|  | Papers in refereed journals | Beran, J.(1989) `A test of location for data with slowly decaying serialcorrelations.'
Biometrika 76, 261-269. | Beran, J.(1991) `M-estimators of location for data with slowly decayingserial correlations.'
Journal of the American StatisticalAssociation 86, 704-708. | Beran, J. andGhosh, S. (1991) 'Slowly Decaying Correlations, Testing Normality,Nuisance Parameters'.
Journal of the American StatisticalAssociation 86, 785-791. | Beran, J.(1992) 'A goodness of fit test for time series with long-rangedependence'.
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 linearregression'.
Biometrika, Vol.80, No.4, 817-822. | Künsch, H.,Beran, J. and Hampel, F. (1993) `Contrasts under long-rangecorrelations'.
The Annals of Statistics, Vol.21, 943-964. | Beran, J. andTerrin, N. (1994) 'Estimation of the long-memory parameter, based ona multivariate central limit theorem'.
Journal of TimeSeries 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 coronaryatherosclerosis is related to plasma triglycerides and to threelipoprotein cholesterols'.
Circulation, 90, 2230-2235. | Beran, J.,Sherman, R., Taqqu, M.S. and Willinger, W. (1995) `Long-rangedependence in variable-bit-rate video traffic'.
IEEE Trans.on Communications, Vol. 43, No. 2/3/4, 1566-1579. | Beran, J. andGasser, 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'.
SchweizerischeMedizinische Wochenschrift, Vol. 125, No. 16, 796-801. | Imthurn, B.,Rosselli, M., Beran, J. and Keller, P.J. (1995) `Evidence for invivo 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 parameterfor invertible short- and long-memory ARIMA models'.
JRSS,Series B, Vol. 57, No.4, 659-672. | Beran, J. andTerrin, N. (1996) `Testing for a change of the long-memoryparameter'.
Biometrika, Vol. 83, No. 3, 627-638. | Ghosh, S.,Beran, J. and Innes, J. (1997) `Nonparametric conditional quantileestimation in the presence of long memory'.
Student, Vol. 2,No. 2, 109-117. | Beran, J. andGhosh, S. (1998) `Root-n-consistent estimation in partial linearmodels with long-memory errors'.
Scandinavian Journal ofStatistics, Vol. 25, No. 2, 345-358. | Beran, J.,Bhansali, R.J, and Ocker, D. (1998) `On unified model selection forstationary and nonstationary short- and long-memory autoregressiveprocesses'.
Biometrika, Vol. 85, No. 4,921-934. | Beran, J. andOcker, D. (1999) `SEMIFAR forecasts, with applications to foreignexchange rates'.
Journal of Statistical Planning andInference, 80, 137-153. | Beran, J. andMazzola, G. (1999) `Analyzing musical structure and performance - astatistical approach.'
Statistical Science, Vol. 14, No. 1,47-79. | Beran, J. andMazzola, G. (1999) `Visualizing the relationship between two timeseries by hierarchical smoothing'.
Journal of Computationaland 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. andGhosh, S. (2000) `Estimation of the dominating frequency forstationary and nonstationary fractional autoregressive processes'.
Journal of Time Series Analysis, Vol. 21, No. 5, 513-533. | Beran, J. andMazzola, G. (2000) `Timing Microstructure in Schumann's``Träumerei'' as an Expression of Harmony, Rhythm, and MotivicStructure in Music Performance'.
Computers & Mathematicswith Applications, Vol. 39, No. 5-6, 99-130. | Ghosh, S. andBeran, J. (2000) `The two-sample T3 test - a graphical method forcomparing two distributions'.
Journal of Computational andGraphical Statistics, Vol. 9, No. 1, 167-179. | Beran, J. andOcker, D. (2001) `Volatitily of stock market indices - an analysisbased on SEMIFAR models'.
Journal of Business & EconomicStatistics, Vol. 19, No. 1, 103-116. | Beran, J. andFeng, Y. (2001) `Local polynomial estimation with a FARIMA-GARCHerror process'.
Bernoulli, Vol. 7, No. 5, 733-750. | Beran, J. andMazzola, G. (2001) `Musical composition and performance -statistical decomposition and interpretation'.
Student,Vol. 4, No.1, 13-42. | Beran, J. andFeng, Y. (2002) `Local polynomial fitting with long memory, shortmemory and antipersistent errors.'
Annals of the Instituteof Statisitcal Mathematics, Vol. 54, No. 2, 291-311. | Beran, J.,Feng, Y., Ghosh, S. and Sibbertsen, P. (2002) 'On robust localpolynomial estimation with long-memory errors.'
InternationalJournal of Forecasting, Vol. 18, 227-241. | Beran, J.,Feng, Y. (2002) `SEMIFAR models - a semiparametric framework formodelling trends, long-range dependence and nonstationarity'.
Computational Statistics & Data Analysis, Vol. 40, No. 2,393-419. | Beran, J. andFeng, 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-estimationwith long-memory errors'.
Journal of Statistical Planningand Inference, 17, 199-206. | Beran, J.(2004) 'Music - chaos, fractals, information.'
Chance, Vol.17, No. 4, 7-16. | Beran, J. andOcker, D. (2005) 'Small sample asymptotics for credit riskportfolios.'
Journal of Computational and GraphicalStatististics, Vol. 14, No. 2, 1-13. | Beran, J.(2006) 'On location estimation for LARCH processes.'
Journalof Multivariate Analysis, Vol. 97, No. 8,1766-1782. | Ghosh, S. andBeran, J. (2006) 'On estimating the cumulant generating function oflinear processes.'
Annals of the Institute of StatisitcalMathematics, 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. andDjaidja, K. (2007) 'Credit risk modeling based on survival analysiswith immunes.'
Statistical Methodology, Vol. 4, No. 3, 251-276. | Beran, J. andFeng, Y. (2007) 'Weighted averages and local polynomial estimationfor 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. andHeiler, M. (2008) 'A nonparametric regression cross spectrum for multivariate time series.'
Journal of Multivariate Analysis, Vol. 99, No. 4, 684-714. | | Beran, J. andSchützner, M. (2008) 'The effect of long memory in volatility on location estimation.' Sankhya, Series B, Vol. 70, Part 1, 84--112. | | Beran, J. andHeiler, 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.' J. 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.' J. Multivariate Analysis, (in press). | | Beran, J., Feng, Y.and Heiler, S. (2009) 'Modifying the double smoothing bandwidth selector in nonparametric regression.' Statistical Methodology, (in press). | | Beran, J. andSchützner, M. (2009) 'On approximate pseudo maximum likelihood estimation for LARCH-processes.' Bernoulli, (in press). | | Beran, J., Schützner, M. and Ghosh, S. (2009) 'From short to long memory: aggregation and estimation.' Computational Statistics & Data Analysis, (in press). | | Feng, Y. andBeran, J. (2009) 'Filtered Log-Periodogram Regression.' Journal of Statistical Theory and Practice, (in press). | | Beran, J. andShumeyko, Y. (2009) 'On asymptotically optimal wavelet estimation of trend functions under long-range dependence.' Under revision. | |
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| Book contributions, Communications, Inviteddiscussions | | 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. andGhosh, S. (1990) `Goodness of fit tests and long-range dependence'.In Directions in Robust Statistics and Diagnostics, Part I, W. Stahel and S. Weisberg (eds.), IMA Volumes in Mathematicsand its Applications, Vol. 33, Springer, New York, 21-33. | | Beran, J.(1992) `Recent developments in location estimation and regressionfor long-memory processes'. In Directions in Time SeriesAnalysis, 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 byP.J. Diggle and I. Al Wasel. Invited discussion. AppliedStatistics (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. (in press). | | Beran, J.(1997) `Long-range dependence'. Encyclopedia of StatisticalSciences, 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 StatisticalSciences, 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 ofStatistical Sciences, eds. S. Kotz, C.B. Read, D.L. Banks, N.L.Johnson, Wiley, New York, Update Volume 2. | | Beran, J. andTerrin, N. (1999) Correction note to `Testing for a change of thelong-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 AnalysisBased 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 BootstrapResampling 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 --- Theoryand 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 ofStatistical 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) `Long-range dependence.' In: Wiley Interdisciplinary Reviews: Computational Statistics, Edward J. Wegman, Yasmin H. Said, and David W. Scott (eds.). Wiley, New York. | | Beran, J.(2009) `Comment on "Modelling consumer credit risk via survival analysis" by Cao, Vilar and Devia.' Statistics and Operations Research Transactions, (in press). | | Beran, J. andGhosh, S. (2009) `The Moment Generating Function.' International Lexicon of Statistical Sciences. Springer, New York (in preparation) | |
