Lee, Seonjoo; Shen, Haipeng; Truong, Young Sampling properties of color independent component analysis. (English) Zbl 07321517 J. Multivariate Anal. 181, Article ID 104692, 12 p. (2021). MSC: 62H25 62M10 62M15 62F12 62F10 37M10 65T50 49M27 PDF BibTeX XML Cite \textit{S. Lee} et al., J. Multivariate Anal. 181, Article ID 104692, 12 p. (2021; Zbl 07321517) Full Text: DOI
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique A spectral EM algorithm for dynamic factor models. (English) Zbl 1452.62630 J. Econom. 205, No. 1, 249-279 (2018). MSC: 62M10 62H25 62M15 62P20 PDF BibTeX XML Cite \textit{G. Fiorentini} et al., J. Econom. 205, No. 1, 249--279 (2018; Zbl 1452.62630) Full Text: DOI
Bahamonde, Natalia; Doukhan, Paul Spectral estimation in the presence of missing data. (English) Zbl 1411.62249 Theory Probab. Math. Stat. 95, 59-79 (2017) and Teor. Jmovirn. Mat. Stat. 95, 55-74 (2016). MSC: 62M10 62M15 62F12 PDF BibTeX XML Cite \textit{N. Bahamonde} and \textit{P. Doukhan}, Theory Probab. Math. Stat. 95, 59--79 (2017; Zbl 1411.62249) Full Text: DOI
Proietti, Tommaso; Luati, Alessandra The generalised autocovariance function. (English) Zbl 1332.62341 J. Econom. 186, No. 1, 245-257 (2015). MSC: 62M10 62M15 62G10 PDF BibTeX XML Cite \textit{T. Proietti} and \textit{A. Luati}, J. Econom. 186, No. 1, 245--257 (2015; Zbl 1332.62341) Full Text: DOI
Bardet, Jean-Marc; Tudor, Ciprian Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process. (English) Zbl 1298.60045 J. Multivariate Anal. 131, 1-16 (2014). MSC: 60G18 60F05 60H05 62F12 PDF BibTeX XML Cite \textit{J.-M. Bardet} and \textit{C. Tudor}, J. Multivariate Anal. 131, 1--16 (2014; Zbl 1298.60045) Full Text: DOI
Macaro, Christian; Prado, Raquel Spectral decompositions of multiple time series: a Bayesian non-parametric approach. (English) Zbl 1284.62727 Psychometrika 79, No. 1, 105-129 (2014). MSC: 62P15 PDF BibTeX XML Cite \textit{C. Macaro} and \textit{R. Prado}, Psychometrika 79, No. 1, 105--129 (2014; Zbl 1284.62727) Full Text: DOI
Guinness, Joseph; Stein, Michael L. Transformation to approximate independence for locally stationary Gaussian processes. (English) Zbl 1282.62194 J. Time Ser. Anal. 34, No. 5, 574-590 (2013). MSC: 62M10 62M15 60G10 PDF BibTeX XML Cite \textit{J. Guinness} and \textit{M. L. Stein}, J. Time Ser. Anal. 34, No. 5, 574--590 (2013; Zbl 1282.62194) Full Text: DOI
Zhang, Xuemao; Paul, Sudhir Modified Gaussian estimation for correlated binary data. (English) Zbl 1441.62551 Biom. J. 55, No. 6, 885-898 (2013). MSC: 62P10 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{S. Paul}, Biom. J. 55, No. 6, 885--898 (2013; Zbl 1441.62551) Full Text: DOI
Rousseau, Judith; Chopin, Nicolas; Liseo, Brunero Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process. (English) Zbl 1274.62340 Ann. Stat. 40, No. 2, 964-995 (2012). MSC: 62G20 62M15 PDF BibTeX XML Cite \textit{J. Rousseau} et al., Ann. Stat. 40, No. 2, 964--995 (2012; Zbl 1274.62340) Full Text: DOI Euclid arXiv
Xia, Yingcun; Tong, Howell Feature matching in time series modeling. (English) Zbl 1219.62142 Stat. Sci. 26, No. 1, 21-46 (2011). MSC: 62M10 65C60 62M20 PDF BibTeX XML Cite \textit{Y. Xia} and \textit{H. Tong}, Stat. Sci. 26, No. 1, 21--46 (2011; Zbl 1219.62142) Full Text: DOI arXiv
Macaro, Christian Bayesian non-parametric signal extraction for Gaussian time series. (English) Zbl 1431.62435 J. Econom. 157, No. 2, 381-395 (2010). MSC: 62M20 62F15 62M10 62M15 PDF BibTeX XML Cite \textit{C. Macaro}, J. Econom. 157, No. 2, 381--395 (2010; Zbl 1431.62435) Full Text: DOI
Deo, Rohit; Hsieh, Mengchen; Hurvich, Clifford M. Long memory in intertrade durations, counts and realized volatility of NYSE stocks. (English) Zbl 1404.62103 J. Stat. Plann. Inference 140, No. 12, 3715-3733 (2010). MSC: 62P05 91G70 PDF BibTeX XML Cite \textit{R. Deo} et al., J. Stat. Plann. Inference 140, No. 12, 3715--3733 (2010; Zbl 1404.62103) Full Text: DOI
Zaffaroni, Paolo Whittle estimation of EGARCH and other exponential volatility models. (English) Zbl 1431.62427 J. Econom. 151, No. 2, 190-200 (2009). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{P. Zaffaroni}, J. Econom. 151, No. 2, 190--200 (2009; Zbl 1431.62427) Full Text: DOI
Adelfio, Giada; Schoenberg, Frederic Paik Point process diagnostics based on weighted second-order statistics and their asymptotic properties. (English) Zbl 1332.60070 Ann. Inst. Stat. Math. 61, No. 4, 929-948 (2009). MSC: 60G55 62M99 62M02 62G10 62E20 60F05 PDF BibTeX XML Cite \textit{G. Adelfio} and \textit{F. P. Schoenberg}, Ann. Inst. Stat. Math. 61, No. 4, 929--948 (2009; Zbl 1332.60070) Full Text: DOI
Sørbye, Sigrunn H.; Hindberg, Kristian; Olsen, Lena R.; Rue, Håvard Bayesian multiscale feature detection of log-spectral densities. (English) Zbl 1453.62204 Comput. Stat. Data Anal. 53, No. 11, 3746-3754 (2009). MSC: 62-08 62M10 62M15 62F15 PDF BibTeX XML Cite \textit{S. H. Sørbye} et al., Comput. Stat. Data Anal. 53, No. 11, 3746--3754 (2009; Zbl 1453.62204) Full Text: DOI
Gillberg, Jonas; Ljung, Lennart Frequency-domain identification of continuous-time ARMA models from sampled data. (English) Zbl 1166.93027 Automatica 45, No. 6, 1371-1378 (2009). MSC: 93E12 93C57 93E10 93C70 PDF BibTeX XML Cite \textit{J. Gillberg} and \textit{L. Ljung}, Automatica 45, No. 6, 1371--1378 (2009; Zbl 1166.93027) Full Text: DOI
Wang, You-Gan; Zhao, Yuning A modified pseudolikelihood approach for analysis of longitudinal data. (English) Zbl 1147.62083 Biometrics 63, No. 3, 681-689 (2007). MSC: 62N02 62P10 65C60 62F10 PDF BibTeX XML Cite \textit{Y.-G. Wang} and \textit{Y. Zhao}, Biometrics 63, No. 3, 681--689 (2007; Zbl 1147.62083) Full Text: DOI
Jiang, Wenxin; Turnbull, Bruce The indirect method: inference based on intermediate statistics – a synthesis and examples. (English) Zbl 1100.62025 Stat. Sci. 19, No. 2, 239-263 (2004). MSC: 62F10 62A01 62P10 PDF BibTeX XML Cite \textit{W. Jiang} and \textit{B. Turnbull}, Stat. Sci. 19, No. 2, 239--263 (2004; Zbl 1100.62025) Full Text: DOI
Findley, David F.; Pötscher, Benedikt M.; Wei, Ching-Zong Modeling of time series arrays by multistep prediction or likelihood methods. (English) Zbl 1033.62092 J. Econom. 118, No. 1-2, 151-187 (2004). MSC: 62M20 62P20 60F15 60F05 62M10 PDF BibTeX XML Cite \textit{D. F. Findley} et al., J. Econom. 118, No. 1--2, 151--187 (2004; Zbl 1033.62092) Full Text: DOI
Zaffaroni, Paolo; Banca d’Italia Gaussian inference on certain long-range dependent volatility models. (English) Zbl 1027.62074 J. Econom. 115, No. 2, 199-258 (2003). MSC: 62P05 62E20 62M10 62P20 PDF BibTeX XML Cite \textit{P. Zaffaroni} and \textit{Banca d'Italia}, J. Econom. 115, No. 2, 199--258 (2003; Zbl 1027.62074) Full Text: DOI
Lipsitz, Stuart R.; Molenberghs, Geert; Fitzmaurice, Garrett M.; Ibrahim, Joseph GEE with Gaussian estimation of the correlations when data are incomplete. (English) Zbl 1060.62537 Biometrics 56, No. 2, 528-536 (2000). MSC: 62J12 62P10 PDF BibTeX XML Cite \textit{S. R. Lipsitz} et al., Biometrics 56, No. 2, 528--536 (2000; Zbl 1060.62537) Full Text: DOI
Paul, S. R.; Islam, A. S. Joint estimation of the mean and dispersion parameters in the analysis of proportions: A comparison of efficiency and bias. (English) Zbl 0899.62032 Can. J. Stat. 26, No. 1, 83-94 (1998); addendum ibid. 26, No. 3, 515 (1998). MSC: 62F10 62F12 65C99 PDF BibTeX XML Cite \textit{S. R. Paul} and \textit{A. S. Islam}, Can. J. Stat. 26, No. 1, 83--94 (1998; Zbl 0899.62032) Full Text: DOI
Yu, Dan Bootstrap maximum likelihood estimation of the parameter in spectral density of stationary processes. (English) Zbl 0923.62101 Acta Math. Appl. Sin., Engl. Ser. 12, No. 3, 225-233 (1996). MSC: 62M15 62F12 62G09 PDF BibTeX XML Cite \textit{D. Yu}, Acta Math. Appl. Sin., Engl. Ser. 12, No. 3, 225--233 (1996; Zbl 0923.62101) Full Text: DOI
Wong, H.; Li, W. K. Distribution of the cross-correlations of squared residuals in ARIMA models. (English) Zbl 0879.62089 Can. J. Stat. 24, No. 4, 489-502 (1996); corrigenda ibid. 32, No. 4, 470 (2004). MSC: 62M10 62E20 62F03 91B84 PDF BibTeX XML Cite \textit{H. Wong} and \textit{W. K. Li}, Can. J. Stat. 24, No. 4, 489--502 (1996; Zbl 0879.62089) Full Text: DOI
Chiu, Shean-Tsong Peak-insensitive parametric spectrum estimation. (English) Zbl 0699.62091 Stochastic Processes Appl. 35, No. 1, 121-140 (1990). MSC: 62M15 62M10 62F12 PDF BibTeX XML Cite \textit{S.-T. Chiu}, Stochastic Processes Appl. 35, No. 1, 121--140 (1990; Zbl 0699.62091) Full Text: DOI
Souidi, R. A new sequential test for detection of a point of change in ARMA parameters. (English) Zbl 0697.62076 Comput. Math. Appl. 19, No. 5, 31-39 (1990). MSC: 62L10 62M10 PDF BibTeX XML Cite \textit{R. Souidi}, Comput. Math. Appl. 19, No. 5, 31--39 (1990; Zbl 0697.62076) Full Text: DOI
Souidi, Rachid On the distribution of the test statistic for detecting a point of change in real and Gaussian A.R.M.A. parameters. (English) Zbl 0719.62033 Appl. Math. Lett. 2, No. 2, 207-210 (1989). MSC: 62E20 62M10 62L10 62L12 PDF BibTeX XML Cite \textit{R. Souidi}, Appl. Math. Lett. 2, No. 2, 207--210 (1989; Zbl 0719.62033) Full Text: DOI
Lawless, Jerald F. Negative binomial and mixed Poisson regression. (English) Zbl 0632.62060 Can. J. Stat. 15, No. 3, 209-225 (1987). MSC: 62J02 62F12 62F35 62E20 PDF BibTeX XML Cite \textit{J. F. Lawless}, Can. J. Stat. 15, 209--225 (1987; Zbl 0632.62060) Full Text: DOI
Akritas, Michael G.; Johnson, Richard A. Efficiencies of tests and estimators for p-order autoregressive processes when the error distribution is nonnormal. (English) Zbl 0509.62080 Ann. Inst. Stat. Math. 34, 579-589 (1982). MSC: 62M10 62F05 62F12 62E20 62F35 PDF BibTeX XML Cite \textit{M. G. Akritas} and \textit{R. A. Johnson}, Ann. Inst. Stat. Math. 34, 579--589 (1982; Zbl 0509.62080) Full Text: DOI
Dent, Warren; Min, An-Sik A Monte Carlo study of autoregressive integrated moving average processes. (English) Zbl 0373.62053 J. Econom. 7, 23-55 (1978). MSC: 62M10 65C05 PDF BibTeX XML Cite \textit{W. Dent} and \textit{A.-S. Min}, J. Econom. 7, 23--55 (1978; Zbl 0373.62053) Full Text: DOI
Akaike, Hirotugu Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes. (English) Zbl 0335.62058 Ann. Inst. Stat. Math. 26, 363-387 (1974). MSC: 62M10 62F10 PDF BibTeX XML Cite \textit{H. Akaike}, Ann. Inst. Stat. Math. 26, 363--387 (1974; Zbl 0335.62058) Full Text: DOI