Resnick, Sidney I.
11
1988
Parameter estimation in low order fractionally differenced ARMA processes. Zbl 0687.62079
Boes, D. C.; Davis, R. A.; Gupta, S. N.
11
1989
Fitting the linear preferential attachment model. Zbl 1387.62074
Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I.
11
2017
Maximum and minimum of one-dimensional diffusions. Zbl 0487.60067
Davis, Richard A.
11
1982
Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series. Zbl 1331.60017
Davis, Richard A.; Mikosch, Thomas; Pfaffel, Oliver
11
2016
Extremes of stochastic volatility models. Zbl 0941.60069
Breidt, F. Jay; Davis, Richard A.
10
1998
Improved bootstrap prediction intervals for autoregressions. Zbl 0813.62084
Breidt, F. Jay; Davis, Richard A.; Dunsmuir, William T. M.
10
1995
Least absolute deviation estimation for general autoregressive moving average time-series models. Zbl 1222.62111
Wu, Rongning; Davis, Richard A.
10
2010
Bootstrapping \(M\)-estimates in regression and autoregression with infinite variance. Zbl 1045.62516
Davis, Richard A.; Wu, Wei
10
1997
Inference on the tail process with application to financial time series modeling. Zbl 1452.62759
Davis, Richard A.; Drees, Holger; Segers, Johan; Warchoł, Michał
8
2018
Are extreme value estimation methods useful for network data? Zbl 1460.62085
Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I.
8
2020
Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data. Zbl 1257.62118
Cooley, Daniel; Davis, Richard A.; Naveau, Philippe
8
2012
Consistency of minimum description length model selection for piecewise stationary time series models. Zbl 1337.62254
Davis, Richard A.; Yau, Chun Yip
8
2013
Inference for linear processes with stable noise. Zbl 0922.62086
Calder, M.; Davis, R. A.
8
1998
On almost sure behavior of change-point estimators. Zbl 1163.62317
Yao, Yi-Ching; Huang, Dawei; Davis, Richard
8
1994
Rank-based estimation for all-pass time series models. Zbl 1117.62089
Andrews, Beth; Davis, Richard A.; Breidt, F. Jay
8
2007
Model identification for infinite variance autoregressive processes. Zbl 1443.62239
Andrews, Beth; Davis, Richard A.
8
2013
The asymptotic distribution of the maxima of a Gaussian random field on a lattice. Zbl 1329.60096
French, Joshua P.; Davis, Richard A.
7
2013
Semiparametric estimation for isotropic max-stable space-time processes. Zbl 1434.62183
Buhl, Sven; Davis, Richard A.; Klüppelberg, Claudia; Steinkohl, Christina
6
2019
Inference for \(MA(1)\) processes with a root on or near the unit circle. Zbl 0847.62075
Davis, Richard A.; Chen, Meiching; Dunsmuir, William T. M.
6
1995
Asymptotic properties of the empirical spatial extremogram. Zbl 1468.62284
Cho, Yong Bum; Davis, Richard A.; Ghosh, Souvik
6
2016
\(M\)-estimation for linear regression with infinite variance. Zbl 0876.62055
Davis, Richard A.; Wu, Wei
6
1997
Limit laws for upper and lower extremes from stationary mixing sequences. Zbl 0518.62021
Davis, Richard A.
5
1983
Likelihood inference for discriminating between long-memory and change-point models. Zbl 1282.62208
Yau, Chun Yip; Davis, Richard A.
5
2012
Sparse seasonal and periodic vector autoregressive modeling. Zbl 1467.62011
Baek, Changryong; Davis, Richard A.; Pipiras, Vladas
5
2017
ITSM: An interactive time series modelling package for the PC. Written in collaboration with R. J. Hyndman. Including floppy disks. Zbl 0714.62080
Brockwell, Peter J.; Davis, Richard A.
5
1991
The rate of convergence in distribution of the maxima. Zbl 0476.62021
Davis, Richard A.
5
1982
Heavy-tailed distributions, correlations, kurtosis and Taylor’s law of fluctuation scaling. Zbl 1472.60030
Cohen, Joel E.; Davis, Richard A.; Samorodnitsky, Gennady
5
2020
Unit roots in moving averages beyond first order. Zbl 1246.62183
Davis, Richard A.; Song, Li
4
2011
A class of stochastic volatility models for environmental applications. Zbl 1294.62203
Huang, Wenying; Wang, Ke; Breidt, F. Jay; Davis, Richard A.
4
2011
Goodness-of-fit testing for time series models via distance covariance. Zbl 07491146
Wan, Phyllis; Davis, Richard A.
2
2022
Count time series: a methodological review. Zbl 1510.62356
Davis, Richard A.; Fokianos, Konstantinos; Holan, Scott H.; Joe, Harry; Livsey, James; Lund, Robert; Pipiras, Vladas; Ravishanker, Nalini
2
2021
Indirect inference for time series using the empirical characteristic function and control variates. Zbl 1476.62181
Davis, Richard A.; do Rêgo Sousa, Thiago; Klüppelberg, Claudia
1
2021
Are extreme value estimation methods useful for network data? Zbl 1460.62085
Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I.
8
2020
Heavy-tailed distributions, correlations, kurtosis and Taylor’s law of fluctuation scaling. Zbl 1472.60030
Cohen, Joel E.; Davis, Richard A.; Samorodnitsky, Gennady
5
2020
Extreme value analysis without the largest values: what can be done? Zbl 1440.62174
Zou, Jingjing; Davis, Richard A.; Samorodnitsky, Gennady
3
2020
Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes. Zbl 1466.60116
Davis, Richard A.; Nielsen, Mikkel Slot; Rohde, Victor
1
2020
Noncausal vector AR processes with application to economic time series. Zbl 1456.62186
Davis, Richard A.; Song, Li
1
2020
Semiparametric estimation for isotropic max-stable space-time processes. Zbl 1434.62183
Buhl, Sven; Davis, Richard A.; Klüppelberg, Claudia; Steinkohl, Christina
6
2019
Threshold selection for multivariate heavy-tailed data. Zbl 1418.62220
Wan, Phyllis; Davis, Richard A.
3
2019
Applications of distance correlation to time series. Zbl 1414.62357
Davis, Richard A.; Matsui, Muneya; Mikosch, Thomas; Wan, Phyllis
17
2018
Inference on the tail process with application to financial time series modeling. Zbl 1452.62759
Davis, Richard A.; Drees, Holger; Segers, Johan; Warchoł, Michał
8
2018
Periodic dynamic factor models: estimation approaches and applications. Zbl 1409.62167
Baek, Changryong; Davis, Richard A.; Pipiras, Vladas
3
2018
Semi-parametric estimation for non-Gaussian non-minimum phase ARMA models. Zbl 1416.62482
Davis, Richard A.; Zhang, Jing
1
2018
Fitting the linear preferential attachment model. Zbl 1387.62074
Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I.
11
2017
Sparse seasonal and periodic vector autoregressive modeling. Zbl 1467.62011
Baek, Changryong; Davis, Richard A.; Pipiras, Vladas
5
2017
Theory and inference for a class of nonlinear models with application to time series of counts. Zbl 1356.62137
Davis, Richard A.; Liu, Heng
43
2016
Introduction to time series and forecasting. 3rd edition. Zbl 1355.62001
Brockwell, Peter J.; Davis, Richard A.
37
2016
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model. Zbl 1343.60138
Samorodnitsky, Gennady; Resnick, Sidney; Towsley, Don; Davis, Richard; Willis, Amy; Wan, Phyllis
19
2016
Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series. Zbl 1384.60023
Davis, Richard A.; Heiny, Johannes; Mikosch, Thomas; Xie, Xiaolei
17
2016
Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series. Zbl 1331.60017
Davis, Richard A.; Mikosch, Thomas; Pfaffel, Oliver
11
2016
Asymptotic properties of the empirical spatial extremogram. Zbl 1468.62284
Cho, Yong Bum; Davis, Richard A.; Ghosh, Souvik
6
2016
On consistency of minimum description length model selection for piecewise autoregressions. Zbl 1443.62250
Davis, Richard A.; Hancock, Stacey A.; Yao, Yi-Ching
2
2016
A Bayesian semi-parametric approach to extreme regime identification. Zbl 1359.62080
Ferraz do Nascimento, Fernando; Gamerman, Dani; Davis, Richard
1
2016
Handbook of discrete-valued time series. Zbl 1331.62003
15
2015
Self-excited threshold Poisson autoregression. Zbl 1367.62267
Wang, Chao; Liu, Heng; Yao, Jian-Feng; Davis, Richard A.; Li, Wai Keung
34
2014
Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails. Zbl 1284.60016
Davis, Richard A.; Pfaffel, Oliver; Stelzer, Robert
12
2014
Measures of serial extremal dependence and their estimation. Zbl 1294.60076
Davis, Richard A.; Mikosch, Thomas; Zhao, Yuwei
22
2013
Statistical inference for max-stable processes in space and time. Zbl 1411.60071
Davis, Richard A.; Klüppelberg, Claudia; Steinkohl, Christina
19
2013
Max-stable processes for modeling extremes observed in space and time. Zbl 1294.62118
Davis, Richard A.; Klüppelberg, Claudia; Steinkohl, Christina
17
2013
Consistency of minimum description length model selection for piecewise stationary time series models. Zbl 1337.62254
Davis, Richard A.; Yau, Chun Yip
8
2013
Model identification for infinite variance autoregressive processes. Zbl 1443.62239
Andrews, Beth; Davis, Richard A.
8
2013
The asymptotic distribution of the maxima of a Gaussian random field on a lattice. Zbl 1329.60096
French, Joshua P.; Davis, Richard A.
7
2013
Towards estimating extremal serial dependence via the bootstrapped extremogram. Zbl 1443.62251
Davis, Richard A.; Mikosch, Thomas; Cribben, Ivor
20
2012
Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data. Zbl 1257.62118
Cooley, Daniel; Davis, Richard A.; Naveau, Philippe
8
2012
Likelihood inference for discriminating between long-memory and change-point models. Zbl 1282.62208
Yau, Chun Yip; Davis, Richard A.
5
2012
Functional convergence of stochastic integrals with application to statistical inference. Zbl 1252.60050
Davis, Richard A.; Song, Li
2
2012
Estimation for non-negative Lévy-driven CARMA processes. Zbl 1214.62091
Brockwell, Peter J.; Davis, Richard A.; Yang, Yu
28
2011
Comments on pairwise likelihood in time series models. Zbl 1206.62146
Davis, Richard A.; Yau, Chun Yip
19
2011
Unit roots in moving averages beyond first order. Zbl 1246.62183
Davis, Richard A.; Song, Li
4
2011
A class of stochastic volatility models for environmental applications. Zbl 1294.62203
Huang, Wenying; Wang, Ke; Breidt, F. Jay; Davis, Richard A.
4
2011
Selected Works of Murray Rosenblatt. Edited by Richard A. Davis, Keh-Shin Lii and Dimitris N. Politis. Zbl 1232.60004
Rosenblatt, Murray
2
2011
Discussion of: “A statistical analysis of multiple temperature proxies: are reconstructions of surface temperatures over the last 1000 years reliable?”. Zbl 1454.62440
Davis, Richard A.; Liu, Jingchen
2
2011
Inference for regression models with errors from a non-invertible MA(1) process. Zbl 1217.91141
Chen, Mei-Ching; Davis, Richard A.; Song, Li
2
2011
The pairwise beta distribution: A flexible parametric multivariate model for extremes. Zbl 1203.62104
Cooley, Daniel; Davis, Richard A.; Naveau, Philippe
18
2010
Least absolute deviation estimation for general autoregressive moving average time-series models. Zbl 1222.62111
Wu, Rongning; Davis, Richard A.
10
2010
Time series: Theory and methods. 2nd printing of the 1991 2nd ed. Zbl 1169.62074
Brockwell, Peter J.; Davis, Richard A.
74
2009
The extremogram: a correlogram for extreme events. Zbl 1200.62104
Davis, Richard A.; Mikosch, Thomas
61
2009
A negative binomial model for time series of counts. Zbl 1170.62062
Davis, Richard A.; Wu, Rongning
43
2009
Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes. Zbl 1168.62077
Andrews, Beth; Calder, Matthew; Davis, Richard A.
38
2009
Extreme value theory for GARCH processes. Zbl 1178.62094
Davis, Richard A.; Mikosch, Thomas
23
2009
Extremes of stochastic volatility models. Zbl 1178.62112
Davis, Richard A.; Mikosch, Thomas
21
2009
Handbook of financial time series. With a foreword by Robert Engle. Zbl 1162.91004
13
2009
Probabilistic properties of stochastic volatility models. Zbl 1200.62129
Davis, Richard A.; Mikosch, Thomas
13
2009
Autoregressive processes with data-driven regime switching. Zbl 1224.62061
Kamgaing, Joseph Tadjuidje; Ombao, Hernando; Davis, Richard A.
4
2009
A conversation with Murray Rosenblatt. Zbl 1327.01036
Brillinger, David R.; Davis, Richard A.
1
2009
Extreme value theory for space-time processes with heavy-tailed distributions. Zbl 1142.60040
Davis, Richard A.; Mikosch, Thomas
27
2008
Break detection for a class of nonlinear time series models. Zbl 1199.62006
Davis, Richard A.; Lee, Thomas C. M.; Rodriguez-Yam, Gabriel A.
26
2008
Estimation for nonnegative Lévy-driven Ornstein-Uhlenbeck processes. Zbl 1513.62162
Brockwell, Peter J.; Davis, Richard A.; Yang, Yu
34
2007
Continuous-time Gaussian autoregression. Zbl 1145.62070
Brockwell, Peter J.; Davis, Richard A.; Yang, Yu.
22
2007
Rank-based estimation for all-pass time series models. Zbl 1117.62089
Andrews, Beth; Davis, Richard A.; Breidt, F. Jay
8
2007
Structural break estimation for nonstationary time series models. Zbl 1118.62359
Davis, Richard A.; Lee, Thomas C. M.; Rodriguez-Yam, Gabriel A.
107
2006
Maximum likelihood estimation for all-pass time series models. Zbl 1102.62091
Andrews, Beth; Davis, Richard A.; Breidt, F. Jay
23
2006
Pile-up probabilities for the Laplace likelihood estimator of a non-invertible first order moving average. Zbl 1268.62107
Breidt, F. Jay; Davis, Richard A.; Hsu, Nan-Jung; Rosenblatt, Murray
3
2006
Estimation for state-space models based on a likelihood approximation. Zbl 1070.62070
Davis, Richard A.; Rodriguez-Yam, Gabriel
13
2005
Maximum likelihood estimation for an observation driven model for Poisson counts. Zbl 1078.62091
Davis, Richard A.; Dunsmuir, William T. M.; Streett, Sarah B.
12
2005
Asymptotic properties of some subset vector autoregressive process estimators. Zbl 1074.62054
Brockwell, Peter J.; Davis, Richard A.; Trindade, A. Alexandre
1
2004
Observation-driven models for Poisson counts. Zbl 1436.62418
Davis, Richard A.; Dunsmuir, William T. M.; Streett, Sarah B.
65
2003
Regular variation of GARCH processes. Zbl 1060.60033
Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas
173
2002
Introduction to time series and forecasting. 2nd ed. Zbl 0994.62085
Brockwell, Peter J.; Davis, Richard A.
162
2002
A characterization of multivariate regular variation. Zbl 1070.60011
Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas
80
2002
Least absolute deviation estimation for all-pass time series models. Zbl 1012.62094
Breidt, F. Jay; Davis, Richard A.; Trindade, A. Alexandre
27
2001
Point process convergence of stochastic volatility processes with application to sample autocorrelation. Zbl 1021.60038
Davis, Richard A.; Mikosch, Thomas
21
2001
The sample autocorrelations of financial time series models. Zbl 1053.62565
Davis, Richard A.; Mikosch, Thomas
1
2001
On autocorrelation in a Poisson regression model. Zbl 0956.62075
Davis, Richard A.; Dunsmuir, William T. M.; Wang, Ying
51
2000
Modeling time series of count data. Zbl 1069.62540
Davis, Richard A.; Wang, Ying; Dunsmuir, William T. M.
29
1999
The sample ACF of a simple bilinear process. Zbl 0997.60012
Basrak, B.; Davis, R. A.; Mikosch, T.
18
1999
The maximum of the periodogram of a non-Gaussian sequence. Zbl 1073.62556
Davis, Richard A.; Mikosch, Thomas
12
1999
The sample autocorrelations of heavy-tailed processes with applications to ARCH. Zbl 0929.62092
Davis, Richard A.; Mikosch, Thomas
96
1998
Extremes of stochastic volatility models. Zbl 0941.60069
Breidt, F. Jay; Davis, Richard A.
10
1998
Inference for linear processes with stable noise. Zbl 0922.62086
Calder, M.; Davis, R. A.
8
1998
Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise. Zbl 0926.62078
Davis, Richard A.; Mikosch, Thomas
3
1998
Least absolute deviation estimation for regression with ARMA errors. Zbl 0883.62097
Davis, Richard A.; Dunsmuir, William T. M.
34
1997
Bootstrapping \(M\)-estimates in regression and autoregression with infinite variance. Zbl 1045.62516
Davis, Richard A.; Wu, Wei
10
1997
\(M\)-estimation for linear regression with infinite variance. Zbl 0876.62055
Davis, Richard A.; Wu, Wei
6
1997
Introduction to time series and forecasting. Zbl 0868.62067
Brockwell, Peter J.; Davis, Richard A.
56
1996
Limit theory for bilinear processes with heavy-tailed noise. Zbl 0879.60053
Davis, Richard A.; Resnick, Sidney I.
52
1996
Gauss-Newton and M-estimation for ARMA processes with infinite variance. Zbl 0902.62102
Davis, R. A.
28
1996
Order determination for multivariate autoregressive processes using resampling methods. Zbl 0877.62082
Chen, Changhua; Davis, Richard A.; Brockwell, Peter J.
2
1996
Point process and partial sum convergence for weakly dependent random variables with infinite variance. Zbl 0837.60017
Davis, Richard A.; Hsing, Tailen
97
1995
Testing for a change in the parameter values and order of an autoregressive model. Zbl 0822.62072
Davis, Richard A.; Huang, Dawei; Yao, Yi-Ching
66
1995
Improved bootstrap prediction intervals for autoregressions. Zbl 0813.62084
Breidt, F. Jay; Davis, Richard A.; Dunsmuir, William T. M.
10
1995
Inference for \(MA(1)\) processes with a root on or near the unit circle. Zbl 0847.62075
Davis, Richard A.; Chen, Meiching; Dunsmuir, William T. M.
6
1995
On permissible correlations for locally correlated stationary processes. Zbl 0813.62077
Donahue, Rafe M. J.; Brockwell, Peter J.; Davis, Richard A.
1
1995
On almost sure behavior of change-point estimators. Zbl 1163.62317
Yao, Yi-Ching; Huang, Dawei; Davis, Richard
8
1994
ITSM for Windows. A user’s guide to time series modelling and forecasting. Incl. 1 disk. Zbl 0801.62079
Brockwell, Peter J.; Davis, Richard A.
1
1994
Prediction of stationary max-stable processes. Zbl 0779.60048
Davis, Richard A.; Resnick, Sidney I.
23
1993
Order determination for autoregressive processes using resampling methods. Zbl 0822.62071
Chen, Changhua; Davis, Richard A.; Brockwell, Peter J.; Bai, Zhi Dong
2
1993
M-estimation for autoregression with infinite variance. Zbl 0801.62081
Davis, Richard A.; Knight, Keith; Liu, Jian
102
1992
Time-reversibility, identifiability and independence of innovations for stationary time series. Zbl 0753.62058
Breidt, F. J.; Davis, R. A.
21
1992
...and 31 more Documents
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Cited by 3,679 Authors

64 Davis, Richard A.
59 Mikosch, Thomas
40 Resnick, Sidney Ira
37 Lee, Sangyeol
33 Politis, Dimitris Nicolas
29 Kokoszka, Piotr S.
29 Samorodnitsky, Gennady Pinkhosovich
28 Horváth, Lajos
28 Klüppelberg, Claudia
26 Paparoditis, Efstathios
24 Zhang, Rongmao
23 Francq, Christian
23 Lund, Robert B.
22 Hashorva, Enkelejd
21 Brockwell, Peter J.
20 Chan, Ngai Hang
19 Ling, Shiqing
19 McElroy, Tucker S.
19 Schmid, Wolfgang
18 Hallin, Marc
18 Wang, Dehui
18 Zhu, Fukang
17 Fokianos, Konstantinos
17 Kulik, Rafał
17 Taqqu, Murad S.
16 Basawa, Ishwar V.
16 Soulier, Philippe
15 Peng, Liang
15 Yau, Chun Yip
14 Soltani, Ahmad Reza
14 Wu, Rongning
14 Zakoïan, Jean-Michel
13 Dette, Holger
13 Fasen, Vicky
13 Stelzer, Robert
13 Weiß, Christian H.
12 Aue, Alexander
12 Basrak, Bojan
12 Heiny, Johannes
12 Hidalgo, Javier
12 Hušková, Marie
12 Meerschaert, Mark Marvin
12 Pipiras, Vladas
12 Tjøstheim, Dag B.
12 Wintenberger, Olivier
12 Zhang, Zhengjun
11 Bondon, Pascal
11 Ferreira, Helena
11 Hill, Jonathan B.
11 Krizmanić, Danijel
11 Li, Qi
11 Lindner, Alexander M.
11 Palma, Wilfredo
11 Scotto, Manuel González
11 Wang, Tiandong
11 Wu, Wei Biao
10 Drees, Holger
10 Jentsch, Carsten
10 Kirch, Claudia
10 Mainassara, Yacouba Boubacar
10 Nematollahi, A. R.
10 Peiris, M. Shelton
10 Segers, Johan
10 Shin, Dongwan
10 Veraart, Almut E. D.
10 Yang, Kai
9 Aknouche, Abdelhakim
9 Baek, Changryong
9 Chen, Cathy W. S.
9 Cui, Yunwei
9 Dahlhaus, Rainer
9 Duchesne, Pierre
9 Ferreira, Marta
9 Fryzlewicz, Piotr
9 Hsing, Tailen
9 Kreiß, Jens-Peter
9 Li, Han
9 Maleki, Mohsen
9 Matsui, Muneya
9 Meintanis, Simos G.
9 Nadarajah, Saralees
9 Schlather, Martin
9 Stoev, Stilian A.
9 Tang, Qihe
9 Tawn, Jonathan A.
9 Yao, Qiwei
9 You, Jinhong
8 Bose, Arup
8 Bosq, Denis
8 Breidt, F. Jay
8 Damek, Ewa
8 Hu, Xuemei
8 Inoue, Akihiko
8 Jirak, Moritz
8 Kakizawa, Yoshihide
8 Li, Wai Keung
8 Lopes, Sílvia R. C.
8 McCormick, William P.
8 Morettin, Pedro Alberto
8 Ombao, Hernando C.
...and 3,579 more Authors
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Cited in 316 Serials

201 Journal of Time Series Analysis
168 Statistics & Probability Letters
149 Communications in Statistics. Theory and Methods
141 Journal of Econometrics
136 Journal of Statistical Planning and Inference
135 Stochastic Processes and their Applications
112 Journal of Multivariate Analysis
106 The Annals of Statistics
98 Computational Statistics and Data Analysis
98 Extremes
77 Bernoulli
66 Journal of Statistical Computation and Simulation
56 Econometric Theory
53 Electronic Journal of Statistics
48 Communications in Statistics. Simulation and Computation
43 Annals of the Institute of Statistical Mathematics
41 Statistical Papers
39 Advances in Applied Probability
38 The Annals of Applied Probability
36 Journal of Applied Probability
33 Journal of Applied Statistics
32 Journal of the American Statistical Association
31 Statistics
31 Journal of Nonparametric Statistics
27 Test
26 Econometric Reviews
26 Statistical Inference for Stochastic Processes
25 Scandinavian Journal of Statistics
25 Statistics and Computing
24 Insurance Mathematics & Economics
23 The Annals of Applied Statistics
22 Journal of the Korean Statistical Society
20 Probability Theory and Related Fields
20 Journal of Theoretical Probability
18 The Canadian Journal of Statistics
17 The Annals of Probability
17 Mathematical and Computer Modelling
17 Economics Letters
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17 Brazilian Journal of Probability and Statistics
16 Lithuanian Mathematical Journal
15 Metrika
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14 Physica A
14 European Journal of Operational Research
14 Methodology and Computing in Applied Probability
14 AStA. Advances in Statistical Analysis
13 Quantitative Finance
12 Sequential Analysis
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12 Statistical Methodology
11 Journal of Computational and Graphical Statistics
10 Kybernetika
10 Journal of the Royal Statistical Society. Series B. Statistical Methodology
10 Journal of Statistical Theory and Practice
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9 Acta Mathematicae Applicatae Sinica. English Series
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7 Linear Algebra and its Applications
7 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
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7 Comptes Rendus. Mathématique. Académie des Sciences, Paris
6 Chaos, Solitons and Fractals
6 Information Sciences
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6 Annals of Operations Research
6 Electronic Journal of Probability
6 Applied Stochastic Models in Business and Industry
6 International Journal of Wavelets, Multiresolution and Information Processing
6 Japanese Journal of Statistics and Data Science
5 Journal of Computational Physics
5 Statistica Neerlandica
5 Probability and Mathematical Statistics
5 Applied Mathematical Modelling
5 Theory of Probability and Mathematical Statistics
5 Fractals
5 Studies in Nonlinear Dynamics and Econometrics
5 Journal of Machine Learning Research (JMLR)
5 Statistical Methods and Applications
5 Probability Surveys
5 Journal of the Japan Statistical Society. Japanese Issue
...and 216 more Serials
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