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All Publications

Displaying 1 - 25 of 139 results.

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    • Speech
    Spectral Representation and Estimation for Locally Stationary Wavelet Processes
    Nason, Guy P. Kroisandt, Gerald von Sachs, Rainer[UCL] (1999) Proceedings of the Workshop on Spline Functions and the Theory of Wavelets — Montreal
    • Journal article
    Locally stationary covariance and signal estimation with macrotiles
    Donoho, DL Mallat, S von Sachs, Rainer[UCL] Samuelides, Y (2003) IEEE Transactions on Signal Processing — Vol. 51, no. 3, p. 614-627 (2003)
    • Journal article
    Smooth design-adapted wavelets for nonparametric stochastic regression
    Delouille, Véronique[UCL] Simoens, J. von Sachs, Rainer[UCL] (2004) Journal of the American Statistical Association — Vol. 99, no. 467, p. 643-658 (2004)
    • Journal article
    Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum
    Nason, Guy P. von Sachs, Rainer[UCL] Kroisandt, Gerald (2000) Journal of the Royal Statistical Society: Series B (Statistical Methodology) — Vol. 62, no. 2, p. 271-292 (2000)
    • Journal article
    Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
    Steland, Ansgar von Sachs, Rainer[UCL] (2018) Stochastic Processes and their Applications — Vol. 128, no. 8, p. 2816-2855 (2018)
    • Journal article
    Intrinsic data depth for Hermitian positive definite matrices
    Chau, Van Vinh[UCL] Ombao, Hernando von Sachs, Rainer[UCL] (2018) Journal of Computational and Graphical Statistics — Vol. 28, no. 2, p. 427-439 (2019)
    • Journal article
    Locally stationary long memory estimation
    Roueff, François von Sachs, Rainer[UCL] (2011) Stochastic Processes and Their Applications — Vol. 121, no. 4, p. 813-844 (2011)
    • Journal article
    Wavelets in Time Series Analysis
    Nason, Guy P. von Sachs, Rainer[UCL] (1999) Philosophical transactions of the Royal Society of London. Series A, Physical sciences and engineering — Vol. 357, p. 2511-2526 (1999)
    • Journal article
    Forecasting economic time series with unconditional time-varying variance
    Van Bellegem, Sébastien[UCL] von Sachs, Rainer[UCL] (2004) International Journal of Forecasting — Vol. 20, no. 4, p. 611-627 (2004)
    • Journal article
    Data-driven shrinkage of the spectral density matrix of a high-dimensional time series
    Fiecas, Mark von Sachs, Rainer[UCL] (2014) Electronic Journal of Statistics — Vol. 8, p. 2975-3003 (2014)
    • Journal article
    Consistency for Non-linear Functions of the Periodogram of Tapered Data
    Janas, D. von Sachs, Rainer[UCL] (1995) Journal of Time Series Analysis — Vol. 16, no. 6, p. 585-606 (1995)
    • Journal article
    Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series
    Gorrostieta, Cristina Ombao, Hernando von Sachs, Rainer[UCL] (2019) Journal of Time Series Analysis — Vol. 40, p. 3-22 (2019)
    • Journal article
    Estimation of nonlinear autoregressive models using design-adapted wavelets
    Delouille, V von Sachs, Rainer[UCL] (2005) Institute of Statistical Mathematics. Annals — Vol. 57, no. 2, p. 235-253 (2005)
    • Journal article
    Combining thresholding rules: a new way to improve the performance of wavelet estimators
    Autin, Florent Freyermuth, Jean-Marc von Sachs, Rainer[UCL] (2012) Journal of Nonparametric Statistics — Vol. 24, no. 4, p. 905-922 (2012)
    • Speech
    Estimation and inference for time-varying spectra of locally stationary SLEX processes
    Ombao, Hernando von Sachs, Rainer[UCL] Guo, Wensheng (2000) Proceedings of the 2nd International Symposium on Frontiers of Time Series Modeling — Nara, Japan
    • Journal article
    Smoothing spline ANOVA for time-dependent spectral analysis
    Guo, WS Dai, M. Ombao, HC von Sachs, Rainer[UCL] (2003) Journal of the American Statistical Association — Vol. 98, no. 463, p. 643-652 (2003)
    • Speech
    Estimating Covariances of Locally Stationary Processes: Consistency of Best Basis Methods
    Donoho, David Mallat, Stéphane von Sachs, Rainer[UCL] (1996) IEEE Conference on Time-Frequency/Time-Scale Methods — Paris, France

Pages