Ghodrati, Laya; Panaretos, Victor M. On distributional autoregression and iterated transportation. (English) Zbl 07912366 J. Time Ser. Anal. 45, No. 5, 739-770 (2024). MSC: 62Mxx 62R10 15A99 62M15 60G17 PDFBibTeX XMLCite \textit{L. Ghodrati} and \textit{V. M. Panaretos}, J. Time Ser. Anal. 45, No. 5, 739--770 (2024; Zbl 07912366) Full Text: DOI arXiv OA License
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
Ginovyan, M. S. Simplified Whittle estimators for spectral parameters of stationary linear models with tapered data. (English) Zbl 07911057 J. Contemp. Math. Anal., Armen. Acad. Sci. 59, No. 1, 29-37 (2024) and Izv. Nats. Akad. Nauk Armen., Mat. 59, No. 1, 20-31 (2024). MSC: 62M15 60G10 62F10 62F12 PDFBibTeX XMLCite \textit{M. S. Ginovyan}, J. Contemp. Math. Anal., Armen. Acad. Sci. 59, No. 1, 29--37 (2024; Zbl 07911057) Full Text: DOI
Ding, Yunlong; Chen, Di-Rong Wavelet-based neural network model for track stiffness signal detection. (English) Zbl 07900476 Int. J. Wavelets Multiresolut. Inf. Process. 22, No. 3, Article ID 2350056, 10 p. (2024). MSC: 68T07 62M15 PDFBibTeX XMLCite \textit{Y. Ding} and \textit{D.-R. Chen}, Int. J. Wavelets Multiresolut. Inf. Process. 22, No. 3, Article ID 2350056, 10 p. (2024; Zbl 07900476) 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
Caponera, Alessia Asymptotics for isotropic Hilbert-valued spherical random fields. (English) Zbl 07874398 Bernoulli 30, No. 3, 1723-1745 (2024). MSC: 60G60 60F05 62M15 PDFBibTeX XMLCite \textit{A. Caponera}, Bernoulli 30, No. 3, 1723--1745 (2024; Zbl 07874398) Full Text: DOI arXiv Link
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
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
Nickl, Richard Consistent inference for diffusions from low frequency measurements. (English) Zbl 1539.60070 Ann. Stat. 52, No. 2, 519-549 (2024). MSC: 60H10 62F15 62G20 62H25 62M15 PDFBibTeX XMLCite \textit{R. Nickl}, Ann. Stat. 52, No. 2, 519--549 (2024; Zbl 1539.60070) Full Text: DOI arXiv
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
Takabatake, Tetsuya Quasi-likelihood analysis of fractional Brownian motion with constant drift under high-frequency observations. (English) Zbl 1537.62037 Stat. Probab. Lett. 207, Article ID 110006, 10 p. (2024). MSC: 62M09 60G22 62F12 62M15 62P05 PDFBibTeX XMLCite \textit{T. Takabatake}, Stat. Probab. Lett. 207, Article ID 110006, 10 p. (2024; Zbl 1537.62037) Full Text: DOI arXiv
Ye, Felix X.-F.; Ma, Yi-an; Qian, Hong Estimate exponential memory decay in hidden Markov model and its applications to inference. (English) Zbl 07842113 Physica D 460, Article ID 134053, 9 p. (2024). MSC: 37M25 37H10 68T05 68T07 62M15 62M20 62M45 PDFBibTeX XMLCite \textit{F. X. F. Ye} et al., Physica D 460, Article ID 134053, 9 p. (2024; Zbl 07842113) Full Text: DOI arXiv
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
Szymanski, Grégoire Optimal estimation of the rough Hurst parameter in additive noise. (English) Zbl 07812501 Stochastic Processes Appl. 170, Article ID 104302, 26 p. (2024). MSC: 62F12 62M09 62M10 62M15 PDFBibTeX XMLCite \textit{G. Szymanski}, Stochastic Processes Appl. 170, Article ID 104302, 26 p. (2024; Zbl 07812501) Full Text: DOI arXiv OA License
Wang, Jing; Peng, Xuhong; Wu, Jindong; Ding, Youde; Ali, Barkat; Luo, Yizhou; Hu, Yiting; Zhang, Keyao Singular spectrum analysis (SSA) based hybrid models for emergency ambulance demand (EAD) time series forecasting. (English) Zbl 1537.62041 IMA J. Manag. Math. 35, No. 1, 45-64 (2024). MSC: 62M20 62M10 62M15 PDFBibTeX XMLCite \textit{J. Wang} et al., IMA J. Manag. Math. 35, No. 1, 45--64 (2024; Zbl 1537.62041) Full Text: DOI OA License
Todino, Anna Paola No smooth phase transition for the nodal length of band-limited spherical random fields. (English) Zbl 07800506 Stochastic Processes Appl. 169, Article ID 104273, 23 p. (2024). MSC: 60G60 42C10 33C55 62M15 35P20 PDFBibTeX XMLCite \textit{A. P. Todino}, Stochastic Processes Appl. 169, Article ID 104273, 23 p. (2024; Zbl 07800506) Full Text: DOI arXiv
Li, Yanyan; Tan, Tao A new convex model for linear hyperspectral unmixing. (English) Zbl 1531.94011 J. Comput. Appl. Math. 441, Article ID 115708, 13 p. (2024). MSC: 94A12 94A08 68U10 62M15 52B55 PDFBibTeX XMLCite \textit{Y. Li} and \textit{T. Tan}, J. Comput. Appl. Math. 441, Article ID 115708, 13 p. (2024; Zbl 1531.94011) Full Text: DOI
Durastanti, Claudio Aliasing Effects for Samples of Spin Random Fields on the Sphere. arXiv:2408.17078 Preprint, arXiv:2408.17078 [math.PR] (2024). MSC: 62M15 62M40 BibTeX Cite \textit{C. Durastanti}, ``Aliasing Effects for Samples of Spin Random Fields on the Sphere'', Preprint, arXiv:2408.17078 [math.PR] (2024) Full Text: arXiv OA License
Kwan, Tsz-Kit Jeffrey; Chen, Feng; Dunsmuir, William Likelihood inference of the non-stationary Hawkes process with non-exponential kernel. arXiv:2408.09710 Preprint, arXiv:2408.09710 [math.ST] (2024). MSC: 60G55 62F12 62M15 BibTeX Cite \textit{T.-K. J. Kwan} et al., ``Likelihood inference of the non-stationary Hawkes process with non-exponential kernel'', Preprint, arXiv:2408.09710 [math.ST] (2024) Full Text: arXiv OA License
Mastrilli, Gabriel; Błaszczyszyn, Bartłomiej; Lavancier, Frédéric Estimating the hyperuniformity exponent of point processes. arXiv:2407.16797 Preprint, arXiv:2407.16797 [math.ST] (2024). MSC: 62M15 62M30 62F12 60F05 60G55 BibTeX Cite \textit{G. Mastrilli} et al., ``Estimating the hyperuniformity exponent of point processes'', Preprint, arXiv:2407.16797 [math.ST] (2024) Full Text: arXiv OA License
Ayache, Antoine; Kravchenko, Serhii; Olenko, Andriy On filter-type estimation of discretely sampled cyclic long-memory processes. arXiv:2407.12444 Preprint, arXiv:2407.12444 [math.ST] (2024). MSC: 62F10 62M15 62M10 91B84 BibTeX Cite \textit{A. Ayache} et al., ``On filter-type estimation of discretely sampled cyclic long-memory processes'', Preprint, arXiv:2407.12444 [math.ST] (2024) Full Text: arXiv OA License
Kostic, Vladimir R.; Lounici, Karim; Halconruy, Helene; Devergne, Timothee; Pontil, Massimiliano Learning the Infinitesimal Generator of Stochastic Diffusion Processes. arXiv:2405.12940 Preprint, arXiv:2405.12940 [stat.ML] (2024). MSC: 62M15 BibTeX Cite \textit{V. R. Kostic} et al., ``Learning the Infinitesimal Generator of Stochastic Diffusion Processes'', Preprint, arXiv:2405.12940 [stat.ML] (2024) Full Text: arXiv OA License
Di Lillo, Simmaco; Marinucci, Domenico; Salvi, Michele; Vigogna, Stefano Spectral complexity of deep neural networks. arXiv:2405.09541 Preprint, arXiv:2405.09541 [stat.ML] (2024). MSC: 68T07 60G60 33C55 62M15 BibTeX Cite \textit{S. Di Lillo} et al., ``Spectral complexity of deep neural networks'', Preprint, arXiv:2405.09541 [stat.ML] (2024) Full Text: arXiv OA License
Characiejus, Vaidotas; Kokoszka, Piotr; Meng, Xiangdong Estimation of the long-run variance of nonlinear time series with an application to change point analysis. arXiv:2404.02643 Preprint, arXiv:2404.02643 [math.ST] (2024). MSC: 62M10 62M15 BibTeX Cite \textit{V. Characiejus} et al., ``Estimation of the long-run variance of nonlinear time series with an application to change point analysis'', Preprint, arXiv:2404.02643 [math.ST] (2024) Full Text: arXiv OA License
Gong, Shuyang; Li, Zhangsong The Umeyama algorithm for matching correlated Gaussian geometric models in the low-dimensional regime. arXiv:2402.15095 Preprint, arXiv:2402.15095 [math.ST] (2024). MSC: 68Q87 62M15 BibTeX Cite \textit{S. Gong} and \textit{Z. Li}, ``The Umeyama algorithm for matching correlated Gaussian geometric models in the low-dimensional regime'', Preprint, arXiv:2402.15095 [math.ST] (2024) Full Text: arXiv OA License
Wang, Jing Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields. (English) Zbl 1537.62039 Commun. Stat., Simulation Comput. 52, No. 12, 6034-6047 (2023). MSC: 62M10 62M30 62M15 PDFBibTeX XMLCite \textit{J. Wang}, Commun. Stat., Simulation Comput. 52, No. 12, 6034--6047 (2023; Zbl 1537.62039) Full Text: DOI
An, Qingci; Kevrekidis, Yannis; Lu, Fei; Maggioni, Mauro Unsupervised learning of observation functions in state space models by nonparametric moment methods. (English) Zbl 07805179 Found. Data Sci. 5, No. 3, 340-365 (2023). MSC: 62G05 68Q32 62M15 PDFBibTeX XMLCite \textit{Q. An} et al., Found. Data Sci. 5, No. 3, 340--365 (2023; Zbl 07805179) Full Text: DOI arXiv
Javors’kyĭ, I. M.; Yuzefovych, R. M.; Lychak, O. V. Stochastic models of hidden periodicity and effective methods for their discovery. (Ukrainian. English summary) Zbl 07799308 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2023, No. 6, 19-32 (2023). MSC: 94A12 62M15 PDFBibTeX XMLCite \textit{I. M. Javors'kyĭ} et al., Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2023, No. 6, 19--32 (2023; Zbl 07799308) Full Text: DOI OA License
Hita-Pérez, María; Muñoz, Laura; Molina, Rafael A. Missing levels in intermediate spectra. (English) Zbl 1536.81070 J. Phys. A, Math. Theor. 56, No. 50, Article ID 505702, 15 p. (2023). MSC: 81Q50 35P05 35P15 62M15 62D10 65C05 37M05 PDFBibTeX XMLCite \textit{M. Hita-Pérez} et al., J. Phys. A, Math. Theor. 56, No. 50, Article ID 505702, 15 p. (2023; Zbl 1536.81070) Full Text: DOI arXiv OA License
Berg, Stephen; Song, Hyebin Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain. (English) Zbl 1539.62078 Ann. Stat. 51, No. 6, 2440-2470 (2023). MSC: 62G05 60J05 60J22 65C05 62M10 62M15 PDFBibTeX XMLCite \textit{S. Berg} and \textit{H. Song}, Ann. Stat. 51, No. 6, 2440--2470 (2023; Zbl 1539.62078) Full Text: DOI arXiv Link
Baek, Changryong; Düker, Marie-Christine; Pipiras, Vladas Local Whittle estimation of high-dimensional long-run variance and precision matrices. (English) Zbl 1539.62262 Ann. Stat. 51, No. 6, 2386-2414 (2023). MSC: 62M10 62H12 62M15 PDFBibTeX XMLCite \textit{C. Baek} et al., Ann. Stat. 51, No. 6, 2386--2414 (2023; Zbl 1539.62262) Full Text: DOI arXiv Link
Basu, Sumanta; Rao, Suhasini Subba Graphical models for nonstationary time series. (English) Zbl 1539.62263 Ann. Stat. 51, No. 4, 1453-1483 (2023). MSC: 62M10 62H22 62M15 PDFBibTeX XMLCite \textit{S. Basu} and \textit{S. S. Rao}, Ann. Stat. 51, No. 4, 1453--1483 (2023; Zbl 1539.62263) Full Text: DOI arXiv Link
Bitter, Annemarie; Stelzer, Robert; Ströh, Bennet Continuous-time locally stationary time series models. (English) Zbl 07779238 Adv. Appl. Probab. 55, No. 3, 965-998 (2023). MSC: 62M10 62M15 60G55 PDFBibTeX XMLCite \textit{A. Bitter} et al., Adv. Appl. Probab. 55, No. 3, 965--998 (2023; Zbl 07779238) Full Text: DOI arXiv
Kirtland, Aaron; Botvinick-Greenhouse, Jonah; DeBrito, Marianne; Osborne, Megan; Johnson, Casey; Martin, Robert S.; Araki, Samuel J.; Eckhardt, Daniel Q. An unstructured mesh approach to nonlinear noise reduction for coupled systems. (English) Zbl 1532.37067 SIAM J. Appl. Dyn. Syst. 22, No. 4, 2927-2944 (2023). MSC: 37M10 94A12 62M15 PDFBibTeX XMLCite \textit{A. Kirtland} et al., SIAM J. Appl. Dyn. Syst. 22, No. 4, 2927--2944 (2023; Zbl 1532.37067) Full Text: DOI arXiv
Olbermann, Barbara P.; Lopes, Sílvia R. C.; Lopes, Artur O. Parameter estimation in Manneville-Pomeau processes. (English) Zbl 1527.62070 Probab. Uncertain. Quant. Risk 8, No. 2, 213-234 (2023). MSC: 62M15 62M10 37A05 37A50 37E10 PDFBibTeX XMLCite \textit{B. P. Olbermann} et al., Probab. Uncertain. Quant. Risk 8, No. 2, 213--234 (2023; Zbl 1527.62070) Full Text: DOI arXiv
Bruce, Scott A. Adaptive clustering and feature selection for categorical time series using interpretable frequency-domain features. (English) Zbl 07738977 Stat. Interface 16, No. 2, 319-335 (2023). MSC: 62-XX 62H30 62M10 62M15 62H86 PDFBibTeX XMLCite \textit{S. A. Bruce}, Stat. Interface 16, No. 2, 319--335 (2023; Zbl 07738977) Full Text: DOI
Gillard, Jonathan; Usevich, Konstantin Hankel low-rank approximation and completion in time series analysis and forecasting: a brief review. (English) Zbl 07738975 Stat. Interface 16, No. 2, 287-303 (2023). MSC: 62-XX 62M10 62M15 62P99 PDFBibTeX XMLCite \textit{J. Gillard} and \textit{K. Usevich}, Stat. Interface 16, No. 2, 287--303 (2023; Zbl 07738975) Full Text: DOI arXiv
Bhootna, Niharika; Dhull, Monika Singh; Kumar, Arun; Leonenko, Nikolai Humbert generalized fractional differenced ARMA processes. (English) Zbl 07733080 Commun. Nonlinear Sci. Numer. Simul. 125, Article ID 107412, 20 p. (2023). MSC: 62M10 62M15 60E07 60G51 33C45 PDFBibTeX XMLCite \textit{N. Bhootna} et al., Commun. Nonlinear Sci. Numer. Simul. 125, Article ID 107412, 20 p. (2023; Zbl 07733080) Full Text: DOI arXiv OA License
Gourieroux, Christian; Jasiak, Joann Dynamic deconvolution and identification of independent autoregressive sources. (English) Zbl 07731466 J. Time Ser. Anal. 44, No. 2, 151-180 (2023). MSC: 62Mxx 60G07 60G10 62M15 62M20 62G05 PDFBibTeX XMLCite \textit{C. Gourieroux} and \textit{J. Jasiak}, J. Time Ser. Anal. 44, No. 2, 151--180 (2023; Zbl 07731466) Full Text: DOI
Taufemback, Cleiton Guollo Non-parametric short- and long-run Granger causality testing in the frequency domain. (English) Zbl 07731462 J. Time Ser. Anal. 44, No. 1, 69-92 (2023). MSC: 62Mxx 62G05 62G20 62M15 PDFBibTeX XMLCite \textit{C. G. Taufemback}, J. Time Ser. Anal. 44, No. 1, 69--92 (2023; Zbl 07731462) Full Text: DOI
Hariz, Samir Ben; Brouste, Alexandre; Esstafa, Youssef; Soltane, Marius Fast calibration of weak FARIMA models. (English) Zbl 07730442 ESAIM, Probab. Stat. 27, 156-173 (2023). MSC: 62M10 62M15 91B84 PDFBibTeX XMLCite \textit{S. B. Hariz} et al., ESAIM, Probab. Stat. 27, 156--173 (2023; Zbl 07730442) Full Text: DOI arXiv OA License
Babayan, Nikolay M.; Ginovyan, Mamikon S. Asymptotic behavior of the prediction error for stationary sequences. (English) Zbl 1517.60040 Probab. Surv. 20, 664-721 (2023). MSC: 60G10 60G25 62M15 62M20 15A18 30C10 PDFBibTeX XMLCite \textit{N. M. Babayan} and \textit{M. S. Ginovyan}, Probab. Surv. 20, 664--721 (2023; Zbl 1517.60040) Full Text: DOI arXiv Link
Sundararajan, Raanju R. Factor modeling of multivariate time series: a frequency components approach. (English) Zbl 07723942 J. Multivariate Anal. 197, Article ID 105202, 17 p. (2023). MSC: 62Hxx 62M10 62M15 PDFBibTeX XMLCite \textit{R. R. Sundararajan}, J. Multivariate Anal. 197, Article ID 105202, 17 p. (2023; Zbl 07723942) Full Text: DOI
Ng, Wai Leong; Yau, Chun Yip Asymptotic spectral theory for spatial data. (English) Zbl 1516.62079 Stochastics 95, No. 3, 423-464 (2023). MSC: 62M15 62E20 62M30 PDFBibTeX XMLCite \textit{W. L. Ng} and \textit{C. Y. Yau}, Stochastics 95, No. 3, 423--464 (2023; Zbl 1516.62079) Full Text: DOI arXiv
Xie, Fangzheng; Xu, Yanxun Efficient estimation for random dot product graphs via a one-step procedure. (English) Zbl 1514.62100 J. Am. Stat. Assoc. 118, No. 541, 651-664 (2023). MSC: 62H22 62M15 62C20 90C35 68R10 PDFBibTeX XMLCite \textit{F. Xie} and \textit{Y. Xu}, J. Am. Stat. Assoc. 118, No. 541, 651--664 (2023; Zbl 1514.62100) Full Text: DOI arXiv Link
Blanchet-Scalliet, Christophette; Demory, Bruno; Gonon, Thierry; Helbert, Céline Gaussian process regression on nested spaces. (English) Zbl 1514.62005 SIAM/ASA J. Uncertain. Quantif. 11, 426-451 (2023). MSC: 62-08 62C12 62D10 62L10 62L12 62M15 62M20 62P30 PDFBibTeX XMLCite \textit{C. Blanchet-Scalliet} et al., SIAM/ASA J. Uncertain. Quantif. 11, 426--451 (2023; Zbl 1514.62005) Full Text: DOI
Zhu, Bin; Zorzi, Mattia A well-posed multidimensional rational covariance and generalized cepstral extension problem. (English) Zbl 1517.42005 SIAM J. Control Optim. 61, No. 3, 1532-1556 (2023). MSC: 42A70 30E05 47A57 60G12 62M15 93E10 PDFBibTeX XMLCite \textit{B. Zhu} and \textit{M. Zorzi}, SIAM J. Control Optim. 61, No. 3, 1532--1556 (2023; Zbl 1517.42005) Full Text: DOI arXiv
Aston, John; Dehay, Dominique; Dudek, Anna E.; Freyermuth, Jean-Marc; Szucs, Denes; Colling, Lincoln Spectrum inference for replicated spatial locally time-harmonizable time series. (English) Zbl 07690326 Electron. J. Stat. 17, No. 1, 1371-1410 (2023). MSC: 62G05 62G20 62M15 PDFBibTeX XMLCite \textit{J. Aston} et al., Electron. J. Stat. 17, No. 1, 1371--1410 (2023; Zbl 07690326) Full Text: DOI Link
Tomberg, Eemeli Numerical stochastic inflation constrained by frozen noise. (English) Zbl 1522.83310 J. Cosmol. Astropart. Phys. 2023, No. 4, Paper No. 42, 33 p. (2023). MSC: 83E05 81V22 83C57 81T20 62M15 81R30 35R60 PDFBibTeX XMLCite \textit{E. Tomberg}, J. Cosmol. Astropart. Phys. 2023, No. 4, Paper No. 42, 33 p. (2023; Zbl 1522.83310) Full Text: DOI arXiv
Liu, Gi-Ren; Sheu, Yuan-Chung; Wu, Hau-Tieng Central and noncentral limit theorems arising from the scattering transform and its neural activation generalization. (English) Zbl 1516.60016 SIAM J. Math. Anal. 55, No. 2, 1170-1213 (2023). MSC: 60F05 42C40 60G60 42C15 62M15 PDFBibTeX XMLCite \textit{G.-R. Liu} et al., SIAM J. Math. Anal. 55, No. 2, 1170--1213 (2023; Zbl 1516.60016) Full Text: DOI arXiv
Brandes, Dirk-Philip; Curato, Imma Valentina; Stelzer, Robert Inheritance of strong mixing and weak dependence under renewal sampling. (English) Zbl 1516.60015 J. Appl. Probab. 60, No. 2, 435-451 (2023). MSC: 60F05 60F17 62M15 60G60 PDFBibTeX XMLCite \textit{D.-P. Brandes} et al., J. Appl. Probab. 60, No. 2, 435--451 (2023; Zbl 1516.60015) Full Text: DOI arXiv
Meynard, Adrien; Torrésani, Bruno Synthesis-based time-scale transforms for non-stationary signals. (English) Zbl 1512.94028 Appl. Comput. Harmon. Anal. 65, 112-136 (2023). MSC: 94A12 62M10 62M15 PDFBibTeX XMLCite \textit{A. Meynard} and \textit{B. Torrésani}, Appl. Comput. Harmon. Anal. 65, 112--136 (2023; Zbl 1512.94028) Full Text: DOI arXiv HAL
Gutiérrez-Gutiérrez, Jesús; Barasoain-Echepare, Íñigo; Zárraga-Rodríguez, Marta; Insausti, Xabier Necessary and sufficient conditions for AR vector processes to be stationary: applications in information theory and in statistical signal processing. (English) Zbl 1511.62220 Appl. Math. Comput. 445, Article ID 127824, 14 p. (2023). MSC: 62M10 15B05 62M15 94A17 PDFBibTeX XMLCite \textit{J. Gutiérrez-Gutiérrez} et al., Appl. Math. Comput. 445, Article ID 127824, 14 p. (2023; Zbl 1511.62220) Full Text: DOI OA License
Chen, Kun; Chan, Ngai Hang; Yau, Chun Yip; Hu, Jie Penalized Whittle likelihood for spatial data. (English) Zbl 1520.62114 J. Multivariate Anal. 195, Article ID 105156, 21 p. (2023). MSC: 62M15 62G07 62M30 PDFBibTeX XMLCite \textit{K. Chen} et al., J. Multivariate Anal. 195, Article ID 105156, 21 p. (2023; Zbl 1520.62114) Full Text: DOI
Debarnot, Valentin; Weiss, Pierre Blind inverse problems with isolated spikes. (English) Zbl 1508.94005 Inf. Inference 12, No. 1, 26-71 (2023). MSC: 94A08 15A29 45Q05 78A46 62M15 60G15 62D05 44A12 PDFBibTeX XMLCite \textit{V. Debarnot} and \textit{P. Weiss}, Inf. Inference 12, No. 1, 26--71 (2023; Zbl 1508.94005) Full Text: DOI arXiv HAL
Loubaton, Philippe; Rosuel, Alexis; Vallet, Pascal On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime. (English) Zbl 1520.62116 J. Multivariate Anal. 194, Article ID 105124, 22 p. (2023). MSC: 62M15 62M10 62E20 62H15 PDFBibTeX XMLCite \textit{P. Loubaton} et al., J. Multivariate Anal. 194, Article ID 105124, 22 p. (2023; Zbl 1520.62116) Full Text: DOI arXiv HAL
Gannaz, Irène Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators. (English) Zbl 07628757 Stochastic Processes Appl. 155, 485-534 (2023). MSC: 62M15 42C40 62G20 PDFBibTeX XMLCite \textit{I. Gannaz}, Stochastic Processes Appl. 155, 485--534 (2023; Zbl 07628757) Full Text: DOI arXiv
Fasen-Hartmann, Vicky; Mayer, Celeste Empirical spectral processes for stationary state space models. (English) Zbl 1508.60046 Stochastic Processes Appl. 155, 319-354 (2023). MSC: 60F17 60G51 60H10 62G20 62M15 PDFBibTeX XMLCite \textit{V. Fasen-Hartmann} and \textit{C. Mayer}, Stochastic Processes Appl. 155, 319--354 (2023; Zbl 1508.60046) Full Text: DOI arXiv
Shevchenko, Radomyra; Todino, Anna Paola Asymptotic behaviour of level sets of needlet random fields. (English) Zbl 1515.60159 Stochastic Processes Appl. 155, 268-318 (2023). MSC: 60G60 33C55 62M15 42C10 60F05 PDFBibTeX XMLCite \textit{R. Shevchenko} and \textit{A. P. Todino}, Stochastic Processes Appl. 155, 268--318 (2023; Zbl 1515.60159) Full Text: DOI arXiv
Liu, Gi-Ren Convergence Rate Analysis in Limit Theorems for Nonlinear Functionals of the Second Wiener Chaos. arXiv:2312.05882 Preprint, arXiv:2312.05882 [math.PR] (2023). MSC: 60G60 60H05 62M15 35K15 BibTeX Cite \textit{G.-R. Liu}, ``Convergence Rate Analysis in Limit Theorems for Nonlinear Functionals of the Second Wiener Chaos'', Preprint, arXiv:2312.05882 [math.PR] (2023) Full Text: DOI arXiv OA License
Szymanski, Grégoire; Takabatake, Tetsuya Asymptotic Efficiency for Fractional Brownian Motion with general noise. arXiv:2311.18669 Preprint, arXiv:2311.18669 [math.ST] (2023). MSC: 62F12 62M09 62M10 62M15 BibTeX Cite \textit{G. Szymanski} and \textit{T. Takabatake}, ``Asymptotic Efficiency for Fractional Brownian Motion with general noise'', Preprint, arXiv:2311.18669 [math.ST] (2023) Full Text: arXiv OA License
Palasciano, Henry Antonio; Knight, Marina I.; Nason, Guy P. Continuous Time Locally Stationary Wavelet Processes. arXiv:2310.12788 Preprint, arXiv:2310.12788 [math.ST] (2023). MSC: 62M15 62F12 BibTeX Cite \textit{H. A. Palasciano} et al., ``Continuous Time Locally Stationary Wavelet Processes'', Preprint, arXiv:2310.12788 [math.ST] (2023) Full Text: arXiv OA License
Steffen, Maximilian F. Estimating a multivariate Lévy density based on discrete observations. arXiv:2305.14315 Preprint, arXiv:2305.14315 [math.ST] (2023). MSC: 62G05 62G07 62M15 60G51 BibTeX Cite \textit{M. F. Steffen}, ``Estimating a multivariate Lévy density based on discrete observations'', Preprint, arXiv:2305.14315 [math.ST] (2023) Full Text: arXiv OA License
Veraart, Almut E. D. Periodic trawl processes: Simulation, statistical inference and applications in energy markets. arXiv:2303.04121 Preprint, arXiv:2303.04121 [stat.ME] (2023). MSC: 62M15 62F99 60G10 62P99 60F05 60G57 60E07 BibTeX Cite \textit{A. E. D. Veraart}, ``Periodic trawl processes: Simulation, statistical inference and applications in energy markets'', Preprint, arXiv:2303.04121 [stat.ME] (2023) Full Text: arXiv OA License
Waghmare, Kartik G.; Panaretos, Victor M. Continuously Indexed Graphical Models. arXiv:2302.02482 Preprint, arXiv:2302.02482 [math.ST] (2023). MSC: 62H22 62R10 62M05 62M15 BibTeX Cite \textit{K. G. Waghmare} and \textit{V. M. Panaretos}, ``Continuously Indexed Graphical Models'', Preprint, arXiv:2302.02482 [math.ST] (2023) Full Text: arXiv OA License
Kartsioukas, Rafail; Stoev, Stilian; Hsing, Tailen Spectral Density Estimation of Function-Valued Spatial Processes. arXiv:2302.02247 Preprint, arXiv:2302.02247 [math.ST] (2023). MSC: 62M10 62M15 62R10 60G10 BibTeX Cite \textit{R. Kartsioukas} et al., ``Spectral Density Estimation of Function-Valued Spatial Processes'', Preprint, arXiv:2302.02247 [math.ST] (2023) Full Text: arXiv OA License
Omerbashich, Mensur The Sun as a revolving-field magnetic alternator with a wobbling-core rotator from real data. arXiv:2301.07219 Preprint, arXiv:2301.07219 [astro-ph.SR] (2023). MSC: 85A04 70K30 37M10 62M15 BibTeX Cite \textit{M. Omerbashich}, ``The Sun as a revolving-field magnetic alternator with a wobbling-core rotator from real data'', Preprint, arXiv:2301.07219 [astro-ph.SR] (2023) Full Text: arXiv OA License
Liu, Gi-Ren; Sheu, Yuan-Chung; Wu, Hau-Tieng Gaussian Approximation for the Moving Averaged Modulus Wavelet Transform and its Variants. arXiv:2301.01540 Preprint, arXiv:2301.01540 [math.PR] (2023). MSC: 60G60 60H05 62M15 35K15 BibTeX Cite \textit{G.-R. Liu} et al., ``Gaussian Approximation for the Moving Averaged Modulus Wavelet Transform and its Variants'', Preprint, arXiv:2301.01540 [math.PR] (2023) Full Text: arXiv OA License
Dimitriou-Fakalou, Chrysoula On a different way of understanding the edge-effect for the inference of ARMA-type processes (in \(\mathbb{Z}^d\)). (English) Zbl 07890156 J. Time Ser. Econom. 14, No. 1, 25-50 (2022). MSC: 62M10 62M15 62P20 PDFBibTeX XMLCite \textit{C. Dimitriou-Fakalou}, J. Time Ser. Econom. 14, No. 1, 25--50 (2022; Zbl 07890156) Full Text: DOI
Frick, Peter; Okatev, Roman; Sokoloff, Dmitry Spectral properties of low-order dynamo systems. (English) Zbl 07743334 Russ. J. Nonlinear Dyn. 18, No. 2, 289-296 (2022). MSC: 65P20 76W05 85A30 62M15 PDFBibTeX XMLCite \textit{P. Frick} et al., Russ. J. Nonlinear Dyn. 18, No. 2, 289--296 (2022; Zbl 07743334) Full Text: DOI MNR
Filatov, Denis M. On spatial synchronisation as a manifestation of irregular energy cascades in continuous media under the transition to criticality. (English) Zbl 1519.82083 Nonlinear Dyn. 109, No. 4, 2573-2594 (2022). MSC: 82C27 37N15 37N10 62M15 37M10 PDFBibTeX XMLCite \textit{D. M. Filatov}, Nonlinear Dyn. 109, No. 4, 2573--2594 (2022; Zbl 1519.82083) Full Text: DOI
Ioannidis, Evangelos E. A new non-parametric cross-spectrum estimator. (English) Zbl 07730966 J. Time Ser. Anal. 43, No. 5, 808-827 (2022). MSC: 62Mxx 62M15 62N10 62G05 62G20 62E20 PDFBibTeX XMLCite \textit{E. E. Ioannidis}, J. Time Ser. Anal. 43, No. 5, 808--827 (2022; Zbl 07730966) Full Text: DOI
Rozora, Iryna; Ianevych, Tetiana; Pashko, Anatoliy; Zatula, Dmytro Simulation of stochastic processes with given reliability and accuracy. (English) Zbl 1515.60084 Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 415-452 (2022). MSC: 60G10 62M15 62M10 60K10 60G35 PDFBibTeX XMLCite \textit{I. Rozora} et al., in: Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. 415--452 (2022; Zbl 1515.60084) Full Text: DOI
Mokliachuk, Oleksandr Quasi-Banach spaces of random variables and modeling of stochastic processes. (English) Zbl 1515.60078 Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 351-414 (2022). MSC: 60G07 60G15 60G17 62M15 46E30 PDFBibTeX XMLCite \textit{O. Mokliachuk}, in: Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. 351--414 (2022; Zbl 1515.60078) Full Text: DOI
Qiu, Yumou; Zhou, Xiao-Hua Inference on multi-level partial correlations based on multi-subject time series data. (English) Zbl 1515.62115 J. Am. Stat. Assoc. 117, No. 540, 2268-2282 (2022). MSC: 62P10 62M10 62M15 PDFBibTeX XMLCite \textit{Y. Qiu} and \textit{X.-H. Zhou}, J. Am. Stat. Assoc. 117, No. 540, 2268--2282 (2022; Zbl 1515.62115) Full Text: DOI OA License
Ahmadi Kakavandi, Bijan; Nobari, Elham Approximate diagonalization of some Toeplitz operators and matrices. (English) Zbl 1523.47042 Linear Multilinear Algebra 70, No. 21, 7093-7114 (2022). Reviewer: Adhemar Bultheel (Leuven) MSC: 47B35 65F15 62M15 PDFBibTeX XMLCite \textit{B. Ahmadi Kakavandi} and \textit{E. Nobari}, Linear Multilinear Algebra 70, No. 21, 7093--7114 (2022; Zbl 1523.47042) Full Text: DOI
Jordanger, Lars Arne; Tjøstheim, Dag Nonlinear spectral analysis: a local Gaussian approach. (English) Zbl 1507.62295 J. Am. Stat. Assoc. 117, No. 538, 1010-1027 (2022). MSC: 62M15 62M10 PDFBibTeX XMLCite \textit{L. A. Jordanger} and \textit{D. Tjøstheim}, J. Am. Stat. Assoc. 117, No. 538, 1010--1027 (2022; Zbl 1507.62295) Full Text: DOI arXiv Link
Yang, Jun; Zhou, Zhou Spectral inference under complex temporal dynamics. (English) Zbl 1506.62375 J. Am. Stat. Assoc. 117, No. 537, 133-155 (2022). MSC: 62M15 62M10 PDFBibTeX XMLCite \textit{J. Yang} and \textit{Z. Zhou}, J. Am. Stat. Assoc. 117, No. 537, 133--155 (2022; Zbl 1506.62375) Full Text: DOI arXiv
Shi, Lei; Jain, Shilpi; Agarwal, Praveen; Altayed, Yousif; Momani, Shaher Asymptotic analysis about the periodogram of a general class of time series models with spectral supportson lines not parallel to the main diagonal. (English) Zbl 1528.62049 Fractals 30, No. 10, Article ID 2240269, 17 p. (2022). MSC: 62M15 62M10 62M09 PDFBibTeX XMLCite \textit{L. Shi} et al., Fractals 30, No. 10, Article ID 2240269, 17 p. (2022; Zbl 1528.62049) Full Text: DOI
Solev, V. N. Estimation of a function in a Gaussian stationary noise. (English. Russian original) Zbl 1509.62322 J. Math. Sci., New York 268, No. 5, 711-720 (2022); translation from Zap. Nauchn. Semin. POMI 495, 277-290 (2020). MSC: 62M09 62M15 60G15 PDFBibTeX XMLCite \textit{V. N. Solev}, J. Math. Sci., New York 268, No. 5, 711--720 (2022; Zbl 1509.62322); translation from Zap. Nauchn. Semin. POMI 495, 277--290 (2020) Full Text: DOI
Ekra, Sylvestre Placide; Monsan, Vincent Choice of the spectral window width by cross-validation: case of the almost periodically correlated process with continuous time. (English. French summary) Zbl 1504.62139 Afr. Stat. 17, No. 2, 3217-3235 (2022). MSC: 62M15 62G07 62G20 62G35 PDFBibTeX XMLCite \textit{S. P. Ekra} and \textit{V. Monsan}, Afr. Stat. 17, No. 2, 3217--3235 (2022; Zbl 1504.62139) Full Text: DOI Link
Goto, Yuichi; Kley, Tobias; Van Hecke, Ria; Volgushev, Stanislav; Dette, Holger; Hallin, Marc The integrated copula spectrum. (English) Zbl 1539.62269 Ann. Stat. 50, No. 6, 3563-3591 (2022). MSC: 62M10 62H05 62M15 62G10 PDFBibTeX XMLCite \textit{Y. Goto} et al., Ann. Stat. 50, No. 6, 3563--3591 (2022; Zbl 1539.62269) Full Text: DOI arXiv Link
Ruiz-Medina, M. Dolores Spectral analysis of multifractional LRD functional time series. (English) Zbl 1503.62072 Fract. Calc. Appl. Anal. 25, No. 4, 1426-1458 (2022). MSC: 62M15 62M10 60G10 60G12 60G18 60G20 PDFBibTeX XMLCite \textit{M. D. Ruiz-Medina}, Fract. Calc. Appl. Anal. 25, No. 4, 1426--1458 (2022; Zbl 1503.62072) Full Text: DOI OA License
Hunt, Richard; Peiris, Shelton; Weber, Neville Estimation methods for stationary Gegenbauer processes. (English) Zbl 1524.62436 Stat. Pap. 63, No. 6, 1707-1741 (2022). MSC: 62M10 62M15 62F12 62F15 62P20 62G05 PDFBibTeX XMLCite \textit{R. Hunt} et al., Stat. Pap. 63, No. 6, 1707--1741 (2022; Zbl 1524.62436) Full Text: DOI OA License
Pavliotis, Grigorios A.; Zanoni, Andrea Eigenfunction martingale estimators for interacting particle systems and their mean field limit. (English) Zbl 1505.35334 SIAM J. Appl. Dyn. Syst. 21, No. 4, 2338-2370 (2022). Reviewer: Eugene Postnikov (Kursk) MSC: 35Q83 60J60 62M15 65C30 35P15 35R60 PDFBibTeX XMLCite \textit{G. A. Pavliotis} and \textit{A. Zanoni}, SIAM J. Appl. Dyn. Syst. 21, No. 4, 2338--2370 (2022; Zbl 1505.35334) Full Text: DOI arXiv
Zhang, Yi; Shao, Xiaofeng; Wu, Weibiao Correction to: “Asymptotic spectral theory for nonlinear time series”. (English) Zbl 1499.62337 Ann. Stat. 50, No. 5, 3088-3089 (2022). MSC: 62M15 62E20 62M10 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Ann. Stat. 50, No. 5, 3088--3089 (2022; Zbl 1499.62337) Full Text: DOI
Velasco, Carlos Estimation of time series models using residuals dependence measures. (English) Zbl 1539.62278 Ann. Stat. 50, No. 5, 3039-3063 (2022). MSC: 62M10 62F12 62M15 PDFBibTeX XMLCite \textit{C. Velasco}, Ann. Stat. 50, No. 5, 3039--3063 (2022; Zbl 1539.62278) Full Text: DOI
Meyer, Philipp G.; Aghion, Erez; Kantz, Holger Decomposing the effect of anomalous diffusion enables direct calculation of the Hurst exponent and model classification for single random paths. (English) Zbl 1507.62296 J. Phys. A, Math. Theor. 55, No. 27, Article ID 274001, 22 p. (2022). MSC: 62M15 62M10 62D20 60K50 PDFBibTeX XMLCite \textit{P. G. Meyer} et al., J. Phys. A, Math. Theor. 55, No. 27, Article ID 274001, 22 p. (2022; Zbl 1507.62296) Full Text: DOI
Bachoc, François; Peron, Ana Paula; Porcu, Emilio Multivariate Gaussian random fields over generalized product spaces involving the hypertorus. (English) Zbl 07618870 Theory Probab. Math. Stat. 107, 3-14 (2022). MSC: 62M15 62M30 60G12 PDFBibTeX XMLCite \textit{F. Bachoc} et al., Theory Probab. Math. Stat. 107, 3--14 (2022; Zbl 07618870) Full Text: DOI arXiv HAL
Babayan, N.; Ginovyan, M. On asymptotic behavior of the prediction error for a class of deterministic stationary sequences. (English) Zbl 1513.60038 Acta Math. Hung. 167, No. 2, 501-528 (2022). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G10 60G25 62M20 62M15 PDFBibTeX XMLCite \textit{N. Babayan} and \textit{M. Ginovyan}, Acta Math. Hung. 167, No. 2, 501--528 (2022; Zbl 1513.60038) Full Text: DOI arXiv
Chen, Aoxiang; Li, Qingna Multivariate series noise reduction via sequential majorization method and its extensions. (English) Zbl 1498.62166 Pac. J. Optim. 18, No. 3, 545-564 (2022). MSC: 62M10 62M15 62-08 65F55 65K10 PDFBibTeX XMLCite \textit{A. Chen} and \textit{Q. Li}, Pac. J. Optim. 18, No. 3, 545--564 (2022; Zbl 1498.62166) Full Text: Link
Munshi, D.; Takahashi, R.; McEwen, J. D. On weak lensing response functions. (English) Zbl 1512.83013 J. Cosmol. Astropart. Phys. 2022, No. 10, Paper No. 22, 22 p. (2022). MSC: 83C25 78A45 35B20 62M15 PDFBibTeX XMLCite \textit{D. Munshi} et al., J. Cosmol. Astropart. Phys. 2022, No. 10, Paper No. 22, 22 p. (2022; Zbl 1512.83013) Full Text: DOI arXiv OA License
Tian, Peng; Yao, Jianfeng Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening. (English) Zbl 07603103 Electron. J. Stat. 16, No. 2, 5035-5079 (2022). MSC: 62M15 62H10 15B52 PDFBibTeX XMLCite \textit{P. Tian} and \textit{J. Yao}, Electron. J. Stat. 16, No. 2, 5035--5079 (2022; Zbl 07603103) Full Text: DOI arXiv Link
Embleton, Jonathan; Knight, Marina I.; Ombao, Hernando Multiscale spectral modelling for nonstationary time series within an ordered multiple-trial experiment. (English) Zbl 1498.62210 Ann. Appl. Stat. 16, No. 4, 2774-2803 (2022). MSC: 62P10 62M15 62M10 42C40 PDFBibTeX XMLCite \textit{J. Embleton} et al., Ann. Appl. Stat. 16, No. 4, 2774--2803 (2022; Zbl 1498.62210) Full Text: DOI
Nasri, Bouchra R. Tests of serial dependence for multivariate time series with arbitrary distributions. (English) Zbl 1521.62163 J. Multivariate Anal. 192, Article ID 105102, 22 p. (2022). MSC: 62M10 62H05 62H15 62M15 PDFBibTeX XMLCite \textit{B. R. Nasri}, J. Multivariate Anal. 192, Article ID 105102, 22 p. (2022; Zbl 1521.62163) Full Text: DOI
Dallakyan, Aramayis; Kim, Rakheon; Pourahmadi, Mohsen Time series graphical Lasso and sparse VAR estimation. (English) Zbl 07584293 Comput. Stat. Data Anal. 176, Article ID 107557, 17 p. (2022). MSC: 62M10 62H12 62M15 62-08 PDFBibTeX XMLCite \textit{A. Dallakyan} et al., Comput. Stat. Data Anal. 176, Article ID 107557, 17 p. (2022; Zbl 07584293) Full Text: DOI arXiv
Cusin, Giulia; Tasinato, Gianmassimo Doppler boosting the stochastic gravitational wave background. (English) Zbl 1507.83019 J. Cosmol. Astropart. Phys. 2022, No. 8, Paper No. 36, 31 p. (2022). MSC: 83C35 62M15 70B15 78M16 85A15 PDFBibTeX XMLCite \textit{G. Cusin} and \textit{G. Tasinato}, J. Cosmol. Astropart. Phys. 2022, No. 8, Paper No. 36, 31 p. (2022; Zbl 1507.83019) Full Text: DOI arXiv OA License
Centeno, Hernán D.; Medina, Juan M. AP-frames and stationary random processes. (English) Zbl 1496.42007 Appl. Comput. Harmon. Anal. 61, 1-24 (2022). MSC: 42A61 42C15 42C30 43A32 60G10 62M15 PDFBibTeX XMLCite \textit{H. D. Centeno} and \textit{J. M. Medina}, Appl. Comput. Harmon. Anal. 61, 1--24 (2022; Zbl 1496.42007) Full Text: DOI HAL
Nanayakkara, Ravindi Stochastic modelling and statistical analysis of spatial and long-range dependent data. (English) Zbl 1502.60079 Bull. Aust. Math. Soc. 106, No. 1, 170-173 (2022). MSC: 60G60 62M15 62M10 62P12 PDFBibTeX XMLCite \textit{R. Nanayakkara}, Bull. Aust. Math. Soc. 106, No. 1, 170--173 (2022; Zbl 1502.60079) Full Text: DOI
Khalafi, Mahnaz; Soltani, Ahmad Reza; Golalipour, Masoud; Azimmohseni, Majid; Najafiamiri, Farzad On the spectral coherence between two periodically correlated processes. (English. French summary) Zbl 1492.62142 Can. J. Stat. 50, No. 2, 663-680 (2022). MSC: 62M15 62H20 62M10 62P10 PDFBibTeX XMLCite \textit{M. Khalafi} et al., Can. J. Stat. 50, No. 2, 663--680 (2022; Zbl 1492.62142) Full Text: DOI