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Changepoints and Time Series

  1. Published

    How marine currents and environment shape plankton genomic differentiation: a mosaic view from Tara Oceans metagenomic data

    Laso-Jadart, R., O'Malley, M., Sykulski, A., Ambroise, C. & Madoui, M-A., 30/04/2021, In: Biorxiv.

    Research output: Contribution to Journal/MagazineJournal article

  2. Published

    Evaluation of extremal properties of GARCH(p,q) processes

    Laurini, F., Fearnhead, P. & Tawn, J. A., 19/08/2019, In: arxiv.org.

    Research output: Contribution to Journal/MagazineJournal article

  3. E-pub ahead of print

    Limit theory and robust evaluation methods for the extremal properties of GARCH(p, q) processes

    Laurini, F., Fearnhead, P. & Tawn, J., 1/11/2022, (E-pub ahead of print) In: Statistics and Computing. 32, 6

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    Regional climate of the Larsen B embayment 1980-2014

    Leeson, A. A., van Wessem, M., Ligtenberg, S., Shepherd, A., van den broeke, M., Killick, R. C., Skvarca, P., Marinsek, S. & Colwell, S., 08/2017, In: Journal of Glaciology. 63, 240, p. 683-690 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    On the asymptotic efficiency of approximate Bayesian computation estimators

    Li, W. & Fearnhead, P., 1/06/2018, In: Biometrika. 105, 2, p. 285-299 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    Convergence of regression-adjusted approximate Bayesian computation

    Li, W. & Fearnhead, P., 1/06/2018, In: Biometrika. 105, 2, p. 301-318 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    Automatic Change-Point Detection in Time Series via Deep Learning

    Li, J., Fearnhead, P., Fryzlewicz, P. & Wang, T., 12/04/2024, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 86, 2, p. 273-285 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    tscount: An R package for analysis of count time series following generalized linear models

    Liboschik, T., Fokianos, K. & Fried, R., 30/11/2017, In: Journal of Statistical Software. 82, 5, 51 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    Fractional Brownian Motion, the Matérn Process, and Stochastic Modeling of Turbulent Dispersion

    Lilly, J. M., Sykulski, A. M., Early, J. J., Olhede, S. C. & May, M. E., 21/08/2017, In: Nonlinear Processes in Geophysics. 24, p. 481-514 34 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    Robust Estimation for GARCH Models and VARMA Models

    Liu, H., 2021, Lancaster University. 209 p.

    Research output: ThesisDoctoral Thesis

  11. Published

    Multivariate response predictor selection methods: with applications to telecommunications time series data

    Lowther, A., 13/02/2020, Lancaster University. 169 p.

    Research output: ThesisDoctoral Thesis

  12. Published

    Semi-automated simultaneous predictor selection for regression-SARIMA models

    Lowther, A., Fearnhead, P., Nunes, M. & Jensen, K., 1/11/2020, In: Statistics and Computing. 30, p. 1759–1778 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  13. Published

    Detecting changes in mixed-sampling rate data sequences

    Lowther, A., Killick, R. & Eckley, I., 28/02/2023, In: Environmetrics. 34, 1, 15 p., e2762.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    Dynamic stochastic block models: Parameter estimation and detection of changes in community structure

    Ludkin, M., Neal, P. J. & Eckley, I. A., 11/2018, In: Statistics and Computing. 28, 6, p. 1201-1213 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. Published

    Collective Anomaly Detection in High-Dimensional Var Models

    Maeng, H., Eckley, I. & Fearnhead, P., 31/05/2023, In: Statistica Sinica. 33, 1603-1627, p. 1603-1627 25 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  16. Published

    Effect of aging on post-saccadic oscillations

    Mardanbegi, D., Killick, R. C., Wilcockson, T., Xia, B., Gellersen, H-W. G., Sawyer, P. H. & Crawford, T. J., 02/2018, In: Vision Research. 143, p. 1-8 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. Published

    Trend Locally Stationary Wavelet Processes

    McGonigle, E., Killick, R. & Nunes, M., 30/11/2022, In: Journal of Time Series Analysis. 43, 6, p. 895-917 23 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  18. Published

    Modelling Time-Varying First and Second-Order Structure of Time Series via Wavelets and Differencing

    McGonigle, E., Killick, R. & Nunes, M., 2022, In: Electronic Journal of Statistics. 16, 2

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  19. Published

    Detecting changes in mean in the presence of time-varying autocovariance

    McGonigle, E., Killick, R. & Nunes, M., 15/01/2021, In: Stat. 10, 1, 14 p., e351.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  20. Published

    Wavelet methods for locally stationary time series

    McGonigle, E., 2020, Lancaster University. 228 p.

    Research output: ThesisDoctoral Thesis

  21. Published

    Localizing Failure Root Causes in a Microservice through Causality Inference

    Meng, Y., Zhang, S., Sun, Y., Zhang, R., Hu, Z., Zhang, Y., Jia, C., Wang, Z. & Pei, D., 6/10/2020, 2020 IEEE/ACM 28th International Symposium on Quality of Service (IWQoS). IEEE, p. 1-10 10 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paperpeer-review

  22. Published

    The sparse dynamic factor model: a regularised quasi-maximum likelihood approach

    Mosley, L., Chan, T-S. & Gibberd, A., 22/01/2024, In: Statistics and Computing. 34, 68.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  23. Published

    On Locally Dyadic Stationary Processes

    Moysiadis, T. & Fokianos, K., 08/2017, In: IEEE Transactions on Information Theory. 63, 8, p. 4829-4837 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  24. Published

    Strategy Selection versus Flexibility: Using Eye-trackers to Investigate Strategy Use during Mental Rotation

    Nazareth, A., Killick, R. C., Dick, A. S. & Pruden, S. M., 1/02/2019, In: Journal of Experimental Psychology: Learning, Memory, and Cognition. 45, 2, p. 232-245 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  25. Published

    The locally stationary dual-tree complex wavelet model

    Nelson, J., Gibberd, A., Nafornita, C. & Kingsbury, N., 11/2018, In: Statistics and Computing. 28, 6, p. 1139-1154 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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