Jan Beran

University of Konstanz

SCHOLARLY PAPERS

4

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3

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3

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14

Scholarly Papers (4)

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1.

On Local Trigonometric Regression Under Dependence

Journal of Time Series Analysis, Vol. 39, Issue 4, pp. 592-617, 2018
Number of pages: 26 Posted: 12 Jun 2018
Jan Beran, Britta Steffens and Sucharita Ghosh
University of Konstanz, University of Konstanz and The University of Akron
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seasonal smoothing, time series decomposition, local trigonometric regression, long‐range dependence

2.

Optimal Convergence Rates in Non‐Parametric Regression with Fractional Time Series Errors

Journal of Time Series Analysis, Vol. 34, Issue 1, pp. 30-39, 2013
Number of pages: 10 Posted: 23 Dec 2012
Yuanhua Feng and Jan Beran
University of Paderborn and University of Konstanz
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Optimal rate of convergence, non‐parametric regression, long memory, antipersistence

3.

On Robust Tail Index Estimation for Linear Long‐Memory Processes

Journal of Time Series Analysis, Vol. 33, Issue 3, pp. 406-423, 2012
Number of pages: 18 Posted: 21 Apr 2012
Jan Beran, Bikramjit Das and Dieter Schell
University of Konstanz, Singapore University of Technology and Design (SUTD) and affiliation not provided to SSRN
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Long memory, infinite variance, tail index; M‐estimation

4.

Estimating the Mean Direction of Strongly Dependent Circular Time Series

Journal of Time Series Analysis, Vol. 41, Issue 2, pp. 210-228, 2020
Number of pages: 19 Posted: 29 May 2020
Jan Beran and Sucharita Ghosh
University of Konstanz and The University of Akron
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Circular time series, mean direction, long‐range dependence, Gaussian subordination, confidence interval