Estimation of a nonparametric regression spectrum based on the periodogram is considered. Neither trend estimation nor smoothing of the periodogram are required. Alternatively, for cases where spectral estimation of phase shifts fails and the shift does not depend on frequency, a time domain...

We consider dependence structures in multivariate time series that are characterized by deterministic trends. Results from spectral analysis for stationary processes are extended to deterministic trend functions. A regression cross covariance and spectrum are defined. Estimation of these...

A framework for the statistical analysis of counts from infectious disease surveillance database is proposed. In its simplest form, the model can be seen as a Poisson branching process model with immigration. Extensions to include seasonal effects, time trends and overdispersion are outlined....