Kampf, Jürgen; Shevchenko, Georgiy; Spodarev, Evgeny Nonparametric estimation of the kernel function of symmetric stable moving average random functions. (English) Zbl 1469.62222 Ann. Inst. Stat. Math. 73, No. 2, 337-367 (2021). MSC: 62G05 62M10 PDFBibTeX XMLCite \textit{J. Kampf} et al., Ann. Inst. Stat. Math. 73, No. 2, 337--367 (2021; Zbl 1469.62222) Full Text: DOI arXiv
Doukhan, Paul; Grublytė, Ieva; Pommeret, Denys; Reboul, Laurence Comparing the marginal densities of two strictly stationary linear processes. (English) Zbl 1467.62143 Ann. Inst. Stat. Math. 72, No. 6, 1419-1447 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62G10 62M07 60G10 62P10 92B25 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Ann. Inst. Stat. Math. 72, No. 6, 1419--1447 (2020; Zbl 1467.62143) Full Text: DOI
Brockwell, P. J. Recent results in the theory and applications of CARMA processes. (English) Zbl 1334.60003 Ann. Inst. Stat. Math. 66, No. 4, 647-685 (2014). MSC: 60-02 60G10 60G12 60G51 62M10 62M20 PDFBibTeX XMLCite \textit{P. J. Brockwell}, Ann. Inst. Stat. Math. 66, No. 4, 647--685 (2014; Zbl 1334.60003) Full Text: DOI
Leucht, Anne; Neumann, Michael H. Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics. (English) Zbl 1440.62070 Ann. Inst. Stat. Math. 65, No. 2, 349-386 (2013). MSC: 62E20 60F05 62G09 62G10 62G20 62M10 PDFBibTeX XMLCite \textit{A. Leucht} and \textit{M. H. Neumann}, Ann. Inst. Stat. Math. 65, No. 2, 349--386 (2013; Zbl 1440.62070) Full Text: DOI
Honda, Toshio Nonparametric quantile regression with heavy-tailed and strongly dependent errors. (English) Zbl 1440.62330 Ann. Inst. Stat. Math. 65, No. 1, 23-47 (2013). MSC: 62M10 62G08 62G20 PDFBibTeX XMLCite \textit{T. Honda}, Ann. Inst. Stat. Math. 65, No. 1, 23--47 (2013; Zbl 1440.62330) Full Text: DOI Link
Mondal, Debashis; Percival, Donald B. \(M\)-estimation of wavelet variance. (English) Zbl 1238.62104 Ann. Inst. Stat. Math. 64, No. 1, 27-53 (2012). MSC: 62M10 62M40 42C40 62M09 62F35 65C60 62F25 PDFBibTeX XMLCite \textit{D. Mondal} and \textit{D. B. Percival}, Ann. Inst. Stat. Math. 64, No. 1, 27--53 (2012; Zbl 1238.62104) Full Text: DOI
Yoshida, Nakahiro Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations. (English) Zbl 1333.62224 Ann. Inst. Stat. Math. 63, No. 3, 431-479 (2011). MSC: 62M40 62M09 60F10 60H10 PDFBibTeX XMLCite \textit{N. Yoshida}, Ann. Inst. Stat. Math. 63, No. 3, 431--479 (2011; Zbl 1333.62224) Full Text: DOI
Honda, Toshio Nonparametric estimation of conditional medians for linear and related processes. (English) Zbl 1432.62074 Ann. Inst. Stat. Math. 62, No. 6, 995-1021 (2010). MSC: 62G05 62G20 62M10 60G10 PDFBibTeX XMLCite \textit{T. Honda}, Ann. Inst. Stat. Math. 62, No. 6, 995--1021 (2010; Zbl 1432.62074) Full Text: DOI Link
Mondal, Debashis; Percival, Donald B. Wavelet variance analysis for gappy time series. (English) Zbl 1432.62309 Ann. Inst. Stat. Math. 62, No. 5, 943-966 (2010). MSC: 62M10 60F05 62M15 PDFBibTeX XMLCite \textit{D. Mondal} and \textit{D. B. Percival}, Ann. Inst. Stat. Math. 62, No. 5, 943--966 (2010; Zbl 1432.62309) Full Text: DOI
Honda, Toshio Nonparametric density estimation for linear processes with infinite variance. (English) Zbl 1332.62123 Ann. Inst. Stat. Math. 61, No. 2, 413-439 (2009). MSC: 62G07 60F05 60E07 62G20 62M10 PDFBibTeX XMLCite \textit{T. Honda}, Ann. Inst. Stat. Math. 61, No. 2, 413--439 (2009; Zbl 1332.62123) Full Text: DOI Link
Chan, Ngai Hang; Zhang, Rongmao M-estimation in nonparametric regression under strong dependence and infinite variance. (English) Zbl 1332.62129 Ann. Inst. Stat. Math. 61, No. 2, 391-411 (2009). MSC: 62G08 62G35 62G20 62M10 60E07 PDFBibTeX XMLCite \textit{N. H. Chan} and \textit{R. Zhang}, Ann. Inst. Stat. Math. 61, No. 2, 391--411 (2009; Zbl 1332.62129) Full Text: DOI
Davydov, Youri; Zitikis, Ričardas On weak convergence of random fields. (English) Zbl 1333.60098 Ann. Inst. Stat. Math. 60, No. 2, 345-365 (2008). MSC: 60G60 60F17 PDFBibTeX XMLCite \textit{Y. Davydov} and \textit{R. Zitikis}, Ann. Inst. Stat. Math. 60, No. 2, 345--365 (2008; Zbl 1333.60098) Full Text: DOI
Cappuccio, Nunzio; Lubian, Diego Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors. (English) Zbl 1122.62010 Ann. Inst. Stat. Math. 59, No. 3, 403-423 (2007). MSC: 62E20 62M10 60E07 PDFBibTeX XMLCite \textit{N. Cappuccio} and \textit{D. Lubian}, Ann. Inst. Stat. Math. 59, No. 3, 403--423 (2007; Zbl 1122.62010) Full Text: DOI
Li, Linyuan; Xiao, Yimin Mean integrated squared error of nonlinear wavelet-based estimators with long memory data. (English) Zbl 1332.62134 Ann. Inst. Stat. Math. 59, No. 2, 299-324 (2007). MSC: 62G08 62G07 PDFBibTeX XMLCite \textit{L. Li} and \textit{Y. Xiao}, Ann. Inst. Stat. Math. 59, No. 2, 299--324 (2007; Zbl 1332.62134) Full Text: DOI
Antoniadis, Anestis; Feuerverger, Andrey; Gonçalves, Paulo Wavelet-based estimation for univariate stable laws. (English) Zbl 1106.62023 Ann. Inst. Stat. Math. 58, No. 4, 779-807 (2006). MSC: 62F10 42C40 60E07 65C60 62G08 PDFBibTeX XMLCite \textit{A. Antoniadis} et al., Ann. Inst. Stat. Math. 58, No. 4, 779--807 (2006; Zbl 1106.62023) Full Text: DOI
Ghosh, Sucharita; Beran, Jan On estimating the cumulant generating function of linear processes. (English) Zbl 1095.62105 Ann. Inst. Stat. Math. 58, No. 1, 53-71 (2006). MSC: 62M09 62M10 62G20 PDFBibTeX XMLCite \textit{S. Ghosh} and \textit{J. Beran}, Ann. Inst. Stat. Math. 58, No. 1, 53--71 (2006; Zbl 1095.62105) Full Text: DOI Link
Ma, Chunsheng Semiparametric spatio-temporal covariance models with the ARMA temporal margin. (English) Zbl 1083.62092 Ann. Inst. Stat. Math. 57, No. 2, 221-233 (2005). MSC: 62M10 62M40 62M30 PDFBibTeX XMLCite \textit{C. Ma}, Ann. Inst. Stat. Math. 57, No. 2, 221--233 (2005; Zbl 1083.62092) Full Text: DOI
Wang, Lihong Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations. (English) Zbl 1056.62032 Ann. Inst. Stat. Math. 56, No. 2, 251-264 (2004). MSC: 62F12 62F30 62J02 62E20 PDFBibTeX XMLCite \textit{L. Wang}, Ann. Inst. Stat. Math. 56, No. 2, 251--264 (2004; Zbl 1056.62032) Full Text: DOI
Peng, Liang; Yao, Qiwei Nonparametric regression under dependent errors with infinite variance. (English) Zbl 1050.62047 Ann. Inst. Stat. Math. 56, No. 1, 73-86 (2004). MSC: 62G08 62M10 62G20 PDFBibTeX XMLCite \textit{L. Peng} and \textit{Q. Yao}, Ann. Inst. Stat. Math. 56, No. 1, 73--86 (2004; Zbl 1050.62047) Full Text: DOI
Hidalgo, J.; Yajima, Y. Semiparametric estimation of the long-range parameter. (English) Zbl 1047.62083 Ann. Inst. Stat. Math. 55, No. 4, 705-736 (2003). MSC: 62M15 62G20 62G05 62M10 PDFBibTeX XMLCite \textit{J. Hidalgo} and \textit{Y. Yajima}, Ann. Inst. Stat. Math. 55, No. 4, 705--736 (2003; Zbl 1047.62083) Full Text: DOI