5 citations · 5 across the 5 of their papers we have counts for
6 papers
Mixed difference integer-valued GARCH model for -valued time series
Abdelhakim Aknouche, Christian Francq, Yuichi Goto
In this paper, we introduce flexible observation-driven -valued time series models constructed from mixtures of negative and non-negative components. Compared to models…
ANOVATS: A subsampling-based test to detect differences among short time series in marine studies
Yuichi Goto, Hiroko Kato Solvang, Masanobu Taniguchi +1
Assessing marine ecosystems is important for understanding the impacts of climate change and human activity, as well as for maintaining healthy oceans and ecosystems. In marine sci…
A test for counting sequences of integer-valued autoregressive models
Yuichi Goto, Kou Fujimori
The integer autoregressive (INAR) model is one of the most commonly used models in nonnegative integer-valued time series analysis and is a counterpart to the traditional autoregre…
Residual spectrum: Brain functional connectivity detection beyond coherence
Yuichi Goto, Xuze Zhang, Benjamin Kedem +1
Coherence is a widely used measure to assess linear relationships between time series. However, it fails to capture nonlinear dependencies. To overcome this limitation, this paper…
The integrated copula spectrum
Yuichi Goto, Tobias Kley, Ria Van Hecke +3
Frequency domain methods form a ubiquitous part of the statistical toolbox for time series analysis. In recent years, considerable interest has been given to the development of new…
Sparse principal component analysis for high-dimensional stationary time series
Kou Fujimori, Yuichi Goto, Yan Liu +1
We consider the sparse principal component analysis for high-dimensional stationary processes. The standard principal component analysis performs poorly when the dimension of the p…