Horváth, Lajos; Hušková, Marie Change-point detection in panel data. (English) Zbl 1282.62181 J. Time Ser. Anal. 33, No. 4, 631-648 (2012). MSC: 62M07 62M10 62F05 60F17 PDFBibTeX XMLCite \textit{L. Horváth} and \textit{M. Hušková}, J. Time Ser. Anal. 33, No. 4, 631--648 (2012; Zbl 1282.62181) Full Text: DOI
Valk, Marcio; Pinheiro, Aluísio Time-series clustering via quasi \(U\)-statistics. (English) Zbl 1281.62208 J. Time Ser. Anal. 33, No. 4, 608-619 (2012). MSC: 62M10 62H30 60G10 62G10 62G20 PDFBibTeX XMLCite \textit{M. Valk} and \textit{A. Pinheiro}, J. Time Ser. Anal. 33, No. 4, 608--619 (2012; Zbl 1281.62208) Full Text: DOI
Martin, Rodney A. Extreme value analysis of optimal level-crossing prediction for linear Gaussian processes. (English) Zbl 1281.60039 J. Time Ser. Anal. 33, No. 4, 583-607 (2012). MSC: 60G25 60G15 62G32 62M10 62M20 93E11 PDFBibTeX XMLCite \textit{R. A. Martin}, J. Time Ser. Anal. 33, No. 4, 583--607 (2012; Zbl 1281.60039) Full Text: DOI
Vollenbröker, Bernd Strictly stationary solutions of ARMA equations with fractional noise. (English) Zbl 1282.62206 J. Time Ser. Anal. 33, No. 4, 570-582 (2012). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{B. Vollenbröker}, J. Time Ser. Anal. 33, No. 4, 570--582 (2012; Zbl 1282.62206) Full Text: DOI
Zhang, Rong-Mao; Chan, Ngai Hang Maximum likelihood estimation for nearly non-stationary stable autoregressive processes. (English) Zbl 1282.62209 J. Time Ser. Anal. 33, No. 4, 542-553 (2012). MSC: 62M10 62E20 60F17 PDFBibTeX XMLCite \textit{R.-M. Zhang} and \textit{N. H. Chan}, J. Time Ser. Anal. 33, No. 4, 542--553 (2012; Zbl 1282.62209) Full Text: DOI