Girardin, V.; Senoussi, R. Time changes and stationarity issues for extended scalar autoregressive models. (English) Zbl 07817617 J. Stat. Plann. Inference 230, Article ID 106112, 15 p. (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{V. Girardin} and \textit{R. Senoussi}, J. Stat. Plann. Inference 230, Article ID 106112, 15 p. (2024; Zbl 07817617) Full Text: DOI
Giannerini, Simone; Goracci, Greta; Rahbek, Anders The validity of bootstrap testing for threshold autoregression. (English) Zbl 07813985 J. Econom. 239, No. 1, Article ID 105379, 24 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Giannerini} et al., J. Econom. 239, No. 1, Article ID 105379, 24 p. (2024; Zbl 07813985) Full Text: DOI
Schumacher, Fernanda L.; Matos, Larissa A.; Lachos, Víctor H.; Abanto-Valle, Carlos A.; Castro, Luis M. A censored time series analysis for responses on the unit interval: an application to acid rain modeling. (English) Zbl 07812679 Sankhyā, Ser. A 86, No. 1, 637-660 (2024). MSC: 62M10 62F15 PDFBibTeX XMLCite \textit{F. L. Schumacher} et al., Sankhyā, Ser. A 86, No. 1, 637--660 (2024; Zbl 07812679) Full Text: DOI
Kara Terki, Nesrine; Mourid, Tahar Exponential bounds and convergence rates of sieve estimators for functional autoregressive processes. (English) Zbl 07812671 Sankhyā, Ser. A 86, No. 1, 364-391 (2024). MSC: 62M10 62G05 62M20 PDFBibTeX XMLCite \textit{N. Kara Terki} and \textit{T. Mourid}, Sankhyā, Ser. A 86, No. 1, 364--391 (2024; Zbl 07812671) Full Text: DOI
Wang, Jing; Peng, Xuhong; Wu, Jindong; Ding, Youde; Ali, Barkat; Luo, Yizhou; Hu, Yiting; Zhang, Keyao Singular spectrum analysis (SSA) based hybrid models for emergency ambulance demand (EAD) time series forecasting. (English) Zbl 07809153 IMA J. Manag. Math. 35, No. 1, 45-64 (2024). MSC: 90-XX 91-XX PDFBibTeX XMLCite \textit{J. Wang} et al., IMA J. Manag. Math. 35, No. 1, 45--64 (2024; Zbl 07809153) Full Text: DOI OA License
Cavaliere, Giuseppe; Mikosch, Thomas; Rahbek, Anders; Vilandt, Frederik Tail behavior of ACD models and consequences for likelihood-based estimation. (English) Zbl 07803962 J. Econom. 238, No. 2, Article ID 105613, 14 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{G. Cavaliere} et al., J. Econom. 238, No. 2, Article ID 105613, 14 p. (2024; Zbl 07803962) Full Text: DOI
Soltane, Marius Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise. (English) Zbl 07803298 Stoch. Models 40, No. 1, 70-96 (2024). MSC: 62M10 60F05 62F12 62F05 62J05 PDFBibTeX XMLCite \textit{M. Soltane}, Stoch. Models 40, No. 1, 70--96 (2024; Zbl 07803298) Full Text: DOI
Bodnar, Rostyslav; Bodnar, Taras; Schmid, Wolfgang Control charts for high-dimensional time series with estimated in-control parameters. (English) Zbl 07798886 Sequential Anal. 43, No. 1, 103-129 (2024). MSC: 62Lxx PDFBibTeX XMLCite \textit{R. Bodnar} et al., Sequential Anal. 43, No. 1, 103--129 (2024; Zbl 07798886) Full Text: DOI OA License
Neumann, Michael H. Estimation and bootstrap for stochastically monotone Markov processes. (English) Zbl 07790393 Metrika 87, No. 1, 31-59 (2024). MSC: 62G09 62M10 60G10 60J05 PDFBibTeX XMLCite \textit{M. H. Neumann}, Metrika 87, No. 1, 31--59 (2024; Zbl 07790393) Full Text: DOI OA License
Bhootna, Niharika; Kumar, Arun Tempered stable autoregressive models. (English) Zbl 07772223 Commun. Stat., Theory Methods 53, No. 2, 765-785 (2024). MSC: 62F10 60G10 60G12 44A10 PDFBibTeX XMLCite \textit{N. Bhootna} and \textit{A. Kumar}, Commun. Stat., Theory Methods 53, No. 2, 765--785 (2024; Zbl 07772223) Full Text: DOI arXiv
Huang, Dongzhou On a modified version of the Lindley recursion. (English) Zbl 07817596 Queueing Syst. 105, No. 3-4, 271-289 (2023). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{D. Huang}, Queueing Syst. 105, No. 3--4, 271--289 (2023; Zbl 07817596) Full Text: DOI
Li, Junhong; Xiao, Kang; Gu, Juping; Hua, Liang Parameter estimation of multiple-input single-output Hammerstein controlled autoregressive system based on improved adaptive moment estimation algorithm. (English) Zbl 07816427 Int. J. Robust Nonlinear Control 33, No. 12, 7094-7113 (2023). MSC: 93E10 93E12 93C40 93C35 PDFBibTeX XMLCite \textit{J. Li} et al., Int. J. Robust Nonlinear Control 33, No. 12, 7094--7113 (2023; Zbl 07816427) Full Text: DOI
Braun, Robin; Brüggemann, Ralf Identification of SVAR models by combining sign restrictions with external instruments. (English) Zbl 07813799 J. Bus. Econ. Stat. 41, No. 4, 1077-1089 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{R. Braun} and \textit{R. Brüggemann}, J. Bus. Econ. Stat. 41, No. 4, 1077--1089 (2023; Zbl 07813799) Full Text: DOI
Reh, Laura; Krüger, Fabian; Liesenfeld, Roman Predicting the global minimum variance portfolio. (English) Zbl 07813294 J. Bus. Econ. Stat. 41, No. 2, 440-452 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{L. Reh} et al., J. Bus. Econ. Stat. 41, No. 2, 440--452 (2023; Zbl 07813294) Full Text: DOI
Vranckx, Maren; Faes, Christel; Molenberghs, Geert; Hens, Niel; Beutels, Philippe; Van Damme, Pierre; Aerts, Jan; Petrof, Oana; Pepermans, Koen; Neyens, Thomas A spatial model to jointly analyze self-reported survey data of COVID-19 symptoms and official COVID-19 incidence data. (English) Zbl 07812814 Biom. J. 65, No. 1, Article ID 2100186, 11 p. (2023). MSC: 62P10 PDFBibTeX XMLCite \textit{M. Vranckx} et al., Biom. J. 65, No. 1, Article ID 2100186, 11 p. (2023; Zbl 07812814) Full Text: DOI
Woszczek, Hubert; Wyłomańska, Agnieszka Autoregressive model with double Pareto distributed noise. (English) Zbl 07811079 Math. Appl. (Warsaw) 51, No. 1, 121-141 (2023). MSC: 60E05 60G10 PDFBibTeX XMLCite \textit{H. Woszczek} and \textit{A. Wyłomańska}, Math. Appl. (Warsaw) 51, No. 1, 121--141 (2023; Zbl 07811079) Full Text: DOI
Aliyev, Soltan A.; Rahimov, Fada G.; Ibadova, Irada A. Limit theorems for the Markov random walks describes by the generalization of autoregressive process of order one \((AR(1))\). (English) Zbl 07808615 Trans. Natl. Acad. Sci. Azerb., Ser. Phys.-Tech. Math. Sci. 43, No. 1, Math., 34-40 (2023). MSC: 62M10 60F15 60G50 PDFBibTeX XMLCite \textit{S. A. Aliyev} et al., Trans. Natl. Acad. Sci. Azerb., Ser. Phys.-Tech. Math. Sci. 43, No. 1, Math., 34--40 (2023; Zbl 07808615) Full Text: DOI
Feng, Wenhui; Li, Yuan; Zhang, Xingfa A mixture deep neural network GARCH model for volatility forecasting. (English) Zbl 07804316 Electron. Res. Arch. 31, No. 7, 3814-3831 (2023). MSC: 62Mxx 62Pxx 91Gxx PDFBibTeX XMLCite \textit{W. Feng} et al., Electron. Res. Arch. 31, No. 7, 3814--3831 (2023; Zbl 07804316) Full Text: DOI
Jiang, Hui; Yang, Guangyu; Yu, Mingming Moderate deviations for the mildly stationary autoregressive model with dependent errors. (English) Zbl 07803280 Statistics 57, No. 6, 1317-1351 (2023). MSC: 62J05 60F10 60G42 PDFBibTeX XMLCite \textit{H. Jiang} et al., Statistics 57, No. 6, 1317--1351 (2023; Zbl 07803280) Full Text: DOI arXiv
Guan, Yawen; Page, Garritt L.; Reich, Brian J.; Ventrucci, Massimo; Yang, Shu Spectral adjustment for spatial confounding. (English) Zbl 07802190 Biometrika 110, No. 3, 699-719 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Guan} et al., Biometrika 110, No. 3, 699--719 (2023; Zbl 07802190) Full Text: DOI arXiv
Han, Yu; Wang, Shupeng; Hao, Yun Statistical inference of generalized random coefficient autoregressive model based on combine estimation method. (Chinese. English summary) Zbl 07801756 Acta Math. Appl. Sin. 46, No. 4, 622-634 (2023). MSC: 62M86 62F86 PDFBibTeX XMLCite \textit{Y. Han} et al., Acta Math. Appl. Sin. 46, No. 4, 622--634 (2023; Zbl 07801756) Full Text: Link
Fan, Huijin; Han, Jingtian; Wang, Bo Data-driven fault-tolerant control for SISO nonlinear system with unknown sensor fault. (English) Zbl 07800455 Int. J. Robust Nonlinear Control 33, No. 6, 3677-3698 (2023). MSC: 93B35 93C40 93C10 PDFBibTeX XMLCite \textit{H. Fan} et al., Int. J. Robust Nonlinear Control 33, No. 6, 3677--3698 (2023; Zbl 07800455) Full Text: DOI
Badreau, Marie; Proïa, Frédéric Consistency and asymptotic normality in a class of nearly unstable processes. (English) Zbl 07800325 Stat. Inference Stoch. Process. 26, No. 3, 619-641 (2023). MSC: 62M10 62F12 60G52 60G10 60G42 PDFBibTeX XMLCite \textit{M. Badreau} and \textit{F. Proïa}, Stat. Inference Stoch. Process. 26, No. 3, 619--641 (2023; Zbl 07800325) Full Text: DOI arXiv
Chen, Zezhun; Dassios, Angelos; Tzougas, George INAR approximation of bivariate linear birth and death process. (English) Zbl 07800320 Stat. Inference Stoch. Process. 26, No. 3, 459-497 (2023). MSC: 62Mxx PDFBibTeX XMLCite \textit{Z. Chen} et al., Stat. Inference Stoch. Process. 26, No. 3, 459--497 (2023; Zbl 07800320) Full Text: DOI
Cavicchioli, Maddalena Likelihood-based analysis in mixture global vars. (English) Zbl 07798254 J. Math. Sci., New York 271, No. 3, Series A, 341-353 (2023). MSC: 62F10 62H12 62M05 62M10 PDFBibTeX XMLCite \textit{M. Cavicchioli}, J. Math. Sci., New York 271, No. 3, 341--353 (2023; Zbl 07798254) Full Text: DOI
Geromino, Jeffrey S.; Woerdeman, Hugo J.; Wong, Chung Y. The autoregressive filter problem for multivariable degree one symmetric polynomials. (English) Zbl 07794407 Acta Sci. Math. 89, No. 3-4, 509-532 (2023). MSC: 33C05 33C20 42C05 41A60 47A57 PDFBibTeX XMLCite \textit{J. S. Geromino} et al., Acta Sci. Math. 89, No. 3--4, 509--532 (2023; Zbl 07794407) Full Text: DOI arXiv
Mojiri, A.; Waghei, Y.; Nili-Sani, H. R.; Mohtashami Borzadaran, G. R. Non-stationary spatial autoregressive modeling for the prediction of lattice data. (English) Zbl 07793013 Commun. Stat., Simulation Comput. 52, No. 11, 5714-5726 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Mojiri} et al., Commun. Stat., Simulation Comput. 52, No. 11, 5714--5726 (2023; Zbl 07793013) Full Text: DOI
Albassam, Mohammed; Soliman, Emad E. A.; Ali, Sherif S. An effectiveness study of the Bayesian inference with multivariate autoregressive moving average processes. (English) Zbl 07792938 Commun. Stat., Simulation Comput. 52, No. 10, 4773-4788 (2023). MSC: 60E05 62M10 PDFBibTeX XMLCite \textit{M. Albassam} et al., Commun. Stat., Simulation Comput. 52, No. 10, 4773--4788 (2023; Zbl 07792938) Full Text: DOI
Liu, Yonghui; Wang, Jing; Shi, Dawei; Leiva, Víctor; Liu, Shuangzhe A score test for detecting extreme values in a vector autoregressive model. (English) Zbl 07792790 J. Stat. Comput. Simulation 93, No. 15, 2751-2779 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Liu} et al., J. Stat. Comput. Simulation 93, No. 15, 2751--2779 (2023; Zbl 07792790) Full Text: DOI
Wu, Shujin; Bi, Ping Autoregressive moving average model for matrix time series. (English) Zbl 07790862 Stat. Theory Relat. Fields 7, No. 4, 318-335 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Wu} and \textit{P. Bi}, Stat. Theory Relat. Fields 7, No. 4, 318--335 (2023; Zbl 07790862) Full Text: DOI OA License
Li, Zitong; Song, Yunquan Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models. (English) Zbl 07789488 Braz. J. Probab. Stat. 37, No. 4, 667-692 (2023). MSC: 62-XX 93-XX PDFBibTeX XMLCite \textit{Z. Li} and \textit{Y. Song}, Braz. J. Probab. Stat. 37, No. 4, 667--692 (2023; Zbl 07789488) Full Text: DOI
Liu, Ye; Wang, Dehui Variable selection for an improved INAR(1) model with explanatory variables using 2SPCLS. (English) Zbl 07789478 Braz. J. Probab. Stat. 37, No. 3, 493-512 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Liu} and \textit{D. Wang}, Braz. J. Probab. Stat. 37, No. 3, 493--512 (2023; Zbl 07789478) Full Text: DOI
De Iorio, Maria; Favaro, Stefano; Guglielmi, Alessandra; Ye, Lifeng Bayesian nonparametric mixture modeling for temporal dynamics of gender stereotypes. (English) Zbl 07789380 Ann. Appl. Stat. 17, No. 3, 2256-2278 (2023). MSC: 62Pxx PDFBibTeX XMLCite \textit{M. De Iorio} et al., Ann. Appl. Stat. 17, No. 3, 2256--2278 (2023; Zbl 07789380) Full Text: DOI
Martins, Ana; Scotto, Manuel G.; Weiß, Christian H.; Gouveia, Sónia Space-time Integer-valued ARMA modelling for time series of counts. (English) Zbl 07784501 Electron. J. Stat. 17, No. 2, 3472-3511 (2023). MSC: 62M10 62H11 62H12 62P12 68T09 PDFBibTeX XMLCite \textit{A. Martins} et al., Electron. J. Stat. 17, No. 2, 3472--3511 (2023; Zbl 07784501) Full Text: DOI Link
Wang, Feifei; Li, Haofeng; Wang, Han; Li, Yang Spatial correlated incidence modeling with zero inflation. (English) Zbl 1528.62079 Biom. J. 65, No. 4, Article ID 2200090, 20 p. (2023). MSC: 62P10 PDFBibTeX XMLCite \textit{F. Wang} et al., Biom. J. 65, No. 4, Article ID 2200090, 20 p. (2023; Zbl 1528.62079) Full Text: DOI
Yang, Kai; Zhang, Qingqing; Yu, Xinyang; Dong, Xiaogang Bayesian inference for a mixture double autoregressive model. (English) Zbl 07778713 Stat. Neerl. 77, No. 2, 188-207 (2023). MSC: 62Mxx 62Pxx 62Fxx PDFBibTeX XMLCite \textit{K. Yang} et al., Stat. Neerl. 77, No. 2, 188--207 (2023; Zbl 07778713) Full Text: DOI
Aumorassi, Faroudja; Goubi, Mouloud; Slimi, Farida On the inversion of an autoregressive process of finite order. (English) Zbl 07774148 Math. Montisnigri 57, 24-36 (2023). MSC: 62M10 05A15 11B73 PDFBibTeX XMLCite \textit{F. Aumorassi} et al., Math. Montisnigri 57, 24--36 (2023; Zbl 07774148) Full Text: DOI
Phanthuna, Piyatida; Areepong, Yupaporn; Sukparungsee, Saowanit Run length distribution for a modified EWMA scheme fitted with a stationary \(\mathrm{AR(p)}\) model. (English) Zbl 07773963 Commun. Stat., Simulation Comput. 52, No. 9, 4260-4279 (2023). MSC: 62P30 65R20 45B05 PDFBibTeX XMLCite \textit{P. Phanthuna} et al., Commun. Stat., Simulation Comput. 52, No. 9, 4260--4279 (2023; Zbl 07773963) Full Text: DOI
Peter Boswijk, H.; Cavaliere, Giuseppe; De Angelis, Luca; Taylor, A. M. Robert Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. (English) Zbl 07773934 Econom. Rev. 42, No. 9-10, 725-757 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{H. Peter Boswijk} et al., Econom. Rev. 42, No. 9--10, 725--757 (2023; Zbl 07773934) Full Text: DOI arXiv
Cabral Morais, Manuel; Wittenberg, Philipp; Jeppesen Cruz, Camila An ARL-unbiased modified np-chart for autoregressive binomial counts. (English) Zbl 1527.62092 Stoch. Qual. Control 38, No. 1, 11-24 (2023). MSC: 62P30 PDFBibTeX XMLCite \textit{M. Cabral Morais} et al., Stoch. Qual. Control 38, No. 1, 11--24 (2023; Zbl 1527.62092) Full Text: DOI
Dodek, Martin; Miklovičová, Eva Predicting the output error of the suboptimal state estimator to improve the performance of the MPC-based artificial pancreas. (English) Zbl 07772391 Control Theory Technol. 21, No. 4, 541-554 (2023). MSC: 93B45 93B53 92C50 PDFBibTeX XMLCite \textit{M. Dodek} and \textit{E. Miklovičová}, Control Theory Technol. 21, No. 4, 541--554 (2023; Zbl 07772391) Full Text: DOI OA License
Karling, Maicon J.; Lopes, Artur O.; Lopes, Sílvia R. C. Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations. (English) Zbl 1524.60060 Probab. Uncertain. Quant. Risk 8, No. 2, 177-212 (2023). MSC: 60F10 62M10 60G15 PDFBibTeX XMLCite \textit{M. J. Karling} et al., Probab. Uncertain. Quant. Risk 8, No. 2, 177--212 (2023; Zbl 1524.60060) Full Text: DOI arXiv
Umlandt, Dennis Score-driven asset pricing: predicting time-varying risk premia based on cross-sectional model performance. (English) Zbl 07767740 J. Econom. 237, No. 2, Part B, Article ID 105470, 26 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{D. Umlandt}, J. Econom. 237, No. 2, Part B, Article ID 105470, 26 p. (2023; Zbl 07767740) Full Text: DOI
Aknouche, Abdelhakim; Francq, Christian Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models. (English) Zbl 07767715 J. Econom. 237, No. 2, Part B, Article ID 105174, 22 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{C. Francq}, J. Econom. 237, No. 2, Part B, Article ID 105174, 22 p. (2023; Zbl 07767715) Full Text: DOI
Maeng, Hyeyoung; Eckley, Idris A.; Fearnhead, Paul Collective anomaly detection in high-dimensional VAR models. (English) Zbl 07767621 Stat. Sin. 33, Spec. Iss., 1603-1627 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{H. Maeng} et al., Stat. Sin. 33, 1603--1627 (2023; Zbl 07767621) Full Text: DOI arXiv
Wang, Zhenzhong; Safikhani, Abolfazl; Zhu, Zhengyuan; Matteson, David S. Regularized estimation in high-dimensional vector auto-regressive models using spatio-temporal information. (English) Zbl 07767607 Stat. Sin. 33, Spec. Iss., 1271-1294 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Z. Wang} et al., Stat. Sin. 33, 1271--1294 (2023; Zbl 07767607) Full Text: DOI arXiv
Su, Bing; Zhu, Fu-kang; Huang, Ju Bayesian estimation and model selection for the spatiotemporal autoregressive model with autoregressive conditional heteroscedasticity errors. (English) Zbl 07767313 Acta Math. Appl. Sin., Engl. Ser. 39, No. 4, 972-989 (2023). MSC: 62F15 62H11 PDFBibTeX XMLCite \textit{B. Su} et al., Acta Math. Appl. Sin., Engl. Ser. 39, No. 4, 972--989 (2023; Zbl 07767313) Full Text: DOI
Zhang, Yaojie; He, Mengxi; Zhao, Yuqi; Hao, Xianfeng Predicting stock realized variance based on an asymmetric robust regression approach. (English) Zbl 07765909 Bull. Econ. Res. 75, No. 4, 1022-1047 (2023). MSC: 91G15 62P05 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Bull. Econ. Res. 75, No. 4, 1022--1047 (2023; Zbl 07765909) Full Text: DOI
Shang, Han Lin Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series. (English) Zbl 07765566 AStA, Adv. Stat. Anal. 107, No. 3, 421-441 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{H. L. Shang}, AStA, Adv. Stat. Anal. 107, No. 3, 421--441 (2023; Zbl 07765566) Full Text: DOI OA License
Feng, Xingdong; Li, Wenyu; Zhu, Qianqian Spatial-temporal model with heterogeneous random effects. (English) Zbl 07764898 Stat. Sin. 33, No. 4, 2613-2641 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Feng} et al., Stat. Sin. 33, No. 4, 2613--2641 (2023; Zbl 07764898) Full Text: DOI
Xiao, Xuan; Xu, Xingbai; Zhong, Wei Huber estimation for the network autoregressive model. (English) Zbl 07761650 Stat. Probab. Lett. 203, Article ID 109917, 6 p. (2023). MSC: 62M10 62H12 PDFBibTeX XMLCite \textit{X. Xiao} et al., Stat. Probab. Lett. 203, Article ID 109917, 6 p. (2023; Zbl 07761650) Full Text: DOI
Wang, Xiuli; Shao, Jingchang; Wu, Jingjing; Zhao, Qiang Robust variable selection with exponential squared loss for partially linear spatial autoregressive models. (English) Zbl 07758737 Ann. Inst. Stat. Math. 75, No. 6, 949-977 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Wang} et al., Ann. Inst. Stat. Math. 75, No. 6, 949--977 (2023; Zbl 07758737) Full Text: DOI
Yu, Cheng-Han; Prado, Raquel; Ombao, Hernando; Rowe, Daniel Bayesian spatiotemporal modeling on complex-valued fMRI signals via kernel convolutions. (English) Zbl 1522.62279 Biometrics 79, No. 2, 616-628 (2023). MSC: 62P10 PDFBibTeX XMLCite \textit{C.-H. Yu} et al., Biometrics 79, No. 2, 616--628 (2023; Zbl 1522.62279) Full Text: DOI
Allen, Carter; Chang, Yuzhou; Neelon, Brian; Chang, Won; Kim, Hang J.; Li, Zihai; Ma, Qin; Chung, Dongjun A Bayesian multivariate mixture model for high throughput spatial transcriptomics. (English) Zbl 1522.62098 Biometrics 79, No. 3, 1775-1787 (2023). MSC: 62P10 PDFBibTeX XMLCite \textit{C. Allen} et al., Biometrics 79, No. 3, 1775--1787 (2023; Zbl 1522.62098) Full Text: DOI OA License
Liu, Xiao Hui; Fan, Ya Wen; Liu, Yu Zi; Luo, Shi Hua A unit root test for an AR(1) process with AR errors by using random weighted bootstrap. (English) Zbl 07753785 Acta Math. Sin., Engl. Ser. 39, No. 9, 1834-1854 (2023). MSC: 62F03 62F40 62F86 PDFBibTeX XMLCite \textit{X. H. Liu} et al., Acta Math. Sin., Engl. Ser. 39, No. 9, 1834--1854 (2023; Zbl 07753785) Full Text: DOI
Li, Han; Wang, Haoyu; Yang, Kai; Sun, Jie; Liu, Yan A nonparametric Bayesian analysis for meningococcal disease counts based on Integer-valued threshold time series models. (English) Zbl 07753697 Commun. Stat., Theory Methods 52, No. 22, 8223-8240 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{H. Li} et al., Commun. Stat., Theory Methods 52, No. 22, 8223--8240 (2023; Zbl 07753697) Full Text: DOI
Jelloul, Allal; Azouagh, Nabil; El Melhaoui, Said Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one. (English) Zbl 07753682 Commun. Stat., Theory Methods 52, No. 22, 7944-7965 (2023). MSC: 62M10 62G10 62G20 PDFBibTeX XMLCite \textit{A. Jelloul} et al., Commun. Stat., Theory Methods 52, No. 22, 7944--7965 (2023; Zbl 07753682) Full Text: DOI
Zemoul, Sara-Imane; Berkoun, Youcef Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations. (English) Zbl 07753674 Commun. Stat., Theory Methods 52, No. 21, 7780-7787 (2023). MSC: 62F12 60F05 PDFBibTeX XMLCite \textit{S.-I. Zemoul} and \textit{Y. Berkoun}, Commun. Stat., Theory Methods 52, No. 21, 7780--7787 (2023; Zbl 07753674) Full Text: DOI
Bodnar, Rostyslav; Bodnar, Taras; Schmid, Wolfgang Sequential monitoring of high-dimensional time series. (English) Zbl 07748374 Scand. J. Stat. 50, No. 3, 962-992 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{R. Bodnar} et al., Scand. J. Stat. 50, No. 3, 962--992 (2023; Zbl 07748374) Full Text: DOI OA License
Otto, Philipp; Steinert, Rick Estimation of the spatial weighting matrix for spatiotemporal data under the presence of structural breaks. (English) Zbl 07747468 J. Comput. Graph. Stat. 32, No. 2, 696-711 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{P. Otto} and \textit{R. Steinert}, J. Comput. Graph. Stat. 32, No. 2, 696--711 (2023; Zbl 07747468) Full Text: DOI arXiv
Heaps, Sarah E. Enforcing stationarity through the prior in vector autoregressions. (English) Zbl 07746942 J. Comput. Graph. Stat. 32, No. 1, 74-83 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. E. Heaps}, J. Comput. Graph. Stat. 32, No. 1, 74--83 (2023; Zbl 07746942) Full Text: DOI arXiv
Maleki, Mohsen; Bidram, Hamid; Wraith, Darren Robust clustering of COVID-19 cases across U.S. counties using mixtures of asymmetric time series models with time varying and freely indexed covariates. (English) Zbl 07742679 J. Appl. Stat. 50, No. 11-12, 2648-2662 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Maleki} et al., J. Appl. Stat. 50, No. 11--12, 2648--2662 (2023; Zbl 07742679) Full Text: DOI
Ghouil, Djoweyda; Ourbih-Tari, Megdouda Bayesian autoregressive adaptive refined descriptive sampling algorithm in the Monte Carlo simulation. (English) Zbl 07740719 Stat. Theory Relat. Fields 7, No. 3, 177-187 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Ghouil} and \textit{M. Ourbih-Tari}, Stat. Theory Relat. Fields 7, No. 3, 177--187 (2023; Zbl 07740719) Full Text: DOI
Yan, Han; Wang, Dehui; Wang, Zheqi First-order binomial autoregressive processes with Markov-switching coefficients. (English) Zbl 07739809 J. Stat. Comput. Simulation 93, No. 9, 1378-1402 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{H. Yan} et al., J. Stat. Comput. Simulation 93, No. 9, 1378--1402 (2023; Zbl 07739809) Full Text: DOI
Khorshidi, H. R.; Nematollahi, A. R.; Manouchehri, T. On the vector-valued generalized autoregressive models. (English) Zbl 07739794 J. Stat. Comput. Simulation 93, No. 14, 2428-2449 (2023). MSC: 62-XX 62H12 60G10 62F15 62H10 62M10 PDFBibTeX XMLCite \textit{H. R. Khorshidi} et al., J. Stat. Comput. Simulation 93, No. 14, 2428--2449 (2023; Zbl 07739794) Full Text: DOI
Choi, Ji-Eun; Shin, Dong Wan Bootstrapping tests for breaks in mean or variance based on U-statistics. (English) Zbl 07739790 J. Stat. Comput. Simulation 93, No. 14, 2357-2369 (2023). MSC: 62-XX 62F03 62F40 PDFBibTeX XMLCite \textit{J.-E. Choi} and \textit{D. W. Shin}, J. Stat. Comput. Simulation 93, No. 14, 2357--2369 (2023; Zbl 07739790) Full Text: DOI
Mohammed, Noura Ait; Guerbyenne, Hafida Bayesian inference in a multiple contaminated autoregressive model with trend. (English) Zbl 07739743 J. Stat. Comput. Simulation 93, No. 12, 2067-2109 (2023). MSC: 62-XX 62F15 62M10 PDFBibTeX XMLCite \textit{N. A. Mohammed} and \textit{H. Guerbyenne}, J. Stat. Comput. Simulation 93, No. 12, 2067--2109 (2023; Zbl 07739743) Full Text: DOI
Maekawa, Koichi; Nakanishi, Tadashi Estimation of non-Gaussian SVAR models: a pseudo-log-likelihood function approach. (English) Zbl 07739733 J. Stat. Comput. Simulation 93, No. 11, 1830-1850 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{K. Maekawa} and \textit{T. Nakanishi}, J. Stat. Comput. Simulation 93, No. 11, 1830--1850 (2023; Zbl 07739733) Full Text: DOI
Zhang, Jing; Li, Bo; Liu, Xiaohui; Wan, Xinyue Asymptotic behaviour of the portmanteau tests in an integer-valued AR model. (English) Zbl 07739680 J. Nonparametric Stat. 35, No. 3, 562-586 (2023). MSC: 62Gxx 62M10 PDFBibTeX XMLCite \textit{J. Zhang} et al., J. Nonparametric Stat. 35, No. 3, 562--586 (2023; Zbl 07739680) Full Text: DOI
Lee, Sangjo; Lee, Sangyeol; Maekawa, Koichi Change point test for structural vector autoregressive model via independent component analysis. (English) Zbl 07739576 J. Stat. Comput. Simulation 93, No. 5, 687-707 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Lee} et al., J. Stat. Comput. Simulation 93, No. 5, 687--707 (2023; Zbl 07739576) Full Text: DOI
Mehreyan, Sedigheh Zamani Bootstrap choice of non-nested autoregressive model with non-normal innovations. (English) Zbl 07739196 Monte Carlo Methods Appl. 29, No. 3, 243-258 (2023). MSC: 62F40 62F10 62M10 62E20 PDFBibTeX XMLCite \textit{S. Z. Mehreyan}, Monte Carlo Methods Appl. 29, No. 3, 243--258 (2023; Zbl 07739196) Full Text: DOI
Syuhada, Khreshna; Hakim, Arief; Nur’aini, Risti The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data. (English) Zbl 07739063 Commun. Stat., Simulation Comput. 52, No. 7, 3104-3121 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{K. Syuhada} et al., Commun. Stat., Simulation Comput. 52, No. 7, 3104--3121 (2023; Zbl 07739063) Full Text: DOI
Lu, Fang; Liu, Sisheng; Yang, Jing; Lu, Xuewen Automatic variable selection for semiparametric spatial autoregressive model. (English) Zbl 07739044 Econom. Rev. 42, No. 8, 655-675 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{F. Lu} et al., Econom. Rev. 42, No. 8, 655--675 (2023; Zbl 07739044) Full Text: DOI
Yang, Bingduo; Liu, Xiaohui; Long, Wei; Peng, Liang A unified unit root test regardless of intercept. (English) Zbl 07739039 Econom. Rev. 42, No. 6, 540-555 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{B. Yang} et al., Econom. Rev. 42, No. 6, 540--555 (2023; Zbl 07739039) Full Text: DOI
Chen, Xiao; Chen, Yu; Hu, Xixu Network vector autoregressive moving average model. (English) Zbl 07738997 Stat. Interface 16, No. 4, 593-615 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Chen} et al., Stat. Interface 16, No. 4, 593--615 (2023; Zbl 07738997) Full Text: DOI
Ajroldi, Niccolò; Diquigiovanni, Jacopo; Fontana, Matteo; Vantini, Simone Conformal prediction bands for two-dimensional functional time series. (English) Zbl 07737951 Comput. Stat. Data Anal. 187, Article ID 107821, 21 p. (2023). MSC: 62-08 PDFBibTeX XMLCite \textit{N. Ajroldi} et al., Comput. Stat. Data Anal. 187, Article ID 107821, 21 p. (2023; Zbl 07737951) Full Text: DOI arXiv
Jeong, Hanbat; Lin, Yanli; Lee, Lung-fei Estimation of spatial autoregressive models for origin-destination flows: a partial likelihood approach. (English) Zbl 1521.91290 Econ. Lett. 229, Article ID 111202, 4 p. (2023). MSC: 91D20 PDFBibTeX XMLCite \textit{H. Jeong} et al., Econ. Lett. 229, Article ID 111202, 4 p. (2023; Zbl 1521.91290) Full Text: DOI
Bensaber, Fatna; Mourid, Tahar Functional autoregressive process with seasonality. (English) Zbl 07736135 Commun. Stat., Theory Methods 52, No. 20, 7131-7145 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{F. Bensaber} and \textit{T. Mourid}, Commun. Stat., Theory Methods 52, No. 20, 7131--7145 (2023; Zbl 07736135) Full Text: DOI
Blazsek, Szabolcs; Blazsek, Virag; Kobor, Adam Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions. (English) Zbl 07734254 Stud. Nonlinear Dyn. Econom. 27, No. 2, 237-264 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Blazsek} et al., Stud. Nonlinear Dyn. Econom. 27, No. 2, 237--264 (2023; Zbl 07734254) Full Text: DOI
Li, Xiaoyan; Pan, Jiazhu; Song, Anchao Geometric ergodicity and conditional self-weighted M-estimator of a \(\mathrm{GRCAR}(p)\) model with heavy-tailed errors. (English) Zbl 07731485 J. Time Ser. Anal. 44, No. 4, 418-436 (2023). MSC: 62Mxx 62M10 60F05 PDFBibTeX XMLCite \textit{X. Li} et al., J. Time Ser. Anal. 44, No. 4, 418--436 (2023; Zbl 07731485) Full Text: DOI
Aknouche, Abdelhakim; Dimitrakopoulos, Stefanos Autoregressive conditional proportion: a multiplicative-error model for \((0,1)\)-valued time series. (English) Zbl 07731484 J. Time Ser. Anal. 44, No. 4, 393-417 (2023). MSC: 62Mxx 37M10 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{S. Dimitrakopoulos}, J. Time Ser. Anal. 44, No. 4, 393--417 (2023; Zbl 07731484) Full Text: DOI
Harvey, David I.; Leybourne, Stephen J.; Zu, Yang Estimation of the variance function in structural break autoregressive models with non-stationary and explosive segments. (English) Zbl 07731467 J. Time Ser. Anal. 44, No. 2, 181-205 (2023). MSC: 62Mxx 62G05 91B84 PDFBibTeX XMLCite \textit{D. I. Harvey} et al., J. Time Ser. Anal. 44, No. 2, 181--205 (2023; Zbl 07731467) Full Text: DOI
Godahewa, Rakshitha; Webb, Geoffrey I.; Schmidt, Daniel; Bergmeir, Christoph SETAR-Tree: a novel and accurate tree algorithm for global time series forecasting. (English) Zbl 07730685 Mach. Learn. 112, No. 7, 2555-2591 (2023). MSC: 68T05 PDFBibTeX XMLCite \textit{R. Godahewa} et al., Mach. Learn. 112, No. 7, 2555--2591 (2023; Zbl 07730685) Full Text: DOI arXiv
Ma, Nannan; Sang, Hailin; Yang, Guangyu Least absolute deviation estimation for AR(1) processes with roots close to unity. (English) Zbl 07730408 Ann. Inst. Stat. Math. 75, No. 5, 799-832 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{N. Ma} et al., Ann. Inst. Stat. Math. 75, No. 5, 799--832 (2023; Zbl 07730408) Full Text: DOI arXiv
Bauwens, Luc; Chevillon, Guillaume; Laurent, Sébastien We modeled long memory with just one lag! (English) Zbl 07729864 J. Econom. 236, No. 1, Article ID 105467, 21 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{L. Bauwens} et al., J. Econom. 236, No. 1, Article ID 105467, 21 p. (2023; Zbl 07729864) Full Text: DOI
Hervé, Loïc; Ledoux, James Robustness of iterated function systems of Lipschitz maps. (English) Zbl 07727559 J. Appl. Probab. 60, No. 3, 921-944 (2023). MSC: 60J10 47B07 62F99 PDFBibTeX XMLCite \textit{L. Hervé} and \textit{J. Ledoux}, J. Appl. Probab. 60, No. 3, 921--944 (2023; Zbl 07727559) Full Text: DOI
Li, Xuetong; Wang, Feifei; Lan, Wei; Wang, Hansheng Subnetwork estimation for spatial autoregressive models in large-scale networks. (English) Zbl 07725167 Electron. J. Stat. 17, No. 1, 1768-1805 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Li} et al., Electron. J. Stat. 17, No. 1, 1768--1805 (2023; Zbl 07725167) Full Text: DOI arXiv Link
Bitseki Penda, S. Valère; Delmas, Jean-François Central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models. (English) Zbl 07722782 J. Theor. Probab. 36, No. 3, 1591-1625 (2023). MSC: 62G05 62G07 62G20 60J80 60F05 PDFBibTeX XMLCite \textit{S. V. Bitseki Penda} and \textit{J.-F. Delmas}, J. Theor. Probab. 36, No. 3, 1591--1625 (2023; Zbl 07722782) Full Text: DOI arXiv
Golomoziy, Vitaliy On geometric recurrence for time-inhomogeneous autoregression. (English) Zbl 07721506 Mod. Stoch., Theory Appl. 10, No. 3, 313-341 (2023). MSC: 62M10 60J10 60K05 PDFBibTeX XMLCite \textit{V. Golomoziy}, Mod. Stoch., Theory Appl. 10, No. 3, 313--341 (2023; Zbl 07721506) Full Text: DOI
Aliyev, Rovshan Telman; Rahimov, Fada; Farhadova, Aynura On the first passage time of the parabolic boundary by the Markov random walk. (English) Zbl 07720144 Commun. Stat., Theory Methods 52, No. 17, 6078-6087 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{R. T. Aliyev} et al., Commun. Stat., Theory Methods 52, No. 17, 6078--6087 (2023; Zbl 07720144) Full Text: DOI
Zhang, Qihuang; Yi, Grace Y. Sensitivity analysis of error-contaminated time series data under autoregressive models with the application of COVID-19 data. (English) Zbl 07716694 J. Appl. Stat. 50, No. 7, 1611-1634 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Q. Zhang} and \textit{G. Y. Yi}, J. Appl. Stat. 50, No. 7, 1611--1634 (2023; Zbl 07716694) Full Text: DOI arXiv
Bao, Yong Indirect inference estimation of higher-order spatial autoregressive models. (English) Zbl 07716498 Econom. Rev. 42, No. 3, 247-280 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{Y. Bao}, Econom. Rev. 42, No. 3, 247--280 (2023; Zbl 07716498) Full Text: DOI
Awale, Manik; Kashikar, Akanksha S.; Ramanathan, T. V. Forecasting overdispersed INAR(1) count time series with negative binomial marginal. (English) Zbl 07714520 Commun. Stat., Simulation Comput. 52, No. 6, 2497-2517 (2023). MSC: 05C62 PDFBibTeX XMLCite \textit{M. Awale} et al., Commun. Stat., Simulation Comput. 52, No. 6, 2497--2517 (2023; Zbl 07714520) Full Text: DOI
Kutlu, Levent Calculating efficiency for spatial autoregressive stochastic frontier model. (English) Zbl 1518.91183 Econ. Lett. 225, Article ID 111043, 3 p. (2023). MSC: 91B72 91B70 PDFBibTeX XMLCite \textit{L. Kutlu}, Econ. Lett. 225, Article ID 111043, 3 p. (2023; Zbl 1518.91183) Full Text: DOI
Mei, Tianxing; Wang, Chen; Yao, Jianfeng On singular values of data matrices with general independent columns. (English) Zbl 07714174 Ann. Stat. 51, No. 2, 624-645 (2023). MSC: 62H10 60B20 PDFBibTeX XMLCite \textit{T. Mei} et al., Ann. Stat. 51, No. 2, 624--645 (2023; Zbl 07714174) Full Text: DOI arXiv
Al-Gounmeein, Remal Shaher; Ismail, Mohd Tahir Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions. (English) Zbl 07714124 Commun. Stat., Simulation Comput. 52, No. 5, 1878-1908 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{R. S. Al-Gounmeein} and \textit{M. T. Ismail}, Commun. Stat., Simulation Comput. 52, No. 5, 1878--1908 (2023; Zbl 07714124) Full Text: DOI
Pokhriyal, Himanshu; Balakrishna, N. Testing for measurement error in regression with autoregressive innovations. (English) Zbl 07714122 Commun. Stat., Simulation Comput. 52, No. 5, 1834-1848 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{H. Pokhriyal} and \textit{N. Balakrishna}, Commun. Stat., Simulation Comput. 52, No. 5, 1834--1848 (2023; Zbl 07714122) Full Text: DOI
Pereira Sassi, Gilberto; Costa Mota Paraíba, Carolina Conditional least squares estimation for the SINAR(1, 1) process. (English) Zbl 07713663 Commun. Stat., Simulation Comput. 52, No. 3, 945-960 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Pereira Sassi} and \textit{C. Costa Mota Paraíba}, Commun. Stat., Simulation Comput. 52, No. 3, 945--960 (2023; Zbl 07713663) Full Text: DOI
Kamila, Kare Data-driven model selection for same-realization predictions in autoregressive processes. (English) Zbl 07712153 Ann. Inst. Stat. Math. 75, No. 4, 567-592 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{K. Kamila}, Ann. Inst. Stat. Math. 75, No. 4, 567--592 (2023; Zbl 07712153) Full Text: DOI
Mattera, Raffaele Forecasting binary outcomes in soccer. (English) Zbl 07712024 Ann. Oper. Res. 325, No. 1, 115-134 (2023). MSC: 62Mxx 62Fxx 62Jxx PDFBibTeX XMLCite \textit{R. Mattera}, Ann. Oper. Res. 325, No. 1, 115--134 (2023; Zbl 07712024) Full Text: DOI