activity
20092026
most citedBreak detection in the covariance structure of multivariate time series models

251 citations · 487 across the 35 of their papers we have counts for

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Showing 2018Show all

2 papers · 1 filter

stat.ME2018★ 8 cited

Highly Irregular Functional Generalized Linear Regression with Electronic Health Records

Justin Petrovich, Matthew Reimherr, Carrie Daymont

This work presents a new approach, called MISFIT, for fitting generalized functional linear regression models with sparsely and irregularly sampled data. Current methods do not all…

math.ST2018

Testing Separability of Functional Time Series

Panayiotis Constantinou, Piotr Kokoszka, Matthew Reimherr

We derive and study a significance test for determining if a panel of functional time series is separable. In the context of this paper, separability means that the covariance stru…