Rainer von Sachs

Lederer, Johannes ; von Sachs, Rainer. Simultaneous estimation of stable parameters for multiple autoregressive processes from datasets of nonuniform sizes. In: Journal of Time Series Analysis, (2025) (Accepté/Sous presse).

http://hdl.handle.net/2078.1/295090

Rademacher, Daniel ; Krebs, Johannes ; von Sachs, Rainer. Statistical inference for wavelet curve estimators of symmetric positive definite matrices. In: Journal of Statistical Planning and Inference, Vol. 231, p. 106140 (2024). doi:10.1016/j.jspi.2023.106140.

http://hdl.handle.net/2078.1/283644

Marion, Rebecca ; Lederer, Johannes ; Goevarts, Bernadette ; von Sachs, Rainer. VC-PCR: A prediction method based on variable selection and clustering. In: Statistica Neerlandica, (2024). doi:10.1111/stan.12358 (Accepté/Sous presse).

http://hdl.handle.net/2078.1/292125

Mathieu, Sophie ; Lefèvre, Laure ; von Sachs, Rainer ; Delouille, Véronique ; Ritter, Christian ; Clette, Frédéric. Nonparametric monitoring of sunspot number observations. In: Journal of Quality Technology, Vol. 55, no. 1, p. 104-118 (2023). doi:10.1080/00224065.2022.2041376.

http://hdl.handle.net/2078.1/258343

Chau, Joris ; von Sachs, Rainer. Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices. In: Computational Statistics & Data Analysis, Vol. 174, p. 107477 (2022). doi:10.1016/j.csda.2022.107477.

http://hdl.handle.net/2078.1/259687

Bibal, Adrien ; Marion, Rebecca ; von Sachs, Rainer ; Frénay, Benoît. BIOT: Explaining Multidimensional Nonlinear MDS Embeddings using the Best Interpretable Orthogonal Transformation. In: Neurocomputing, Vol. 453, p. 109-118 (2021). doi:10.1016/j.neucom.2021.04.088.

http://hdl.handle.net/2078/246070

Chau, Joris ; von Sachs, Rainer. Intrinsic wavelet regression for curves of Hermitian positive definite matrices. In: Journal of the American Statistical Association, Vol. 116, no.534, p. 819-832 (2021). doi:10.1080/01621459.2019.1700129.

http://hdl.handle.net/2078.1/263657

Barigozzi, Matteo ; Hallin, Marc ; Soccorsi, Stefano ; von Sachs, Rainer. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. In: Journal of Econometrics, Vol. 222, no. 1, part B, p. 324-343 (2021). doi:10.1016/j.jeconom.2020.07.004.

http://hdl.handle.net/2078.1/224107

Marion, Rebecca ; Govaerts, Bernadette ; von Sachs, Rainer. AdaCLV for Interpretable Variable Clustering and Dimensionality Reduction of Spectroscopic Data. In: Chemometrics and Intelligent Laboratory Systems, Vol. 206 (2020). doi:10.1016/j.chemolab.2020.104169.

http://hdl.handle.net/2078.1/229602

von Sachs, Rainer. Nonparametric Spectral Analysis of Multivariate Time Series. In: Annual Review of Statistics and Its Application, Vol. 7, no. 1, p. 361-386 (2020). doi:10.1146/annurev-statistics-031219-041138.

http://hdl.handle.net/2078.1/224113

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

Mathieu, Sophie ; von Sachs, Rainer ; Ritter, Christian ; Delouille, Véronique ; Lefèvre, Laure. UNCERTAINTY QUANTIFICATION IN SUNSPOT COUNTS. In: The Astrophysical Journal, Vol. 886, no. 7, p. 14 pp (2019). doi:10.3847/1538-4357/ab4990.

http://hdl.handle.net/2078.1/220927

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

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

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

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

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

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

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

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

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

Autin, Florent ; Freyermuth, Jean-Marc ; von Sachs, Rainer. Block-threshold-adapted Estimators via a Maxiset Approach. In: Scandinavian Journal of Statistics : theory and applications, Vol. 41, no.1, p. 240-258 (2014). doi:10.1111/sjos.12012.

http://hdl.handle.net/2078.1/141145

Fiecas, Mark ; von Sachs, Rainer. Data-driven shrinkage of the spectral density matrix of a high-dimensional time series. In: Electronic Journal of Statistics, Vol. 8, p. 2975-3003 (2014). doi:10.1214/14-EJS977.

http://hdl.handle.net/2078.1/154446

Timmermans, Catherine ; Delsol, Laurent ; von Sachs, Rainer. Using Bagidis in nonparametric functional data analysis: Predicting from curves with sharp local features. In: Journal of Multivariate Analysis, Vol. 115, p. 421-444 (2013). doi:10.1016/j.jmva.2012.10.013.

http://hdl.handle.net/2078.1/118369

Autin, Florent ; Freyermuth, Jean-Marc ; von Sachs, Rainer. Combining thresholding rules: a new way to improve the performance of wavelet estimators. In: Journal of Nonparametric Statistics, Vol. 24, no. 4, p. 905-922 (2012). doi:10.1080/10485252.2012.709854.

http://hdl.handle.net/2078.1/127048

Freyermuth, Jean-Marc ; von Sachs, Rainer. Discussion: Time-threshold maps: Using information from wavelet reconstructions with all threshold values simultaneously. In: Journal of the Korean Statistical Society, Vol. 41, no.2, p. 161-164 (2012). doi:10.1016/j.jkss.2012.02.001.

http://hdl.handle.net/2078.1/127294

EICHLER , Michael ; Motta, Giovanni ; von Sachs, Rainer. Fitting dynamic factor models to non-stationary time series. In: Journal of Econometrics, Vol. 163, no. 1, p. 51-70 (2011). doi:10.1016/j.jeconom.2010.11.007.

http://hdl.handle.net/2078.1/79121

Autin, Florent ; Freyermuth, Jean-Marc ; von Sachs, Rainer. Ideal denoising within a family of tree-structured wavelet estimators. In: Electronic Journal of Statistics, Vol. 5, p. 829-855 (January 2011). doi:10.1214/11-EJS628.

http://hdl.handle.net/2078.1/106779

Motta, Giovanni ; Hafner, Christian ; von Sachs, Rainer. Locally Stationary Factor Models: Identification And Nonparametric Estimation. In: Econometric Theory, Vol. 27, no. 6, p. 1279-1319 (2011). doi:10.1017/S0266466611000053.

http://hdl.handle.net/2078.1/106788

Roueff, François ; von Sachs, Rainer. Locally stationary long memory estimation. In: Stochastic Processes and Their Applications, Vol. 121, no. 4, p. 813-844 (2011). doi:10.1016/j.spa.2010.12.004.

http://hdl.handle.net/2078.1/110050

Böhm, Hilmar ; Ombao, Hernando ; von Sachs, Rainer ; Sanes, J.. Classification of multivariate non-stationary signals : the SLEX-shrinkage approach. In: Journal of Statistical Planning and Inference, Vol. 140, no. 12, p. 3754-3763 (2010). doi:10.1016/j.jspi.2010.04.040.

http://hdl.handle.net/2078.1/91216

Freyermuth, Jean-Marc ; Ombao, Hernando ; von Sachs, Rainer. Tree-Structured Wavelet Estimation in a Mixed Effects Model for Spectra of Replicated Time Series. In: Journal of the American Statistical Association, Vol. 105, no. 490, p. 634-646 (2010). doi:10.1198/jasa.2010.tm09132.

http://hdl.handle.net/2078.1/33669

Antoniadis, Anestis ; Bigot, Jeremie ; von Sachs, Rainer. A Multiscale Approach for Statistical Characterization of Functional Images. In: Journal of Computational and Graphical Statistics, Vol. 18, no. 1, p. 216-237 (2009). doi:10.1198/jcgs.2009.0013.

http://hdl.handle.net/2078.1/35423

Böhm, Hilmar ; von Sachs, Rainer. Shrinkage estimation in the frequency domain of multivariate time series. In: Journal of Multivariate Analysis, Vol. 100, no. 5, p. 913-935 (2009). doi:10.1016/j.jmva.2008.09.009.

http://hdl.handle.net/2078.1/35744

Fryzlewicz, Piotr ; Nason, Guy P. ; von Sachs, Rainer. A wavelet-Fisz approach to spectrum estimation. In: Journal of Time Series Analysis, Vol. 29, no. 5, p. 868-880 (2008). doi:10.1111/j.1467-9892.2008.00586.x.

http://hdl.handle.net/2078.1/36426

Van Bellegem, Sébastien ; von Sachs, Rainer. Locally adaptive estimation of evolutionary wavelet spectra. In: Annals of Statistics, Vol. 36, no. 4, p. 1879–1924 (2008). doi:10.1214/07-AOS524.

http://hdl.handle.net/2078.1/23811

Böhm, Hilmar ; von Sachs, Rainer. Structural shrinkage of nonparametric spectral estimators for multivariate time series. In: Electronic Journal of Statistics, Vol. 2, p. 696-721 (2008). doi:10.1214/08-EJS236.

http://hdl.handle.net/2078.1/90998

Cosma, Antonio ; Scaillet, Olivier ; von Sachs, Rainer. Multivariate wavelet-based shape-preserving estimation for dependent observations. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 13, no. 2, p. 301-329 (2007). doi:10.3150/07-BEJ5066.

http://hdl.handle.net/2078.1/37497

Delouille, V ; Jansen, M ; von Sachs, Rainer. Second-generation wavelet denoising methods for irregularly spaced data in two dimensions. In: Signal Processing, Vol. 86, no. 7, p. 1435-1450 (2006). doi:10.1016/j.sigpro.2005.08.005.

http://hdl.handle.net/2078.1/38463

Delouille, V ; von Sachs, Rainer. Estimation of nonlinear autoregressive models using design-adapted wavelets. In: Institute of Statistical Mathematics. Annals, Vol. 57, no. 2, p. 235-253 (2005). doi:10.1007/BF02507024.

http://hdl.handle.net/2078.1/39255

Ombao, Hernando ; von Sachs, Rainer ; Guo, Wensheng. SLEX analysis of multivariate non-stationary time series. In: Journal of the American Statistical Association, Vol. 100, no. 470, p. 519-531 (2005). doi:10.1198/016214504000001448.

http://hdl.handle.net/2078.1/90931

Van Bellegem, Sébastien ; von Sachs, Rainer. Forecasting economic time series with unconditional time-varying variance. In: International Journal of Forecasting, Vol. 20, no. 4, p. 611-627 (2004). doi:10.1016/j.ijforecast.2003.10.002.

http://hdl.handle.net/2078.1/61393

Van Bellegem, Sébastien ; von Sachs, Rainer. On adaptive estimation for locally stationary wavelet processes and its applications. In: International Journal of Wavelets, Multiresolution and Information Processing, Vol. 2, no. 4, p. 545-565 (2004). doi:10.1142/S0219691304000603.

http://hdl.handle.net/2078.1/93279

Delouille, Véronique ; Simoens, J. ; von Sachs, Rainer. Smooth design-adapted wavelets for nonparametric stochastic regression. In: Journal of the American Statistical Association, Vol. 99, no. 467, p. 643-658 (2004). doi:10.1198/016214504000000971.

http://hdl.handle.net/2078.1/90626

Fryzlewicz, P ; Van Bellegem, Sébastien ; von Sachs, Rainer. Forecasting non-stationary time series by wavelet process modelling. In: Institute of Statistical Mathematics. Annals, Vol. 55, no. 4, p. 737-764 (2003). doi:10.1007/BF02523391.

http://hdl.handle.net/2078.1/40433

Donoho, DL ; Mallat, S ; von Sachs, Rainer ; Samuelides, Y. Locally stationary covariance and signal estimation with macrotiles. In: IEEE Transactions on Signal Processing, Vol. 51, no. 3, p. 614-627 (2003). doi:10.1109/TSP.2002.808116.

http://hdl.handle.net/2078.1/41203

Guo, WS ; Dai, M. ; Ombao, HC ; von Sachs, Rainer. Smoothing spline ANOVA for time-dependent spectral analysis. In: Journal of the American Statistical Association, Vol. 98, no. 463, p. 643-652 (2003). doi:10.1198/016214503000000549.

http://hdl.handle.net/2078.1/40727

Ombao, Hernando ; Raz, J ; von Sachs, Rainer ; Guo, WS. The SLEX model of a non-stationary random process. In: Institute of Statistical Mathematics. Annals, Vol. 54, no. 1, p. 171-200 (2002). doi:10.1023/A:1016130108440.

http://hdl.handle.net/2078.1/61797

Cranstoun, SD ; Ombao, HC ; von Sachs, Rainer ; Guo, WS ; Litt, B. Time-frequency spectral estimation of multichannel EEG using the auto-SLEX method. In: IEEE Transactions on Biomedical Engineering, Vol. 49, no. 9, p. 988-996 (2002). doi:10.1109/TBME.2002.802015.

http://hdl.handle.net/2078.1/41738

Ombao, HC ; Raz, JA ; Strawderman, RL ; von Sachs, Rainer. A simple generalised crossvalidation method of span selection for periodogram smoothing. In: Biometrika, Vol. 88, no. 4, p. 1186-1192 (2001). doi:10.1093/biomet/88.4.1186.

http://hdl.handle.net/2078.1/42395

Ombao, Hernando ; Raz, Jonathan ; von Sachs, Rainer ; Malow, Beth. Automatic statistical analysis of bivariate nonstationary time series. In: Journal of the American Statistical Association, Vol. 96, no. 454, p. 543-560 (2001). doi:10.1198/016214501753168244.

http://hdl.handle.net/2078.1/90582

Delouille, Véronique ; Franke, Jürgen ; von Sachs, Rainer. Nonparametric stochastic regression with design-adapted wavelets. In: Sankhya. Series A : Indian journal of statistics, Vol. 63, no. 3, p. 328-366 (2001).

http://hdl.handle.net/2078.1/90579

Neumann, Michael H. ; von Sachs, Rainer. A wavelet-based test for stationarity. In: Journal of Time Series Analysis, Vol. 21, no. 5, p. 597-613 (2000). doi:10.1111/1467-9892.00200.

http://hdl.handle.net/2078.1/90558

von Sachs, Rainer ; Macgibbon, B. Non-parametric curve estimation by wavelet thresholding with locally stationary errors. In: Scandinavian Journal of Statistics : theory and applications, Vol. 27, no. 3, p. 475-499 (2000). doi:10.1111/1467-9469.00202.

http://hdl.handle.net/2078.1/43356

Nason, Guy P. ; von Sachs, Rainer ; Kroisandt, Gerald. Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum. In: Journal of the Royal Statistical Society: Series B (Statistical Methodology), Vol. 62, no. 2, p. 271-292 (2000). doi:10.1111/1467-9868.00231.

http://hdl.handle.net/2078.1/90554

Dahlhaus, R ; Neumann, MH ; von Sachs, Rainer. Nonlinear wavelet estimation of time-varying autoregressive processes. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 5, no. 5, p. 873-906 (1999). doi:10.2307/3318448.

http://hdl.handle.net/2078.1/43764

Nason, Guy P. ; von Sachs, Rainer. Wavelets in Time Series Analysis. In: Philosophical transactions of the Royal Society of London. Series A, Physical sciences and engineering, Vol. 357, p. 2511-2526 (1999).

http://hdl.handle.net/2078.1/90550

Neumann, Michael H. ; von Sachs, Rainer. Wavelet Thresholding in Anisotropic Function Classes and Application to Adaptive Estimation of Evolutionary Spectra. In: Annals of Statistics, Vol. 25, p. 38-76 (1997).

http://hdl.handle.net/2078.1/90460

von Sachs, Rainer. Modelling and Estimation of the Time--varying Structure of Nonstationary Time Series. In: Brazilian Journal of Probability and Statistics, Vol. 10, no. 2, p. 181-204 (1996).

http://hdl.handle.net/2078.1/90454

Schneider, K. ; von Sachs, Rainer. Wavelet Smoothing of Evolutionary Spectra by Non-linear Thresholding. In: Applied and Computational Harmonic Analysis, Vol. 3, p. 268-282 (1996).

http://hdl.handle.net/2078.1/90417

Janas, D. ; von Sachs, Rainer. Consistency for Non-linear Functions of the Periodogram of Tapered Data. In: Journal of Time Series Analysis, Vol. 16, no. 6, p. 585-606 (1995). doi:10.1111/j.1467-9892.1995.tb00257.x.

http://hdl.handle.net/2078.1/90411

von Sachs, Rainer. Estimating Non-linear Functions of the Spectral Density, Using a Data-Taper. In: Institute of Statistical Mathematics. Annals, Vol. 46, p. 453-474 (1994).

http://hdl.handle.net/2078.1/90408

von Sachs, Rainer. Peak-insensitive Nonparametric Spectrum Estimation. In: Journal of Time Series Analysis, Vol. 15, p. 429-452 (1994).

http://hdl.handle.net/2078.1/90410

von Sachs, Rainer. Estimating the Spectrum of a Stochastic Process in the Presence of a Contaminating Signal. In: IEEE Transactions on Signal Processing, Vol. 41, no. 1, p. 323-333 (1993).

http://hdl.handle.net/2078.1/90403

von Sachs, Rainer ; Timmermans, Catherine. The BAGIDIS distance: about a fractal topology, with applications to functional classification and prediction. In: Anestis Antoniadis, Jean-Michel Poggi, Xavier Brossat, Modeling and Stochastic Learning for Forecasting in High Dimensions (Lecture Notes in Statistics; 217), 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

Timmermans, Catherine ; Delsol, Laurent ; von Sachs, Rainer. Bases Giving Distances. A New Semimetric and its Use for Nonparemetric Functional Data Analysis. In: Ferraty Frédéric (eds.), Recent Advances in Functional Data Analysis and Related Topics, Springer, 2011, p. 307-313 (2011). 978-3-7908-2736-1. doi:10.1007/978-3-7908-2736-1_48.

http://hdl.handle.net/2078.1/93541

Neumann, Michael H. ; von Sachs, Rainer. Wavelet Thresholding : Beyond the Gaussian I.I.D. Situation. In: A. Antoniadis, G. Oppenheim, Wavelets and Statistics (Springer lecture notes in statistics; 103), Springer, 1995, p. 301-329.

http://hdl.handle.net/2078.1/90413

Kaczynska, Sara ; Marion, Rebecca ; von Sachs, Rainer. Comparison of Cluster Validity Indices and Decision Rules for Different Degrees of Cluster Separation. European Symposium on Artificial Neural Networks, Computational Intelligence and Machine Learning (Bruges, Belgium, du 02/10/2020 au 04/10/2020).

http://hdl.handle.net/2078.1/229102

Timmermans, Catherine ; de Tullio, Pascal ; Lambert, Vincent ; Frédérich, Michel ; Rousseau, Réjane ; von Sachs, Rainer. Advantages of the Bagidis methodology for metabonomics analyses: application to a spectroscopic study of Age-related Macular Degeneration. 12th European Symposium on Statistical Methods for the Food Industry (Paris - France, du 29/02/2012 au 02/03/2012).

http://hdl.handle.net/2078.1/106879

Timmermans, Catherine ; Delouille, V. ; von Sachs, Rainer. Comparaison et classifications de séries temporelles via leur développement en ondelettes de Haar asymétriques. Actes des XVIe rencontres de la société francophone de classification (2009).

http://hdl.handle.net/2078.1/91086

Van Bellegem, Sébastien ; Fryzlewicz, Piotr ; von Sachs, Rainer. A wavelet-based model for forecasting non-stationary processes. 24th Int. Coll. Group Theoretical Methods in Physics (Paris, France, July 2002). In: Institute of Physics Conference Series, Vol. 173, p. 955-958 (2003).

http://hdl.handle.net/2078.1/90616

Ombao, Hernando ; von Sachs, Rainer ; Guo, Wensheng. Estimation and inference for time-varying spectra of locally stationary SLEX processes. Proceedings of the 2nd International Symposium on Frontiers of Time Series Modeling (Nara, Japan, du 14/12/2000 au 17/12/2000).

http://hdl.handle.net/2078.1/90578

von Sachs, Rainer. Overcomplete systems of wavelet and related local bases for adaptive signal representation and estimation. 52nd Session of the ISI (Helsinki, Finland, 1999).

http://hdl.handle.net/2078.1/90551

Nason, Guy P. ; Kroisandt, Gerald ; von Sachs, Rainer. Spectral Representation and Estimation for Locally Stationary Wavelet Processes. Proceedings of the Workshop on Spline Functions and the Theory of Wavelets (Montreal, 1996). In: CRM Proceedings and Lecture Notes, Vol. 18, p. 381-397 (1999).

http://hdl.handle.net/2078.1/90545

von Sachs, Rainer. Nonparametric Wavelet Methods for Nonstationary Time Series. Proceedings of the 22nd European Meeting of Statisticians and 7th Vilnius Conference on Probability Theory and Mathematical Statistics (Vilnius, Lithuania, du 12/08/1998 au 18/08/1998).

http://hdl.handle.net/2078.1/90543

von Sachs, Rainer. Adaptively Wavelet-smoothed Wigner Estimates of Evolutionary Spectra. ICIAM (Hamburg, 1995). In: ICIAM/GAMM 95 : applied stochastics and optimization, Hamburg, July 3-7, 1995 (ZAMM - Zeitschrift für Angewandte Mathematik und Mechanik; 76-3), Akademie-Verlag: Berlin, 1996. 3-05-501746-3, p. 71-74.

http://hdl.handle.net/2078.1/90446

Donoho, David ; Mallat, Stéphane ; von Sachs, Rainer. Estimating Covariances of Locally Stationary Processes: Consistency of Best Basis Methods. IEEE Conference on Time-Frequency/Time-Scale Methods (Paris, France, June).

http://hdl.handle.net/2078.1/90416

Schneider, K. ; von Sachs, Rainer. Nonlinear Wavelet Smoothing of Time-dependent Power Spectra. Proceedings of the Workshop on Time-Frequency, Wavelets and Multiresolution: Theory, Models and Applications (Lyon, March).

http://hdl.handle.net/2078.1/90406

Bailly, Gabriel ; von Sachs, Rainer. Nonlinear wavelet threshold estimation of time-varying covariance matrices in a log-Euclidean manifold (LIDAM Discussion Paper ISBA; 2024/04), 2024.

http://hdl.handle.net/2078.1/284862

Li, Mengxue ; von Sachs, Rainer ; Pircalabelu, Eugen. Time-varying degree-corrected stochastic block models (LIDAM Discussion Paper ISBA; 2024/14), 2024. 44 p.

http://hdl.handle.net/2078.1/286962

Chakraborty, Somnath ; Lederer, Johannes ; von Sachs, Rainer. Estimation of stable parameters for multiple autoregressive processes via convex programming (LIDAM Discussion Paper ISBA; 2023/37), 2023. 37 p.

http://hdl.handle.net/2078.1/281168

Rademacher, Daniel ; Krebs, Johannes ; von Sachs, Rainer. Statistical inference for wavelet curve estimators of symmetric positive definite matrices (LIDAM Discussion Paper ISBA; 2022/04), 2022. 57 p.

http://hdl.handle.net/2078.1/258348

Bibal, Adrien ; Marion, Rebecca ; von Sachs, Rainer ; Frénay, Benoît. BIOT: Explaining Multidimensional Nonlinear MDS Embeddings Using the Best Interpretable Orthogonal Transformation, 2021 (Soumis).

http://hdl.handle.net/2078.1/224108

Mathieu, Sophie ; Lefèvre, Laure ; von Sachs, Rainer ; Delouille, Véronique ; Ritter, Christian ; Clette, Frédéric. Nonparametric monitoring of sunspot number observations: a case study (LIDAM Discussion Paper ISBA; 2021/14), 2021. 57 p.

http://hdl.handle.net/2078.1/244324

Marion, Rebecca ; Lederer, Johannes ; Govaerts, Bernadette ; von Sachs, Rainer. VC-PCR: A Prediction Method based on Supervised Variable Selection and Clustering (LIDAM Discussion Paper ISBA; 2021/40), 2021. 37 p.

http://hdl.handle.net/2078.1/254939

Mathieu, Sophie ; von Sachs, Rainer ; Delouille, Véronique ; Lefèvre, Laure ; Ritter, Christian. Nonparametric robust monitoring of time series panel data (ISBA Discussion Paper; 2020/30), 2020. 58 p.

http://hdl.handle.net/2078.1/238379

von Sachs, Rainer. Spectral Analysis of Multivariate Time Series (ISBA Discussion Paper; 2019/08), 2019. 24 p.

http://hdl.handle.net/2078.1/215112

Chau, Van Vinh ; von Sachs, Rainer. Intrinsic wavelet regression for surfaces of Hermitian positive definite matrices (ISBA Discussion Paper; 2018/25), 2018. 51 p.

http://hdl.handle.net/2078.1/203429

Chau, Van Vinh ; Ombao, Hernando ; von Sachs, Rainer. Data depth and rank-based tests for covariance and spectral density matrices (ISBA Discussion Paper; 2017/19), 2017. 47 p.

http://hdl.handle.net/2078.1/187151

Chau, Van Vinh ; von Sachs, Rainer. Positive-Definite Multivariate Spectral Estimation: A Geometric Wavelet Approach (ISBA Discussion Paper; 2017/02), 2017. 47 p.

http://hdl.handle.net/2078.1/182634

Roueff, François ; von Sachs, Rainer. Time-frequency analysis of locally stationary Hawkes processes (ISBA Discussion Paper; 2017/05), 2017. 34 p.

http://hdl.handle.net/2078.1/183997

Steland, Ansgar ; von Sachs, Rainer. Asymptotics for High–Dimensional Covariance Matrices and Quadratic Forms with Applications to the Trace Functional and Shrinkage (ISBA Discussion Paper; 2016/38), 2016. 40 p.

http://hdl.handle.net/2078.1/179267

Chau, Van Vinh ; von Sachs, Rainer. Functional mixed effects wavelet estimation for spectra of replicated time series (ISBA Discussion Paper; 2016/13), 2016. 45 p.

http://hdl.handle.net/2078.1/173546

Varughese, Melvin ; von Sachs, Rainer ; Stephanou, Michael ; Bassett, Bruce. Nonparametric Transient Classification using Adaptive Wavelets (IBSA Discussion Paper; 2015/05), 2015. 14 p.

http://hdl.handle.net/2078.1/158855

Roueff, François ; von Sachs, Rainer ; Sansonnet, Laure. Time-frequency analysis of locally stationary Hawkes processes (ISBA Discussion Paper; 2015/11), 2015. 32 p.

http://hdl.handle.net/2078.1/160933

Steland, Ansgar ; von Sachs, Rainer. Large-Sample Approximations for Variance-Covariance Matrices of High-Dimensional Time Series (ISBA Discussion Paper; 2014/31), 2014. 22 p.

http://hdl.handle.net/2078.1/146545

von Sachs, Rainer ; Timmermans, Catherine. The BAGIDIS distance: about a fractal topology, with applications to functional classification and prediction (ISBA Discussion Paper; 2014/07), 2014. 20 p.

http://hdl.handle.net/2078.1/141439

Gorrostieta, Cristina ; Ombao, Hernando ; von Sachs, Rainer. Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series (ISBA Discussion Paper; 2014/30), 2014. 27 p.

http://hdl.handle.net/2078.1/146544

Timmermans, Catherine ; von Sachs, Rainer. BAGIDIS: Statistically investigating curves with sharp local patterns using a new functional measure of dissimilarity (ISBA Discussion Paper; 2013/31), 2013. 35 p.

http://hdl.handle.net/2078.1/131773

Fiecas, Mark ; von Sachs, Rainer. Data-driven Shrinkage of the Spectral Density Matrix of a High-dimensional Time Series (ISBA Discussion Paper; 2013/44), 2013. 28 p.

http://hdl.handle.net/2078.1/135715

Timmermans, Catherine ; de Tullio, Pascal ; Lambert, Vincent ; Frédérich, Michel ; Rousseau, Réjane ; von Sachs, Rainer. Advantages of the Bagidis methodology for metabonomics analyses: application to a spectroscopic study of Age-related Macular Degeneration (ISBA Discussion Paper; 2012/04), 2012. 10 p.

http://hdl.handle.net/2078.1/129824

Fiecas , Mark ; Franke, Jürgen ; von Sachs, Rainer ; Tadjuidje , Joseph. Shrinkage Estimation for Multivariate Hidden Markov Mixture Models (ISBA Discussion Paper; 2012/16), 2012. 24 + 8 p.

http://hdl.handle.net/2078.1/111005

Fiecas, Mark ; von Sachs, Rainer. Spectral density shrinkage for high-dimensional time series (ISBA Discussion Paper; 2012/37), 2012. 31 p.

http://hdl.handle.net/2078.1/118661

Autin, Florent ; Freyermuth, Jean-Marc ; von Sachs, Rainer. Block-Threshold-Adapted Estimators via a maxiset approach (ISBA Discussion Paper; 2011/17), 2011. 22 p.

http://hdl.handle.net/2078.1/76632

Autin, Florent ; Freyermuth, Jean-Marc ; von Sachs, Rainer. Combining thresholding rules: a new way to improve the performance of wavelet estimators (ISBA Discussion papers; 2011/21), 2011. 20 p.

http://hdl.handle.net/2078.1/111122

Autin, F. ; Freyermuth, Jean-Marc ; von Sachs, Rainer. Ideal denoising within a family of tree-structured wavelet estimators (ISBA Discussion Paper; 1102), 2011. 24 p.

http://hdl.handle.net/2078.1/91202

Timmermans, Catherine ; Delsol, Laurent ; von Sachs, Rainer. Using Bagidis in nonparametric functional data analysis: predicting from curves with sharp local features (ISBA Discussion Paper; 2011/20), 2011. 47 p.

http://hdl.handle.net/2078.1/81200

Timmermans, Catherine ; von Sachs, Rainer. BAGIDIS, a new method for statistical analysis of differences between curves with sharp discontinuities (ISBA Discussion Paper; 1030), 2010. 28 p.

http://hdl.handle.net/2078.1/91090

Böhm, Hilmar ; Ombao, Hernando ; Sanes, J. ; von Sachs, Rainer. Classification of multivariate non-stationary signals : the SLEX-shrinkage approach (STAT Discussion Paper; 0909), 2009. 20 p.

http://hdl.handle.net/2078.1/91105

ROUEFF, François ; von Sachs, Rainer. Locally stationary long memory estimation (STAT Discussion Paper; 0916), 2009. 28 p.

http://hdl.handle.net/2078.1/91056

Freyermuth, Jean-Marc ; Ombao, Hernando ; von Sachs, Rainer. Tree-structured wavelet estimation in a mixed effects model for Spectra of replicated time series (STAT Discussion Paper; 0902), 2009. 33 p.

http://hdl.handle.net/2078.1/28681

Eichler, M. ; Motta, Giovanni ; von Sachs, Rainer. Fitting dynamic fator models to nonstationary time series (STAT Discussion Paper; 0829), 2008. 36 p.

http://hdl.handle.net/2078.1/91003

Böhm, Hilmar ; von Sachs, Rainer. Structural shrinkage of nonparametric spectral estimators for multivariate time series (STAT Discussion Paper; 0805), 2008. 27 p.

http://hdl.handle.net/2078.1/91289

Böhm, Hilmar ; von Sachs, Rainer. Shrinkage estimation in the frequency domain of multivariate time series (STAT Discussion Paper; 0706), 2007. 26 p.

http://hdl.handle.net/2078.1/93249

Antoniadis, Anestis ; Bigot, Jérémie ; von Sachs, Rainer. A multiscale approach for statistical characterization of functional images (STAT Discussion Paper; 0623), 2006. 36 p.

http://hdl.handle.net/2078.1/91356

Fryzlewicz, Piotr ; Nason, Guy P. ; von Sachs, Rainer. A wavelet-Fisz approach to spectrum estimation (STAT Discussion Paper; 0608), 2006. 21 p.

http://hdl.handle.net/2078.1/91374

Motta, Giovanni ; Hafner, Christian ; von Sachs, Rainer. Locally stationary factor models : identification and nonparametric estimation (STAT Discussion Paper; 0624), 2006. 30 p.

http://hdl.handle.net/2078.1/91206

Cosma, A. ; Scaillet, Olivier ; von Sachs, Rainer. Multivariate wavelet-based shape preserving estimation for dependent observations (STAT Discussion Paper; 0516), 2005. 34 p.

http://hdl.handle.net/2078.1/91579

Van Bellegem, Sébastien ; von Sachs, Rainer. Locally adaptive estimation of sparse evolutionary wavelet spectra (STAT Discussion Paper; 0310), 2003.

http://hdl.handle.net/2078.1/90625

Van Bellegem, Sébastien ; von Sachs, Rainer. On adaptive estimation for locally stationary wavelet processes and its applications (STAT Discussion Paper; 0327), 2003.

http://hdl.handle.net/2078.1/90638

Ombao, Hernando ; von Sachs, Rainer ; Guo, Wensheng. SLEX analysis of multivariate non-stationary time series (STAT Discussion Paper; 0328), 2003. 25 p.

http://hdl.handle.net/2078.1/90927

Delouille, Véronique ; Jansen , M. ; von Sachs, Rainer. Second generation wavelet methods for denoising of irregularly spaced data in two dimensions (STAT Discussion Paper; 0305), 2003. 31 p.

http://hdl.handle.net/2078.1/93245

Delouille, Véronique ; von Sachs, Rainer. Smooth design-adapted wavelets for half-regular designs in two dimensions (STAT Discussion Paper; 0226), 2003.

http://hdl.handle.net/2078.1/90592

Van Bellegem, Sébastien ; von Sachs, Rainer. Forecasting economic time series using models of nonstationarity (STAT Discussion Paper; 0227), 2002. 26 p.

http://hdl.handle.net/2078.1/91553

Fryzlewicz, P. ; Van Bellegem, Sébastien ; von Sachs, Rainer. Forecasting non-stationary time series by wavelet process modelling (STAT Discussion Paper; 0208), 2002. 33 p.

http://hdl.handle.net/2078.1/91558

Delouille, Véronique ; von Sachs, Rainer. Properties of design-adapted wavelet transforms of nonlinear autoregression models (STAT Discussion Paper; 0225), 2002.

http://hdl.handle.net/2078.1/90586

Donoho, David ; Mallat, S. ; von Sachs, Rainer ; Samuelides, Yann. Signal and Covariance Estimation with Macrotiles (STAT Discussion Paper; 0113), 2001. 29 p.

http://hdl.handle.net/2078.1/93257

Delouille, Véronique ; Simoens , J. ; von Sachs, Rainer. Smooth design-adapted wavelets for nonparametric stochastic regression (STAT Discussion Paper; 0117), 2001. 26 p.

http://hdl.handle.net/2078.1/93266

Guo, Wensheng ; Dai, Ming ; Ombao, Hernando ; von Sachs, Rainer. Smoothing Spline ANOVA for Time-Dependent Spectral Analysis (STAT Discussion Paper; 0141), 2001. 26 p.

http://hdl.handle.net/2078.1/93275

Guo, Wensheng ; Ombao, Hernando ; von Sachs, Rainer. Estimation and inference for time-varying spectra of locally stationary SLEX processes : In Memory of Jonathan A. Raz (STAT Discussion Paper; 0027), 2000. 12 p.

http://hdl.handle.net/2078.1/91523

Delouille, Véronique ; Franke, Jürgen ; von Sachs, Rainer. Nonparametric stochastic regression with design-adapted wavelets (STAT Discussion Paper; 0019), 2000. 44 p.

http://hdl.handle.net/2078.1/92016

Guo, W. ; Ombao, Hernando ; Raz, J. ; von Sachs, Rainer. The SLEX Model of a Non-Stationary Random Process (STAT Discussion Paper; 0026), 2000. 29 p.

http://hdl.handle.net/2078.1/91320

Ombao, Hernando ; Raz, J. ; Strawderman, R. ; von Sachs, Rainer. A simple generalised crossvalidation method of span selection for periodogram smoothing (STAT Discussion Paper; 9917), 1999. 16 p.

http://hdl.handle.net/2078.1/91364

Malow, Beth ; Ombao, Hernando ; Raz, J. ; von Sachs, Rainer. Automatic statistical analysis of bivariate non-stationary time series (STAT Discussion Paper; 9908), 1999. 31 p.

http://hdl.handle.net/2078.1/91388

Nason, Guy P. ; von Sachs, Rainer. Wavelets in time series analysis (STAT Discussion Paper; 9901), 1999. 16 p.

http://hdl.handle.net/2078.1/91347

Donoho, David ; Mallat, Stéphane ; von Sachs, Rainer. Estimating Covariances of Locally Stationary Processes : Rates of Convergence of Best Basis Methods (Technical Report (Stanford University. Department of Statistics); 517), 1998.

http://hdl.handle.net/2078.1/90525

von Sachs, Rainer. Nonparametric Wavelet Methods for Nonstationary Time Series (STAT Discussion Paper; 9819), 1998. 28 p.

http://hdl.handle.net/2078.1/92115

Kroisandt, Gerald ; Nason, Guy P. ; von Sachs, Rainer. Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum (STAT Discussion Paper; 9822), 1998. 25 p.

http://hdl.handle.net/2078.1/91343

von Sachs, Rainer. Detecting Periodic Components in a Stationary Time Series by an Improved Nonparametric Procedure, 1993.

http://hdl.handle.net/2078.1/90401