13 citations · 17 across the 4 of their papers we have counts for
4 papers
Spatial-Temporal Extreme Modeling for Point-to-Area Random Effects (PARE)
Carlynn Fagnant, Julia C. Schedler, Katherine B. Ensor
One measurement modality for rainfall is a fixed location rain gauge. However, extreme rainfall, flooding, and other climate extremes often occur at larger spatial scales and affec…
Dynamic Principal Component Analysis: Identifying the Relationship between Multiple Air Pollutants
Oleg Melnikov, Loren H. Raun, Katherine B. Ensor
The dynamic nature of air quality chemistry and transport makes it difficult to identify the mixture of air pollutants for a region. In this study of air quality in the Houston met…
High-Dimensional Multivariate Time Series With Additional Structure
Michael Schweinberger, Sergii Babkin, Katherine Ensor
High-dimensional multivariate time series are challenging due to the dependent and high-dimensional nature of the data, but in many applications there is additional structure that…
Stochastic Volatility Filtering with Intractable Likelihoods
Emilian Vankov, Katherine B. Ensor
This paper is concerned with particle filtering for -stable stochastic volatility models. The -stable distribution provides a flexible framework for modeling asymmetry and he…