Statistics and Its Interface

Editorial: Special issue on recent developments in complex time series analysis – Part II

Online change-point detection for a transient change

Study of impact of COVID-19 on industrial production indices using singular spectrum analysis

Quantile recurrent forecasting in singular spectrum analysis for stock price monitoring

Least absolute deviations estimation for nonstationary vector autoregressive time series models with pure unit roots

Modified recurrent forecasting in singular spectrum analysis using Kalman filter and its application for bicoid signal extraction

Smooth online parameter estimation for time varying VAR models with application to rat local field potential activity data

Approximate hidden semi-Markov models for dynamic connectivity analysis in resting-state fMRI

Modeling water table depth using singular spectrum analysis

Hankel low-rank approximation and completion in time series analysis and forecasting: a brief review

Uniform consistency for local fitting of time series non-parametric regression allowing for discrete-valued response

Adaptive clustering and feature selection for categorical time series using interpretable frequency-domain features

Empirical likelihood-based portmanteau tests for autoregressive moving average models with possible infinite variance innovations