G. Rice

发表

Extensions of some classical methods in change point analysis

L. Horváth, G. Rice, Lajos Horváth, 2014 .

An introduction to functional data analysis and a principal component approach for testing the equality of mean curves

Lajos Horváth, Gregory Rice, L. Horváth, 2015, Revista Matemática Complutense.

Statistical analysis of spatially homogeneous dynamic agent-based processes using functional time series analysis

M. Read, G. Rice, Jack D. Hywood, 2016 .

Detection and characterization of chemotaxis without cell tracking

M. Read, Sophie V. Pageon, G. Rice, 2021, Journal of the Royal Society Interface.

Forecasting value at risk with intra-day return curves

T. Wirjanto, G. Rice, Yuqian Zhao, 2020 .

ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS

L. Horváth, M. Hušková, G. Rice, 2016, Econometric Theory.

Estimation of the time of change in panel data

Lajos Horv'ath, G. Rice, Jia Wang, 2015, 1503.04455.

Structural break analysis for spectrum and trace of covariance operators

A. Aue, G. Rice, O. Sönmez, 2018, Environmetrics.

Two-sample tests for relevant differences in the eigenfunctions of covariance operators

A. Aue, H. Dette, G. Rice, 2019, 1909.06098.

A Functional Time Series Analysis of Forward Curves Derived from Commodity Futures

L. Horváth, G. Rice, Zhenya Liu, 2019, International Journal of Forecasting.

Tests for conditional heteroscedasticity with functional data and goodness-of-fit tests for FGARCH models

T. Wirjanto, G. Rice, Yuqian Zhao, 2019 .

A general white noise test based on kernel lag-window estimates of the spectral density operator

G. Rice, V. Characiejus, 2018, 1803.09501.

Inference for the autocovariance of a functional time series under conditional heteroscedasticity

Piotr Kokoszka, Han Lin Shang, Gregory Rice, 2017, J. Multivar. Anal..

Functional Spherical Autocorrelation: A Robust Estimate of the Autocorrelation of a Functional Time Series

J. Dubin, G. Rice, Chi-Kuang Yeh, 2022, 2207.05806.

Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series

G. Rice, Marco Y. S. Shum, Gregory Rice, 2019, Journal of Time Series Analysis.

Inference for the cross-covariance operator of stationary functional time series

G. Rice, Marco Y. S. Shum, 2017, 1704.00315.

Tests for conditional heteroscedasticity of functional data

Gregory Rice, Yuqian Zhao, T. Wirjanto, 2020, Journal of Time Series Analysis.

Exploring volatility of crude oil intra-day return curves: a functional GARCH-X model

T. Wirjanto, G. Rice, Yuqian Zhao, 2021 .

Extensions of some classical methods in change point analysis

G. Rice, Lajos Horváth, Gregory Rice, 2014, TEST.

Evaluating Real-Time Probabilistic Forecasts With Application to National Basketball Association Outcome Prediction

Gregory Rice, Chi-Kuang Yeh, Joel A. Dubin, 2020, 2010.00781.

TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES

Lajos Horváth, Gregory Rice, G. Rice, 2015 .

An introduction to functional data analysis and a principal component approach for testing the equality of mean curves

G. Rice, Lajos Horváth, 2015, Revista Matemática Complutense.

Adaptive bandwidth selection in the long run covariance estimator of functional time series

Lajos Horváth, Gregory Rice, Stephen Whipple, 2016, Comput. Stat. Data Anal..

On the asymptotic normality of kernel estimators of the long run covariance of functional time series

Lajos Horváth, István Berkes, Gregory Rice, 2015, J. Multivar. Anal..

Test of independence for functional data

Marie Husková, Lajos Horváth, Gregory Rice, 2013, J. Multivar. Anal..

Weak invariance principles for sums of dependent random functions

Lajos Horváth, István Berkes, Gregory Rice, 2013 .

Testing stationarity of functional time series

Piotr Kokoszka, Lajos Horváth, Gregory Rice, 2014 .

Sequential Monitoring for Changes from Stationarity to Mild Non-stationarity

G. Rice, Zhenya Liu, Shixuan Wang, 2019, Journal of Econometrics.

A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series

Gregory Rice, H. Shang, G. Rice, 2016, 1604.02724.

Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models

Lajos Horváth, Gregory Rice, G. Rice, 2019, J. Multivar. Anal..

Detecting and dating structural breaks in functional data without dimension reduction

Alexander Aue, Gregory Rice, Ozan Sonmez, 2015, 1511.04020.

Detecting early or late changes in linear models with heteroscedastic errors

G. Rice, Curtis Miller, Lajos Horváth, 2020, Scandinavian Journal of Statistics.