Nonlinear Cointegration and Time Series Analysis Publication Trend The graph below shows the total number of publications each year in Nonlinear Cointegration and Time Series Analysis.

His research interests include nonlinear time series analysis, computational neuroscience, application of chaotic dynamics to solving combinatorial optimization problems, and complex network theory.

This paper develops an asymptotic theory for estimated change-points in linear and nonlinear time series models. Based on a measurable objective function, it is shown that the estimated change-point ...

We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a p-variate time series such ...