Gregory Rice

发表

Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis

Guillermo Mestre, José Portela, Gregory Rice, 2021, Comput. Stat. Data Anal..

Testing stationarity of functional time series

Piotr Kokoszka, Lajos Horváth, Gregory Rice, 2014 .

Detection and characterization of chemotaxis without cell tracking

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

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

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

Change point analysis of covariance functions: A weighted cumulative sum approach

Yuqian Zhao, Lajos Horváth, Gregory Rice, 2021, J. Multivar. Anal..

Consistency of binary segmentation for multiple change-point estimation with functional data

Gregory Rice, Chi Zhang, Chi Zhang, 2019, Statistics & Probability Letters.

Structural break analysis for spectrum and trace of covariance operators

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

Detecting and dating structural breaks in functional data without dimension reduction

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

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.

Tests for conditional heteroscedasticity of functional data

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

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

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

Projection pursuit based tests of normality with functional data

Adam W. Kolkiewicz, Gregory Rice, Yijun Xie, 2021 .

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

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

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.

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..

Detecting early or late changes in linear models with heteroscedastic errors

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

Extensions of some classical methods in change point analysis

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

Extensions of some classical methods in change point analysis

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

Forecasting value at risk with intra-day return curves

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

Robust multivariate change point analysis based on data depth

Shoja'eddin Chenouri, A. Mozaffari, Gregory Rice, 2020, Canadian Journal of Statistics.

Weak invariance principles for sums of dependent random functions

Lajos Horváth, István Berkes, Gregory Rice, 2013 .

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

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

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.

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

Lajos Horváth, Gregory Rice, Shixuan Wang, 2019, International Journal of Forecasting.