84 citations · 140 across the 11 of their papers we have counts for
11 papers
High-dimensional latent Gaussian count time series: Concentration results for autocovariances and applications
Marie-Christine Düker, Robert Lund, Vladas Pipiras
This work considers stationary vector count time series models defined via deterministic functions of a latent stationary vector Gaussian series. The construction is very general a…
Changepoint Methods in Climatology
Robert B. Lund, Xueheng Shi
Changepoint methods have multiple uses in climatology, including stationary checks and record homogenization. There are still many open problems in the area, especially in the mult…
Good Practices and Common Pitfalls in Climate Time Series Changepoint Techniques: A Review
Robert B. Lund, Claudie Beaulieu, Rebecca Killick +2
Climate changepoint (homogenization) methods abound today, with a myriad of techniques existing in both the climate and statistics literature. Unfortunately, the appropriate change…
A Simple Necessary Condition For Independence of Real-Valued Random Variables
David Draper, Erdong Guo, Robert Lund +1
The standard method to check for the independence of two real-valued random variables -- demonstrating that the bivariate joint distribution factors into the product of its margina…
Seasonal Count Time Series
Jiajie Kong, Robert Lund
Count time series are widely encountered in practice. As with continuous valued data, many count series have seasonal properties. This paper uses a recent advance in stationary cou…
Changepoint Detection: An Analysis of the Central England Temperature Series
Xueheng Shi, Claudie Beaulieu, Rebecca Killick +1
This paper presents a statistical analysis of structural changes in the Central England temperature series, one of the longest surface temperature records available. A changepoint…