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Universität Konstanz
Fachbereich für Mathematik und Statistik
Prof. Dr. Jan Beran


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.

Other publications

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

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

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

Beran, J. andGhosh, S. (2010/2011)  'Time Series Analysis.' (in preparation).
Beran, J.,Feng, Y., Ghosh, S. and Kulik, R. (2010/2011)   'Long-memory processes - Probabilistic Properties and Statistical Methods.' (in preparation).

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)

Aniseikonia (LP). H.O.E. Zurich, 1986 (J. Beran).

Cirri (CD). Centaur Records (CRC 2100), 1991 (J. Beran; see ArkivMusic).

Immaculate Concept (CD). SToA Music (ST-71.1002), 1992 (J. Beran, G. Mazzola; see CMJ review - 5th KlangArt, Osnabrück).


Sãnti (CD). col legno (WWE 20062), 2000 (J. Beran; see FAZ, 24 August 2001).


Chamber Music 2003-2006. Vienna Modern Masters (VMM 2049), 2007 (J. Beran, with Christopher Raphael); see Vienna Modern Masters, ArkivMusic, http://classicalthoughts.wordpress.com/..