Richard A. Davis
Richard A. Davis
Professor of Statistics, Columbia University
Verified email at - Homepage
Cited by
Cited by
Time series: theory and methods
PJ Brockwell, RA Davis
Springer science & business media, 2009
Introduction to time series and forecasting
PJ Brockwell, PJ Brockwell, RA Davis, RA Davis
springer, 2016
Remarks on some nonparametric estimates of a density function
RA Davis, KS Lii, DN Politis
Selected Works of Murray Rosenblatt, 95-100, 2011
Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes
RA Davis, KS Lii, DN Politis
Selected Works of Murray Rosenblatt, 347-360, 2011
Structural break estimation for nonstationary time series models
RA Davis, TCM Lee, GA Rodriguez-Yam
Journal of the American Statistical Association 101 (473), 223-239, 2006
Limit theory for moving averages of random variables with regularly varying tail probabilities
R Davis, S Resnick
The Annals of Probability, 179-195, 1985
Regular variation of GARCH processes
B Basrak, RA Davis, T Mikosch
Stochastic processes and their applications 99 (1), 95-115, 2002
Limit theory for the sample covariance and correlation functions of moving averages
R Davis, S Resnick
The Annals of Statistics, 533-558, 1986
Handbook of financial time series
TG Andersen, RA Davis, JP Kreiß, TV Mikosch
Springer Science & Business Media, 2009
Observation‐driven models for Poisson counts
RA Davis, WTM Dunsmuir, SB Streett
Biometrika 90 (4), 777-790, 2003
M-estimation for autoregressions with infinite variance
RA Davis, K Knight, J Liu
Stochastic Processes and Their Applications 40 (1), 145-180, 1992
Tail estimates motivated by extreme value theory
R Davis, S Resnick
Annals of Statistics 12 (4), 1467-1487, 1984
The sample autocorrelations of heavy-tailed processes with applications to ARCH
RA Davis, T Mikosch
The Annals of Statistics 26 (5), 2049-2080, 1998
Point process and partial sum convergence for weakly dependent random variables with infinite variance
RA Davis, T Hsing
The Annals of Probability, 879-917, 1995
Model selection for geostatistical models
JA Hoeting, RA Davis, AA Merton, SE Thompson
Ecological Applications 16 (1), 87-98, 2006
Density estimates and Markov sequences
M Rosenblatt
Nonparametric techniques in statistical inference, 199-213, 1970
The extremogram: A correlogram for extreme events
RA Davis, T Mikosch
Bernoulli 15 (4), 977-1009, 2009
A characterization of multivariate regular variation
B Basrak, RA Davis, T Mikosch
Annals of Applied Probability, 908-920, 2002
Testing for a change in the parameter values and order of an autoregressive model
RA Davis, D Huang, YC Yao
The Annals of Statistics, 282-304, 1995
Modeling time series of count data
RA Davis, WTM Dunsmuir, Y Wang
Statistics textbooks and monographs 158, 63-114, 1999
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