Liu, Mengya; Li, Qi; Zhu, Fukang Self-excited hysteretic negative binomial autoregression. (English) Zbl 07297212 AStA, Adv. Stat. Anal. 104, No. 3, 385-415 (2020). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{M. Liu} et al., AStA, Adv. Stat. Anal. 104, No. 3, 385--415 (2020; Zbl 07297212) Full Text: DOI
Chen, Houji; Hu, Xiaobing; Deng, Xi A short-term macroeconomic forecasting model based on GMDH. (Chinese. English summary) Zbl 07295729 J. Sichuan Univ., Nat. Sci. Ed. 57, No. 5, 915-919 (2020). MSC: 91B64 91B84 62M20 PDF BibTeX XML Cite \textit{H. Chen} et al., J. Sichuan Univ., Nat. Sci. Ed. 57, No. 5, 915--919 (2020; Zbl 07295729) Full Text: DOI
Güney, Yeşim; Jurečková, Jana; Arslan, Olcay Averaged autoregression quantiles in autoregressive model. (English) Zbl 07287460 Maciak, Matúš (ed.) et al., Analytical methods in statistics. AMISTAT. Proceedings of the workshop, Liberec, Czech Republic, September 16–19, 2019. Cham: Springer (ISBN 978-3-030-48813-0/hbk; 978-3-030-48814-7/ebook). Springer Proceedings in Mathematics & Statistics 329, 1-15 (2020). MSC: 62H15 62G07 62G08 62M10 62M45 PDF BibTeX XML Cite \textit{Y. Güney} et al., in: Analytical methods in statistics. AMISTAT. Proceedings of the workshop, Liberec, Czech Republic, September 16--19, 2019. Cham: Springer. 1--15 (2020; Zbl 07287460) Full Text: DOI
Pizzinelli, Carlo; Theodoridis, Konstantinos; Zanetti, Francesco State dependence in labor market fluctuations. (English) Zbl 07285078 Int. Econ. Rev. 61, No. 3, 1027-1072 (2020). MSC: 91B39 PDF BibTeX XML Cite \textit{C. Pizzinelli} et al., Int. Econ. Rev. 61, No. 3, 1027--1072 (2020; Zbl 07285078) Full Text: DOI
Njenga, Carolyn Ndigwako; Sherris, Michael Modeling mortality with a Bayesian vector autoregression. (English) Zbl 1452.91244 Insur. Math. Econ. 94, 40-57 (2020). MSC: 91D20 91G05 62P05 PDF BibTeX XML Cite \textit{C. N. Njenga} and \textit{M. Sherris}, Insur. Math. Econ. 94, 40--57 (2020; Zbl 1452.91244) Full Text: DOI
Li, Degao; Zeng, Ruochen; Zhang, Liwen; Li, Wai Keung; Li, Guodong Conditional quantile estimation for hysteretic autoregressive models. (English) Zbl 1439.62103 Stat. Sin. 30, No. 2, 809-827 (2020). MSC: 62G08 62M10 62P20 62P25 PDF BibTeX XML Cite \textit{D. Li} et al., Stat. Sin. 30, No. 2, 809--827 (2020; Zbl 1439.62103) Full Text: DOI
Ma, Yingying; Pan, Rui; Zou, Tao; Wang, Hansheng A naive least squares method for spatial autoregression with covariates. (English) Zbl 1439.62250 Stat. Sin. 30, No. 2, 653-672 (2020). MSC: 62P25 62H11 91D30 PDF BibTeX XML Cite \textit{Y. Ma} et al., Stat. Sin. 30, No. 2, 653--672 (2020; Zbl 1439.62250) Full Text: DOI
Xu, Ke; Sun, Luping; Liu, Jin; Zhu, Xuening; Wang, Hansheng A spatial autoregression model with time-varying coefficients. (English) Zbl 07161115 Stat. Interface 13, No. 2, 261-270 (2020). MSC: 62 PDF BibTeX XML Cite \textit{K. Xu} et al., Stat. Interface 13, No. 2, 261--270 (2020; Zbl 07161115) Full Text: DOI
Boldin, Mikhaĭl Vasil’evich Local power of Kolmogorov’s and omega-squared type criteria in autoregression. (English. Russian original) Zbl 1445.62219 Mosc. Univ. Math. Bull. 74, No. 6, 249-252 (2019); translation from Vestn. Mosk. Univ., Ser. I 74, No. 6, 58-61 (2019). MSC: 62M10 62E15 60G10 PDF BibTeX XML Cite \textit{M. V. Boldin}, Mosc. Univ. Math. Bull. 74, No. 6, 249--252 (2019; Zbl 1445.62219); translation from Vestn. Mosk. Univ., Ser. I 74, No. 6, 58--61 (2019) Full Text: DOI
D’Alessandro, Antonello; Fella, Giulio; Melosi, Leonardo Fiscal stimulus with learning-by-doing. (English) Zbl 1444.91151 Int. Econ. Rev. 60, No. 3, 1413-1432 (2019). MSC: 91B64 62P20 PDF BibTeX XML Cite \textit{A. D'Alessandro} et al., Int. Econ. Rev. 60, No. 3, 1413--1432 (2019; Zbl 1444.91151) Full Text: DOI Link
Arkoun, Ouerdia; Brua, Jean-Yves; Pergamenchtchikov, Serguei Sequential model selection method for nonparametric autoregression. (English) Zbl 1430.62075 Sequential Anal. 38, No. 4, 437-460 (2019). MSC: 62G08 62G05 62M10 62L12 PDF BibTeX XML Cite \textit{O. Arkoun} et al., Sequential Anal. 38, No. 4, 437--460 (2019; Zbl 1430.62075) Full Text: DOI
Goryainov, V. B.; Goryainova, E. R. Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation. (English. Russian original) Zbl 1435.62324 Autom. Remote Control 80, No. 4, 666-675 (2019); translation from Avtom. Telemekh. 2019, No. 4, 93-104 (2019). MSC: 62M10 62-08 62E15 62G35 PDF BibTeX XML Cite \textit{V. B. Goryainov} and \textit{E. R. Goryainova}, Autom. Remote Control 80, No. 4, 666--675 (2019; Zbl 1435.62324); translation from Avtom. Telemekh. 2019, No. 4, 93--104 (2019) Full Text: DOI
Billio, Monica; Casarin, Roberto; Rossini, Luca Bayesian nonparametric sparse VAR models. (English) Zbl 1452.62883 J. Econom. 212, No. 1, 97-115 (2019). MSC: 62P20 62G05 62F15 62M10 62P05 PDF BibTeX XML Cite \textit{M. Billio} et al., J. Econom. 212, No. 1, 97--115 (2019; Zbl 1452.62883) Full Text: DOI
Giannone, Domenico; Lenza, Michele; Primiceri, Giorgio E. Priors for the long run. (English) Zbl 1420.91526 J. Am. Stat. Assoc. 114, No. 526, 565-580 (2019). MSC: 91G70 62M10 62P20 PDF BibTeX XML Cite \textit{D. Giannone} et al., J. Am. Stat. Assoc. 114, No. 526, 565--580 (2019; Zbl 1420.91526) Full Text: DOI
Hušková, Marie; Neumeyer, Natalie; Niebuhr, Tobias; Selk, Leonie Specification testing in nonparametric AR-ARCH models. (English) Zbl 1417.62247 Scand. J. Stat. 46, No. 1, 26-58 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62M10 62G10 62G20 PDF BibTeX XML Cite \textit{M. Hušková} et al., Scand. J. Stat. 46, No. 1, 26--58 (2019; Zbl 1417.62247) Full Text: DOI
Martínez-Hernández, Israel; Genton, Marc G.; González-Farías, Graciela Robust depth-based estimation of the functional autoregressive model. (English) Zbl 06970981 Comput. Stat. Data Anal. 131, 66-79 (2019). MSC: 62 PDF BibTeX XML Cite \textit{I. Martínez-Hernández} et al., Comput. Stat. Data Anal. 131, 66--79 (2019; Zbl 06970981) Full Text: DOI
Zou, Shaohui; Zhang, Tian Interaction relationship between international carbon future price and domestic carbon price. (Chinese. English summary) Zbl 1424.91148 J. Shandong Univ., Nat. Sci. 53, No. 5, 70-79 (2018). MSC: 91G20 62P05 PDF BibTeX XML Cite \textit{S. Zou} and \textit{T. Zhang}, J. Shandong Univ., Nat. Sci. 53, No. 5, 70--79 (2018; Zbl 1424.91148) Full Text: DOI
Goryainov, A. V.; Goryainov, V. B. M-estimates of autoregression with random coefficients. (English. Russian original) Zbl 1404.62086 Autom. Remote Control 79, No. 8, 1409-1421 (2018); translation from Avtom. Telemekh. 2018, No. 8, 50-65 (2018). MSC: 62M10 62F12 62F35 PDF BibTeX XML Cite \textit{A. V. Goryainov} and \textit{V. B. Goryainov}, Autom. Remote Control 79, No. 8, 1409--1421 (2018; Zbl 1404.62086); translation from Avtom. Telemekh. 2018, No. 8, 50--65 (2018) Full Text: DOI
Billio, Monica; Casarin, Roberto; Rossini, Luca Bayesian nonparametric sparse vector autoregressive models. (English) Zbl 1397.62297 Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. MAF 2018. Selected papers based on the presentations at the international conference, Madrid, Spain, April 4–6, 2018. Cham: Springer (ISBN 978-3-319-89823-0/hbk; 978-3-319-89824-7/ebook). 155-160 (2018). MSC: 62M10 62G08 PDF BibTeX XML Cite \textit{M. Billio} et al., in: Mathematical and statistical methods for actuarial sciences and finance. MAF 2018. Selected papers based on the presentations at the international conference, Madrid, Spain, April 4--6, 2018. Cham: Springer. 155--160 (2018; Zbl 1397.62297) Full Text: DOI
Hudecová, Šárka; Hušková, Marie; Meintanis, Simos G. Tests for structural changes in time series of counts. (English) Zbl 1419.62233 Scand. J. Stat. 44, No. 4, 843-865 (2017). MSC: 62M10 62M07 62F05 PDF BibTeX XML Cite \textit{Š. Hudecová} et al., Scand. J. Stat. 44, No. 4, 843--865 (2017; Zbl 1419.62233) Full Text: DOI
Cagnone, Silvia; Giannerini, Simone; Modugno, Lucia Multilevel models with stochastic volatility for repeated cross-sections: an application to tribal art prices. (English) Zbl 1416.62657 Ann. Appl. Stat. 11, No. 2, 1040-1062 (2017). MSC: 62P20 62M10 62H12 PDF BibTeX XML Cite \textit{S. Cagnone} et al., Ann. Appl. Stat. 11, No. 2, 1040--1062 (2017; Zbl 1416.62657) Full Text: DOI Euclid
Góes, Carlos Institutions and growth: a GMM/IV panel VAR approach. (English) Zbl 1398.62363 Econ. Lett. 138, 85-91 (2016). MSC: 62P20 62M10 PDF BibTeX XML Cite \textit{C. Góes}, Econ. Lett. 138, 85--91 (2016; Zbl 1398.62363) Full Text: DOI
Chan, Joshua C. C.; Grant, Angelia L. Fast computation of the deviance information criterion for latent variable models. (English) Zbl 06918369 Comput. Stat. Data Anal. 100, 847-859 (2016). MSC: 62 PDF BibTeX XML Cite \textit{J. C. C. Chan} and \textit{A. L. Grant}, Comput. Stat. Data Anal. 100, 847--859 (2016; Zbl 06918369) Full Text: DOI
Korobilis, Dimitris Prior selection for panel vector autoregressions. (English) Zbl 06918276 Comput. Stat. Data Anal. 101, 110-120 (2016). MSC: 62 PDF BibTeX XML Cite \textit{D. Korobilis}, Comput. Stat. Data Anal. 101, 110--120 (2016; Zbl 06918276) Full Text: DOI
Zhang, Xuli; Yang, Kai; Wang, Dehui Parameter estimation for a threshold Poisson log-linear autoregressive model. (Chinese. English summary) Zbl 1349.62439 J. Jilin Univ., Sci. 54, No. 2, 251-256 (2016). MSC: 62M10 62F10 62F12 PDF BibTeX XML Cite \textit{X. Zhang} et al., J. Jilin Univ., Sci. 54, No. 2, 251--256 (2016; Zbl 1349.62439) Full Text: DOI
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo Multiple mortality modeling in Poisson Lee-Carter framework. (English) Zbl 1365.62414 Commun. Stat., Theory Methods 45, No. 6, 1723-1732 (2016). MSC: 62P10 62P25 62F40 62N05 62M20 91D20 PDF BibTeX XML Cite \textit{V. D'Amato} et al., Commun. Stat., Theory Methods 45, No. 6, 1723--1732 (2016; Zbl 1365.62414) Full Text: DOI
Harris, David; Leybourne, Stephen J.; Taylor, A. M. Robert Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point. (English) Zbl 1420.62381 J. Econom. 192, No. 2, 451-467 (2016). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{D. Harris} et al., J. Econom. 192, No. 2, 451--467 (2016; Zbl 1420.62381) Full Text: DOI
Maciejowska, Katarzyna; Weron, Rafał Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships. (English) Zbl 1342.65046 Comput. Stat. 30, No. 3, 805-819 (2015). MSC: 65C60 62P20 PDF BibTeX XML Cite \textit{K. Maciejowska} and \textit{R. Weron}, Comput. Stat. 30, No. 3, 805--819 (2015; Zbl 1342.65046) Full Text: DOI
Wei, Yunbo; Yu, Shihang; Zhang, Shuisherig Consistent estimates of autoregressive error-in-variables. (Chinese. English summary) Zbl 1349.62432 Math. Pract. Theory 45, No. 4, 299-304 (2015). MSC: 62M10 62M09 62F10 PDF BibTeX XML Cite \textit{Y. Wei} et al., Math. Pract. Theory 45, No. 4, 299--304 (2015; Zbl 1349.62432)
Jo, Seongil; Lee, Jaeyong; Page, Garritt; Quintana, Fernando; Trippa, Lorenzo; Müller, Peter Spatial species sampling and product partition models. (English) Zbl 1338.92012 Mitra, Riten (ed.) et al., Nonparametric Bayesian inference in biostatistics. Cham: Springer (ISBN 978-3-319-19517-9/hbk; 978-3-319-19518-6/ebook). Frontiers in Probability and the Statistical Sciences, 359-375 (2015). MSC: 92B15 62G99 62D05 PDF BibTeX XML Cite \textit{S. Jo} et al., in: Nonparametric Bayesian inference in biostatistics. Cham: Springer. 359--375 (2015; Zbl 1338.92012) Full Text: DOI
Li, Guodong; Guan, Bo; Li, Wai Keung; Yu, Philip L. H. Hysteretic autoregressive time series models. (English) Zbl 1452.62658 Biometrika 102, No. 3, 717-723 (2015). MSC: 62M10 62E20 62P10 PDF BibTeX XML Cite \textit{G. Li} et al., Biometrika 102, No. 3, 717--723 (2015; Zbl 1452.62658) Full Text: DOI
Basu, Sumanta; Shojaie, Ali; Michailidis, George Network Granger causality with inherent grouping structure. (English) Zbl 1360.62312 J. Mach. Learn. Res. 16, 417-453 (2015). MSC: 62H30 62H20 62J07 62M10 62P10 62P20 62-09 PDF BibTeX XML Cite \textit{S. Basu} et al., J. Mach. Learn. Res. 16, 417--453 (2015; Zbl 1360.62312) Full Text: Link
Hudecová, Šárka; Hušková, Marie; Meintanis, Simos G. Tests for time series of counts based on the probability-generating function. (English) Zbl 1369.62229 Statistics 49, No. 2, 316-337 (2015). MSC: 62M10 62F03 62F40 PDF BibTeX XML Cite \textit{Š. Hudecová} et al., Statistics 49, No. 2, 316--337 (2015; Zbl 1369.62229) Full Text: DOI arXiv
Smadi, Abdullah A. A comparison of some estimators of the seasonal ACF for various PAR models. (English) Zbl 1327.62475 J. Appl. Probab. Stat. 9, No. 2, 1-15 (2014). MSC: 62M10 PDF BibTeX XML Cite \textit{A. A. Smadi}, J. Appl. Probab. Stat. 9, No. 2, 1--15 (2014; Zbl 1327.62475)
Lütkepohl, Helmut Identifying structural vector autoregressions via changes in volatility. (English) Zbl 1443.62221 Fomby, Thomas B. (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. Bingley: Emerald. Adv. Econom. 32, 169-203 (2013). MSC: 62M02 62H12 62M10 PDF BibTeX XML Cite \textit{H. Lütkepohl}, Adv. Econom. 32, 169--203 (2013; Zbl 1443.62221) Full Text: DOI
Giacomini, Raffaella The relationship between DSGE and VAR models. (English) Zbl 1443.62259 Fomby, Thomas B. (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. Bingley: Emerald. Adv. Econom. 32, 1-25 (2013). MSC: 62M10 62P20 91B51 91B84 62-02 PDF BibTeX XML Cite \textit{R. Giacomini}, Adv. Econom. 32, 1--25 (2013; Zbl 1443.62259) Full Text: DOI
Hung, Ying-Chao; Tseng, Neng-Fang Extracting informative variables in the validation of two-group causal relationship. (English) Zbl 1305.65046 Comput. Stat. 28, No. 3, 1151-1167 (2013). MSC: 65C60 PDF BibTeX XML Cite \textit{Y.-C. Hung} and \textit{N.-F. Tseng}, Comput. Stat. 28, No. 3, 1151--1167 (2013; Zbl 1305.65046) Full Text: DOI
Kliem, Martin; Kriwoluzky, Alexander Reconciling narrative monetary policy disturbances with structural VAR model shocks? (English) Zbl 1288.91149 Econ. Lett. 121, No. 2, 247-251 (2013). MSC: 91B64 62P20 62M10 PDF BibTeX XML Cite \textit{M. Kliem} and \textit{A. Kriwoluzky}, Econ. Lett. 121, No. 2, 247--251 (2013; Zbl 1288.91149) Full Text: DOI
Neumeyer, Natalie; Selk, Leonie A note on non-parametric testing for Gaussian innovations in AR-ARCH models. (English) Zbl 1273.62218 J. Time Ser. Anal. 34, No. 3, 362-367 (2013). MSC: 62M10 62G10 PDF BibTeX XML Cite \textit{N. Neumeyer} and \textit{L. Selk}, J. Time Ser. Anal. 34, No. 3, 362--367 (2013; Zbl 1273.62218) Full Text: DOI
Li, Mengyuan; Yu, Dalei; Bai, Peng A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models. (English) Zbl 1352.62138 Stat. Probab. Lett. 83, No. 2, 568-572 (2013). MSC: 62M10 62M09 62G08 62H11 62H12 PDF BibTeX XML Cite \textit{M. Li} et al., Stat. Probab. Lett. 83, No. 2, 568--572 (2013; Zbl 1352.62138) Full Text: DOI
Pace, R. Kelley; LeSage, James P.; Zhu, Shuang Spatial dependence in regressors and its effect on performance of likelihood-based and instrumental variable estimators. (English) Zbl 1452.62954 Terrell, Dek (ed.) et al., 30th anniversary edition. Dedicated to Thomas Fomby and R. Carter Hill. Bingley: Emerald. Adv. Econom. 30, 257-295 (2012). MSC: 62P20 62H11 62M10 PDF BibTeX XML Cite \textit{R. K. Pace} et al., Adv. Econom. 30, 257--295 (2012; Zbl 1452.62954) Full Text: DOI
Sen, Monalisa; Bera, Anil K.; Kao, Yu-Hsien A Hausman test for spatial regression model. (English) Zbl 1452.62390 Baltagi, Badi H. (ed.) et al., Essays in honor of Jerry Hausman. Bingley: Emerald. Adv. Econom. 29, 547-559 (2012). MSC: 62H15 62M10 62M30 62J02 65C05 PDF BibTeX XML Cite \textit{M. Sen} et al., Adv. Econom. 29, 547--559 (2012; Zbl 1452.62390) Full Text: DOI
Mumtaz, Haroon; Zanetti, Francesco Neutral technology shocks and the dynamics of labor input: results from an agnostic identification. (English) Zbl 1420.91201 Int. Econ. Rev. 53, No. 1, 235-254 (2012). MSC: 91B40 91B38 91B51 62P20 PDF BibTeX XML Cite \textit{H. Mumtaz} and \textit{F. Zanetti}, Int. Econ. Rev. 53, No. 1, 235--254 (2012; Zbl 1420.91201) Full Text: DOI
Cressie, Noel; Assunção, Renato; Holan, Scott H.; Levine, Michael; Nicolis, Orietta; Zhang, Jun; Zou, Jian Dynamical random-set modeling of concentrated precipitation in North America. (English) Zbl 1405.62227 Stat. Interface 5, No. 2, 169-181 (2012). MSC: 62P12 62M30 62G07 PDF BibTeX XML Cite \textit{N. Cressie} et al., Stat. Interface 5, No. 2, 169--181 (2012; Zbl 1405.62227) Full Text: DOI
Battaglia, Francesco; Protopapas, Mattheos K. Multi-regime models for nonlinear nonstationary time series. (English) Zbl 1304.65016 Comput. Stat. 27, No. 2, 319-341 (2012). MSC: 65C60 PDF BibTeX XML Cite \textit{F. Battaglia} and \textit{M. K. Protopapas}, Comput. Stat. 27, No. 2, 319--341 (2012; Zbl 1304.65016) Full Text: DOI
Lin, Feng-Chang; Zhu, Jun Continuous-time proportional hazards regression for ecological monitoring data. (English) Zbl 1302.62269 J. Agric. Biol. Environ. Stat. 17, No. 2, 163-175 (2012). MSC: 62P12 PDF BibTeX XML Cite \textit{F.-C. Lin} and \textit{J. Zhu}, J. Agric. Biol. Environ. Stat. 17, No. 2, 163--175 (2012; Zbl 1302.62269) Full Text: DOI
Ocampo, Sergio; Rodríguez, Norberto An introductory review of a structural VAR-X estimation and applications. (English) Zbl 1281.62203 Rev. Colomb. Estad. 35, No. 3, 477-506 (2012). MSC: 62M10 62F15 PDF BibTeX XML Cite \textit{S. Ocampo} and \textit{N. Rodríguez}, Rev. Colomb. Estad. 35, No. 3, 477--506 (2012; Zbl 1281.62203) Full Text: EMIS
Kazar, Baris M.; Celik, Mete Spatial autoregression (SAR) model. Parameter estimation technique. (English) Zbl 1248.68015 SpringerBriefs in Computer Science. New York, NY: Springer (ISBN 978-1-4614-1841-2/pbk; 978-1-4614-1842-9/ebook). x, 73 p. (2012). Reviewer: Oscar Bustos (Córdoba) MSC: 68-02 68T05 62H11 PDF BibTeX XML Cite \textit{B. M. Kazar} and \textit{M. Celik}, Spatial autoregression (SAR) model. Parameter estimation technique. New York, NY: Springer (2012; Zbl 1248.68015) Full Text: DOI
Giacometti, Rosella; Bertocchi, Marida; Rachev, Svetlozar T.; Fabozzi, Frank J. A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates. (English) Zbl 1235.91089 Insur. Math. Econ. 50, No. 1, 85-93 (2012). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{R. Giacometti} et al., Insur. Math. Econ. 50, No. 1, 85--93 (2012; Zbl 1235.91089) Full Text: DOI
Fey, Dirk; Commins, Sean; Bullinger, Eric Feedback control strategies for spatial navigation revealed by dynamic modelling of learning in the Morris water maze. (English) Zbl 1446.92238 J. Comput. Neurosci. 30, No. 2, 447-454 (2011). MSC: 92D50 92C20 PDF BibTeX XML Cite \textit{D. Fey} et al., J. Comput. Neurosci. 30, No. 2, 447--454 (2011; Zbl 1446.92238)
Kol’tsov, P. P. Comparative study of texture detection and classification algorithms. (Russian, English) Zbl 1249.68194 Zh. Vychisl. Mat. Mat. Fiz. 51, No. 8, 1561-1568 (2011); translation in Comput. Math. Math. Phys. 51, No. 8, 1460-1467 (2011). MSC: 68T10 PDF BibTeX XML Cite \textit{P. P. Kol'tsov}, Zh. Vychisl. Mat. Mat. Fiz. 51, No. 8, 1561--1568 (2011; Zbl 1249.68194); translation in Comput. Math. Math. Phys. 51, No. 8, 1460--1467 (2011) Full Text: DOI
de Silva, Ashton; Hyndman, Rob J.; Snyder, Ralph The vector innovations structural time series framework: a simple approach to multivariate forecasting. (English) Zbl 07256829 Stat. Model. 10, No. 4, 353-374 (2010). MSC: 62 PDF BibTeX XML Cite \textit{A. de Silva} et al., Stat. Model. 10, No. 4, 353--374 (2010; Zbl 07256829) Full Text: DOI
Lengwiler, Yvan; Lenz, Carlos Intelligible factors for the yield curve. (English) Zbl 1431.62479 J. Econom. 157, No. 2, 481-491 (2010). MSC: 62P05 91G30 PDF BibTeX XML Cite \textit{Y. Lengwiler} and \textit{C. Lenz}, J. Econom. 157, No. 2, 481--491 (2010; Zbl 1431.62479) Full Text: DOI
Comte, F.; Lacour, C.; Rozenholc, Y. Adaptive estimation of the dynamics of a discrete time stochastic volatility model. (English) Zbl 1431.62139 J. Econom. 154, No. 1, 59-73 (2010). MSC: 62G07 62G08 62M05 62M10 62G20 62P05 PDF BibTeX XML Cite \textit{F. Comte} et al., J. Econom. 154, No. 1, 59--73 (2010; Zbl 1431.62139) Full Text: DOI
Dufour, Jean-Marie; Taamouti, Abderrahim Short and long run causality measures: theory and inference. (English) Zbl 1431.62364 J. Econom. 154, No. 1, 42-58 (2010). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{J.-M. Dufour} and \textit{A. Taamouti}, J. Econom. 154, No. 1, 42--58 (2010; Zbl 1431.62364) Full Text: DOI
Panagiotelis, Anastasios; Smith, Michael Bayesian skew selection for multivariate models. (English) Zbl 1284.62334 Comput. Stat. Data Anal. 54, No. 7, 1824-1839 (2010). MSC: 62H15 PDF BibTeX XML Cite \textit{A. Panagiotelis} and \textit{M. Smith}, Comput. Stat. Data Anal. 54, No. 7, 1824--1839 (2010; Zbl 1284.62334) Full Text: DOI
Aknouche, Abdelhakim; Rabehi, Nadia On an independent and identically distributed mixture bilinear time-series model. (English) Zbl 1224.62043 J. Time Ser. Anal. 31, No. 2, 113-131 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 65C60 PDF BibTeX XML Cite \textit{A. Aknouche} and \textit{N. Rabehi}, J. Time Ser. Anal. 31, No. 2, 113--131 (2010; Zbl 1224.62043) Full Text: DOI
Lanne, Markku; Lütkepohl, Helmut; Maciejowska, Katarzyna Structural vector autoregressions with Markov switching. (English) Zbl 1181.62136 J. Econ. Dyn. Control 34, No. 2, 121-131 (2010). MSC: 62M10 62G05 65C60 PDF BibTeX XML Cite \textit{M. Lanne} et al., J. Econ. Dyn. Control 34, No. 2, 121--131 (2010; Zbl 1181.62136) Full Text: DOI
Assunção, Renato; Krainski, Elias Neighborhood dependence in Bayesian spatial models. (English) Zbl 1442.62242 Biom. J. 51, No. 5, 851-869 (2009). MSC: 62P10 PDF BibTeX XML Cite \textit{R. Assunção} and \textit{E. Krainski}, Biom. J. 51, No. 5, 851--869 (2009; Zbl 1442.62242) Full Text: DOI
Consolo, Agostino; Favero, Carlo A.; Paccagnini, Alessia On the statistical identification of DSGE models. (English) Zbl 1429.62657 J. Econom. 150, No. 1, 99-115 (2009). MSC: 62P20 62F15 62M10 91B51 PDF BibTeX XML Cite \textit{A. Consolo} et al., J. Econom. 150, No. 1, 99--115 (2009; Zbl 1429.62657) Full Text: DOI
Liu, Fei; West, Mike A dynamic modelling strategy for Bayesian computer model emulation. (English) Zbl 1330.65034 Bayesian Anal. 4, No. 2, 393-411 (2009). MSC: 65C60 65C40 62M10 62F15 PDF BibTeX XML Cite \textit{F. Liu} and \textit{M. West}, Bayesian Anal. 4, No. 2, 393--411 (2009; Zbl 1330.65034) Full Text: DOI Euclid
Fourdrinier, D.; Konev, V.; Pergamenshchikov, S. Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises. (English) Zbl 1282.62042 Math. Methods Stat. 18, No. 1, 43-58 (2009). MSC: 62F10 62F12 62L10 62L12 PDF BibTeX XML Cite \textit{D. Fourdrinier} et al., Math. Methods Stat. 18, No. 1, 43--58 (2009; Zbl 1282.62042) Full Text: DOI
Sela, Rebecca J.; Hurvich, Clifford M. Computationally efficient methods for two multivariate fractionally integrated models. (English) Zbl 1224.62069 J. Time Ser. Anal. 30, No. 6, 631-651 (2009). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 65C60 62H12 65C05 62P20 PDF BibTeX XML Cite \textit{R. J. Sela} and \textit{C. M. Hurvich}, J. Time Ser. Anal. 30, No. 6, 631--651 (2009; Zbl 1224.62069) Full Text: DOI
Diao, Sicong; Cheng, Ke; Yang, Xiaoguang Empirical studies on dynamic relations between deposits and loans in China. (Chinese. English summary) Zbl 1212.91087 J. Syst. Sci. Math. Sci. 29, No. 11, 1467-1484 (2009). MSC: 91B84 62P20 62M10 PDF BibTeX XML Cite \textit{S. Diao} et al., J. Syst. Sci. Math. Sci. 29, No. 11, 1467--1484 (2009; Zbl 1212.91087)
Fülöp, E.; Pap, G. Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model. (English) Zbl 1176.62101 Lith. Math. J. 49, No. 1, 5-25 (2009). MSC: 62P05 62M40 62F12 62M30 PDF BibTeX XML Cite \textit{E. Fülöp} and \textit{G. Pap}, Lith. Math. J. 49, No. 1, 5--25 (2009; Zbl 1176.62101) Full Text: DOI
McAleer, Michael; Medeiros, Marcelo C. A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries. (English) Zbl 1429.62405 J. Econom. 147, No. 1, 104-119 (2008). MSC: 62M10 62P20 91B84 62P05 PDF BibTeX XML Cite \textit{M. McAleer} and \textit{M. C. Medeiros}, J. Econom. 147, No. 1, 104--119 (2008; Zbl 1429.62405) Full Text: DOI
Schick, Anton; Wefelmeyer, Wolfgang Some developments in semiparametric statistics. (English) Zbl 1211.62066 J. Stat. Theory Pract. 2, No. 3, 475-491 (2008). MSC: 62G08 62M10 62F12 PDF BibTeX XML Cite \textit{A. Schick} and \textit{W. Wefelmeyer}, J. Stat. Theory Pract. 2, No. 3, 475--491 (2008; Zbl 1211.62066) Full Text: DOI
Ehlers, Ricardo S.; Brooks, Stephen P. Adaptive proposal construction for reversible jump MCMC. (English) Zbl 1190.62048 Scand. J. Stat. 35, No. 4, 677-690 (2008). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62F15 65C40 62M10 PDF BibTeX XML Cite \textit{R. S. Ehlers} and \textit{S. P. Brooks}, Scand. J. Stat. 35, No. 4, 677--690 (2008; Zbl 1190.62048) Full Text: DOI
Arbués, Ignacio An extended portmanteau test for VARMA models with mixing nonlinear constraints. (English) Zbl 1198.62085 J. Time Ser. Anal. 29, No. 5, 741-761 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{I. Arbués}, J. Time Ser. Anal. 29, No. 5, 741--761 (2008; Zbl 1198.62085) Full Text: DOI
Wang, Quan; Zhang, Yi A bidimensional discrete-time risk model with constant interest. (Chinese. English summary) Zbl 1199.91106 J. Zhejiang Univ., Sci. Ed. 35, No. 5, 501-506 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{Q. Wang} and \textit{Y. Zhang}, J. Zhejiang Univ., Sci. Ed. 35, No. 5, 501--506 (2008; Zbl 1199.91106) Full Text: DOI
Akkaya, Aysen D.; Tiku, Moti L. Autoregressive models with short-tailed symmetric distributions. (English) Zbl 1314.62198 Statistics 42, No. 3, 207-221 (2008). MSC: 62M10 62F03 62F10 PDF BibTeX XML Cite \textit{A. D. Akkaya} and \textit{M. L. Tiku}, Statistics 42, No. 3, 207--221 (2008; Zbl 1314.62198) Full Text: DOI
Lesage, James P.; Pace, R. Kelley A matrix exponential spatial specification. (English) Zbl 1418.62295 J. Econom. 140, No. 1, 190-214 (2007). MSC: 62M09 62F10 62F15 62M10 62M30 62P20 PDF BibTeX XML Cite \textit{J. P. Lesage} and \textit{R. K. Pace}, J. Econom. 140, No. 1, 190--214 (2007; Zbl 1418.62295) Full Text: DOI
Chen, Xiang; Zhong, Weijun; Liu, Qingfu Quantitative approach to the analysis of the development of electronic commerce. (Chinese. English summary) Zbl 1142.62431 J. Syst. Eng. 20, No. 6, 666-669 (2005). MSC: 62P20 PDF BibTeX XML Cite \textit{X. Chen} et al., J. Syst. Eng. 20, No. 6, 666--669 (2005; Zbl 1142.62431)
Ioannidis, E. E.; Chronis, G. A. Extreme spectra of VAR models and orders of near cointegration. (English) Zbl 1092.62095 J. Time Ser. Anal. 26, No. 3, 399-421 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M15 62M10 PDF BibTeX XML Cite \textit{E. E. Ioannidis} and \textit{G. A. Chronis}, J. Time Ser. Anal. 26, No. 3, 399--421 (2005; Zbl 1092.62095) Full Text: DOI
Lee, Andy H.; Wang, Kui; Yau, Kelvin K. W.; Carrivick, Philip J. W.; Stevenson, Mark R. Modelling bivariate count series with excess zeros. (English) Zbl 1071.62079 Math. Biosci. 196, No. 2, 226-237 (2005). MSC: 62M10 62P10 PDF BibTeX XML Cite \textit{A. H. Lee} et al., Math. Biosci. 196, No. 2, 226--237 (2005; Zbl 1071.62079) Full Text: DOI
Chan, W. S.; Cheung, S. H. A bivariate threshold time series model for analyzing Australian interest rates. (English) Zbl 1114.91348 Math. Comput. Simul. 68, No. 5-6, 429-437 (2005). MSC: 91B84 62M10 91B28 PDF BibTeX XML Cite \textit{W. S. Chan} and \textit{S. H. Cheung}, Math. Comput. Simul. 68, No. 5--6, 429--437 (2005; Zbl 1114.91348) Full Text: DOI
Mechenov, Alexander S. Pseudosolution of linear functional equations. Parameters estimation of linear functional relationships. (English) Zbl 1077.62052 Mathematics and its Applications 576. New York, NY: Springer (ISBN 0-387-24505-7/hbk). ix, 238 p. (2005). Reviewer: Yuehua Wu (Toronto) MSC: 62J05 62-02 65Q05 65R20 65-02 39B05 45A05 65C60 PDF BibTeX XML Cite \textit{A. S. Mechenov}, Pseudosolution of linear functional equations. Parameters estimation of linear functional relationships. New York, NY: Springer (2005; Zbl 1077.62052)
Douc, Randal; Moulines, Éric; Rydén, Tobias Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime. (English) Zbl 1056.62028 Ann. Stat. 32, No. 5, 2254-2304 (2004). MSC: 62F12 62M05 62M10 62M09 PDF BibTeX XML Cite \textit{R. Douc} et al., Ann. Stat. 32, No. 5, 2254--2304 (2004; Zbl 1056.62028) Full Text: DOI arXiv
Durbán, Maria; Currie, Iain D. A note on P-spline additive models with correlated errors. (English) Zbl 1050.62042 Comput. Stat. 18, No. 2, 251-262 (2003). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62G08 65C60 62J12 65D07 65D10 62M10 PDF BibTeX XML Cite \textit{M. Durbán} and \textit{I. D. Currie}, Comput. Stat. 18, No. 2, 251--262 (2003; Zbl 1050.62042) Full Text: DOI
Renaud, Olivier; Starck, Jean-Luc; Murtagh, Fionn Prediction based on a multiscale decomposition. (English) Zbl 1041.62080 Int. J. Wavelets Multiresolut. Inf. Process. 1, No. 2, 217-232 (2003). MSC: 62M20 42C40 62M15 PDF BibTeX XML Cite \textit{O. Renaud} et al., Int. J. Wavelets Multiresolut. Inf. Process. 1, No. 2, 217--232 (2003; Zbl 1041.62080) Full Text: DOI
Chen, An-Sing; Leung, Mark T. A Bayesian vector error correction model for forecasting exchange rates. (English) Zbl 1036.91042 Comput. Oper. Res. 30, No. 6, 887-900 (2003). MSC: 91B70 62F15 PDF BibTeX XML Cite \textit{A.-S. Chen} and \textit{M. T. Leung}, Comput. Oper. Res. 30, No. 6, 887--900 (2003; Zbl 1036.91042) Full Text: DOI
Zivot, Eric; Wang, Jiahui Modeling financial time series with S-Plus. (English) Zbl 1038.91071 New York, NY: Springer (ISBN 0-387-95549-6). xix, 632 p. (2003). Reviewer: R. E. Maiboroda (Kyïv) MSC: 91B84 91-02 91-04 62M10 62P05 PDF BibTeX XML Cite \textit{E. Zivot} and \textit{J. Wang}, Modeling financial time series with S-Plus. New York, NY: Springer (2003; Zbl 1038.91071)
Truong-van, B.; Varachaud, P. Asymptotic laws of successive least squares estimates for seasonal ARIMA models and application. (English) Zbl 1117.62098 J. Time Ser. Anal. 23, No. 6, 707-731 (2002). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62E20 62P20 PDF BibTeX XML Cite \textit{B. Truong-van} and \textit{P. Varachaud}, J. Time Ser. Anal. 23, No. 6, 707--731 (2002; Zbl 1117.62098) Full Text: DOI
Breitung, Jorg; Swanson, Norman R. Temporal aggregation and spurious instantaneous causality in multiple time series models. (English) Zbl 1113.62096 J. Time Ser. Anal. 23, No. 6, 651-665 (2002). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 65C05 PDF BibTeX XML Cite \textit{J. Breitung} and \textit{N. R. Swanson}, J. Time Ser. Anal. 23, No. 6, 651--665 (2002; Zbl 1113.62096) Full Text: DOI
Laib, Naâmane; Louani, Djamal On the conditional homoscedasticity test in autoregressive model with ARCH error. (English) Zbl 1075.62619 Commun. Stat., Theory Methods 31, No. 7, 1179-1202 (2002). MSC: 62M10 62G10 60F17 PDF BibTeX XML Cite \textit{N. Laib} and \textit{D. Louani}, Commun. Stat., Theory Methods 31, No. 7, 1179--1202 (2002; Zbl 1075.62619) Full Text: DOI
Ol’shyns’kyj, O. V. Consistency of the least square estimate in the model of hidden Markov chain. (Ukrainian. English summary) Zbl 1018.62066 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2002, No. 8, 112-115 (2002). Reviewer: M.P.Moklyachuk (Kyïv) MSC: 62M10 62F12 PDF BibTeX XML Cite \textit{O. V. Ol'shyns'kyj}, Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2002, No. 8, 112--115 (2002; Zbl 1018.62066)
Yang, Minxian Lag length and mean break in stationary VAR models. (English) Zbl 1018.62069 Econom. J. 5, No. 2, 374-386 (2002). MSC: 62M10 PDF BibTeX XML Cite \textit{M. Yang}, Econom. J. 5, No. 2, 374--386 (2002; Zbl 1018.62069) Full Text: DOI
van de Geer, Sara A. On Hoeffding’s inequality for dependent random variables. (English) Zbl 1027.60013 Dehling, Herold (ed.) et al., Empirical process techniques for dependent data. Boston, MA: Birkhäuser. 161-169 (2002). Reviewer: Neculai Curteanu (Iaşi) MSC: 60E15 PDF BibTeX XML Cite \textit{S. A. van de Geer}, in: Empirical process techniques for dependent data. Boston, MA: Birkhäuser. 161--169 (2002; Zbl 1027.60013)
Stramer, Osnat; Lin, Yu-Jau On inference for threshold autoregressive models. (English) Zbl 1109.62350 Test 11, No. 1, 55-71 (2002). MSC: 62M10 62F15 PDF BibTeX XML Cite \textit{O. Stramer} and \textit{Y.-J. Lin}, Test 11, No. 1, 55--71 (2002; Zbl 1109.62350) Full Text: DOI
Gao, Jiti; Tong, Howell; Wolff, Rodney Model specification tests in nonparametric stochastic regression models. (English) Zbl 1030.62032 J. Multivariate Anal. 83, No. 2, 324-359 (2002). MSC: 62G08 62E20 62M10 62G10 62G20 PDF BibTeX XML Cite \textit{J. Gao} et al., J. Multivariate Anal. 83, No. 2, 324--359 (2002; Zbl 1030.62032) Full Text: DOI
van Dijk, Dick; Franses, Philip Hans; Paap, Richard A nonlinear long memory model, with an application to US unemployment. (English) Zbl 1040.62111 J. Econom. 110, No. 2, 135-165 (2002). MSC: 62P20 62M10 91B84 PDF BibTeX XML Cite \textit{D. van Dijk} et al., J. Econom. 110, No. 2, 135--165 (2002; Zbl 1040.62111) Full Text: DOI
Comte, F.; Taupin, M.-L. Semiparametric estimation in the (auto)-regressive \(\beta\)-mixing model with errors-in-variables. (English) Zbl 1005.62036 Math. Methods Stat. 10, No. 2, 121-160 (2001). MSC: 62G08 62G20 62J02 62M10 PDF BibTeX XML Cite \textit{F. Comte} and \textit{M. L. Taupin}, Math. Methods Stat. 10, No. 2, 121--160 (2001; Zbl 1005.62036)
Usami, Yoshihiro; Toyooka, Yasuyuki An examination of estimated residuals in a regression with an infinite order parametric model. (English) Zbl 0993.62075 Commun. Stat., Theory Methods 30, No. 10, 1989-2004 (2001). MSC: 62M10 62J05 PDF BibTeX XML Cite \textit{Y. Usami} and \textit{Y. Toyooka}, Commun. Stat., Theory Methods 30, No. 10, 1989--2004 (2001; Zbl 0993.62075) Full Text: DOI
El Bantli, Faouzi; Hallin, Marc Asymptotic behaviour of M-estimators in \(AR(p)\) models under nonstandard conditions. (English) Zbl 1013.62089 Can. J. Stat. 29, No. 1, 155-168 (2001). MSC: 62M10 62E20 62F40 PDF BibTeX XML Cite \textit{F. El Bantli} and \textit{M. Hallin}, Can. J. Stat. 29, No. 1, 155--168 (2001; Zbl 1013.62089) Full Text: DOI
Glendinning, R. H. Selecting sub-set autoregressions from outlier contaminated data. (English) Zbl 1080.62513 Comput. Stat. Data Anal. 36, No. 2, 179-207 (2001). MSC: 62F35 PDF BibTeX XML Cite \textit{R. H. Glendinning}, Comput. Stat. Data Anal. 36, No. 2, 179--207 (2001; Zbl 1080.62513) Full Text: DOI
Cappé, Olivier Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation. (English) Zbl 0982.65010 Monte Carlo Methods Appl. 7, No. 1-2, 81-92 (2001). Reviewer: Ilya S.Molchanov (Glasgow) MSC: 65C35 62M05 65C05 PDF BibTeX XML Cite \textit{O. Cappé}, Monte Carlo Methods Appl. 7, No. 1--2, 81--92 (2001; Zbl 0982.65010) Full Text: DOI
Lu, Zudi; Jiang, Zhenyu \(L_1\) geometric ergodicity of a multivariate nonlinear AR model with an ARCH term. (English) Zbl 1059.62585 Stat. Probab. Lett. 51, No. 2, 121-130 (2001). MSC: 62M10 PDF BibTeX XML Cite \textit{Z. Lu} and \textit{Z. Jiang}, Stat. Probab. Lett. 51, No. 2, 121--130 (2001; Zbl 1059.62585) Full Text: DOI
Kovba, N. L.; Makarov, A. A.; Simonova, G. I. Patterns of load variations in the trunk lines of computer networks. (English. Russian original) Zbl 1067.68018 Autom. Remote Control 61, No. 12, Part 2, 2029-2038 (2000); translation from Avtom. Telemekh. 2000, No. 12, 104-114 (2000). Reviewer: Sergiu T. Chiriacescu (Braşov) MSC: 68M10 90B18 93A30 90B15 90B20 62J05 93E10 PDF BibTeX XML Cite \textit{N. L. Kovba} et al., Autom. Remote Control 61, No. 12, Part 2, 2029--2038 (2000; Zbl 1067.68018); translation from Avtom. Telemekh. 2000, No. 12, 104--114 (2000)
Kvedaras, Virmantas; Rudzkis, Rimantas Mathematical modelling and forecasting of the Lithuanian export. (Lithuanian. English summary) Zbl 1037.91602 Liet. Mat. Rink. 40, Spec. Iss., 296-303 (2000). MSC: 91B84 91B74 PDF BibTeX XML Cite \textit{V. Kvedaras} and \textit{R. Rudzkis}, Liet. Mat. Rink. 40, 296--303 (2000; Zbl 1037.91602)
Sáfadi, Thelma; Morettin, Pedro A. Bayesian analysis of threshold autoregressive moving average models. (English) Zbl 0978.62085 Sankhyā, Ser. B 62, No. 3, 353-371 (2000). MSC: 62M10 62F15 PDF BibTeX XML Cite \textit{T. Sáfadi} and \textit{P. A. Morettin}, Sankhyā, Ser. B 62, No. 3, 353--371 (2000; Zbl 0978.62085)