Kechagias, Stefanos; Pipiras, Vladas; Zoubouloglou, Pavlos Cyclical long memory: decoupling, modulation, and modeling. (English) Zbl 07904806 Stochastic Processes Appl. 175, Article ID 104403, 27 p. (2024). MSC: 62M10 60G35 94A14 PDFBibTeX XMLCite \textit{S. Kechagias} et al., Stochastic Processes Appl. 175, Article ID 104403, 27 p. (2024; Zbl 07904806) Full Text: DOI arXiv
Lee, Sangho; Choi, Jeongsub; Son, Youngdoo Efficient visibility algorithm for high-frequency time-series: application to fault diagnosis with graph convolutional network. (English) Zbl 07898273 Ann. Oper. Res. 339, No. 1-2, 813-833 (2024). MSC: 62M10 94A15 05C99 68T07 PDFBibTeX XMLCite \textit{S. Lee} et al., Ann. Oper. Res. 339, No. 1--2, 813--833 (2024; Zbl 07898273) Full Text: DOI
Aga, Mosisa Valid Edgeworth expansion of the bootstrap t-statistic of the Whittle MLE for linear regression models with long-memory residuals. (English) Zbl 07892655 Sankhyā, Ser. A 86, No. 2, 920-950 (2024). MSC: 62M10 PDFBibTeX XMLCite \textit{M. Aga}, Sankhyā, Ser. A 86, No. 2, 920--950 (2024; Zbl 07892655) Full Text: DOI
Xu, Yongdeng Quasi maximum likelihood estimation of vector multiplicative error model using the ECCC-GARCH representation. (English) Zbl 07890160 J. Time Ser. Econom. 16, No. 1, 1-27 (2024). MSC: 62M10 62F12 62P05 PDFBibTeX XMLCite \textit{Y. Xu}, J. Time Ser. Econom. 16, No. 1, 1--27 (2024; Zbl 07890160) Full Text: DOI
Ghezal, Ahmed; Cavicchioli, Maddalena; Zemmouri, Imane On the existence of stationary threshold bilinear processes. (English) Zbl 07889375 Stat. Pap. 65, No. 6, 3739-3767 (2024). MSC: 62M10 62M05 PDFBibTeX XMLCite \textit{A. Ghezal} et al., Stat. Pap. 65, No. 6, 3739--3767 (2024; Zbl 07889375) Full Text: DOI OA License
Reisen, Valdério Anselmo; Lévy-Leduc, Céline; Monte, Edson Zambon; Bondon, Pascal A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method. (English) Zbl 07889343 Stat. Pap. 65, No. 5, 2865-2886 (2024). MSC: 62M10 62G35 62H25 PDFBibTeX XMLCite \textit{V. A. Reisen} et al., Stat. Pap. 65, No. 5, 2865--2886 (2024; Zbl 07889343) Full Text: DOI
Zhao, Jiayang; Liu, Jie; Su, Yuting Consistent two-stage estimation in heterogeneous network autoregressive model. (English) Zbl 07888227 Stat. Probab. Lett. 212, Article ID 110147, 8 p. (2024). MSC: 62M10 62M30 62F12 PDFBibTeX XMLCite \textit{J. Zhao} et al., Stat. Probab. Lett. 212, Article ID 110147, 8 p. (2024; Zbl 07888227) Full Text: DOI
Xi, Daiqing; Pang, Tianxiao Change point in variance of fractionally integrated noise. (English) Zbl 07887523 Stat. Pap. 65, No. 4, 2397-2439 (2024). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{D. Xi} and \textit{T. Pang}, Stat. Pap. 65, No. 4, 2397--2439 (2024; Zbl 07887523) Full Text: DOI
Düker, Marie-Christine; Jeong, Seok-Oh; Lee, Taewook; Baek, Changryong Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence. (English) Zbl 07887521 Stat. Pap. 65, No. 4, 2327-2359 (2024). MSC: 62M10 62G10 62H15 62P05 PDFBibTeX XMLCite \textit{M.-C. Düker} et al., Stat. Pap. 65, No. 4, 2327--2359 (2024; Zbl 07887521) Full Text: DOI
Tang, Yangbing; Zhang, Zhongzhan; Du, Jiang Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models. (English) Zbl 07887502 Stat. Pap. 65, No. 3, 1805-1839 (2024). MSC: 62M10 62M30 62P20 PDFBibTeX XMLCite \textit{Y. Tang} et al., Stat. Pap. 65, No. 3, 1805--1839 (2024; Zbl 07887502) Full Text: DOI
Miao, Yu; Yin, Qing Cramér’s moderate deviations for the LS estimator of the autoregressive processes in the neighborhood of the unit root. (English) Zbl 07878512 Stat. Probab. Lett. 209, Article ID 110093, 8 p. (2024). MSC: 62M10 60F10 PDFBibTeX XMLCite \textit{Y. Miao} and \textit{Q. Yin}, Stat. Probab. Lett. 209, Article ID 110093, 8 p. (2024; Zbl 07878512) Full Text: DOI
Ghezal, Ahmed Spectral representation of Markov-switching bilinear processes. (English) Zbl 07875548 São Paulo J. Math. Sci. 18, No. 1, 459-479 (2024). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{A. Ghezal}, São Paulo J. Math. Sci. 18, No. 1, 459--479 (2024; Zbl 07875548) Full Text: DOI
Popović, Predrag M.; Ristić, Miroslav M.; Stojanović, Milena S. A mixture integer-valued autoregressive model with a structural break. (English) Zbl 07869474 Facta Univ., Ser. Math. Inf. 39, No. 1, 99-122 (2024). MSC: 62M10 PDFBibTeX XMLCite \textit{P. M. Popović} et al., Facta Univ., Ser. Math. Inf. 39, No. 1, 99--122 (2024; Zbl 07869474) Full Text: DOI
Pumi, Guilherme; Prass, Taiane Schaedler; Taufemback, Cleiton Guollo Publisher correction to: “Unit-Weibull autoregressive moving average models”. (English) Zbl 07866917 Test 33, No. 1, 358-359 (2024). MSC: 62M10 62F12 62E20 62G20 60G15 PDFBibTeX XMLCite \textit{G. Pumi} et al., Test 33, No. 1, 358--359 (2024; Zbl 07866917) Full Text: DOI
Pumi, Guilherme; Prass, Taiane Schaedler; Taufemback, Cleiton Guollo Unit-Weibull autoregressive moving average models. (English) Zbl 07866911 Test 33, No. 1, 204-229 (2024); publisher correction ibid. 33, No. 1, 358-359 (2024). MSC: 62M10 62F12 62E20 62G20 60G15 PDFBibTeX XMLCite \textit{G. Pumi} et al., Test 33, No. 1, 204--229 (2024; Zbl 07866911) Full Text: DOI arXiv
Li, Jiaqi; Chen, Likai; Wang, Weining; Wu, Wei Biao \(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM. (English) Zbl 1539.62273 Ann. Stat. 52, No. 2, 602-627 (2024). MSC: 62M10 62H15 62E20 62G20 PDFBibTeX XMLCite \textit{J. Li} et al., Ann. Stat. 52, No. 2, 602--627 (2024; Zbl 1539.62273) Full Text: DOI arXiv
van Delft, Anne; Dette, Holger A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes. (English) Zbl 1539.62277 Ann. Stat. 52, No. 2, 550-579 (2024). MSC: 62M10 60B12 62M15 62R10 60F17 60J05 PDFBibTeX XMLCite \textit{A. van Delft} and \textit{H. Dette}, Ann. Stat. 52, No. 2, 550--579 (2024; Zbl 1539.62277) Full Text: DOI arXiv
Wang, Xiaochen; Tang, Xiaolong; Song, Yuping Asymptotics of M-estimators for moderate deviations from a unit root model with possibly infinite variance. (English) Zbl 07859000 Commun. Stat., Theory Methods 53, No. 9, 3169-3186 (2024). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{X. Wang} et al., Commun. Stat., Theory Methods 53, No. 9, 3169--3186 (2024; Zbl 07859000) Full Text: DOI
Pumi, Guilherme; Prass, Taiane S.; Lopes, Sílvia R. C. A novel copula-based approach for parametric estimation of univariate time series through its covariance decay. (English) Zbl 1539.62274 Stat. Pap. 65, No. 2, 1041-1063 (2024). MSC: 62M10 62F12 62E20 PDFBibTeX XMLCite \textit{G. Pumi} et al., Stat. Pap. 65, No. 2, 1041--1063 (2024; Zbl 1539.62274) Full Text: DOI
Gabr, M. M.; Bakouch, Hassan S.; El-Hadidy, Shimaa M. One-misrecorded Poisson INAR(1) model via two random operators with application to crime and economics data. (English) Zbl 07856753 Comput. Appl. Math. 43, No. 4, Paper No. 206, 41 p. (2024). MSC: 62M10 PDFBibTeX XMLCite \textit{M. M. Gabr} et al., Comput. Appl. Math. 43, No. 4, Paper No. 206, 41 p. (2024; Zbl 07856753) Full Text: DOI OA License
Shiu, Shang-Yuan; Wong, Hsin-Chieh Robust inference in AR-G/GARCH models under model uncertainty. (English) Zbl 07855846 Electron. J. Stat. 18, No. 1, 1970-2020 (2024). MSC: 62M10 62F03 62F12 PDFBibTeX XMLCite \textit{S.-Y. Shiu} and \textit{H.-C. Wong}, Electron. J. Stat. 18, No. 1, 1970--2020 (2024; Zbl 07855846) Full Text: DOI Link
Macedo, Pedro A two-stage maximum entropy approach for time series regression. (English) Zbl 07854506 Commun. Stat., Simulation Comput. 53, No. 1, 518-528 (2024). MSC: 62M10 91B84 94A17 PDFBibTeX XMLCite \textit{P. Macedo}, Commun. Stat., Simulation Comput. 53, No. 1, 518--528 (2024; Zbl 07854506) Full Text: DOI
Durand, Amaury; Roueff, François Hilbert space-valued fractionally integrated autoregressive moving average processes with long memory operators. (English) Zbl 07851465 J. Stat. Plann. Inference 231, Article ID 106146, 38 p. (2024). MSC: 62M10 62M15 60F05 46G10 PDFBibTeX XMLCite \textit{A. Durand} and \textit{F. Roueff}, J. Stat. Plann. Inference 231, Article ID 106146, 38 p. (2024; Zbl 07851465) Full Text: DOI arXiv
De Canditiis, Daniela; Torrisi, Giovanni Luca On the adaptive Lasso estimator of AR(\(p\)) time series with applications to INAR(\(p\)) and Hawkes processes. (English) Zbl 1537.62038 J. Stat. Plann. Inference 231, Article ID 106145, 18 p. (2024). MSC: 62M10 60G55 62F12 62J07 PDFBibTeX XMLCite \textit{D. De Canditiis} and \textit{G. L. Torrisi}, J. Stat. Plann. Inference 231, Article ID 106145, 18 p. (2024; Zbl 1537.62038) Full Text: DOI
Yılmaz, Yavuz; Nalçacı, Gamze; Kańczurzewska, Marta; Weber, Gerhard Wilhelm Long-term wind power and global warming prediction using MARS, ANN, CART, LR, and RF. (English) Zbl 07846720 J. Ind. Manag. Optim. 20, No. 6, 2193-2216 (2024). MSC: 62M10 91-10 62G08 62J05 62P12 68T07 PDFBibTeX XMLCite \textit{Y. Yılmaz} et al., J. Ind. Manag. Optim. 20, No. 6, 2193--2216 (2024; Zbl 07846720) Full Text: DOI
Çokaj, Ergys; Gustad, Halvor Snersrud; Leone, Andrea; Moe, Per Thomas; Moldestad, Lasse Supervised time series classification for anomaly detection in subsea engineering. (English) Zbl 07845391 J. Comput. Dyn. 11, No. 3, 376-408 (2024). MSC: 62M10 62P30 68T07 PDFBibTeX XMLCite \textit{E. Çokaj} et al., J. Comput. Dyn. 11, No. 3, 376--408 (2024; Zbl 07845391) Full Text: DOI arXiv
Aga, Mosisa Edgeworth expansion of the t-statistic of the Whittle MLE for linear regression processes with long-memory disturbances. (English) Zbl 07833900 Commun. Stat., Theory Methods 53, No. 5, 1760-1776 (2024). MSC: 62M10 PDFBibTeX XMLCite \textit{M. Aga}, Commun. Stat., Theory Methods 53, No. 5, 1760--1776 (2024; Zbl 07833900) Full Text: DOI
Cho, Haeran; Fryzlewicz, Piotr Multiple change point detection under serial dependence: wild contrast maximisation and gappy Schwarz algorithm. (English) Zbl 07832533 J. Time Ser. Anal. 45, No. 3, 479-494 (2024). MSC: 62M10 62P12 PDFBibTeX XMLCite \textit{H. Cho} and \textit{P. Fryzlewicz}, J. Time Ser. Anal. 45, No. 3, 479--494 (2024; Zbl 07832533) Full Text: DOI arXiv OA License
Zhang, Xinyu; Li, Dong Smooth transition moving average models: estimation, testing, and computation. (English) Zbl 07832532 J. Time Ser. Anal. 45, No. 3, 463-478 (2024). MSC: 62M10 37M10 PDFBibTeX XMLCite \textit{X. Zhang} and \textit{D. Li}, J. Time Ser. Anal. 45, No. 3, 463--478 (2024; Zbl 07832532) Full Text: DOI
Achard, Sophie; Gannaz, Irène Local Whittle estimation with (quasi-)analytic wavelets. (English) Zbl 07832530 J. Time Ser. Anal. 45, No. 3, 421-443 (2024). MSC: 62M10 62M15 62H20 92C55 PDFBibTeX XMLCite \textit{S. Achard} and \textit{I. Gannaz}, J. Time Ser. Anal. 45, No. 3, 421--443 (2024; Zbl 07832530) Full Text: DOI arXiv OA License
Zhang, Hong-Fan Additive autoregressive models for matrix valued time series. (English) Zbl 07832529 J. Time Ser. Anal. 45, No. 3, 398-420 (2024). MSC: 62M10 PDFBibTeX XMLCite \textit{H.-F. Zhang}, J. Time Ser. Anal. 45, No. 3, 398--420 (2024; Zbl 07832529) Full Text: DOI
Lin, Yuchang; Zhu, Qianqian On vector linear double autoregression. (English) Zbl 07832528 J. Time Ser. Anal. 45, No. 3, 376-397 (2024). MSC: 62M10 62F03 62F10 PDFBibTeX XMLCite \textit{Y. Lin} and \textit{Q. Zhu}, J. Time Ser. Anal. 45, No. 3, 376--397 (2024; Zbl 07832528) Full Text: DOI
Zhong, Xiaotong; Xiong, Qiang On an asymmetric functional-coefficient ARCH-M model. (English) Zbl 1534.62131 Commun. Nonlinear Sci. Numer. Simul. 133, Article ID 107990, 35 p. (2024). MSC: 62M10 62F03 62F05 62F12 62G05 62P20 PDFBibTeX XMLCite \textit{X. Zhong} and \textit{Q. Xiong}, Commun. Nonlinear Sci. Numer. Simul. 133, Article ID 107990, 35 p. (2024; Zbl 1534.62131) Full Text: DOI
Li, Zhaoyuan; Gao, Jie Efficient change point detection and estimation in high-dimensional correlation matrices. (English) Zbl 07823232 Electron. J. Stat. 18, No. 1, 942-979 (2024). MSC: 62M10 62H15 62P20 PDFBibTeX XMLCite \textit{Z. Li} and \textit{J. Gao}, Electron. J. Stat. 18, No. 1, 942--979 (2024; Zbl 07823232) Full Text: DOI arXiv Link
Gerhardus, Andreas Characterization of causal ancestral graphs for time series with latent confounders. (English) Zbl 1539.62268 Ann. Stat. 52, No. 1, 103-130 (2024). MSC: 62M10 62D20 62H22 68T30 68T37 PDFBibTeX XMLCite \textit{A. Gerhardus}, Ann. Stat. 52, No. 1, 103--130 (2024; Zbl 1539.62268) Full Text: DOI arXiv Link
Schumacher, Fernanda L.; Matos, Larissa A.; Lachos, Víctor H.; Abanto-Valle, Carlos A.; Castro, Luis M. A censored time series analysis for responses on the unit interval: an application to acid rain modeling. (English) Zbl 07812679 Sankhyā, Ser. A 86, No. 1, 637-660 (2024). MSC: 62M10 62F15 PDFBibTeX XMLCite \textit{F. L. Schumacher} et al., Sankhyā, Ser. A 86, No. 1, 637--660 (2024; Zbl 07812679) Full Text: DOI
McElroy, Tucker S.; Ghosh, Dhrubajyoti; Lahiri, Soumendra Quadratic prediction of time series via auto-cumulants. (English) Zbl 07812673 Sankhyā, Ser. A 86, No. 1, 431-463 (2024). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{T. S. McElroy} et al., Sankhyā, Ser. A 86, No. 1, 431--463 (2024; Zbl 07812673) Full Text: DOI
Kara Terki, Nesrine; Mourid, Tahar Exponential bounds and convergence rates of sieve estimators for functional autoregressive processes. (English) Zbl 07812671 Sankhyā, Ser. A 86, No. 1, 364-391 (2024). MSC: 62M10 62G05 62M20 PDFBibTeX XMLCite \textit{N. Kara Terki} and \textit{T. Mourid}, Sankhyā, Ser. A 86, No. 1, 364--391 (2024; Zbl 07812671) Full Text: DOI
Acosta, Jonathan; Vallejos, Ronny; Gómez, John Correlation integral for stationary Gaussian time series. (English) Zbl 07812667 Sankhyā, Ser. A 86, No. 1, 191-214 (2024). MSC: 62M10 62H20 60G10 PDFBibTeX XMLCite \textit{J. Acosta} et al., Sankhyā, Ser. A 86, No. 1, 191--214 (2024; Zbl 07812667) Full Text: DOI
Slimani, Walid; Lescheb, Ines; Cherfaoui, Mouloud QMLE for periodic absolute value GARCH models. (English) Zbl 1539.62275 Random Oper. Stoch. Equ. 32, No. 1, 41-61 (2024). MSC: 62M10 62F12 62P20 PDFBibTeX XMLCite \textit{W. Slimani} et al., Random Oper. Stoch. Equ. 32, No. 1, 41--61 (2024; Zbl 1539.62275) Full Text: DOI
Sin, Chor-yiu; Mi, Zichuan; Ling, Shiqing On a partially non-Stationary vector AR model with vector GARCH noises: estimation and testing. (English) Zbl 07812207 Commun. Math. Res. 40, No. 1, 64-101 (2024). MSC: 62M10 37M10 91B84 PDFBibTeX XMLCite \textit{C.-y. Sin} et al., Commun. Math. Res. 40, No. 1, 64--101 (2024; Zbl 07812207) Full Text: DOI
Hunt, Richard; Peiris, Shelton; Weber, Neville Seasonal generalized AR models. (English) Zbl 07808587 Commun. Stat., Theory Methods 53, No. 3, 1065-1080 (2024). MSC: 62M10 PDFBibTeX XMLCite \textit{R. Hunt} et al., Commun. Stat., Theory Methods 53, No. 3, 1065--1080 (2024; Zbl 07808587) Full Text: DOI
Zeng, Xiaoqiang; Kakizawa, Yoshihide Two-step conditional least squares estimation in ADCINAR(1) process, revisited. (English) Zbl 07803700 Stat. Probab. Lett. 206, Article ID 110003, 7 p. (2024). MSC: 62M10 62F12 60F05 PDFBibTeX XMLCite \textit{X. Zeng} and \textit{Y. Kakizawa}, Stat. Probab. Lett. 206, Article ID 110003, 7 p. (2024; Zbl 07803700) Full Text: DOI
Olsen, Niels Lundtorp A new likelihood inequality for models with latent variables. (English) Zbl 07803695 Stat. Probab. Lett. 206, Article ID 109998, 6 p. (2024). MSC: 62M10 62F10 62J12 PDFBibTeX XMLCite \textit{N. L. Olsen}, Stat. Probab. Lett. 206, Article ID 109998, 6 p. (2024; Zbl 07803695) Full Text: DOI OA License
Ribeiro, Tatiane Fontana; Peña-Ramírez, Fernando A.; Rojas Guerra, Renata; Alencar, Airlane P.; Cordeiro, Gauss M. Forecasting the proportion of stored energy using the unit Burr XII quantile autoregressive moving average model. (English) Zbl 07803435 Comput. Appl. Math. 43, No. 1, Paper No. 27, 28 p. (2024). MSC: 62M10 60E05 PDFBibTeX XMLCite \textit{T. F. Ribeiro} et al., Comput. Appl. Math. 43, No. 1, Paper No. 27, 28 p. (2024; Zbl 07803435) Full Text: DOI
Soltane, Marius Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise. (English) Zbl 07803298 Stoch. Models 40, No. 1, 70-96 (2024). MSC: 62M10 60F05 62F12 62F05 62J05 PDFBibTeX XMLCite \textit{M. Soltane}, Stoch. Models 40, No. 1, 70--96 (2024; Zbl 07803298) Full Text: DOI
Bai, Shuyang; Zhang, Ting Tail adversarial stability for regularly varying linear processes and their extensions. (English) Zbl 07802698 Extremes 27, No. 1, 33-65 (2024). MSC: 62M10 62G32 PDFBibTeX XMLCite \textit{S. Bai} and \textit{T. Zhang}, Extremes 27, No. 1, 33--65 (2024; Zbl 07802698) Full Text: DOI arXiv
Takabatake, Tetsuya Corrigendum to: “Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra”. (English) Zbl 07786783 J. Time Ser. Anal. 45, No. 1, 158-160 (2024). MSC: 62M10 62E20 PDFBibTeX XMLCite \textit{T. Takabatake}, J. Time Ser. Anal. 45, No. 1, 158--160 (2024; Zbl 07786783) Full Text: DOI
Aghabazaz, Zeynab; Kazemi, Iraj; Nematollahi, Alireza Dynamic mixed models with heterogeneous covariance components using multivariate GARCH innovations and the Dirichlet process mixture. (English) Zbl 1522.62080 J. Comput. Appl. Math. 438, Article ID 115579, 16 p. (2024). MSC: 62M10 62H99 62P20 PDFBibTeX XMLCite \textit{Z. Aghabazaz} et al., J. Comput. Appl. Math. 438, Article ID 115579, 16 p. (2024; Zbl 1522.62080) Full Text: DOI
Balakrishna, N.; Muhammed Anvar, P.; Abraham, Bovas Zero-modified count time series with Markovian intensities. (English) Zbl 1522.62082 J. Stat. Plann. Inference 229, Article ID 106092, 19 p. (2024). MSC: 62M10 PDFBibTeX XMLCite \textit{N. Balakrishna} et al., J. Stat. Plann. Inference 229, Article ID 106092, 19 p. (2024; Zbl 1522.62082) Full Text: DOI arXiv
Fernández, Carlos; Clémençon, Stephan Anomaly Detection based on Markov Data: A Statistical Depth Approach. arXiv:2406.16759 Preprint, arXiv:2406.16759 [math.ST] (2024). MSC: 62M10 BibTeX Cite \textit{C. Fernández} and \textit{S. Clémençon}, ``Anomaly Detection based on Markov Data: A Statistical Depth Approach'', Preprint, arXiv:2406.16759 [math.ST] (2024) Full Text: arXiv OA License
Characiejus, Vaidotas; Kokoszka, Piotr; Meng, Xiangdong Estimation of the long-run variance of nonlinear time series with an application to change point analysis. arXiv:2404.02643 Preprint, arXiv:2404.02643 [math.ST] (2024). MSC: 62M10 62M15 BibTeX Cite \textit{V. Characiejus} et al., ``Estimation of the long-run variance of nonlinear time series with an application to change point analysis'', Preprint, arXiv:2404.02643 [math.ST] (2024) Full Text: arXiv OA License
Schnurr, Alexander; Silbernagel, Angelika A Comparison of Different Representations of Ordinal Patterns and Their Usability in Data Analysis. arXiv:2402.07478 Preprint, arXiv:2402.07478 [cs.DB] (2024). MSC: 62M10 BibTeX Cite \textit{A. Schnurr} and \textit{A. Silbernagel}, ``A Comparison of Different Representations of Ordinal Patterns and Their Usability in Data Analysis'', Preprint, arXiv:2402.07478 [cs.DB] (2024) Full Text: arXiv OA License
Betken, Annika; Schnurr, Alexander Depth Patterns. arXiv:2401.13532 Preprint, arXiv:2401.13532 [math.ST] (2024). MSC: 62M10 62H10 62H12 60F05 BibTeX Cite \textit{A. Betken} and \textit{A. Schnurr}, ``Depth Patterns'', Preprint, arXiv:2401.13532 [math.ST] (2024) Full Text: arXiv OA License
Josimovska Nikolov, Ana; Gegovska-Zajkova, Sonja Forecasting the inflation in the Republic of North Macedonia by using ARIMA model. (English) Zbl 07908058 Mat. Bilt. 47, No. 1, 49-61 (2023). MSC: 62M10 91B84 PDFBibTeX XMLCite \textit{A. Josimovska Nikolov} and \textit{S. Gegovska-Zajkova}, Mat. Bilt. 47, No. 1, 49--61 (2023; Zbl 07908058) Full Text: DOI
Pirković, Bogdan A.; Ristić, Miroslav M.; Nastić, Aleksandar S. Random environment integer-valued autoregressive process with discrete Laplace marginal distributions. (English) Zbl 07875778 REVSTAT 21, No. 4, 469-490 (2023). MSC: 62M10 PDFBibTeX XMLCite \textit{B. A. Pirković} et al., REVSTAT 21, No. 4, 469--490 (2023; Zbl 07875778) Full Text: DOI
Yamashita Rios de Sousa, Arthur Matsuo; Hlinka, Jaroslav Sign patterns symbolization and its use in improved dependence test for complex network inference. (English) Zbl 07860453 Chaos 33, No. 8, 083131, 20 p. (2023). MSC: 62M10 62G10 37M10 65K05 62B10 PDFBibTeX XMLCite \textit{A. M. Yamashita Rios de Sousa} and \textit{J. Hlinka}, Chaos 33, No. 8, 083131, 20 p. (2023; Zbl 07860453) Full Text: DOI
Wang, Jing Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields. (English) Zbl 1537.62039 Commun. Stat., Simulation Comput. 52, No. 12, 6034-6047 (2023). MSC: 62M10 62M30 62M15 PDFBibTeX XMLCite \textit{J. Wang}, Commun. Stat., Simulation Comput. 52, No. 12, 6034--6047 (2023; Zbl 1537.62039) Full Text: DOI
Le Qi, Le; Zhu, Fu Kang Softplus beta negative binomial integer-valued GARCH model. (Chinese. English summary) Zbl 07828150 Acta Math. Sin., Chin. Ser. 66, No. 2, 293-308 (2023). MSC: 62M10 PDFBibTeX XMLCite \textit{L. Le Qi} and \textit{F. K. Zhu}, Acta Math. Sin., Chin. Ser. 66, No. 2, 293--308 (2023; Zbl 07828150) Full Text: DOI
Yu, Huihui; Dai, Qun AE-DIL: a double incremental learning algorithm for non-stationary time series prediction via adaptive ensemble. (English) Zbl 1533.62063 Inf. Sci. 636, Article ID 118916, 17 p. (2023). MSC: 62M10 62M20 68T05 PDFBibTeX XMLCite \textit{H. Yu} and \textit{Q. Dai}, Inf. Sci. 636, Article ID 118916, 17 p. (2023; Zbl 1533.62063) Full Text: DOI
Kazemi, Mohammad A comparative study of singular spectrum analysis, neural network, ARIMA and exponential smoothing for monthly rainfall forecasting. (English) Zbl 07814836 J. Math. Model. 11, No. 4, 783-803 (2023). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{M. Kazemi}, J. Math. Model. 11, No. 4, 783--803 (2023; Zbl 07814836) Full Text: DOI
Woszczek, Hubert; Wyłomańska, Agnieszka Autoregressive model with double Pareto distributed noise. (English) Zbl 07811079 Math. Appl. (Warsaw) 51, No. 1, 121-141 (2023). MSC: 62M10 62F10 60E05 PDFBibTeX XMLCite \textit{H. Woszczek} and \textit{A. Wyłomańska}, Math. Appl. (Warsaw) 51, No. 1, 121--141 (2023; Zbl 07811079) Full Text: DOI
Aliyev, Soltan A.; Rahimov, Fada G.; Ibadova, Irada A. Limit theorems for the Markov random walks describes by the generalization of autoregressive process of order one (AR(1)). (English) Zbl 1531.62045 Trans. Natl. Acad. Sci. Azerb., Ser. Phys.-Tech. Math. Sci. 43, No. 1, Math., 34-40 (2023). MSC: 62M10 60F15 60G50 PDFBibTeX XMLCite \textit{S. A. Aliyev} et al., Trans. Natl. Acad. Sci. Azerb., Ser. Phys.-Tech. Math. Sci. 43, No. 1, Math., 34--40 (2023; Zbl 1531.62045) Full Text: DOI
Mohammadpour, M.; Rezaee, S.; Soltani, A. R. A new approach for time domain analysis of multivariate and functional time series. (English) Zbl 1532.62045 Statistics 57, No. 6, 1380-1391 (2023). MSC: 62M10 62M20 62R07 PDFBibTeX XMLCite \textit{M. Mohammadpour} et al., Statistics 57, No. 6, 1380--1391 (2023; Zbl 1532.62045) Full Text: DOI
Badreau, Marie; Proïa, Frédéric Consistency and asymptotic normality in a class of nearly unstable processes. (English) Zbl 07800325 Stat. Inference Stoch. Process. 26, No. 3, 619-641 (2023). MSC: 62M10 62F12 60G52 60G10 60G42 PDFBibTeX XMLCite \textit{M. Badreau} and \textit{F. Proïa}, Stat. Inference Stoch. Process. 26, No. 3, 619--641 (2023; Zbl 07800325) Full Text: DOI arXiv
Cavicchioli, Maddalena Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends. (English) Zbl 1529.62071 Stochastics 95, No. 8, 1488-1509 (2023). MSC: 62M10 62M05 62H12 62E20 62F12 PDFBibTeX XMLCite \textit{M. Cavicchioli}, Stochastics 95, No. 8, 1488--1509 (2023; Zbl 1529.62071) Full Text: DOI
Aly, Emad-Eldin A. A.; Bouzar, Nadjib On some stationary INAR(1) processes with compound Poisson distributions. (English) Zbl 1529.62070 REVSTAT 21, No. 3, 321-345 (2023). MSC: 62M10 60E99 PDFBibTeX XMLCite \textit{E.-E. A. A. Aly} and \textit{N. Bouzar}, REVSTAT 21, No. 3, 321--345 (2023; Zbl 1529.62070) Full Text: DOI
Goehry, Benjamin; Yan, Hui; Goude, Yannig; Massart, Pascal; Poggi, Jean-Michel Random forests for time series. (English) Zbl 1529.62072 REVSTAT 21, No. 2, 283-302 (2023). MSC: 62M10 62P30 PDFBibTeX XMLCite \textit{B. Goehry} et al., REVSTAT 21, No. 2, 283--302 (2023; Zbl 1529.62072) Full Text: DOI
Shamma, N.; Mohammadpour, M. Alternative procedures in dependent counting INAR process with application on COVID-19. (English) Zbl 07792993 Commun. Stat., Simulation Comput. 52, No. 11, 5381-5395 (2023). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{N. Shamma} and \textit{M. Mohammadpour}, Commun. Stat., Simulation Comput. 52, No. 11, 5381--5395 (2023; Zbl 07792993) Full Text: DOI
Gourieroux, Christian; Jasiak, Joann Temporally local maximum likelihood with application to SIS model. (English) Zbl 07792067 J. Time Ser. Econom. 15, No. 2, 151-198 (2023). MSC: 62M10 62F10 62J12 62P20 92D30 PDFBibTeX XMLCite \textit{C. Gourieroux} and \textit{J. Jasiak}, J. Time Ser. Econom. 15, No. 2, 151--198 (2023; Zbl 07792067) Full Text: DOI arXiv
Martins, Ana; Scotto, Manuel G.; Weiß, Christian H.; Gouveia, Sónia Space-time Integer-valued ARMA modelling for time series of counts. (English) Zbl 07784501 Electron. J. Stat. 17, No. 2, 3472-3511 (2023). MSC: 62M10 62H11 62H12 62P12 68T09 PDFBibTeX XMLCite \textit{A. Martins} et al., Electron. J. Stat. 17, No. 2, 3472--3511 (2023; Zbl 07784501) Full Text: DOI Link
Oesting, Marco; Rapp, Albert Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators. (English) Zbl 07784496 Electron. J. Stat. 17, No. 2, 3316-3336 (2023). MSC: 62M10 60G70 PDFBibTeX XMLCite \textit{M. Oesting} and \textit{A. Rapp}, Electron. J. Stat. 17, No. 2, 3316--3336 (2023; Zbl 07784496) Full Text: DOI arXiv Link
Armillotta, Mirko; Fokianos, Konstantinos Nonlinear network autoregression. (English) Zbl 1539.62261 Ann. Stat. 51, No. 6, 2526-2552 (2023). MSC: 62M10 62J02 62F12 PDFBibTeX XMLCite \textit{M. Armillotta} and \textit{K. Fokianos}, Ann. Stat. 51, No. 6, 2526--2552 (2023; Zbl 1539.62261) Full Text: DOI arXiv Link
Baek, Changryong; Düker, Marie-Christine; Pipiras, Vladas Local Whittle estimation of high-dimensional long-run variance and precision matrices. (English) Zbl 1539.62262 Ann. Stat. 51, No. 6, 2386-2414 (2023). MSC: 62M10 62H12 62M15 PDFBibTeX XMLCite \textit{C. Baek} et al., Ann. Stat. 51, No. 6, 2386--2414 (2023; Zbl 1539.62262) Full Text: DOI arXiv Link
Verzelen, Nicolas; Fromont, Magalie; Lerasle, Matthieu; Reynaud-Bouret, Patricia Optimal change-point detection and localization. (English) Zbl 1539.62279 Ann. Stat. 51, No. 4, 1586-1610 (2023). MSC: 62M10 62C20 62G05 62G10 PDFBibTeX XMLCite \textit{N. Verzelen} et al., Ann. Stat. 51, No. 4, 1586--1610 (2023; Zbl 1539.62279) Full Text: DOI arXiv Link
Basu, Sumanta; Rao, Suhasini Subba Graphical models for nonstationary time series. (English) Zbl 1539.62263 Ann. Stat. 51, No. 4, 1453-1483 (2023). MSC: 62M10 62H22 62M15 PDFBibTeX XMLCite \textit{S. Basu} and \textit{S. S. Rao}, Ann. Stat. 51, No. 4, 1453--1483 (2023; Zbl 1539.62263) Full Text: DOI arXiv Link
Sarantsev, Andrey IID time series testing. (English) Zbl 1538.62268 Theory Stoch. Process. 27, No. 1, 41-52 (2023). MSC: 62M10 60H40 62G10 62P05 PDFBibTeX XMLCite \textit{A. Sarantsev}, Theory Stoch. Process. 27, No. 1, 41--52 (2023; Zbl 1538.62268) Full Text: arXiv Link
Bitter, Annemarie; Stelzer, Robert; Ströh, Bennet Continuous-time locally stationary time series models. (English) Zbl 07779238 Adv. Appl. Probab. 55, No. 3, 965-998 (2023). MSC: 62M10 62M15 60G55 PDFBibTeX XMLCite \textit{A. Bitter} et al., Adv. Appl. Probab. 55, No. 3, 965--998 (2023; Zbl 07779238) Full Text: DOI arXiv
Maïnassara, Yacouba Boubacar; Ursu, Eugen Estimating weak periodic vector autoregressive time series. (English) Zbl 1527.62061 Test 32, No. 3, 958-997 (2023); correction ibid. 32, No. 3, 1132-1133 (2023). MSC: 62M10 62H12 91B84 PDFBibTeX XMLCite \textit{Y. B. Maïnassara} and \textit{E. Ursu}, Test 32, No. 3, 958--997 (2023; Zbl 1527.62061) Full Text: DOI arXiv
Aumorassi, Faroudja; Goubi, Mouloud; Slimi, Farida On the inversion of an autoregressive process of finite order. (English) Zbl 1538.62259 Math. Montisnigri 57, 24-36 (2023). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{F. Aumorassi} et al., Math. Montisnigri 57, 24--36 (2023; Zbl 1538.62259) Full Text: DOI
Xiao, Xuan; Xu, Xingbai; Zhong, Wei Huber estimation for the network autoregressive model. (English) Zbl 07761650 Stat. Probab. Lett. 203, Article ID 109917, 6 p. (2023). MSC: 62M10 62H12 PDFBibTeX XMLCite \textit{X. Xiao} et al., Stat. Probab. Lett. 203, Article ID 109917, 6 p. (2023; Zbl 07761650) Full Text: DOI
Adamyan, G. L. Weakly consistent offline clustering of ARMA processes. (English) Zbl 1523.62069 J. Contemp. Math. Anal., Armen. Acad. Sci. 58, No. 3, 183-190 (2023) and Izv. Nats. Akad. Nauk Armen., Mat. 58, No. 3, 3-13 (2023). MSC: 62M10 62H30 PDFBibTeX XMLCite \textit{G. L. Adamyan}, J. Contemp. Math. Anal., Armen. Acad. Sci. 58, No. 3, 183--190 (2023; Zbl 1523.62069) Full Text: DOI
Bez, Nicolas; Renard, Didier; Ahmed-Babou, Dedah Empirical orthogonal maps (EOM) and principal spatial patterns: illustration for octopus distribution off Mauritania over the period 1987–2017. (English) Zbl 1522.62083 Math. Geosci. 55, No. 1, 113-128 (2023). MSC: 62M10 62M30 62P10 PDFBibTeX XMLCite \textit{N. Bez} et al., Math. Geosci. 55, No. 1, 113--128 (2023; Zbl 1522.62083) Full Text: DOI
D’Urso, Pierpaolo; Leski, Jacek M. OWA-based robust fuzzy clustering of time series with typicality degrees. (English) Zbl 1530.62027 Inf. Sci. 651, Article ID 119706, 30 p. (2023). MSC: 62M10 62H30 62H86 PDFBibTeX XMLCite \textit{P. D'Urso} and \textit{J. M. Leski}, Inf. Sci. 651, Article ID 119706, 30 p. (2023; Zbl 1530.62027) Full Text: DOI OA License
Yan, Han; Wang, Dehui Statistical inference for self-exciting threshold INAR processes with missing values. (English) Zbl 1530.62028 Commun. Math. Stat. 11, No. 4, 795-814 (2023). MSC: 62M10 62D10 62F10 PDFBibTeX XMLCite \textit{H. Yan} and \textit{D. Wang}, Commun. Math. Stat. 11, No. 4, 795--814 (2023; Zbl 1530.62028) Full Text: DOI
Phillips, Peter C. B.; Wang, Ying Limit theory for locally flat functional coefficient regression. (English) Zbl 1532.62048 Econom. Theory 39, No. 5, 900-949 (2023). MSC: 62M10 60F05 62G07 62P20 PDFBibTeX XMLCite \textit{P. C. B. Phillips} and \textit{Y. Wang}, Econom. Theory 39, No. 5, 900--949 (2023; Zbl 1532.62048) Full Text: DOI OA License
Jelloul, Allal; Azouagh, Nabil; El Melhaoui, Said Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one. (English) Zbl 07753682 Commun. Stat., Theory Methods 52, No. 22, 7944-7965 (2023). MSC: 62M10 62G10 62G20 PDFBibTeX XMLCite \textit{A. Jelloul} et al., Commun. Stat., Theory Methods 52, No. 22, 7944--7965 (2023; Zbl 07753682) Full Text: DOI
Li, Fangyao; Triggs, Christopher M.; Giurcăneanu, Ciprian Doru On the selection of predictors by using greedy algorithms and information theoretic criteria. (English) Zbl 1521.62159 Aust. N. Z. J. Stat. 65, No. 2, 77-100 (2023). MSC: 62M10 62B10 62M20 PDFBibTeX XMLCite \textit{F. Li} et al., Aust. N. Z. J. Stat. 65, No. 2, 77--100 (2023; Zbl 1521.62159) Full Text: DOI OA License
Mei, Xiaoling; Peng, Bin; Zhu, Huanjun Variable selection in heterogeneous panel data models with cross-sectional dependence. (English) Zbl 1521.62161 Aust. N. Z. J. Stat. 65, No. 1, 14-34 (2023). MSC: 62M10 62J07 62G08 62P20 PDFBibTeX XMLCite \textit{X. Mei} et al., Aust. N. Z. J. Stat. 65, No. 1, 14--34 (2023; Zbl 1521.62161) Full Text: DOI
Xie, Wanli; Wu, Wen-Ze; Xu, Zhenguo; Liu, Caixia; Zhao, Keyun The fractional neural grey system model and its application. (English) Zbl 1525.62041 Appl. Math. Modelling 121, 43-58 (2023). MSC: 62M10 62M20 68T07 PDFBibTeX XMLCite \textit{W. Xie} et al., Appl. Math. Modelling 121, 43--58 (2023; Zbl 1525.62041) Full Text: DOI
Moskanova, O. F. Geometric recurrence of inhomogeneous Gaussian autoregression process. (English) Zbl 1538.62265 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2023, No. 1, 101-105 (2023). MSC: 62M10 60J10 PDFBibTeX XMLCite \textit{O. F. Moskanova}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2023, No. 1, 101--105 (2023; Zbl 1538.62265) Full Text: DOI OA License
Barreto-Souza, Wagner; Ndreca, Sokol; Silva, Rodrigo B.; Silva, Roger W. C. Non-linear INAR(1) processes under an alternative geometric thinning operator. (English) Zbl 1520.62104 Test 32, No. 2, 695-725 (2023). MSC: 62M10 60J10 PDFBibTeX XMLCite \textit{W. Barreto-Souza} et al., Test 32, No. 2, 695--725 (2023; Zbl 1520.62104) Full Text: DOI OA License
Lee, Bu Hyoung; Wei, William W. S. The use of temporally aggregated data in modeling and testing a variance change in a time series. (English) Zbl 07739069 Commun. Stat., Simulation Comput. 52, No. 7, 3183-3200 (2023). MSC: 62M10 PDFBibTeX XMLCite \textit{B. H. Lee} and \textit{W. W. S. Wei}, Commun. Stat., Simulation Comput. 52, No. 7, 3183--3200 (2023; Zbl 07739069) Full Text: DOI
Yamada, Hiroshi A unified perspective on some autocorrelation measures in different fields: a note. (English) Zbl 1519.62022 Open Math. 21, Article ID 20220574, 8 p. (2023). MSC: 62M10 62H11 05C50 PDFBibTeX XMLCite \textit{H. Yamada}, Open Math. 21, Article ID 20220574, 8 p. (2023; Zbl 1519.62022) Full Text: DOI OA License
Kirchner, Matthias; Torrisi, Giovanni Luca Fluctuations and precise deviations of cumulative INAR time series. (English) Zbl 07738465 Stochastic Processes Appl. 164, 1-32 (2023). MSC: 62M10 62E20 PDFBibTeX XMLCite \textit{M. Kirchner} and \textit{G. L. Torrisi}, Stochastic Processes Appl. 164, 1--32 (2023; Zbl 07738465) Full Text: DOI
Horváth, Lajos; Trapani, Lorenzo \(L_p\)-functionals for change point detection in random coefficient autoregressive models. (English) Zbl 1518.62012 Stat. Probab. Lett. 201, Article ID 109829, 9 p. (2023). MSC: 62M10 62G20 PDFBibTeX XMLCite \textit{L. Horváth} and \textit{L. Trapani}, Stat. Probab. Lett. 201, Article ID 109829, 9 p. (2023; Zbl 1518.62012) Full Text: DOI
Bhootna, Niharika; Dhull, Monika Singh; Kumar, Arun; Leonenko, Nikolai Humbert generalized fractional differenced ARMA processes. (English) Zbl 07733080 Commun. Nonlinear Sci. Numer. Simul. 125, Article ID 107412, 20 p. (2023). MSC: 62M10 62M15 60E07 60G51 33C45 PDFBibTeX XMLCite \textit{N. Bhootna} et al., Commun. Nonlinear Sci. Numer. Simul. 125, Article ID 107412, 20 p. (2023; Zbl 07733080) Full Text: DOI arXiv OA License
Ding, Xiucai; Zhou, Zhou Autoregressive approximations to nonstationary time series with inference and applications. (English) Zbl 1539.62267 Ann. Stat. 51, No. 3, 1207-1231 (2023). MSC: 62M10 62H15 62M20 PDFBibTeX XMLCite \textit{X. Ding} and \textit{Z. Zhou}, Ann. Stat. 51, No. 3, 1207--1231 (2023; Zbl 1539.62267) Full Text: DOI arXiv Link
Kella, Offer; Löpker, Andreas On binomial thinning and mixing. (English) Zbl 07732047 Indag. Math., New Ser. 34, No. 5, 1121-1145 (2023). MSC: 62M10 05A15 60-XX PDFBibTeX XMLCite \textit{O. Kella} and \textit{A. Löpker}, Indag. Math., New Ser. 34, No. 5, 1121--1145 (2023; Zbl 07732047) Full Text: DOI arXiv
Szabados, Tamás Corrigendum to: “Regular multidimensional stationary time series”. (English) Zbl 1518.62013 J. Time Ser. Anal. 44, No. 3, 331-332 (2023). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{T. Szabados}, J. Time Ser. Anal. 44, No. 3, 331--332 (2023; Zbl 1518.62013) Full Text: DOI