Golyandina, Nina Detection of signals by Monte Carlo singular spectrum analysis: multiple testing. (English) Zbl 07585570 Stat. Interface 16, No. 1, 147-157 (2023). MSC: 62-XX 62G10 94A12 37M10 60G35 PDFBibTeX XMLCite \textit{N. Golyandina}, Stat. Interface 16, No. 1, 147--157 (2023; Zbl 07585570) Full Text: DOI arXiv
Sykulski, Adam; Olhede, Sofia; Sykulska-Lawrence, Hanna The elliptical Ornstein-Uhlenbeck process. (English) Zbl 07585569 Stat. Interface 16, No. 1, 133-146 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Sykulski} et al., Stat. Interface 16, No. 1, 133--146 (2023; Zbl 07585569) Full Text: DOI arXiv
Zvonarev, Nikita; Golyandina, Nina Low-rank signal subspace: parameterization, projection and signal estimation. (English) Zbl 07585568 Stat. Interface 16, No. 1, 117-132 (2023). MSC: 62-XX 37M10 65F30 49M15 94A12 PDFBibTeX XMLCite \textit{N. Zvonarev} and \textit{N. Golyandina}, Stat. Interface 16, No. 1, 117--132 (2023; Zbl 07585568) Full Text: DOI arXiv
Al-Marhoobi, Safia; Pepelyshev, Andrey Study of automatic choice of parameters for forecasting in singular spectrum analysis. (English) Zbl 07585567 Stat. Interface 16, No. 1, 109-116 (2023). MSC: 62-XX 62M20 PDFBibTeX XMLCite \textit{S. Al-Marhoobi} and \textit{A. Pepelyshev}, Stat. Interface 16, No. 1, 109--116 (2023; Zbl 07585567) Full Text: DOI
Stoffer, David S. AutoSpec: detection of narrowband frequency changes in time series. (English) Zbl 07585566 Stat. Interface 16, No. 1, 97-108 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{D. S. Stoffer}, Stat. Interface 16, No. 1, 97--108 (2023; Zbl 07585566) Full Text: DOI
Li, Zeda Robust conditional spectral analysis of replicated time series. (English) Zbl 07585565 Stat. Interface 16, No. 1, 81-96 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Z. Li}, Stat. Interface 16, No. 1, 81--96 (2023; Zbl 07585565) Full Text: DOI
Zhao, Wenjie; Prado, Raquel Hierarchical dynamic PARCOR models for analysis of multiple brain signals. (English) Zbl 07585564 Stat. Interface 16, No. 1, 69-79 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{W. Zhao} and \textit{R. Prado}, Stat. Interface 16, No. 1, 69--79 (2023; Zbl 07585564) Full Text: DOI
Nargunam, Rupel; Wei, William W. S.; Anuradha, N. Analyses of the impact of country specific macro risk variables on gold futures contract and its position as an asset class: evidence from India. (English) Zbl 07585563 Stat. Interface 16, No. 1, 57-67 (2023). MSC: 62-XX 62M10 62-XX 91B84 PDFBibTeX XMLCite \textit{R. Nargunam} et al., Stat. Interface 16, No. 1, 57--67 (2023; Zbl 07585563) Full Text: DOI
Gao, Zhaoxing; Mi, Zichuan; Ling, Shiqing Testing threshold effect in single-index models. (English) Zbl 07585562 Stat. Interface 16, No. 1, 43-56 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Z. Gao} et al., Stat. Interface 16, No. 1, 43--56 (2023; Zbl 07585562) Full Text: DOI
Borodich Suarez, Sofia; Heravi, Saeed; Pepelyshev, Andrey Forecasting industrial production indices with a new singular spectrum analysis forecasting algorithm. (English) Zbl 07585561 Stat. Interface 16, No. 1, 31-42 (2023). MSC: 62-XX 62M20 PDFBibTeX XMLCite \textit{S. Borodich Suarez} et al., Stat. Interface 16, No. 1, 31--42 (2023; Zbl 07585561) Full Text: DOI
Leonenko, Nikolai N.; Salinger, Željka; Sikorskii, Alla; Šuvak, Nenad; Boivin, Michael Generalized Gaussian time series model for increments of EEG data. (English) Zbl 07585560 Stat. Interface 16, No. 1, 17-29 (2023). MSC: 62-XX 37M10 62G07 62J20 62M10 62P10 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., Stat. Interface 16, No. 1, 17--29 (2023; Zbl 07585560) Full Text: DOI
Tan, Songhua; Zhu, Qianqian On dual-asymmetry linear double AR models. (English) Zbl 07585559 Stat. Interface 16, No. 1, 3-16 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Tan} and \textit{Q. Zhu}, Stat. Interface 16, No. 1, 3--16 (2023; Zbl 07585559) Full Text: DOI
Krafty, Robert T. (ed.); Li, Guodong (ed.); Zhigljavsky, Anatoly (ed.); Chen, Ming-Hui (ed.); Wang, Yuedong (ed.) Editorial: Special issue on recent developments incomplex time series analysis. I. (English) Zbl 1495.00082 Stat. Interface 16, No. 1, 1-2 (2022). MSC: 00B15 62-06 62M10 PDFBibTeX XMLCite \textit{R. T. Krafty} (ed.) et al., Stat. Interface 16, No. 1, 1--2 (2023; Zbl 1495.00082) Full Text: DOI