5 citations · 7 across the 7 of their papers we have counts for
10 papers
Return-to-Baseline Testing via Empirically Calibrated e-processes
Marta Regis, Paulo Serra
We consider the problem of detecting a Return to Baseline (RtB) in high-frequency monitoring data preceding and following an intervention, where the aim is to identify the time at…
Robust oracle estimation and uncertainty quantification for possibly sparse quantiles
Eduard Belitser, Paulo Serra, Alexandra Vegelien
A general many quantiles + noise model is studied in the robust formulation (allowing non-normal, non-independent observations), where the identifiability requirement for the noise…
Road traffic estimation and distribution-based route selection
Rens Kamphuis, Michel Mandjes, Paulo Serra
In route selection problems, the driver's personal preferences will determine whether she prefers a route with a travel time that has a relatively low mean and high variance over o…
Random autoregressive models: A structured overview
Marta Regis, Paulo Serra, Edwin R. van den Heuvel
Models characterized by autoregressive structure and random coefficients are powerful tools for the analysis of high-frequency, high-dimensional and volatile time series. The avail…
Adaptive Non-parametric Estimation of Mean and Autocovariance in Regression with Dependent Errors
Tatyana Krivobokova, Paulo Serra, Francisco Rosales +1
Gaussian processes that can be decomposed into a smooth mean function and a stationary autocorrelated noise process are considered and a fully automatic nonparametric method to sim…
Dimension Estimation Using Random Connection Models
Paulo Serra, Michel Mandjes
Information about intrinsic dimension is crucial to perform dimensionality reduction, compress information, design efficient algorithms, and do statistical adaptation. In this pape…