Xu, Ziyu; Wang, Ruodu; Ramdas, Aaditya Post-selection inference for e-value based confidence intervals. (English) Zbl 07905750 Electron. J. Stat. 18, No. 1, 2292-2338 (2024). MSC: 62F03 62J15 62F15 62M07 PDFBibTeX XMLCite \textit{Z. Xu} et al., Electron. J. Stat. 18, No. 1, 2292--2338 (2024; Zbl 07905750) Full Text: DOI arXiv Link OA License
Li, Fuxiao; Xiao, Yanting; Chen, Zhanshou A fluctuation test for structural change detection in heterogeneous panel data models. (English) Zbl 07903353 J. Syst. Sci. Complex. 37, No. 3, 1184-1208 (2024). MSC: 62M10 62M07 62F05 PDFBibTeX XMLCite \textit{F. Li} et al., J. Syst. Sci. Complex. 37, No. 3, 1184--1208 (2024; Zbl 07903353) Full Text: DOI
Grzesiek, Aleksandra; Gajda, Janusz; Thapa, Samudrajit; Wyłomańska, Agnieszka Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics. (English) Zbl 1540.60068 Chaos 34, No. 4, Article ID 043154, 16 p. (2024). MSC: 60G22 62M07 60G18 62M09 PDFBibTeX XMLCite \textit{A. Grzesiek} et al., Chaos 34, No. 4, Article ID 043154, 16 p. (2024; Zbl 1540.60068) Full Text: DOI
Mahdi, Esam New mixed portmanteau tests for time series models. (English) Zbl 1536.62015 Stat. Comput. 34, No. 2, Paper No. 76, 15 p. (2024). MSC: 62-08 62M07 62M10 62P05 PDFBibTeX XMLCite \textit{E. Mahdi}, Stat. Comput. 34, No. 2, Paper No. 76, 15 p. (2024; Zbl 1536.62015) Full Text: DOI arXiv
Cont, Rama; Das, Purba Rough volatility: fact or artefact? (English) Zbl 07839706 Sankhyā, Ser. B 86, No. 1, 191-223 (2024). MSC: 62P05 62M07 PDFBibTeX XMLCite \textit{R. Cont} and \textit{P. Das}, Sankhyā, Ser. B 86, No. 1, 191--223 (2024; Zbl 07839706) Full Text: DOI arXiv OA License
Li, Siran; Lyu, Zijiu; Ni, Hao; Tao, Jiajie Restricted Path Characteristic Function Determines the Law of Stochastic Processes. arXiv:2404.18661 Preprint, arXiv:2404.18661 [math.PR] (2024). MSC: 60L20 62M99 60G35 62M07 BibTeX Cite \textit{S. Li} et al., ``Restricted Path Characteristic Function Determines the Law of Stochastic Processes'', Preprint, arXiv:2404.18661 [math.PR] (2024) Full Text: arXiv OA License
Tchouanti, Josué; Löcherbach, Éva; Reynaud-Bouret, Patricia; Tanré, Etienne Separation rates for the detection of synchronization of interacting point processes in a mean field frame. Application to neuroscience. arXiv:2402.01919 Preprint, arXiv:2402.01919 [math.ST] (2024). MSC: 62G10 62M07 62F40 BibTeX Cite \textit{J. Tchouanti} et al., ``Separation rates for the detection of synchronization of interacting point processes in a mean field frame. Application to neuroscience'', Preprint, arXiv:2402.01919 [math.ST] (2024) Full Text: arXiv OA License
Bishwal, Jaya P. N. On the sieve estimator for fractional SPDEs from discrete observations. (English) Zbl 07850865 Markov Process. Relat. Fields 29, No. 3, 367-402 (2023). Reviewer: Luis Vázquez (Madrid) MSC: 60F05 60F25 60G22 60G44 60H10 60H15 60H35 62F12 62G05 62M07 62M09 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Markov Process. Relat. Fields 29, No. 3, 367--402 (2023; Zbl 07850865) Full Text: Link
Mravak, Ivana A Monte Carlo study on the size and power of panel unit root tests: limitations in small data sets. (English) Zbl 07824394 Croat. Oper. Res. Rev. (CRORR) 14, No. 2, 125-135 (2023). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{I. Mravak}, Croat. Oper. Res. Rev. (CRORR) 14, No. 2, 125--135 (2023; Zbl 07824394) Full Text: DOI OA License
Guo, Xiao-Kan; Huang, Zhiqiang On the relation between quantum Darwinism and approximate quantum Markovianity. (English) Zbl 07807385 Phys. Lett., A 491, Article ID 129204, 6 p. (2023). MSC: 81S22 81P45 62M07 PDFBibTeX XMLCite \textit{X.-K. Guo} and \textit{Z. Huang}, Phys. Lett., A 491, Article ID 129204, 6 p. (2023; Zbl 07807385) Full Text: DOI arXiv
Donvil, Brecht I. C.; Muratore-Ginanneschi, Paolo On the unraveling of open quantum dynamics. (English) Zbl 1536.81101 Open Syst. Inf. Dyn. 30, No. 3, Article ID 2350015, 33 p. (2023). MSC: 81S22 62M07 35R60 81Q05 81Q70 81P15 81P73 65C05 46C05 47D07 81V73 PDFBibTeX XMLCite \textit{B. I. C. Donvil} and \textit{P. Muratore-Ginanneschi}, Open Syst. Inf. Dyn. 30, No. 3, Article ID 2350015, 33 p. (2023; Zbl 1536.81101) Full Text: DOI arXiv
Patel, Dhrumil; Wilde, Mark M. Wave matrix lindbladization i: quantum programs for simulating Markovian dynamics. (English) Zbl 1531.81127 Open Syst. Inf. Dyn. 30, No. 2, Article ID 2350010, 25 p. (2023). MSC: 81S22 60J76 70H15 62M07 68Q12 81-10 PDFBibTeX XMLCite \textit{D. Patel} and \textit{M. M. Wilde}, Open Syst. Inf. Dyn. 30, No. 2, Article ID 2350010, 25 p. (2023; Zbl 1531.81127) Full Text: DOI arXiv
Reiss, Markus; Winkelmann, Lars Inference on the maximal rank of time-varying covariance matrices using high-frequency data. (English) Zbl 1539.62181 Ann. Stat. 51, No. 2, 791-815 (2023). MSC: 62H25 60B20 62G10 62M07 62P05 PDFBibTeX XMLCite \textit{M. Reiss} and \textit{L. Winkelmann}, Ann. Stat. 51, No. 2, 791--815 (2023; Zbl 1539.62181) Full Text: DOI arXiv
vom Ende, Frederik; Malvetti, Emanuel; Dirr, Gunther; Schulte-Herbrüggen, Thomas Exploring the limits of controlled Markovian quantum dynamics with thermal resources. (English) Zbl 1527.81070 Open Syst. Inf. Dyn. 30, No. 1, Article ID 2350005, 53 p. (2023). MSC: 81Q93 62M07 37A50 22A20 80A10 81S22 81P65 PDFBibTeX XMLCite \textit{F. vom Ende} et al., Open Syst. Inf. Dyn. 30, No. 1, Article ID 2350005, 53 p. (2023; Zbl 1527.81070) Full Text: DOI arXiv
Hu, Junwei; Wang, Lihong A weighted U-statistic based change point test for multivariate time series. (English) Zbl 1512.62075 Stat. Pap. 64, No. 3, 753-778 (2023). MSC: 62M07 62H15 62M10 62E20 62G09 PDFBibTeX XMLCite \textit{J. Hu} and \textit{L. Wang}, Stat. Pap. 64, No. 3, 753--778 (2023; Zbl 1512.62075) Full Text: DOI
Benatti, Fabio; Gebbia, Francesca; Pisoni, Stefano Entanglement generation through Markovian feed-back in open two-qubit systems. (English) Zbl 1523.81021 J. Phys. A, Math. Theor. 56, No. 22, Article ID 225304, 24 p. (2023). MSC: 81P40 81S22 81P15 60G35 62M07 81P68 PDFBibTeX XMLCite \textit{F. Benatti} et al., J. Phys. A, Math. Theor. 56, No. 22, Article ID 225304, 24 p. (2023; Zbl 1523.81021) Full Text: DOI arXiv
Jiang, Feiyu; Wang, Runmin; Shao, Xiaofeng Robust inference for change points in high dimension. (English) Zbl 1521.62085 J. Multivariate Anal. 193, Article ID 105114, 23 p. (2023). MSC: 62H15 62M07 62M10 62G20 PDFBibTeX XMLCite \textit{F. Jiang} et al., J. Multivariate Anal. 193, Article ID 105114, 23 p. (2023; Zbl 1521.62085) Full Text: DOI arXiv
Bibinger, Markus; Sonntag, Michael Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent. arXiv:2305.01751 Preprint, arXiv:2305.01751 [math.ST] (2023). MSC: 60G22 62M07 60G70 BibTeX Cite \textit{M. Bibinger} and \textit{M. Sonntag}, ``Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent'', Preprint, arXiv:2305.01751 [math.ST] (2023) Full Text: arXiv OA License
Abro, Kashif Ali; Atangana, Abdon Dual fractional modeling of rate type fluid through non-local differentiation. (English) Zbl 1535.35141 Numer. Methods Partial Differ. Equations 38, No. 3, 390-405 (2022). MSC: 35Q35 76A10 76S05 76W05 74F10 74D10 74K20 44A10 44A15 42A38 35A09 35A22 62M05 62M07 26A33 35R11 PDFBibTeX XMLCite \textit{K. A. Abro} and \textit{A. Atangana}, Numer. Methods Partial Differ. Equations 38, No. 3, 390--405 (2022; Zbl 1535.35141) Full Text: DOI
Liu, Guangying; Liu, Meiyao; Lin, Jinguan Testing the volatility jumps based on the high frequency data. (English) Zbl 07730961 J. Time Ser. Anal. 43, No. 5, 669-694 (2022). MSC: 62Mxx 62M07 62G10 62P20 PDFBibTeX XMLCite \textit{G. Liu} et al., J. Time Ser. Anal. 43, No. 5, 669--694 (2022; Zbl 07730961) Full Text: DOI
Zhang, Yangfan; Wang, Runmin; Shao, Xiaofeng Adaptive inference for change points in high-dimensional data. (English) Zbl 1515.62038 J. Am. Stat. Assoc. 117, No. 540, 1751-1762 (2022). MSC: 62M07 62H15 PDFBibTeX XMLCite \textit{Y. Zhang} et al., J. Am. Stat. Assoc. 117, No. 540, 1751--1762 (2022; Zbl 1515.62038) Full Text: DOI arXiv Link
Hallgren, Karl L.; Heard, Nicholas A.; Adams, Niall M. Changepoint detection in non-exchangeable data. (English) Zbl 1499.62019 Stat. Comput. 32, No. 6, Paper No. 110, 19 p. (2022). MSC: 62-08 62F15 62M07 62M10 PDFBibTeX XMLCite \textit{K. L. Hallgren} et al., Stat. Comput. 32, No. 6, Paper No. 110, 19 p. (2022; Zbl 1499.62019) Full Text: DOI arXiv OA License
Göğebakan, Kemal Çağlar; Eroglu, Burak Alparslan Non-parametric seasonal unit root tests under periodic non-stationary volatility. (English) Zbl 1505.62162 Comput. Stat. 37, No. 5, 2581-2636 (2022). MSC: 62-08 62M10 62M07 62G10 62P20 PDFBibTeX XMLCite \textit{K. Ç. Göğebakan} and \textit{B. A. Eroglu}, Comput. Stat. 37, No. 5, 2581--2636 (2022; Zbl 1505.62162) Full Text: DOI
Malecka, Marta Asymptotic properties of duration-based VaR backtests. (English) Zbl 07612251 Stat. Risk. Model. 39, No. 3-4, 49-73 (2022). MSC: 62E20 62M07 62M10 62P20 91B30 91B70 91B84 PDFBibTeX XMLCite \textit{M. Malecka}, Stat. Risk. Model. 39, No. 3--4, 49--73 (2022; Zbl 07612251) Full Text: DOI
Yang, Jisheng; Wei, Jinbao; Cai, Biqing Quantile unit root inference for panel data with common shocks. (English) Zbl 1496.62159 Econ. Lett. 219, Article ID 110809, 4 p. (2022). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{J. Yang} et al., Econ. Lett. 219, Article ID 110809, 4 p. (2022; Zbl 1496.62159) Full Text: DOI
Messer, Michael Bivariate change point detection: joint detection of changes in expectation and variance. (English) Zbl 1496.62145 Scand. J. Stat. 49, No. 2, 886-916 (2022). MSC: 62M07 62G10 62M10 PDFBibTeX XMLCite \textit{M. Messer}, Scand. J. Stat. 49, No. 2, 886--916 (2022; Zbl 1496.62145) Full Text: DOI arXiv
Forughi, Masoomeh; Shishebor, Zohreh; Zamani, Atefeh Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models. (English) Zbl 1493.62521 Stat. Pap. 63, No. 4, 1163-1185 (2022). MSC: 62M10 62M07 62E20 PDFBibTeX XMLCite \textit{M. Forughi} et al., Stat. Pap. 63, No. 4, 1163--1185 (2022; Zbl 1493.62521) Full Text: DOI
Chen, Zhanshou; Li, Fuxiao; Zhu, Li; Xing, Yuhong Monitoring mean and variance change-points in long-memory time series. (English) Zbl 1492.62131 J. Syst. Sci. Complex. 35, No. 3, 1009-1029 (2022). MSC: 62M10 62M07 86A32 PDFBibTeX XMLCite \textit{Z. Chen} et al., J. Syst. Sci. Complex. 35, No. 3, 1009--1029 (2022; Zbl 1492.62131) Full Text: DOI
Taghipour, J.; Mojaveri, B.; Dehghani, A. Dynamics and protection of quantum discord of a two-qubit system moving in a (non)-Markovian reservoir under a classical driving: two-photon relaxation. (English) Zbl 1502.81011 Int. J. Theor. Phys. 61, No. 8, Paper No. 213, 14 p. (2022). MSC: 81P43 81V80 81P45 81Q05 35Q41 81V60 62M09 62M07 81P40 PDFBibTeX XMLCite \textit{J. Taghipour} et al., Int. J. Theor. Phys. 61, No. 8, Paper No. 213, 14 p. (2022; Zbl 1502.81011) Full Text: DOI
Bykhovskaya, Anna; Gorin, Vadim Cointegration in large VARs. (English) Zbl 1539.62265 Ann. Stat. 50, No. 3, 1593-1617 (2022). MSC: 62M10 62M07 60B20 62E20 62P20 PDFBibTeX XMLCite \textit{A. Bykhovskaya} and \textit{V. Gorin}, Ann. Stat. 50, No. 3, 1593--1617 (2022; Zbl 1539.62265) Full Text: DOI arXiv
Uyanto, Stanislaus S. Monte Carlo power comparison of seven most commonly used heteroscedasticity tests. (English) Zbl 1524.62332 Commun. Stat., Simulation Comput. 51, No. 4, 2065-2082 (2022). MSC: 62J05 62M07 62P20 PDFBibTeX XMLCite \textit{S. S. Uyanto}, Commun. Stat., Simulation Comput. 51, No. 4, 2065--2082 (2022; Zbl 1524.62332) Full Text: DOI
Khan, Asad ul Islam; Khan, Waqar Muhammad; Hussan, Mehmood Most stringent test of null of cointegration: a Monte Carlo comparison. (English) Zbl 1524.62440 Commun. Stat., Simulation Comput. 51, No. 4, 2020-2038 (2022). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{A. u. I. Khan} et al., Commun. Stat., Simulation Comput. 51, No. 4, 2020--2038 (2022; Zbl 1524.62440) Full Text: DOI
Güriş, Selahattin; Güriş, Burak GLS detrending in nonlinear unit root test. (English) Zbl 1524.62429 Commun. Stat., Simulation Comput. 51, No. 3, 1096-1102 (2022). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{S. Güriş} and \textit{B. Güriş}, Commun. Stat., Simulation Comput. 51, No. 3, 1096--1102 (2022; Zbl 1524.62429) Full Text: DOI
Wang, Runmin; Zhu, Changbo; Volgushev, Stanislav; Shao, Xiaofeng Inference for change points in high-dimensional data via selfnormalization. (English) Zbl 1486.62246 Ann. Stat. 50, No. 2, 781-806 (2022). MSC: 62M10 62H15 60F05 62G10 62G20 62M07 PDFBibTeX XMLCite \textit{R. Wang} et al., Ann. Stat. 50, No. 2, 781--806 (2022; Zbl 1486.62246) Full Text: DOI arXiv
Shi, Xuesheng; Gallagher, Colin; Lund, Robert; Killick, Rebecca A comparison of single and multiple changepoint techniques for time series data. (English) Zbl 07512627 Comput. Stat. Data Anal. 170, Article ID 107433, 19 p. (2022). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{X. Shi} et al., Comput. Stat. Data Anal. 170, Article ID 107433, 19 p. (2022; Zbl 07512627) Full Text: DOI arXiv
Hong, Yongmiao; Linton, Oliver; McCabe, Brendan; Sun, Jiajing A score statistic for testing the presence of a stochastic trend in conditional variances. (English) Zbl 1490.62215 Econ. Lett. 213, Article ID 110394, 6 p. (2022). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{Y. Hong} et al., Econ. Lett. 213, Article ID 110394, 6 p. (2022; Zbl 1490.62215) Full Text: DOI
Diop, Mamadou Lamine; Kengne, William Epidemic change-point detection in general causal time series. (English) Zbl 1489.62271 Stat. Probab. Lett. 184, Article ID 109416, 11 p. (2022). MSC: 62M10 62M07 62E20 62F12 62H15 PDFBibTeX XMLCite \textit{M. L. Diop} and \textit{W. Kengne}, Stat. Probab. Lett. 184, Article ID 109416, 11 p. (2022; Zbl 1489.62271) Full Text: DOI arXiv
Lee, Sangyeol; Meintanis, Simos G.; Pretorius, Charl Monitoring procedures for strict stationarity based on the multivariate characteristic function. (English) Zbl 1520.62110 J. Multivariate Anal. 189, Article ID 104892, 20 p. (2022). MSC: 62M10 62G10 62G20 62H15 62M07 62G09 62P05 PDFBibTeX XMLCite \textit{S. Lee} et al., J. Multivariate Anal. 189, Article ID 104892, 20 p. (2022; Zbl 1520.62110) Full Text: DOI arXiv
Szarek, Dawid; Maraj-Zygmąt, Katarzyna; Sikora, Grzegorz; Krapf, Diego; Wyłomańska, Agnieszka Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes. (English) Zbl 07476373 Comput. Stat. Data Anal. 168, Article ID 107401, 16 p. (2022). MSC: 62M10 60G15 60G22 62M07 62P10 PDFBibTeX XMLCite \textit{D. Szarek} et al., Comput. Stat. Data Anal. 168, Article ID 107401, 16 p. (2022; Zbl 07476373) Full Text: DOI
Li, Muyi; Zhang, Yanfen Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors. (English) Zbl 07422848 Comput. Stat. Data Anal. 165, Article ID 107321, 19 p. (2022). MSC: 62M10 62H15 62G09 62M07 62P20 PDFBibTeX XMLCite \textit{M. Li} and \textit{Y. Zhang}, Comput. Stat. Data Anal. 165, Article ID 107321, 19 p. (2022; Zbl 07422848) Full Text: DOI
Maraj, Katarzyna; Szarek, Dawid; Sikora, Grzegorz; Wyłomańska, Agnieszka Empirical anomaly measure for finite-variance processes. (English) Zbl 1519.60118 J. Phys. A, Math. Theor. 54, No. 2, Article ID 024001, 22 p. (2021). MSC: 60K50 62M07 PDFBibTeX XMLCite \textit{K. Maraj} et al., J. Phys. A, Math. Theor. 54, No. 2, Article ID 024001, 22 p. (2021; Zbl 1519.60118) Full Text: DOI OA License
Patie, P.; Srapionyan, A. Spectral projections correlation structure for short-to-long range dependent processes. (English) Zbl 1499.60107 Eur. J. Appl. Math. 32, No. 1, 1-31 (2021). MSC: 60G07 47B40 62H20 62M02 62M07 PDFBibTeX XMLCite \textit{P. Patie} and \textit{A. Srapionyan}, Eur. J. Appl. Math. 32, No. 1, 1--31 (2021; Zbl 1499.60107) Full Text: DOI arXiv
Omay, Tolga; Baleanu, Dumitru Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19. (English) Zbl 1494.62018 Adv. Difference Equ. 2021, Paper No. 167, 33 p. (2021). MSC: 62M10 62M07 62M15 62P05 92D30 PDFBibTeX XMLCite \textit{T. Omay} and \textit{D. Baleanu}, Adv. Difference Equ. 2021, Paper No. 167, 33 p. (2021; Zbl 1494.62018) Full Text: DOI OA License
Ferrer-Pérez, Hugo; Ayuda, María-Isabel; Aznar, Antonio The sensitivity of unit root tests to the initial condition and to the lag length selection: a Monte Carlo simulation study. (English) Zbl 1489.62274 Commun. Stat., Simulation Comput. 50, No. 4, 1062-1072 (2021). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{H. Ferrer-Pérez} et al., Commun. Stat., Simulation Comput. 50, No. 4, 1062--1072 (2021; Zbl 1489.62274) Full Text: DOI
Hepsag, Aycan A unit root test based on smooth transitions and nonlinear adjustment. (English) Zbl 1489.62278 Commun. Stat., Simulation Comput. 50, No. 3, 625-632 (2021). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{A. Hepsag}, Commun. Stat., Simulation Comput. 50, No. 3, 625--632 (2021; Zbl 1489.62278) Full Text: DOI Link
Lee, Sangyeol; Kim, Byungsoo Recent progress in parameter change test for integer-valued time series models. (English) Zbl 1485.62124 J. Korean Stat. Soc. 50, No. 3, 730-755 (2021). MSC: 62M10 62F12 62M07 62E20 PDFBibTeX XMLCite \textit{S. Lee} and \textit{B. Kim}, J. Korean Stat. Soc. 50, No. 3, 730--755 (2021; Zbl 1485.62124) Full Text: DOI
Choi, Ji-Eun; Shin, Dong Wan A general panel break test based on the self-normalization method. (English) Zbl 1485.62115 J. Korean Stat. Soc. 50, No. 3, 654-680 (2021). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{J.-E. Choi} and \textit{D. W. Shin}, J. Korean Stat. Soc. 50, No. 3, 654--680 (2021; Zbl 1485.62115) Full Text: DOI
Choi, Guebin A new approach for detecting gradual changes in non-stationary time series with seasonal effects. (English) Zbl 1485.62114 J. Korean Stat. Soc. 50, No. 2, 419-430 (2021). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{G. Choi}, J. Korean Stat. Soc. 50, No. 2, 419--430 (2021; Zbl 1485.62114) Full Text: DOI
Kunitomo, Naoto; Kurisu, Daisuke Detecting factors of quadratic variation in the presence of market microstructure noise. (English) Zbl 1477.62297 Jpn. J. Stat. Data Sci. 4, No. 1, 601-641 (2021). MSC: 62P05 62M07 62M10 PDFBibTeX XMLCite \textit{N. Kunitomo} and \textit{D. Kurisu}, Jpn. J. Stat. Data Sci. 4, No. 1, 601--641 (2021; Zbl 1477.62297) Full Text: DOI OA License
Jo, Minyoung; Lee, Sangyeol On CUSUM test for dynamic panel models. (English) Zbl 1480.62176 Stat. Methods Appl. 30, No. 2, 515-542 (2021). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{M. Jo} and \textit{S. Lee}, Stat. Methods Appl. 30, No. 2, 515--542 (2021; Zbl 1480.62176) Full Text: DOI
Liu, Qi-meng; Liao, Gui-li; Zhang, Rong-mao Quantile inference for nonstationary processes with infinite variance innovations. (English) Zbl 1488.62132 Appl. Math., Ser. B (Engl. Ed.) 36, No. 3, 443-461 (2021). MSC: 62M07 62F03 62F05 62F12 62E20 62P20 PDFBibTeX XMLCite \textit{Q.-m. Liu} et al., Appl. Math., Ser. B (Engl. Ed.) 36, No. 3, 443--461 (2021; Zbl 1488.62132) Full Text: DOI OA License
Zhang, Rongmao; Chan, Ngai Hang Nonstationary linear processes with infinite variance GARCH errors. (English) Zbl 1479.62068 Econom. Theory 37, No. 5, 892-925 (2021). MSC: 62M10 62M07 62E20 PDFBibTeX XMLCite \textit{R. Zhang} and \textit{N. H. Chan}, Econom. Theory 37, No. 5, 892--925 (2021; Zbl 1479.62068) Full Text: DOI
Johnson, Devin; Pelland, Noel; Sterling, Jeremy A continuous-time semi-Markov model for animal movement in a dynamic environment. (English) Zbl 1478.62331 Ann. Appl. Stat. 15, No. 2, 797-812 (2021). MSC: 62P10 62M07 92B25 PDFBibTeX XMLCite \textit{D. Johnson} et al., Ann. Appl. Stat. 15, No. 2, 797--812 (2021; Zbl 1478.62331) Full Text: DOI
El-Aroui, Mhamed-Ali Real-time prequential goodness-of-fit testing of life distributions in renewal processes. (English) Zbl 1478.62237 Stat. Probab. Lett. 176, Article ID 109146, 6 p. (2021). MSC: 62M07 60K05 62N05 PDFBibTeX XMLCite \textit{M.-A. El-Aroui}, Stat. Probab. Lett. 176, Article ID 109146, 6 p. (2021; Zbl 1478.62237) Full Text: DOI
Votsi, I.; Gayraud, G.; Barbu, V. S.; Limnios, N. Hypotheses testing and posterior concentration rates for semi-Markov processes. (English) Zbl 1477.62228 Stat. Inference Stoch. Process. 24, No. 3, 707-732 (2021). MSC: 62M07 62H15 62G35 PDFBibTeX XMLCite \textit{I. Votsi} et al., Stat. Inference Stoch. Process. 24, No. 3, 707--732 (2021; Zbl 1477.62228) Full Text: DOI arXiv HAL
Du, Lingjie; Pang, Tianxiao Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept. (English) Zbl 1477.62062 Methodol. Comput. Appl. Probab. 23, No. 3, 767-799 (2021). MSC: 62F12 62M10 62M07 60G50 PDFBibTeX XMLCite \textit{L. Du} and \textit{T. Pang}, Methodol. Comput. Appl. Probab. 23, No. 3, 767--799 (2021; Zbl 1477.62062) Full Text: DOI
Rayaprolu, Sairam; Chi, Zhiyi False discovery variance reduction in large scale simultaneous hypothesis tests. (English) Zbl 1474.62201 Methodol. Comput. Appl. Probab. 23, No. 3, 711-733 (2021). MSC: 62H15 62M02 62M07 PDFBibTeX XMLCite \textit{S. Rayaprolu} and \textit{Z. Chi}, Methodol. Comput. Appl. Probab. 23, No. 3, 711--733 (2021; Zbl 1474.62201) Full Text: DOI arXiv
Wu, Qianzhu; Glaz, Joseph Scan statistics for normal data with outliers. (English) Zbl 1477.62229 Methodol. Comput. Appl. Probab. 23, No. 1, 429-458 (2021). MSC: 62M07 62F40 60F10 PDFBibTeX XMLCite \textit{Q. Wu} and \textit{J. Glaz}, Methodol. Comput. Appl. Probab. 23, No. 1, 429--458 (2021; Zbl 1477.62229) Full Text: DOI
Qin, Ruibing; Luo, Xinxin; Yang, Wei Wilcoxon rank test for change in persistence. (English) Zbl 1477.62227 Statistics 55, No. 3, 514-531 (2021). MSC: 62M07 62M10 62P20 PDFBibTeX XMLCite \textit{R. Qin} et al., Statistics 55, No. 3, 514--531 (2021; Zbl 1477.62227) Full Text: DOI
Sun, Zhongyang Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon. (English) Zbl 1476.62230 Appl. Math. Optim. 84, Suppl. 1, S319-S353 (2021). MSC: 62P05 62M07 60J65 93E20 PDFBibTeX XMLCite \textit{Z. Sun}, Appl. Math. Optim. 84, S319--S353 (2021; Zbl 1476.62230) Full Text: DOI
Maharaj, Elizabeth Ann; Brito, Paula; Teles, Paulo A test to compare interval time series. (English) Zbl 1519.62021 Int. J. Approx. Reasoning 133, 17-29 (2021). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{E. A. Maharaj} et al., Int. J. Approx. Reasoning 133, 17--29 (2021; Zbl 1519.62021) Full Text: DOI Link
Abdlrazeq, Ibrahim; Nguyen, Hieu Model verification for Lévy-driven CARMA(2,1) processes. (English) Zbl 1475.62231 Stoch. Models 37, No. 3, 517-547 (2021). MSC: 62M07 62M10 62M02 60G51 PDFBibTeX XMLCite \textit{I. Abdlrazeq} and \textit{H. Nguyen}, Stoch. Models 37, No. 3, 517--547 (2021; Zbl 1475.62231) Full Text: DOI
De Brabanter, Kris; Sabzikar, Farzad Asymptotic theory for regression models with fractional local to unity root errors. (English) Zbl 1475.62236 Metrika 84, No. 7, 997-1024 (2021). MSC: 62M10 62M07 62G08 PDFBibTeX XMLCite \textit{K. De Brabanter} and \textit{F. Sabzikar}, Metrika 84, No. 7, 997--1024 (2021; Zbl 1475.62236) Full Text: DOI arXiv
Clinet, Simon; Potiron, Yoann Cointegration in high frequency data. (English) Zbl 1472.62134 Electron. J. Stat. 15, No. 1, 1263-1327 (2021). MSC: 62M10 62M07 60G48 62P05 PDFBibTeX XMLCite \textit{S. Clinet} and \textit{Y. Potiron}, Electron. J. Stat. 15, No. 1, 1263--1327 (2021; Zbl 1472.62134) Full Text: DOI arXiv
Saini, Monika; Devi, Kuntal; Kumar, Ashish Stochastic modeling of a non-identical redundant system with priority in repair activities. (English) Zbl 1470.62149 Thail. Stat. 19, No. 1, 154-161 (2021). MSC: 62N05 62M07 62P30 PDFBibTeX XMLCite \textit{M. Saini} et al., Thail. Stat. 19, No. 1, 154--161 (2021; Zbl 1470.62149) Full Text: Link
Banerjee, Taposh; Gurram, Prudhvi; Whipps, Gene T. A Bayesian theory of change detection in statistically periodic random processes. (English) Zbl 1473.62296 IEEE Trans. Inf. Theory 67, No. 4, 2562-2580 (2021). MSC: 62M07 62M15 62F15 62L15 PDFBibTeX XMLCite \textit{T. Banerjee} et al., IEEE Trans. Inf. Theory 67, No. 4, 2562--2580 (2021; Zbl 1473.62296) Full Text: DOI arXiv
Zhang, Jiangfan; Wang, Xiaodong Low-complexity quickest change detection in linear systems with unknown time-varying pre- and post-change distributions. (English) Zbl 1473.62283 IEEE Trans. Inf. Theory 67, No. 3, 1804-1824 (2021). MSC: 62L10 62M07 94A13 PDFBibTeX XMLCite \textit{J. Zhang} and \textit{X. Wang}, IEEE Trans. Inf. Theory 67, No. 3, 1804--1824 (2021; Zbl 1473.62283) Full Text: DOI
Wang, Shaoping; Li, Yanglin; Wen, Kuangyu Recursive adjusted unit root tests under non-stationary volatility. (English) Zbl 1469.62329 Econ. Lett. 205, Article ID 109941, 5 p. (2021). MSC: 62M07 62P20 PDFBibTeX XMLCite \textit{S. Wang} et al., Econ. Lett. 205, Article ID 109941, 5 p. (2021; Zbl 1469.62329) Full Text: DOI
Balcerek, Michał; Burnecki, Krzysztof; Sikora, Grzegorz; Wyłomańska, Agnieszka Discriminating Gaussian processes via quadratic form statistics. (English) Zbl 1471.62451 Chaos 31, No. 6, Article ID 063101, 16 p. (2021). MSC: 62M07 60G15 PDFBibTeX XMLCite \textit{M. Balcerek} et al., Chaos 31, No. 6, Article ID 063101, 16 p. (2021; Zbl 1471.62451) Full Text: DOI
Duffy, James A.; Kasparis, Ioannis Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes. (English) Zbl 1471.62314 Ann. Stat. 49, No. 2, 1195-1217 (2021). Reviewer: Dimitrios Bagkavos (Ioannina) MSC: 62G07 62G08 62M07 62M10 60G22 PDFBibTeX XMLCite \textit{J. A. Duffy} and \textit{I. Kasparis}, Ann. Stat. 49, No. 2, 1195--1217 (2021; Zbl 1471.62314) Full Text: DOI arXiv
Otto, Sven Unit root testing with slowly varying trends. (English) Zbl 1468.62344 J. Time Ser. Anal. 42, No. 1, 85-106 (2021). MSC: 62M10 62M07 65C05 PDFBibTeX XMLCite \textit{S. Otto}, J. Time Ser. Anal. 42, No. 1, 85--106 (2021; Zbl 1468.62344) Full Text: DOI arXiv OA License
Hirukawa, Junichi; Lee, Sangyeol Asymptotic properties of mildly explosive processes with locally stationary disturbance. (English) Zbl 1496.62154 Metrika 84, No. 4, 511-534 (2021). MSC: 62M10 62M07 60G10 60F17 62P05 PDFBibTeX XMLCite \textit{J. Hirukawa} and \textit{S. Lee}, Metrika 84, No. 4, 511--534 (2021; Zbl 1496.62154) Full Text: DOI
Ke, Rui; Lu, Wanbo; Jia, Jing Evaluating multiplicative error models: a residual-based approach. (English) Zbl 1510.62361 Comput. Stat. Data Anal. 153, Article ID 107086, 12 p. (2021). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{R. Ke} et al., Comput. Stat. Data Anal. 153, Article ID 107086, 12 p. (2021; Zbl 1510.62361) Full Text: DOI
Kim, Sungsu; Park, Chong Jin An asymptotic conditional test of independence in Bernoulli sequences using the number of runs given the number of successes. (English) Zbl 1465.62145 Sankhyā, Ser. A 83, No. 1, 143-154 (2021). MSC: 62M07 62E20 PDFBibTeX XMLCite \textit{S. Kim} and \textit{C. J. Park}, Sankhyā, Ser. A 83, No. 1, 143--154 (2021; Zbl 1465.62145) Full Text: DOI
Juodis, Artūras; Poldermans, Rutger W. Backward mean transformation in unit root panel data models. (English) Zbl 1462.62078 Econ. Lett. 201, Article ID 109780, 5 p. (2021). MSC: 62D20 62M07 62M20 PDFBibTeX XMLCite \textit{A. Juodis} and \textit{R. W. Poldermans}, Econ. Lett. 201, Article ID 109780, 5 p. (2021; Zbl 1462.62078) Full Text: DOI OA License
Norkutė, Milda; Westerlund, Joakim The factor analytical approach in near unit root interactive effects panels. (English) Zbl 1471.62473 J. Econom. 221, No. 2, 569-590 (2021). MSC: 62M10 62F12 62H25 62M07 62P20 PDFBibTeX XMLCite \textit{M. Norkutė} and \textit{J. Westerlund}, J. Econom. 221, No. 2, 569--590 (2021; Zbl 1471.62473) Full Text: DOI
Kengne, William Strongly consistent model selection for general causal time series. (English) Zbl 1461.62155 Stat. Probab. Lett. 171, Article ID 109000, 7 p. (2021). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{W. Kengne}, Stat. Probab. Lett. 171, Article ID 109000, 7 p. (2021; Zbl 1461.62155) Full Text: DOI arXiv
Wei, Yanfeng; Zhang, Liguo; Guo, Xiaoying; Yang, Ting A theoretical and simulation analysis on the power of the frequency domain causality test. (English) Zbl 1461.62164 Stat. Probab. Lett. 170, Article ID 108970, 7 p. (2021). MSC: 62M10 62M07 62H20 PDFBibTeX XMLCite \textit{Y. Wei} et al., Stat. Probab. Lett. 170, Article ID 108970, 7 p. (2021; Zbl 1461.62164) Full Text: DOI
Fitzpatrick, Matthew; Stewart, Michael I. Asymptotics for Markov chain mixture detection. arXiv:2111.12224 Preprint, arXiv:2111.12224 [math.ST] (2021). MSC: 60J28 62M07 BibTeX Cite \textit{M. Fitzpatrick} and \textit{M. I. Stewart}, ``Asymptotics for Markov chain mixture detection'', Preprint, arXiv:2111.12224 [math.ST] (2021) Full Text: DOI arXiv OA License
Petranova, M. Yu. Testing hypotheses about the type of the correlation function. (Ukrainian. English summary) Zbl 07909331 Nauk. Visn. Uzhgorod. Univ., Ser. Mat. Inform. 37, No. 2, 114-121 (2020). Reviewer: Oleksandr Mokliachuk (Princeton) MSC: 60G15 62M07 PDFBibTeX XMLCite \textit{M. Yu. Petranova}, Nauk. Visn. Uzhgorod. Univ., Ser. Mat. Inform. 37, No. 2, 114--121 (2020; Zbl 07909331) Full Text: DOI
Dağlioğlu, Selim; Bakir, Mehmet Akif An evaluation of some methods used for determination of homogenous structural break point in mean of panel data. (English) Zbl 1489.62269 Commun. Fac. Sci. Univ. Ank., Sér. A1, Math. Stat. 69, No. 1, 717-738 (2020). MSC: 62M10 62M07 62M09 PDFBibTeX XMLCite \textit{S. Dağlioğlu} and \textit{M. A. Bakir}, Commun. Fac. Sci. Univ. Ank., Sér. A1, Math. Stat. 69, No. 1, 717--738 (2020; Zbl 1489.62269) Full Text: DOI
Wang, Yunlong; Wang, Zhaojun; Zi, Xuemin Rank-based multiple change-point detection. (English) Zbl 1511.62236 Commun. Stat., Theory Methods 49, No. 14, 3438-3454 (2020). MSC: 62M10 62G05 62G20 62M07 62P10 PDFBibTeX XMLCite \textit{Y. Wang} et al., Commun. Stat., Theory Methods 49, No. 14, 3438--3454 (2020; Zbl 1511.62236) Full Text: DOI
Cui, Yunwei; Wu, Rongning Test of parameter changes in a class of observation-driven models for count time series. (English) Zbl 1511.62215 Commun. Stat., Theory Methods 49, No. 8, 1933-1959 (2020). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{Y. Cui} and \textit{R. Wu}, Commun. Stat., Theory Methods 49, No. 8, 1933--1959 (2020; Zbl 1511.62215) Full Text: DOI
Yu, GangHyok; Kim, SongGuk Parameter change test for periodic integer-valued autoregressive process. (English) Zbl 1511.62238 Commun. Stat., Theory Methods 49, No. 12, 2898-2912 (2020). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{G. Yu} and \textit{S. Kim}, Commun. Stat., Theory Methods 49, No. 12, 2898--2912 (2020; Zbl 1511.62238) Full Text: DOI
Fryzlewicz, Piotr Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection – rejoinder. (English) Zbl 1485.62117 J. Korean Stat. Soc. 49, No. 4, 1099-1105 (2020). MSC: 62M10 62M07 62-08 PDFBibTeX XMLCite \textit{P. Fryzlewicz}, J. Korean Stat. Soc. 49, No. 4, 1099--1105 (2020; Zbl 1485.62117) Full Text: DOI OA License
Seo, Myung Hwan Frequent or systematic changes? Discussion on “Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection.”. (English) Zbl 1485.62128 J. Korean Stat. Soc. 49, No. 4, 1096-1098 (2020). MSC: 62M10 62M07 62-08 PDFBibTeX XMLCite \textit{M. H. Seo}, J. Korean Stat. Soc. 49, No. 4, 1096--1098 (2020; Zbl 1485.62128) Full Text: DOI arXiv
Lund, Robert; Shi, Xueheng Short communication: Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection. (English) Zbl 1485.62125 J. Korean Stat. Soc. 49, No. 4, 1090-1095 (2020). MSC: 62M10 62M07 62-08 PDFBibTeX XMLCite \textit{R. Lund} and \textit{X. Shi}, J. Korean Stat. Soc. 49, No. 4, 1090--1095 (2020; Zbl 1485.62125) Full Text: DOI
Kovács, Solt; Li, Housen; Bühlmann, Peter Seeded intervals and noise level estimation in change point detection: a discussion of Fryzlewicz (2020). (English) Zbl 1485.62122 J. Korean Stat. Soc. 49, No. 4, 1081-1089 (2020). MSC: 62M10 62M07 62-08 PDFBibTeX XMLCite \textit{S. Kovács} et al., J. Korean Stat. Soc. 49, No. 4, 1081--1089 (2020; Zbl 1485.62122) Full Text: DOI arXiv
Cho, Haeran; Kirch, Claudia Discussion of ‘Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection’. (English) Zbl 1485.62113 J. Korean Stat. Soc. 49, No. 4, 1076-1080 (2020). MSC: 62M10 62M07 62-08 PDFBibTeX XMLCite \textit{H. Cho} and \textit{C. Kirch}, J. Korean Stat. Soc. 49, No. 4, 1076--1080 (2020; Zbl 1485.62113) Full Text: DOI arXiv OA License
Banerjee, Moulinath Discussion of ‘Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection’. (English) Zbl 1485.62111 J. Korean Stat. Soc. 49, No. 4, 1071-1075 (2020). MSC: 62M10 62M07 62-08 PDFBibTeX XMLCite \textit{M. Banerjee}, J. Korean Stat. Soc. 49, No. 4, 1071--1075 (2020; Zbl 1485.62111) Full Text: DOI
Fryzlewicz, Piotr Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection. (English) Zbl 1485.62116 J. Korean Stat. Soc. 49, No. 4, 1027-1070 (2020). MSC: 62M10 62M07 62-08 PDFBibTeX XMLCite \textit{P. Fryzlewicz}, J. Korean Stat. Soc. 49, No. 4, 1027--1070 (2020; Zbl 1485.62116) Full Text: DOI arXiv Link
Baltagi, Badi H.; Kao, Chihwa; Liu, Long Testing for shifts in a time trend panel data model with serially correlated error component disturbances. (English) Zbl 1490.62226 Econom. Rev. 39, No. 8, 745-762 (2020). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{B. H. Baltagi} et al., Econom. Rev. 39, No. 8, 745--762 (2020; Zbl 1490.62226) Full Text: DOI Link
Tu, Yundong; Chan, Nigel; Wang, Qiying Testing for a unit root with nonstationary nonlinear heteroskedasticity. (English) Zbl 1490.62280 Econom. Rev. 39, No. 9, 904-929 (2020). MSC: 62M10 62M07 62E20 60F17 62P20 PDFBibTeX XMLCite \textit{Y. Tu} et al., Econom. Rev. 39, No. 9, 904--929 (2020; Zbl 1490.62280) Full Text: DOI
Cattaneo, Matias D.; Jansson, Michael; Nagasawa, Kenichi Bootstrap-based inference for cube root asymptotics. (English) Zbl 1467.62138 Econometrica 88, No. 5, 2203-2219 (2020). MSC: 62M07 62G05 62G09 62G20 PDFBibTeX XMLCite \textit{M. D. Cattaneo} et al., Econometrica 88, No. 5, 2203--2219 (2020; Zbl 1467.62138) Full Text: DOI arXiv
Doukhan, Paul; Grublytė, Ieva; Pommeret, Denys; Reboul, Laurence Comparing the marginal densities of two strictly stationary linear processes. (English) Zbl 1467.62143 Ann. Inst. Stat. Math. 72, No. 6, 1419-1447 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62G10 62M07 60G10 62P10 92B25 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Ann. Inst. Stat. Math. 72, No. 6, 1419--1447 (2020; Zbl 1467.62143) Full Text: DOI
Pang, Yingying; Chen, Zhenlong; Zheng, Changmei; Zhang, Qiaoyan The unit root test of ESTAR-GARCH model. (Chinese. English summary) Zbl 1474.62314 Chin. J. Appl. Probab. Stat. 36, No. 5, 441-452 (2020). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{Y. Pang} et al., Chin. J. Appl. Probab. Stat. 36, No. 5, 441--452 (2020; Zbl 1474.62314) Full Text: DOI
Arteche, Josu Exact local Whittle estimation in long memory time series with multiple poles. (English) Zbl 1462.62520 Econom. Theory 36, No. 6, 1064-1098 (2020). MSC: 62M10 62M07 62E20 62P20 PDFBibTeX XMLCite \textit{J. Arteche}, Econom. Theory 36, No. 6, 1064--1098 (2020; Zbl 1462.62520) Full Text: DOI
Hill, Jonathan B.; Motegi, Kaiji A max-correlation white noise test for weakly dependent time series. (English) Zbl 1462.62534 Econom. Theory 36, No. 5, 907-960 (2020). MSC: 62M10 62M07 62E20 62G10 62G20 60H40 PDFBibTeX XMLCite \textit{J. B. Hill} and \textit{K. Motegi}, Econom. Theory 36, No. 5, 907--960 (2020; Zbl 1462.62534) Full Text: DOI arXiv
Novikov, Andrey; Palacios-Soto, Juan Luis Sequential hypothesis tests under random horizon. (English) Zbl 1466.62379 Sequential Anal. 39, No. 2, 133-166 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62L10 62L15 62C10 62M07 62M10 60G40 PDFBibTeX XMLCite \textit{A. Novikov} and \textit{J. L. Palacios-Soto}, Sequential Anal. 39, No. 2, 133--166 (2020; Zbl 1466.62379) Full Text: DOI
Gørgens, Tue; Han, Chirok; Xue, Sen On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root. (English) Zbl 1459.62213 Econ. Lett. 197, Article ID 109605, 4 p. (2020). MSC: 62P20 62M07 62E20 PDFBibTeX XMLCite \textit{T. Gørgens} et al., Econ. Lett. 197, Article ID 109605, 4 p. (2020; Zbl 1459.62213) Full Text: DOI