6 citations · 6 across the 2 of their papers we have counts for
2 papers
stat.ME2024
Sample Splitting and Assessing Goodness-of-fit of Time Series
Richard A. Davis, Leon Fernandes
A fundamental and often final step in time series modeling is to assess the quality of fit of a proposed model to the data. Since the underlying distribution of the innovations tha…
stat.ME2023★ 6 cited
Clustering Multivariate Time Series using Energy Distance
Richard A. Davis, Leon Fernandes, Konstantinos Fokianos
A novel methodology is proposed for clustering multivariate time series data using energy distance defined in Székely and Rizzo (2013). Specifically, a dissimilarity matrix is form…