Lember, Jüri; Sova, Joonas Regenerativity of Viterbi process for pairwise Markov models. (English) Zbl 07306250 J. Theor. Probab. 34, No. 1, 1-33 (2021). MSC: 62M05 62M02 60G35 60G05 PDF BibTeX XML Cite \textit{J. Lember} and \textit{J. Sova}, J. Theor. Probab. 34, No. 1, 1--33 (2021; Zbl 07306250) Full Text: DOI
Guigues, Vincent; Juditsky, Anatoli; Nemirovski, Arkadi Hypothesis testing via Euclidean separation. (English. French summary) Zbl 07310511 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1929-1957 (2020). MSC: 62G10 62C20 62M02 62M10 65K10 90C25 PDF BibTeX XML Cite \textit{V. Guigues} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1929--1957 (2020; Zbl 07310511) Full Text: DOI Euclid
Wu, Jianhong A joint test for serial correlation and heteroscedasticity in fixed-\(T\) panel regression models with interactive effects. (English) Zbl 07308055 Econ. Lett. 197, Article ID 109594, 5 p. (2020). MSC: 62D20 62M02 62H20 62J02 62G08 PDF BibTeX XML Cite \textit{J. Wu}, Econ. Lett. 197, Article ID 109594, 5 p. (2020; Zbl 07308055) Full Text: DOI
Rabinovich, Maxim; Ramdas, Aaditya; Jordan, Michael I.; Wainwright, Martin J. Function-specific mixing times and concentration away from equilibrium. (English) Zbl 07307938 Bayesian Anal. 15, No. 2, 505-532 (2020). MSC: 60J10 62M05 62M02 PDF BibTeX XML Cite \textit{M. Rabinovich} et al., Bayesian Anal. 15, No. 2, 505--532 (2020; Zbl 07307938) Full Text: DOI Euclid
Micheletti, Alessandra; Aletti, Giacomo; Ferrandi, Giulia; Bertoni, Danilo; Cavicchioli, Daniele; Pretolani, Roberto A weighted \(\chi^2\) test to detect the presence of a major change point in non-stationary Markov chains. (English) Zbl 07300211 Stat. Methods Appl. 29, No. 4, 899-912 (2020). MSC: 62M02 62G05 62G10 60J05 62P20 PDF BibTeX XML Cite \textit{A. Micheletti} et al., Stat. Methods Appl. 29, No. 4, 899--912 (2020; Zbl 07300211) Full Text: DOI
Fauß, Michael; Zoubir, Abdelhak M.; Poor, H. Vincent Minimax optimal sequential hypothesis tests for Markov processes. (English) Zbl 07285307 Ann. Stat. 48, No. 5, 2599-2621 (2020). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 62L10 62C20 62M02 PDF BibTeX XML Cite \textit{M. Fauß} et al., Ann. Stat. 48, No. 5, 2599--2621 (2020; Zbl 07285307) Full Text: DOI Euclid
Xia, Qiang; Zhang, Zhiqiang; Li, Wai Keung A portmanteau test for smooth transition autoregressive models. (English) Zbl 07276155 J. Time Ser. Anal. 41, No. 5, 722-730 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H15 62F03 62F05 62M02 62M10 PDF BibTeX XML Cite \textit{Q. Xia} et al., J. Time Ser. Anal. 41, No. 5, 722--730 (2020; Zbl 07276155) Full Text: DOI
Tsukuda, Koji; Nishiyama, Yoichi Weak convergence of marked empirical processes in a Hilbert space and its applications. (English) Zbl 1452.62601 Electron. J. Stat. 14, No. 2, 3914-3938 (2020). MSC: 62M02 62G10 60F05 60J60 60F17 60G42 PDF BibTeX XML Cite \textit{K. Tsukuda} and \textit{Y. Nishiyama}, Electron. J. Stat. 14, No. 2, 3914--3938 (2020; Zbl 1452.62601) Full Text: DOI Euclid
Zhang, Yan; Luo, Xu Prediction of MOOC computational thinking learning scale based on Markov chain. (Chinese. English summary) Zbl 07267066 J. Shenyang Norm. Univ., Nat. Sci. 38, No. 1, 71-76 (2020). MSC: 62M20 62M02 90C20 62P25 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{X. Luo}, J. Shenyang Norm. Univ., Nat. Sci. 38, No. 1, 71--76 (2020; Zbl 07267066) Full Text: DOI
Karthik, P. N.; Sundaresan, Rajesh Learning to detect an odd Markov arm. (English) Zbl 1446.62228 IEEE Trans. Inf. Theory 66, No. 7, 4324-4348 (2020). MSC: 62L10 62C25 62M02 94A13 PDF BibTeX XML Cite \textit{P. N. Karthik} and \textit{R. Sundaresan}, IEEE Trans. Inf. Theory 66, No. 7, 4324--4348 (2020; Zbl 1446.62228) Full Text: DOI
Sirignano, Justin; Spiliopoulos, Konstantinos Stochastic gradient descent in continuous time: a central limit theorem. (English) Zbl 1450.60020 Stoch. Syst. 10, No. 2, 124-151 (2020). MSC: 60F05 60H30 62M02 PDF BibTeX XML Cite \textit{J. Sirignano} and \textit{K. Spiliopoulos}, Stoch. Syst. 10, No. 2, 124--151 (2020; Zbl 1450.60020) Full Text: DOI
Mendes, Eduardo F.; Carter, Christopher K.; Gunawan, David; Kohn, Robert A flexible particle Markov chain Monte Carlo method. (English) Zbl 1447.62095 Stat. Comput. 30, No. 4, 783-798 (2020). MSC: 62M02 60J60 65C05 PDF BibTeX XML Cite \textit{E. F. Mendes} et al., Stat. Comput. 30, No. 4, 783--798 (2020; Zbl 1447.62095) Full Text: DOI
Martin, Donald E. K. Distributions of pattern statistics in sparse Markov models. (English) Zbl 1447.62103 Ann. Inst. Stat. Math. 72, No. 4, 895-913 (2020). Reviewer: Carlo Sempi (Lecce) MSC: 62M10 62M02 60J10 PDF BibTeX XML Cite \textit{D. E. K. Martin}, Ann. Inst. Stat. Math. 72, No. 4, 895--913 (2020; Zbl 1447.62103) Full Text: DOI
Lad, Frank; Sanfilippo, Giuseppe Predictive distributions that mimic frequencies over a restricted subdomain. (English) Zbl 1444.62032 Decis. Econ. Finance 43, No. 1, 17-41 (2020). MSC: 62E15 60E05 62M02 62-08 PDF BibTeX XML Cite \textit{F. Lad} and \textit{G. Sanfilippo}, Decis. Econ. Finance 43, No. 1, 17--41 (2020; Zbl 1444.62032) Full Text: DOI
Papamichail, Chrysanthi; Bouzebda, Salim; Limnios, Nikolaos Regression analysis of stochastic fatigue crack growth model in a martingale difference framework. (English) Zbl 1443.62125 J. Stat. Theory Pract. 14, No. 3, Paper No. 44, 43 p. (2020). MSC: 62G30 62G20 60E05 60F05 60G42 60J05 62H12 62J02 62M02 PDF BibTeX XML Cite \textit{C. Papamichail} et al., J. Stat. Theory Pract. 14, No. 3, Paper No. 44, 43 p. (2020; Zbl 1443.62125) Full Text: DOI
Rovatsos, Georgios; Zou, Shaofeng; Veeravalli, Venugopal V. Sequential algorithms for moving anomaly detection in networks. (English) Zbl 1442.62184 Sequential Anal. 39, No. 1, 6-31 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62L10 62M02 62M05 60G40 62F05 60J10 05C90 PDF BibTeX XML Cite \textit{G. Rovatsos} et al., Sequential Anal. 39, No. 1, 6--31 (2020; Zbl 1442.62184) Full Text: DOI
Gil-Leyva, María F.; Mena, Ramsés H.; Nicoleris, Theodoros Beta-binomial stick-breaking non-parametric prior. (English) Zbl 1440.62159 Electron. J. Stat. 14, No. 1, 1479-1507 (2020). MSC: 62G30 62M02 60J46 62-08 PDF BibTeX XML Cite \textit{M. F. Gil-Leyva} et al., Electron. J. Stat. 14, No. 1, 1479--1507 (2020; Zbl 1440.62159) Full Text: DOI Euclid
Chen, Xi; Lee, Jason D.; Tong, Xin T.; Zhang, Yichen Statistical inference for model parameters in stochastic gradient descent. (English) Zbl 1440.62287 Ann. Stat. 48, No. 1, 251-273 (2020). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J10 62M02 60K35 PDF BibTeX XML Cite \textit{X. Chen} et al., Ann. Stat. 48, No. 1, 251--273 (2020; Zbl 1440.62287) Full Text: DOI Euclid
Su, Weizhe; Wang, Xia Hidden Markov model in multiple testing on dependent count data. (English) Zbl 07194319 J. Stat. Comput. Simulation 90, No. 5, 889-906 (2020). MSC: 62M02 62F15 PDF BibTeX XML Cite \textit{W. Su} and \textit{X. Wang}, J. Stat. Comput. Simulation 90, No. 5, 889--906 (2020; Zbl 07194319) Full Text: DOI
Bakoyannis, Giorgos Nonparametric tests for transition probabilities in nonhomogeneous Markov processes. (English) Zbl 1435.62149 J. Nonparametric Stat. 32, No. 1, 131-156 (2020). MSC: 62G10 62M02 62P10 62N05 PDF BibTeX XML Cite \textit{G. Bakoyannis}, J. Nonparametric Stat. 32, No. 1, 131--156 (2020; Zbl 1435.62149) Full Text: DOI
Fang, Jun; Jiang, Fan; Liu, Yong; Yang, Jingping Copula-based Markov process. (English) Zbl 1435.62177 Insur. Math. Econ. 91, 166-187 (2020). MSC: 62H05 62M02 PDF BibTeX XML Cite \textit{J. Fang} et al., Insur. Math. Econ. 91, 166--187 (2020; Zbl 1435.62177) Full Text: DOI
Wang, Hui; Liu, Meng Stationary distribution of a stochastic hybrid phytoplankton-zooplankton model with toxin-producing phytoplankton. (English) Zbl 1432.62369 Appl. Math. Lett. 101, Article ID 106077, 8 p. (2020). MSC: 62P10 62P12 62M02 60J60 60G10 60H40 PDF BibTeX XML Cite \textit{H. Wang} and \textit{M. Liu}, Appl. Math. Lett. 101, Article ID 106077, 8 p. (2020; Zbl 1432.62369) Full Text: DOI
Tartakovsky, Alexander G. Sequential change detection and hypothesis testing. General non-i.i.d. stochastic models and asymptotically optimal rules. (English) Zbl 1430.62004 Monographs on Statistics and Applied Probability 165. Boca Raton, FL: CRC Press (ISBN 978-1-4987-5758-4/hbk; 978-0-429-15501-7/ebook). xix, 299 p. (2020). MSC: 62-01 62M02 62L10 62M05 62M10 60K20 PDF BibTeX XML Cite \textit{A. G. Tartakovsky}, Sequential change detection and hypothesis testing. General non-i. i.d. stochastic models and asymptotically optimal rules. Boca Raton, FL: CRC Press (2020; Zbl 1430.62004) Full Text: DOI
Berkhout, Joost; Heidergott, Bernd F. Analysis of Markov influence graphs. (English) Zbl 07262463 Oper. Res. 67, No. 3, 892-904 (2019). MSC: 62M02 62H22 62H30 PDF BibTeX XML Cite \textit{J. Berkhout} and \textit{B. F. Heidergott}, Oper. Res. 67, No. 3, 892--904 (2019; Zbl 07262463) Full Text: DOI
Kondratiev, Yuri; Kutoviy, Oleksandr; Tkachov, Pavlo Markov evolutions in spatial ecology: from microscopic dynamics to kinetics. (English) Zbl 1443.62385 Baake, Michael (ed.) et al., Spectral structures and topological methods in mathematics. Zürich: European Mathematical Society (EMS). EMS Ser. Congr. Rep., 75-105 (2019). MSC: 62P10 62N05 62M10 62M02 60K40 92D40 PDF BibTeX XML Cite \textit{Y. Kondratiev} et al., in: Spectral structures and topological methods in mathematics. Zürich: European Mathematical Society (EMS). 75--105 (2019; Zbl 1443.62385) Full Text: DOI
Baltazar-Larios, F.; Esparza, Luz Judith R. Bayesian estimation for the Markov-modulated diffusion risk model. (English) Zbl 1436.62486 Antoniano-Villalobos, Isadora (ed.) et al., Selected contributions on statistics and data science in Latin America. 33rd “Foro nacional de estadística” (FNE) and 13th “Congreso Latinoamericano de Sociedades de Estadística” (CLATSE), Guadalajara, Mexico, October 1–5, 2018. Cham: Springer. Springer Proc. Math. Stat. 301, 15-31 (2019). MSC: 62P05 62M02 62M05 60J74 91B05 PDF BibTeX XML Cite \textit{F. Baltazar-Larios} and \textit{L. J. R. Esparza}, Springer Proc. Math. Stat. 301, 15--31 (2019; Zbl 1436.62486) Full Text: DOI
Aliat, Billel; Hamdi, Fayçal Probabilistic properties of a Markov-switching periodic GARCH process. (English) Zbl 07217219 Kybernetika 55, No. 6, 915-942 (2019). Reviewer: Petr Volf (Praha) MSC: 62M10 62M02 60G10 PDF BibTeX XML Cite \textit{B. Aliat} and \textit{F. Hamdi}, Kybernetika 55, No. 6, 915--942 (2019; Zbl 07217219) Full Text: DOI
Working, Amanda; Alqawba, Mohammed; Diawara, Norou Functional form of Markovian attribute-level best-worst discrete choice modeling. (English) Zbl 1434.62014 Diawara, Norou (ed.), Modern statistical methods for spatial and multivariate data. Cham: Springer. STEAM-H, Sci. Technol. Eng. Agric. Math. Health, 1-30 (2019). MSC: 62C25 62R07 62M30 62M02 PDF BibTeX XML Cite \textit{A. Working} et al., in: Modern statistical methods for spatial and multivariate data. Cham: Springer. 1--30 (2019; Zbl 1434.62014) Full Text: DOI
Corpas-Burgos, F.; Botella-Rocamora, P.; Martinez-Beneito, M. A. On the convenience of heteroscedasticity in highly multivariate disease mapping. (English) Zbl 1439.62134 Test 28, No. 4, 1229-1250 (2019). MSC: 62H11 62N05 62M02 62P10 PDF BibTeX XML Cite \textit{F. Corpas-Burgos} et al., Test 28, No. 4, 1229--1250 (2019; Zbl 1439.62134) Full Text: DOI
Ryalen, Pål C.; Stensrud, Mats J.; Røysland, Kjetil The additive hazard estimator is consistent for continuous-time marginal structural models. (English) Zbl 1436.62629 Lifetime Data Anal. 25, No. 4, 611-638 (2019). MSC: 62P10 62M09 62N01 62M02 62N02 PDF BibTeX XML Cite \textit{P. C. Ryalen} et al., Lifetime Data Anal. 25, No. 4, 611--638 (2019; Zbl 1436.62629) Full Text: DOI
Tancredi, Andrea Approximate Bayesian inference for discretely observed continuous-time multi-state models. (English) Zbl 1436.62641 Biometrics 75, No. 3, 966-977 (2019). MSC: 62P10 62N05 62M02 62L12 62F15 PDF BibTeX XML Cite \textit{A. Tancredi}, Biometrics 75, No. 3, 966--977 (2019; Zbl 1436.62641) Full Text: DOI
Kamper, Francois; Steel, Sarel J.; du Preez, Johan A. On the convergence of Gaussian belief propagation with nodes of arbitrary size. (English) Zbl 1446.62143 J. Mach. Learn. Res. 20, Paper No. 165, 37 p. (2019). MSC: 62H12 62R01 62M02 PDF BibTeX XML Cite \textit{F. Kamper} et al., J. Mach. Learn. Res. 20, Paper No. 165, 37 p. (2019; Zbl 1446.62143) Full Text: Link
Ezzat, Ahmed Aziz; Jun, Mikyoung; Ding, Yu Spatio-temporal short-term wind forecast: a calibrated regime-switching method. (English) Zbl 1433.62322 Ann. Appl. Stat. 13, No. 3, 1484-1510 (2019). MSC: 62P12 62M02 62M20 86A32 62H11 PDF BibTeX XML Cite \textit{A. A. Ezzat} et al., Ann. Appl. Stat. 13, No. 3, 1484--1510 (2019; Zbl 1433.62322) Full Text: DOI Euclid
Bakoyannis, Giorgos; Zhang, Ying; Yiannoutsos, Constantin T. Nonparametric inference for Markov processes with missing absorbing state. (English) Zbl 1434.62036 Stat. Sin. 29, No. 4, 2083-2104 (2019). Reviewer: Dimitrios Bagkavos (Ioannina) MSC: 62G05 62M02 62N01 62G07 PDF BibTeX XML Cite \textit{G. Bakoyannis} et al., Stat. Sin. 29, No. 4, 2083--2104 (2019; Zbl 1434.62036) Full Text: DOI
Lu, Zhao-Hua; Chow, Sy-Miin; Ram, Nilam; Cole, Pamela M. Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data. (English) Zbl 1431.62549 Psychometrika 84, No. 2, 611-645 (2019). MSC: 62P15 62M02 65C05 60H10 62M10 62H15 PDF BibTeX XML Cite \textit{Z.-H. Lu} et al., Psychometrika 84, No. 2, 611--645 (2019; Zbl 1431.62549) Full Text: DOI
Liu, Weiyi; Wang, Mingjin Volatility estimation and jump testing via realized information variation. (English) Zbl 1435.62163 J. Time Ser. Anal. 40, No. 5, 753-787 (2019). MSC: 62G20 62M02 62M05 62P20 60J76 PDF BibTeX XML Cite \textit{W. Liu} and \textit{M. Wang}, J. Time Ser. Anal. 40, No. 5, 753--787 (2019; Zbl 1435.62163) Full Text: DOI
Black, Andrew J. Importance sampling for partially observed temporal epidemic models. (English) Zbl 1430.62030 Stat. Comput. 29, No. 4, 617-630 (2019). MSC: 62D05 62M02 62F15 92D30 PDF BibTeX XML Cite \textit{A. J. Black}, Stat. Comput. 29, No. 4, 617--630 (2019; Zbl 1430.62030) Full Text: DOI
Luo, Xin; Tjelmeland, Håkon Prior specification for binary Markov mesh models. (English) Zbl 1430.62185 Stat. Comput. 29, No. 2, 367-389 (2019). MSC: 62M02 65C05 PDF BibTeX XML Cite \textit{X. Luo} and \textit{H. Tjelmeland}, Stat. Comput. 29, No. 2, 367--389 (2019; Zbl 1430.62185) Full Text: DOI
Bouezmarni, Taoufik; Lemyre, Félix Camirand; Quessy, Jean-François Inference on local causality and tests of non-causality in time series. (English) Zbl 1431.62355 Electron. J. Stat. 13, No. 2, 4121-4156 (2019). MSC: 62M10 62H05 62P05 62M02 91B84 PDF BibTeX XML Cite \textit{T. Bouezmarni} et al., Electron. J. Stat. 13, No. 2, 4121--4156 (2019; Zbl 1431.62355) Full Text: DOI Euclid
Zhao, Shoujiang; Zhou, Qianqian On large deviation expansion for log-likelihood ratio of non-homogeneous Ornstein-Uhlenbeck processes. (English) Zbl 1422.60048 Stat. Probab. Lett. 155, Article ID 108560, 8 p. (2019). MSC: 60F10 62F03 62M02 PDF BibTeX XML Cite \textit{S. Zhao} and \textit{Q. Zhou}, Stat. Probab. Lett. 155, Article ID 108560, 8 p. (2019; Zbl 1422.60048) Full Text: DOI
Tsionas, Mike G. Transition and limiting distributions when covariates are available. (English) Zbl 1427.62014 Econ. Lett. 183, Article ID 108553, 7 p. (2019). MSC: 62E20 62H30 62M02 PDF BibTeX XML Cite \textit{M. G. Tsionas}, Econ. Lett. 183, Article ID 108553, 7 p. (2019; Zbl 1427.62014) Full Text: DOI
McGrory, Clare A.; Ahfock, Daniel C.; Lemos, Ricardo T. Climate regime shift detection with a trans-dimensional, sequential Monte Carlo, variational Bayes method. (English) Zbl 07095948 Aust. N. Z. J. Stat. 61, No. 2, 175-188 (2019). MSC: 62P12 62M10 62M05 62M02 PDF BibTeX XML Cite \textit{C. A. McGrory} et al., Aust. N. Z. J. Stat. 61, No. 2, 175--188 (2019; Zbl 07095948) Full Text: DOI
De Gregorio, A.; Iacus, S. M. Empirical \(L^2\)-distance test statistics for ergodic diffusions. (English) Zbl 1426.62239 Stat. Inference Stoch. Process. 22, No. 2, 233-261 (2019). MSC: 62M02 60J60 62F05 PDF BibTeX XML Cite \textit{A. De Gregorio} and \textit{S. M. Iacus}, Stat. Inference Stoch. Process. 22, No. 2, 233--261 (2019; Zbl 1426.62239) Full Text: DOI
Bajović, Dragana; Moura, José M. F.; Vukobratović, Dejan Detecting random walks on graphs with heterogeneous sensors. (English) Zbl 1432.05099 IEEE Trans. Inf. Theory 65, No. 8, 4893-4914 (2019). MSC: 05C81 60F10 62M02 PDF BibTeX XML Cite \textit{D. Bajović} et al., IEEE Trans. Inf. Theory 65, No. 8, 4893--4914 (2019; Zbl 1432.05099) Full Text: DOI
Weiß, Christian H.; Homburg, Annika; Puig, Pedro Testing for zero inflation and overdispersion in INAR(1) models. (English) Zbl 1420.62401 Stat. Pap. 60, No. 3, 473-498 (2019). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62M10 62M02 62F12 60J10 PDF BibTeX XML Cite \textit{C. H. Weiß} et al., Stat. Pap. 60, No. 3, 823--848 (2019; Zbl 1420.62401) Full Text: DOI
Nkurunziza, Sévérien; Fu, Kang Improved inference in generalized mean-reverting processes with multiple change-points. (English) Zbl 1418.62093 Electron. J. Stat. 13, No. 1, 1400-1442 (2019). MSC: 62F30 62M02 60J60 62J07 PDF BibTeX XML Cite \textit{S. Nkurunziza} and \textit{K. Fu}, Electron. J. Stat. 13, No. 1, 1400--1442 (2019; Zbl 1418.62093) Full Text: DOI Euclid
Volgin, Artem V. The square root law in the embedding detection problem for Markov chains with unknown matrix of transition probabilities. (English. Russian original) Zbl 1416.62458 Discrete Math. Appl. 29, No. 1, 59-68 (2019); translation from Diskretn. Mat. 29, No. 3, 24-37 (2017). MSC: 62M02 60J10 PDF BibTeX XML Cite \textit{A. V. Volgin}, Discrete Math. Appl. 29, No. 1, 59--68 (2019; Zbl 1416.62458); translation from Diskretn. Mat. 29, No. 3, 24--37 (2017) Full Text: DOI
Cassese, Alberto; Zhu, Weixuan; Guindani, Michele; Vannucci, Marina A Bayesian nonparametric spiked process prior for dynamic model selection. (English) Zbl 1416.62598 Bayesian Anal. 14, No. 2, 553-572 (2019). MSC: 62P10 62H30 62G05 62M02 PDF BibTeX XML Cite \textit{A. Cassese} et al., Bayesian Anal. 14, No. 2, 553--572 (2019; Zbl 1416.62598) Full Text: DOI Euclid
Bennedsen, Mikkel; Hounyo, Ulrich; Lunde, Asger; Pakkanen, Mikko S. The local fractional bootstrap. (English) Zbl 1415.62061 Scand. J. Stat. 46, No. 1, 329-359 (2019). MSC: 62M02 60G22 60G15 60F05 62G09 62M10 62P12 PDF BibTeX XML Cite \textit{M. Bennedsen} et al., Scand. J. Stat. 46, No. 1, 329--359 (2019; Zbl 1415.62061) Full Text: DOI arXiv
Aknouche, Abdelhakim; Demmouche, Nacer Ergodicity conditions for a double mixed Poisson autoregression. (English) Zbl 1450.62107 Stat. Probab. Lett. 147, 6-11 (2019). MSC: 62M10 62M02 PDF BibTeX XML Cite \textit{A. Aknouche} and \textit{N. Demmouche}, Stat. Probab. Lett. 147, 6--11 (2019; Zbl 1450.62107) Full Text: DOI
Fuh, Cheng-Der; Tartakovsky, Alexander G. Asymptotic Bayesian theory of quickest change detection for hidden Markov models. (English) Zbl 1432.62278 IEEE Trans. Inf. Theory 65, No. 1, 511-529 (2019). MSC: 62M02 62F15 62L10 PDF BibTeX XML Cite \textit{C.-D. Fuh} and \textit{A. G. Tartakovsky}, IEEE Trans. Inf. Theory 65, No. 1, 511--529 (2019; Zbl 1432.62278) Full Text: DOI
Kipnis, Alon; Goldsmith, Andrea J.; Eldar, Yonina C. The distortion-rate function of sampled Wiener processes. (English) Zbl 1431.94075 IEEE Trans. Inf. Theory 65, No. 1, 482-499 (2019). MSC: 94A34 62B10 60J65 62M02 PDF BibTeX XML Cite \textit{A. Kipnis} et al., IEEE Trans. Inf. Theory 65, No. 1, 482--499 (2019; Zbl 1431.94075) Full Text: DOI arXiv
Abdelrazeq, Ibrahim; Ivanoff, B. Gail; Kulik, Rafal Goodness-of-fit tests for Lévy-driven Ornstein-Uhlenbeck processes. (English. French summary) Zbl 07193337 Can. J. Stat. 46, No. 2, 355-376 (2018). MSC: 62M10 62M02 PDF BibTeX XML Cite \textit{I. Abdelrazeq} et al., Can. J. Stat. 46, No. 2, 355--376 (2018; Zbl 07193337) Full Text: DOI
Golightly, Andrew; Kypraios, Theodore Efficient \(\mathrm{SMC}^2\) schemes for stochastic kinetic models. (English) Zbl 1430.62054 Stat. Comput. 28, No. 6, 1215-1230 (2018). MSC: 62F15 60J74 65C05 62M02 PDF BibTeX XML Cite \textit{A. Golightly} and \textit{T. Kypraios}, Stat. Comput. 28, No. 6, 1215--1230 (2018; Zbl 1430.62054) Full Text: DOI
Perez, Iker; Hodge, David; Kypraios, Theodore Auxiliary variables for Bayesian inference in multi-class queueing networks. (English) Zbl 1430.62186 Stat. Comput. 28, No. 6, 1187-1200 (2018). MSC: 62M02 65C40 62F15 60K25 PDF BibTeX XML Cite \textit{I. Perez} et al., Stat. Comput. 28, No. 6, 1187--1200 (2018; Zbl 1430.62186) Full Text: DOI
Brinks, Ralph; Hoyer, Annika Illness-death model: statistical perspective and differential equations. (English) Zbl 1429.62501 Lifetime Data Anal. 24, No. 4, 743-754 (2018). MSC: 62P10 62N05 60H10 60J05 62M02 PDF BibTeX XML Cite \textit{R. Brinks} and \textit{A. Hoyer}, Lifetime Data Anal. 24, No. 4, 743--754 (2018; Zbl 1429.62501) Full Text: DOI
Islam, M. Ataharul A trivariate Bernoulli regression model. (English) Zbl 1426.62215 Cogent Math. Stat. 5, Article ID 1472519, 8 p. (2018). MSC: 62J12 62M02 PDF BibTeX XML Cite \textit{M. A. Islam}, Cogent Math. Stat. 5, Article ID 1472519, 8 p. (2018; Zbl 1426.62215) Full Text: DOI
Zangeneh Sirdari, Mahboobeh; Islam, M. Ataharul Goodness of fit test for higher order binary Markov chain models. (English) Zbl 1426.62240 Cogent Math. Stat. 5, Article ID 1421003, 15 p. (2018). MSC: 62M02 62H20 62P10 PDF BibTeX XML Cite \textit{M. Zangeneh Sirdari} and \textit{M. A. Islam}, Cogent Math. Stat. 5, Article ID 1421003, 15 p. (2018; Zbl 1426.62240) Full Text: DOI
Schennach, Susanne M. Long memory via networking. (English) Zbl 1416.62527 Econometrica 86, No. 6, 2221-2248 (2018). MSC: 62M10 60G22 62M02 62P20 PDF BibTeX XML Cite \textit{S. M. Schennach}, Econometrica 86, No. 6, 2221--2248 (2018; Zbl 1416.62527) Full Text: DOI
Gailus, Siragan; Spiliopoulos, Konstantinos Discrete-time statistical inference for multiscale diffusions. (English) Zbl 1420.60035 Multiscale Model. Simul. 16, No. 4, 1824-1858 (2018). MSC: 60F05 60G25 60J60 62M02 62M05 PDF BibTeX XML Cite \textit{S. Gailus} and \textit{K. Spiliopoulos}, Multiscale Model. Simul. 16, No. 4, 1824--1858 (2018; Zbl 1420.60035) Full Text: DOI arXiv
García, Jesús E.; Gholizadeh, R.; González-López, V. A. A BIC-based consistent metric between Markovian processes. (English) Zbl 1419.62205 Appl. Stoch. Models Bus. Ind. 34, No. 6, 868-878 (2018). MSC: 62M02 PDF BibTeX XML Cite \textit{J. E. García} et al., Appl. Stoch. Models Bus. Ind. 34, No. 6, 868--878 (2018; Zbl 1419.62205) Full Text: DOI
Casarin, Roberto; Foroni, Claudia; Marcellino, Massimiliano; Ravazzolo, Francesco Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model. (English) Zbl 1412.62197 Ann. Appl. Stat. 12, No. 4, 2559-2586 (2018). MSC: 62P20 62M02 PDF BibTeX XML Cite \textit{R. Casarin} et al., Ann. Appl. Stat. 12, No. 4, 2559--2586 (2018; Zbl 1412.62197) Full Text: DOI Euclid
Huang, Zhehao; Li, Zhenghui; Dong, Hao The distribution of virtual financial assets return: based on Bitcoin market. (Chinese. English summary) Zbl 1424.62175 J. Syst. Sci. Math. Sci. 38, No. 4, 468-483 (2018). MSC: 62P05 62M02 42C40 62E15 PDF BibTeX XML Cite \textit{Z. Huang} et al., J. Syst. Sci. Math. Sci. 38, No. 4, 468--483 (2018; Zbl 1424.62175)
Noorian, Sajad Modeling mixed continuous and ordinal longitudinal responses under drop-out mechanism. (Persian. English summary) Zbl 1412.62072 JAMM, J. Adv. Math. Model. 7, No. 2, 25-41 (2018). MSC: 62H15 62M02 62M10 PDF BibTeX XML Cite \textit{S. Noorian}, JAMM, J. Adv. Math. Model. 7, No. 2, 25--41 (2018; Zbl 1412.62072) Full Text: DOI
D’afflisio, Enrica; Braca, Paolo; Millefiori, Leonardo M.; Willett, Peter Detecting anomalous deviations from standard maritime routes using the Ornstein-Uhlenbeck process. (English) Zbl 1415.94322 IEEE Trans. Signal Process. 66, No. 24, 6474-6487 (2018). MSC: 94A13 62M02 60G15 PDF BibTeX XML Cite \textit{E. D'afflisio} et al., IEEE Trans. Signal Process. 66, No. 24, 6474--6487 (2018; Zbl 1415.94322) Full Text: DOI
Bartoszek, Krzysztof Exact and approximate limit behaviour of the Yule tree’s cophenetic index. (English) Zbl 1405.92190 Math. Biosci. 303, 26-45 (2018). MSC: 92D15 05C80 60F15 60J85 62M02 62P10 92-08 92B10 PDF BibTeX XML Cite \textit{K. Bartoszek}, Math. Biosci. 303, 26--45 (2018; Zbl 1405.92190) Full Text: DOI arXiv
Fearnhead, Paul; Bierkens, Joris; Pollock, Murray; Roberts, Gareth O. Piecewise deterministic Markov processes for continuous-time Monte Carlo. (English) Zbl 1403.62148 Stat. Sci. 33, No. 3, 386-412 (2018). MSC: 62M02 62F15 PDF BibTeX XML Cite \textit{P. Fearnhead} et al., Stat. Sci. 33, No. 3, 386--412 (2018; Zbl 1403.62148) Full Text: DOI Euclid arXiv
Sandberg, Rickard Unit root testing in multiple smooth break models with nonlinear dynamics. (English) Zbl 1402.62187 J. Time Ser. Anal. 39, No. 6, 942-952 (2018). MSC: 62M02 62M10 62P20 91B84 62F03 62F10 PDF BibTeX XML Cite \textit{R. Sandberg}, J. Time Ser. Anal. 39, No. 6, 942--952 (2018; Zbl 1402.62187) Full Text: DOI
Beare, Brendan K. Unit root testing with unstable volatility. (English) Zbl 1402.62186 J. Time Ser. Anal. 39, No. 6, 816-835 (2018). MSC: 62M02 62M10 62F03 PDF BibTeX XML Cite \textit{B. K. Beare}, J. Time Ser. Anal. 39, No. 6, 816--835 (2018; Zbl 1402.62186) Full Text: DOI
Frühwirth-Schnatter, Sylvia; Pittner, Stefan; Weber, Andrea; Winter-Ebmer, Rudolf Analysing plant closure effects using time-varying mixture-of-experts Markov chain clustering. (English) Zbl 1405.62239 Ann. Appl. Stat. 12, No. 3, 1796-1830 (2018). MSC: 62P25 62M02 62H30 PDF BibTeX XML Cite \textit{S. Frühwirth-Schnatter} et al., Ann. Appl. Stat. 12, No. 3, 1796--1830 (2018; Zbl 1405.62239) Full Text: DOI Euclid
Evans, Robin J. Margins of discrete Bayesian networks. (English) Zbl 1408.62044 Ann. Stat. 46, No. 6A, 2623-2656 (2018). MSC: 62F15 62M02 68T35 PDF BibTeX XML Cite \textit{R. J. Evans}, Ann. Stat. 46, No. 6A, 2623--2656 (2018; Zbl 1408.62044) Full Text: DOI Euclid arXiv
Andronov, Alexander; Jurkina, Tatjana Markowitz problem for a case of random environment existence. (English) Zbl 1397.62284 Pilz, Jürgen (ed.) et al., Statistics and simulation. Contributions given at the 8th international workshop on simulation, IWS 8, Vienna, Austria, September 21–25, 2015. Cham: Springer (ISBN 978-3-319-76034-6/hbk; 978-3-319-76035-3/ebook). Springer Proceedings in Mathematics & Statistics 231, 207-216 (2018). MSC: 91G10 62P05 62M02 PDF BibTeX XML Cite \textit{A. Andronov} and \textit{T. Jurkina}, in: Statistics and simulation. Contributions given at the 8th international workshop on simulation, IWS 8, Vienna, Austria, September 21--25, 2015. Cham: Springer. 207--216 (2018; Zbl 1397.62284) Full Text: DOI
Nyberg, Henri Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model. (English) Zbl 1397.62430 J. Forecast. 37, No. 1, 1-15 (2018). MSC: 62P05 62M02 62M10 PDF BibTeX XML Cite \textit{H. Nyberg}, J. Forecast. 37, No. 1, 1--15 (2018; Zbl 1397.62430) Full Text: DOI
Karagöz, Derya Robust \(\bar X\) control chart for monitoring the skewed and contaminated process. (English) Zbl 1401.62237 Hacet. J. Math. Stat. 47, No. 1, 223-242 (2018). MSC: 62P30 62G35 62M02 PDF BibTeX XML Cite \textit{D. Karagöz}, Hacet. J. Math. Stat. 47, No. 1, 223--242 (2018; Zbl 1401.62237) Full Text: DOI
Koskela, Jere Multi-locus data distinguishes between population growth and multiple merger coalescents. (English) Zbl 1398.92207 Stat. Appl. Genet. Mol. Biol. 17, No. 3, Article ID 20170011, 21 p. (2018). MSC: 92D25 92D10 92D15 62P10 62M02 62F03 62G07 PDF BibTeX XML Cite \textit{J. Koskela}, Stat. Appl. Genet. Mol. Biol. 17, No. 3, Article ID 20170011, 21 p. (2018; Zbl 1398.92207) Full Text: DOI
Kim, Yujin; Hwang, Eunju A dynamic Markov regime-switching GARCH model and its cumulative impulse response function. (English) Zbl 06892192 Stat. Probab. Lett. 139, 20-30 (2018). MSC: 62M10 62M02 60J10 62P05 PDF BibTeX XML Cite \textit{Y. Kim} and \textit{E. Hwang}, Stat. Probab. Lett. 139, 20--30 (2018; Zbl 06892192) Full Text: DOI
Faulkner, James R.; Minin, Vladimir N. Locally adaptive smoothing with Markov random fields and shrinkage priors. (English) Zbl 06873725 Bayesian Anal. 13, No. 1, 225-252 (2018). MSC: 62G08 62M02 PDF BibTeX XML Cite \textit{J. R. Faulkner} and \textit{V. N. Minin}, Bayesian Anal. 13, No. 1, 225--252 (2018; Zbl 06873725) Full Text: DOI Euclid
Hu, Grace X.; Kuipers, David R.; Zeng, Yong Bayesian inference via filtering equations for ultrahigh frequency data. II: Model selection. (English) Zbl 1390.60260 SIAM/ASA J. Uncertain. Quantif. 6, 61-86 (2018). MSC: 60H35 62F15 62M02 62P05 93E11 60F05 60G55 65C40 65C60 PDF BibTeX XML Cite \textit{G. X. Hu} et al., SIAM/ASA J. Uncertain. Quantif. 6, 61--86 (2018; Zbl 1390.60260) Full Text: DOI
Li, Zichao; Mucha, Peter J.; Taylor, Dane Network-ensemble comparisons with stochastic rewiring and von Neumann entropy. (English) Zbl 1414.94851 SIAM J. Appl. Math. 78, No. 2, 897-920 (2018). MSC: 94A17 05C82 60F05 60J10 62M02 28D20 PDF BibTeX XML Cite \textit{Z. Li} et al., SIAM J. Appl. Math. 78, No. 2, 897--920 (2018; Zbl 1414.94851) Full Text: DOI arXiv
Daskalakis, Constantinos; Dikkala, Nishanth; Kamath, Gautam Testing Ising models. (English) Zbl 1409.62160 Czumaj, Artur (ed.), Proceedings of the 29th annual ACM-SIAM symposium on discrete algorithms, SODA 2018, New Orleans, LA, USA, January 7–10, 2018. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM); New York, NY: Association for Computing Machinery (ACM). 1989-2007 (2018). MSC: 62M02 62G10 82B20 62P35 PDF BibTeX XML Cite \textit{C. Daskalakis} et al., in: Proceedings of the 29th annual ACM-SIAM symposium on discrete algorithms, SODA 2018, New Orleans, LA, USA, January 7--10, 2018. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM); New York, NY: Association for Computing Machinery (ACM). 1989--2007 (2018; Zbl 1409.62160) Full Text: Link arXiv
Kwok, Yue Kuen; Zheng, Wendong Saddlepoint approximation methods in financial engineering. (English) Zbl 1414.62005 SpringerBriefs in Quantitative Finance. Cham: Springer (ISBN 978-3-319-74100-0/pbk; 978-3-319-74101-7/ebook). x, 128 p. (2018). Reviewer: Claudio Fontana (Paris) MSC: 62-02 62P05 91G20 91G40 62M02 62H05 PDF BibTeX XML Cite \textit{Y. K. Kwok} and \textit{W. Zheng}, Saddlepoint approximation methods in financial engineering. Cham: Springer (2018; Zbl 1414.62005) Full Text: DOI
Martin, Ryan; Ouyang, Cheng; Domagni, Francois ‘Purposely misspecified’ posterior inference on the volatility of a jump diffusion process. (English) Zbl 1440.62315 Stat. Probab. Lett. 134, 106-113 (2018). MSC: 62M02 62F12 62F15 62F25 60J76 60J60 PDF BibTeX XML Cite \textit{R. Martin} et al., Stat. Probab. Lett. 134, 106--113 (2018; Zbl 1440.62315) Full Text: DOI
Bersimis, Sotiris; Sachlas, Athanasios; Chakraborti, Subha A sequential test for assessing observed agreement between raters. (English) Zbl 1383.62260 Biom. J. 60, No. 1, 128-145 (2018). MSC: 62P10 62L10 62M02 PDF BibTeX XML Cite \textit{S. Bersimis} et al., Biom. J. 60, No. 1, 128--145 (2018; Zbl 1383.62260) Full Text: DOI
Chernoyarov, Oleg V.; Kutoyants, Yury A.; Trifonov, Andrei P. On misspecifications in regularity and properties of estimators. (English) Zbl 06825054 Electron. J. Stat. 12, No. 1, 80-106 (2018). MSC: 62M02 62G10 62G20 PDF BibTeX XML Cite \textit{O. V. Chernoyarov} et al., Electron. J. Stat. 12, No. 1, 80--106 (2018; Zbl 06825054) Full Text: DOI Euclid
Maaziz, M.; Kharfouchi, S. Parameter estimation of Markov switching bilinear model using the (EM) algorithm. (English) Zbl 1377.62172 J. Stat. Plann. Inference 192, 35-44 (2018). MSC: 62M02 62F10 62P20 PDF BibTeX XML Cite \textit{M. Maaziz} and \textit{S. Kharfouchi}, J. Stat. Plann. Inference 192, 35--44 (2018; Zbl 1377.62172) Full Text: DOI
Jiang, Gaoxia; Wang, Wenjian Markov cross-validation for time series model evaluations. (English) Zbl 1433.62263 Inf. Sci. 375, 219-233 (2017). MSC: 62M10 62M02 PDF BibTeX XML Cite \textit{G. Jiang} and \textit{W. Wang}, Inf. Sci. 375, 219--233 (2017; Zbl 1433.62263) Full Text: DOI
Chikina, Maria; Frieze, Alan; Pegden, Wesley Assessing significance in a Markov chain without mixing. (English) Zbl 1407.62302 Proc. Natl. Acad. Sci. USA 114, No. 11, 2860-2864 (2017). MSC: 62M02 60J10 PDF BibTeX XML Cite \textit{M. Chikina} et al., Proc. Natl. Acad. Sci. USA 114, No. 11, 2860--2864 (2017; Zbl 1407.62302) Full Text: DOI arXiv
Cheng, Ming; Xie, Hongmei Survival analysis of stochastic competitive three populations with Markov switching in polluted environments. (Chinese. English summary) Zbl 1413.62204 J. Biomath. 32, No. 4, 492-504 (2017). MSC: 62P12 62M02 62N05 62P10 PDF BibTeX XML Cite \textit{M. Cheng} and \textit{H. Xie}, J. Biomath. 32, No. 4, 492--504 (2017; Zbl 1413.62204)
Pajhede, Thor Backtesting value-at-risk: a generalized Markov test. (English) Zbl 1397.62285 J. Forecast. 36, No. 5, 597-613 (2017). MSC: 62M02 62F05 91G70 PDF BibTeX XML Cite \textit{T. Pajhede}, J. Forecast. 36, No. 5, 597--613 (2017; Zbl 1397.62285) Full Text: DOI
Guérin, Pierre; Leiva-Leon, Danilo Model averaging in Markov-switching models: predicting national recessions with regional data. (English) Zbl 1401.62131 Econ. Lett. 157, 45-49 (2017). MSC: 62M02 62P20 62M20 PDF BibTeX XML Cite \textit{P. Guérin} and \textit{D. Leiva-Leon}, Econ. Lett. 157, 45--49 (2017; Zbl 1401.62131) Full Text: DOI
Billio, Monica; Cavicchioli, Maddalena Markov switching GARCH models: filtering, approximations and duality. (English) Zbl 1383.62201 Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. MAF 2016. Selected papers based on the presentations at the conference, Paris, France, March 30 – April 1, 2016. Cham: Springer (ISBN 978-3-319-50233-5/hbk; 978-3-319-50234-2/ebook). 59-72 (2017). MSC: 62M02 62M10 62M20 62P05 PDF BibTeX XML Cite \textit{M. Billio} and \textit{M. Cavicchioli}, in: Mathematical and statistical methods for actuarial sciences and finance. MAF 2016. Selected papers based on the presentations at the conference, Paris, France, March 30 -- April 1, 2016. Cham: Springer. 59--72 (2017; Zbl 1383.62201) Full Text: DOI
Özkan, Harun; Stengos, Thanasis; Yazgan, Ege Markov regime switching in mean and in fractional integration parameter. (English) Zbl 1385.62026 Commun. Stat., Simulation Comput. 46, No. 9, 6974-6981 (2017). MSC: 62M10 62M02 PDF BibTeX XML Cite \textit{H. Özkan} et al., Commun. Stat., Simulation Comput. 46, No. 9, 6974--6981 (2017; Zbl 1385.62026) Full Text: DOI
Grimm, Stefanie An interest-rate model with regime-switching mean-reversion level. (English) Zbl 1382.91003 Mathematik. München: Dr. Hut; Kaiserslautern: TU Kaiserslautern, Fachbereich Mathematik (Diss. 2016) (ISBN 978-3-8439-3087-1/hbk). ii, 111 p. (2017). MSC: 91-02 91G30 60J60 60G35 62M02 PDF BibTeX XML Cite \textit{S. Grimm}, An interest-rate model with regime-switching mean-reversion level. München: Dr. Hut; Kaiserslautern: TU Kaiserslautern, Fachbereich Mathematik (Diss. 2016) (2017; Zbl 1382.91003)
Leoff, Elisabeth Stochastic filtering in regime-switching models: econometric properties, discretization and convergence. (English) Zbl 1384.62003 Mathematik. München: Dr. Hut; Kaiserslautern: TU Kaiserslautern, Fachbereich Mathematik (Diss. 2016) (ISBN 978-3-8439-2959-2 /pbk). vi, 168 p. (2017). MSC: 62-02 62P05 60G35 62M02 62M10 62M20 62P20 91-02 PDF BibTeX XML Cite \textit{E. Leoff}, Stochastic filtering in regime-switching models: econometric properties, discretization and convergence. München: Dr. Hut; Kaiserslautern: TU Kaiserslautern, Fachbereich Mathematik (Diss. 2016) (2017; Zbl 1384.62003)
Kharin, Yu. S. Statistical analysis of big data based on parsimonious models of high-order Markov chains. (English) Zbl 1388.62242 Rykov, Vladimir V. (ed.) et al., Analytical and computational methods in probability theory. First international conference, ACMPT 2017, Moscow, Russia, October 23–27, 2017. Proceedings. Cham: Springer (ISBN 978-3-319-71503-2/pbk; 978-3-319-71504-9/ebook). Lecture Notes in Computer Science 10684, 485-496 (2017). MSC: 62M02 60J20 PDF BibTeX XML Cite \textit{Yu. S. Kharin}, Lect. Notes Comput. Sci. 10684, 485--496 (2017; Zbl 1388.62242) Full Text: DOI
Yan, Tianshun; Mei, Changlin A test for a parametric form of the volatility in second-order diffusion models. (English) Zbl 1417.62302 Comput. Stat. 32, No. 4, 1583-1596 (2017). MSC: 62P05 62M02 62F03 91G30 PDF BibTeX XML Cite \textit{T. Yan} and \textit{C. Mei}, Comput. Stat. 32, No. 4, 1583--1596 (2017; Zbl 1417.62302) Full Text: DOI
Dobler, Dennis; Pauly, Markus Approximate tests for the equality of two cumulative incidence functions of a competing risk. (English) Zbl 1387.62095 Statistics 51, No. 6, 1238-1258 (2017). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62M02 60F17 62G10 62G20 62N01 PDF BibTeX XML Cite \textit{D. Dobler} and \textit{M. Pauly}, Statistics 51, No. 6, 1238--1258 (2017; Zbl 1387.62095) Full Text: DOI arXiv
Kutoyants, Yury A. The asymptotics of misspecified MLEs for some stochastic processes: a survey. (English) Zbl 06821280 Stat. Inference Stoch. Process. 20, No. 3, 347-367 (2017). MSC: 62M02 62G10 62G20 PDF BibTeX XML Cite \textit{Y. A. Kutoyants}, Stat. Inference Stoch. Process. 20, No. 3, 347--367 (2017; Zbl 06821280) Full Text: DOI
Abe, Toshihiro; Ogata, Hiroaki; Shiohama, Takayuki; Taniai, Hiroyuki Circular autocorrelation of stationary circular Markov processes. (English) Zbl 06821276 Stat. Inference Stoch. Process. 20, No. 3, 275-290 (2017). MSC: 62M05 62M02 60J10 60J35 62M10 PDF BibTeX XML Cite \textit{T. Abe} et al., Stat. Inference Stoch. Process. 20, No. 3, 275--290 (2017; Zbl 06821276) Full Text: DOI
Farinetto, Christian On hypothesis tests in misspecified change-point problems for a Poisson process. (English) Zbl 06818888 Commun. Stat., Theory Methods 46, No. 20, 10103-10115 (2017). MSC: 62M02 62F35 PDF BibTeX XML Cite \textit{C. Farinetto}, Commun. Stat., Theory Methods 46, No. 20, 10103--10115 (2017; Zbl 06818888) Full Text: DOI