Bhootna, Niharika; Kumar, Arun GARTFIMA process and its empirical spectral density based estimation. (English) Zbl 07912615 J. Appl. Stat. 51, No. 10, 1919-1945 (2024). MSC: 62-XX 62M10 PDFBibTeX XMLCite \textit{N. Bhootna} and \textit{A. Kumar}, J. Appl. Stat. 51, No. 10, 1919--1945 (2024; Zbl 07912615) Full Text: DOI arXiv
Reichold, Karsten A residual-based nonparametric variance ratio no-cointegration test. (English) Zbl 07912370 J. Time Ser. Anal. 45, No. 5, 847-856 (2024). MSC: 62Mxx 62H15 62M10 PDFBibTeX XMLCite \textit{K. Reichold}, J. Time Ser. Anal. 45, No. 5, 847--856 (2024; Zbl 07912370) Full Text: DOI OA License
Wu, Kejin; Politis, Dimitris N. Bootstrap prediction inference of nonlinear autoregressive models. (English) Zbl 07912368 J. Time Ser. Anal. 45, No. 5, 800-822 (2024). MSC: 62M10 62F40 PDFBibTeX XMLCite \textit{K. Wu} and \textit{D. N. Politis}, J. Time Ser. Anal. 45, No. 5, 800--822 (2024; Zbl 07912368) Full Text: DOI arXiv
Zhang, Shibin Statistical analysis of irregularly spaced spatial data in frequency domain. (English) Zbl 07912365 J. Time Ser. Anal. 45, No. 5, 714-738 (2024). MSC: 62M30 62M15 62M10 PDFBibTeX XMLCite \textit{S. Zhang}, J. Time Ser. Anal. 45, No. 5, 714--738 (2024; Zbl 07912365) Full Text: DOI
Mhatre, Nehali; Cooley, Daniel Transformed-linear models for time series extremes. (English) Zbl 07912363 J. Time Ser. Anal. 45, No. 5, 671-690 (2024). MSC: 62M10 PDFBibTeX XMLCite \textit{N. Mhatre} and \textit{D. Cooley}, J. Time Ser. Anal. 45, No. 5, 671--690 (2024; Zbl 07912363) Full Text: DOI arXiv
Bachoc, François; Muehlmann, Christoph; Nordhausen, Klaus; Virta, Joni Large-sample properties of non-stationary source separation for Gaussian signals. (English) Zbl 07905749 Electron. J. Stat. 18, No. 1, 2241-2291 (2024). MSC: 62E20 62M10 62H25 PDFBibTeX XMLCite \textit{F. Bachoc} et al., Electron. J. Stat. 18, No. 1, 2241--2291 (2024; Zbl 07905749) Full Text: DOI arXiv Link OA License
Kechagias, Stefanos; Pipiras, Vladas; Zoubouloglou, Pavlos Cyclical long memory: decoupling, modulation, and modeling. (English) Zbl 07904806 Stochastic Processes Appl. 175, Article ID 104403, 27 p. (2024). MSC: 62M10 60G35 94A14 PDFBibTeX XMLCite \textit{S. Kechagias} et al., Stochastic Processes Appl. 175, Article ID 104403, 27 p. (2024; Zbl 07904806) Full Text: DOI arXiv
Silbernagel, Angelika; Schnurr, Alexander Ordinal pattern dependence and multivariate measures of dependence. (English) Zbl 07904778 J. Multivariate Anal. 203, Article ID 105337, 9 p. (2024). MSC: 62Hxx 62M10 62H12 PDFBibTeX XMLCite \textit{A. Silbernagel} and \textit{A. Schnurr}, J. Multivariate Anal. 203, Article ID 105337, 9 p. (2024; Zbl 07904778) Full Text: DOI arXiv
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
Barczy, Mátyás; Nedényi, Fanni; Pap, Gyula Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling. (English) Zbl 07903271 Metrika 87, No. 6, 729-756 (2024). MSC: 62M10 62F12 62H12 PDFBibTeX XMLCite \textit{M. Barczy} et al., Metrika 87, No. 6, 729--756 (2024; Zbl 07903271) Full Text: DOI arXiv
Gigante, Gimede; Guarniero, Pieralberto; Pasini, Simona Markovian analysis of U.S. treasury volatility: asymmetric responses to macroeconomic announcements. (English) Zbl 07902714 Econ. Lett. 239, Article ID 111723, 6 p. (2024). MSC: 91B64 62M10 PDFBibTeX XMLCite \textit{G. Gigante} et al., Econ. Lett. 239, Article ID 111723, 6 p. (2024; Zbl 07902714) Full Text: DOI
Hon, Chitin; Liu, Zige; Qian, Tao; Qu, Wei; Zhao, Jiman Trends by adaptive Fourier decomposition and application in prediction. (English) Zbl 07900501 Int. J. Wavelets Multiresolut. Inf. Process. 22, No. 5, Article ID 2450014, 20 p. (2024). MSC: 41A20 30H10 62M10 60G25 PDFBibTeX XMLCite \textit{C. Hon} et al., Int. J. Wavelets Multiresolut. Inf. Process. 22, No. 5, Article ID 2450014, 20 p. (2024; Zbl 07900501) Full Text: DOI
Basu, Deepankar Frisch-Waugh-Lovell theorem-type results for the k-class and 2SGMM estimators. (English) Zbl 07898563 Stat. Probab. Lett. 213, Article ID 110188, 7 p. (2024). MSC: 62J05 62M10 62P20 PDFBibTeX XMLCite \textit{D. Basu}, Stat. Probab. Lett. 213, Article ID 110188, 7 p. (2024; Zbl 07898563) Full Text: DOI
Lee, Sangho; Choi, Jeongsub; Son, Youngdoo Efficient visibility algorithm for high-frequency time-series: application to fault diagnosis with graph convolutional network. (English) Zbl 07898273 Ann. Oper. Res. 339, No. 1-2, 813-833 (2024). MSC: 62M10 94A15 05C99 68T07 PDFBibTeX XMLCite \textit{S. Lee} et al., Ann. Oper. Res. 339, No. 1--2, 813--833 (2024; Zbl 07898273) Full Text: DOI
Zhang, Xiuzhen; Lu, Zhiping Empirical likelihood testing for memory parameter in Gaussian and non-Gaussion stationary time series. (Chinese. English summary) Zbl 07895235 Chin. J. Appl. Probab. Stat. 40, No. 1, 98-106 (2024). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{X. Zhang} and \textit{Z. Lu}, Chin. J. Appl. Probab. Stat. 40, No. 1, 98--106 (2024; Zbl 07895235) Full Text: DOI
Montgomery, Douglas C.; Jennings, Cheryl L.; Kulahci, Murat Introduction to time series analysis and forecasting. 3rd edition. (English) Zbl 07894943 Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 978-1-394-18669-3/pbk; 978-1-394-18670-9/ebook). 736 p. (2024). MSC: 91-01 91B84 62P20 62M10 62M20 00A06 PDFBibTeX XMLCite \textit{D. C. Montgomery} et al., Introduction to time series analysis and forecasting. 3rd edition. Hoboken, NJ: John Wiley \& Sons (2024; Zbl 07894943)
Aga, Mosisa Valid Edgeworth expansion of the bootstrap t-statistic of the Whittle MLE for linear regression models with long-memory residuals. (English) Zbl 07892655 Sankhyā, Ser. A 86, No. 2, 920-950 (2024). MSC: 62M10 PDFBibTeX XMLCite \textit{M. Aga}, Sankhyā, Ser. A 86, No. 2, 920--950 (2024; Zbl 07892655) Full Text: DOI
Escobar-Anel, Marcos; Molter, Eric; Zagst, Rudi The power of derivatives in portfolio optimization under affine GARCH models. (English) Zbl 07890795 Decis. Econ. Finance 47, No. 1, 151-181 (2024). MSC: 91G10 91G20 62M10 PDFBibTeX XMLCite \textit{M. Escobar-Anel} et al., Decis. Econ. Finance 47, No. 1, 151--181 (2024; Zbl 07890795) Full Text: DOI
Xu, Yongdeng Quasi maximum likelihood estimation of vector multiplicative error model using the ECCC-GARCH representation. (English) Zbl 07890160 J. Time Ser. Econom. 16, No. 1, 1-27 (2024). MSC: 62M10 62F12 62P05 PDFBibTeX XMLCite \textit{Y. Xu}, J. Time Ser. Econom. 16, No. 1, 1--27 (2024; Zbl 07890160) Full Text: DOI
Heaps, Sarah Elizabeth; Jermyn, Ian Hyla Structured prior distributions for the covariance matrix in latent factor models. (English) Zbl 07889769 Stat. Comput. 34, No. 4, Paper No. 143, 18 p. (2024). MSC: 62-08 62F15 62H25 62M10 PDFBibTeX XMLCite \textit{S. E. Heaps} and \textit{I. H. Jermyn}, Stat. Comput. 34, No. 4, Paper No. 143, 18 p. (2024; Zbl 07889769) Full Text: DOI arXiv OA License
Cubadda, Gianluca; Giancaterini, Francesco; Hecq, Alain; Jasiak, Joann Optimization of the generalized covariance estimator in noncausal processes. (English) Zbl 07889753 Stat. Comput. 34, No. 4, Paper No. 127, 20 p. (2024). MSC: 62-08 62M10 62P20 65K05 PDFBibTeX XMLCite \textit{G. Cubadda} et al., Stat. Comput. 34, No. 4, Paper No. 127, 20 p. (2024; Zbl 07889753) Full Text: DOI arXiv OA License
Ghezal, Ahmed; Cavicchioli, Maddalena; Zemmouri, Imane On the existence of stationary threshold bilinear processes. (English) Zbl 07889375 Stat. Pap. 65, No. 6, 3739-3767 (2024). MSC: 62M10 62M05 PDFBibTeX XMLCite \textit{A. Ghezal} et al., Stat. Pap. 65, No. 6, 3739--3767 (2024; Zbl 07889375) Full Text: DOI OA License
Reisen, Valdério Anselmo; Lévy-Leduc, Céline; Monte, Edson Zambon; Bondon, Pascal A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method. (English) Zbl 07889343 Stat. Pap. 65, No. 5, 2865-2886 (2024). MSC: 62M10 62G35 62H25 PDFBibTeX XMLCite \textit{V. A. Reisen} et al., Stat. Pap. 65, No. 5, 2865--2886 (2024; Zbl 07889343) Full Text: DOI
Zhao, Jiayang; Liu, Jie; Su, Yuting Consistent two-stage estimation in heterogeneous network autoregressive model. (English) Zbl 07888227 Stat. Probab. Lett. 212, Article ID 110147, 8 p. (2024). MSC: 62M10 62M30 62F12 PDFBibTeX XMLCite \textit{J. Zhao} et al., Stat. Probab. Lett. 212, Article ID 110147, 8 p. (2024; Zbl 07888227) Full Text: DOI
Zhang, Qiang A novel dual-criterion framework for change point detection. (English) Zbl 07888213 Stat. Probab. Lett. 211, Article ID 110132, 6 p. (2024). MSC: 62G05 62G10 62M10 62G07 PDFBibTeX XMLCite \textit{Q. Zhang}, Stat. Probab. Lett. 211, Article ID 110132, 6 p. (2024; Zbl 07888213) Full Text: DOI
Amin, Ayman A. Full Bayesian analysis of double seasonal autoregressive models with real applications. (English) Zbl 07887845 J. Appl. Stat. 51, No. 8, 1524-1544 (2024). MSC: 62-XX 62M10 62F15 PDFBibTeX XMLCite \textit{A. A. Amin}, J. Appl. Stat. 51, No. 8, 1524--1544 (2024; Zbl 07887845) Full Text: DOI
Li, Xin; Mao, Mingzhi; Huang, Gang The asymptotic behaviors for autoregression quantile estimates. (English) Zbl 07887772 Commun. Stat., Theory Methods 53, No. 15, 5486-5506 (2024). MSC: 60F10 60F05 62M10 PDFBibTeX XMLCite \textit{X. Li} et al., Commun. Stat., Theory Methods 53, No. 15, 5486--5506 (2024; Zbl 07887772) Full Text: DOI
Xi, Daiqing; Pang, Tianxiao Change point in variance of fractionally integrated noise. (English) Zbl 07887523 Stat. Pap. 65, No. 4, 2397-2439 (2024). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{D. Xi} and \textit{T. Pang}, Stat. Pap. 65, No. 4, 2397--2439 (2024; Zbl 07887523) Full Text: DOI
Düker, Marie-Christine; Jeong, Seok-Oh; Lee, Taewook; Baek, Changryong Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence. (English) Zbl 07887521 Stat. Pap. 65, No. 4, 2327-2359 (2024). MSC: 62M10 62G10 62H15 62P05 PDFBibTeX XMLCite \textit{M.-C. Düker} et al., Stat. Pap. 65, No. 4, 2327--2359 (2024; Zbl 07887521) Full Text: DOI
Tang, Yangbing; Zhang, Zhongzhan; Du, Jiang Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models. (English) Zbl 07887502 Stat. Pap. 65, No. 3, 1805-1839 (2024). MSC: 62M10 62M30 62P20 PDFBibTeX XMLCite \textit{Y. Tang} et al., Stat. Pap. 65, No. 3, 1805--1839 (2024; Zbl 07887502) Full Text: DOI
Araya, Hailabe T.; Aduda, Jane; Berhane, Tesfahun A hybrid GARCH and deep learning method for volatility prediction. (English) Zbl 07886149 J. Appl. Math. 2024, Article ID 6305525, 19 p. (2024). MSC: 62P05 62M10 PDFBibTeX XMLCite \textit{H. T. Araya} et al., J. Appl. Math. 2024, Article ID 6305525, 19 p. (2024; Zbl 07886149) Full Text: DOI OA License
Diop, Mamadou Lamine; Kengne, William Epidemic change-point detection in general integer-valued time series. (English) Zbl 07880717 J. Appl. Stat. 51, No. 6, 1131-1150 (2024). MSC: 62-XX 62M10 62F03 62F12 PDFBibTeX XMLCite \textit{M. L. Diop} and \textit{W. Kengne}, J. Appl. Stat. 51, No. 6, 1131--1150 (2024; Zbl 07880717) Full Text: DOI arXiv
Ecklmair, Ronald; Ibacache-Quirogab, Claudia; Dinamarcab, M. Alejandro; Kiseľák, Jozef; Eduardo Barraza, Bastián; Stehlík, Milan On analysis of complex administrative data: neural networks, modelling and prediction. (English) Zbl 07880483 Stochastic Anal. Appl. 42, No. 3, 475-486 (2024). MSC: 68Txx 62M20 62M10 PDFBibTeX XMLCite \textit{R. Ecklmair} et al., Stochastic Anal. Appl. 42, No. 3, 475--486 (2024; Zbl 07880483) Full Text: DOI
Iguchi, Yuga; Beskos, Alexandros; Graham, Matthew M. Parameter inference for degenerate diffusion processes. (English) Zbl 07879397 Stochastic Processes Appl. 174, Article ID 104384, 40 p. (2024). MSC: 60H10 62M05 60J60 62M10 PDFBibTeX XMLCite \textit{Y. Iguchi} et al., Stochastic Processes Appl. 174, Article ID 104384, 40 p. (2024; Zbl 07879397) Full Text: DOI arXiv
Yang, Ziyang; Eckley, Idris A.; Fearnhead, Paul A communication-efficient, online changepoint detection method for monitoring distributed sensor networks. (English) Zbl 07879278 Stat. Comput. 34, No. 3, Paper No. 115, 16 p. (2024). MSC: 62-08 62L10 62M10 94A13 PDFBibTeX XMLCite \textit{Z. Yang} et al., Stat. Comput. 34, No. 3, Paper No. 115, 16 p. (2024; Zbl 07879278) Full Text: DOI arXiv OA License
Miao, Yu; Yin, Qing Cramér’s moderate deviations for the LS estimator of the autoregressive processes in the neighborhood of the unit root. (English) Zbl 07878512 Stat. Probab. Lett. 209, Article ID 110093, 8 p. (2024). MSC: 62M10 60F10 PDFBibTeX XMLCite \textit{Y. Miao} and \textit{Q. Yin}, Stat. Probab. Lett. 209, Article ID 110093, 8 p. (2024; Zbl 07878512) Full Text: DOI
Ghezal, Ahmed Spectral representation of Markov-switching bilinear processes. (English) Zbl 07875548 São Paulo J. Math. Sci. 18, No. 1, 459-479 (2024). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{A. Ghezal}, São Paulo J. Math. Sci. 18, No. 1, 459--479 (2024; Zbl 07875548) Full Text: DOI
Horie, Tetsushi; Yamamoto, Yohei Identifying common and Idiosyncratic explosive behaviors in the large dimensional factor model with an application to U.S. state-level house prices. (English) Zbl 07870591 J. Econom. Methods 13, No. 1, 1-27 (2024). MSC: 62P20 62M10 62H25 PDFBibTeX XMLCite \textit{T. Horie} and \textit{Y. Yamamoto}, J. Econom. Methods 13, No. 1, 1--27 (2024; Zbl 07870591) Full Text: DOI
Popović, Predrag M.; Ristić, Miroslav M.; Stojanović, Milena S. A mixture integer-valued autoregressive model with a structural break. (English) Zbl 07869474 Facta Univ., Ser. Math. Inf. 39, No. 1, 99-122 (2024). MSC: 62M10 PDFBibTeX XMLCite \textit{P. M. Popović} et al., Facta Univ., Ser. Math. Inf. 39, No. 1, 99--122 (2024; Zbl 07869474) Full Text: DOI
Liu, Siwei; Zhou, Di Jody Using cross-validation methods to select time series models: promises and pitfalls. (English) Zbl 07869327 Br. J. Math. Stat. Psychol. 77, No. 2, 337-355 (2024). MSC: 62P15 62M10 PDFBibTeX XMLCite \textit{S. Liu} and \textit{D. J. Zhou}, Br. J. Math. Stat. Psychol. 77, No. 2, 337--355 (2024; Zbl 07869327) Full Text: DOI OA License
Rademacher, Daniel; Kreiß, Jens-Peter; Paparoditis, Efstathios Asymptotic normality of spectral means of Hilbert space valued random processes. (English) Zbl 07869137 Stochastic Processes Appl. 173, Article ID 104357, 13 p. (2024). MSC: 62M15 62M10 62R10 47N30 PDFBibTeX XMLCite \textit{D. Rademacher} et al., Stochastic Processes Appl. 173, Article ID 104357, 13 p. (2024; Zbl 07869137) Full Text: DOI
Gankhuu, Battulga Stochastic DDM with regime-switching process. (English) Zbl 07868843 Numer. Algebra Control Optim. 14, No. 2, 339-365 (2024). MSC: 91G20 91G05 91G50 62M10 PDFBibTeX XMLCite \textit{B. Gankhuu}, Numer. Algebra Control Optim. 14, No. 2, 339--365 (2024; Zbl 07868843) Full Text: DOI
Pumi, Guilherme; Prass, Taiane Schaedler; Taufemback, Cleiton Guollo Publisher correction to: “Unit-Weibull autoregressive moving average models”. (English) Zbl 07866917 Test 33, No. 1, 358-359 (2024). MSC: 62M10 62F12 62E20 62G20 60G15 PDFBibTeX XMLCite \textit{G. Pumi} et al., Test 33, No. 1, 358--359 (2024; Zbl 07866917) Full Text: DOI
Castillo-Mateo, Jorge; Gelfand, Alan E.; Asín, Jesús; Cebrián, Ana C.; Abaurrea, Jesús Bayesian joint quantile autoregression. (English) Zbl 07866916 Test 33, No. 1, 335-357 (2024). MSC: 62G08 62F15 62H05 62M10 62M30 PDFBibTeX XMLCite \textit{J. Castillo-Mateo} et al., Test 33, No. 1, 335--357 (2024; Zbl 07866916) Full Text: DOI arXiv OA License
Pumi, Guilherme; Prass, Taiane Schaedler; Taufemback, Cleiton Guollo Unit-Weibull autoregressive moving average models. (English) Zbl 07866911 Test 33, No. 1, 204-229 (2024); publisher correction ibid. 33, No. 1, 358-359 (2024). MSC: 62M10 62F12 62E20 62G20 60G15 PDFBibTeX XMLCite \textit{G. Pumi} et al., Test 33, No. 1, 204--229 (2024; Zbl 07866911) Full Text: DOI arXiv
Kwon, Dream; Lee, Oesook The functional central limit theorem for Markov-switching GARCH model. (English) Zbl 07864975 Econ. Lett. 238, Article ID 111728, 5 p. (2024). MSC: 62P05 62M10 60F05 PDFBibTeX XMLCite \textit{D. Kwon} and \textit{O. Lee}, Econ. Lett. 238, Article ID 111728, 5 p. (2024; Zbl 07864975) Full Text: DOI
Solórzano Andrade, Gustavo; Parra-Alvarez, Juan Carlos Risk sensitive linear approximations. (English) Zbl 07864965 Econ. Lett. 238, Article ID 111716, 6 p. (2024). MSC: 91B51 62P20 62M10 PDFBibTeX XMLCite \textit{G. Solórzano Andrade} and \textit{J. C. Parra-Alvarez}, Econ. Lett. 238, Article ID 111716, 6 p. (2024; Zbl 07864965) Full Text: DOI
Peng, Hao; Wang, Wei; Chen, Pei; Liu, Rui DEFM: delay-embedding-based forecast machine for time series forecasting by spatiotemporal information transformation. (English) Zbl 07864170 Chaos 34, No. 4, Article ID 043112, 13 p. (2024). MSC: 37M10 62M10 65P10 68T20 68T05 68T07 PDFBibTeX XMLCite \textit{H. Peng} et al., Chaos 34, No. 4, Article ID 043112, 13 p. (2024; Zbl 07864170) Full Text: DOI arXiv
Li, Jiaqi; Chen, Likai; Wang, Weining; Wu, Wei Biao \(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM. (English) Zbl 1539.62273 Ann. Stat. 52, No. 2, 602-627 (2024). MSC: 62M10 62H15 62E20 62G20 PDFBibTeX XMLCite \textit{J. Li} et al., Ann. Stat. 52, No. 2, 602--627 (2024; Zbl 1539.62273) Full Text: DOI arXiv
van Delft, Anne; Dette, Holger A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes. (English) Zbl 1539.62277 Ann. Stat. 52, No. 2, 550-579 (2024). MSC: 62M10 60B12 62M15 62R10 60F17 60J05 PDFBibTeX XMLCite \textit{A. van Delft} and \textit{H. Dette}, Ann. Stat. 52, No. 2, 550--579 (2024; Zbl 1539.62277) Full Text: DOI arXiv
Alderremy, A. A.; Gómez-Aguilar, J. F.; Sabir, Zulqurnain; Aly, Shaban; Lavín-Delgado, J. E.; Razo-Hernández, José R. Numerical performances based artificial neural networks to deal with the computer viruses spread on the complex networks. (English) Zbl 07860044 Int. J. Comput. Math. 101, No. 3, 314-330 (2024). MSC: 34-04 68T07 62M10 PDFBibTeX XMLCite \textit{A. A. Alderremy} et al., Int. J. Comput. Math. 101, No. 3, 314--330 (2024; Zbl 07860044) Full Text: DOI
Wang, Xiaochen; Tang, Xiaolong; Song, Yuping Asymptotics of M-estimators for moderate deviations from a unit root model with possibly infinite variance. (English) Zbl 07859000 Commun. Stat., Theory Methods 53, No. 9, 3169-3186 (2024). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{X. Wang} et al., Commun. Stat., Theory Methods 53, No. 9, 3169--3186 (2024; Zbl 07859000) Full Text: DOI
Pumi, Guilherme; Prass, Taiane S.; Lopes, Sílvia R. C. A novel copula-based approach for parametric estimation of univariate time series through its covariance decay. (English) Zbl 1539.62274 Stat. Pap. 65, No. 2, 1041-1063 (2024). MSC: 62M10 62F12 62E20 PDFBibTeX XMLCite \textit{G. Pumi} et al., Stat. Pap. 65, No. 2, 1041--1063 (2024; Zbl 1539.62274) Full Text: DOI
Ward, Kes; Romano, Gaetano; Eckley, Idris; Fearnhead, Paul A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models. (English) Zbl 1539.62036 Stat. Comput. 34, No. 3, Paper No. 99, 11 p. (2024). MSC: 62-08 62L10 62M10 PDFBibTeX XMLCite \textit{K. Ward} et al., Stat. Comput. 34, No. 3, Paper No. 99, 11 p. (2024; Zbl 1539.62036) Full Text: DOI arXiv OA License
Celani, Alessandro; Pagnottoni, Paolo; Jones, Galin Bayesian variable selection for matrix autoregressive models. (English) Zbl 1539.62011 Stat. Comput. 34, No. 2, Paper No. 91, 24 p. (2024). MSC: 62-08 62F15 62H12 62M10 PDFBibTeX XMLCite \textit{A. Celani} et al., Stat. Comput. 34, No. 2, Paper No. 91, 24 p. (2024; Zbl 1539.62011) Full Text: DOI OA License
Gabr, M. M.; Bakouch, Hassan S.; El-Hadidy, Shimaa M. One-misrecorded Poisson INAR(1) model via two random operators with application to crime and economics data. (English) Zbl 07856753 Comput. Appl. Math. 43, No. 4, Paper No. 206, 41 p. (2024). MSC: 62M10 PDFBibTeX XMLCite \textit{M. M. Gabr} et al., Comput. Appl. Math. 43, No. 4, Paper No. 206, 41 p. (2024; Zbl 07856753) Full Text: DOI OA License
Vorpe, Katherine; Hessinger, Sierra; Poth, Rebekah; Miljkovic, Tatjana Clustering regions with dynamic time warping to model obesity prevalence disparities in the United States. (English) Zbl 07856535 J. Appl. Stat. 51, No. 4, 793-807 (2024). MSC: 62-08 62P10 62M10 62G99 PDFBibTeX XMLCite \textit{K. Vorpe} et al., J. Appl. Stat. 51, No. 4, 793--807 (2024; Zbl 07856535) Full Text: DOI
Shiu, Shang-Yuan; Wong, Hsin-Chieh Robust inference in AR-G/GARCH models under model uncertainty. (English) Zbl 07855846 Electron. J. Stat. 18, No. 1, 1970-2020 (2024). MSC: 62M10 62F03 62F12 PDFBibTeX XMLCite \textit{S.-Y. Shiu} and \textit{H.-C. Wong}, Electron. J. Stat. 18, No. 1, 1970--2020 (2024; Zbl 07855846) Full Text: DOI Link
Mies, Fabian; Steland, Ansgar Projection inference for high-dimensional covariance matrices with structured shrinkage targets. (English) Zbl 07855839 Electron. J. Stat. 18, No. 1, 1643-1676 (2024). MSC: 62G05 60F15 62M10 PDFBibTeX XMLCite \textit{F. Mies} and \textit{A. Steland}, Electron. J. Stat. 18, No. 1, 1643--1676 (2024; Zbl 07855839) Full Text: DOI arXiv Link
Macedo, Pedro A two-stage maximum entropy approach for time series regression. (English) Zbl 07854506 Commun. Stat., Simulation Comput. 53, No. 1, 518-528 (2024). MSC: 62M10 91B84 94A17 PDFBibTeX XMLCite \textit{P. Macedo}, Commun. Stat., Simulation Comput. 53, No. 1, 518--528 (2024; Zbl 07854506) Full Text: DOI
Manaa, Abderrahmen; Bentarzi, Wissam Asymptotic distribution of CLS estimators in the nearly unstable and unstable PINAR(1) model. (English) Zbl 07854476 Commun. Stat., Simulation Comput. 53, No. 1, 1-29 (2024). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{A. Manaa} and \textit{W. Bentarzi}, Commun. Stat., Simulation Comput. 53, No. 1, 1--29 (2024; Zbl 07854476) Full Text: DOI
Dimitriou, Ioannis; Fiems, Dieter Some reflected autoregressive processes with dependencies. (English) Zbl 07852185 Queueing Syst. 106, No. 1-2, 67-127 (2024). Reviewer: Vyacheslav Abramov (Melbourne) MSC: 60K25 62M10 60K10 60J05 90B22 PDFBibTeX XMLCite \textit{I. Dimitriou} and \textit{D. Fiems}, Queueing Syst. 106, No. 1--2, 67--127 (2024; Zbl 07852185) Full Text: DOI arXiv OA License
Durand, Amaury; Roueff, François Hilbert space-valued fractionally integrated autoregressive moving average processes with long memory operators. (English) Zbl 07851465 J. Stat. Plann. Inference 231, Article ID 106146, 38 p. (2024). MSC: 62M10 62M15 60F05 46G10 PDFBibTeX XMLCite \textit{A. Durand} and \textit{F. Roueff}, J. Stat. Plann. Inference 231, Article ID 106146, 38 p. (2024; Zbl 07851465) Full Text: DOI arXiv
De Canditiis, Daniela; Torrisi, Giovanni Luca On the adaptive Lasso estimator of AR(\(p\)) time series with applications to INAR(\(p\)) and Hawkes processes. (English) Zbl 1537.62038 J. Stat. Plann. Inference 231, Article ID 106145, 18 p. (2024). MSC: 62M10 60G55 62F12 62J07 PDFBibTeX XMLCite \textit{D. De Canditiis} and \textit{G. L. Torrisi}, J. Stat. Plann. Inference 231, Article ID 106145, 18 p. (2024; Zbl 1537.62038) Full Text: DOI
Yılmaz, Yavuz; Nalçacı, Gamze; Kańczurzewska, Marta; Weber, Gerhard Wilhelm Long-term wind power and global warming prediction using MARS, ANN, CART, LR, and RF. (English) Zbl 07846720 J. Ind. Manag. Optim. 20, No. 6, 2193-2216 (2024). MSC: 62M10 91-10 62G08 62J05 62P12 68T07 PDFBibTeX XMLCite \textit{Y. Yılmaz} et al., J. Ind. Manag. Optim. 20, No. 6, 2193--2216 (2024; Zbl 07846720) Full Text: DOI
Liu, Xueping; Zhu, Sheng Grey system forecasting model with random disturbance term and its optimization. (English) Zbl 07846716 J. Ind. Manag. Optim. 20, No. 6, 2116-2134 (2024). MSC: 91B84 62M10 PDFBibTeX XMLCite \textit{X. Liu} and \textit{S. Zhu}, J. Ind. Manag. Optim. 20, No. 6, 2116--2134 (2024; Zbl 07846716) Full Text: DOI
Higgins, Ayden; Jochmans, Koen Bootstrap inference for fixed-effect models. (English) Zbl 07846560 Econometrica 92, No. 2, 411-427 (2024). MSC: 62P20 62F12 62F40 62M10 62E20 PDFBibTeX XMLCite \textit{A. Higgins} and \textit{K. Jochmans}, Econometrica 92, No. 2, 411--427 (2024; Zbl 07846560) Full Text: DOI arXiv
Çokaj, Ergys; Gustad, Halvor Snersrud; Leone, Andrea; Moe, Per Thomas; Moldestad, Lasse Supervised time series classification for anomaly detection in subsea engineering. (English) Zbl 07845391 J. Comput. Dyn. 11, No. 3, 376-408 (2024). MSC: 62M10 62P30 68T07 PDFBibTeX XMLCite \textit{E. Çokaj} et al., J. Comput. Dyn. 11, No. 3, 376--408 (2024; Zbl 07845391) Full Text: DOI arXiv
Lee, Youngmi; Kim, Sungdon; Oh, Haejune Sequential change-point detection in time series models with conditional heteroscedasticity. (English) Zbl 1536.91244 Econ. Lett. 236, Article ID 111597, 5 p. (2024). MSC: 91B84 62M10 PDFBibTeX XMLCite \textit{Y. Lee} et al., Econ. Lett. 236, Article ID 111597, 5 p. (2024; Zbl 1536.91244) Full Text: DOI
Agosto, Arianna; Cerchiello, Paola A data-driven test approach to identify COVID-19 surge phases: an alert-warning tool. (English) Zbl 07842739 Statistics 58, No. 2, 422-436 (2024). MSC: 62P10 62M10 PDFBibTeX XMLCite \textit{A. Agosto} and \textit{P. Cerchiello}, Statistics 58, No. 2, 422--436 (2024; Zbl 07842739) Full Text: DOI
Yang, Yipeng Long-range dependence and rational Gaussian noise. (English) Zbl 07842736 Statistics 58, No. 2, 364-382 (2024). MSC: 62-08 62E10 62M10 62P05 PDFBibTeX XMLCite \textit{Y. Yang}, Statistics 58, No. 2, 364--382 (2024; Zbl 07842736) Full Text: DOI
Yang, Lu; Sun, Xiuwen; Hamzi, Boumediene; Owhadi, Houman; Xie, Naiming Learning dynamical systems from data: a simple cross-validation perspective. V: Sparse kernel flows for 132 chaotic dynamical systems. (English) Zbl 07842130 Physica D 460, Article ID 134070, 13 p. (2024). MSC: 37M10 37M25 62M10 68T05 68T07 PDFBibTeX XMLCite \textit{L. Yang} et al., Physica D 460, Article ID 134070, 13 p. (2024; Zbl 07842130) 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
Echegoyen, Carlos; Pérez, Aritz; Santafé, Guzmán; Pérez-Goya, Unai; Ugarte, María Dolores Large-scale unsupervised spatio-temporal semantic analysis of vast regions from satellite images sequences. (English) Zbl 1536.62006 Stat. Comput. 34, No. 2, Paper No. 71, 17 p. (2024). MSC: 62-08 62H35 62M10 68T07 PDFBibTeX XMLCite \textit{C. Echegoyen} et al., Stat. Comput. 34, No. 2, Paper No. 71, 17 p. (2024; Zbl 1536.62006) Full Text: DOI arXiv OA License
Mosley, Luke; Chan, Tak-Shing T.; Gibberd, Alex The sparse dynamic factor model: a regularised quasi-maximum likelihood approach. (English) Zbl 1536.62018 Stat. Comput. 34, No. 2, Paper No. 68, 19 p. (2024). MSC: 62-08 62H25 62M10 PDFBibTeX XMLCite \textit{L. Mosley} et al., Stat. Comput. 34, No. 2, Paper No. 68, 19 p. (2024; Zbl 1536.62018) Full Text: DOI arXiv OA License
Foroni, Beatrice; Merlo, Luca; Petrella, Lea Expectile hidden Markov regression models for analyzing cryptocurrency returns. (English) Zbl 1536.62007 Stat. Comput. 34, No. 2, Paper No. 66, 12 p. (2024). MSC: 62-08 62M05 62M10 62P05 PDFBibTeX XMLCite \textit{B. Foroni} et al., Stat. Comput. 34, No. 2, Paper No. 66, 12 p. (2024; Zbl 1536.62007) Full Text: DOI arXiv
Prabpon, Naruesorn; Homsud, Kitakorn; Vatiwutipong, Pat Nonparametric Bayesian online change point detection using kernel density estimation with nonparametric hazard function. (English) Zbl 1536.62022 Stat. Comput. 34, No. 2, Paper No. 63, 14 p. (2024). MSC: 62-08 62G07 62M10 PDFBibTeX XMLCite \textit{N. Prabpon} et al., Stat. Comput. 34, No. 2, Paper No. 63, 14 p. (2024; Zbl 1536.62022) Full Text: DOI
Jang, Yuhyeong; Sundararajan, Raanju R.; Barreto-Souza, Wagner A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference. (English) Zbl 1536.62010 Stat. Comput. 34, No. 1, Paper No. 56, 21 p. (2024). MSC: 62-08 62M09 62M10 62H12 PDFBibTeX XMLCite \textit{Y. Jang} et al., Stat. Comput. 34, No. 1, Paper No. 56, 21 p. (2024; Zbl 1536.62010) Full Text: DOI arXiv OA License
Aga, Mosisa Edgeworth expansion of the t-statistic of the Whittle MLE for linear regression processes with long-memory disturbances. (English) Zbl 07833900 Commun. Stat., Theory Methods 53, No. 5, 1760-1776 (2024). MSC: 62M10 PDFBibTeX XMLCite \textit{M. Aga}, Commun. Stat., Theory Methods 53, No. 5, 1760--1776 (2024; Zbl 07833900) Full Text: DOI
Diouf, Saliou; Kolani, Yentchabaré Extreme value theory for space-time with random coefficients. (English) Zbl 07833898 Commun. Stat., Theory Methods 53, No. 5, 1736-1744 (2024). MSC: 60G52 60G17 62M10 PDFBibTeX XMLCite \textit{S. Diouf} and \textit{Y. Kolani}, Commun. Stat., Theory Methods 53, No. 5, 1736--1744 (2024; Zbl 07833898) Full Text: DOI
Chen, Nan; Qi, Di A physics-informed data-driven algorithm for ensemble forecast of complex turbulent systems. (English) Zbl 07832827 Appl. Math. Comput. 466, Article ID 128480, 25 p. (2024). MSC: 37N10 65C20 86A04 62M10 PDFBibTeX XMLCite \textit{N. Chen} and \textit{D. Qi}, Appl. Math. Comput. 466, Article ID 128480, 25 p. (2024; Zbl 07832827) Full Text: DOI arXiv
Cho, Haeran; Fryzlewicz, Piotr Multiple change point detection under serial dependence: wild contrast maximisation and gappy Schwarz algorithm. (English) Zbl 07832533 J. Time Ser. Anal. 45, No. 3, 479-494 (2024). MSC: 62M10 62P12 PDFBibTeX XMLCite \textit{H. Cho} and \textit{P. Fryzlewicz}, J. Time Ser. Anal. 45, No. 3, 479--494 (2024; Zbl 07832533) Full Text: DOI arXiv OA License
Zhang, Xinyu; Li, Dong Smooth transition moving average models: estimation, testing, and computation. (English) Zbl 07832532 J. Time Ser. Anal. 45, No. 3, 463-478 (2024). MSC: 62M10 37M10 PDFBibTeX XMLCite \textit{X. Zhang} and \textit{D. Li}, J. Time Ser. Anal. 45, No. 3, 463--478 (2024; Zbl 07832532) Full Text: DOI
Tseng, Neng-Fang; Hung, Ying-Chao; Nakano, Junji Granger causality tests based on reduced variable information. (English) Zbl 07832531 J. Time Ser. Anal. 45, No. 3, 444-462 (2024). MSC: 62D20 62E20 62F03 62M10 PDFBibTeX XMLCite \textit{N.-F. Tseng} et al., J. Time Ser. Anal. 45, No. 3, 444--462 (2024; Zbl 07832531) Full Text: DOI
Achard, Sophie; Gannaz, Irène Local Whittle estimation with (quasi-)analytic wavelets. (English) Zbl 07832530 J. Time Ser. Anal. 45, No. 3, 421-443 (2024). MSC: 62M10 62M15 62H20 92C55 PDFBibTeX XMLCite \textit{S. Achard} and \textit{I. Gannaz}, J. Time Ser. Anal. 45, No. 3, 421--443 (2024; Zbl 07832530) Full Text: DOI arXiv OA License
Zhang, Hong-Fan Additive autoregressive models for matrix valued time series. (English) Zbl 07832529 J. Time Ser. Anal. 45, No. 3, 398-420 (2024). MSC: 62M10 PDFBibTeX XMLCite \textit{H.-F. Zhang}, J. Time Ser. Anal. 45, No. 3, 398--420 (2024; Zbl 07832529) Full Text: DOI
Lin, Yuchang; Zhu, Qianqian On vector linear double autoregression. (English) Zbl 07832528 J. Time Ser. Anal. 45, No. 3, 376-397 (2024). MSC: 62M10 62F03 62F10 PDFBibTeX XMLCite \textit{Y. Lin} and \textit{Q. Zhu}, J. Time Ser. Anal. 45, No. 3, 376--397 (2024; Zbl 07832528) Full Text: DOI
Wolfer, Geoffrey; Kontorovich, Aryeh Improved estimation of relaxation time in nonreversible Markov chains. (English) Zbl 1537.60096 Ann. Appl. Probab. 34, No. 1A, 249-276 (2024). MSC: 60J10 62M05 62M10 37A30 PDFBibTeX XMLCite \textit{G. Wolfer} and \textit{A. Kontorovich}, Ann. Appl. Probab. 34, No. 1A, 249--276 (2024; Zbl 1537.60096) Full Text: DOI arXiv Link
Zhong, Xiaotong; Xiong, Qiang On an asymmetric functional-coefficient ARCH-M model. (English) Zbl 1534.62131 Commun. Nonlinear Sci. Numer. Simul. 133, Article ID 107990, 35 p. (2024). MSC: 62M10 62F03 62F05 62F12 62G05 62P20 PDFBibTeX XMLCite \textit{X. Zhong} and \textit{Q. Xiong}, Commun. Nonlinear Sci. Numer. Simul. 133, Article ID 107990, 35 p. (2024; Zbl 1534.62131) Full Text: DOI
Shen, Tingting; Tao, Zhifu; Chen, Huayou Exploring long-memory process in the prediction of interval-valued financial time series and its application. (English) Zbl 1533.91454 J. Syst. Sci. Complex. 37, No. 2, 759-775 (2024). MSC: 91G15 62P05 62M10 PDFBibTeX XMLCite \textit{T. Shen} et al., J. Syst. Sci. Complex. 37, No. 2, 759--775 (2024; Zbl 1533.91454) Full Text: DOI
Maindonald, John H.; Braun, W. John; Andrews, Jeffrey L. A practical guide to data analysis using R. An example-based approach. (English) Zbl 07826893 Cambridge: Cambridge University Press (ISBN 978-1-00-928227-7/hbk; 978-1-00-928228-4/ebook). xxiv, 526 p. (2024). MSC: 62-01 62-04 62J05 62J12 62M10 62H30 PDFBibTeX XMLCite \textit{J. H. Maindonald} et al., A practical guide to data analysis using R. An example-based approach. Cambridge: Cambridge University Press (2024; Zbl 07826893) Full Text: DOI
Li, Zhaoyuan; Gao, Jie Efficient change point detection and estimation in high-dimensional correlation matrices. (English) Zbl 07823232 Electron. J. Stat. 18, No. 1, 942-979 (2024). MSC: 62M10 62H15 62P20 PDFBibTeX XMLCite \textit{Z. Li} and \textit{J. Gao}, Electron. J. Stat. 18, No. 1, 942--979 (2024; Zbl 07823232) Full Text: DOI arXiv Link
Wintenberger, Olivier Stochastic online convex optimization. Application to probabilistic time series forecasting. (English) Zbl 07823218 Electron. J. Stat. 18, No. 1, 429-464 (2024). MSC: 62L99 62M10 PDFBibTeX XMLCite \textit{O. Wintenberger}, Electron. J. Stat. 18, No. 1, 429--464 (2024; Zbl 07823218) Full Text: DOI arXiv Link
Zhang, Zelin; Wang, Cong; Wu, Jun; Zhao, Dazhi; Chen, Yufeng; Xu, Jinyu A new parameter-free entropy based on fragment oscillation and its application in fault diagnosis. (English) Zbl 1537.37102 Commun. Nonlinear Sci. Numer. Simul. 132, Article ID 107917, 14 p. (2024). MSC: 37M10 62M10 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Commun. Nonlinear Sci. Numer. Simul. 132, Article ID 107917, 14 p. (2024; Zbl 1537.37102) Full Text: DOI
Seo, Insuk Book review of: Y. Nishiyama, Martingale methods in statistics. (English) Zbl 07820421 J. Am. Stat. Assoc. 119, No. 545, 787-789 (2024). MSC: 00A17 60-02 60G42 60G44 62M10 PDFBibTeX XMLCite \textit{I. Seo}, J. Am. Stat. Assoc. 119, No. 545, 787--789 (2024; Zbl 07820421) Full Text: DOI
Chen, Weilin; Lam, Clifford Rank and factor loadings estimation in time series tensor factor model by pre-averaging. (English) Zbl 1539.62177 Ann. Stat. 52, No. 1, 364-391 (2024). MSC: 62H25 62H12 62M10 PDFBibTeX XMLCite \textit{W. Chen} and \textit{C. Lam}, Ann. Stat. 52, No. 1, 364--391 (2024; Zbl 1539.62177) Full Text: DOI arXiv Link
Gerhardus, Andreas Characterization of causal ancestral graphs for time series with latent confounders. (English) Zbl 1539.62268 Ann. Stat. 52, No. 1, 103-130 (2024). MSC: 62M10 62D20 62H22 68T30 68T37 PDFBibTeX XMLCite \textit{A. Gerhardus}, Ann. Stat. 52, No. 1, 103--130 (2024; Zbl 1539.62268) Full Text: DOI arXiv Link
Merino-Negrete, Nazul; Maldonado, Cesar; Salgado-García, Raúl Sorting ECGs by lag irreversibility. (English) Zbl 1534.82009 Physica D 459, Article ID 134022, 10 p. (2024). MSC: 82C05 62M10 62M20 92C35 92C50 60J20 37M10 37N25 PDFBibTeX XMLCite \textit{N. Merino-Negrete} et al., Physica D 459, Article ID 134022, 10 p. (2024; Zbl 1534.82009) Full Text: DOI arXiv
Zhou, Wei-Xing; Jiang, Zhi-Qiang; Xie, Wen-Jie Recurrence interval analysis of financial time series. (English) Zbl 1533.91003 Elements in Econophysics. Cambridge: Cambridge University Press (ISBN 978-1-00-948661-3/hbk; 978-1-00-938173-4/pbk; 978-1-00-938174-1/ebook). 76 p. (2024). MSC: 91-01 62-01 91B84 62M10 PDFBibTeX XMLCite \textit{W.-X. Zhou} et al., Recurrence interval analysis of financial time series. Cambridge: Cambridge University Press (2024; Zbl 1533.91003) Full Text: DOI
Cavaliere, Giuseppe; Perera, Indeewara; Rahbek, Anders Specification tests for GARCH processes with nuisance parameters on the boundary. (English) Zbl 1531.62118 J. Bus. Econ. Stat. 42, No. 1, 197-214 (2024). MSC: 62P20 62G10 62M10 PDFBibTeX XMLCite \textit{G. Cavaliere} et al., J. Bus. Econ. Stat. 42, No. 1, 197--214 (2024; Zbl 1531.62118) Full Text: DOI Link