Melo, Moizes; Alencar, Airlane Conway-Maxwell-Poisson autoregressive moving average model for equidispersed, underdispersed, and overdispersed count data. (English) Zbl 07276160 J. Time Ser. Anal. 41, No. 6, 830-857 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62M09 62M10 PDF BibTeX XML Cite \textit{M. Melo} and \textit{A. Alencar}, J. Time Ser. Anal. 41, No. 6, 830--857 (2020; Zbl 07276160) Full Text: DOI
Efromovich, Sam Missing not at random and the nonparametric estimation of the spectral density. (English) Zbl 07276152 J. Time Ser. Anal. 41, No. 5, 652-675 (2020). Reviewer: Frank Werner (Würzburg) MSC: 62G07 62M30 62M15 62M10 62D10 62P10 PDF BibTeX XML Cite \textit{S. Efromovich}, J. Time Ser. Anal. 41, No. 5, 652--675 (2020; Zbl 07276152) Full Text: DOI
Enikeeva, Farida; Munk, Axel; Pohlmann, Markus; Werner, Frank Bump detection in the presence of dependency: does it ease or does it load? (English) Zbl 07256176 Bernoulli 26, No. 4, 3280-3310 (2020). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 62M07 62M15 62F12 62E20 62C20 60F05 60G10 PDF BibTeX XML Cite \textit{F. Enikeeva} et al., Bernoulli 26, No. 4, 3280--3310 (2020; Zbl 07256176) Full Text: DOI Euclid
Miettinen, Jari; Matilainen, Markus; Nordhausen, Klaus; Taskinen, Sara Extracting conditionally heteroskedastic components using independent component analysis. (English) Zbl 1447.62104 J. Time Ser. Anal. 41, No. 2, 293-311 (2020). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62M10 60G10 62H25 62P05 91B84 PDF BibTeX XML Cite \textit{J. Miettinen} et al., J. Time Ser. Anal. 41, No. 2, 293--311 (2020; Zbl 1447.62104) Full Text: DOI
Girard, Didier A. Asymptotic near-efficiency of the “Gibbs-energy (GE) and empirical-variance” estimating functions for fitting Matérn models. - II: accounting for measurement errors via “Conditional GE mean”. (English) Zbl 1439.62191 Stat. Probab. Lett. 162, Article ID 108726, 11 p. (2020). MSC: 62M10 60G15 62M09 62F12 PDF BibTeX XML Cite \textit{D. A. Girard}, Stat. Probab. Lett. 162, Article ID 108726, 11 p. (2020; Zbl 1439.62191) Full Text: DOI
Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Wang, Shixuan Sequential monitoring for changes from stationarity to mild non-stationarity. (English) Zbl 07167859 J. Econom. 215, No. 1, 209-238 (2020). MSC: 62M10 62M07 62P20 62P05 PDF BibTeX XML Cite \textit{L. Horváth} et al., J. Econom. 215, No. 1, 209--238 (2020; Zbl 07167859) Full Text: DOI
Inoue, Akihiko Closed-form expression for finite predictor coefficients of multivariate ARMA processes. (English) Zbl 07163062 J. Multivariate Anal. 176, Article ID 104578, 18 p. (2020). MSC: 62M10 60G10 62M15 62M20 PDF BibTeX XML Cite \textit{A. Inoue}, J. Multivariate Anal. 176, Article ID 104578, 18 p. (2020; Zbl 07163062) Full Text: DOI
Bracher, Johannes A new INARMA(1,1) model with Poisson marginals. (English) Zbl 1434.62182 Steland, Ansgar (ed.) et al., Stochastic models, statistics and their applications. Collected papers based on the presentations at the 14th workshop, Dresden, Germany, March 6–8, 2019. Cham: Springer. Springer Proc. Math. Stat. 294, 323-333 (2019). MSC: 62M10 62M05 PDF BibTeX XML Cite \textit{J. Bracher}, Springer Proc. Math. Stat. 294, 323--333 (2019; Zbl 1434.62182) Full Text: DOI
Grivel, Eric Properties of the cross entropy between ARMA processes. (English) Zbl 07178731 Nielsen, Frank (ed.) et al., Geometric science of information. 4th international conference, GSI 2019, Toulouse, France, August 27–29, 2019. Proceedings. Cham: Springer (ISBN 978-3-030-26979-1/pbk; 978-3-030-26980-7/ebook). Lecture Notes in Computer Science 11712, 377-386 (2019). MSC: 94A08 94A12 94A15 94A17 PDF BibTeX XML Cite \textit{E. Grivel}, Lect. Notes Comput. Sci. 11712, 377--386 (2019; Zbl 07178731) Full Text: DOI
Provost, Serge B.; Haddad, John N. A recursive approach for determining matrix inverses as applied to causal time series processes. (English) Zbl 1427.62106 Metron 77, No. 1, 53-62 (2019). MSC: 62M10 15A09 15A63 15B05 PDF BibTeX XML Cite \textit{S. B. Provost} and \textit{J. N. Haddad}, Metron 77, No. 1, 53--62 (2019; Zbl 1427.62106) Full Text: DOI
Efromovich, Sam On sequential spectral analysis of amplitude-modulated time series. (English) Zbl 1429.62392 Sequential Anal. 38, No. 2, 259-278 (2019). Reviewer: Rasul A. Khan (Forest Glen) MSC: 62M10 62L12 62G07 62M15 PDF BibTeX XML Cite \textit{S. Efromovich}, Sequential Anal. 38, No. 2, 259--278 (2019; Zbl 1429.62392) Full Text: DOI
Shumway, Robert H.; Stoffer, David S. Time series. A data analysis approach using R. (English) Zbl 1425.62002 Chapman & Hall/CRC Texts in Statistical Science Series. Boca Raton, FL: CRC Press (ISBN 978-0-367-22109-6/hbk). xii, 259 p. (2019). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62-02 62M10 65C60 62-07 62M15 PDF BibTeX XML Cite \textit{R. H. Shumway} and \textit{D. S. Stoffer}, Time series. A data analysis approach using R. Boca Raton, FL: CRC Press (2019; Zbl 1425.62002) Full Text: DOI
Benth, Fred Espen; Rohde, Victor On non-negative modeling with CARMA processes. (English) Zbl 1435.62315 J. Math. Anal. Appl. 476, No. 1, 196-214 (2019). Reviewer: Oscar Bustos (Córdoba) with Patricia Kisbye MSC: 62M10 91B70 60G51 62P05 60H10 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{V. Rohde}, J. Math. Anal. Appl. 476, No. 1, 196--214 (2019; Zbl 1435.62315) Full Text: DOI
Tliche, Y.; Taghipour, A.; Canel-Depitre, B. Downstream demand inference in decentralized supply chains. (English) Zbl 1430.90142 Eur. J. Oper. Res. 274, No. 1, 65-77 (2019). MSC: 90B06 90B05 PDF BibTeX XML Cite \textit{Y. Tliche} et al., Eur. J. Oper. Res. 274, No. 1, 65--77 (2019; Zbl 1430.90142) Full Text: DOI
Marshiana, D.; Thirusakthimurugan, P. Measurement and control of non-linear data using ARMA based artificial neural network. (English) Zbl 1401.93237 Int. J. Nonlinear Sci. Numer. Simul. 19, No. 5, 499-510 (2018). MSC: 93E35 62M45 92B20 PDF BibTeX XML Cite \textit{D. Marshiana} and \textit{P. Thirusakthimurugan}, Int. J. Nonlinear Sci. Numer. Simul. 19, No. 5, 499--510 (2018; Zbl 1401.93237) Full Text: DOI
Arratia, Argimiro; Cabaña, Alejandra; Cabaña, Enrique M. Embedding in law of discrete time ARMA processes in continuous time stationary processes. (English) Zbl 1432.62287 J. Stat. Plann. Inference 197, 156-167 (2018). MSC: 62M10 60G10 PDF BibTeX XML Cite \textit{A. Arratia} et al., J. Stat. Plann. Inference 197, 156--167 (2018; Zbl 1432.62287) Full Text: DOI
Bibi, Abdelouahab; Ghezal, Ahmed QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations. (English) Zbl 1449.62179 Kybernetika 54, No. 2, 375-399 (2018). MSC: 62M10 62F12 62M15 PDF BibTeX XML Cite \textit{A. Bibi} and \textit{A. Ghezal}, Kybernetika 54, No. 2, 375--399 (2018; Zbl 1449.62179) Full Text: DOI
Aliat, Billel; Hamdi, Fayçal On Markov-switching periodic ARMA models. (English) Zbl 06865490 Commun. Stat., Theory Methods 47, No. 2, 344-364 (2018). MSC: 62M10 62M05 PDF BibTeX XML Cite \textit{B. Aliat} and \textit{F. Hamdi}, Commun. Stat., Theory Methods 47, No. 2, 344--364 (2018; Zbl 06865490) Full Text: DOI
Bibi, Abdelouahab; Ghezal, Ahmed Markov-switching BILINEAR-GARCH models: structure and estimation. (English) Zbl 06865488 Commun. Stat., Theory Methods 47, No. 2, 307-323 (2018). MSC: 62M10 62M05 PDF BibTeX XML Cite \textit{A. Bibi} and \textit{A. Ghezal}, Commun. Stat., Theory Methods 47, No. 2, 307--323 (2018; Zbl 06865488) Full Text: DOI
Mahdi, Esam Kernel-based portmanteau diagnostic test for ARMA time series models. (English) Zbl 1426.62263 Cogent Math. 4, Article ID 1296327, 13 p. (2017). MSC: 62M10 62G10 62M07 PDF BibTeX XML Cite \textit{E. Mahdi}, Cogent Math. 4, Article ID 1296327, 13 p. (2017; Zbl 1426.62263) Full Text: DOI
Tarami, B.; Soltani, A. R.; Shirvani, A. Strongly harmonizable ARMA S\(\alpha\)S models. (English) Zbl 1392.62278 Iran. J. Sci. Technol., Trans. A, Sci. 41, No. 3, 713-721 (2017). MSC: 62M10 62M15 PDF BibTeX XML Cite \textit{B. Tarami} et al., Iran. J. Sci. Technol., Trans. A, Sci. 41, No. 3, 713--721 (2017; Zbl 1392.62278) Full Text: DOI
Mahmoudi, Mohammad Reza; Maleki, Mohsen; Pak, Abbas Testing the difference between two independent time series models. (English) Zbl 1392.62255 Iran. J. Sci. Technol., Trans. A, Sci. 41, No. 3, 665-669 (2017). MSC: 62M07 62M10 PDF BibTeX XML Cite \textit{M. R. Mahmoudi} et al., Iran. J. Sci. Technol., Trans. A, Sci. 41, No. 3, 665--669 (2017; Zbl 1392.62255) Full Text: DOI
Ng, Chi Tim; Yau, Chun Yip Information criterion of seriously over-fitting change-point models. (English) Zbl 1388.62263 Stat. Interface 10, No. 2, 343-353 (2017). MSC: 62M10 62M09 PDF BibTeX XML Cite \textit{C. T. Ng} and \textit{C. Y. Yau}, Stat. Interface 10, No. 2, 343--353 (2017; Zbl 1388.62263) Full Text: DOI
Mohammadpour, M. A note on backward prediction for multivariate ARMA processes. (English) Zbl 1378.62080 Iran. J. Sci. Technol., Trans. A, Sci. 41, No. 1, 231-235 (2017). MSC: 62M10 PDF BibTeX XML Cite \textit{M. Mohammadpour}, Iran. J. Sci. Technol., Trans. A, Sci. 41, No. 1, 231--235 (2017; Zbl 1378.62080) Full Text: DOI
Chakraborty, Anirvan; Chaudhuri, Probal Tests for high-dimensional data based on means, spatial signs and spatial ranks. (English) Zbl 1368.62147 Ann. Stat. 45, No. 2, 771-799 (2017). MSC: 62H15 62G10 60G10 62E20 PDF BibTeX XML Cite \textit{A. Chakraborty} and \textit{P. Chaudhuri}, Ann. Stat. 45, No. 2, 771--799 (2017; Zbl 1368.62147) Full Text: DOI arXiv
Hayakawa, Kazuhiko Unit root test for short panels with serially correlated errors. (English) Zbl 1422.62205 Commun. Stat., Theory Methods 46, No. 8, 3891-3900 (2017). MSC: 62M07 62M10 PDF BibTeX XML Cite \textit{K. Hayakawa}, Commun. Stat., Theory Methods 46, No. 8, 3891--3900 (2017; Zbl 1422.62205) Full Text: DOI
Bardet, Jean-Marc; Boularouk, Yakoub; Djaballah, Khedidja Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes. (English) Zbl 06702351 Electron. J. Stat. 11, No. 1, 452-479 (2017). MSC: 62M10 62M10 60G10 PDF BibTeX XML Cite \textit{J.-M. Bardet} et al., Electron. J. Stat. 11, No. 1, 452--479 (2017; Zbl 06702351) Full Text: DOI Euclid
Gürler, Ülkü; Yenigün, Deniz; Çağlar, Mine; Berk, Emre On the modeling of CO\(_2\) EUA and CER prices of EU-ETS for the 2008–2012 period. (English) Zbl 1420.91370 Appl. Stoch. Models Bus. Ind. 32, No. 4, 375-395 (2016). MSC: 91B76 62M10 62P20 60G22 PDF BibTeX XML Cite \textit{Ü. Gürler} et al., Appl. Stoch. Models Bus. Ind. 32, No. 4, 375--395 (2016; Zbl 1420.91370) Full Text: DOI
Kalkowski, Edgar; Sick, Bernhard Generative exponential smoothing and generative ARMA models to forecast time-variant rates or probabilities. (English) Zbl 1366.62176 Rojas, Ignacio (ed.) et al., Time series analysis and forecasting. Selected contributions from the international work-conference on time series, ITISE conference, Granada, Spain, July 2015. Cham: Springer (ISBN 978-3-319-28723-2/hbk; 978-3-319-28725-6/ebook). Contributions to Statistics, 75-88 (2016). MSC: 62M20 62M10 62F03 PDF BibTeX XML Cite \textit{E. Kalkowski} and \textit{B. Sick}, in: Time series analysis and forecasting. Selected contributions from the international work-conference on time series, ITISE conference, Granada, Spain, July 2015. Cham: Springer. 75--88 (2016; Zbl 1366.62176) Full Text: DOI
Lindquist, Anders; Picci, Giorgio Modeling of stationary periodic time series by ARMA representations. (English) Zbl 1356.62148 Goldengorin, Boris (ed.), Optimization and applications in control and data sciences. In honor of Boris T. Polyak’s 80th birthday. Selected papers based on the presentations at the international conference, Moscow, Russia, May, 13–15, 2015. Cham: Springer (ISBN 978-3-319-42054-7/hbk; 978-3-319-42056-1/ebook). Springer Optimization and Its Applications 115, 281-314 (2016). MSC: 62M10 62H35 94A08 PDF BibTeX XML Cite \textit{A. Lindquist} and \textit{G. Picci}, Springer Optim. Appl. 115, 281--314 (2016; Zbl 1356.62148) Full Text: DOI arXiv
Ostermann, A.; Spielberger, G.; Tributsch, A. Detecting structural changes with ARMA processes. (English) Zbl 1348.93243 Math. Comput. Model. Dyn. Syst. 22, No. 6, 524-538 (2016). MSC: 93E03 60H40 93C15 PDF BibTeX XML Cite \textit{A. Ostermann} et al., Math. Comput. Model. Dyn. Syst. 22, No. 6, 524--538 (2016; Zbl 1348.93243) Full Text: DOI
Acosta, Jonathan; Osorio, Felipe; Vallejos, Ronny Effective sample size for line transect sampling models with an application to marine macroalgae. (English) Zbl 1347.62236 J. Agric. Biol. Environ. Stat. 21, No. 3, 407-425 (2016). MSC: 62P12 62M30 62J05 PDF BibTeX XML Cite \textit{J. Acosta} et al., J. Agric. Biol. Environ. Stat. 21, No. 3, 407--425 (2016; Zbl 1347.62236) Full Text: DOI
Seneta, Eugene; Ku, Simon Unique decomposition of low-order time series. (English) Zbl 1359.62385 Commun. Stat., Theory Methods 45, No. 11, 3357-3366 (2016). MSC: 62M10 62M09 PDF BibTeX XML Cite \textit{E. Seneta} and \textit{S. Ku}, Commun. Stat., Theory Methods 45, No. 11, 3357--3366 (2016; Zbl 1359.62385) Full Text: DOI
Girard, Didier A. Asymptotic near-efficiency of the “Gibbs-energy and empirical-variance” estimating functions for fitting Matérn models. I: Densely sampled processes. (English) Zbl 1419.62216 Stat. Probab. Lett. 110, 191-197 (2016). MSC: 62M09 60G15 62M10 62F12 PDF BibTeX XML Cite \textit{D. A. Girard}, Stat. Probab. Lett. 110, 191--197 (2016; Zbl 1419.62216) Full Text: DOI
Blanke, D.; Bosq, D. Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes. (English) Zbl 1381.62246 J. Multivariate Anal. 146, 119-137 (2016). MSC: 62M10 60F17 PDF BibTeX XML Cite \textit{D. Blanke} and \textit{D. Bosq}, J. Multivariate Anal. 146, 119--137 (2016; Zbl 1381.62246) Full Text: DOI
Drapatz, Martin Strictly stationary solutions of spatial ARMA equations. (English) Zbl 1435.62321 Ann. Inst. Stat. Math. 68, No. 2, 385-412 (2016). MSC: 62M10 60G10 62M40 PDF BibTeX XML Cite \textit{M. Drapatz}, Ann. Inst. Stat. Math. 68, No. 2, 385--412 (2016; Zbl 1435.62321) Full Text: DOI arXiv
Efromovich, Sam Estimation of the spectral density with assigned risk. (English) Zbl 1364.62230 Scand. J. Stat. 43, No. 1, 70-82 (2016). MSC: 62M15 62G07 62L12 PDF BibTeX XML Cite \textit{S. Efromovich}, Scand. J. Stat. 43, No. 1, 70--82 (2016; Zbl 1364.62230) Full Text: DOI
Zhu, Ke; Ling, Shiqing LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises. (English) Zbl 1373.62440 J. Am. Stat. Assoc. 110, No. 510, 784-794 (2015). MSC: 62M09 62M10 62G20 PDF BibTeX XML Cite \textit{K. Zhu} and \textit{S. Ling}, J. Am. Stat. Assoc. 110, No. 510, 784--794 (2015; Zbl 1373.62440) Full Text: DOI
Huang, Mao-Lung; Liao, Shu-Yi; Lin, Kuo-Chin Augmented half-life estimation based on high-frequency data. (English) Zbl 1365.62355 J. Forecast. 34, No. 7, 523-532 (2015). MSC: 62M20 68W25 62P35 PDF BibTeX XML Cite \textit{M.-L. Huang} et al., J. Forecast. 34, No. 7, 523--532 (2015; Zbl 1365.62355) Full Text: DOI
Mohammadi, Mohammad; Mohammadpour, Adel On the best linear prediction of linear processes. (English) Zbl 1354.60043 J. Appl. Funct. Anal. 10, No. 3-4, 254-265 (2015). MSC: 60G25 62M20 PDF BibTeX XML Cite \textit{M. Mohammadi} and \textit{A. Mohammadpour}, J. Appl. Funct. Anal. 10, No. 3--4, 254--265 (2015; Zbl 1354.60043)
Zhang, Yanli; Zhang, Desheng Nonlinear combination forecasting the price of gold based on artificial intelligence. (Chinese. English summary) Zbl 1349.62583 Math. Pract. Theory 45, No. 21, 26-33 (2015). MSC: 62P20 62M20 91B84 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{D. Zhang}, Math. Pract. Theory 45, No. 21, 26--33 (2015; Zbl 1349.62583)
Zhang, Yongli; Koreisha, Sergio Adaptive order determination for constructing time series forecasting models. (English) Zbl 1343.62074 Commun. Stat., Theory Methods 44, No. 22, 4826-4847 (2015). MSC: 62M10 62F07 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{S. Koreisha}, Commun. Stat., Theory Methods 44, No. 22, 4826--4847 (2015; Zbl 1343.62074) Full Text: DOI
Bibi, Abdelouahab; Ghezal, Ahmed On the Markov-switching bilinear processes: stationarity, higher-order moments and \(\beta\)-mixing. (English) Zbl 1343.62054 Stochastics 87, No. 6, 919-945 (2015). MSC: 62M10 62M05 PDF BibTeX XML Cite \textit{A. Bibi} and \textit{A. Ghezal}, Stochastics 87, No. 6, 919--945 (2015; Zbl 1343.62054) Full Text: DOI
El Ghini, Ahmed Probabilistic properties of parametric dual and inverse time series models generated by ARMA models. (English) Zbl 1333.62210 Commun. Stat., Theory Methods 44, No. 21, 4651-4661 (2015). MSC: 62M10 60G10 PDF BibTeX XML Cite \textit{A. El Ghini}, Commun. Stat., Theory Methods 44, No. 21, 4651--4661 (2015; Zbl 1333.62210) Full Text: DOI
Tunno, Ferebee Bounded area tests for comparing the dynamics between ARMA processes. (English) Zbl 1327.62476 Commun. Stat., Theory Methods 44, No. 18, 3921-3941 (2015). MSC: 62M10 60G10 PDF BibTeX XML Cite \textit{F. Tunno}, Commun. Stat., Theory Methods 44, No. 18, 3921--3941 (2015; Zbl 1327.62476) Full Text: DOI
Jirak, Moritz Uniform change point tests in high dimension. (English) Zbl 1327.62467 Ann. Stat. 43, No. 6, 2451-2483 (2015). MSC: 62M10 62G32 60F05 60K35 PDF BibTeX XML Cite \textit{M. Jirak}, Ann. Stat. 43, No. 6, 2451--2483 (2015; Zbl 1327.62467) Full Text: DOI Euclid arXiv
Chambers, Marcus J. Testing for a unit root in a near-integrated model with skip-sampled data. (English) Zbl 1329.62373 J. Time Ser. Anal. 36, No. 5, 630-649 (2015). MSC: 62M10 62M07 62P20 PDF BibTeX XML Cite \textit{M. J. Chambers}, J. Time Ser. Anal. 36, No. 5, 630--649 (2015; Zbl 1329.62373) Full Text: DOI
Zhang, Xiaochu; Frey, Robert Improving ARMA-GARCH forecasts for high frequency data with regime-switching ARMA-GARCH. (English) Zbl 1334.62183 J. Comput. Anal. Appl. 18, No. 4, 727-751 (2015). MSC: 62P05 62M05 62M10 91G70 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{R. Frey}, J. Comput. Anal. Appl. 18, No. 4, 727--751 (2015; Zbl 1334.62183)
Teimouri, Zahra; Taheriyoun, Ali Reza Testing equality of locally stationary covariances with application to mortality rate modeling. (English) Zbl 1411.62265 Appl. Appl. Math. 10, No. 1, 368-381 (2015). MSC: 62M10 62M15 PDF BibTeX XML Cite \textit{Z. Teimouri} and \textit{A. R. Taheriyoun}, Appl. Appl. Math. 10, No. 1, 368--381 (2015; Zbl 1411.62265) Full Text: Link
Zhu, Ke; Li, Wai Keung A bootstrapped spectral test for adequacy in weak ARMA models. (English) Zbl 1337.62285 J. Econom. 187, No. 1, 113-130 (2015). MSC: 62M10 62G10 62M15 91G70 PDF BibTeX XML Cite \textit{K. Zhu} and \textit{W. K. Li}, J. Econom. 187, No. 1, 113--130 (2015; Zbl 1337.62285) Full Text: DOI
Gallagher, Colin M.; Fisher, Thomas J. On weighted portmanteau tests for time-series goodness-of-fit. (English) Zbl 1308.62163 J. Time Ser. Anal. 36, No. 1, 67-83 (2015). MSC: 62M07 62M10 62P20 PDF BibTeX XML Cite \textit{C. M. Gallagher} and \textit{T. J. Fisher}, J. Time Ser. Anal. 36, No. 1, 67--83 (2015; Zbl 1308.62163) Full Text: DOI
Niglio, Marcella; Vitale, Cosimo Damiano Threshold structures in economic and financial time series. (English) Zbl 1407.62323 Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the international conference MAF 2012, Venice, Italy, April 10–12, 2012. Cham: Springer. 231-241 (2014). MSC: 62M10 62P20 62P05 62M20 91B84 PDF BibTeX XML Cite \textit{M. Niglio} and \textit{C. D. Vitale}, in: Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the international conference MAF 2012, Venice, Italy, April 10--12, 2012. Cham: Springer. 231--241 (2014; Zbl 1407.62323) Full Text: DOI
Zhu, Li; Wang, Yanxin; Fan, Qibin MODWT-ARMA model for time series prediction. (English) Zbl 1428.62411 Appl. Math. Modelling 38, No. 5-6, 1859-1865 (2014). MSC: 62M15 42C40 62M10 62M20 PDF BibTeX XML Cite \textit{L. Zhu} et al., Appl. Math. Modelling 38, No. 5--6, 1859--1865 (2014; Zbl 1428.62411) Full Text: DOI
Grigoryeva, Lyudmila; Ortega, Juan-Pablo Hybrid forecasting with estimated temporally aggregated linear processes. (English) Zbl 1397.62307 J. Forecast. 33, No. 8, 577-595 (2014). MSC: 62M10 62M20 62F05 PDF BibTeX XML Cite \textit{L. Grigoryeva} and \textit{J.-P. Ortega}, J. Forecast. 33, No. 8, 577--595 (2014; Zbl 1397.62307) Full Text: DOI
Fitriyati, N.; Darwis, S.; Gunawan, A. Y.; Permadi, A. K. Exploring decline curve residual modeling using Kalman filter. (English) Zbl 1343.62082 Int. J. Appl. Math. Stat. 52, No. 9, 41-52 (2014). MSC: 62M20 62M10 62P30 PDF BibTeX XML Cite \textit{N. Fitriyati} et al., Int. J. Appl. Math. Stat. 52, No. 9, 41--52 (2014; Zbl 1343.62082) Full Text: Link
Hashorva, Enkelejd; Weng, Zhichao Maxima and minima of complete and incomplete stationary sequences. (English) Zbl 1337.60105 Stochastics 86, No. 5, 707-720 (2014). MSC: 60G70 60G10 PDF BibTeX XML Cite \textit{E. Hashorva} and \textit{Z. Weng}, Stochastics 86, No. 5, 707--720 (2014; Zbl 1337.60105) Full Text: DOI arXiv
Lee, Taewook; Park, Cheolwoo; Yoon, Young Joo Bridge estimation for linear regression models with mixing properties. (English) Zbl 1334.62116 Aust. N. Z. J. Stat. 56, No. 3, 283-302 (2014). MSC: 62J05 62J07 62M05 62M10 PDF BibTeX XML Cite \textit{T. Lee} et al., Aust. N. Z. J. Stat. 56, No. 3, 283--302 (2014; Zbl 1334.62116) Full Text: DOI
Lee, Oesook; Lee, Jungwha The functional central limit theorem for the multivariate MS-ARMA-GARCH model. (English) Zbl 1311.62146 Econ. Lett. 125, No. 3, 331-335 (2014). MSC: 62M10 60F17 60J10 PDF BibTeX XML Cite \textit{O. Lee} and \textit{J. Lee}, Econ. Lett. 125, No. 3, 331--335 (2014; Zbl 1311.62146) Full Text: DOI
Efromovich, Sam Efficient non-parametric estimation of the spectral density in the presence of missing observations. (English) Zbl 1311.62054 J. Time Ser. Anal. 35, No. 5, 407-427 (2014). MSC: 62G07 62M15 62M10 PDF BibTeX XML Cite \textit{S. Efromovich}, J. Time Ser. Anal. 35, No. 5, 407--427 (2014; Zbl 1311.62054) Full Text: DOI
Wang, Caishi; Liu, Yan Limiting spectral distribution of large-dimensional sample covariance matrices generated by ARMA\((p,q)\) processes. (Chinese. English summary) Zbl 1313.60048 J. Lanzhou Univ. Technol. 40, No. 2, 150-153 (2014). MSC: 60F15 62M15 62H10 PDF BibTeX XML Cite \textit{C. Wang} and \textit{Y. Liu}, J. Lanzhou Univ. Technol. 40, No. 2, 150--153 (2014; Zbl 1313.60048)
Biswas, Atanu; del Carmen Pardo, Maria; Guha, Apratim Auto-association measures for stationary time series of categorical data. (English) Zbl 1309.62147 Test 23, No. 3, 487-514 (2014). MSC: 62M10 62H10 60G10 PDF BibTeX XML Cite \textit{A. Biswas} et al., Test 23, No. 3, 487--514 (2014; Zbl 1309.62147) Full Text: DOI
Lindgren, Georg; Rootzén, Holger; Sandsten, Maria Stationary stochastic processes for scientists and engineers. (English) Zbl 1312.60001 Boca Raton, FL: CRC Press (ISBN 978-1-4665-8618-5/hbk). xvi, 314 p. (2014). Reviewer: Miroslav M. Ristić (Niš) MSC: 60-01 60G10 62M10 60G15 60G55 60G51 62M15 62M20 60G35 PDF BibTeX XML Cite \textit{G. Lindgren} et al., Stationary stochastic processes for scientists and engineers. Boca Raton, FL: CRC Press (2014; Zbl 1312.60001)
Qian, Hang A flexible state space model and its applications. (English) Zbl 1301.62097 J. Time Ser. Anal. 35, No. 2, 79-88 (2014). MSC: 62M20 62M10 93E11 62P05 PDF BibTeX XML Cite \textit{H. Qian}, J. Time Ser. Anal. 35, No. 2, 79--88 (2014; Zbl 1301.62097) Full Text: DOI
Efromovich, Sam Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations. (English) Zbl 1400.62076 Stat. Probab. Lett. 93, 7-13 (2014). MSC: 62G07 62M15 PDF BibTeX XML Cite \textit{S. Efromovich}, Stat. Probab. Lett. 93, 7--13 (2014; Zbl 1400.62076) Full Text: DOI
Lu, Kewei; Li, Linyuan On Fan’s adaptive Neyman tests for comparing two spectral densities. (English) Zbl 1453.62640 J. Stat. Comput. Simulation 83, No. 9, 1585-1601 (2013). MSC: 62M10 62G10 62M15 62G20 PDF BibTeX XML Cite \textit{K. Lu} and \textit{L. Li}, J. Stat. Comput. Simulation 83, No. 9, 1585--1601 (2013; Zbl 1453.62640) Full Text: DOI
Navarro-Moreno, Jesús; Moreno-Kaiser, Javier; Fernández-Alcalá, Rosa María; Ruiz-Molina, Juan Carlos Widely linear prediction for transfer function models based on the infinite past. (English) Zbl 1365.62358 Comput. Stat. Data Anal. 58, 139-146 (2013). MSC: 62M20 94A12 60G25 PDF BibTeX XML Cite \textit{J. Navarro-Moreno} et al., Comput. Stat. Data Anal. 58, 139--146 (2013; Zbl 1365.62358) Full Text: DOI
Spangenberg, Felix Strictly stationary solutions of ARMA equations in Banach spaces. (English) Zbl 1317.60037 J. Multivariate Anal. 121, 127-138 (2013). MSC: 60G10 60B11 PDF BibTeX XML Cite \textit{F. Spangenberg}, J. Multivariate Anal. 121, 127--138 (2013; Zbl 1317.60037) Full Text: DOI arXiv
Lee, O. The functional central limit theorem for ARMA-GARCH processes. (English) Zbl 1288.60042 Econ. Lett. 121, No. 3, 432-435 (2013). MSC: 60F17 62M10 60G10 PDF BibTeX XML Cite \textit{O. Lee}, Econ. Lett. 121, No. 3, 432--435 (2013; Zbl 1288.60042) Full Text: DOI
Matsui, Muneya; Shieh, Narn-Rueih On the exponential process associated with a CARMA-type process. (English) Zbl 1303.60028 Stochastics 85, No. 5, 743-762 (2013). Reviewer: Vygantas Paulauskas (Vilnius) MSC: 60G17 60G15 60G51 62M10 PDF BibTeX XML Cite \textit{M. Matsui} and \textit{N.-R. Shieh}, Stochastics 85, No. 5, 743--762 (2013; Zbl 1303.60028) Full Text: DOI
Mohamed, Rania Ahmed Hamed A comparison between the models ARIMA/GARCH and artificial neural networks in modeling financial returns to the Arab republic of Egypt market securities. (English) Zbl 1284.62567 Adv. Appl. Stat. 36, No. 2, 131-150 (2013). MSC: 62M10 62P05 62M45 65C60 PDF BibTeX XML Cite \textit{R. A. H. Mohamed}, Adv. Appl. Stat. 36, No. 2, 131--150 (2013; Zbl 1284.62567) Full Text: Link
Thornton, Michael A.; Chambers, Marcus J. Continuous-time autoregressive moving average processes in discrete time: representation and embeddability. (English) Zbl 1282.62204 J. Time Ser. Anal. 34, No. 5, 552-561 (2013). MSC: 62M10 60G10 PDF BibTeX XML Cite \textit{M. A. Thornton} and \textit{M. J. Chambers}, J. Time Ser. Anal. 34, No. 5, 552--561 (2013; Zbl 1282.62204) Full Text: DOI
Dakhmouche, Meghlaoui; Dakhmouche, Farida Rosa Recursive estimation of pre-sampled values in stochastic models. (English) Zbl 06257267 Adv. Appl. Math. Sci. 12, No. 5, 279-288 (2013). MSC: 62M10 60G10 91B70 PDF BibTeX XML Cite \textit{M. Dakhmouche} and \textit{F. R. Dakhmouche}, Adv. Appl. Math. Sci. 12, No. 5, 279--288 (2013; Zbl 06257267)
Shimizu, Kenichi The bootstrap does not always work for heteroscedastic models. (English) Zbl 1273.62224 Stat. Risk. Model. 30, No. 3, 189-204 (2013). MSC: 62M10 62F40 62M20 PDF BibTeX XML Cite \textit{K. Shimizu}, Stat. Risk. Model. 30, No. 3, 189--204 (2013; Zbl 1273.62224) Full Text: DOI
Wu, Rongning M-estimation for general ARMA processes with infinite variance. (English) Zbl 1364.62229 Scand. J. Stat. 40, No. 3, 571-591 (2013). MSC: 62M10 60F17 60E07 62M09 62E20 62G09 62P05 PDF BibTeX XML Cite \textit{R. Wu}, Scand. J. Stat. 40, No. 3, 571--591 (2013; Zbl 1364.62229) Full Text: DOI
Brockwell, Peter; Lindner, Alexander Integration of CARMA processes and spot volatility modelling. (English) Zbl 1274.62579 J. Time Ser. Anal. 34, No. 2, 156-167 (2013). MSC: 62M10 91B82 60H10 62M09 PDF BibTeX XML Cite \textit{P. Brockwell} and \textit{A. Lindner}, J. Time Ser. Anal. 34, No. 2, 156--167 (2013; Zbl 1274.62579) Full Text: DOI
Bartlett, A.; McCormick, W. P. Estimation for non-negative time series with heavy-tail innovations. (English) Zbl 1274.62575 J. Time Ser. Anal. 34, No. 1, 96-115 (2013). MSC: 62M10 62G32 60F05 65C60 62E20 PDF BibTeX XML Cite \textit{A. Bartlett} and \textit{W. P. McCormick}, J. Time Ser. Anal. 34, No. 1, 96--115 (2013; Zbl 1274.62575) Full Text: DOI
Pruscha, Helmut Statistical analysis of climate series. Analyzing, plotting, modeling, and predicting with R. (English) Zbl 1286.86003 Berlin: Springer (ISBN 978-3-642-32083-5/hbk; 978-3-642-32084-2/ebook). viii, 175 p. (2013). Reviewer: Wolfgang Näther (Freiberg) MSC: 86-02 86A32 62M10 62M20 62M15 62P12 PDF BibTeX XML Cite \textit{H. Pruscha}, Statistical analysis of climate series. Analyzing, plotting, modeling, and predicting with R. Berlin: Springer (2013; Zbl 1286.86003) Full Text: DOI
Sbrana, Giacomo Forecasting aggregated moving average processes with an application to the euro area real interest rate. (English) Zbl 1397.62322 J. Forecast. 31, No. 1, 85-98 (2012). MSC: 62M10 91B84 PDF BibTeX XML Cite \textit{G. Sbrana}, J. Forecast. 31, No. 1, 85--98 (2012; Zbl 1397.62322) Full Text: DOI
Lee, Taewook A note on Jarque-Bera normality test for ARMA-GARCH innovations. (English) Zbl 1296.62175 J. Korean Stat. Soc. 41, No. 1, 37-48 (2012). MSC: 62M10 62M07 62G20 PDF BibTeX XML Cite \textit{T. Lee}, J. Korean Stat. Soc. 41, No. 1, 37--48 (2012; Zbl 1296.62175) 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 PDF BibTeX XML Cite \textit{B. Vollenbröker}, J. Time Ser. Anal. 33, No. 4, 570--582 (2012; Zbl 1282.62206) Full Text: DOI
Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol Change point detection in copula ARMA-GARCH models. (English) Zbl 1281.62182 J. Time Ser. Anal. 33, No. 4, 554-569 (2012). MSC: 62M07 62M10 62G20 62L20 PDF BibTeX XML Cite \textit{O. Na} et al., J. Time Ser. Anal. 33, No. 4, 554--569 (2012; Zbl 1281.62182) Full Text: DOI
Tunno, Ferebee; Gallagher, Colin; Lund, Robert Arc length tests for equivalent autocovariances. (English) Zbl 1431.62421 J. Stat. Comput. Simulation 82, No. 12, 1799-1812 (2012). MSC: 62M10 62G10 62M07 PDF BibTeX XML Cite \textit{F. Tunno} et al., J. Stat. Comput. Simulation 82, No. 12, 1799--1812 (2012; Zbl 1431.62421) Full Text: DOI
Caiado, Jorge; Crato, Nuno; Peña, Daniel Tests for comparing time series of unequal lengths. (English) Zbl 1431.62357 J. Stat. Comput. Simulation 82, No. 12, 1715-1725 (2012). MSC: 62M10 62G10 62M15 PDF BibTeX XML Cite \textit{J. Caiado} et al., J. Stat. Comput. Simulation 82, No. 12, 1715--1725 (2012; Zbl 1431.62357) Full Text: DOI
Brockwell, Peter; Lindner, Alexander; Vollenbröker, Bernd Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise. (English) Zbl 1253.62057 Ann. Inst. Stat. Math. 64, No. 6, 1089-1119 (2012). MSC: 62M10 60G10 62H99 62H05 PDF BibTeX XML Cite \textit{P. Brockwell} et al., Ann. Inst. Stat. Math. 64, No. 6, 1089--1119 (2012; Zbl 1253.62057) Full Text: DOI
Blanke, Delphine; Bosq, Denis Comparing ARMA processes with roots of modulus 1 and polynomial regression. (English) Zbl 1319.62189 Commun. Stat., Theory Methods 41, No. 16-17, 2851-2863 (2012). MSC: 62M10 62M20 62J05 PDF BibTeX XML Cite \textit{D. Blanke} and \textit{D. Bosq}, Commun. Stat., Theory Methods 41, No. 16--17, 2851--2863 (2012; Zbl 1319.62189) Full Text: DOI
Ran, Chenjian; Deng, Zili Self-tuning weighted measurement fusion Kalman filtering algorithm. (English) Zbl 1243.62119 Comput. Stat. Data Anal. 56, No. 6, 2112-2128 (2012). MSC: 62M20 62M10 65C60 PDF BibTeX XML Cite \textit{C. Ran} and \textit{Z. Deng}, Comput. Stat. Data Anal. 56, No. 6, 2112--2128 (2012; Zbl 1243.62119) Full Text: DOI
Schlemm, Eckhard; Stelzer, Robert Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes. (English) Zbl 1248.60039 Bernoulli 18, No. 1, 46-63 (2012). Reviewer: Miroslav M. Ristic (Niš) MSC: 60G10 PDF BibTeX XML Cite \textit{E. Schlemm} and \textit{R. Stelzer}, Bernoulli 18, No. 1, 46--63 (2012; Zbl 1248.60039) Full Text: DOI arXiv
Turner, Rolf; Chareka, Patrick A note on the Berman condition. (English) Zbl 1229.62127 Braz. J. Probab. Stat. 26, No. 1, 82-87 (2012). MSC: 62M10 62M20 PDF BibTeX XML Cite \textit{R. Turner} and \textit{P. Chareka}, Braz. J. Probab. Stat. 26, No. 1, 82--87 (2012; Zbl 1229.62127) Full Text: DOI
Robbins, Michael; Gallagher, Colin; Lund, Robert; Aue, Alexander Mean shift testing in correlated data. (English) Zbl 1294.62212 J. Time Ser. Anal. 32, No. 5, 498-511 (2011). MSC: 62M10 62M07 62L10 62P12 PDF BibTeX XML Cite \textit{M. Robbins} et al., J. Time Ser. Anal. 32, No. 5, 498--511 (2011; Zbl 1294.62212) Full Text: DOI
Gong, Zhiyun; Kiessler, Peter; Lund, Robert A prediction-residual approach for identifying rare events in periodic time series. (English) Zbl 1294.62201 J. Time Ser. Anal. 32, No. 4, 407-419 (2011). MSC: 62M10 60G70 62P12 PDF BibTeX XML Cite \textit{Z. Gong} et al., J. Time Ser. Anal. 32, No. 4, 407--419 (2011; Zbl 1294.62201) Full Text: DOI
Maeyama, Yusuke; Tamaki, Kenichiro; Taniguchi, Masanobu Preliminary test estimation for spectra. (English) Zbl 1227.62078 Stat. Probab. Lett. 81, No. 11, 1580-1587 (2011). MSC: 62M15 62M10 62G05 62F12 62H12 PDF BibTeX XML Cite \textit{Y. Maeyama} et al., Stat. Probab. Lett. 81, No. 11, 1580--1587 (2011; Zbl 1227.62078) Full Text: DOI
Bartkiewicz, Katarzyna; Jakubowski, Adam; Mikosch, Thomas; Wintenberger, Olivier Stable limits for sums of dependent infinite variance random variables. (English) Zbl 1231.60017 Probab. Theory Relat. Fields 150, No. 3-4, 337-372 (2011). Reviewer: Pavel Gapeev (London) MSC: 60F05 60G52 60G70 PDF BibTeX XML Cite \textit{K. Bartkiewicz} et al., Probab. Theory Relat. Fields 150, No. 3--4, 337--372 (2011; Zbl 1231.60017) Full Text: DOI
Fenga, Livio; Politis, Dimitris N. Bootstrap-based ARMA order selection. (English) Zbl 1219.62136 J. Stat. Comput. Simulation 81, No. 7, 799-814 (2011). MSC: 62M10 62G09 62B10 62E20 65C60 PDF BibTeX XML Cite \textit{L. Fenga} and \textit{D. N. Politis}, J. Stat. Comput. Simulation 81, No. 7, 799--814 (2011; Zbl 1219.62136) Full Text: DOI
Pataracchia, Beatrice The spectral representation of Markov switching ARMA models. (English) Zbl 1217.62137 Econ. Lett. 112, No. 1, 11-15 (2011). MSC: 62M10 62M15 PDF BibTeX XML Cite \textit{B. Pataracchia}, Econ. Lett. 112, No. 1, 11--15 (2011; Zbl 1217.62137) Full Text: DOI
Rosadi, Dedi; Deistler, Manfred Estimating the codifference function of linear time series models with infinite variance. (English) Zbl 1213.62143 Metrika 73, No. 3, 395-429 (2011). MSC: 62M10 62M09 62E20 65C60 62P05 62F12 PDF BibTeX XML Cite \textit{D. Rosadi} and \textit{M. Deistler}, Metrika 73, No. 3, 395--429 (2011; Zbl 1213.62143) Full Text: DOI
Brockwell, Peter J.; Davis, Richard A.; Yang, Yu Estimation for non-negative Lévy-driven CARMA processes. (English) Zbl 1214.62091 J. Bus. Econ. Stat. 29, No. 2, 250-259 (2011). MSC: 62M10 62M05 62P05 91G70 PDF BibTeX XML Cite \textit{P. J. Brockwell} et al., J. Bus. Econ. Stat. 29, No. 2, 250--259 (2011; Zbl 1214.62091) Full Text: DOI
Fulop, Sean A. Speech spectrum analysis. (English) Zbl 1236.94002 Signals and Communication Technology. Berlin: Springer (ISBN 978-3-642-17477-3/hbk; 978-3-642-17478-0/ebook). xiii, 206 p. (2011). MSC: 94-01 94A11 94A12 62M15 62P30 68T50 PDF BibTeX XML Cite \textit{S. A. Fulop}, Speech spectrum analysis. Berlin: Springer (2011; Zbl 1236.94002) Full Text: DOI
Mallios, William S. Forecasting in financial and sports gambling markets. Adaptive drift modeling. (English) Zbl 1207.91006 Hoboken, NJ: John Wiley & Sons (ISBN 978-0-470-48452-4/hbk; 978-0-470-88061-6/ebook). xiii, 264 p. (2011). Reviewer: Pavel Stoynov (Sofia) MSC: 91-02 91A60 91G70 91B26 91B60 91B84 PDF BibTeX XML Cite \textit{W. S. Mallios}, Forecasting in financial and sports gambling markets. Adaptive drift modeling. Hoboken, NJ: John Wiley \& Sons (2011; Zbl 1207.91006) Full Text: DOI
Perry, Marcus B.; Pignatiello, Joseph J. jun. Identifying the time of step change in the mean of autocorrelated processes. (English) Zbl 07252422 J. Appl. Stat. 37, No. 1, 119-136 (2010). MSC: 62 PDF BibTeX XML Cite \textit{M. B. Perry} and \textit{J. J. Pignatiello jun.}, J. Appl. Stat. 37, No. 1, 119--136 (2010; Zbl 07252422) Full Text: DOI
Pértega Díaz, Sonia; Vilar, José A. Comparing several parametric and nonparametric approaches to time series clustering: a simulation study. (English) Zbl 1337.62137 J. Classif. 27, No. 3, 333-362 (2010). MSC: 62H30 62M10 PDF BibTeX XML Cite \textit{S. Pértega Díaz} and \textit{J. A. Vilar}, J. Classif. 27, No. 3, 333--362 (2010; Zbl 1337.62137) Full Text: DOI