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 07308059 Econ. Lett. 197, Article ID 109605, 4 p. (2020). MSC: 62D20 62M07 62E20 PDF BibTeX XML Cite \textit{T. Gørgens} et al., Econ. Lett. 197, Article ID 109605, 4 p. (2020; Zbl 07308059) Full Text: DOI
Duan, Boyan; Ramdas, Aaditya; Balakrishnan, Sivaraman; Wasserman, Larry Interactive martingale tests for the global null. (English) Zbl 07298083 Electron. J. Stat. 14, No. 2, 4489-4551 (2020). MSC: 62F03 62H15 62J05 62M07 60G44 PDF BibTeX XML Cite \textit{B. Duan} et al., Electron. J. Stat. 14, No. 2, 4489--4551 (2020; Zbl 07298083) Full Text: DOI Euclid
Kumar, Ashok; Kumar, Jitendra; Agiwal, Varun Bayesian computation and analysis of C-PAR(1) time series model with structural break. (English) Zbl 07280214 Thail. Stat. 18, No. 2, 150-164 (2020). MSC: 62M10 62M07 62F15 62D20 PDF BibTeX XML Cite \textit{A. Kumar} et al., Thail. Stat. 18, No. 2, 150--164 (2020; Zbl 07280214) Full Text: Link
Anwar, Tarique; Liu, Chengfei; Vu, Hai L.; Islam, Md. Saiful; Yu, Dongjin; Hoang, Nam Influence ranking of road segments in urban road traffic networks. (English) Zbl 07276798 Computing 102, No. 11, 2333-2360 (2020). MSC: 90B20 60J70 62M07 62M30 PDF BibTeX XML Cite \textit{T. Anwar} et al., Computing 102, No. 11, 2333--2360 (2020; Zbl 07276798) Full Text: DOI
Cheng, Dan; He, Zhibing; Schwartzman, Armin Multiple testing of local extrema for detection of change points. (English) Zbl 1452.62623 Electron. J. Stat. 14, No. 2, 3705-3729 (2020). MSC: 62M10 62M07 62G10 62J15 60G35 60G15 PDF BibTeX XML Cite \textit{D. Cheng} et al., Electron. J. Stat. 14, No. 2, 3705--3729 (2020; Zbl 1452.62623) Full Text: DOI Euclid
Jin, Fei; Lee, Lung-fei Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances. (English) Zbl 1452.62609 Econ. Lett. 194, Article ID 109397, 4 p. (2020). MSC: 62M07 62M10 62M30 62H11 PDF BibTeX XML Cite \textit{F. Jin} and \textit{L.-f. Lee}, Econ. Lett. 194, Article ID 109397, 4 p. (2020; Zbl 1452.62609) Full Text: DOI
Ning, Yang; Sida, Peng; Imai, Kosuke Robust estimation of causal effects via a high-dimensional covariate balancing propensity score. (English) Zbl 1451.62050 Biometrika 107, No. 3, 533-554 (2020). MSC: 62G35 62G07 62P25 62M07 PDF BibTeX XML Cite \textit{Y. Ning} et al., Biometrika 107, No. 3, 533--554 (2020; Zbl 1451.62050) Full Text: DOI
Wang, Xuexin; Sun, Yixiao An asymptotic \(F\) test for uncorrelatedness in the presence of time series dependence. (English) Zbl 1450.62105 J. Time Ser. Anal. 41, No. 4, 536-550 (2020). MSC: 62M07 62F05 62M10 62H20 PDF BibTeX XML Cite \textit{X. Wang} and \textit{Y. Sun}, J. Time Ser. Anal. 41, No. 4, 536--550 (2020; Zbl 1450.62105) Full Text: DOI
Petrova, Yu. P. Exact \(L_2\)-small ball asymptotics for some Durbin processes. (English. Russian original) Zbl 1448.62129 J. Math. Sci., New York 244, No. 5, 842-857 (2020); translation from Zap. Nauchn. Semin. POMI 466, 211-233 (2017). MSC: 62M07 62M10 60G05 PDF BibTeX XML Cite \textit{Yu. P. Petrova}, J. Math. Sci., New York 244, No. 5, 842--857 (2020; Zbl 1448.62129); translation from Zap. Nauchn. Semin. POMI 466, 211--233 (2017) Full Text: DOI
Gerstenberger, Carina; Vogel, Daniel; Wendler, Martin Tests for scale changes based on pairwise differences. (English) Zbl 1441.62223 J. Am. Stat. Assoc. 115, No. 531, 1336-1348 (2020). MSC: 62M07 62M10 PDF BibTeX XML Cite \textit{C. Gerstenberger} et al., J. Am. Stat. Assoc. 115, No. 531, 1336--1348 (2020; Zbl 1441.62223) Full Text: DOI
Dobler, Dennis; Titman, Andrew Dynamic inference for non-Markov transition probabilities under random right censoring. (English) Zbl 1450.62125 Scand. J. Stat. 47, No. 2, 572-586 (2020). MSC: 62N01 62M07 62G15 PDF BibTeX XML Cite \textit{D. Dobler} and \textit{A. Titman}, Scand. J. Stat. 47, No. 2, 572--586 (2020; Zbl 1450.62125) Full Text: DOI
Song, Xinyu; Wang, Yazhen GARCH quasi-likelihood ratios for SV model and the diffusion limit. (English) Zbl 1447.62097 Stat. Probab. Lett. 165, Article ID 108817, 6 p. (2020). MSC: 62M07 62M10 60H15 60J60 62P05 PDF BibTeX XML Cite \textit{X. Song} and \textit{Y. Wang}, Stat. Probab. Lett. 165, Article ID 108817, 6 p. (2020; Zbl 1447.62097) Full Text: DOI
Duffy, James A. Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests. (English) Zbl 1447.62035 Econom. Theory 36, No. 4, 559-582 (2020). MSC: 62G07 62G20 62G10 62M07 PDF BibTeX XML Cite \textit{J. A. Duffy}, Econom. Theory 36, No. 4, 559--582 (2020; Zbl 1447.62035) Full Text: DOI
Nazlioglu, Saban; Lee, Junsoo Response surface estimates of the LM unit root tests. (English) Zbl 1443.62233 Econ. Lett. 192, Article ID 109136, 3 p. (2020). MSC: 62M07 62K20 PDF BibTeX XML Cite \textit{S. Nazlioglu} and \textit{J. Lee}, Econ. Lett. 192, Article ID 109136, 3 p. (2020; Zbl 1443.62233) Full Text: DOI
Moon, Ji Eun; Park, Cheolyong; Ha, Jeongcheol; Hwang, Sun Young; Kim, Tae Yoon Stationarity test based on density approach. (English) Zbl 1444.62060 J. Nonparametric Stat. 32, No. 2, 345-366 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62M10 62M07 60G10 62G07 PDF BibTeX XML Cite \textit{J. E. Moon} et al., J. Nonparametric Stat. 32, No. 2, 345--366 (2020; Zbl 1444.62060) Full Text: DOI
Barigozzi, Matteo; Trapani, Lorenzo Sequential testing for structural stability in approximate factor models. (English) Zbl 1441.62208 Stochastic Processes Appl. 130, No. 8, 5149-5187 (2020). MSC: 62L10 62L12 62H25 62M10 62P20 62M07 15A18 PDF BibTeX XML Cite \textit{M. Barigozzi} and \textit{L. Trapani}, Stochastic Processes Appl. 130, No. 8, 5149--5187 (2020; Zbl 1441.62208) Full Text: DOI
Marsh, Patrick Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends. (English) Zbl 1442.62043 J. Time Ser. Anal. 41, No. 1, 146-153 (2020). MSC: 62F03 62F05 62E15 62E20 62M07 PDF BibTeX XML Cite \textit{P. Marsh}, J. Time Ser. Anal. 41, No. 1, 146--153 (2020; Zbl 1442.62043) Full Text: DOI
Chambers, Marcus J.; Taylor, A. M. Robert Deterministic parameter change models in continuous and discrete time. (English) Zbl 1444.62100 J. Time Ser. Anal. 41, No. 1, 134-145 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M10 62M07 PDF BibTeX XML Cite \textit{M. J. Chambers} and \textit{A. M. R. Taylor}, J. Time Ser. Anal. 41, No. 1, 134--145 (2020; Zbl 1444.62100) Full Text: DOI
Wang, Di; Li, Wai Keung Unit root testing on buffered autoregressive model. (English) Zbl 1439.62185 Stat. Sin. 30, No. 2, 977-1003 (2020). MSC: 62M07 62M10 60G12 62F40 PDF BibTeX XML Cite \textit{D. Wang} and \textit{W. K. Li}, Stat. Sin. 30, No. 2, 977--1003 (2020; Zbl 1439.62185) Full Text: DOI
Huang, Hailin; Li, Yuanzhang; Liang, Hua; Tang, Yanlin Estimation of single-index models with fixed censored responses. (English) Zbl 1439.62209 Stat. Sin. 30, No. 2, 829-843 (2020). MSC: 62N01 62G08 62M07 62P10 PDF BibTeX XML Cite \textit{H. Huang} et al., Stat. Sin. 30, No. 2, 829--843 (2020; Zbl 1439.62209) Full Text: DOI
Bardet, Jean-Marc; Kamila, Kare; Kengne, William Consistent model selection criteria and goodness-of-fit test for common time series models. (English) Zbl 1434.62180 Electron. J. Stat. 14, No. 1, 2009-2052 (2020). MSC: 62M10 62M07 PDF BibTeX XML Cite \textit{J.-M. Bardet} et al., Electron. J. Stat. 14, No. 1, 2009--2052 (2020; Zbl 1434.62180) Full Text: DOI Euclid
Grabowski, Daniel; Staszewska-Bystrova, Anna; Winker, Peter Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions. (English) Zbl 1437.62117 AStA, Adv. Stat. Anal. 104, No. 1, 5-32 (2020). MSC: 62F25 62F40 62M07 PDF BibTeX XML Cite \textit{D. Grabowski} et al., AStA, Adv. Stat. Anal. 104, No. 1, 5--32 (2020; Zbl 1437.62117) Full Text: DOI
Johnen, Marcus; Bedbur, Stefan; Kamps, Udo A note on multiple roots of a likelihood equation for Weibull sequential order statistics. (English) Zbl 1436.62168 Metrika 83, No. 4, 519-525 (2020). MSC: 62G30 62L12 62N05 62E15 62M07 PDF BibTeX XML Cite \textit{M. Johnen} et al., Metrika 83, No. 4, 519--525 (2020; Zbl 1436.62168) Full Text: DOI
Harvey, David I.; Leybourne, Stephen J.; Zu, Yang Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility. (English) Zbl 1436.62402 Econom. Theory 36, No. 1, 122-169 (2020). MSC: 62M07 62P05 62G10 62M10 PDF BibTeX XML Cite \textit{D. I. Harvey} et al., Econom. Theory 36, No. 1, 122--169 (2020; Zbl 1436.62402) Full Text: DOI
Chevillon, Guillaume; Mavroeidis, Sophocles; Zhan, Zhaoguo Robust inference in structural vector autoregressions with long-run restrictions. (English) Zbl 1436.62416 Econom. Theory 36, No. 1, 86-121 (2020). MSC: 62M10 91B82 62E20 91B62 62F10 62F35 62M07 PDF BibTeX XML Cite \textit{G. Chevillon} et al., Econom. Theory 36, No. 1, 86--121 (2020; Zbl 1436.62416) Full Text: DOI
Adu, N.; Richardson, Gary; Tseng, Michael C. Periodogram ordinate: spatial model with near unit roots and dependent errors. (English) Zbl 07153432 Stat. Probab. Lett. 157, Article ID 108615, 9 p. (2020). MSC: 62M30 62M07 62M10 62M40 62E20 PDF BibTeX XML Cite \textit{N. Adu} et al., Stat. Probab. Lett. 157, Article ID 108615, 9 p. (2020; Zbl 07153432) Full Text: DOI
Dufour, Jean-Marie; Neves, Julien Finite-sample inference and nonstandard asymptotics with Monte Carlo tests and R. (English) Zbl 1439.62190 Vinod, Hrishikesh D. (ed.) et al., Conceptual econometrics using R. Amsterdam: Elsevier/North Holland. Handb. Stat. 41, 3-31 (2019). MSC: 62M10 62M07 65C05 62G05 68W50 62D05 PDF BibTeX XML Cite \textit{J.-M. Dufour} and \textit{J. Neves}, Handb. Stat. 41, 3--31 (2019; Zbl 1439.62190) Full Text: DOI
Karavias, Yiannis; Tzavalis, Elias Generalized fixed-\(\mathrm{T}\) panel unit root tests. (English) Zbl 1443.62230 Scand. J. Stat. 46, No. 4, 1227-1251 (2019). MSC: 62M07 62D20 62H20 PDF BibTeX XML Cite \textit{Y. Karavias} and \textit{E. Tzavalis}, Scand. J. Stat. 46, No. 4, 1227--1251 (2019; Zbl 1443.62230) Full Text: DOI
Smaga, Łukasz Repeated measures analysis for functional data using Box-type approximation – with applications. (English) Zbl 1436.62209 REVSTAT 17, No. 4, 523-549 (2019). MSC: 62H15 62M07 PDF BibTeX XML Cite \textit{Ł. Smaga}, REVSTAT 17, No. 4, 523--549 (2019; Zbl 1436.62209) Full Text: Link
Sharghi, Ghale-Joogh Hassan Statistical inference for functional data: two sample Behrens-Fisher problem. (English) Zbl 1449.62178 Comput. Methods Differ. Equ. 7, No. 4, Spec. Iss., 608-615 (2019). MSC: 62M07 62H15 62R10 62P12 PDF BibTeX XML Cite \textit{G.-J. H. Sharghi}, Comput. Methods Differ. Equ. 7, No. 4, 608--615 (2019; Zbl 1449.62178) Full Text: Link
del Barrio Castro, Tomás; Rodrigues, Paulo M. M.; Taylor, A. M. Robert Temporal aggregation of seasonally near-integrated processes. (English) Zbl 1434.62184 J. Time Ser. Anal. 40, No. 6, 872-886 (2019). MSC: 62M10 91B84 62M07 62P20 PDF BibTeX XML Cite \textit{T. del Barrio Castro} et al., J. Time Ser. Anal. 40, No. 6, 872--886 (2019; Zbl 1434.62184) Full Text: DOI
Aylar, Emre; Smeekes, Stephan; Westerlund, Joakim Lag truncation and the local asymptotic distribution of the ADF test for a unit root. (English) Zbl 1432.62282 Stat. Pap. 60, No. 6, 2109-2118 (2019). MSC: 62M07 62E20 PDF BibTeX XML Cite \textit{E. Aylar} et al., Stat. Pap. 60, No. 6, 2109--2118 (2019; Zbl 1432.62282) Full Text: DOI
Tanaka, Katsuto Computing limiting local powers and power envelopes of panel MA unit root tests and stationarity tests. (English) Zbl 1432.62284 Econom. Theory 35, No. 5, 978-1011 (2019). MSC: 62M07 62P20 62J02 62M10 PDF BibTeX XML Cite \textit{K. Tanaka}, Econom. Theory 35, No. 5, 978--1011 (2019; Zbl 1432.62284) Full Text: DOI
Choi, Jungjun; Choi, In Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors. (English) Zbl 1431.62360 Ann. Inst. Stat. Math. 71, No. 5, 1121-1142 (2019). MSC: 62M10 62M07 PDF BibTeX XML Cite \textit{J. Choi} and \textit{I. Choi}, Ann. Inst. Stat. Math. 71, No. 5, 1121--1142 (2019; Zbl 1431.62360) Full Text: DOI
Herwartz, Helmut; Maxand, Simone; Walle, Yabibal M. Heteroskedasticity-robust unit root testing for trending panels. (English) Zbl 1446.62243 J. Time Ser. Anal. 40, No. 5, 649-664 (2019). MSC: 62M10 62M07 60F05 91B84 62P20 PDF BibTeX XML Cite \textit{H. Herwartz} et al., J. Time Ser. Anal. 40, No. 5, 649--664 (2019; Zbl 1446.62243) Full Text: DOI
Bauer, Dietmar Periodic and seasonal (co-)integration in the state space framework. (English) Zbl 1429.62373 Econ. Lett. 174, 165-168 (2019). MSC: 62M07 62M10 62H12 PDF BibTeX XML Cite \textit{D. Bauer}, Econ. Lett. 174, 165--168 (2019; Zbl 1429.62373) Full Text: DOI
Zhou, Bo; van den Akker, Ramon; Werker, Bas J. M. Semiparametrically point-optimal hybrid rank tests for unit roots. (English) Zbl 07114923 Ann. Stat. 47, No. 5, 2601-2638 (2019). MSC: 62M07 62G10 62G20 PDF BibTeX XML Cite \textit{B. Zhou} et al., Ann. Stat. 47, No. 5, 2601--2638 (2019; Zbl 07114923) Full Text: DOI Euclid
Fearnhead, Paul; Rigaill, Guillem Changepoint detection in the presence of outliers. (English) Zbl 07095868 J. Am. Stat. Assoc. 114, No. 525, 169-183 (2019). MSC: 62M07 62F35 PDF BibTeX XML Cite \textit{P. Fearnhead} and \textit{G. Rigaill}, J. Am. Stat. Assoc. 114, No. 525, 169--183 (2019; Zbl 07095868) Full Text: DOI
Beenstock, Michael; Felsenstein, Daniel The econometric analysis of non-stationary spatial panel data. (English) Zbl 1416.62016 Advances in Spatial Science. Cham: Springer (ISBN 978-3-030-03613-3/hbk; 978-3-030-03614-0/ebook). ix, 275 p. (2019). MSC: 62-02 62P20 62M10 62M30 62M07 PDF BibTeX XML Cite \textit{M. Beenstock} and \textit{D. Felsenstein}, The econometric analysis of non-stationary spatial panel data. Cham: Springer (2019; Zbl 1416.62016) Full Text: DOI
Tan, Falong; Zhu, Lixing Adaptive-to-model checking for regressions with diverging number of predictors. (English) Zbl 1425.62069 Ann. Stat. 47, No. 4, 1960-1994 (2019). Reviewer: Marius Iosifescu (Bucureşti) MSC: 62G10 62M07 62J02 PDF BibTeX XML Cite \textit{F. Tan} and \textit{L. Zhu}, Ann. Stat. 47, No. 4, 1960--1994 (2019; Zbl 1425.62069) Full Text: DOI Euclid
Hidalgo, Javier; Souza, Pedro C. L. A test for weak stationarity in the spectral domain. (English) Zbl 1420.62383 Econom. Theory 35, No. 3, 547-600 (2019). MSC: 62M10 62M07 62M15 62E20 62P10 62P20 PDF BibTeX XML Cite \textit{J. Hidalgo} and \textit{P. C. L. Souza}, Econom. Theory 35, No. 3, 547--600 (2019; Zbl 1420.62383) Full Text: DOI
Chen, Zhanshou; Xu, Qiongyao; Li, Huini Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics. (English) Zbl 1418.62309 Econ. Lett. 179, 53-56 (2019). MSC: 62M10 62M07 62G10 62G32 62P20 91B84 PDF BibTeX XML Cite \textit{Z. Chen} et al., Econ. Lett. 179, 53--56 (2019; Zbl 1418.62309) Full Text: DOI
Marsh, Patrick The role of information in nonstationary regression. (English) Zbl 1427.62102 Statistics 53, No. 3, 656-672 (2019). Reviewer: Nelson I. Tanaka (São Paulo) MSC: 62M10 62B10 62F12 62F05 62M07 PDF BibTeX XML Cite \textit{P. Marsh}, Statistics 53, No. 3, 656--672 (2019; Zbl 1427.62102) Full Text: DOI
Castro, Rui M.; Tánczos, Ervin Are there needles in a moving haystack? Adaptive sensing for detection of dynamically evolving signals. (English) Zbl 1426.62251 Bernoulli 25, No. 2, 977-1012 (2019). MSC: 62M07 62H15 62L05 94A12 PDF BibTeX XML Cite \textit{R. M. Castro} and \textit{E. Tánczos}, Bernoulli 25, No. 2, 977--1012 (2019; Zbl 1426.62251) Full Text: DOI Euclid arXiv
Manner, Hans; Stark, Florian; Wied, Dominik Testing for structural breaks in factor copula models. (English) Zbl 1452.62388 J. Econom. 208, No. 2, 324-345 (2019). MSC: 62H15 62H05 62H25 62M07 62M10 62P05 PDF BibTeX XML Cite \textit{H. Manner} et al., J. Econom. 208, No. 2, 324--345 (2019; Zbl 1452.62388) Full Text: DOI
Rho, Yeonwoo; Shao, Xiaofeng Bootstrap-assisted unit root testing with piecewise locally stationary errors. (English) Zbl 1415.62066 Econom. Theory 35, No. 1, 142-166 (2019). MSC: 62M10 62G09 62M07 PDF BibTeX XML Cite \textit{Y. Rho} and \textit{X. Shao}, Econom. Theory 35, No. 1, 142--166 (2019; Zbl 1415.62066) Full Text: DOI arXiv
Stypka, Oliver; Wagner, Martin The Phillips unit root tests for polynomials of integrated processes revisited. (English) Zbl 1414.62381 Econ. Lett. 176, 109-113 (2019). MSC: 62M10 62E20 62M07 PDF BibTeX XML Cite \textit{O. Stypka} and \textit{M. Wagner}, Econ. Lett. 176, 109--113 (2019; Zbl 1414.62381) Full Text: DOI
Xiang, Yu; Ding, Jie; Tarokh, Vahid Estimation of the evolutionary spectra with application to stationarity test. (English) Zbl 1414.62390 IEEE Trans. Signal Process. 67, No. 5, 1353-1365 (2019). MSC: 62M15 62M07 PDF BibTeX XML Cite \textit{Y. Xiang} et al., IEEE Trans. Signal Process. 67, No. 5, 1353--1365 (2019; Zbl 1414.62390) Full Text: DOI
Bacharach, Lucien; El Korso, Mohammed Nabil; Renaux, Alexandre; Tourneret, Jean-Yves A hybrid lower bound for parameter estimation of signals with multiple change-points. (English) Zbl 1415.94050 IEEE Trans. Signal Process. 67, No. 5, 1267-1279 (2019). MSC: 94A12 62M07 62M09 PDF BibTeX XML Cite \textit{L. Bacharach} et al., IEEE Trans. Signal Process. 67, No. 5, 1267--1279 (2019; Zbl 1415.94050) Full Text: DOI
Tugnait, Jitendra K. On multisensor detection of improper signals. (English) Zbl 1415.94353 IEEE Trans. Signal Process. 67, No. 4, 870-884 (2019). MSC: 94A13 94A12 62B05 62M07 PDF BibTeX XML Cite \textit{J. K. Tugnait}, IEEE Trans. Signal Process. 67, No. 4, 870--884 (2019; Zbl 1415.94353) Full Text: DOI
Mian, Ammar; Ginolhac, Guillaume; Ovarlez, Jean-Philippe; Atto, Abdourrahmane Mahamane New robust statistics for change detection in time series of multivariate SAR images. (English) Zbl 1415.94346 IEEE Trans. Signal Process. 67, No. 2, 520-534 (2019). MSC: 94A13 62M07 62F35 94A08 PDF BibTeX XML Cite \textit{A. Mian} et al., IEEE Trans. Signal Process. 67, No. 2, 520--534 (2019; Zbl 1415.94346) Full Text: DOI
Eriksson, Markus; Olofsson, Tomas Computationally efficient off-line joint change point detection in multiple time series. (English) Zbl 1415.94326 IEEE Trans. Signal Process. 67, No. 1, 149-163 (2019). MSC: 94A13 62M07 62M10 PDF BibTeX XML Cite \textit{M. Eriksson} and \textit{T. Olofsson}, IEEE Trans. Signal Process. 67, No. 1, 149--163 (2019; Zbl 1415.94326) Full Text: DOI
Stoykov, Marian Z. Least squares bias in time series with moderate deviations from a unit root. (English) Zbl 1432.62316 J. Time Ser. Anal. 40, No. 1, 23-42 (2019). Reviewer: Romeo Negrea (Timişoara) MSC: 62M10 62M07 62E20 62P20 PDF BibTeX XML Cite \textit{M. Z. Stoykov}, J. Time Ser. Anal. 40, No. 1, 23--42 (2019; Zbl 1432.62316) Full Text: DOI
Bensalma, Ahmed Testing the fractional integration parameter revisited: a fractional Dickey-Fuller test. (English) Zbl 1452.62608 Int. J. Math. Oper. Res. 12, No. 4, 471-506 (2018). MSC: 62M07 60G22 PDF BibTeX XML Cite \textit{A. Bensalma}, Int. J. Math. Oper. Res. 12, No. 4, 471--506 (2018; Zbl 1452.62608) Full Text: DOI
Sikora, Grzegorz Statistical test for fractional Brownian motion based on detrending moving average algorithm. (English) Zbl 1442.62194 Chaos Solitons Fractals 116, 54-62 (2018). MSC: 62M07 60G22 65C05 62-04 PDF BibTeX XML Cite \textit{G. Sikora}, Chaos Solitons Fractals 116, 54--62 (2018; Zbl 1442.62194) Full Text: DOI
Wang, Wei-Min; Wang, Jing Nonparametric hypothesis of drift function in locally stationary diffusion models. (English) Zbl 1435.62156 Far East J. Appl. Math. 100, No. 3, 181-196 (2018). MSC: 62G10 60J60 62E20 62M07 PDF BibTeX XML Cite \textit{W.-M. Wang} and \textit{J. Wang}, Far East J. Appl. Math. 100, No. 3, 181--196 (2018; Zbl 1435.62156) Full Text: DOI
Bishwal, Jaya P. N. Bernstein-von Mises theorem and small noise asymptotes of Bayes estimators for parabolic stochastic partial differential equations. (English) Zbl 1424.60074 Theory Stoch. Process. 23, No. 1, 6-17 (2018). MSC: 60H15 60F10 62F03 62M07 PDF BibTeX XML Cite \textit{J. P. N. Bishwal}, Theory Stoch. Process. 23, No. 1, 6--17 (2018; Zbl 1424.60074) Full Text: Link
Zhang, Rongmao; Chan, Ngai Hang Portmanteau-type tests for unit-root and cointegration. (English) Zbl 1452.62611 J. Econom. 207, No. 2, 307-324 (2018). MSC: 62M07 62M10 62P20 PDF BibTeX XML Cite \textit{R. Zhang} and \textit{N. H. Chan}, J. Econom. 207, No. 2, 307--324 (2018; Zbl 1452.62611) Full Text: DOI
Wang, Qiying; Wu, Dongsheng; Zhu, Ke Model checks for nonlinear cointegrating regression. (English) Zbl 1452.62685 J. Econom. 207, No. 2, 261-284 (2018). MSC: 62M10 62J02 62G10 62M07 62P20 PDF BibTeX XML Cite \textit{Q. Wang} et al., J. Econom. 207, No. 2, 261--284 (2018; Zbl 1452.62685) Full Text: DOI
Castro, Rui M.; Tánczos, Ervin On adaptive sensing for high-dimensional signal inference. (English) Zbl 1437.62326 Nieuw Arch. Wiskd. (5) 19, No. 3, 187-195 (2018). MSC: 62M09 62M07 94A12 PDF BibTeX XML Cite \textit{R. M. Castro} and \textit{E. Tánczos}, Nieuw Arch. Wiskd. (5) 19, No. 3, 187--195 (2018; Zbl 1437.62326)
Brunel, Victor-Emmanuel A change-point problem and inference for segment signals. (English) Zbl 1409.62165 ESAIM, Probab. Stat. 22, 210-235 (2018). MSC: 62M07 60G55 PDF BibTeX XML Cite \textit{V.-E. Brunel}, ESAIM, Probab. Stat. 22, 210--235 (2018; Zbl 1409.62165) Full Text: DOI arXiv
Gao, Zhaoxing; Ling, Shiqing; Tong, Howell Tests for TAR models vs. star models – a separate family of hypotheses approach. (English) Zbl 1406.62094 Stat. Sin. 28, No. 4, Part 2, 2857-2883 (2018). MSC: 62M10 62M07 PDF BibTeX XML Cite \textit{Z. Gao} et al., Stat. Sin. 28, No. 4, Part 2, 2857--2883 (2018; Zbl 1406.62094) Full Text: DOI
Zhang, Ting; Lavitas, Liliya Unsupervised self-normalized change-point testing for time series. (English) Zbl 1398.62219 J. Am. Stat. Assoc. 113, No. 522, 637-648 (2018). MSC: 62M07 62M10 62P12 PDF BibTeX XML Cite \textit{T. Zhang} and \textit{L. Lavitas}, J. Am. Stat. Assoc. 113, No. 522, 637--648 (2018; Zbl 1398.62219) Full Text: DOI
Zhang, Bo; Pan, Guangming; Gao, Jiti CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series. (English) Zbl 1428.60020 Ann. Stat. 46, No. 5, 2186-2215 (2018). MSC: 60B20 60F05 62E20 62M07 62M10 PDF BibTeX XML Cite \textit{B. Zhang} et al., Ann. Stat. 46, No. 5, 2186--2215 (2018; Zbl 1428.60020) Full Text: DOI Euclid
Kurisu, Daisuke Power variations and testing for co-jumps: the small noise approach. (English) Zbl 1403.62191 Scand. J. Stat. 45, No. 3, 482-512 (2018). MSC: 62P05 60G48 62M07 PDF BibTeX XML Cite \textit{D. Kurisu}, Scand. J. Stat. 45, No. 3, 482--512 (2018; Zbl 1403.62191) Full Text: DOI arXiv
Skrobotov, Anton On bootstrap implementation of likelihood ratio test for a unit root. (English) Zbl 1402.62210 Econ. Lett. 171, 154-158 (2018). MSC: 62M10 62M07 62F40 62P20 PDF BibTeX XML Cite \textit{A. Skrobotov}, Econ. Lett. 171, 154--158 (2018; Zbl 1402.62210) Full Text: DOI
Eroğlu, Burak Alparslan; Göğebakan, Kemal Çağlar; Trokić, Mirza Powerful nonparametric seasonal unit root tests. (English) Zbl 1401.62135 Econ. Lett. 167, 75-80 (2018). MSC: 62M07 62P20 62G10 62M10 PDF BibTeX XML Cite \textit{B. A. Eroğlu} et al., Econ. Lett. 167, 75--80 (2018; Zbl 1401.62135) Full Text: DOI
Grzesiek, Aleksandra; Gajda, Janusz; Wyłomańska, Agnieszka; Sundar, S. Discriminating between scaled and fractional Brownian motion via \(p\)-variation statistics. (English) Zbl 1397.62289 Int. J. Adv. Eng. Sci. Appl. Math. 10, No. 1, 9-14 (2018). MSC: 62M07 60G22 PDF BibTeX XML Cite \textit{A. Grzesiek} et al., Int. J. Adv. Eng. Sci. Appl. Math. 10, No. 1, 9--14 (2018; Zbl 1397.62289) Full Text: DOI
Wenger, Kai; Leschinski, Christian; Sibbertsen, Philipp A simple test on structural change in long-memory time series. (English) Zbl 1397.62290 Econ. Lett. 163, 90-94 (2018). MSC: 62M07 62L10 62M10 PDF BibTeX XML Cite \textit{K. Wenger} et al., Econ. Lett. 163, 90--94 (2018; Zbl 1397.62290) Full Text: DOI
Bowden, Ross S. Modelling joint autoregressive moving average processes. (Abstract of thesis). (English) Zbl 1401.62142 Bull. Aust. Math. Soc. 98, No. 2, 345-347 (2018). MSC: 62M10 60G10 62M07 PDF BibTeX XML Cite \textit{R. S. Bowden}, Bull. Aust. Math. Soc. 98, No. 2, 345--347 (2018; Zbl 1401.62142) Full Text: DOI
Dette, Holger; Gösmann, Josua Relevant change points in high dimensional time series. (English) Zbl 1403.62158 Electron. J. Stat. 12, No. 2, 2578-2636 (2018). MSC: 62M10 62M07 62F05 62G10 PDF BibTeX XML Cite \textit{H. Dette} and \textit{J. Gösmann}, Electron. J. Stat. 12, No. 2, 2578--2636 (2018; Zbl 1403.62158) Full Text: DOI Euclid arXiv
Jeske, Daniel R.; Stevens, Nathaniel T.; Tartakovsky, Alexander G.; Wilson, James D. Rejoinder to “Statistical methods for network surveillance”. (English) Zbl 1400.62345 Appl. Stoch. Models Bus. Ind. 34, No. 4, 457-459 (2018). MSC: 62P30 62M07 90B25 PDF BibTeX XML Cite \textit{D. R. Jeske} et al., Appl. Stoch. Models Bus. Ind. 34, No. 4, 457--459 (2018; Zbl 1400.62345) Full Text: DOI
Otto, Philipp; Schmid, Wolfgang Discussion of “Statistical methods for network surveillance”. (English) Zbl 1400.62348 Appl. Stoch. Models Bus. Ind. 34, No. 4, 452-456 (2018). MSC: 62P30 62M07 90B25 PDF BibTeX XML Cite \textit{P. Otto} and \textit{W. Schmid}, Appl. Stoch. Models Bus. Ind. 34, No. 4, 452--456 (2018; Zbl 1400.62348) Full Text: DOI
Marchette, David J. Discussion of “Statistical methods for network surveillance”. (English) Zbl 1400.62347 Appl. Stoch. Models Bus. Ind. 34, No. 4, 449-451 (2018). MSC: 62P30 62M07 90B25 PDF BibTeX XML Cite \textit{D. J. Marchette}, Appl. Stoch. Models Bus. Ind. 34, No. 4, 449--451 (2018; Zbl 1400.62347) Full Text: DOI
Sengupta, Srijan; Woodall, William H. Discussion of “Statistical methods for network surveillance”. (English) Zbl 1400.62349 Appl. Stoch. Models Bus. Ind. 34, No. 4, 446-448 (2018). MSC: 62P30 62M07 90B25 PDF BibTeX XML Cite \textit{S. Sengupta} and \textit{W. H. Woodall}, Appl. Stoch. Models Bus. Ind. 34, No. 4, 446--448 (2018; Zbl 1400.62349) Full Text: DOI
Jeske, Daniel R.; Stevens, Nathaniel T.; Tartakovsky, Alexander G.; Wilson, James D. Statistical methods for network surveillance. (English) Zbl 1400.62344 Appl. Stoch. Models Bus. Ind. 34, No. 4, 425-445 (2018). MSC: 62P30 62M07 90B25 PDF BibTeX XML Cite \textit{D. R. Jeske} et al., Appl. Stoch. Models Bus. Ind. 34, No. 4, 425--445 (2018; Zbl 1400.62344) Full Text: DOI
Lieberman, Offer; Phillips, Peter C. B. IV and GMM inference in endogenous stochastic unit root models. (English) Zbl 1400.62328 Econom. Theory 34, No. 5, 1065-1100 (2018). MSC: 62P20 62M10 62H12 62M07 62E20 91B84 PDF BibTeX XML Cite \textit{O. Lieberman} and \textit{P. C. B. Phillips}, Econom. Theory 34, No. 5, 1065--1100 (2018; Zbl 1400.62328) Full Text: DOI
Messer, Michael; Albert, Stefan; Schneider, Gaby The multiple filter test for change point detection in time series. (English) Zbl 1415.62065 Metrika 81, No. 6, 589-607 (2018). Reviewer: Romeo Negrea (Timişoara) MSC: 62M10 62M07 60J65 PDF BibTeX XML Cite \textit{M. Messer} et al., Metrika 81, No. 6, 589--607 (2018; Zbl 1415.62065) Full Text: DOI
Barigozzi, Matteo; Cho, Haeran; Fryzlewicz, Piotr Simultaneous multiple change-point and factor analysis for high-dimensional time series. (English) Zbl 1398.62221 J. Econom. 206, No. 1, 187-225 (2018). MSC: 62M10 62H25 62M07 PDF BibTeX XML Cite \textit{M. Barigozzi} et al., J. Econom. 206, No. 1, 187--225 (2018; Zbl 1398.62221) Full Text: DOI
Proïa, Frédéric Stationarity against integration in the autoregressive process with polynomial trend. (English) Zbl 1410.62162 Probab. Math. Stat. 38, No. 1, 1-26 (2018). MSC: 62M10 62M07 91B84 60G10 PDF BibTeX XML Cite \textit{F. Proïa}, Probab. Math. Stat. 38, No. 1, 1--26 (2018; Zbl 1410.62162) Full Text: Link
Wu, Jilin; Xiao, Zhijie A powerful test for changing trends in time series models. (English) Zbl 1392.62256 J. Time Ser. Anal. 39, No. 4, 488-501 (2018). MSC: 62M07 62G10 62M10 PDF BibTeX XML Cite \textit{J. Wu} and \textit{Z. Xiao}, J. Time Ser. Anal. 39, No. 4, 488--501 (2018; Zbl 1392.62256) Full Text: DOI
Górecki, Tomasz; Hörmann, Siegfried; Horváth, Lajos; Kokoszka, Piotr Testing normality of functional time series. (English) Zbl 1416.62489 J. Time Ser. Anal. 39, No. 4, 471-487 (2018). MSC: 62M10 62M07 PDF BibTeX XML Cite \textit{T. Górecki} et al., J. Time Ser. Anal. 39, No. 4, 471--487 (2018; Zbl 1416.62489) Full Text: DOI
Betken, Annika; Wendler, Martin Subsampling for general statistics under long range dependence with application to change point analysis. (English) Zbl 1394.62117 Stat. Sin. 28, No. 3, 1199-1224 (2018). MSC: 62M10 62M07 60G15 PDF BibTeX XML Cite \textit{A. Betken} and \textit{M. Wendler}, Stat. Sin. 28, No. 3, 1199--1224 (2018; Zbl 1394.62117) Full Text: Link arXiv
Adu, N.; Richardson, G. Unit roots test: spatial model with long memory errors. (English) Zbl 06892616 Stat. Probab. Lett. 140, 126-131 (2018). MSC: 62M10 62M07 62M30 60G22 62E20 PDF BibTeX XML Cite \textit{N. Adu} and \textit{G. Richardson}, Stat. Probab. Lett. 140, 126--131 (2018; Zbl 06892616) Full Text: DOI
Barredo, Wilson I.; Bernido, Christopher C.; Carpio-Bernido, M. Victoria; Bornales, Jinky B. Modelling non-Markovian fluctuations in intracellular biomolecular transport. (English) Zbl 1390.92049 Math. Biosci. 297, 27-31 (2018). MSC: 92C40 62M07 PDF BibTeX XML Cite \textit{W. I. Barredo} et al., Math. Biosci. 297, 27--31 (2018; Zbl 1390.92049) Full Text: DOI
Qin, Ruibing; Liu, Yang Block bootstrap testing for changes in persistence with heavy-tailed innovations. (English) Zbl 1390.62171 Commun. Stat., Theory Methods 47, No. 5, 1104-1116 (2018). MSC: 62M07 62M10 62E20 62P20 PDF BibTeX XML Cite \textit{R. Qin} and \textit{Y. Liu}, Commun. Stat., Theory Methods 47, No. 5, 1104--1116 (2018; Zbl 1390.62171) Full Text: DOI
del Barrio Castro, Tomás; Rodrigues, Paulo M. M.; Taylor, A. M. Robert Semi-parametric seasonal unit root tests. (English) Zbl 1442.62736 Econom. Theory 34, No. 2, 447-476 (2018). MSC: 62P20 62M07 62M10 PDF BibTeX XML Cite \textit{T. del Barrio Castro} et al., Econom. Theory 34, No. 2, 447--476 (2018; Zbl 1442.62736) Full Text: DOI
Georgiev, Iliyan; Harvey, David I.; Leybourne, Stephen J.; Taylor, A. M. Robert Testing for parameter instability in predictive regression models. (English) Zbl 1387.62101 J. Econom. 204, No. 1, 101-118 (2018). MSC: 62M10 62M07 62P20 PDF BibTeX XML Cite \textit{I. Georgiev} et al., J. Econom. 204, No. 1, 101--118 (2018; Zbl 1387.62101) Full Text: DOI
Boswijk, H. Peter; Laeven, Roger J. A.; Yang, Xiye Testing for self-excitation in jumps. (English) Zbl 1386.62025 J. Econom. 203, No. 2, 256-266 (2018). MSC: 62M05 60G44 60J75 62F12 62M07 62P05 PDF BibTeX XML Cite \textit{H. P. Boswijk} et al., J. Econom. 203, No. 2, 256--266 (2018; Zbl 1386.62025) Full Text: DOI
Bagchi, Pramita; Characiejus, Vaidotas; Dette, Holger A simple test for white noise in functional time series. (English) Zbl 1416.62475 J. Time Ser. Anal. 39, No. 1, 54-74 (2018). MSC: 62M10 62M07 PDF BibTeX XML Cite \textit{P. Bagchi} et al., J. Time Ser. Anal. 39, No. 1, 54--74 (2018; Zbl 1416.62475) Full Text: DOI arXiv
Cunen, Céline; Hermansen, Gudmund; Hjort, Nils Lid Confidence distributions for change-points and regime shifts. (English) Zbl 1383.62074 J. Stat. Plann. Inference 195, 14-34 (2018). MSC: 62F99 62M07 62F03 62F25 PDF BibTeX XML Cite \textit{C. Cunen} et al., J. Stat. Plann. Inference 195, 14--34 (2018; Zbl 1383.62074) Full Text: DOI
Skrobotov, Anton On trend breaks and initial condition in unit root testing. (English) Zbl 06835947 J. Time Ser. Econom. 10, No. 1, Article No. 20160014, 15 p. (2018). MSC: 62M07 62M10 62P20 PDF BibTeX XML Cite \textit{A. Skrobotov}, J. Time Ser. Econom. 10, No. 1, Article No. 20160014, 15 p. (2018; Zbl 06835947) Full Text: DOI
Herwartz, Helmut; Walle, Yabibal M. A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility. (English) Zbl 1417.62246 Comput. Stat. 33, No. 1, 379-411 (2018). MSC: 62M10 62M07 62P20 PDF BibTeX XML Cite \textit{H. Herwartz} and \textit{Y. M. Walle}, Comput. Stat. 33, No. 1, 379--411 (2018; Zbl 1417.62246) Full Text: DOI
Pons, Odile Estimations and tests in change-point models. (English) Zbl 1416.62015 Hackensack, NJ: World Scientific (ISBN 978-981-3231-76-4/hbk; 978-981-3231-78-8/ebook). ix, 294 p. (2018). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62-01 62G05 62G10 62G08 62M10 62M07 62F10 PDF BibTeX XML Cite \textit{O. Pons}, Estimations and tests in change-point models. Hackensack, NJ: World Scientific (2018; Zbl 1416.62015) Full Text: DOI
Cao, Yang; Nemirovski, Arkadi; Xie, Yao; Guigues, Vincent; Juditsky, Anatoli Change detection via affine and quadratic detectors. (English) Zbl 1390.62169 Electron. J. Stat. 12, No. 1, 1-57 (2018). Reviewer: Krzysztof Piasecki (Poznań) MSC: 62M07 62G10 62J15 62C20 90C22 PDF BibTeX XML Cite \textit{Y. Cao} et al., Electron. J. Stat. 12, No. 1, 1--57 (2018; Zbl 1390.62169) Full Text: DOI Euclid
Keshavarz, Hossein; Scott, Clayton; Nguyen, XuanLong Optimal change point detection in Gaussian processes. (English) Zbl 1377.62175 J. Stat. Plann. Inference 193, 151-178 (2018). MSC: 62M07 60G15 62E20 PDF BibTeX XML Cite \textit{H. Keshavarz} et al., J. Stat. Plann. Inference 193, 151--178 (2018; Zbl 1377.62175) Full Text: DOI arXiv
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni Testing for instability in covariance structures. (English) Zbl 1388.62258 Bernoulli 24, No. 1, 740-771 (2018). MSC: 62M10 62M07 60F17 62E20 62P05 PDF BibTeX XML Cite \textit{C. Kao} et al., Bernoulli 24, No. 1, 740--771 (2018; Zbl 1388.62258) Full Text: DOI Euclid
Eichinger, Birte; Kirch, Claudia A MOSUM procedure for the estimation of multiple random change points. (English) Zbl 1388.62251 Bernoulli 24, No. 1, 526-564 (2018). MSC: 62M10 62M05 62M07 62M09 PDF BibTeX XML Cite \textit{B. Eichinger} and \textit{C. Kirch}, Bernoulli 24, No. 1, 526--564 (2018; Zbl 1388.62251) Full Text: DOI Euclid
Mahdi, Esam Kernel-based portmanteau diagnostic test for ARMA time series models. (English) Zbl 1426.62263 Cogent Math. 4, Article ID 1296327, 13 p. (2017). MSC: 62M10 62G10 62M07 PDF BibTeX XML Cite \textit{E. Mahdi}, Cogent Math. 4, Article ID 1296327, 13 p. (2017; Zbl 1426.62263) Full Text: DOI
Bandyopadhyay, Soutir; Rao, Suhasini Subba A test for stationarity for irregularly spaced spatial data. (English) Zbl 1414.62398 J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 1, 95-123 (2017). MSC: 62M30 62M07 62M15 62E20 PDF BibTeX XML Cite \textit{S. Bandyopadhyay} and \textit{S. S. Rao}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 1, 95--123 (2017; Zbl 1414.62398) Full Text: DOI