Brockwell, Peter J.; Lindner, Alexander Aspects of non-causal and non-invertible CARMA processes. (English) Zbl 1475.62235 J. Time Ser. Anal. 42, No. 5-6, 777-790 (2021). MSC: 62M10 60G51 60G10 PDFBibTeX XMLCite \textit{P. J. Brockwell} and \textit{A. Lindner}, J. Time Ser. Anal. 42, No. 5--6, 777--790 (2021; Zbl 1475.62235) Full Text: DOI
Smetanina, Ekaterina; Wu, Wei Biao Asymptotic theory for QMLE for the real-time GARCH\((1,1)\) model. (English) Zbl 1476.62193 J. Time Ser. Anal. 42, No. 5-6, 752-776 (2021). MSC: 62M10 62F12 62E20 PDFBibTeX XMLCite \textit{E. Smetanina} and \textit{W. B. Wu}, J. Time Ser. Anal. 42, No. 5--6, 752--776 (2021; Zbl 1476.62193) Full Text: DOI
Hu, Xiaofei; Andrews, Beth Integer-valued asymmetric GARCH modeling. (English) Zbl 1476.62185 J. Time Ser. Anal. 42, No. 5-6, 737-751 (2021). MSC: 62M10 62E20 62F12 PDFBibTeX XMLCite \textit{X. Hu} and \textit{B. Andrews}, J. Time Ser. Anal. 42, No. 5--6, 737--751 (2021; Zbl 1476.62185) Full Text: DOI
Gaitan, Rodrigo Saul; Lii, Keh-Shin On the estimation of periodicity or almost periodicity in inhomogeneous gamma point-process data. (English) Zbl 1493.62507 J. Time Ser. Anal. 42, No. 5-6, 711-736 (2021). MSC: 62M09 60G55 PDFBibTeX XMLCite \textit{R. S. Gaitan} and \textit{K.-S. Lii}, J. Time Ser. Anal. 42, No. 5--6, 711--736 (2021; Zbl 1493.62507) Full Text: DOI
Fortune, Timothy; Peligrad, Magda; Sang, Hailin A local limit theorem for linear random fields. (English) Zbl 1477.60046 J. Time Ser. Anal. 42, No. 5-6, 696-710 (2021). MSC: 60F05 62M10 60G10 62G05 PDFBibTeX XMLCite \textit{T. Fortune} et al., J. Time Ser. Anal. 42, No. 5--6, 696--710 (2021; Zbl 1477.60046) Full Text: DOI arXiv
Li, Degui; Robinson, Peter M.; Shang, Han Lin Local Whittle estimation of long-range dependence for functional time series. (English) Zbl 1476.62188 J. Time Ser. Anal. 42, No. 5-6, 685-695 (2021). MSC: 62M10 62H25 62R10 60G18 60B12 PDFBibTeX XMLCite \textit{D. Li} et al., J. Time Ser. Anal. 42, No. 5--6, 685--695 (2021; Zbl 1476.62188) Full Text: DOI
Davis, Richard A.; do Rêgo Sousa, Thiago; Klüppelberg, Claudia Indirect inference for time series using the empirical characteristic function and control variates. (English) Zbl 1476.62181 J. Time Ser. Anal. 42, No. 5-6, 653-684 (2021). MSC: 62M10 62E20 62G20 65C05 PDFBibTeX XMLCite \textit{R. A. Davis} et al., J. Time Ser. Anal. 42, No. 5--6, 653--684 (2021; Zbl 1476.62181) Full Text: DOI arXiv
Babayan, Nikolay M.; Ginovyan, Mamikon S.; Taqqu, Murad S. Extensions of Rosenblatt’s results on the asymptotic behavior of the prediction error for deterministic stationary sequences. (English) Zbl 1489.60052 J. Time Ser. Anal. 42, No. 5-6, 622-652 (2021). MSC: 60G10 60G25 62M15 62M20 PDFBibTeX XMLCite \textit{N. M. Babayan} et al., J. Time Ser. Anal. 42, No. 5--6, 622--652 (2021; Zbl 1489.60052) Full Text: DOI arXiv
Das, Sourav; Rao, Suhasini Subba; Yang, Junho Spectral methods for small sample time series: a complete periodogram approach. (English) Zbl 1476.62180 J. Time Ser. Anal. 42, No. 5-6, 597-621 (2021). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{S. Das} et al., J. Time Ser. Anal. 42, No. 5--6, 597--621 (2021; Zbl 1476.62180) Full Text: DOI arXiv
Wang, Jiang; Politis, Dimitris N. Consistent autoregressive spectral estimates: nonlinear time series and large autocovariance matrices. (English) Zbl 1476.62195 J. Time Ser. Anal. 42, No. 5-6, 580-596 (2021). MSC: 62M10 62M15 62G20 PDFBibTeX XMLCite \textit{J. Wang} and \textit{D. N. Politis}, J. Time Ser. Anal. 42, No. 5--6, 580--596 (2021; Zbl 1476.62195) Full Text: DOI
Krampe, Jonas; Paparoditis, Efstathios Sparsity concepts and estimation procedures for high-dimensional vector autoregressive models. (English) Zbl 1476.62187 J. Time Ser. Anal. 42, No. 5-6, 554-579 (2021). MSC: 62M10 62H12 62J07 PDFBibTeX XMLCite \textit{J. Krampe} and \textit{E. Paparoditis}, J. Time Ser. Anal. 42, No. 5--6, 554--579 (2021; Zbl 1476.62187) Full Text: DOI arXiv
Braumann, Alexander; Kreiss, Jens-Peter; Meyer, Marco Simultaneous inference for autocovariances based on autoregressive sieve bootstrap. (English) Zbl 1476.62179 J. Time Ser. Anal. 42, No. 5-6, 534-553 (2021). MSC: 62M10 62G09 62G15 PDFBibTeX XMLCite \textit{A. Braumann} et al., J. Time Ser. Anal. 42, No. 5--6, 534--553 (2021; Zbl 1476.62179) Full Text: DOI
Bradley, Richard C. On some basic features of strictly stationary, reversible Markov chains. (English) Zbl 1477.60111 J. Time Ser. Anal. 42, No. 5-6, 499-533 (2021). MSC: 60J10 60G10 PDFBibTeX XMLCite \textit{R. C. Bradley}, J. Time Ser. Anal. 42, No. 5--6, 499--533 (2021; Zbl 1477.60111) Full Text: DOI
Bradley, Richard C. (ed.); Davis, Richard A. (ed.); Politis, Dimitris N. (ed.) Preface to the Murray Rosenblatt memorial special issue of JTSA. (English) Zbl 1475.00142 J. Time Ser. Anal. 42, No. 5-6, 495-498 (2021). MSC: 00B30 00B15 62-06 62M10 PDFBibTeX XMLCite \textit{R. C. Bradley} (ed.) et al., J. Time Ser. Anal. 42, No. 5--6, 495--498 (2021; Zbl 1475.00142)