Chu, Ba A distance-based test of independence between two multivariate time series. (English) Zbl 07664750 J. Multivariate Anal. 195, Article ID 105151, 20 p. (2023). MSC: 62H20 62H15 PDF BibTeX XML Cite \textit{B. Chu}, J. Multivariate Anal. 195, Article ID 105151, 20 p. (2023; Zbl 07664750) Full Text: DOI OpenURL
Zhang, Rui; Wang, Dehui A new binomial autoregressive process with explanatory variables. (English) Zbl 07604638 J. Comput. Appl. Math. 420, Article ID 114814, 18 p. (2023). MSC: 62M10 60F05 62G05 65C05 60J10 PDF BibTeX XML Cite \textit{R. Zhang} and \textit{D. Wang}, J. Comput. Appl. Math. 420, Article ID 114814, 18 p. (2023; Zbl 07604638) Full Text: DOI OpenURL
Bianconcini, Silvia; Cagnone, Silvia The dimension-wise quadrature estimation of dynamic latent variable models for count data. (English) Zbl 07602500 Comput. Stat. Data Anal. 177, Article ID 107585, 7 p. (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Bianconcini} and \textit{S. Cagnone}, Comput. Stat. Data Anal. 177, Article ID 107585, 7 p. (2023; Zbl 07602500) Full Text: DOI OpenURL
Ferreira, Clécio da Silva; Montoril, Michel H.; Paula, Gilberto A. Partially linear models with \(p\)-order autoregressive skew-normal errors. (English) Zbl 07644495 Braz. J. Probab. Stat. 36, No. 4, 792-806 (2022). MSC: 62-XX 65-XX PDF BibTeX XML Cite \textit{C. da S. Ferreira} et al., Braz. J. Probab. Stat. 36, No. 4, 792--806 (2022; Zbl 07644495) Full Text: DOI OpenURL
Lu, Quanying; Sun, Yuying; Hong, Yongmiao; Wang, Shouyang Forecasting interval-valued crude oil prices using asymmetric interval models. (English) Zbl 07620642 Quant. Finance 22, No. 11, 2047-2061 (2022). MSC: 91G30 62P05 PDF BibTeX XML Cite \textit{Q. Lu} et al., Quant. Finance 22, No. 11, 2047--2061 (2022; Zbl 07620642) Full Text: DOI OpenURL
Kurita, Takamitsu Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression. (English) Zbl 07613956 Commun. Stat., Theory Methods 51, No. 23, 8349-8370 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{T. Kurita}, Commun. Stat., Theory Methods 51, No. 23, 8349--8370 (2022; Zbl 07613956) Full Text: DOI OpenURL
Stojanović, Milena S. An EM algorithm for estimation of the parameters of the geometric minification INAR model. (English) Zbl 07602425 J. Stat. Comput. Simulation 92, No. 14, 2941-2955 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{M. S. Stojanović}, J. Stat. Comput. Simulation 92, No. 14, 2941--2955 (2022; Zbl 07602425) Full Text: DOI OpenURL
Iorio, Francesca Di; Triacca, Umberto A comparison between VAR processes jointly modeling GDP and unemployment rate in France and Germany. (English) Zbl 07596114 Stat. Methods Appl. 31, No. 3, 617-635 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{F. Di Iorio} and \textit{U. Triacca}, Stat. Methods Appl. 31, No. 3, 617--635 (2022; Zbl 07596114) Full Text: DOI OpenURL
Tan, Songhua; Zhu, Qianqian On dual-asymmetry linear double AR models. (English) Zbl 07585559 Stat. Interface 16, No. 1, 3-16 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Tan} and \textit{Q. Zhu}, Stat. Interface 16, No. 1, 3--16 (2022; Zbl 07585559) Full Text: DOI OpenURL
Maurya, Deepak; Tangirala, Arun K.; Narasimhan, Shankar Identification of errors-in-variables ARX models using modified dynamic iterative PCA. (English) Zbl 1496.93036 J. Franklin Inst. 359, No. 13, 7069-7090 (2022). MSC: 93B30 93E12 PDF BibTeX XML Cite \textit{D. Maurya} et al., J. Franklin Inst. 359, No. 13, 7069--7090 (2022; Zbl 1496.93036) Full Text: DOI arXiv OpenURL
Marino, Joseph; Chen, Lei; He, Jiawei; Mandt, Stephan Improving sequential latent variable models with autoregressive flows. (English) Zbl 07570137 Mach. Learn. 111, No. 4, 1597-1620 (2022). MSC: 68T05 PDF BibTeX XML Cite \textit{J. Marino} et al., Mach. Learn. 111, No. 4, 1597--1620 (2022; Zbl 07570137) Full Text: DOI arXiv Link OpenURL
Aknouche, Abdelhakim; Francq, Christian Stationarity and ergodicity of Markov switching positive conditional mean models. (English) Zbl 07569201 J. Time Ser. Anal. 43, No. 3, 436-459 (2022). MSC: 62Mxx 37M10 60G10 PDF BibTeX XML Cite \textit{A. Aknouche} and \textit{C. Francq}, J. Time Ser. Anal. 43, No. 3, 436--459 (2022; Zbl 07569201) Full Text: DOI Link OpenURL
Nduka, Uchenna Chinedu Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution. (English) Zbl 1491.62119 Methodol. Comput. Appl. Probab. 24, No. 3, 1519-1551 (2022). MSC: 62M10 62F10 62F35 62J05 PDF BibTeX XML Cite \textit{U. C. Nduka}, Methodol. Comput. Appl. Probab. 24, No. 3, 1519--1551 (2022; Zbl 1491.62119) Full Text: DOI OpenURL
Hoshino, Tadao Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect. (English) Zbl 07557265 J. Econom. 229, No. 2, 263-275 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{T. Hoshino}, J. Econom. 229, No. 2, 263--275 (2022; Zbl 07557265) Full Text: DOI OpenURL
Montes-Rojas, Gabriel Estimating impulse-response functions for macroeconomic models using directional quantiles. (English) Zbl 07553419 J. Time Ser. Econom. 14, No. 2, 199-225 (2022). MSC: 62P20 PDF BibTeX XML Cite \textit{G. Montes-Rojas}, J. Time Ser. Econom. 14, No. 2, 199--225 (2022; Zbl 07553419) Full Text: DOI OpenURL
Manouchehri, T.; Nematollahi, A. R. PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models. (English) Zbl 07551346 J. Stat. Comput. Simulation 92, No. 10, 2090-2111 (2022). MSC: 62-XX 62H10 60G10 62F15 62M10 62H12 PDF BibTeX XML Cite \textit{T. Manouchehri} and \textit{A. R. Nematollahi}, J. Stat. Comput. Simulation 92, No. 10, 2090--2111 (2022; Zbl 07551346) Full Text: DOI OpenURL
Girardin, Valérie; Konev, Victor; Pergamenchtchikov, Serguei Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty. (English) Zbl 1493.62483 Sequential Anal. 41, No. 1, 119-141 (2022). MSC: 62L10 62L15 60G40 62B10 60J20 PDF BibTeX XML Cite \textit{V. Girardin} et al., Sequential Anal. 41, No. 1, 119--141 (2022; Zbl 1493.62483) Full Text: DOI OpenURL
Huang, Zibin; Ibragimov, Rustam Equity returns and sentiment. (English) Zbl 1489.62373 Depend. Model. 10, 159-176 (2022). MSC: 62P20 91B84 PDF BibTeX XML Cite \textit{Z. Huang} and \textit{R. Ibragimov}, Depend. Model. 10, 159--176 (2022; Zbl 1489.62373) Full Text: DOI OpenURL
Obeidat, Mohammed; Liu, Juxin; Osgood, Nathaniel; Klassen, Geoff Bayesian methods for time series of count data. (English) Zbl 07545761 Commun. Stat., Simulation Comput. 51, No. 2, 486-504 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Obeidat} et al., Commun. Stat., Simulation Comput. 51, No. 2, 486--504 (2022; Zbl 07545761) Full Text: DOI OpenURL
Damek, Ewa; Matsui, Muneya Tails of bivariate stochastic recurrence equation with triangular matrices. (English) Zbl 1495.60044 Stochastic Processes Appl. 150, 147-191 (2022). MSC: 60G70 60G10 60H25 62M10 91B84 PDF BibTeX XML Cite \textit{E. Damek} and \textit{M. Matsui}, Stochastic Processes Appl. 150, 147--191 (2022; Zbl 1495.60044) Full Text: DOI arXiv OpenURL
Urrutia, Patrick; Wren, David; Vogiatzis, Chrysafis; Yoshida, Ruriko SARS-CoV-2 dissemination using a network of the US counties. (English) Zbl 1489.90011 SN Oper. Res. Forum 3, No. 2, Paper No. 29, 23 p. (2022). MSC: 90B10 92C50 PDF BibTeX XML Cite \textit{P. Urrutia} et al., SN Oper. Res. Forum 3, No. 2, Paper No. 29, 23 p. (2022; Zbl 1489.90011) Full Text: DOI arXiv OpenURL
Chen, Zhiyong; Chen, Jianbao Bayesian analysis of partially linear, single-index, spatial autoregressive models. (English) Zbl 07524002 Comput. Stat. 37, No. 1, 327-353 (2022). MSC: 62-08 62G08 62F15 62M10 PDF BibTeX XML Cite \textit{Z. Chen} and \textit{J. Chen}, Comput. Stat. 37, No. 1, 327--353 (2022; Zbl 07524002) Full Text: DOI OpenURL
Frías, María P.; Torres-Signes, Antoni; Ruiz-Medina, María D.; Mateu, Jorge Spatial Cox processes in an infinite-dimensional framework. (English) Zbl 1497.60054 Test 31, No. 1, 175-203 (2022). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G25 60G60 62J05 62J10 PDF BibTeX XML Cite \textit{M. P. Frías} et al., Test 31, No. 1, 175--203 (2022; Zbl 1497.60054) Full Text: DOI arXiv OpenURL
Yang, Kai; Ding, Xue; Yuan, Xiaohui Bayesian empirical likelihood inference and order shrinkage for autoregressive models. (English) Zbl 07504785 Stat. Pap. 63, No. 1, 97-121 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{K. Yang} et al., Stat. Pap. 63, No. 1, 97--121 (2022; Zbl 07504785) Full Text: DOI OpenURL
Collin, Orphée; Comets, Francis Rate of escape of conditioned Brownian motion. (English) Zbl 1492.60270 Electron. J. Probab. 27, Paper No. 31, 26 p. (2022). MSC: 60K35 60J60 60J65 60G17 PDF BibTeX XML Cite \textit{O. Collin} and \textit{F. Comets}, Electron. J. Probab. 27, Paper No. 31, 26 p. (2022; Zbl 1492.60270) Full Text: DOI OpenURL
Regis, Marta; Serra, Paulo; van den Heuvel, Edwin R. Random autoregressive models: a structured overview. (English) Zbl 1490.62269 Econom. Rev. 41, No. 2, 207-230 (2022). MSC: 62M10 62P20 62-02 62-04 PDF BibTeX XML Cite \textit{M. Regis} et al., Econom. Rev. 41, No. 2, 207--230 (2022; Zbl 1490.62269) Full Text: DOI arXiv OpenURL
Swensen, Anders Rygh On causal and non-causal cointegrated vector autoregressive time series. (English) Zbl 1493.62535 J. Time Ser. Anal. 43, No. 2, 178-196 (2022). MSC: 62M10 62M15 91B84 PDF BibTeX XML Cite \textit{A. R. Swensen}, J. Time Ser. Anal. 43, No. 2, 178--196 (2022; Zbl 1493.62535) Full Text: DOI OpenURL
Chasiotis, Vasilis; Pericleous, Katerina; Koukouvinos, Christos; Kounias, Stratis On optimality and construction of row designs under dependence for estimating means. (English) Zbl 1493.62461 Linear Multilinear Algebra 70, No. 4, 714-729 (2022). MSC: 62K05 62J05 15A15 15A18 PDF BibTeX XML Cite \textit{V. Chasiotis} et al., Linear Multilinear Algebra 70, No. 4, 714--729 (2022; Zbl 1493.62461) Full Text: DOI OpenURL
Fermín, Lisandro; Marcano, José; Rodríguez, Luis-Angel A proof of consistency of the MLE for nonlinear Markov-switching AR processes. (English) Zbl 1489.62273 Stat. Probab. Lett. 183, Article ID 109347, 7 p. (2022). MSC: 62M10 62M05 60G99 62F12 PDF BibTeX XML Cite \textit{L. Fermín} et al., Stat. Probab. Lett. 183, Article ID 109347, 7 p. (2022; Zbl 1489.62273) Full Text: DOI OpenURL
Aknouche, Abdelhakim; Almohaimeed, Bader; Dimitrakopoulos, Stefanos Periodic autoregressive conditional duration. (English) Zbl 1493.62089 J. Time Ser. Anal. 43, No. 1, 5-29 (2022). MSC: 62M10 62F05 62F12 62M20 91B84 PDF BibTeX XML Cite \textit{A. Aknouche} et al., J. Time Ser. Anal. 43, No. 1, 5--29 (2022; Zbl 1493.62089) Full Text: DOI Link OpenURL
Alvarez, Javier; Arellano, Manuel Robust likelihood estimation of dynamic panel data models. (English) Zbl 07471884 J. Econom. 226, No. 1, 21-61 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{J. Alvarez} and \textit{M. Arellano}, J. Econom. 226, No. 1, 21--61 (2022; Zbl 07471884) Full Text: DOI Link OpenURL
Tian, Ruiqin; Xu, Dengke; Du, Jiang; Zhang, Junfei Bayesian estimation for partially linear varying coefficient spatial autoregressive models. (English) Zbl 07468434 Stat. Interface 15, No. 1, 105-113 (2022). MSC: 62F15 62G05 PDF BibTeX XML Cite \textit{R. Tian} et al., Stat. Interface 15, No. 1, 105--113 (2022; Zbl 07468434) Full Text: DOI OpenURL
Liu, Tuo; Xu, Xingbai; Lee, Lung-fei Consistency without compactness of the parameter space in spatial econometrics. (English) Zbl 1480.91151 Econ. Lett. 210, Article ID 110224, 4 p. (2022). MSC: 91B72 62P20 PDF BibTeX XML Cite \textit{T. Liu} et al., Econ. Lett. 210, Article ID 110224, 4 p. (2022; Zbl 1480.91151) Full Text: DOI OpenURL
Zhang, Zhengjun On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures. (English) Zbl 07660245 Stat. Theory Relat. Fields 5, No. 1, 1-25 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{Z. Zhang}, Stat. Theory Relat. Fields 5, No. 1, 1--25 (2021; Zbl 07660245) Full Text: DOI OpenURL
Zheng, Lili; Raskutti, Garvesh; Willett, Rebecca; Mark, Benjamin Context-dependent networks in multivariate time series: models, methods, and risk bounds in high dimensions. (English) Zbl 07626731 J. Mach. Learn. Res. 22, Paper No. 216, 88 p. (2021). MSC: 68T05 PDF BibTeX XML Cite \textit{L. Zheng} et al., J. Mach. Learn. Res. 22, Paper No. 216, 88 p. (2021; Zbl 07626731) Full Text: arXiv Link OpenURL
Akkaya, Murat Vector autoregressive model and analysis. (English) Zbl 07615534 Mercangöz, Burcu Adıgüzel (ed.), Handbook of research on emerging theories, models, and applications of financial econometrics. Cham: Springer. 197-214 (2021). MSC: 62P05 PDF BibTeX XML Cite \textit{M. Akkaya}, in: Handbook of research on emerging theories, models, and applications of financial econometrics. Cham: Springer. 197--214 (2021; Zbl 07615534) Full Text: DOI OpenURL
Doğan, Osman; Taşpınar, Süleyman; Güloğlu, Bülent Robust outer product of gradients tests for testing spatial dependence. (English) Zbl 07608539 İstatistik 13, No. 3, 120-141 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{O. Doğan} et al., İstatistik 13, No. 3, 120--141 (2021; Zbl 07608539) Full Text: Link OpenURL
Barbeito, Inés; Cao, Ricardo; Politis, Dimitris Bootstrap confidence intervals for conditional density function in Markov processes. (English) Zbl 07553338 Commun. Stat., Simulation Comput. 50, No. 12, 4315-4337 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{I. Barbeito} et al., Commun. Stat., Simulation Comput. 50, No. 12, 4315--4337 (2021; Zbl 07553338) Full Text: DOI OpenURL
Liu, Gaosheng; Bai, Yang Statistical inference in functional semiparametric spatial autoregressive model. (English) Zbl 07536369 AIMS Math. 6, No. 10, 10890-10906 (2021). MSC: 62G05 62J05 62M30 PDF BibTeX XML Cite \textit{G. Liu} and \textit{Y. Bai}, AIMS Math. 6, No. 10, 10890--10906 (2021; Zbl 07536369) Full Text: DOI OpenURL
Khalili, Abbas; Stephens, David A. Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models. (English) Zbl 07484092 Stat. Sin. 31, No. 4, 1891-1914 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Khalili} and \textit{D. A. Stephens}, Stat. Sin. 31, No. 4, 1891--1914 (2021; Zbl 07484092) Full Text: DOI OpenURL
Yang, Kai; Li, Han; Wang, Dehui; Zhang, Chenhui Random coefficients integer-valued threshold autoregressive processes driven by logistic regression. (English) Zbl 1478.62271 AStA, Adv. Stat. Anal. 105, No. 4, 533-557 (2021). MSC: 62M10 62J12 62F10 62F12 62P10 PDF BibTeX XML Cite \textit{K. Yang} et al., AStA, Adv. Stat. Anal. 105, No. 4, 533--557 (2021; Zbl 1478.62271) Full Text: DOI OpenURL
Azouagh, Nabil; El Melhaoui, Said Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis. (English) Zbl 1476.62177 Sankhyā, Ser. B 83, No. 2, 397-429 (2021). MSC: 62M10 62G10 62F05 62F40 PDF BibTeX XML Cite \textit{N. Azouagh} and \textit{S. El Melhaoui}, Sankhyā, Ser. B 83, No. 2, 397--429 (2021; Zbl 1476.62177) Full Text: DOI OpenURL
Lee, Duncan; Meeks, Kitty; Pettersson, William Improved inference for areal unit count data using graph-based optimisation. (English) Zbl 1475.62045 Stat. Comput. 31, No. 4, Paper No. 51, 17 p. (2021). MSC: 62-08 62M10 90C27 PDF BibTeX XML Cite \textit{D. Lee} et al., Stat. Comput. 31, No. 4, Paper No. 51, 17 p. (2021; Zbl 1475.62045) Full Text: DOI arXiv OpenURL
Balakrishna, N. Non-Gaussian autoregressive-type time series. (English) Zbl 07439490 Singapore: Springer (ISBN 978-981-16-8161-5/hbk; 978-981-16-8162-2/ebook). xviii, 225 p. (2021). MSC: 62-01 62M10 62J05 62J12 62F10 62F12 PDF BibTeX XML Cite \textit{N. Balakrishna}, Non-Gaussian autoregressive-type time series. Singapore: Springer (2021; Zbl 07439490) Full Text: DOI OpenURL
Chang, Yoosoon; Maih, Junior; Tan, Fei Origins of monetary policy shifts: a new approach to regime switching in DSGE models. (English) Zbl 1478.91119 J. Econ. Dyn. Control 133, Article ID 104235, 17 p. (2021). MSC: 91B64 91B51 PDF BibTeX XML Cite \textit{Y. Chang} et al., J. Econ. Dyn. Control 133, Article ID 104235, 17 p. (2021; Zbl 1478.91119) Full Text: DOI Link OpenURL
Boxma, Onno; Löpker, Andreas; Mandjes, Michel; Palmowski, Zbigniew A multiplicative version of the Lindley recursion. (English) Zbl 1475.60176 Queueing Syst. 98, No. 3-4, 225-245 (2021). MSC: 60K25 90B22 PDF BibTeX XML Cite \textit{O. Boxma} et al., Queueing Syst. 98, No. 3--4, 225--245 (2021; Zbl 1475.60176) Full Text: DOI arXiv OpenURL
Goracci, Greta An empirical study on the parsimony and descriptive power of TARMA models. (English) Zbl 1478.62254 Stat. Methods Appl. 30, No. 1, 109-137 (2021). MSC: 62M10 62P20 62P35 85A25 PDF BibTeX XML Cite \textit{G. Goracci}, Stat. Methods Appl. 30, No. 1, 109--137 (2021; Zbl 1478.62254) Full Text: DOI OpenURL
Clements, Michael P.; Galvão, Ana Beatriz Measuring the effects of expectations shocks. (English) Zbl 1475.91246 J. Econ. Dyn. Control 124, Article ID 104075, 25 p. (2021). MSC: 91B82 PDF BibTeX XML Cite \textit{M. P. Clements} and \textit{A. B. Galvão}, J. Econ. Dyn. Control 124, Article ID 104075, 25 p. (2021; Zbl 1475.91246) Full Text: DOI Link OpenURL
Seibert, Armin; Sirchenko, Andrei; Müller, Gernot A model for policy interest rates. (English) Zbl 1475.91380 J. Econ. Dyn. Control 124, Article ID 104049, 18 p. (2021). MSC: 91G30 91B64 PDF BibTeX XML Cite \textit{A. Seibert} et al., J. Econ. Dyn. Control 124, Article ID 104049, 18 p. (2021; Zbl 1475.91380) Full Text: DOI OpenURL
Castle, Jennifer L.; Kurita, Takamitsu A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts. (English) Zbl 1475.91201 J. Econ. Dyn. Control 128, Article ID 104139, 17 p. (2021). MSC: 91B64 62P20 PDF BibTeX XML Cite \textit{J. L. Castle} and \textit{T. Kurita}, J. Econ. Dyn. Control 128, Article ID 104139, 17 p. (2021; Zbl 1475.91201) Full Text: DOI OpenURL
Aleksić, Milena S.; Ristić, Miroslav M. A geometric minification integer-valued autoregressive model. (English) Zbl 1481.62054 Appl. Math. Modelling 90, 265-280 (2021). MSC: 62M10 PDF BibTeX XML Cite \textit{M. S. Aleksić} and \textit{M. M. Ristić}, Appl. Math. Modelling 90, 265--280 (2021; Zbl 1481.62054) Full Text: DOI OpenURL
Grindel, Ria; Hinderks, Wieger; Wagner, Andreas Application of continuous stochastic processes in energy market models. (English) Zbl 1471.91348 Göttlich, Simone (ed.) et al., Mathematical modeling, simulation and optimization for power engineering and management. Cham: Springer. Math. Ind. 34, 25-50 (2021). Reviewer: Alexandra Rodkina (College Station) MSC: 91B70 91B74 PDF BibTeX XML Cite \textit{R. Grindel} et al., Math. Ind. 34, 25--50 (2021; Zbl 1471.91348) Full Text: DOI OpenURL
Mandrikova, O. V.; Fetisova, N. V.; Polozov, Yu. A. Method for modeling of ionospheric parameters and detection of ionospheric disturbances. (English. Russian original) Zbl 1468.86003 Comput. Math. Math. Phys. 61, No. 7, 1094-1105 (2021); translation from Zh. Vychisl. Mat. Mat. Fiz. 61, No. 7, 1101-1112 (2021). MSC: 86A10 86A25 PDF BibTeX XML Cite \textit{O. V. Mandrikova} et al., Comput. Math. Math. Phys. 61, No. 7, 1094--1105 (2021; Zbl 1468.86003); translation from Zh. Vychisl. Mat. Mat. Fiz. 61, No. 7, 1101--1112 (2021) Full Text: DOI OpenURL
Funovits, Bernd; Braumann, Alexander Identifiability of structural singular vector autoregressive models. (English) Zbl 1469.62336 J. Time Ser. Anal. 42, No. 4, 431-441 (2021). MSC: 62M10 62H12 37M10 PDF BibTeX XML Cite \textit{B. Funovits} and \textit{A. Braumann}, J. Time Ser. Anal. 42, No. 4, 431--441 (2021; Zbl 1469.62336) Full Text: DOI arXiv OpenURL
Krampe, Jonas; Kreiss, Jens-Peter; Paparoditis, Efstathios Bootstrap based inference for sparse high-dimensional time series models. (English) Zbl 1476.62186 Bernoulli 27, No. 3, 1441-1466 (2021). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62H12 62H15 62F40 62-08 PDF BibTeX XML Cite \textit{J. Krampe} et al., Bernoulli 27, No. 3, 1441--1466 (2021; Zbl 1476.62186) Full Text: DOI arXiv OpenURL
Gordon, Grey Efficient VAR discretization. (English) Zbl 1467.62144 Econ. Lett. 204, Article ID 109872, 8 p. (2021). MSC: 62M10 65D40 PDF BibTeX XML Cite \textit{G. Gordon}, Econ. Lett. 204, Article ID 109872, 8 p. (2021; Zbl 1467.62144) Full Text: DOI Link OpenURL
Roick, Tyler; Karlis, Dimitris; McNicholas, Paul D. Clustering discrete-valued time series. (English) Zbl 07363871 Adv. Data Anal. Classif., ADAC 15, No. 1, 209-229 (2021). MSC: 62H30 62M10 PDF BibTeX XML Cite \textit{T. Roick} et al., Adv. Data Anal. Classif., ADAC 15, No. 1, 209--229 (2021; Zbl 07363871) Full Text: DOI arXiv Link OpenURL
Li, Yuanbo; Chan, Ngai Hang; Yau, Chun Yip; Zhang, Rongmao Group orthogonal greedy algorithm for change-point estimation of multivariate time series. (English) Zbl 1460.62152 J. Stat. Plann. Inference 212, 14-33 (2021). MSC: 62M10 PDF BibTeX XML Cite \textit{Y. Li} et al., J. Stat. Plann. Inference 212, 14--33 (2021; Zbl 1460.62152) Full Text: DOI OpenURL
Lee, Keunbaik; Lee, Chang-Hoon; Kwak, Min-Sun; Jang, Eun Jin Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions. (English) Zbl 07345822 Comput. Stat. Data Anal. 156, Article ID 107144, 15 p. (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{K. Lee} et al., Comput. Stat. Data Anal. 156, Article ID 107144, 15 p. (2021; Zbl 07345822) Full Text: DOI OpenURL
Verheul, Nick; Crommelin, Daan Stochastic parametrization with VARX processes. (English) Zbl 1462.62556 Commun. Appl. Math. Comput. Sci. 16, No. 1, 33-57 (2021). MSC: 62M10 62F30 62J10 60G15 60H10 65C20 70K70 PDF BibTeX XML Cite \textit{N. Verheul} and \textit{D. Crommelin}, Commun. Appl. Math. Comput. Sci. 16, No. 1, 33--57 (2021; Zbl 1462.62556) Full Text: DOI arXiv OpenURL
Blazsek, Szabolcs; Escribano, Alvaro; Licht, Adrian Identification of seasonal effects in impulse responses using score-driven multivariate location models. (English) Zbl 1462.62715 J. Econom. Methods 10, No. 1, 53-66 (2021). MSC: 62P20 62M10 62H20 PDF BibTeX XML Cite \textit{S. Blazsek} et al., J. Econom. Methods 10, No. 1, 53--66 (2021; Zbl 1462.62715) Full Text: DOI OpenURL
Zhou, Yihong; Wang, Yanjiao; Ma, Fengying; Ding, Feng; Hayat, Tasawar Parameter estimation for a class of radial basis function-based nonlinear time-series models with moving average noises. (English) Zbl 1459.93176 J. Franklin Inst. 358, No. 4, 2576-2595 (2021). MSC: 93E10 93C10 PDF BibTeX XML Cite \textit{Y. Zhou} et al., J. Franklin Inst. 358, No. 4, 2576--2595 (2021; Zbl 1459.93176) Full Text: DOI OpenURL
Güney, Yeşim; Tuaç, Y.; Özdemir, Ş.; Arslan, O. Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms. (English) Zbl 1457.62264 Metrika 84, No. 1, 47-74 (2021). MSC: 62M10 62J05 62F10 62F12 60F05 PDF BibTeX XML Cite \textit{Y. Güney} et al., Metrika 84, No. 1, 47--74 (2021; Zbl 1457.62264) Full Text: DOI arXiv OpenURL
Chen, Xin; Zhao, Shunyi; Liu, Fei Robust identification of linear ARX models with recursive EM algorithm based on Student’s t-distribution. (English) Zbl 1455.93036 J. Franklin Inst. 358, No. 1, 1103-1121 (2021). MSC: 93B30 93C05 PDF BibTeX XML Cite \textit{X. Chen} et al., J. Franklin Inst. 358, No. 1, 1103--1121 (2021; Zbl 1455.93036) Full Text: DOI OpenURL
Aswi, Aswi; Cramb, Susanna; Hu, Wenbiao; White, Gentry; Mengersen, Kerrie L. Spatio-temporal analysis of dengue fever in makassar Indonesia: a comparison of models based on CARBayes. (English) Zbl 07620016 Mengersen, Kerrie L. (ed.) et al., Case studies in applied Bayesian data science. CIRM Jean-Morlet Chair, Marseille, France, fall 2018. Cham: Springer; Société Mathématique de France (SMF). Lect. Notes Math. 2259, 229-244 (2020). MSC: 62F15 62R07 PDF BibTeX XML Cite \textit{A. Aswi} et al., Lect. Notes Math. 2259, 229--244 (2020; Zbl 07620016) Full Text: DOI OpenURL
Jayakumar, K.; Krishnan, Bindu; Hamedani, G. G. On a new generalization of Pareto distribution and its applications. (English) Zbl 07552649 Commun. Stat., Simulation Comput. 49, No. 5, 1264-1284 (2020). MSC: 60E05 62E10 62P99 PDF BibTeX XML Cite \textit{K. Jayakumar} et al., Commun. Stat., Simulation Comput. 49, No. 5, 1264--1284 (2020; Zbl 07552649) Full Text: DOI OpenURL
He, Xiaoqun; Hu, Xiaoning Parameter estimation of univariate spatial autoregressive models with measurement errors. (Chinese. English summary) Zbl 1499.62306 Sci. Sin., Math. 50, No. 5, 613-628 (2020). MSC: 62M10 62F10 62J05 62M30 PDF BibTeX XML Cite \textit{X. He} and \textit{X. Hu}, Sci. Sin., Math. 50, No. 5, 613--628 (2020; Zbl 1499.62306) Full Text: DOI OpenURL
Blasques, Francisco; Koopman, Siem Jan; Lucas, André Nonlinear autoregressive models with optimality properties. (English) Zbl 1490.62421 Econom. Rev. 39, No. 6, 559-578 (2020). MSC: 62P20 62M10 91B84 PDF BibTeX XML Cite \textit{F. Blasques} et al., Econom. Rev. 39, No. 6, 559--578 (2020; Zbl 1490.62421) Full Text: DOI OpenURL
Søltoft-Jensen, Aleksander; Heide-Jørgensen, Mads Peter; Ditlevsen, Susanne Modelling the sound production of narwhals using a point process framework with memory effects. (English) Zbl 1498.62254 Ann. Appl. Stat. 14, No. 4, 2037-2052 (2020). MSC: 62P10 62M05 62M10 PDF BibTeX XML Cite \textit{A. Søltoft-Jensen} et al., Ann. Appl. Stat. 14, No. 4, 2037--2052 (2020; Zbl 1498.62254) Full Text: DOI OpenURL
Giacomazzo, Mario; Kamarianakis, Yiannis Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy. (English) Zbl 07482670 J. Appl. Stat. 47, No. 13-15, 2658-2689 (2020). MSC: 62M10 62Pxx PDF BibTeX XML Cite \textit{M. Giacomazzo} and \textit{Y. Kamarianakis}, J. Appl. Stat. 47, No. 13--15, 2658--2689 (2020; Zbl 07482670) Full Text: DOI OpenURL
Dai, Xiaowen; Yan, Zhen; Tian, Maozai; Tang, ManLai Quantile regression for general spatial panel data models with fixed effects. (English) Zbl 07481402 J. Appl. Stat. 47, No. 1, 45-60 (2020). MSC: 62G05 62G20 60G42 62Pxx PDF BibTeX XML Cite \textit{X. Dai} et al., J. Appl. Stat. 47, No. 1, 45--60 (2020; Zbl 07481402) Full Text: DOI arXiv OpenURL
Li, Tizheng; Guo, Yue Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model. (English) Zbl 07480199 J. Stat. Comput. Simulation 90, No. 15, 2705-2740 (2020). MSC: 91B72 62G05 62-XX PDF BibTeX XML Cite \textit{T. Li} and \textit{Y. Guo}, J. Stat. Comput. Simulation 90, No. 15, 2705--2740 (2020; Zbl 07480199) Full Text: DOI OpenURL
Li, Tizheng; Yin, Qingyan; Peng, Jialong Variable selection of partially linear varying coefficient spatial autoregressive model. (English) Zbl 07480198 J. Stat. Comput. Simulation 90, No. 15, 2681-2704 (2020). MSC: 91B72 62G05 62-XX PDF BibTeX XML Cite \textit{T. Li} et al., J. Stat. Comput. Simulation 90, No. 15, 2681--2704 (2020; Zbl 07480198) Full Text: DOI OpenURL
Hong, Hanwoom; Ahn, Sung K.; Cho, Sinsup Estimation of error correction model with measurement errors. (English) Zbl 07480184 J. Stat. Comput. Simulation 90, No. 9, 1661-1680 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{H. Hong} et al., J. Stat. Comput. Simulation 90, No. 9, 1661--1680 (2020; Zbl 07480184) Full Text: DOI OpenURL
Gribisch, Bastian; Stollenwerk, Michael Dynamic principal component CAW models for high-dimensional realized covariance matrices. (English) Zbl 1467.62174 Quant. Finance 20, No. 5, 799-821 (2020). MSC: 62P20 62M10 62M15 62H12 62H25 62J10 91B84 PDF BibTeX XML Cite \textit{B. Gribisch} and \textit{M. Stollenwerk}, Quant. Finance 20, No. 5, 799--821 (2020; Zbl 1467.62174) Full Text: DOI OpenURL
Kim, Hee-Young; Weiß, Christian H.; Möller, Tobias A. Models for autoregressive processes of bounded counts: how different are they? (English) Zbl 07311694 Comput. Stat. 35, No. 4, 1715-1736 (2020). MSC: 62-08 62M10 PDF BibTeX XML Cite \textit{H.-Y. Kim} et al., Comput. Stat. 35, No. 4, 1715--1736 (2020; Zbl 07311694) Full Text: DOI OpenURL
Hervé, Loic; Ledoux, James State-discretization of \(V\)-geometrically ergodic Markov chains and convergence to the stationary distribution. (English) Zbl 1460.60074 Methodol. Comput. Appl. Probab. 22, No. 3, 905-925 (2020). MSC: 60J05 60J22 PDF BibTeX XML Cite \textit{L. Hervé} and \textit{J. Ledoux}, Methodol. Comput. Appl. Probab. 22, No. 3, 905--925 (2020; Zbl 1460.60074) Full Text: DOI arXiv OpenURL
Yang, Xiaorong; Xu, Shizhan; Zhao, Qijiong; Wang, Lili Empirical likelihood for quantile autoregressive models with dependent auxiliary information. (Chinese. English summary) Zbl 1463.62107 Appl. Math., Ser. A (Chin. Ed.) 35, No. 2, 141-157 (2020). MSC: 62G05 62G08 62G20 PDF BibTeX XML Cite \textit{X. Yang} et al., Appl. Math., Ser. A (Chin. Ed.) 35, No. 2, 141--157 (2020; Zbl 1463.62107) Full Text: DOI OpenURL
González, Joaquín; Nieto, Fabio H. Bayesian analysis of multiplicative seasonal threshold autoregressive processes. (English) Zbl 1454.62259 Rev. Colomb. Estad. 43, No. 2, 251-285 (2020). MSC: 62M10 62F15 62M20 62P20 PDF BibTeX XML Cite \textit{J. González} and \textit{F. H. Nieto}, Rev. Colomb. Estad. 43, No. 2, 251--285 (2020; Zbl 1454.62259) Full Text: DOI OpenURL
Ma, Pulong Objective Bayesian analysis of a cokriging model for hierarchical multifidelity codes. (English) Zbl 1461.60021 SIAM/ASA J. Uncertain. Quantif. 8, 1358-1382 (2020). MSC: 60G15 62F15 62G08 62K99 62M20 PDF BibTeX XML Cite \textit{P. Ma}, SIAM/ASA J. Uncertain. Quantif. 8, 1358--1382 (2020; Zbl 1461.60021) Full Text: DOI arXiv OpenURL
Gao, Xu; Shen, Weining; Shahbaba, Babak; Fortin, Norbert J.; Ombao, Hernando Evolutionary state-space model and its application to time-frequency analysis of local field potentials. (English) Zbl 1453.62724 Stat. Sin. 30, No. 3, 1561-1582 (2020). MSC: 62P10 62M15 62M10 PDF BibTeX XML Cite \textit{X. Gao} et al., Stat. Sin. 30, No. 3, 1561--1582 (2020; Zbl 1453.62724) Full Text: DOI arXiv OpenURL
Davis, Richard A.; Nielsen, Mikkel S. Modeling of time series using random forests: theoretical developments. (English) Zbl 1454.62256 Electron. J. Stat. 14, No. 2, 3644-3671 (2020). Reviewer: Andriy Olenko (Melbourne) MSC: 62M10 62G05 62G08 62M05 62H30 60G10 60J05 PDF BibTeX XML Cite \textit{R. A. Davis} and \textit{M. S. Nielsen}, Electron. J. Stat. 14, No. 2, 3644--3671 (2020; Zbl 1454.62256) Full Text: DOI arXiv Euclid OpenURL
Wang, Minghui; Liu, Xiangdong; Li, Yin A semiparametric estimation of a regression function in the partially linear autoregressive model. (English) Zbl 1463.62105 Chin. J. Appl. Probab. Stat. 36, No. 1, 26-40 (2020). MSC: 62G05 62J05 62M10 PDF BibTeX XML Cite \textit{M. Wang} et al., Chin. J. Appl. Probab. Stat. 36, No. 1, 26--40 (2020; Zbl 1463.62105) Full Text: DOI OpenURL
Lee, Keunbaik; Cho, Hyunsoon; Kwak, Min-Sun; Jang, Eun Jin Estimation of covariance matrix of multivariate longitudinal data using modified Cholesky and hypersphere decompositions. (Estimation of covariance matrix of multivariate longitudinal data using modified Choleksky and hypersphere decompositions.) (English) Zbl 1451.62126 Biometrics 76, No. 1, 75-86 (2020). MSC: 62P10 62J05 62H11 62H12 62M10 92C60 PDF BibTeX XML Cite \textit{K. Lee} et al., Biometrics 76, No. 1, 75--86 (2020; Zbl 1451.62126) Full Text: DOI OpenURL
Mukherjee, K. Bootstrapping \(M\)-estimators in generalized autoregressive conditional heteroscedastic models. (English) Zbl 1451.62094 Biometrika 107, No. 3, 753-760 (2020). MSC: 62M05 62G09 62M10 PDF BibTeX XML Cite \textit{K. Mukherjee}, Biometrika 107, No. 3, 753--760 (2020; Zbl 1451.62094) Full Text: DOI OpenURL
Kang, Yanfei; Hyndman, Rob J.; Li, Feng Gratis: generating time series with diverse and controllable characteristics. (English) Zbl 07260685 Stat. Anal. Data Min. 13, No. 4, 354-376 (2020). MSC: 62-XX 68-XX PDF BibTeX XML Cite \textit{Y. Kang} et al., Stat. Anal. Data Min. 13, No. 4, 354--376 (2020; Zbl 07260685) Full Text: DOI arXiv OpenURL
Cai, Liqian; Maiti, Tapabrata Variable selection and estimation for high-dimensional spatial autoregressive models. (English) Zbl 1450.62048 Scand. J. Stat. 47, No. 2, 587-607 (2020). MSC: 62H11 62J07 62M10 PDF BibTeX XML Cite \textit{L. Cai} and \textit{T. Maiti}, Scand. J. Stat. 47, No. 2, 587--607 (2020; Zbl 1450.62048) Full Text: DOI OpenURL
Ayele, Amare Wubishet; Gabreyohannes, Emmanuel; Edmealem, Hayimro Generalized autoregressive conditional heteroskedastic model to examine silver price volatility and its macroeconomic determinant in Ethiopia market. (English) Zbl 1445.62308 J. Probab. Stat. 2020, Article ID 5095181, 10 p. (2020). MSC: 62P20 62M10 62J05 PDF BibTeX XML Cite \textit{A. W. Ayele} et al., J. Probab. Stat. 2020, Article ID 5095181, 10 p. (2020; Zbl 1445.62308) Full Text: DOI OpenURL
Zanin Zambom, Adriano; Gel, Yulia R. Testing for local covariate trend effects in volatility models. (English) Zbl 1450.62119 Electron. J. Stat. 14, No. 2, 2529-2550 (2020). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62M10 62G10 62G20 62J10 91B84 62P20 PDF BibTeX XML Cite \textit{A. Zanin Zambom} and \textit{Y. R. Gel}, Electron. J. Stat. 14, No. 2, 2529--2550 (2020; Zbl 1450.62119) Full Text: DOI Euclid OpenURL
Maleki, Mohsen; Hajrajabi, Arezo; Arellano-Valle, Reinaldo B. Symmetrical and asymmetrical mixture autoregressive processes. (English) Zbl 1445.62233 Braz. J. Probab. Stat. 34, No. 2, 273-290 (2020). MSC: 62M10 62H30 62P20 PDF BibTeX XML Cite \textit{M. Maleki} et al., Braz. J. Probab. Stat. 34, No. 2, 273--290 (2020; Zbl 1445.62233) Full Text: DOI Euclid OpenURL
Tuaç, Y.; Güney, Y.; Arslan, O. Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm. (English) Zbl 1436.62087 Soft Comput. 24, No. 5, 3309-3330 (2020). MSC: 62F12 62J05 PDF BibTeX XML Cite \textit{Y. Tuaç} et al., Soft Comput. 24, No. 5, 3309--3330 (2020; Zbl 1436.62087) Full Text: DOI OpenURL
Xie, Tianfa; Cao, Ruiyuan; Du, Jiang Variable selection for spatial autoregressive models with a diverging number of parameters. (English) Zbl 1443.62110 Stat. Pap. 61, No. 3, 1125-1145 (2020). MSC: 62G08 62G20 62M10 62H11 62P20 PDF BibTeX XML Cite \textit{T. Xie} et al., Stat. Pap. 61, No. 3, 1125--1145 (2020; Zbl 1443.62110) Full Text: DOI OpenURL
Kurita, Takamitsu Normalising cointegrating relationships subject to long-run exclusion. (English) Zbl 1443.62274 Econ. Lett. 192, Article ID 109161, 3 p. (2020). MSC: 62M10 60G15 PDF BibTeX XML Cite \textit{T. Kurita}, Econ. Lett. 192, Article ID 109161, 3 p. (2020; Zbl 1443.62274) Full Text: DOI OpenURL
Kurita, Takamitsu Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data. (English) Zbl 1440.62217 J. Multivariate Anal. 178, Article ID 104622, 19 p. (2020). MSC: 62H15 62M10 60J65 62P05 PDF BibTeX XML Cite \textit{T. Kurita}, J. Multivariate Anal. 178, Article ID 104622, 19 p. (2020; Zbl 1440.62217) Full Text: DOI OpenURL
Sofronov, Georgy Yu. An optimal double stopping rule for a buying-selling problem. (English) Zbl 1434.60122 Methodol. Comput. Appl. Probab. 22, No. 1, 1-12 (2020). MSC: 60G40 62L15 62P20 91B26 PDF BibTeX XML Cite \textit{G. Yu. Sofronov}, Methodol. Comput. Appl. Probab. 22, No. 1, 1--12 (2020; Zbl 1434.60122) Full Text: DOI OpenURL
Sun, Yiguo The LLN and CLT for U-statistics under cross-sectional dependence. (English) Zbl 1437.62173 J. Nonparametric Stat. 32, No. 1, 201-224 (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G30 62G10 62G20 62M10 60F05 60F15 PDF BibTeX XML Cite \textit{Y. Sun}, J. Nonparametric Stat. 32, No. 1, 201--224 (2020; Zbl 1437.62173) Full Text: DOI OpenURL
Torabi, Mahmoud; Jiang, Jiming Estimation of mean squared prediction error of empirically spatial predictor of small area means under a linear mixed model. (English) Zbl 1435.62266 J. Stat. Plann. Inference 208, 82-93 (2020). MSC: 62J05 62D05 62M10 62P10 PDF BibTeX XML Cite \textit{M. Torabi} and \textit{J. Jiang}, J. Stat. Plann. Inference 208, 82--93 (2020; Zbl 1435.62266) Full Text: DOI OpenURL
Hoshino, Tadao Semiparametric estimation of censored spatial autoregressive models. (English) Zbl 1436.62687 Econom. Theory 36, No. 1, 48-85 (2020). MSC: 62P20 62N01 62M10 62N02 PDF BibTeX XML Cite \textit{T. Hoshino}, Econom. Theory 36, No. 1, 48--85 (2020; Zbl 1436.62687) Full Text: DOI OpenURL
Battaglia, Francesco; Cucina, Domenico; Rizzo, Manuel Parsimonious periodic autoregressive models for time series with evolving trend and seasonality. (English) Zbl 1436.62411 Stat. Comput. 30, No. 1, 77-91 (2020). MSC: 62M10 62J05 62H15 PDF BibTeX XML Cite \textit{F. Battaglia} et al., Stat. Comput. 30, No. 1, 77--91 (2020; Zbl 1436.62411) Full Text: DOI OpenURL
Haining, Robert; Li, Guangquan Modelling spatial and spatial-temporal data. A Bayesian approach. (English) Zbl 1446.62002 Chapman & Hall/CRC Statistics in the Social and Behavioural Sciences Series. Boca Raton, FL: CRC Press (ISBN 978-1-4822-3742-9/hbk; 978-1-032-17500-3/pbk; 978-0-429-08893-3/ebook). xxvi, 608 p. (2020). Reviewer: Thorsten Dickhaus (Berlin) MSC: 62-02 62H11 62M30 62F15 62D05 62P20 62-08 PDF BibTeX XML Cite \textit{R. Haining} and \textit{G. Li}, Modelling spatial and spatial-temporal data. A Bayesian approach. Boca Raton, FL: CRC Press (2020; Zbl 1446.62002) Full Text: DOI OpenURL