Mukherjee, Somabha; Son, Jaesung; Ghosh, Swarnadip; Mukherjee, Sourav Efficient estimation in tensor Curie-Weiss and Erdős-Rényi Ising models. (English) Zbl 07905752 Electron. J. Stat. 18, No. 1, 2405-2449 (2024). MSC: 62F12 82B20 60F10 PDFBibTeX XMLCite \textit{S. Mukherjee} et al., Electron. J. Stat. 18, No. 1, 2405--2449 (2024; Zbl 07905752) Full Text: DOI arXiv Link OA License
Han, Yuecai; Zhang, Dingwen Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion. (English) Zbl 07904962 Stoch. Models 40, No. 3, 502-517 (2024). MSC: 62F12 62M09 60H05 60H07 PDFBibTeX XMLCite \textit{Y. Han} and \textit{D. Zhang}, Stoch. Models 40, No. 3, 502--517 (2024; Zbl 07904962) Full Text: DOI
Zhang, Xiuzhen; Lu, Zhiping Empirical likelihood testing for memory parameter in Gaussian and non-Gaussion stationary time series. (Chinese. English summary) Zbl 07895235 Chin. J. Appl. Probab. Stat. 40, No. 1, 98-106 (2024). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{X. Zhang} and \textit{Z. Lu}, Chin. J. Appl. Probab. Stat. 40, No. 1, 98--106 (2024; Zbl 07895235) Full Text: DOI
Fan, Ruiya; Zhang, Shuguang; Wu, Yaohua The M-estimation for multiplicative regression models with a diverging number of covariates. (Chinese. English summary) Zbl 07895232 Chin. J. Appl. Probab. Stat. 40, No. 1, 33-49 (2024). MSC: 62F12 62F35 PDFBibTeX XMLCite \textit{R. Fan} et al., Chin. J. Appl. Probab. Stat. 40, No. 1, 33--49 (2024; Zbl 07895232) Full Text: DOI
Jayaweera, I. M. L. Nadeesha; Trindade, A. Alexandre How certain are you of your minimum AIC or BIC values? (English) Zbl 07892654 Sankhyā, Ser. A 86, No. 2, 880-919 (2024). MSC: 62F12 62F40 PDFBibTeX XMLCite \textit{I. M. L. N. Jayaweera} and \textit{A. A. Trindade}, Sankhyā, Ser. A 86, No. 2, 880--919 (2024; Zbl 07892654) Full Text: DOI
Samura, Sallieu Kabay; Wang, Shijie; Chen, Ling; Wang, Xuejun; Zhang, Fei Complete consistency and asymptotic normality for the weighted estimator in a nonparametric regression model under dependent errors. (English) Zbl 07879381 J. Math. Inequal. 18, No. 2, 685-704 (2024). MSC: 62F12 62G20 PDFBibTeX XMLCite \textit{S. K. Samura} et al., J. Math. Inequal. 18, No. 2, 685--704 (2024; Zbl 07879381) Full Text: DOI OA License
Cerqueira, Andressa; Gallo, Sandro; Leonardi, Florencia; Vera, Cristel Consistent model selection for the degree corrected stochastic blockmodel. (English) Zbl 07873646 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 267-292 (2024). MSC: 62F12 60F15 PDFBibTeX XMLCite \textit{A. Cerqueira} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 267--292 (2024; Zbl 07873646) Full Text: arXiv Link
Chang, Jinyuan; Hu, Qiao; Kolaczyk, Eric D.; Yao, Qiwei; Yi, Fengting Edge differentially private estimation in the \(\beta\)-model via jittering and method of moments. (English) Zbl 1539.62065 Ann. Stat. 52, No. 2, 708-728 (2024). MSC: 62F12 68P27 91D30 PDFBibTeX XMLCite \textit{J. Chang} et al., Ann. Stat. 52, No. 2, 708--728 (2024; Zbl 1539.62065) Full Text: DOI arXiv
Manaa, Abderrahmen; Bentarzi, Wissam Asymptotic distribution of CLS estimators in the nearly unstable and unstable PINAR(1) model. (English) Zbl 07854476 Commun. Stat., Simulation Comput. 53, No. 1, 1-29 (2024). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{A. Manaa} and \textit{W. Bentarzi}, Commun. Stat., Simulation Comput. 53, No. 1, 1--29 (2024; Zbl 07854476) Full Text: DOI
Ghezal, Ahmed; Zemmouri, Imane QMLE of the general periodic GARCH models. (English) Zbl 07851856 Jordan J. Math. Stat. 17, No. 1, 45-64 (2024). MSC: 62F12 62M05 PDFBibTeX XMLCite \textit{A. Ghezal} and \textit{I. Zemmouri}, Jordan J. Math. Stat. 17, No. 1, 45--64 (2024; Zbl 07851856) Full Text: DOI
Deng, Yi; Xiong, Qiang; Li, Shu Wei A semiparametric additive-multiplicative rates model for the weighted composite endpoint of recurrent and terminal events. (English) Zbl 07837630 Acta Math. Sin., Engl. Ser. 40, No. 4, 985-999 (2024). MSC: 62F12 62G20 62N86 62P10 PDFBibTeX XMLCite \textit{Y. Deng} et al., Acta Math. Sin., Engl. Ser. 40, No. 4, 985--999 (2024; Zbl 07837630) Full Text: DOI
Zhu, En-wen; Deng, Zi-wei; Zhang, Han-jun; Cao, Jun; Liu, Xiao-hui Asymptotic inference in the random coefficient autoregressive model with time-functional variance noises. (English) Zbl 07835594 Acta Math. Appl. Sin., Engl. Ser. 40, No. 2, 320-346 (2024). MSC: 62F12 62F10 PDFBibTeX XMLCite \textit{E.-w. Zhu} et al., Acta Math. Appl. Sin., Engl. Ser. 40, No. 2, 320--346 (2024; Zbl 07835594) Full Text: DOI
Ghosh, Subhro; Mukherjee, Soumendu Sundar; Tran, Hoang-Son; Gangopadhyay, Ujan Learning networks from Gaussian graphical models and Gaussian free fields. (English) Zbl 07832561 J. Stat. Phys. 191, No. 4, Paper No. 45, 28 p. (2024). MSC: 62F12 62F10 62F35 PDFBibTeX XMLCite \textit{S. Ghosh} et al., J. Stat. Phys. 191, No. 4, Paper No. 45, 28 p. (2024; Zbl 07832561) Full Text: DOI arXiv
Ding, Liwang; Jiang, Caoqing Strong convergence for weighted sums of WOD random variables and its application in the EV regression model. (English) Zbl 07830500 Appl. Math., Praha 69, No. 1, 93-111 (2024). MSC: 62F12 60F15 PDFBibTeX XMLCite \textit{L. Ding} and \textit{C. Jiang}, Appl. Math., Praha 69, No. 1, 93--111 (2024; Zbl 07830500) Full Text: DOI
Ma, Ting Fung; Reyes, Juan Francisco Mandujano; Zhu, Jun M-estimators for models with a mix of discrete and continuous parameters. (English) Zbl 07812666 Sankhyā, Ser. A 86, No. 1, 164-190 (2024). MSC: 62F12 PDFBibTeX XMLCite \textit{T. F. Ma} et al., Sankhyā, Ser. A 86, No. 1, 164--190 (2024; Zbl 07812666) Full Text: DOI
Szymanski, Grégoire Optimal estimation of the rough Hurst parameter in additive noise. (English) Zbl 07812501 Stochastic Processes Appl. 170, Article ID 104302, 26 p. (2024). MSC: 62F12 62M09 62M10 62M15 PDFBibTeX XMLCite \textit{G. Szymanski}, Stochastic Processes Appl. 170, Article ID 104302, 26 p. (2024; Zbl 07812501) Full Text: DOI arXiv OA License
Joshi, Neeraj; Bapat, Sudeep R.; Sengupta, Raghu Nandan Estimation of fixed-accuracy confidence interval of the stress-strength reliability for inverse Pareto distribution using two-stage sampling technique. (English) Zbl 07798885 Sequential Anal. 43, No. 1, 79-102 (2024). MSC: 62F12 62L12 62L15 62P05 62P30 PDFBibTeX XMLCite \textit{N. Joshi} et al., Sequential Anal. 43, No. 1, 79--102 (2024; Zbl 07798885) Full Text: DOI
Denker, Manfred; Keßeböhmer, Marc; Lopes, Artur O.; Lopes, Silvia R. C. Parametrized Families of Gibbs Measures and their Statistical Inference. arXiv:2408.01104 Preprint, arXiv:2408.01104 [math.DS] (2024). MSC: 62F12 62E20 37A50 37A10 BibTeX Cite \textit{M. Denker} et al., ``Parametrized Families of Gibbs Measures and their Statistical Inference'', Preprint, arXiv:2408.01104 [math.DS] (2024) Full Text: arXiv OA License
Alonso-Martin, Pablo Ramses; Boedihardjo, Horatio; Papavasiliou, Anastasia Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes. arXiv:2407.09703 Preprint, arXiv:2407.09703 [math.ST] (2024). MSC: 62F12 60H30 62M09 60H05 60G22 BibTeX Cite \textit{P. R. Alonso-Martin} et al., ``Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes'', Preprint, arXiv:2407.09703 [math.ST] (2024) Full Text: arXiv OA License
Chen, Wei-Kuo; Sen, Arnab; Wu, Qiang Joint parameter estimations for spin glasses. arXiv:2406.10760 Preprint, arXiv:2406.10760 [math.PR] (2024). MSC: 62F12 62F10 82B44 BibTeX Cite \textit{W.-K. Chen} et al., ``Joint parameter estimations for spin glasses'', Preprint, arXiv:2406.10760 [math.PR] (2024) Full Text: arXiv OA License
Anagnostakis, Alexis; Mazzonetto, Sara Sticky-threshold diffusions, local time approximation and parameter estimation. arXiv:2403.08754 Preprint, arXiv:2403.08754 [math.PR] (2024). MSC: 62F12 60J55 60J60 BibTeX Cite \textit{A. Anagnostakis} and \textit{S. Mazzonetto}, ``Sticky-threshold diffusions, local time approximation and parameter estimation'', Preprint, arXiv:2403.08754 [math.PR] (2024) Full Text: arXiv OA License
Mazzonetto, Sara; Pigato, Paolo Estimation of parameters and local times in a discretely observed threshold diffusion model. arXiv:2403.06858 Preprint, arXiv:2403.06858 [math.ST] (2024). MSC: 62F12 62M05 60F05 60J55 BibTeX Cite \textit{S. Mazzonetto} and \textit{P. Pigato}, ``Estimation of parameters and local times in a discretely observed threshold diffusion model'', Preprint, arXiv:2403.06858 [math.ST] (2024) Full Text: arXiv OA License
Xu, Zhaohui; Zheng, Zemin Subgroup analysis method for accelerated failure time model. (Chinese. English summary) Zbl 07809954 Chin. J. Appl. Probab. Stat. 39, No. 5, 765-780 (2023). MSC: 62F12 62N01 PDFBibTeX XMLCite \textit{Z. Xu} and \textit{Z. Zheng}, Chin. J. Appl. Probab. Stat. 39, No. 5, 765--780 (2023; Zbl 07809954) Full Text: Link
Quan, Zhuojun; Zheng, Ming; Yu, Wen Semi-supervised inference for case-control binary data under possibly mis-specified logistic models. (English) Zbl 07809952 Chin. J. Appl. Probab. Stat. 39, No. 5, 730-746 (2023). MSC: 62F12 62G20 PDFBibTeX XMLCite \textit{Z. Quan} et al., Chin. J. Appl. Probab. Stat. 39, No. 5, 730--746 (2023; Zbl 07809952) Full Text: DOI
Yu, Miaomiao; Li, Ziyang; Zhou, Yong Privacy-preserving parameter estimation in distributed cases. (Chinese. English summary) Zbl 07801512 Acta Math. Appl. Sin. 46, No. 2, 145-165 (2023). MSC: 62F12 PDFBibTeX XMLCite \textit{M. Yu} et al., Acta Math. Appl. Sin. 46, No. 2, 145--165 (2023; Zbl 07801512) Full Text: Link
Ghezal, Ahmed A doubly Markov switching AR model: some probabilistic properties and strong consistency. (English) Zbl 07798130 J. Math. Sci., New York 271, No. 1, Series A, 66-75 (2023). MSC: 62F12 62M05 PDFBibTeX XMLCite \textit{A. Ghezal}, J. Math. Sci., New York 271, No. 1, 66--75 (2023; Zbl 07798130) Full Text: DOI
Nita, Hadjer; Afroun, Faïrouz; Cherfaoui, Mouloud; Aïssani, Djamil Statistical analysis of the estimates of some stationary performances of the unreliable \(M/M/1/N\) queue with Bernoulli feedback. (English) Zbl 07773424 Monte Carlo Methods Appl. 29, No. 4, 351-366 (2023). MSC: 62F12 62M05 62F05 62F03 90B22 PDFBibTeX XMLCite \textit{H. Nita} et al., Monte Carlo Methods Appl. 29, No. 4, 351--366 (2023; Zbl 07773424) Full Text: DOI
Lescheb, Ines; Slimani, Walid On the stationarity and existence of moments of the periodic EGARCH process. (English) Zbl 07773423 Monte Carlo Methods Appl. 29, No. 4, 333-350 (2023). MSC: 62F12 62M10 91B84 PDFBibTeX XMLCite \textit{I. Lescheb} and \textit{W. Slimani}, Monte Carlo Methods Appl. 29, No. 4, 333--350 (2023; Zbl 07773423) Full Text: DOI
Kawakami, Hajime Doob’s consistency of a non-Bayesian updating process. (English) Zbl 1523.62048 Stat. Probab. Lett. 203, Article ID 109921, 4 p. (2023). MSC: 62F12 PDFBibTeX XMLCite \textit{H. Kawakami}, Stat. Probab. Lett. 203, Article ID 109921, 4 p. (2023; Zbl 1523.62048) Full Text: DOI OA License
He, Lingling; Li, Xiaoqin; Shen, Yan; Wu, Qiuyue Moment convergence rate of estimators in partially linear models under AANA errors. (English) Zbl 07753906 J. Math. Inequal. 17, No. 3, 969-984 (2023). MSC: 62F12 62G05 PDFBibTeX XMLCite \textit{L. He} et al., J. Math. Inequal. 17, No. 3, 969--984 (2023; Zbl 07753906) Full Text: DOI
Zemoul, Sara-Imane; Berkoun, Youcef Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations. (English) Zbl 07753674 Commun. Stat., Theory Methods 52, No. 21, 7780-7787 (2023). MSC: 62F12 60F05 PDFBibTeX XMLCite \textit{S.-I. Zemoul} and \textit{Y. Berkoun}, Commun. Stat., Theory Methods 52, No. 21, 7780--7787 (2023; Zbl 07753674) Full Text: DOI
Ghosh, Subhroshekhar; Rigollet, Philippe Sparse multi-reference alignment: phase retrieval, uniform uncertainty principles and the beltway problem. (English) Zbl 07749827 Found. Comput. Math. 23, No. 5, 1851-1898 (2023). MSC: 62F12 62R99 68Q32 68Q87 05B10 42A16 42A61 94A15 94A12 92E10 PDFBibTeX XMLCite \textit{S. Ghosh} and \textit{P. Rigollet}, Found. Comput. Math. 23, No. 5, 1851--1898 (2023; Zbl 07749827) Full Text: DOI arXiv
Tang, Fuquan; Han, Dong Convergence rate of sample mean for \(\varphi\)-mixing random variables with heavy-tailed distributions. (English) Zbl 1538.62094 Chin. J. Appl. Probab. Stat. 39, No. 1, 93-100 (2023). MSC: 62F12 PDFBibTeX XMLCite \textit{F. Tang} and \textit{D. Han}, Chin. J. Appl. Probab. Stat. 39, No. 1, 93--100 (2023; Zbl 1538.62094) Full Text: arXiv Link
Wu, Yi; Wang, Wei; Wang, Xuejun Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models. (English) Zbl 1520.62007 J. Stat. Comput. Simulation 93, No. 8, 1244-1262 (2023). MSC: 62F12 62J05 PDFBibTeX XMLCite \textit{Y. Wu} et al., J. Stat. Comput. Simulation 93, No. 8, 1244--1262 (2023; Zbl 1520.62007) Full Text: DOI
Fujiwara, Akio; Yamagata, Koichi Efficiency of estimators for locally asymptotically normal quantum statistical models. (English) Zbl 1539.62066 Ann. Stat. 51, No. 3, 1159-1182 (2023). MSC: 62F12 81P50 PDFBibTeX XMLCite \textit{A. Fujiwara} and \textit{K. Yamagata}, Ann. Stat. 51, No. 3, 1159--1182 (2023; Zbl 1539.62066) Full Text: DOI arXiv Link
Sutradhar, Brajendra C.; Rao, R. Prabhakar Asymptotic inferences in a doubly-semi-parametric linear longitudinal mixed model. (English) Zbl 07730296 Sankhyā, Ser. A 85, No. 1, 214-247 (2023). MSC: 62F12 62G05 62H20 PDFBibTeX XMLCite \textit{B. C. Sutradhar} and \textit{R. P. Rao}, Sankhyā, Ser. A 85, No. 1, 214--247 (2023; Zbl 07730296) Full Text: DOI
Amorino, Chiara; Heidari, Akram; Pilipauskaitė, Vytautė; Podolskij, Mark Parameter estimation of discretely observed interacting particle systems. (English) Zbl 07726175 Stochastic Processes Appl. 163, 350-386 (2023). MSC: 62F12 62E20 62M05 60G07 60H10 PDFBibTeX XMLCite \textit{C. Amorino} et al., Stochastic Processes Appl. 163, 350--386 (2023; Zbl 07726175) Full Text: DOI arXiv
Hamdaoui, Abdenour; Benkhaled, Abdelkader; Terbeche, Mekki On minimaxity and limit of risks ratio of James-Stein estimator under the balanced loss function. (English) Zbl 1538.62093 Kragujevac J. Math. 47, No. 3, 459-479 (2023). MSC: 62F12 62C20 62H12 PDFBibTeX XMLCite \textit{A. Hamdaoui} et al., Kragujevac J. Math. 47, No. 3, 459--479 (2023; Zbl 1538.62093) Full Text: DOI Link
Cao, Xingyun; Wang, Danlu; Wu, Liucang Performance of ridge estimator in skew-normal mode regression model. (English) Zbl 07713676 Commun. Stat., Simulation Comput. 52, No. 3, 1164-1177 (2023). MSC: 62F12 62H12 62J07 PDFBibTeX XMLCite \textit{X. Cao} et al., Commun. Stat., Simulation Comput. 52, No. 3, 1164--1177 (2023; Zbl 07713676) Full Text: DOI
Manaa, Abderrahmen; Bentarzi, Mohamed On a periodic SETINAR model. (English) Zbl 07713643 Commun. Stat., Simulation Comput. 52, No. 3, 596-620 (2023). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{A. Manaa} and \textit{M. Bentarzi}, Commun. Stat., Simulation Comput. 52, No. 3, 596--620 (2023; Zbl 07713643) Full Text: DOI
Manaa, Abderrahmen; Bentarzi, Mohamed On a periodic negative binomial SETINAR model. (English) Zbl 07713642 Commun. Stat., Simulation Comput. 52, No. 3, 569-595 (2023). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{A. Manaa} and \textit{M. Bentarzi}, Commun. Stat., Simulation Comput. 52, No. 3, 569--595 (2023; Zbl 07713642) Full Text: DOI
Fan, Yifan Inference in a class of directed random graph models with an increasing number of parameters. (English) Zbl 07710550 Commun. Stat., Theory Methods 52, No. 13, 4491-4513 (2023). MSC: 62F12 62E20 62F10 05C80 PDFBibTeX XMLCite \textit{Y. Fan}, Commun. Stat., Theory Methods 52, No. 13, 4491--4513 (2023; Zbl 07710550) Full Text: DOI
Kuang, Nenghui; Xie, Huantian Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes. (English) Zbl 07709793 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 26, No. 2, Article ID 2350004, 20 p. (2023). MSC: 62F12 60G22 62M09 PDFBibTeX XMLCite \textit{N. Kuang} and \textit{H. Xie}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 26, No. 2, Article ID 2350004, 20 p. (2023; Zbl 07709793) Full Text: DOI
Wu, Yi; Hu, Tien-Chung; Volodin, Andrei; Wang, Xuejun Some improved results on Berry-Esséen bounds for strong mixing random variables and applications. (English) Zbl 07709749 Statistics 57, No. 3, 740-760 (2023). MSC: 62F12 62E20 60F05 PDFBibTeX XMLCite \textit{Y. Wu} et al., Statistics 57, No. 3, 740--760 (2023; Zbl 07709749) Full Text: DOI
Bishwal, Jaya P. N. Le Cam-Stratonovich-Boole theory for Itô diffusions. (English) Zbl 07708899 Random Oper. Stoch. Equ. 31, No. 2, 153-176 (2023). MSC: 62F12 62F15 62M05 60F05 60F10 60H10 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Random Oper. Stoch. Equ. 31, No. 2, 153--176 (2023; Zbl 07708899) Full Text: DOI
Sheena, Yo Convergence of estimative density: criterion for model complexity and sample size. (English) Zbl 1524.62112 Stat. Pap. 64, No. 1, 117-137 (2023). MSC: 62F12 PDFBibTeX XMLCite \textit{Y. Sheena}, Stat. Pap. 64, No. 1, 117--137 (2023; Zbl 1524.62112) Full Text: DOI OA License
Liang, Hua; Du, Pang Corrigendum to: “Maximum likelihood estimation in logistic regression models with a diverging number of covariates”. (English) Zbl 1511.62051 Electron. J. Stat. 17, No. 1, 948-949 (2023). MSC: 62F12 62J12 PDFBibTeX XMLCite \textit{H. Liang} and \textit{P. Du}, Electron. J. Stat. 17, No. 1, 948--949 (2023; Zbl 1511.62051) Full Text: DOI Link
Vu, Nhat L.; Nguyen, Thanh P.; Nguyen, Binh T.; Dinh, Vu; Ho, Lam Si Tung When can we reconstruct the ancestral state? Beyond Brownian motion. (English) Zbl 07687719 J. Math. Biol. 86, No. 6, Paper No. 88, 15 p. (2023). MSC: 62F12 92D15 92B10 PDFBibTeX XMLCite \textit{N. L. Vu} et al., J. Math. Biol. 86, No. 6, Paper No. 88, 15 p. (2023; Zbl 07687719) Full Text: DOI arXiv
Chaouch, Hicham; El Maroufy, Hamid; El Omari, Mohamed Statistical inference for models driven by \(n\)-th order fractional Brownian motion. (English) Zbl 07686918 Theory Probab. Math. Stat. 108, 29-43 (2023). MSC: 62F12 60G15 60G18 PDFBibTeX XMLCite \textit{H. Chaouch} et al., Theory Probab. Math. Stat. 108, 29--43 (2023; Zbl 07686918) Full Text: DOI
Aries, Nawel; Khan, Naushad Mamode On periodic integer-valued moving average (INMA \((q))\) models. (English) Zbl 07677422 J. Stat. Comput. Simulation 93, No. 3, 366-396 (2023). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{N. Aries} and \textit{N. M. Khan}, J. Stat. Comput. Simulation 93, No. 3, 366--396 (2023; Zbl 07677422) Full Text: DOI
Ren, Min; Zhao, Shengli; Wang, Mingqiu Optimal subsampling for least absolute relative error estimators with massive data. (English) Zbl 07622341 J. Complexity 74, Article ID 101694, 44 p. (2023). MSC: 62F12 62D99 PDFBibTeX XMLCite \textit{M. Ren} et al., J. Complexity 74, Article ID 101694, 44 p. (2023; Zbl 07622341) Full Text: DOI
Garbuzov, Boris; Zhou, Zhou Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series. (English) Zbl 1498.62054 J. Stat. Plann. Inference 223, 53-62 (2023). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{B. Garbuzov} and \textit{Z. Zhou}, J. Stat. Plann. Inference 223, 53--62 (2023; Zbl 1498.62054) Full Text: DOI
Szymanski, Grégoire; Takabatake, Tetsuya Asymptotic Efficiency for Fractional Brownian Motion with general noise. arXiv:2311.18669 Preprint, arXiv:2311.18669 [math.ST] (2023). MSC: 62F12 62M09 62M10 62M15 BibTeX Cite \textit{G. Szymanski} and \textit{T. Takabatake}, ``Asymptotic Efficiency for Fractional Brownian Motion with general noise'', Preprint, arXiv:2311.18669 [math.ST] (2023) Full Text: arXiv OA License
Bossert, Patrick Parameter estimation for second-order SPDEs in multiple space dimensions. arXiv:2310.17828 Preprint, arXiv:2310.17828 [math.ST] (2023). MSC: 62F12 62M10 60H15 BibTeX Cite \textit{P. Bossert}, ``Parameter estimation for second-order SPDEs in multiple space dimensions'', Preprint, arXiv:2310.17828 [math.ST] (2023) Full Text: arXiv OA License
Sparkes, Shane; Zhang, Lu Properties and Deviations of Random Sums of Densely Dependent Random Variables. arXiv:2310.11554 Preprint, arXiv:2310.11554 [math.ST] (2023). MSC: 62F12 62E99 BibTeX Cite \textit{S. Sparkes} and \textit{L. Zhang}, ``Properties and Deviations of Random Sums of Densely Dependent Random Variables'', Preprint, arXiv:2310.11554 [math.ST] (2023) Full Text: arXiv OA License
Mukherjee, Sumit; Tagami, Daiki Inference on a class of exponential families on permutations. arXiv:2304.04074 Preprint, arXiv:2304.04074 [math.ST] (2023). MSC: 62F12 62F25 05A05 BibTeX Cite \textit{S. Mukherjee} and \textit{D. Tagami}, ``Inference on a class of exponential families on permutations'', Preprint, arXiv:2304.04074 [math.ST] (2023) Full Text: arXiv OA License
Yoshida, Junichiro; Yoshida, Nakahiro Penalized estimation for non-identifiable models. arXiv:2301.09131 Preprint, arXiv:2301.09131 [math.ST] (2023). MSC: 62F12 62E20 BibTeX Cite \textit{J. Yoshida} and \textit{N. Yoshida}, ``Penalized estimation for non-identifiable models'', Preprint, arXiv:2301.09131 [math.ST] (2023) Full Text: arXiv OA License
Li, Lili; Zhang, Xingfa; Deng, Chunliang; Li, Yuan Quasi maximum exponential likelihood estimation of GARCH model based on high frequency data. (Chinese. English summary) Zbl 07801175 Acta Math. Appl. Sin. 45, No. 5, 652-664 (2022). MSC: 62F12 PDFBibTeX XMLCite \textit{L. Li} et al., Acta Math. Appl. Sin. 45, No. 5, 652--664 (2022; Zbl 07801175) Full Text: Link
Huang, Hanwen LASSO risk and phase transition under dependence. (English) Zbl 07633944 Electron. J. Stat. 16, No. 2, 6512-6552 (2022). MSC: 62F12 PDFBibTeX XMLCite \textit{H. Huang}, Electron. J. Stat. 16, No. 2, 6512--6552 (2022; Zbl 07633944) Full Text: DOI arXiv Link
Ghapani, F.; Babadi, B. Two parameter weighted mixed estimator in linear measurement error models. (English) Zbl 07632247 Commun. Stat., Simulation Comput. 51, No. 12, 6936-6946 (2022). MSC: 62F12 62J07 PDFBibTeX XMLCite \textit{F. Ghapani} and \textit{B. Babadi}, Commun. Stat., Simulation Comput. 51, No. 12, 6936--6946 (2022; Zbl 07632247) Full Text: DOI
Yi, Yanchun; Chen, Pingyan; Sung, Soo Hak Convergence rate for weighted sums of \(\psi\)-mixing random variables and applications. (English) Zbl 07612844 J. Math. Inequal. 16, No. 3, 851-865 (2022). MSC: 62F12 PDFBibTeX XMLCite \textit{Y. Yi} et al., J. Math. Inequal. 16, No. 3, 851--865 (2022; Zbl 07612844) Full Text: DOI
Goodman, Jesse Asymptotic accuracy of the saddlepoint approximation for maximum likelihood estimation. (English) Zbl 1539.62067 Ann. Stat. 50, No. 4, 2021-2046 (2022). MSC: 62F12 62P10 PDFBibTeX XMLCite \textit{J. Goodman}, Ann. Stat. 50, No. 4, 2021--2046 (2022; Zbl 1539.62067) Full Text: DOI arXiv
Gao, Min; Ding, Saisai; Wu, Shipeng; Yang, Wenzhi The asymptotic distribution of CUSUM estimator based on \(\alpha\)-mixing sequences. (English) Zbl 07603861 Commun. Stat., Simulation Comput. 51, No. 10, 6101-6113 (2022). MSC: 62F12 PDFBibTeX XMLCite \textit{M. Gao} et al., Commun. Stat., Simulation Comput. 51, No. 10, 6101--6113 (2022; Zbl 07603861) Full Text: DOI
Bentarzi, Mohamed; Aries, Nawel On some periodic \(INARMA (p,q)\) models. (English) Zbl 07603842 Commun. Stat., Simulation Comput. 51, No. 10, 5773-5793 (2022). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{M. Bentarzi} and \textit{N. Aries}, Commun. Stat., Simulation Comput. 51, No. 10, 5773--5793 (2022; Zbl 07603842) Full Text: DOI
Bentarzi, Mohamed; Aries, Nawel QMLE of periodic integer-valued time series models. (English) Zbl 07603797 Commun. Stat., Simulation Comput. 51, No. 9, 4973-4999 (2022). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{M. Bentarzi} and \textit{N. Aries}, Commun. Stat., Simulation Comput. 51, No. 9, 4973--4999 (2022; Zbl 07603797) Full Text: DOI
Courgeau, Valentin; Veraart, Almut E. D. High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process. (English) Zbl 07603099 Electron. J. Stat. 16, No. 2, 4863-4925 (2022). MSC: 62F12 62F07 PDFBibTeX XMLCite \textit{V. Courgeau} and \textit{A. E. D. Veraart}, Electron. J. Stat. 16, No. 2, 4863--4925 (2022; Zbl 07603099) Full Text: DOI arXiv Link
Chu, Tingjin; Liu, Jialuo; Wang, Haonan; Zhu, Jun Spatio-temporal expanding distance asymptotic framework for locally stationary processes. (English) Zbl 07596019 Sankhyā, Ser. A 84, No. 2, 689-713 (2022). MSC: 62F12 62M30 PDFBibTeX XMLCite \textit{T. Chu} et al., Sankhyā, Ser. A 84, No. 2, 689--713 (2022; Zbl 07596019) Full Text: DOI
Benkhaled, Abdelkader; Hamdaoui, Abdenour General classes of shrinkage estimators for the multivariate normal mean with unknown variance: minimaxity and limit of risks ratios. (English) Zbl 1513.62046 Kragujevac J. Math. 46, No. 2, 193-213 (2022). MSC: 62F12 62C20 62J07 PDFBibTeX XMLCite \textit{A. Benkhaled} and \textit{A. Hamdaoui}, Kragujevac J. Math. 46, No. 2, 193--213 (2022; Zbl 1513.62046) Full Text: Link
Bassett, Robert; Deride, Julio One-step estimation with scaled proximal methods. (English) Zbl 07592382 Math. Oper. Res. 47, No. 3, 2366-2386 (2022). MSC: 62F12 65K10 90C30 PDFBibTeX XMLCite \textit{R. Bassett} and \textit{J. Deride}, Math. Oper. Res. 47, No. 3, 2366--2386 (2022; Zbl 07592382) Full Text: DOI arXiv
Qi, Zhengling; Cui, Ying; Liu, Yufeng; Pang, Jong-Shi Asymptotic properties of stationary solutions of coupled nonconvex nonsmooth empirical risk minimization. (English) Zbl 07592368 Math. Oper. Res. 47, No. 3, 2034-2064 (2022). MSC: 62F12 90C26 49J52 PDFBibTeX XMLCite \textit{Z. Qi} et al., Math. Oper. Res. 47, No. 3, 2034--2064 (2022; Zbl 07592368) Full Text: DOI arXiv
Ghribi, Abdelaziz; Hassin, Aymen; Masmoudi, Afif On the existence of the Tweedie power parameter implicit estimator. (English) Zbl 07584457 Bull. Korean Math. Soc. 59, No. 4, 979-991 (2022). MSC: 62F12 60E07 62F15 PDFBibTeX XMLCite \textit{A. Ghribi} et al., Bull. Korean Math. Soc. 59, No. 4, 979--991 (2022; Zbl 07584457) Full Text: DOI
Yousfi, A.; Merzougui, M. Adaptive test for periodicity in restrictive EXPAR(p) models. (English) Zbl 07571114 Commun. Stat., Theory Methods 51, No. 17, 6064-6077 (2022). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{A. Yousfi} and \textit{M. Merzougui}, Commun. Stat., Theory Methods 51, No. 17, 6064--6077 (2022; Zbl 07571114) Full Text: DOI
Becila, S.; Merzougui, M. Nonlinear least squares estimation of the periodic EXPAR(1) model. (English) Zbl 07565497 Commun. Stat., Theory Methods 51, No. 15, 5369-5381 (2022). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{S. Becila} and \textit{M. Merzougui}, Commun. Stat., Theory Methods 51, No. 15, 5369--5381 (2022; Zbl 07565497) Full Text: DOI
Yan, Li; Tan, Xiao-yan; Chen, Xia Empirical likelihood for partially linear errors-in-variables models with longitudinal data. (English) Zbl 1493.62121 Acta Math. Appl. Sin., Engl. Ser. 38, No. 3, 664-683 (2022). MSC: 62F12 62G05 PDFBibTeX XMLCite \textit{L. Yan} et al., Acta Math. Appl. Sin., Engl. Ser. 38, No. 3, 664--683 (2022; Zbl 1493.62121) Full Text: DOI
Castilla, Elena; Jaenada, Maria; Pardo, Leandro Estimation and testing on independent not identically distributed observations based on Rényi’s pseudodistances. (English) Zbl 1505.62466 IEEE Trans. Inf. Theory 68, No. 7, 4588-4609 (2022). MSC: 62F12 62F35 PDFBibTeX XMLCite \textit{E. Castilla} et al., IEEE Trans. Inf. Theory 68, No. 7, 4588--4609 (2022; Zbl 1505.62466) Full Text: DOI arXiv
Zhao, Mingtao; Gao, Yuzhao; Cui, Yuehua Variable selection for longitudinal varying coefficient errors-in-variables models. (English) Zbl 07533656 Commun. Stat., Theory Methods 51, No. 11, 3713-3738 (2022). MSC: 62F12 62E20 62G08 62-XX PDFBibTeX XMLCite \textit{M. Zhao} et al., Commun. Stat., Theory Methods 51, No. 11, 3713--3738 (2022; Zbl 07533656) Full Text: DOI Link
Masuda, Hiroki; Mercuri, Lorenzo; Uehara, Yuma Noise inference for ergodic Lévy driven SDE. (English) Zbl 1493.62118 Electron. J. Stat. 16, No. 1, 2432-2474 (2022). MSC: 62F12 62M20 60G51 62-04 PDFBibTeX XMLCite \textit{H. Masuda} et al., Electron. J. Stat. 16, No. 1, 2432--2474 (2022; Zbl 1493.62118) Full Text: DOI arXiv Link
Behr, Merle; Munk, Axel Statistical methods for minimax estimation in linear models with unknown design over finite alphabets. (English) Zbl 1493.62112 SIAM J. Math. Data Sci. 4, No. 2, 490-513 (2022). MSC: 62F12 62H30 62F30 62J05 PDFBibTeX XMLCite \textit{M. Behr} and \textit{A. Munk}, SIAM J. Math. Data Sci. 4, No. 2, 490--513 (2022; Zbl 1493.62112) Full Text: DOI arXiv
Hu, Yanyan; Xi, Fubao; Zhu, Min Least squares estimation for distribution-dependent stochastic differential delay equations. (English) Zbl 1493.62117 Commun. Pure Appl. Anal. 21, No. 4, 1505-1536 (2022). MSC: 62F12 62M05 60G52 PDFBibTeX XMLCite \textit{Y. Hu} et al., Commun. Pure Appl. Anal. 21, No. 4, 1505--1536 (2022; Zbl 1493.62117) Full Text: DOI
Jochmans, Koen Bias in instrumental-variable estimators of fixed-effect models for count data. (English) Zbl 1490.62075 Econ. Lett. 212, Article ID 110318, 4 p. (2022). MSC: 62F12 62P20 PDFBibTeX XMLCite \textit{K. Jochmans}, Econ. Lett. 212, Article ID 110318, 4 p. (2022; Zbl 1490.62075) Full Text: DOI Link
Long, Yuhang; Huang, Tao A note on a dynamic network model with homogeneous structure. (English) Zbl 1489.62085 Stat. Probab. Lett. 184, Article ID 109363, 5 p. (2022). MSC: 62F12 62H12 62P25 PDFBibTeX XMLCite \textit{Y. Long} and \textit{T. Huang}, Stat. Probab. Lett. 184, Article ID 109363, 5 p. (2022; Zbl 1489.62085) Full Text: DOI
Zhu, Min; Hu, Yanyan Least squares estimation for delay McKean-Vlasov stochastic differential equations and interacting particle systems. (English) Zbl 1493.62122 Commun. Math. Sci. 20, No. 1, 265-296 (2022). MSC: 62F12 60H35 60K35 62M05 82C22 PDFBibTeX XMLCite \textit{M. Zhu} and \textit{Y. Hu}, Commun. Math. Sci. 20, No. 1, 265--296 (2022; Zbl 1493.62122) Full Text: DOI
Sun, Yan; Huang, Wei Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects. (English) Zbl 1493.62109 Metrika 85, No. 1, 93-114 (2022). MSC: 62F12 62F15 PDFBibTeX XMLCite \textit{Y. Sun} and \textit{W. Huang}, Metrika 85, No. 1, 93--114 (2022; Zbl 1493.62109) Full Text: DOI
Yoshida, Junichiro; Yoshida, Nakahiro Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions. arXiv:2211.13871 Preprint, arXiv:2211.13871 [math.ST] (2022). MSC: 62F12 62E20 BibTeX Cite \textit{J. Yoshida} and \textit{N. Yoshida}, ``Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions'', Preprint, arXiv:2211.13871 [math.ST] (2022) Full Text: arXiv OA License
Barczy, Matyas Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration. arXiv:2207.14056 Preprint, arXiv:2207.14056 [math.PR] (2022). MSC: 62F12 60J80 60F05 BibTeX Cite \textit{M. Barczy}, ``Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration'', Preprint, arXiv:2207.14056 [math.PR] (2022) Full Text: arXiv OA License
Lejay, Antoine; Mazzonetto, Sara Beyond the delta method. arXiv:2207.13954 Preprint, arXiv:2207.13954 [math.ST] (2022). MSC: 62F12 62F03 62M02 26B10 BibTeX Cite \textit{A. Lejay} and \textit{S. Mazzonetto}, ``Beyond the delta method'', Preprint, arXiv:2207.13954 [math.ST] (2022) Full Text: arXiv OA License
Yin, Changming; Shi, Yuexin Large sample properties of generalized estimating equations with adaptive designs for longitudinal data. (Chinese. English summary) Zbl 1513.62050 Acta Math. Sci., Ser. A, Chin. Ed. 41, No. 6, 1925-1936 (2021). MSC: 62F12 62J12 PDFBibTeX XMLCite \textit{C. Yin} and \textit{Y. Shi}, Acta Math. Sci., Ser. A, Chin. Ed. 41, No. 6, 1925--1936 (2021; Zbl 1513.62050) Full Text: Link
Ouzzani, Fares; Bentarzi, Mohamed On mixture periodic integer-valued ARCH models. (English) Zbl 07553319 Commun. Stat., Simulation Comput. 50, No. 12, 3931-3957 (2021). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{F. Ouzzani} and \textit{M. Bentarzi}, Commun. Stat., Simulation Comput. 50, No. 12, 3931--3957 (2021; Zbl 07553319) Full Text: DOI
Wu, Liucang; Li, Shuangshuang; Tao, Ye Estimation and variable selection for mixture of joint mean and variance models. (English) Zbl 07532243 Commun. Stat., Theory Methods 50, No. 24, 6081-6098 (2021). MSC: 62F12 62J07 62-XX PDFBibTeX XMLCite \textit{L. Wu} et al., Commun. Stat., Theory Methods 50, No. 24, 6081--6098 (2021; Zbl 07532243) Full Text: DOI
Wang, Qiuping A note on undirected random graph models parameterized by the strengths of vertices. (English) Zbl 07532203 Commun. Stat., Theory Methods 50, No. 22, 5380-5398 (2021). MSC: 62F12 91D30 62-XX PDFBibTeX XMLCite \textit{Q. Wang}, Commun. Stat., Theory Methods 50, No. 22, 5380--5398 (2021; Zbl 07532203) Full Text: DOI
Kouakou, Konan Jean Geoffroy; Hili, Ouagnina; Dupuy, Jean-François Estimation in the zero-inflated bivariate Poisson model, with an application to health-care utilization data. (English. French summary) Zbl 1485.62027 Afr. Stat. 16, No. 2, 2767-2788 (2021). MSC: 62F12 62J12 62P10 PDFBibTeX XMLCite \textit{K. J. G. Kouakou} et al., Afr. Stat. 16, No. 2, 2767--2788 (2021; Zbl 1485.62027) Full Text: Link
Dinh, Vu; Ho, Lam Si Tung Convergence of maximum likelihood supertree reconstruction. (English) Zbl 1485.62026 AIMS Math. 6, No. 8, 8854-8867 (2021). MSC: 62F12 05C05 92B10 92D15 PDFBibTeX XMLCite \textit{V. Dinh} and \textit{L. S. T. Ho}, AIMS Math. 6, No. 8, 8854--8867 (2021; Zbl 1485.62026) Full Text: DOI arXiv OA License
Pekalp, Mustafa Hilmi; İnan, Gültaç Eroğlu; Aydoğdu, Halil Statistical inference for doubly geometric process with exponential distribution. (English) Zbl 1513.62049 Hacet. J. Math. Stat. 50, No. 5, 1560-1571 (2021). MSC: 62F12 62M99 60G99 PDFBibTeX XMLCite \textit{M. H. Pekalp} et al., Hacet. J. Math. Stat. 50, No. 5, 1560--1571 (2021; Zbl 1513.62049) Full Text: DOI
Magalhães, Tiago M.; Gallardo, Diego I.; Bourguignon, Marcelo Improved point estimation for inverse gamma regression models. (English) Zbl 07497075 J. Stat. Comput. Simulation 91, No. 12, 2444-2456 (2021). MSC: 62F12 62J99 62-XX PDFBibTeX XMLCite \textit{T. M. Magalhães} et al., J. Stat. Comput. Simulation 91, No. 12, 2444--2456 (2021; Zbl 07497075) Full Text: DOI Link
Zhang, Xinyu Model averaging by least squares approximation. (Chinese. English summary) Zbl 1499.62107 Sci. Sin., Math. 51, No. 3, 535-548 (2021). MSC: 62F12 62H12 PDFBibTeX XMLCite \textit{X. Zhang}, Sci. Sin., Math. 51, No. 3, 535--548 (2021; Zbl 1499.62107) Full Text: DOI
Wang, Moming; Zhou, Yong Default forecast with auxiliary information using a logarithmic transformation model. (Chinese. English summary) Zbl 1499.62104 Sci. Sin., Math. 51, No. 3, 513-534 (2021). MSC: 62F12 62P05 PDFBibTeX XMLCite \textit{M. Wang} and \textit{Y. Zhou}, Sci. Sin., Math. 51, No. 3, 513--534 (2021; Zbl 1499.62104) Full Text: DOI
Yan, Ting Directed networks with a differentially private bi-degree sequence. (English) Zbl 1524.62113 Stat. Sin. 31, No. 4, 2031-2050 (2021). MSC: 62F12 05C80 05C20 PDFBibTeX XMLCite \textit{T. Yan}, Stat. Sin. 31, No. 4, 2031--2050 (2021; Zbl 1524.62113) Full Text: DOI arXiv
Ke, Rui; Jia, Jing; Tan, Changchun Robust minimum distance estimators for the CARR(1,1) model. (English) Zbl 07480648 J. Stat. Comput. Simulation 91, No. 3, 564-580 (2021). MSC: 62F12 62M10 62-XX PDFBibTeX XMLCite \textit{R. Ke} et al., J. Stat. Comput. Simulation 91, No. 3, 564--580 (2021; Zbl 07480648) Full Text: DOI
Debavelaere, Vianney; Allassonnière, Stéphanie On the curved exponential family in the stochastic approximation expectation maximization algorithm. (English) Zbl 1493.62114 ESAIM, Probab. Stat. 25, 408-432 (2021). MSC: 62F12 62L20 PDFBibTeX XMLCite \textit{V. Debavelaere} and \textit{S. Allassonnière}, ESAIM, Probab. Stat. 25, 408--432 (2021; Zbl 1493.62114) Full Text: DOI OA License
Yanchun, Yi; Chen, Pingyan; Sung, Soo Hak Strong consistency of LS estimators in simple linear EV regression models with WOD errors. (English) Zbl 1493.62120 J. Math. Inequal. 15, No. 4, 1533-1544 (2021). MSC: 62F12 60F15 PDFBibTeX XMLCite \textit{Y. Yanchun} et al., J. Math. Inequal. 15, No. 4, 1533--1544 (2021; Zbl 1493.62120) Full Text: DOI