Publikationen

Papers in refereed journals

Beran, J. (1989) 'A test of location for data with slowly decaying serial correlations'. Biometrika 76, 261-269.

Beran, J. (1991) 'M-estimators of location for data with slowly decaying serial correlations'. Journal of the American Statistical Association 86, 704-708.

Beran, J. and Ghosh, S. (1991) 'Slowly Decaying Correlations, Testing Normality, Nuisance Parameters'. Journal of the American Statistical Association 86, 785-791.

Beran, J. (1992) 'A goodness of fit test for time series with long-range dependence'. JRSS, Series B, Vol. 54, No. 3.749-760.

Beran, J. (1992) 'Statistical methods for data with long-range dependence' (with discussion). Statistical Science, Vol. 7, No. 4, 404-416 and 425-427.

Beran, J. (1993) 'Fitting long-memory models by generalized linear regression'. Biometrika, Vol.80, No.4, 817-822.

Künsch, H., Beran, J. and Hampel, F. (1993) 'Contrasts under long-range correlations'. The Annals of Statistics, Vol.21, 943-964.

Beran, J. and Terrin, N. (1994) 'Estimation of the long-memory parameter, based on a multivariate central limit theorem'. Journal of Time Series Analysis, Vol. 15, No. 3, 269-278.

Beran, J. (1994) 'On a class of M-estimators for long-memory Gaussian models'. Biometrika, Vol. 81, No. 4, 755-766.

Drexel, H., Amann, F.W., Beran, J., Candinas, R., Follath, F., Muntwyler, J.,Luethy, A., Rentsch, K., Gasser, T. (1994) 'Extent of coronary atherosclerosis is related to plasma triglycerides and to three lipoprotein cholesterols'. Circulation, 90, 2230-2235.

Beran, J., Sherman, R., Taqqu, M.S. and Willinger, W. (1995) 'Long-range dependence in variable-bit-rate video traffic'. IEEE Trans. on Communications, Vol. 43, No. 2/3/4, 1566-1579.

Beran, J. and Gasser, T. (1995) 'Testing equality of variances for paired timeseries'. Journal of Time Series Analysis, Vol. 16, No. 2,165-176.

Schalcher, C., Brändli, O., Beran, J., Gaze, H., Howald, H., Tschopp, J.M. (1995) 'Tuberkulintests bei Schulabgängern in den Kantonen Bern, Neuenburg und Wallis 1992/1993'. Schweizerische Medizinische Wochenschrift, Vol. 125, No. 16, 796-801.

Imthurn, B., Rosselli, M., Beran, J. and Keller, P.J. (1995) 'Evidence for in vivo high-frequency periodicity of beta-endorphin in humans'. Hormone and Metabolic Research, Vol. 27, 189-193.

Beran, J. (1995) 'Maximum likelihood estimation of the differencing parameter for invertible short- and long-memory ARIMA models'. JRSS,Series B, Vol. 57, No.4, 659-672.

Beran, J. and Terrin, N. (1996) 'Testing for a change of the long-memory parameter'. Biometrika, Vol. 83, No. 3, 627-638.

Ghosh, S., Beran, J. and Innes, J. (1997) 'Nonparametric conditional quantile estimation in the presence of long memory'. Student, Vol. 2, No. 2, 109-117.

Beran, J. and Ghosh, S. (1998) 'Root-n-consistent estimation in partial linearmodels with long-memory errors'. Scandinavian Journal of Statistics, Vol. 25, No. 2, 345-358.

Beran, J., Bhansali, R.J, and Ocker, D. (1998) 'On unified model selection for stationary and nonstationary short- and long-memory autoregressiveprocesses'. Biometrika, Vol. 85, No. 4, 921-934.

Beran, J. and Ocker, D. (1999) 'SEMIFAR forecasts, with applications to foreign exchange rates'. Journal of Statistical Planning and Inference, 80, 137-153.

Beran, J. and Mazzola, G. (1999) 'Analyzing musical structure and performance - a statistical approach.' Statistical Science, Vol. 14, No. 1,47-79.

Beran, J. and Mazzola, G. (1999) 'Visualizing the relationship between two timeseries by hierarchical smoothing'. Journal of Computational and Graphical Statistics, Vol. 8, No. 2, 213-238.

Siebenthal, K., Beran, J., Wolf, M., Keel, M., Dietz, V., Kundu, S., Bucher, H.U. and Duc, G., (1999) 'Cyclical fluctuations in bloodpressure, heartrate and cerebral blood volume in preterm infants.' Brain & Development (Japanese Society of Child Neurology), Vol. 21, No. 8, 529-534.

Beran, J. and Ghosh, S. (2000) 'Estimation of the dominating frequency for stationary and nonstationary fractional autoregressive processes'. Journal of Time Series Analysis, Vol. 21, No. 5, 513-533.

Beran, J. and Mazzola, G. (2000) 'Timing Microstructure in Schumann's ''Träumerei'' as an Expression of Harmony, Rhythm, and MotivicStructure in Music Performance'. Computers & Mathematics with Applications, Vol. 39, No. 5-6, 99-130.

Ghosh, S. and Beran, J. (2000) 'The two-sample T3 test - a graphical method for comparing two distributions'. Journal of Computational and Graphical Statistics, Vol. 9, No. 1, 167-179.

Beran, J. and Ocker, D. (2001) 'Volatitily of stock market indices - an analysis based on SEMIFAR models'. Journal of Business & Economic Statistics, Vol. 19, No. 1, 103-116.

Beran, J. and Feng, Y. (2001) 'Local polynomial estimation with a FARIMA-GARCH error process'. Bernoulli, Vol. 7, No. 5, 733-750.

Beran, J. and Mazzola, G. (2001) 'Musical composition and performance - statistical decomposition and interpretation'. Student, Vol. 4, No.1, 13-42.

Beran, J. and Feng, Y. (2002) 'Local polynomial fitting with long memory, short memory and antipersistent errors.' Annals of the Institute of Statisitcal Mathematics, Vol. 54, No. 2, 291-311.

Beran, J., Feng, Y., Ghosh, S. and Sibbertsen, P. (2002) 'On robust local polynomial estimation with long-memory errors.' International Journal of Forecasting, Vol. 18, 227-241.

Beran, J., Feng, Y. (2002) 'SEMIFAR models - a semiparametric framework for modelling trends, long-range dependence and nonstationarity'. Computational Statistics & Data Analysis, Vol. 40, No. 2,393-419.

Beran, J. and Feng, Y. (2002) 'Data driven bandwidth choice for SEMIFAR models'. Journal of Computational and Graphical Statistics, Vol.11, No. 2, 690-713.

Beran, J., Ghosh, S. and Sibbertsen, P. (2003) 'Nonparametric M-estimation with long-memory errors'. Journal of Statistical Planning and Inference, 17, 199-206.

Beran, J. (2004) 'Music - chaos, fractals, information.' Chance, Vol.17, No. 4, 7-16.

Beran, J. and Ocker, D. (2005) 'Small sample asymptotics for credit riskportfolios.' Journal of Computational and Graphical Statististics, Vol. 14, No. 2, 1-13.

Beran, J. (2006) 'On location estimation for LARCH processes.' Journal of Multivariate Analysis, Vol. 97, No. 8, 1766-1782.

Ghosh, S. and Beran, J. (2006) 'On estimating the cumulant generating function of linear processes.' Annals of the Institute of Statisitcal Mathematics, Vol. 58, 53-71.

Beran, J. (2007) 'On M-estimation under long-range dependence in volatility.' Journal of Time Series Analysis, Vol. 28, No. 1, 138--153.

Beran, J. and Djaidja, K. (2007) 'Credit risk modeling based on survival analysiswith immunes.' Statistical Methodology, Vol. 4, No. 3, 251-276.

Beran, J. and Feng, Y. (2007) 'Weighted averages and local polynomial estimation for fractional linear ARCH processes.' Journal of Statistical Theory and Practice, Vol. 1, No. 2, 149-166.

Feng, Y., Beran, J. and Yu, K. (2007) 'Modelling financial time series with SEMIFAR-GARCH models.' MA Journal of Management Mathematics (Special Issue on Financial Mathematics), Vol. 18, No. 4, 395 - 412.

Beran, J. and Heiler, M. (2008) 'A nonparametric regression cross spectrum for multivariate time series.' Journal of Multivariate Analysis, Vol. 99, No. 4, 684-714.

Beran, J. and Schützner, M. (2008) 'The effect of long memory in volatility on location estimation.' Sankhya, Series B, Vol. 70, Part 1, 84--112.

Beran, J. and Heiler, M. (2009) 'Estimation of a nonparametric regression spectrum for multivariate time series.' Statistical Methodology, Vol. 6, No. 2, 202-222.

Beran, J. (2009) 'On parametric estimation for locally stationary long-memory processes.' Journal of Statistical Planning and Inference. Vol. 139, No. 3, 900-915.

Beran, J., Ghosh, S. and Schell, D. (2009) 'On least squares estimation for long-memory lattice processes.' Journal of Multivariate Analysis, Vol. 100, No. 10, 2178-2194.

Beran, J., Feng, Y. and Heiler, S. (2009) 'Modifying the double smoothing bandwidth selector in nonparametric regression.' Statistical Methodology, Vol. 6, No. 5, 447-465.

Beran, J. and Schützner, M. (2009) 'On approximate pseudo maximum likelihood estimation for LARCH-processes.' Bernoulli, Vol. 15, No. 4, 1057-1081.

Feng, Y. and Beran, J. (2009) 'Filtered Log-Periodogram Regression.' Journal of Statistical Theory and Practice, Vol. 3, No. 4, 777-793.

Beran, J., Schützner, M. and Ghosh, S. (2010) 'From short to long memory: aggregation and estimation.' Computational Statistics & Data Analysis, Vol. 54, No. 11, 2432-2442.

Menendez, P., Ghosh, S. and Beran, J. (2010). 'On rapid change points under long memory.' Journal of Statistical Planning and Inference, Vol. 140, No. 11, 3343-3354.

Beran, J. and Weiershäuser, A. (2011). 'On spline regression under Gaussian subordination with long memory.' Journal of Multivariate Analysis, Vol. 102, No. 2, 315-335.

Beran, J. and Shumeyko, Y. (2012). 'On asymptotically optimal wavelet estimation of trend functions under long-range dependence.' Bernoulli, Vol. 18, No. 1, 137-176.

Beran, J. and Shumeyko, Y. (2012). Bootstrap testing for discontinuities under long-range dependence.' Journal of Mulitivariate Analysis, Vol. 105, No. 1, 322-347.

Beran J. and Schell D. (2012). 'On robust tail index estimation.' Computational Statistics & Data Analysis, Vol. 56, Issue 11, 3430-3443.

Beran J., Das, B. and Schell, D. (2012). 'On robust tail index estimation for linear long-memory processes.' Journal of Time Series Analysis, Vol. 33, Issue 3, 406-423.

Feng, Y. and Beran, J. (2013). 'Optimal convergence rates in nonparametric regression with fractional time series errors.' Journal of Time Series Analysis, Vol. 34, No. 1, 30-39.

Beran, J., Schell, D. and Stehlik, M. (2014). 'The Harmonic Moment Tail Index Estimator: asymptotic distribution and robustness.' Annals of the Institute of Statistical Mathematics, Vol. 66, No. 1, 193-220.

Beran, J., Weiershäuser, A., Galizia, C.G., Rein, J., Smith, B.H. and Strauch, M. (2014). 'On piecewise polynomial regression under general dependence conditions.'Sankhya, Series B, Vol. 76, No. 1, 49-81.

Beran, J. and Liu, H. (2014). 'On estimation of mean and covariance functions in repeated time series with long-memory errors.' Lithuanian Mathematical Journal, Vol. 54, No. 1, 8-34.

Beran, J. and Mainik, G. (2014). 'On estimating extremal dependence structures by parametric spectral measures.' Statistical Methodology, Vol. 21, 1-22.

Beran, J., Goswitz, R., Mazzola, G. and Mazzola, P. (2014). 'On the relationship between tempo and quantitative metric, melodic, and harmonic information in Chopin's Prelude Op. 28 No. 4: a statistical analysis of 30 performances.' Journal of Mathematics and Music, Vol. 8, No. 3, 225-248.

Beran, J., Feng, Y. and Ghosh, S. (2015). 'Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models.' Statistical Papers, Vol. 56, No.2, 431-451.

Beran, J. (2016). 'On the effect of long-range dependence on extreme value copula estimation with fixed marginals.' Communications in Statistics - Theory and Methods, Vol. 45, No. 19, 5590-5618.

Beran, J., Möhrle, S. and Ghosh, S. (2016). 'Testing for Hermite rank in Gaussian subordination processes'. Journal of Computational and Graphical Statistics, Vol. 25, No. 3, 917-934.

Beran, J. and Liu, H. (2016). 'Estimation of eigenvalues, eigenvectors and scores in FDA modesl with dependent errors'. Journal of Multivariate Analysis, 147, 218-233.

Beran, J., Liu, H. and Telkmann, K. (2016). 'On two sample inference for eigenspaces in functional data analysis with dependent errors'. Journal of Statistical Planning and Inference, 174, 20-37.

Beran, J. and Telkmann, K. (2017). 'On nonparametric density estimation for multivariate linear long-memory processes'. Communications in Statistics - Theory and Methods, DOI: 10.1080/03610926.2017.1395048

Beran, J. and Schumm, N. (2017). 'On nonparametric statistical inference for densities under long-range dependence'. Communications in Statistics-Theory and Methods, 46(22), 11296-11314.

Beran, J., Steffens, B. and Ghosh, S. (2018). 'On Local Trigonometric Regression Under Dependence'. Journal of Time Series Analysis, Vol. 39, Issue 4, 592-617.

Beran, J., Liu, H. and Ghosh, S. (2019). 'On aggregation of strongly dependent time series'. Scandinavian Journal of Statistics, Vol. 47, Issue3, 690-710. DOI: 10.1111/sjos.12421.

Beran, J. and Ghosh, S. (2020). 'Estimating the Mean Direction of Strongly Dependent Circular Time Series'. Journal of Time Series Analysis, Vol. 41, Issue 2, 210-228. DOI: 10.1111/jtsa.12500.

Beran, J. and Telkmann, K. (2020). 'On nonparametric ridge estimation for multivariate long-memory processes'. Lithuanian Mathematical Journal, Vol. 60, 291–314. DOI: 10.1007/s10986-020-09480-y.

Beran, J., Sabzikar, F., Surgailis, D. and Telkmann, K. (2020). 'On the empirical process of tempered moving averages'. Statistics & Probability Letters, Vol. 167. DOI: 10.1016/j.spl.2020.108902.

Beran, J. and Telkmann, K. (2020). 'On inference for modes under long memory'. Scandinavian Journal of Statistics. DOI: 10.1111/sjos.12476

Beran, J., Steffens, B. and Ghosh, S. (2021). 'Testing for the expected number of exceedances in strongly dependent seasonal time series'. Journal of Nonparametric Statistics, 33:3-4, 417-434, DOI: 10.1080/10485252.2021.1977301

Beran, J., Steffens, B. and Ghosh, S. (2022). 'On nonparametric regression for bivariate circular long-memory time series'. Statistical Papers, 63, 29–52, 10.1007/s00362-021-01228-1.

Beran, J. (2022). 'On semiparametric inference for periodically modulated density functions'. Communications in Statistics - Theory and Methods, DOI:
10.1080/03610926.2022.2064501

Beran, J., Näscher, J. Farquharson, F., Kustermann, M., Kabitz, H.-J. and Walterspacher, S. (2023). 'On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity'. Journal of Statistical Planning and Inference, Volume 222, January 2023, Pages 38-65.

Beran, J. and Droullier, F. (2023). 'On strongly dependent zero-inflated INAR(1) processes'. Statistical Papers, DOI: 10.1007/s00362-023-01496-z

Other publications

PhD Thesis

Beran, J. (1986) 'Estimation, testing and prediction for self-similar and related processes.' Ph.D. thesis, ETH Zürich. No. 8074.

Books

Beran, J. (2017). Mathematical Foundations of Time Series Analysis. Springer, New York.

Beran, J., Feng, Y. and Hebbel, H. (eds.) (2014) Empirical Economic and Financial Research - Theory, Methods and Practice. Springer, Heidelberg.

Beran, J., Feng, Y., Ghosh, S. and Kulik, R. (2013) Long-memory processes - Probabilistic Properties and Statistical Methods. Springer, New York/Heidelberg.

Beran, J. (2003) Statistics in musicology. Chapman & Hall (CRC Press), New York (see STATnetBASE).

Beran, J. (1994) Statistics for long-memory processes. Chapman & Hall (CRC Press), New York.

Book contributions, Communications, Invited discussions

Beran, J.(1989) 'On space-time modelling with long-memory dependence: assessing Ireland's wind power resource by T. Haslett and A. E.Raftery'. Invited discussion. Applied Statistics (JRSS,Series C) 38, 29-31.

Beran, J. and Ghosh, S. (1990) 'Goodness of fit tests and long-range dependence'. In: irections in Robust Statistics and Diagnostics, Part I, W. Stahel and S. Weisberg (eds.), IMA Volumes in Mathematics and its Applications, Vol. 33, Springer, New York, 21-33.

Beran, J. (1992) 'Recent developments in location estimation and regression for long-memory processes'. In: Directions in Time Series Analysis, Part II, D.Brillinger, P.Caines, J.Geweke, E.Parzen, M.Rosenblatt, M.S.Taqqu (eds.), IMA Volumes in Mathematics and itsApplications, Vol. 46, Springer, New York, 1-9.

Beran, J.(1997) 'On Heavy tail modeling and teletraffic data by S.I. Resnick.Invited discussion'. The Annals of Statistics, Vol. 25, No.5, 1852-1855.

Beran, J.(1997) 'On spectral analysis of replicated biomedical time series by P.J. Diggle and I.Al Wasel'. Invited discussion. Applied Statistics (JRSS, Series C), Vol. 48, No. 1, 66-67.

Mazzola, G. and Beran, J. (1997) 'Rational composition of performance'. In: Regulation of creative processes in music, W. Auhagen, R.Kopiez (eds.), Staatliches Institut für Musikforschung (Berlin), Lang Verlag, Frankfurt/New York.

Beran, J. (1997) 'Long-range dependence'. Encyclopedia of Statistical Sciences, eds. S. Kotz, C.B. Read, D.L. Banks, N.L. Johnson, Wiley, New York, Update Volume 1, 385-390.

Beran, J. (1998) 'Semisystematic errors'. Encyclopedia of Statistical Sciences, eds. S. Kotz, C.B. Read, D.L. Banks, N.L. Johnson, Wiley, New York, Update Volume 2.

Beran, J. (1998) 'Fractional ARIMA models'. Encyclopedia of Statistical Sciences, eds. S. Kotz, C.B. Read, D.L. Banks, N.L.Johnson, Wiley, New York, Update Volume 2.

Beran, J. and Terrin, N. (1999) Correction note to 'Testing for a change of the long-memory parameter' (Beran and Terrin, 1996). Biometrika, Vol. 86, No. 1, p. 233.

Beran, J. and Feng, Y. (2001) 'Semiparametric fractional autoregressive models'. Statistical Review (Revista de Estatistica), Volume II, 125-128.

Beran, J. (2002) 'On prediction of 0-1-processes'. In: Statistical Data Analysis based on the L1-Norm and Related Methods (Y. Dode, ed.). Birkhäuser, p. 139-147.

Hoffmann, S., Hartung, T. and Beran, J. (2002) 'Comment on "The Use of Bootstrap Resampling to Assess the Uncertainty of Cooper Statistics" '. Alternatives to Animal Experiments, Vol. 30, 1-7.

Beran, J., Feng, Y., Franke, G., Hess, D. and Ocker, D. (2003) 'Semiparametricmodeling of stochastic and deterministic trends and fractionalstationarity'. In: Processes with Long-Range Correlations --- Theory and Applications, (G. Rangarajan, M. Ding, editors), LectureNotes in Physics, Vol. 621, Springer, New York, p.225-250.

Beran, J. (2005) 'Classification and Data Mining in Musicology. In: Classification - The Ubiquitous Challenge. C. Weihs and W. Gaul, editors, Studies in Classification, Data Analysis, andKnowledge Organization, Vol. 26, Springer,Heidelberg-Berlin.

Beran, J. (2006) 'Statistics in Musicology'. In: Encyclopedia of Statistical Sciences (2nd edition), N. Balakrishnan, C.B. Read, B.Vidakovic (eds.), Wiley, New York. (in press).

Beran, J. (2007) 'Systematic vs. random development, long-range dependence and nonstationarity'. In: A Changing World - Challenges for Landscape Research, Landscape Series, Vol. 8, Kienast, F., Wildi, O., Ghosh, S. (eds.), Springer, The Netherlands.

Beran, J. (2009) 'Comment on "Modelling consumer credit risk via survival analysis" by Cao, Vilar and Devia'. Statistics and Operations Research Transactions, 39-40.

Beran, J. (2010) 'Long-range dependence'. In: Wiley Interdisciplinary Reviews: Computational Statistics, Edward J. Wegman, Yasmin H. Said, and David W. Scott (eds.). Wiley, New York, Vol. 2, Isue 1, pp. 26-35

Beran, J. and Ghosh, S. (2011) 'The Moment Generating Function'. In: International Lexicon of Statistical Sciences. Springer, New York.

Beran, J., Feng, Y. and Ghosh, S. (2015). 'On EFARIMA and ESEMIFAR models'. In: Empirical Economic and Financial Research - Theory, Methods and Practice, J. Beran, Y. Feng and H. Hebbel (eds.), pp. 229-253, Springer, Heidelberg.

Beran, J. (2015). Perspectives on Practice. In: Oxford Handbook of Algorithmic Music. R. Dean and A. McLean (eds.), Oxford University Press. (in press)

Beran, J. (2015). Statistics in Musicology. Wiley StatsRef: Statistics Reference Online, N. Balakrishnan, P. Brandimarte, B. Everitt, G. Molenberghs, W.Piegorsch and F. Ruggeri (eds.), Wiley. -Test-