Brain Data


Journal Articles


1. Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano; von Sachs, Rainer. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (Soumis). http://hdl.handle.net/2078.1/224107

2. Bibal, Adrien; Marion, Rebecca; Frénay, Benoît; von Sachs, Rainer. BIOT: Explaining Multidimensional MDS Embeddings Using the Best Interpretable Orthogonal Transformation. (Soumis). http://hdl.handle.net/2078.1/224108

3. Chau, Joris; von Sachs, Rainer. Intrinsic wavelet regression for curves of Hermitian positive definite matrices. In: Journal of the American Statistical Association, , p. Accepted author version posted online: 06 Dec 2019. doi:10.1080/01621459.2019.1700129 (Accepté/Sous presse). http://hdl.handle.net/2078.1/203429 ; http://hdl.handle.net/2078.1/224111

4. Chau, Van Vinh; Ombao, Hernando; von Sachs, Rainer. Intrinsic data depth for Hermitian positive definite matrices. In: Journal of Computational and Graphical Statistics, Vol. 28, no. 2, p. 427-439 (2019). doi:10.1080/10618600.2018.1537926. http://hdl.handle.net/2078.1/208820

5. Chau, Van Vinh; von Sachs, Rainer. Functional mixed effects wavelet estimation for spectra of replicated time series. In: Electronic Journal of Statistics, Vol. 10, no.2, p. 2461-2510 (2016). doi:10.1214/16-EJS1181. http://hdl.handle.net/2078.1/176976

6. Fiecas, Marc; Franke, Jürgen; von Sachs, Rainer; Tadjuidje, Joseph. Shrinkage Estimation for Multivariate Hidden Markov Mixture Models. In: Journal of the American Statistical Association, Vol. 112, no. 517, p. 424-435 (2017). doi:10.1080/01621459.2016.1148608. http://hdl.handle.net/2078.1/170146

7. Gorrostieta, Cristina; Ombao, Hernando; von Sachs, Rainer. Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series. In: Journal of Time Series Analysis, Vol. 40, p. 3-22 (2019). doi:10.1111/jtsa.12408. http://hdl.handle.net/2078.1/203145

8. Mathieu, Sophie; von Sachs, Rainer; Ritter, Christian; Delouille, Véronique; Lefèvre, Laure. UNCERTAINTY QUANTIFICATION IN SUNSPOT COUNTS. In: The Astrophysical Journal, Vol. accepted (2019). http://hdl.handle.net/2078.1/220927

9. Pircalabelu, Eugen; Gerda Claeskens. Zoom-in/out joint graphical lasso for different coarseness scales. In: Journal of the Royal Statistical Society. Series C, Applied statistics, Vol. /, no. /, p. / (2019). (Accepté/Sous presse). http://hdl.handle.net/2078.1/219725

10. Roueff, François; von Sachs, Rainer. Time-frequency analysis of locally stationary Hawkes processes. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 25, no. 2, p. 1355-1385 (2019). http://hdl.handle.net/2078.1/203144

11. Roueff, François; von Sachs, Rainer; Sansonnet, Laure. Locally stationary Hawkes processes. In: Stochastic Processes and Their Applications, Vol. 126, no. 6, p. 1710-1743 (2016). doi:10.1016/j.spa.2015.12.003. http://hdl.handle.net/2078.1/170138

12. Steland, Ansgar; von Sachs, Rainer. Large-Sample Approximations for Variance-Covariance Matrices of High-Dimensional Time Series. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 23, no. 4A, p. 2299-2329 (2017). doi:10.3150/16-BEJ811. http://hdl.handle.net/2078.1/170149

13. Steland, Ansgar; von Sachs, Rainer. Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage. In: Stochastic Processes and their Applications, Vol. 128, no. 8, p. 2816-2855 (2018). doi:10.1016/j.spa.2017.10.007. http://hdl.handle.net/2078.1/191604

14. Timmermans, Catherine; von Sachs, Rainer. A novel semi-distance for measuring dissimilarities of curves with sharp local patterns. In: Journal of Statistical Planning and Inference, Vol. 160, p. 35-50 (2015). doi:10.1016/j.jspi.2014.11.007. http://hdl.handle.net/2078.1/154928

15. Varughese, Melvin; von Sachs, Rainer; Stephanou, Michael; Bassett, Bruce. Nonparametric Transient Classification using Adaptive Wavelets. In: Monthly Notices of the Royal Astronomical Society, Vol. 453, no. 3, p. 2848-2861 (2015). doi:10.1093/mnras/stv1816. http://hdl.handle.net/2078.1/165197

16. von Sachs, Rainer. Nonparametric Spectral Analysis of Multivariate Time Series. In: Annual Review of Statistics and Its Application, Vol. 7, no. 1, p. to appear (2020). doi:10.1146/annurev-statistics-031219-041138 (Accepté/Sous presse). http://hdl.handle.net/2078.1/224113


Book Chapters


1. von Sachs, Rainer; Timmermans, Catherine. The BAGIDIS distance: about a fractal topology, with applications to functional classification and prediction. In: Modeling and Stochastic Learning for Forecasting in High Dimensions (Lecture Notes in Statistics; xxx), Springer New York LLC: (United States) New York, 2015, 319-339. 978-3-319-18731-0. doi:10.1007/978-3-319-18732-7_16. http://hdl.handle.net/2078.1/146393


Working Papers


1. Chau, Van Vinh; Ombao, Hernando; von Sachs, Rainer. Data depth and rank-based tests for covariance and spectral density matrices (xxx), 2017. 47 p. http://hdl.handle.net/2078.1/187151

2. Chau, Van Vinh; von Sachs, Rainer. Intrinsic wavelet regression for surfaces of Hermitian positive definite matrices (xxx), 2018. 51 p. http://hdl.handle.net/2078.1/203429

3. Chau, Van Vinh; von Sachs, Rainer. Positive-Definite Multivariate Spectral Estimation: A Geometric Wavelet Approach (xxx), 2017. 47 p. http://hdl.handle.net/2078.1/182634

4. Roueff, François; von Sachs, Rainer. Time-frequency analysis of locally stationary Hawkes processes (xxx), 2017. 34 p. http://hdl.handle.net/2078.1/183997

5. von Sachs, Rainer. Spectral Analysis of Multivariate Time Series (xxx), 2019. 24 p. http://hdl.handle.net/2078.1/215112