Bal, Debasmita; Tripathy, Manas Ranjan; Kumar, Somesh Point estimation and related classification problems for several Lindley populations with application using COVID-19 data. (English) Zbl 07912618 J. Appl. Stat. 51, No. 10, 1976-2006 (2024). MSC: 62-XX 62F10 62F12 62F15 62H30 PDFBibTeX XMLCite \textit{D. Bal} et al., J. Appl. Stat. 51, No. 10, 1976--2006 (2024; Zbl 07912618) Full Text: DOI
Ginovyan, M. S. Simplified Whittle estimators for spectral parameters of stationary linear models with tapered data. (English) Zbl 07911057 J. Contemp. Math. Anal., Armen. Acad. Sci. 59, No. 1, 29-37 (2024) and Izv. Nats. Akad. Nauk Armen., Mat. 59, No. 1, 20-31 (2024). MSC: 62M15 60G10 62F10 62F12 PDFBibTeX XMLCite \textit{M. S. Ginovyan}, J. Contemp. Math. Anal., Armen. Acad. Sci. 59, No. 1, 29--37 (2024; Zbl 07911057) Full Text: DOI
Qian, Zhongmin; Xu, Xingcheng Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory. (English) Zbl 07906336 Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 5, 1609-1638 (2024). MSC: 60H05 62F12 62M09 91G30 PDFBibTeX XMLCite \textit{Z. Qian} and \textit{X. Xu}, Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 5, 1609--1638 (2024; Zbl 07906336) Full Text: DOI arXiv
Liu, Yifan Penalized Mallow’s model averaging. (English) Zbl 07905927 Commun. Stat., Theory Methods 53, No. 20, 7417-7435 (2024). MSC: 62J99 62F12 PDFBibTeX XMLCite \textit{Y. Liu}, Commun. Stat., Theory Methods 53, No. 20, 7417--7435 (2024; Zbl 07905927) Full Text: DOI
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
Chen, Yang; Luo, Ziyan; Kong, Lingchen Low-rank tensor regression for selection of grouped variables. (English) Zbl 07904780 J. Multivariate Anal. 203, Article ID 105339, 19 p. (2024). MSC: 62Hxx 62H12 62F12 PDFBibTeX XMLCite \textit{Y. Chen} et al., J. Multivariate Anal. 203, Article ID 105339, 19 p. (2024; Zbl 07904780) Full Text: DOI
Noroozi, Majid; Pensky, Marianna Sparse subspace clustering in diverse multiplex network model. (English) Zbl 07904774 J. Multivariate Anal. 203, Article ID 105333, 20 p. (2024). MSC: 62Hxx 62F12 62H30 PDFBibTeX XMLCite \textit{M. Noroozi} and \textit{M. Pensky}, J. Multivariate Anal. 203, Article ID 105333, 20 p. (2024; Zbl 07904774) Full Text: DOI arXiv
Dong, Wei; Xu, Chen; Xie, Jinhan; Tang, Niansheng Tuning-free sparse clustering via alternating hard-thresholding. (English) Zbl 07904771 J. Multivariate Anal. 203, Article ID 105330, 20 p. (2024). MSC: 62Hxx 62H30 62F12 PDFBibTeX XMLCite \textit{W. Dong} et al., J. Multivariate Anal. 203, Article ID 105330, 20 p. (2024; Zbl 07904771) Full Text: DOI
Li, Xiaoting; Joe, Harry Multivariate directional tail-weighted dependence measures. (English) Zbl 07904768 J. Multivariate Anal. 203, Article ID 105319, 22 p. (2024). MSC: 62Hxx 62H12 62F12 PDFBibTeX XMLCite \textit{X. Li} and \textit{H. Joe}, J. Multivariate Anal. 203, Article ID 105319, 22 p. (2024; Zbl 07904768) Full Text: DOI
Dobler, Dennis; Musta, Eni A two-sample comparison of mean survival times of uncured subpopulations. (English) Zbl 07904150 Electron. J. Stat. 18, No. 2, 3107-3169 (2024). MSC: 62N02 62G09 62G20 62F12 PDFBibTeX XMLCite \textit{D. Dobler} and \textit{E. Musta}, Electron. J. Stat. 18, No. 2, 3107--3169 (2024; Zbl 07904150) Full Text: DOI arXiv Link OA License
Hector, Emily C.; Martin, Ryan Turning the information-sharing dial: efficient inference from different data sources. (English) Zbl 07904148 Electron. J. Stat. 18, No. 2, 2974-3020 (2024). MSC: 62J07 62F12 62B11 PDFBibTeX XMLCite \textit{E. C. Hector} and \textit{R. Martin}, Electron. J. Stat. 18, No. 2, 2974--3020 (2024; Zbl 07904148) Full Text: DOI arXiv Link OA License
Stolte, Marieke; Herbrandt, Swetlana; Ligges, Uwe A comprehensive review of bias reduction methods for logistic regression. (English) Zbl 07903875 Stat. Surv. 18, 139-162 (2024). MSC: 62J12 62F12 PDFBibTeX XMLCite \textit{M. Stolte} et al., Stat. Surv. 18, 139--162 (2024; Zbl 07903875) Full Text: DOI Link OA License
Fan, Xiequan; Hu, Haijuan; Xu, Lihu Normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for the SDE. (English) Zbl 07903798 Sci. China, Math. 67, No. 8, 1865-1880 (2024). MSC: 60F10 60E05 60H10 62F12 PDFBibTeX XMLCite \textit{X. Fan} et al., Sci. China, Math. 67, No. 8, 1865--1880 (2024; Zbl 07903798) Full Text: DOI
Barczy, Mátyás; Nedényi, Fanni; Pap, Gyula Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling. (English) Zbl 07903271 Metrika 87, No. 6, 729-756 (2024). MSC: 62M10 62F12 62H12 PDFBibTeX XMLCite \textit{M. Barczy} et al., Metrika 87, No. 6, 729--756 (2024; Zbl 07903271) Full Text: DOI arXiv
Yu, Qiqing A proper selection among multiple Buckley-James estimates. (English) Zbl 07903270 Metrika 87, No. 6, 713-728 (2024). MSC: 62J05 62G05 62F12 PDFBibTeX XMLCite \textit{Q. Yu}, Metrika 87, No. 6, 713--728 (2024; Zbl 07903270) Full Text: DOI
Huzak, Miljenko; Strunjak, Snježana Lubura; Štrok, Andreja Vlahek An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model. (English) Zbl 07900166 Glas. Mat., III. Ser. 59, No. 1, 213-258 (2024). MSC: 62M05 62F12 60J60 PDFBibTeX XMLCite \textit{M. Huzak} et al., Glas. Mat., III. Ser. 59, No. 1, 213--258 (2024; Zbl 07900166) Full Text: DOI arXiv
Carneiro, Hérica P. A.; Sandoval, Mônica C.; Botter, Denise A.; Magalhães, Tiago M. Some asymptotic inferential aspects of the Kumaraswamy distribution. (English) Zbl 07897845 Commun. Stat., Theory Methods 53, No. 17, 6160-6176 (2024). MSC: 62Fxx 62F12 PDFBibTeX XMLCite \textit{H. P. A. Carneiro} et al., Commun. Stat., Theory Methods 53, No. 17, 6160--6176 (2024; Zbl 07897845) 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
Sutradhar, Brajendra C. Inferences for fixed effects based regression parameters in a finite population setup using two-stage cluster sample. (English) Zbl 07892656 Sankhyā, Ser. A 86, No. 2, 951-991 (2024). MSC: 62F10 62H20 62F12 PDFBibTeX XMLCite \textit{B. C. Sutradhar}, Sankhyā, Ser. A 86, No. 2, 951--991 (2024; Zbl 07892656) 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
Mou, Wenlong; Ho, Nhat; Wainwright, Martin; Bartlett, Peter; Jordan, Michael A diffusion process perspective on posterior contraction rates for parameters. (English) Zbl 07892646 SIAM J. Math. Data Sci. 6, No. 2, 553-577 (2024). MSC: 62F15 62F12 PDFBibTeX XMLCite \textit{W. Mou} et al., SIAM J. Math. Data Sci. 6, No. 2, 553--577 (2024; Zbl 07892646) Full Text: DOI arXiv
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
Li, Xiaoyan; Xia, Xiaochao; Zhang, Zhimin Poisson subsampling-based estimation for growing-dimensional expectile regression in massive data. (English) Zbl 07889759 Stat. Comput. 34, No. 4, Paper No. 133, 24 p. (2024). MSC: 62-08 62F12 62J05 62R07 PDFBibTeX XMLCite \textit{X. Li} et al., Stat. Comput. 34, No. 4, Paper No. 133, 24 p. (2024; Zbl 07889759) Full Text: DOI
Li, Weirong; Zhu, Wensheng Subgroup analysis with concave pairwise fusion penalty for ordinal response. (English) Zbl 07889361 Stat. Pap. 65, No. 6, 3327-3355 (2024). MSC: 62H30 62J12 62F12 PDFBibTeX XMLCite \textit{W. Li} and \textit{W. Zhu}, Stat. Pap. 65, No. 6, 3327--3355 (2024; Zbl 07889361) Full Text: DOI
Du, Jierui; Cui, Xia Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data. (English) Zbl 07889357 Stat. Pap. 65, No. 5, 3235-3259 (2024). MSC: 62G08 62D10 62G05 62F12 62P20 PDFBibTeX XMLCite \textit{J. Du} and \textit{X. Cui}, Stat. Pap. 65, No. 5, 3235--3259 (2024; Zbl 07889357) Full Text: DOI
Freise, Fritjof; Gaffke, Norbert; Schwabe, Rainer A \(p\)-step-ahead sequential adaptive algorithm for D-optimal nonlinear regression design. (English) Zbl 07889341 Stat. Pap. 65, No. 5, 2811-2834 (2024). MSC: 62L05 62F12 62J02 62J12 PDFBibTeX XMLCite \textit{F. Freise} et al., Stat. Pap. 65, No. 5, 2811--2834 (2024; Zbl 07889341) Full Text: DOI arXiv
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
Yue, Li Li; Wang, Wei Tao; Li, Gao Rong Variable selection for generalized linear model with highly correlated covariates. (English) Zbl 07888063 Acta Math. Sin., Engl. Ser. 40, No. 6, 1458-1480 (2024). MSC: 62J12 62F12 62F07 PDFBibTeX XMLCite \textit{L. L. Yue} et al., Acta Math. Sin., Engl. Ser. 40, No. 6, 1458--1480 (2024; Zbl 07888063) Full Text: DOI
Lanconelli, Alberto; Lauria, Christopher S. A. Maximum likelihood with a time varying parameter. (English) Zbl 07887528 Stat. Pap. 65, No. 4, 2555-2566 (2024). MSC: 65K05 62F12 PDFBibTeX XMLCite \textit{A. Lanconelli} and \textit{C. S. A. Lauria}, Stat. Pap. 65, No. 4, 2555--2566 (2024; Zbl 07887528) Full Text: DOI arXiv OA License
Wei, Chao Least squares estimation for a class of uncertain Vasicek model and its application to interest rates. (English) Zbl 07887524 Stat. Pap. 65, No. 4, 2441-2459 (2024). MSC: 60G52 62F12 PDFBibTeX XMLCite \textit{C. Wei}, Stat. Pap. 65, No. 4, 2441--2459 (2024; Zbl 07887524) 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
Ren, Min; Zhao, Shengli; Wang, Mingqiu; Zhu, Xinbei Robust optimal subsampling based on weighted asymmetric least squares. (English) Zbl 07887517 Stat. Pap. 65, No. 4, 2221-2251 (2024). MSC: 62J05 62D05 62F12 PDFBibTeX XMLCite \textit{M. Ren} et al., Stat. Pap. 65, No. 4, 2221--2251 (2024; Zbl 07887517) Full Text: DOI
Sun, Xianwen; Zhang, Lixin Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity. (English) Zbl 07887487 Stat. Pap. 65, No. 3, 1375-1409 (2024). MSC: 62J05 62F12 62G08 PDFBibTeX XMLCite \textit{X. Sun} and \textit{L. Zhang}, Stat. Pap. 65, No. 3, 1375--1409 (2024; Zbl 07887487) Full Text: DOI
Zandi, Zahra; Bevrani, Hossein; Belaghi, Reza Arabi Shrinkage estimation in the zero-inflated Poisson regression model with right-censored data. (English) Zbl 07881546 Commun. Stat., Theory Methods 53, No. 13, 4898-4917 (2024). MSC: 62J07 62N01 62F10 62F12 PDFBibTeX XMLCite \textit{Z. Zandi} et al., Commun. Stat., Theory Methods 53, No. 13, 4898--4917 (2024; Zbl 07881546) Full Text: DOI
Pekalp, Mustafa Hilmi; Aydoğdu, Halil Parametric estimations of the mean value and variance functions in geometric process. (English) Zbl 07881061 J. Comput. Appl. Math. 449, Article ID 115969, 8 p. (2024). MSC: 62M09 60K05 62F10 62F12 62N05 PDFBibTeX XMLCite \textit{M. H. Pekalp} and \textit{H. Aydoğdu}, J. Comput. Appl. Math. 449, Article ID 115969, 8 p. (2024; Zbl 07881061) Full Text: DOI
Diop, Mamadou Lamine; Kengne, William Epidemic change-point detection in general integer-valued time series. (English) Zbl 07880717 J. Appl. Stat. 51, No. 6, 1131-1150 (2024). MSC: 62-XX 62M10 62F03 62F12 PDFBibTeX XMLCite \textit{M. L. Diop} and \textit{W. Kengne}, J. Appl. Stat. 51, No. 6, 1131--1150 (2024; Zbl 07880717) Full Text: DOI arXiv
Liang, Zhongqi; Zhang, Caiya; Xu, Linjun Model averaging for right censored data with measurement error. (English) Zbl 07880151 Lifetime Data Anal. 30, No. 2, 501-527 (2024). MSC: 62Nxx 62P10 62F12 62F99 62J05 PDFBibTeX XMLCite \textit{Z. Liang} et al., Lifetime Data Anal. 30, No. 2, 501--527 (2024; Zbl 07880151) Full Text: DOI
Kong, Cui-Juan; Liang, Han-Ying Quantile difference estimation with censoring indicators missing at random. (English) Zbl 07880146 Lifetime Data Anal. 30, No. 2, 345-382 (2024). MSC: 62Nxx 62P10 62N02 62F12 PDFBibTeX XMLCite \textit{C.-J. Kong} and \textit{H.-Y. Liang}, Lifetime Data Anal. 30, No. 2, 345--382 (2024; Zbl 07880146) 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
Ganguly, Shirshendu; Nam, Kyeongsik Sub-critical exponential random graphs: concentration of measure and some applications. (English) Zbl 07876020 Trans. Am. Math. Soc. 377, No. 4, 2261-2296 (2024). MSC: 05C80 60F05 60J05 62F12 82B20 82C20 PDFBibTeX XMLCite \textit{S. Ganguly} and \textit{K. Nam}, Trans. Am. Math. Soc. 377, No. 4, 2261--2296 (2024; Zbl 07876020) Full Text: DOI arXiv
Wu, Yi; Yu, Wei; Wang, Xuejun Large deviations for randomly weighted least squares estimator in a nonlinear regression model. (English) Zbl 07875262 Metrika 87, No. 5, 551-570 (2024). MSC: 62J02 62F12 PDFBibTeX XMLCite \textit{Y. Wu} et al., Metrika 87, No. 5, 551--570 (2024; Zbl 07875262) Full Text: DOI
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
Hou, Wen-Tao; Ma, Shao-Juan The parameter identification of stochastic dynamical system driven by multiplicative mixed fractional Brownian motion. (English) Zbl 07872911 J. Nonlinear Convex Anal. 25, No. 3, 615-631 (2024). MSC: 37Hxx 62F12 PDFBibTeX XMLCite \textit{W.-T. Hou} and \textit{S.-J. Ma}, J. Nonlinear Convex Anal. 25, No. 3, 615--631 (2024; Zbl 07872911) Full Text: Link
Kutoyants, Yury A. Volatility estimation of hidden Markov processes and adaptive filtration. (English) Zbl 07869148 Stochastic Processes Appl. 173, Article ID 104381, 23 p. (2024). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 62M05 62F12 93E11 PDFBibTeX XMLCite \textit{Y. A. Kutoyants}, Stochastic Processes Appl. 173, Article ID 104381, 23 p. (2024; Zbl 07869148) Full Text: DOI arXiv
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
Wang, Mingqiu; Kang, Xiaoning; Liang, Jiajuan; Wang, Kun; Wu, Yuanshan Heteroscedasticity identification and variable selection via multiple quantile regression. (English) Zbl 07862334 J. Stat. Comput. Simulation 94, No. 2, 297-314 (2024). MSC: 62J07 62F12 PDFBibTeX XMLCite \textit{M. Wang} et al., J. Stat. Comput. Simulation 94, No. 2, 297--314 (2024; Zbl 07862334) Full Text: DOI
Pilipovic, Predrag; Samson, Adeline; Ditlevsen, Susanne Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes. (English) Zbl 1539.62258 Ann. Stat. 52, No. 2, 842-867 (2024). MSC: 62M05 62H12 60H10 62F12 60H35 65C30 PDFBibTeX XMLCite \textit{P. Pilipovic} et al., Ann. Stat. 52, No. 2, 842--867 (2024; Zbl 1539.62258) Full Text: DOI arXiv
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
Hassani, Hamed; Javanmard, Adel The curse of overparametrization in adversarial training: precise analysis of robust generalization for random features regression. (English) Zbl 1539.62293 Ann. Stat. 52, No. 2, 441-465 (2024). MSC: 62M45 62F12 62F35 68T05 PDFBibTeX XMLCite \textit{H. Hassani} and \textit{A. Javanmard}, Ann. Stat. 52, No. 2, 441--465 (2024; Zbl 1539.62293) Full Text: DOI arXiv
Ivanov, Alexander; Hladun, Viktor Asymptotic normality of the LSE for chirp signal parameters. (English) Zbl 1539.62290 Mod. Stoch., Theory Appl. 11, No. 2, 195-216 (2024). MSC: 62M40 62E20 62F12 94A12 PDFBibTeX XMLCite \textit{A. Ivanov} and \textit{V. Hladun}, Mod. Stoch., Theory Appl. 11, No. 2, 195--216 (2024; Zbl 1539.62290) Full Text: DOI
Hu, Yanyan; Xi, Fubao; Zhu, Min Asymptotic properties for the parameter estimation in stochastic (functional) differential equations with Hölder drift. (English) Zbl 1539.62255 Stochastics 96, No. 1, 766-798 (2024). MSC: 62M05 60H10 62F12 PDFBibTeX XMLCite \textit{Y. Hu} et al., Stochastics 96, No. 1, 766--798 (2024; Zbl 1539.62255) Full Text: DOI
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
Liu, Yonghui; Lin, Yichen; Song, Xin; Liu, Conan; Liu, Shuangzhe Nonnegative group bridge and application in financial index tracking. (English) Zbl 07858984 Stat. Pap. 65, No. 2, 887-907 (2024). MSC: 62P05 62J07 62F12 PDFBibTeX XMLCite \textit{Y. Liu} et al., Stat. Pap. 65, No. 2, 887--907 (2024; Zbl 07858984) Full Text: DOI
Cialenco, Igor; Kim, Hyun-Jung; Pasemann, Gregor Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach. (English) Zbl 07858456 Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 1, 326-351 (2024). MSC: 62M05 62G05 62F12 60F05 60H15 PDFBibTeX XMLCite \textit{I. Cialenco} et al., Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 1, 326--351 (2024; Zbl 07858456) Full Text: DOI arXiv
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
Gloter, Arnaud; Yoshida, Nakahiro Non-adaptive estimation for degenerate diffusion processes. (English) Zbl 07854695 Theory Probab. Math. Stat. 110, 75-99 (2024). MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{A. Gloter} and \textit{N. Yoshida}, Theory Probab. Math. Stat. 110, 75--99 (2024; Zbl 07854695) Full Text: DOI
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
Miao, Li; Wang, Jinru Sparse precision matrix estimation under lower polynomial moment assumption. (English) Zbl 1539.62144 Math. Methods Appl. Sci. 47, No. 4, 2925-2940 (2024). MSC: 62H12 62F12 PDFBibTeX XMLCite \textit{L. Miao} and \textit{J. Wang}, Math. Methods Appl. Sci. 47, No. 4, 2925--2940 (2024; Zbl 1539.62144) 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
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
Chatterjee, Arindam; Bandyopadhyay, Tathagata; Bhattacharya, Ayoushman Inference on regression model with misclassified binary response. (English) Zbl 1537.62028 J. Stat. Plann. Inference 231, Article ID 106121, 20 p. (2024). MSC: 62J12 62F12 PDFBibTeX XMLCite \textit{A. Chatterjee} et al., J. Stat. Plann. Inference 231, Article ID 106121, 20 p. (2024; Zbl 1537.62028) Full Text: DOI
Bouzebda, Salim; El-hadjali, Thouria; Ferfache, Anouar Abdeldjaoued Central limit theorems for functional \(Z\)-estimators with functional nuisance parameters. (English) Zbl 07850696 Commun. Stat., Theory Methods 53, No. 7, 2535-2577 (2024). MSC: 62F03 62F10 62F12 62H12 62H15 PDFBibTeX XMLCite \textit{S. Bouzebda} et al., Commun. Stat., Theory Methods 53, No. 7, 2535--2577 (2024; Zbl 07850696) Full Text: DOI
Imamura, Takumi; Masuda, Hiroki; Tajima, Hayato On local likelihood asymptotics for Gaussian mixed-effects model with system noise. (English) Zbl 07850509 Stat. Probab. Lett. 208, Article ID 110074, 5 p. (2024). MSC: 62P10 62F12 PDFBibTeX XMLCite \textit{T. Imamura} et al., Stat. Probab. Lett. 208, Article ID 110074, 5 p. (2024; Zbl 07850509) Full Text: DOI arXiv
Wen, Xin; Li, Yang; Zheng, Zemin Scalable efficient reproducible multi-task learning via data splitting. (English) Zbl 07850508 Stat. Probab. Lett. 208, Article ID 110071, 6 p. (2024). MSC: 62F03 62J05 62F12 62G08 PDFBibTeX XMLCite \textit{X. Wen} et al., Stat. Probab. Lett. 208, Article ID 110071, 6 p. (2024; Zbl 07850508) Full Text: DOI
Takabatake, Tetsuya Quasi-likelihood analysis of fractional Brownian motion with constant drift under high-frequency observations. (English) Zbl 1537.62037 Stat. Probab. Lett. 207, Article ID 110006, 10 p. (2024). MSC: 62M09 60G22 62F12 62M15 62P05 PDFBibTeX XMLCite \textit{T. Takabatake}, Stat. Probab. Lett. 207, Article ID 110006, 10 p. (2024; Zbl 1537.62037) Full Text: DOI arXiv
Higgins, Ayden; Jochmans, Koen Bootstrap inference for fixed-effect models. (English) Zbl 07846560 Econometrica 92, No. 2, 411-427 (2024). MSC: 62P20 62F12 62F40 62M10 62E20 PDFBibTeX XMLCite \textit{A. Higgins} and \textit{K. Jochmans}, Econometrica 92, No. 2, 411--427 (2024; Zbl 07846560) Full Text: DOI arXiv
Hu, Ting; Xiong, Jing Sparse online regression algorithm with insensitive loss functions. (English) Zbl 07846384 J. Multivariate Anal. 202, Article ID 105316, 22 p. (2024). MSC: 62Hxx 62H12 62F12 PDFBibTeX XMLCite \textit{T. Hu} and \textit{J. Xiong}, J. Multivariate Anal. 202, Article ID 105316, 22 p. (2024; Zbl 07846384) Full Text: DOI
Sun, Yang; Fang, Xiangzhong Efficient calibration of computer models with multivariate output. (English) Zbl 07846383 J. Multivariate Anal. 202, Article ID 105315, 20 p. (2024). MSC: 62Hxx 62F12 62G05 PDFBibTeX XMLCite \textit{Y. Sun} and \textit{X. Fang}, J. Multivariate Anal. 202, Article ID 105315, 20 p. (2024; Zbl 07846383) Full Text: DOI
Beyhum, Jad; Portier, François High-dimensional nonconvex LASSO-type \(M\)-estimators. (English) Zbl 07846377 J. Multivariate Anal. 202, Article ID 105303, 18 p. (2024). MSC: 62Hxx 62F12 62J02 PDFBibTeX XMLCite \textit{J. Beyhum} and \textit{F. Portier}, J. Multivariate Anal. 202, Article ID 105303, 18 p. (2024; Zbl 07846377) Full Text: DOI arXiv
Cui, Jingyu; Yi, Grace Y. Variable selection in multivariate regression models with measurement error in covariates. (English) Zbl 07846373 J. Multivariate Anal. 202, Article ID 105299, 19 p. (2024). MSC: 62Hxx 62H12 62F12 PDFBibTeX XMLCite \textit{J. Cui} and \textit{G. Y. Yi}, J. Multivariate Anal. 202, Article ID 105299, 19 p. (2024; Zbl 07846373) Full Text: DOI
Wang, Xin; Kong, Lingchen; Wang, Liqun Estimation of sparse covariance matrix via non-convex regularization. (English) Zbl 07846368 J. Multivariate Anal. 202, Article ID 105294, 17 p. (2024). MSC: 62Hxx 62H12 62F12 PDFBibTeX XMLCite \textit{X. Wang} et al., J. Multivariate Anal. 202, Article ID 105294, 17 p. (2024; Zbl 07846368) Full Text: DOI
Maller, Ross; Resnick, Sidney; Shemehsavar, Soudabeh; Zhao, Muzhi Mixture cure model methodology in survival analysis: some recent results for the one-sample case. (English) Zbl 07845378 Stat. Surv. 18, 82-138 (2024). MSC: 62N01 62N02 62N03 62E10 62E15 62E20 62G05 62F03 62F05 62F12 62G32 PDFBibTeX XMLCite \textit{R. Maller} et al., Stat. Surv. 18, 82--138 (2024; Zbl 07845378) Full Text: DOI Link
El Azri, Abdenbi; Ahmed, Nafidi A stochastic log-logistic diffusion process: statistical computational aspects and application to real data. (English) Zbl 1536.60068 Stoch. Models 40, No. 2, 261-277 (2024). MSC: 60J60 62M05 60H10 62F10 62F12 PDFBibTeX XMLCite \textit{A. El Azri} and \textit{N. Ahmed}, Stoch. Models 40, No. 2, 261--277 (2024; Zbl 1536.60068) Full Text: DOI
David, Étienne; Bellot, Jean; Le Corff, Sylvain; Lehéricy, Luc Identifiability of discrete input-output hidden Markov models with external signals. (English) Zbl 1536.62005 Stat. Comput. 34, No. 1, Paper No. 54, 20 p. (2024). MSC: 62-08 62M05 62F12 PDFBibTeX XMLCite \textit{É. David} et al., Stat. Comput. 34, No. 1, Paper No. 54, 20 p. (2024; Zbl 1536.62005) Full Text: DOI
Sutradhar, Brajendra C. Doubly weighted estimation approach for linear regression analysis with two-stage cluster samples. (English) Zbl 07839701 Sankhyā, Ser. B 86, No. 1, 55-90 (2024). MSC: 62F10 62H20 62F12 PDFBibTeX XMLCite \textit{B. C. Sutradhar}, Sankhyā, Ser. B 86, No. 1, 55--90 (2024; Zbl 07839701) Full Text: DOI
Nemoto, Hiroki; Shimizu, Yasutaka Statistical inference for discretely sampled stochastic functional differential equations with small noise. (English) Zbl 07839698 Stat. Inference Stoch. Process. 27, No. 2, 427-456 (2024). MSC: 62M20 62F12 62E20 PDFBibTeX XMLCite \textit{H. Nemoto} and \textit{Y. Shimizu}, Stat. Inference Stoch. Process. 27, No. 2, 427--456 (2024; Zbl 07839698) Full Text: DOI arXiv OA License
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
Cheng, Cong-hua Reliability of a multicomponent stress-strength model based on a bivariate Kumaraswamy distribution with censored data. (English) Zbl 07835602 Acta Math. Appl. Sin., Engl. Ser. 40, No. 2, 478-507 (2024). MSC: 62F10 62F12 PDFBibTeX XMLCite \textit{C.-h. Cheng}, Acta Math. Appl. Sin., Engl. Ser. 40, No. 2, 478--507 (2024; Zbl 07835602) 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
Anastasiou, Andreas; Kley, Tobias Wasserstein distance bounds on the normal approximation of empirical autocovariances and cross-covariances under non-stationarity and stationarity. (English) Zbl 07832527 J. Time Ser. Anal. 45, No. 3, 361-375 (2024). MSC: 62E17 62F12 PDFBibTeX XMLCite \textit{A. Anastasiou} and \textit{T. Kley}, J. Time Ser. Anal. 45, No. 3, 361--375 (2024; Zbl 07832527) Full Text: DOI arXiv OA License
Farbod, Davood; Basirat, Maryam On the discrete distribution generated by Levy probability. (English) Zbl 07831294 J. Math. Sci., New York 280, No. 2, Series A, 198-211 (2024). MSC: 62E10 60E05 62F10 62F12 PDFBibTeX XMLCite \textit{D. Farbod} and \textit{M. Basirat}, J. Math. Sci., New York 280, No. 2, 198--211 (2024; Zbl 07831294) Full Text: DOI
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
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
Huang, Jiayu; Wu, Yuanshan High-dimensional robust inference for censored linear models. (English) Zbl 07827585 Sci. China, Math. 67, No. 4, 891-918 (2024). MSC: 62N03 62N02 62F12 PDFBibTeX XMLCite \textit{J. Huang} and \textit{Y. Wu}, Sci. China, Math. 67, No. 4, 891--918 (2024; Zbl 07827585) Full Text: DOI
Belfadli, Rachid; Es-Sebaiy, Khalifa; Farah, Fatima-Ezzahra Volatility estimation of Gaussian Ornstein-Uhlenbeck processes of the second kind. (English) Zbl 1534.60045 J. Theor. Probab. 37, No. 1, 860-876 (2024). MSC: 60G15 60G22 62F12 91G80 PDFBibTeX XMLCite \textit{R. Belfadli} et al., J. Theor. Probab. 37, No. 1, 860--876 (2024; Zbl 1534.60045) Full Text: DOI
Jiang, Hui; Pan, Yajuan; Wei, Xiao Self-normalized Cramér-type moderate deviations for explosive Vasicek model. (English) Zbl 1534.60038 J. Theor. Probab. 37, No. 1, 228-250 (2024). MSC: 60F10 62M05 62F12 60F05 PDFBibTeX XMLCite \textit{H. Jiang} et al., J. Theor. Probab. 37, No. 1, 228--250 (2024; Zbl 1534.60038) Full Text: DOI
Fan, Xinyao; Joe, Harry High-dimensional factor copula models with estimation of latent variables. (English) Zbl 07823260 J. Multivariate Anal. 201, Article ID 105263, 20 p. (2024). MSC: 62H12 62F12 PDFBibTeX XMLCite \textit{X. Fan} and \textit{H. Joe}, J. Multivariate Anal. 201, Article ID 105263, 20 p. (2024; Zbl 07823260) Full Text: DOI arXiv
Sagar, Ksheera; Banerjee, Sayantan; Datta, Jyotishka; Bhadra, Anindya Precision matrix estimation under the horseshoe-like prior-penalty dual. (English) Zbl 07823206 Electron. J. Stat. 18, No. 1, 1-46 (2024). MSC: 62H12 62F12 62F15 PDFBibTeX XMLCite \textit{K. Sagar} et al., Electron. J. Stat. 18, No. 1, 1--46 (2024; Zbl 07823206) Full Text: DOI arXiv Link
Bertail, Patrice; Bouchouia, Mohammed; Jelassi, Ons; Tressou, Jessica; Zetlaoui, Mélanie Scaling by subsampling for big data, with applications to statistical learning. (English) Zbl 07814029 J. Nonparametric Stat. 36, No. 1, 78-117 (2024). MSC: 62Gxx 62F03 62F10 62F12 62H12 62H15 PDFBibTeX XMLCite \textit{P. Bertail} et al., J. Nonparametric Stat. 36, No. 1, 78--117 (2024; Zbl 07814029) Full Text: DOI HAL
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
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
Hu, Yan-Ping; Liang, Han-Ying Empirical likelihood in single-index partially functional linear model with missing observations. (English) Zbl 07808576 Commun. Stat., Theory Methods 53, No. 3, 882-908 (2024). MSC: 62J05 62F12 PDFBibTeX XMLCite \textit{Y.-P. Hu} and \textit{H.-Y. Liang}, Commun. Stat., Theory Methods 53, No. 3, 882--908 (2024; Zbl 07808576) Full Text: DOI
Song, Yuping; Cai, Chunchun; Mao, Huijue; Zhu, Min Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models. (English) Zbl 1530.62033 Stat. Probab. Lett. 206, Article ID 110011, 6 p. (2024). MSC: 62P05 62F12 62G08 62M05 62M10 60J60 PDFBibTeX XMLCite \textit{Y. Song} et al., Stat. Probab. Lett. 206, Article ID 110011, 6 p. (2024; Zbl 1530.62033) 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