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06/17/2023
A semi-parametric estimation method for quantile coherence with an application to bivariate financial time series clustering
In multivariate time series analysis, the coherence measures the linear ...
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11/10/2022
Quantile Fourier Transform, Quantile Series, and Nonparametric Estimation of Quantile Spectra
A nonparametric method is proposed for estimating the quantile spectra a...
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10/20/2020
A Systematic Approach to Surveillance and Detection of Hierarchical Healthcare Cost Drivers and Utilization Offsets
There is strong interest among healthcare payers to identify emerging he...
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10/16/2019
A Semi-Parametric Estimation Method for the Quantile Spectrum with an Application to Earthquake Classification Using Convolutional Neural Network
In this paper, a new estimation method is introduced for the quantile sp...
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08/06/2019
Quantile-Frequency Analysis and Spectral Divergence Metrics for Diagnostic Checks of Time Series With Nonlinear Dynamics
Nonlinear dynamic volatility has been observed in many financial time se...
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07/18/2019
