Robert B. Lund

Statistics and Probability · 2000–2021

A researcher in the Science corpus: 18 papers; trusts 7 researchers and is trusted by 37 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 41 citations into it; #1,688 of 12,932 by trust here, #2,214 by citations
• Artificial Intelligence — 26 citations into it
• Finance — 25 citations into it; #3,961 of 10,518 by trust here, #5,523 by citations
• Management Science and Operations Research — 5 citations into it; #1,485 of 11,946 by trust here, #2,310 by citations

Whom Robert B. Lund trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jaxk Reeves
2. C. Chatfield
3. M. Menne
4. Ishwar V. Basawa
5. Richard A. Davis
6. Yajun Mei
7. Wayne A. Fuller
8. Peter J. Brockwell
9. C. Naomie Williams
10. Mary Kathryn Cowles

Who trusts Robert B. Lund overall

1. Xiaolan L. Wang
2. M. Menne
3. Arthur Degaetano
4. C. Naomie Williams
5. Konstantinos Fokianos
6. Jaxk Reeves
7. Ousmane Seidou
8. Zhen Li
9. Paul Fearnhead
10. Yuehua Wu

Papers from Robert B. Lund's perspective

Ordered by how strongly the researchers Robert B. Lund trusts endorse each paper. Same corpus, a different order for every researcher.

1. Detection of Undocumented Changepoints: A Revision of the Two-Phase Regression Model
2. A Review and Comparison of Changepoint Detection Techniques for Climate Data
3. Changepoint Detection in Periodic and Autocorrelated Time Series
4. Attributes of Several Methods for Detecting Discontinuities in Mean Temperature Series
5. Generalized autoregressive conditional heteroskedasticity
6. Detection of Undocumented Changepoints Using Multiple Test Statistics and Composite Reference Series.
7. Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models
8. Comparison of techniques for detection of discontinuities in temperature series
9. A sequential algorithm for testing climate regime shifts
10. Structural Break Estimation for Nonstationary Time Series Models

Their papers

• Detection of Undocumented Changepoints: A Revision of the Two-Phase Regression Model (2002) — 308 citations
• Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models (2000) — 106 citations
• Large Sample Properties of Parameter Estimates for Periodic ARMA Models (2001) — 113 citations
• Changepoint Detection in Periodic and Autocorrelated Time Series (2007) — 130 citations
• Mean shift testing in correlated data (2011) — 91 citations
• Handbook of discrete-valued time series (2016) — 130 citations
• A new look at time series of counts (2009) — 69 citations
• Count Time Series: A Methodological Review (2021) — 129 citations
• Changepoints in the North Atlantic Tropical Cyclone Record (2011) — 72 citations
• The ARMA alphabet soup: A tour of ARMA model variants (2010) — 54 citations
• Testing equality of stationary autocovariances (2009) — 48 citations
• Time Series Analysis and Its Applications: With R Examples (2007) — 557 citations
• A Review and Comparison of Changepoint Detection Techniques for Climate Data (2007) — 679 citations
• PARSIMONIOUS PERIODIC TIME SERIES MODELING (2006) — 54 citations
• Periodic Time Series Models (2005) — 109 citations
• Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models (2004) — 55 citations
• Revisiting simple linear regression with autocorrelated errors (2004) — 66 citations
• Temperature trends in the United States (2001) — 55 citations