Ilienko, M. K. A refinement of conditions for the almost sure convergence of series of multidimensional regression sequences. (English. Ukrainian original) Zbl 1357.40001 Theory Probab. Math. Stat. 93, 71-78 (2016); translation from Teor. Jmovirn. Mat. Stat. 93, 67-74 (2015). MSC: 40A05 62M10 60G50 60G15 PDFBibTeX XMLCite \textit{M. K. Ilienko}, Theory Probab. Math. Stat. 93, 71--78 (2016; Zbl 1357.40001); translation from Teor. Jmovirn. Mat. Stat. 93, 67--74 (2015) Full Text: DOI
Bradley, R. C. On mixing properties of some INAR models. (English) Zbl 1358.60053 J. Math. Sci., New York 219, No. 5, 639-650 (2016) and Zap. Nauchn. Semin. POMI 441, 56-72 (2015). MSC: 60G10 60J10 PDFBibTeX XMLCite \textit{R. C. Bradley}, J. Math. Sci., New York 219, No. 5, 639--650 (2016; Zbl 1358.60053) Full Text: DOI arXiv
Luati, Alessandra; Proietti, Tommaso Generalised partial autocorrelations and the mutual information between past and future. (English) Zbl 1354.60037 Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 303-315 (2016). MSC: 60G10 62M09 62M15 PDFBibTeX XMLCite \textit{A. Luati} and \textit{T. Proietti}, in: The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer. 303--315 (2016; Zbl 1354.60037) Full Text: DOI Link
Jaisson, Thibault; Rosenbaum, Mathieu The different asymptotic regimes of nearly unstable autoregressive processes. (English) Zbl 1354.60046 Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 283-301 (2016). MSC: 60G50 60F17 60G55 PDFBibTeX XMLCite \textit{T. Jaisson} and \textit{M. Rosenbaum}, in: The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer. 283--301 (2016; Zbl 1354.60046) Full Text: DOI arXiv
Sebastian, Nicy; Gorenflo, Rudolf Time series models associated with Mittag-Leffler type distributions and its properties. (English) Zbl 1357.60042 Commun. Stat., Theory Methods 45, No. 24, 7210-7225 (2016). MSC: 60G22 60K05 26A33 62M10 62E15 33E12 PDFBibTeX XMLCite \textit{N. Sebastian} and \textit{R. Gorenflo}, Commun. Stat., Theory Methods 45, No. 24, 7210--7225 (2016; Zbl 1357.60042) Full Text: DOI
Moreno, Marta; Romo, Juan Robust unit root tests with autoregressive errors. (English) Zbl 1349.62386 Commun. Stat., Theory Methods 45, No. 20, 5997-6021 (2016). MSC: 62M07 62F40 62M10 62G10 PDFBibTeX XMLCite \textit{M. Moreno} and \textit{J. Romo}, Commun. Stat., Theory Methods 45, No. 20, 5997--6021 (2016; Zbl 1349.62386) Full Text: DOI
Blasques, Francisco; Koopman, Siem Jan; Lucas, Andre; Schaumburg, Julia Spillover dynamics for systemic risk measurement using spatial financial time series models. (English) Zbl 1443.62331 J. Econom. 195, No. 2, 211-223 (2016). MSC: 62P05 62M10 62M30 PDFBibTeX XMLCite \textit{F. Blasques} et al., J. Econom. 195, No. 2, 211--223 (2016; Zbl 1443.62331) Full Text: DOI Link
Otto, Philipp; Schmid, Wolfgang Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models. (English) Zbl 1358.62101 Biom. J. 58, No. 5, 1113-1137 (2016). MSC: 62P10 62M10 62M07 62M30 PDFBibTeX XMLCite \textit{P. Otto} and \textit{W. Schmid}, Biom. J. 58, No. 5, 1113--1137 (2016; Zbl 1358.62101) Full Text: DOI
Sun, Yiguo Functional-coefficient spatial autoregressive models with nonparametric spatial weights. (English) Zbl 1443.62309 J. Econom. 195, No. 1, 134-153 (2016). MSC: 62M30 62M10 62P20 PDFBibTeX XMLCite \textit{Y. Sun}, J. Econom. 195, No. 1, 134--153 (2016; Zbl 1443.62309) Full Text: DOI
Álvarez-Liébana, Javier; Bosq, Denis; Ruiz-Medina, María D. Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces. (English) Zbl 1346.60029 Stat. Probab. Lett. 117, 12-22 (2016). MSC: 60F15 62M20 62F12 60J60 60F99 60G10 60G15 60J05 65C60 PDFBibTeX XMLCite \textit{J. Álvarez-Liébana} et al., Stat. Probab. Lett. 117, 12--22 (2016; Zbl 1346.60029) Full Text: DOI arXiv
Kutoyants, Yu. A.; Motrunich, A. On multi-step MLE-process for Markov sequences. (English) Zbl 1347.62044 Metrika 79, No. 6, 705-724 (2016). Reviewer: Daniela Jarušková (Praha) MSC: 62F12 62M05 62M10 PDFBibTeX XMLCite \textit{Yu. A. Kutoyants} and \textit{A. Motrunich}, Metrika 79, No. 6, 705--724 (2016; Zbl 1347.62044) Full Text: DOI arXiv
Bakouch, Hassan S.; Popović, Božidar V. Lindley first-order autoregressive model with applications. (English) Zbl 1347.62189 Commun. Stat., Theory Methods 45, No. 17, 4988-5006 (2016). MSC: 62M10 62F10 60G10 PDFBibTeX XMLCite \textit{H. S. Bakouch} and \textit{B. V. Popović}, Commun. Stat., Theory Methods 45, No. 17, 4988--5006 (2016; Zbl 1347.62189) Full Text: DOI
Li, Tizheng; Mei, Changlin Statistical inference on the parametric component in partially linear spatial autoregressive models. (English) Zbl 1397.62357 Commun. Stat., Simulation Comput. 45, No. 6, 1991-2006 (2016). MSC: 62M30 62F12 62M10 PDFBibTeX XMLCite \textit{T. Li} and \textit{C. Mei}, Commun. Stat., Simulation Comput. 45, No. 6, 1991--2006 (2016; Zbl 1397.62357) Full Text: DOI
Zhang, Xianyang White noise testing and model diagnostic checking for functional time series. (English) Zbl 1431.62429 J. Econom. 194, No. 1, 76-95 (2016). MSC: 62M10 62M15 62M20 62G10 PDFBibTeX XMLCite \textit{X. Zhang}, J. Econom. 194, No. 1, 76--95 (2016; Zbl 1431.62429) Full Text: DOI
Lee, Sangyeol; Lee, Youngmi; Chen, Cathy W. S. Parameter change test for zero-inflated generalized Poisson autoregressive models. (English) Zbl 1359.62376 Statistics 50, No. 3, 540-557 (2016). MSC: 62M10 62F03 62F12 60G22 62E20 PDFBibTeX XMLCite \textit{S. Lee} et al., Statistics 50, No. 3, 540--557 (2016; Zbl 1359.62376) Full Text: DOI
Wang, Hongxia; Lin, Jinguan; Wang, Jinde Nonparametric spatial regression with spatial autoregressive error structure. (English) Zbl 1360.62195 Statistics 50, No. 1, 60-75 (2016). MSC: 62G08 62M30 62G05 62E20 62J05 PDFBibTeX XMLCite \textit{H. Wang} et al., Statistics 50, No. 1, 60--75 (2016; Zbl 1360.62195) Full Text: DOI
Bodnar, Rostyslav; Bodnar, Taras; Schmid, Wolfgang Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices. (English) Zbl 1342.62143 Commun. Stat., Theory Methods 45, No. 12, 3421-3440 (2016). MSC: 62M10 62M20 60G70 62P20 91B84 PDFBibTeX XMLCite \textit{R. Bodnar} et al., Commun. Stat., Theory Methods 45, No. 12, 3421--3440 (2016; Zbl 1342.62143) Full Text: DOI
Puplinskaitė, Donata; Surgailis, Donatas Aggregation of autoregressive random fields and anisotropic long-range dependence. (English) Zbl 1356.60082 Bernoulli 22, No. 4, 2401-2441 (2016). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60G60 60E07 60F05 60G10 PDFBibTeX XMLCite \textit{D. Puplinskaitė} and \textit{D. Surgailis}, Bernoulli 22, No. 4, 2401--2441 (2016; Zbl 1356.60082) Full Text: DOI arXiv Euclid
Fawzi, Mami Tawfiq; Hakim, Ouadjed Semi parametric estimation for autoregressive process with infinite variance. (English) Zbl 1345.60015 ProbStat Forum 9, Article No. 07, 73-79 (2016). MSC: 60F05 62G05 62G32 60G70 PDFBibTeX XMLCite \textit{M. T. Fawzi} and \textit{O. Hakim}, ProbStat Forum 9, Article No. 07, 73--79 (2016; Zbl 1345.60015) Full Text: Link
Cheng, J. A transitional Markov switching autoregressive model. (English) Zbl 1342.62145 Commun. Stat., Theory Methods 45, No. 10, 2785-2800 (2016). MSC: 62M10 62M05 91B84 91G70 PDFBibTeX XMLCite \textit{J. Cheng}, Commun. Stat., Theory Methods 45, No. 10, 2785--2800 (2016; Zbl 1342.62145) Full Text: DOI
Kirchner, Matthias Hawkes and INAR(\(\infty\)) processes. (English) Zbl 1338.60133 Stochastic Processes Appl. 126, No. 8, 2494-2525 (2016). MSC: 60G55 60F05 60J80 60F99 62M10 37M10 PDFBibTeX XMLCite \textit{M. Kirchner}, Stochastic Processes Appl. 126, No. 8, 2494--2525 (2016; Zbl 1338.60133) Full Text: DOI arXiv
Baran, Sándor; Pap, Gyula; Sikolya, Kinga Testing stability in a spatial unilateral autoregressive model. (English) Zbl 1337.62192 Commun. Stat., Theory Methods 45, No. 4, 933-949 (2016). MSC: 62M02 62M10 62F12 PDFBibTeX XMLCite \textit{S. Baran} et al., Commun. Stat., Theory Methods 45, No. 4, 933--949 (2016; Zbl 1337.62192) Full Text: DOI arXiv
Arab, Idir; Dahmani, Abdelnasser Parametric estimation in autoregressive processes under quasi-associated random errors. (Estimation paramétrique dans des processus autorégressifs sous des erreurs quasi associées.) (English. French summary) Zbl 1343.62052 C. R., Math., Acad. Sci. Paris 354, No. 1, 107-111 (2016). MSC: 62M10 62F10 PDFBibTeX XMLCite \textit{I. Arab} and \textit{A. Dahmani}, C. R., Math., Acad. Sci. Paris 354, No. 1, 107--111 (2016; Zbl 1343.62052) Full Text: DOI
Carriero, Andrea; Kapetanios, George; Marcellino, Massimiliano Structural analysis with multivariate autoregressive index models. (English) Zbl 1420.62372 J. Econom. 192, No. 2, 332-348 (2016). MSC: 62M10 62F15 62M20 62P20 PDFBibTeX XMLCite \textit{A. Carriero} et al., J. Econom. 192, No. 2, 332--348 (2016; Zbl 1420.62372) Full Text: DOI Link
Kara-Terki, Nesrine; Mourid, Tahar On local asymptotic normality for functional autoregressive processes. (English) Zbl 1341.62262 J. Multivariate Anal. 148, 120-140 (2016). MSC: 62M10 62E20 62M09 PDFBibTeX XMLCite \textit{N. Kara-Terki} and \textit{T. Mourid}, J. Multivariate Anal. 148, 120--140 (2016; Zbl 1341.62262) Full Text: DOI
Schmidt, Daniel F.; Makalic, Enes Minimum message length analysis of multiple short time series. (English) Zbl 1419.62248 Stat. Probab. Lett. 110, 318-328 (2016). MSC: 62M10 62F15 PDFBibTeX XMLCite \textit{D. F. Schmidt} and \textit{E. Makalic}, Stat. Probab. Lett. 110, 318--328 (2016; Zbl 1419.62248) Full Text: DOI
Ruiz-Medina, M. D.; Romano, E.; Fernández-Pascual, R. Plug-in prediction intervals for a special class of standard ARH(1) processes. (English) Zbl 1346.60052 J. Multivariate Anal. 146, 138-150 (2016). MSC: 60G25 62M20 62M10 60G15 60G60 60G07 PDFBibTeX XMLCite \textit{M. D. Ruiz-Medina} et al., J. Multivariate Anal. 146, 138--150 (2016; Zbl 1346.60052) Full Text: DOI
Taib, Che Mohd Imran Che Forward pricing in the shipping freight market. (English) Zbl 1336.60135 Japan J. Ind. Appl. Math. 33, No. 1, 3-23 (2016). MSC: 60H30 60H10 91B70 60G51 60G10 PDFBibTeX XMLCite \textit{C. M. I. C. Taib}, Japan J. Ind. Appl. Math. 33, No. 1, 3--23 (2016; Zbl 1336.60135) Full Text: DOI
Rikimaru, Yuuki; Shibata, Ritei A good approximation of the Gaussian likelihood of simultaneous autoregressive model which yields us an asymptotically efficient estimate of parameters. (English) Zbl 1335.62142 J. Stat. Plann. Inference 173, 31-46 (2016). MSC: 62M10 62M30 62F10 62F12 60G60 PDFBibTeX XMLCite \textit{Y. Rikimaru} and \textit{R. Shibata}, J. Stat. Plann. Inference 173, 31--46 (2016; Zbl 1335.62142) Full Text: DOI
Cheng, Raymond; Ross, William T. An inner-outer factorization in \(\ell^{p}\) with applications to ARMA processes. (English) Zbl 1336.47072 J. Math. Anal. Appl. 437, No. 1, 396-418 (2016). MSC: 47N30 62M10 60G10 47A68 PDFBibTeX XMLCite \textit{R. Cheng} and \textit{W. T. Ross}, J. Math. Anal. Appl. 437, No. 1, 396--418 (2016; Zbl 1336.47072) Full Text: DOI
Glass, Anthony J.; Kenjegalieva, Karligash; Sickles, Robin C. A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers. (English) Zbl 1419.62507 J. Econom. 190, No. 2, 289-300 (2016). MSC: 62P20 62M10 62M30 PDFBibTeX XMLCite \textit{A. J. Glass} et al., J. Econom. 190, No. 2, 289--300 (2016; Zbl 1419.62507) Full Text: DOI Link
Saikkonen, Pentti; Sandberg, Rickard Testing for a unit root in noncausal autoregressive models. (English) Zbl 1337.62225 J. Time Ser. Anal. 37, No. 1, 99-125 (2016). MSC: 62M07 62F40 62M10 PDFBibTeX XMLCite \textit{P. Saikkonen} and \textit{R. Sandberg}, J. Time Ser. Anal. 37, No. 1, 99--125 (2016; Zbl 1337.62225) Full Text: DOI Link
Yang, Xiaorong Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions. (English) Zbl 1514.62059 J. Appl. Stat. 42, No. 6, 1332-1347 (2015). MSC: 62F40 62M10 60F05 62J05 62F12 PDFBibTeX XMLCite \textit{X. Yang}, J. Appl. Stat. 42, No. 6, 1332--1347 (2015; Zbl 1514.62059) Full Text: DOI
Zhang, Hanwen; Nieto, Fabio H. TAR modeling with missing data when the white noise process follows a Student’s \(t\)-distribution. (English) Zbl 1435.62343 Rev. Colomb. Estad. 38, No. 1, 239-266 (2015). MSC: 62M10 62F15 62D10 62M20 PDFBibTeX XMLCite \textit{H. Zhang} and \textit{F. H. Nieto}, Rev. Colomb. Estad. 38, No. 1, 239--266 (2015; Zbl 1435.62343) Full Text: DOI
Li, Jing; Lee, Junsoo Improved autoregressive forecasts in the presence of non-normal errors. (English) Zbl 1457.62268 J. Stat. Comput. Simulation 85, No. 14, 2936-2952 (2015). MSC: 62M10 62M20 62P20 PDFBibTeX XMLCite \textit{J. Li} and \textit{J. Lee}, J. Stat. Comput. Simulation 85, No. 14, 2936--2952 (2015; Zbl 1457.62268) Full Text: DOI
Ahmed, S. E.; Hussein, A.; Al-Momani, Marwan Efficient estimation for the conditional autoregressive model. (English) Zbl 1457.62252 J. Stat. Comput. Simulation 85, No. 13, 2569-2581 (2015). MSC: 62M10 62J07 62M30 62P20 PDFBibTeX XMLCite \textit{S. E. Ahmed} et al., J. Stat. Comput. Simulation 85, No. 13, 2569--2581 (2015; Zbl 1457.62252) Full Text: DOI
Kumar, T. L. Mohan; Prajneshu Development of hybrid models for forecasting time-series data using nonlinear SVR enhanced by PSO. (English) Zbl 1423.62114 J. Stat. Theory Pract. 9, No. 4, 699-711 (2015). MSC: 62M10 62P20 62M20 PDFBibTeX XMLCite \textit{T. L. M. Kumar} and \textit{Prajneshu}, J. Stat. Theory Pract. 9, No. 4, 699--711 (2015; Zbl 1423.62114) Full Text: DOI
Benth, Fred Espen; Koekebakker, Steen; Taib, Che Mohd Imran Che Stochastic dynamical modelling of spot freight rates. (English) Zbl 1433.91198 IMA J. Manag. Math. 26, No. 3, 273-297 (2015). MSC: 91G70 60G51 91B70 PDFBibTeX XMLCite \textit{F. E. Benth} et al., IMA J. Manag. Math. 26, No. 3, 273--297 (2015; Zbl 1433.91198) Full Text: DOI
Ghodsi, A. Conditional maximum likelihood estimation of the first-order spatial integer-valued autoregressive (SINAR(1,1) model. (English) Zbl 1412.62125 J. Iran. Stat. Soc. JIRSS 14, No. 2, 15-36 (2015). MSC: 62M30 62M10 PDFBibTeX XMLCite \textit{A. Ghodsi}, J. Iran. Stat. Soc. JIRSS 14, No. 2, 15--36 (2015; Zbl 1412.62125) Full Text: Link
Lefebvre, Mario; Bensalma, Fatima Modeling and forecasting river flows by means of filtered Poisson processes. (English) Zbl 1428.86003 Appl. Math. Modelling 39, No. 1, 230-243 (2015). MSC: 86A05 60G55 60K10 PDFBibTeX XMLCite \textit{M. Lefebvre} and \textit{F. Bensalma}, Appl. Math. Modelling 39, No. 1, 230--243 (2015; Zbl 1428.86003) Full Text: DOI
Yu, Dalei; Bai, Peng; Ding, Chang Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias. (English) Zbl 1468.62224 Comput. Stat. Data Anal. 87, 116-135 (2015). MSC: 62-08 62M10 62M30 62P20 PDFBibTeX XMLCite \textit{D. Yu} et al., Comput. Stat. Data Anal. 87, 116--135 (2015; Zbl 1468.62224) Full Text: DOI
Born, Benjamin; Demetrescu, Matei Recursive adjustment for general deterministic components and improved cointegration rank tests. (English) Zbl 1499.62299 J. Time Ser. Econom. 7, No. 2, 143-179 (2015). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{B. Born} and \textit{M. Demetrescu}, J. Time Ser. Econom. 7, No. 2, 143--179 (2015; Zbl 1499.62299) Full Text: DOI Link
Yau, Chun Yip; Tang, Chong Man; Lee, Thomas C. M. Estimation of multiple-regime threshold autoregressive models with structural breaks. (English) Zbl 1373.62461 J. Am. Stat. Assoc. 110, No. 511, 1175-1186 (2015). MSC: 62M10 62M09 62P20 PDFBibTeX XMLCite \textit{C. Y. Yau} et al., J. Am. Stat. Assoc. 110, No. 511, 1175--1186 (2015; Zbl 1373.62461) Full Text: DOI Link
Wang, Tianhao; Xia, Yingcun Whittle likelihood estimation of nonlinear autoregressive models with moving average residuals. (English) Zbl 1373.62460 J. Am. Stat. Assoc. 110, No. 511, 1083-1099 (2015). MSC: 62M10 62G07 62G20 62M15 PDFBibTeX XMLCite \textit{T. Wang} and \textit{Y. Xia}, J. Am. Stat. Assoc. 110, No. 511, 1083--1099 (2015; Zbl 1373.62460) Full Text: DOI
Amorós, Rubén; Conesa, David; Martinez-Beneito, Miguel Angel; López-Quílez, Antonio Statistical methods for detecting the onset of influenza outbreaks: a review. (English) Zbl 1369.62287 REVSTAT 13, No. 1, 41-62 (2015). MSC: 62P10 62F15 62M05 92C60 PDFBibTeX XMLCite \textit{R. Amorós} et al., REVSTAT 13, No. 1, 41--62 (2015; Zbl 1369.62287) Full Text: Link
Hsu, Alex; Palomino, Francisco A simple nonnegative process for equilibrium models. (English) Zbl 1364.91088 Econ. Lett. 132, 39-44 (2015). MSC: 91B51 91B64 PDFBibTeX XMLCite \textit{A. Hsu} and \textit{F. Palomino}, Econ. Lett. 132, 39--44 (2015; Zbl 1364.91088) Full Text: DOI
Jose, K. K.; Krishna, E.; Ristic, Miroslav M. On record values and reliability properties of Marshall-Olkin extended exponential distribution. (English) Zbl 1359.62430 J. Appl. Stat. Sci. 21(2013), No. 1, 83-100 (2015). MSC: 62N05 62H10 62E10 62E20 62M10 PDFBibTeX XMLCite \textit{K. K. Jose} et al., J. Appl. Stat. Sci. 21, No. 1, 83--100 (2015; Zbl 1359.62430)
Schweer, Sebastian On the time-reversibility of integer-valued autoregressive processes of general order. (English) Zbl 1351.62171 Steland, Ansgar (ed.) et al., Stochastic models, statistics and their applications. Collected papers based on the presentations at the 12th workshop, Wrocław, Poland, February 2015. Cham: Springer (ISBN 978-3-319-13880-0/hbk; 978-3-319-13881-7/ebook). Springer Proceedings in Mathematics & Statistics 122, 169-177 (2015). MSC: 62M10 PDFBibTeX XMLCite \textit{S. Schweer}, Springer Proc. Math. Stat. 122, 169--177 (2015; Zbl 1351.62171) Full Text: DOI
Wu, Yanke; Tian, Maozai Estimation of spatial quantile autoregressive model via EM algorithm. (Chinese. English summary) Zbl 1349.62434 Math. Pract. Theory 45, No. 11, 193-199 (2015). MSC: 62M10 62M30 62F10 PDFBibTeX XMLCite \textit{Y. Wu} and \textit{M. Tian}, Math. Pract. Theory 45, No. 11, 193--199 (2015; Zbl 1349.62434)
Zhang, Yongli; Koreisha, Sergio Adaptive order determination for constructing time series forecasting models. (English) Zbl 1343.62074 Commun. Stat., Theory Methods 44, No. 22, 4826-4847 (2015). MSC: 62M10 62F07 PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{S. Koreisha}, Commun. Stat., Theory Methods 44, No. 22, 4826--4847 (2015; Zbl 1343.62074) Full Text: DOI
Peng, Cuixin; Wang, Dehui; Zhao, Zhiwen Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions. (English) Zbl 1333.62215 J. Inequal. Appl. 2015, Paper No. 218, 13 p. (2015). MSC: 62M10 62M05 PDFBibTeX XMLCite \textit{C. Peng} et al., J. Inequal. Appl. 2015, Paper No. 218, 13 p. (2015; Zbl 1333.62215) Full Text: DOI
Zhao, Zhiwen; Hu, Yadi Statistical inference for first-order random coefficient integer-valued autoregressive processes. (English) Zbl 1333.62219 J. Inequal. Appl. 2015, Paper No. 359, 12 p. (2015). MSC: 62M10 62M05 PDFBibTeX XMLCite \textit{Z. Zhao} and \textit{Y. Hu}, J. Inequal. Appl. 2015, Paper No. 359, 12 p. (2015; Zbl 1333.62219) Full Text: DOI
Porto, Rogério F.; Molina, Oscar E.; Salcedo, Gladys E. A tv-IVAR model for multivariate irregular time series. (English) Zbl 1333.62216 Adv. Appl. Stat. 45, No. 3, 181-200 (2015). MSC: 62M10 PDFBibTeX XMLCite \textit{R. F. Porto} et al., Adv. Appl. Stat. 45, No. 3, 181--200 (2015; Zbl 1333.62216) Full Text: DOI Link
Koroliouk, D. V. Binary statistical experiments with persistent nonlinear regression. (English. Ukrainian original) Zbl 1331.62095 Theory Probab. Math. Stat. 91, 71-80 (2015); translation from Teor. Jmovirn. Mat. Stat. 91, 64-73 (2014). MSC: 62F05 60J70 62M05 PDFBibTeX XMLCite \textit{D. V. Koroliouk}, Theory Probab. Math. Stat. 91, 71--80 (2015; Zbl 1331.62095); translation from Teor. Jmovirn. Mat. Stat. 91, 64--73 (2014) Full Text: DOI
Bitseki Penda, S. Valère Deviation inequalities for bifurcating Markov chains on Galton-Watson tree. (English) Zbl 1335.60136 ESAIM, Probab. Stat. 19, 689-724 (2015). MSC: 60J10 60J80 60E15 60J85 92C37 PDFBibTeX XMLCite \textit{S. V. Bitseki Penda}, ESAIM, Probab. Stat. 19, 689--724 (2015; Zbl 1335.60136) Full Text: DOI arXiv
Ailliot, Pierre; Pène, Françoise Consistency of the maximum likelihood estimate for non-homogeneous Markov-switching models. (English) Zbl 1330.62101 ESAIM, Probab. Stat. 19, 268-292 (2015). MSC: 62F12 62M05 62-07 86A32 PDFBibTeX XMLCite \textit{P. Ailliot} and \textit{F. Pène}, ESAIM, Probab. Stat. 19, 268--292 (2015; Zbl 1330.62101) Full Text: DOI arXiv
Ferreira, Guillermo; Figueroa-Zúñiga, Jorge I.; de Castro, Mário Partially linear beta regression model with autoregressive errors. (English) Zbl 1329.62128 Test 24, No. 4, 752-775 (2015). MSC: 62F15 62J05 PDFBibTeX XMLCite \textit{G. Ferreira} et al., Test 24, No. 4, 752--775 (2015; Zbl 1329.62128) Full Text: DOI
Li, Li; Hanson, Timothy; Zhang, Jiajia Spatial extended hazard model with application to prostate cancer survival. (English) Zbl 1390.62283 Biometrics 71, No. 2, 313-322 (2015). MSC: 62P10 62M30 62G05 62N01 PDFBibTeX XMLCite \textit{L. Li} et al., Biometrics 71, No. 2, 313--322 (2015; Zbl 1390.62283) Full Text: DOI Link
Leucht, Anne; Kreiss, Jens-Peter; Neumann, Michael H. A model specification test for GARCH(1,1) processes. (English) Zbl 1419.62238 Scand. J. Stat. 42, No. 4, 1167-1193 (2015). MSC: 62M10 62G10 62G09 62G20 PDFBibTeX XMLCite \textit{A. Leucht} et al., Scand. J. Stat. 42, No. 4, 1167--1193 (2015; Zbl 1419.62238) Full Text: DOI Link
Brockwell, Peter J.; Lindner, Alexander CARMA processes as solutions of integral equations. (English) Zbl 1356.60072 Stat. Probab. Lett. 107, 221-227 (2015). MSC: 60G51 60H10 PDFBibTeX XMLCite \textit{P. J. Brockwell} and \textit{A. Lindner}, Stat. Probab. Lett. 107, 221--227 (2015; Zbl 1356.60072) Full Text: DOI
Giraud, Christophe; Roueff, François; Sanchez-Perez, Andres Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes. (English) Zbl 1327.62478 Ann. Stat. 43, No. 6, 2412-2450 (2015). MSC: 62M20 62G99 62M10 68W27 PDFBibTeX XMLCite \textit{C. Giraud} et al., Ann. Stat. 43, No. 6, 2412--2450 (2015; Zbl 1327.62478) Full Text: DOI arXiv Euclid
Cheng, Raymond; Harris, Charles B. Mixed-norm spaces and prediction of \(\mathrm{S}\alpha\mathrm{S}\) moving averages. (English) Zbl 1334.60059 J. Time Ser. Anal. 36, No. 6, 853-875 (2015). Reviewer: Vjacheslav Vasiliev (Tomsk) MSC: 60G25 60G52 62M20 62M10 46N30 46E35 PDFBibTeX XMLCite \textit{R. Cheng} and \textit{C. B. Harris}, J. Time Ser. Anal. 36, No. 6, 853--875 (2015; Zbl 1334.60059) Full Text: DOI
Cheng, Fuxia Strong consistency of the distribution estimator in the nonlinear autoregressive time series. (English) Zbl 1343.62056 J. Multivariate Anal. 142, 41-47 (2015). MSC: 62M10 62G07 62G20 60G10 60F15 PDFBibTeX XMLCite \textit{F. Cheng}, J. Multivariate Anal. 142, 41--47 (2015; Zbl 1343.62056) Full Text: DOI
Li, Pei; Banerjee, Sudipto; Hanson, Timothy A.; McBean, Alexander M. Bayesian models for detecting difference boundaries in areal data. (English) Zbl 1480.62190 Stat. Sin. 25, No. 1, 385-402 (2015). MSC: 62M30 62M10 62P10 PDFBibTeX XMLCite \textit{P. Li} et al., Stat. Sin. 25, No. 1, 385--402 (2015; Zbl 1480.62190) Full Text: DOI
Demel, Samuel Seth; Du, Juan Spatio-temporal models for some data sets in continuous space and discrete time. (English) Zbl 1480.62187 Stat. Sin. 25, No. 1, 81-98 (2015). MSC: 62M30 62M10 PDFBibTeX XMLCite \textit{S. S. Demel} and \textit{J. Du}, Stat. Sin. 25, No. 1, 81--98 (2015; Zbl 1480.62187) Full Text: DOI Link
Zhang, Xiaochu; Frey, Robert Improving ARMA-GARCH forecasts for high frequency data with regime-switching ARMA-GARCH. (English) Zbl 1334.62183 J. Comput. Anal. Appl. 18, No. 4, 727-751 (2015). MSC: 62P05 62M05 62M10 91G70 PDFBibTeX XMLCite \textit{X. Zhang} and \textit{R. Frey}, J. Comput. Anal. Appl. 18, No. 4, 727--751 (2015; Zbl 1334.62183)
Kang, Jiwon; Song, Junmo Robust parameter change test for Poisson autoregressive models. (English) Zbl 1356.62142 Stat. Probab. Lett. 104, 14-21 (2015). MSC: 62M10 62G20 62G35 62M07 PDFBibTeX XMLCite \textit{J. Kang} and \textit{J. Song}, Stat. Probab. Lett. 104, 14--21 (2015; Zbl 1356.62142) Full Text: DOI
Hui, Jiang; Lei, Yu Precise asymptotics in complete moment convergence of parameter estimator in the Gaussian autoregressive process. (English) Zbl 1320.60084 Commun. Stat., Theory Methods 44, No. 7, 1483-1496 (2015). MSC: 60F15 60G15 60F10 62J05 60G42 PDFBibTeX XMLCite \textit{J. Hui} and \textit{Y. Lei}, Commun. Stat., Theory Methods 44, No. 7, 1483--1496 (2015; Zbl 1320.60084) Full Text: DOI
Xu, Xingbai; Lee, Lung-fei Maximum likelihood estimation of a spatial autoregressive Tobit model. (English) Zbl 1337.62166 J. Econom. 188, No. 1, 264-280 (2015). MSC: 62M30 62J05 62M09 62F12 62P20 PDFBibTeX XMLCite \textit{X. Xu} and \textit{L.-f. Lee}, J. Econom. 188, No. 1, 264--280 (2015; Zbl 1337.62166) Full Text: DOI
Sang, Hailin; Sun, Yan Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes. (English) Zbl 1369.62237 Statistics 49, No. 1, 187-208 (2015). MSC: 62M10 62F12 60F05 60G10 PDFBibTeX XMLCite \textit{H. Sang} and \textit{Y. Sun}, Statistics 49, No. 1, 187--208 (2015; Zbl 1369.62237) Full Text: DOI arXiv
Shaarawy, Samir M.; Ali, Sherif S. Bayesian identification of seasonal multivariate autoregressive processes. (English) Zbl 1346.37063 Commun. Stat., Theory Methods 44, No. 4, 823-836 (2015). MSC: 37M10 62F15 PDFBibTeX XMLCite \textit{S. M. Shaarawy} and \textit{S. S. Ali}, Commun. Stat., Theory Methods 44, No. 4, 823--836 (2015; Zbl 1346.37063) Full Text: DOI
Cheng, Raymond Prediction of stationary Gaussian random fields with incomplete quarterplane past. (English) Zbl 1319.60107 J. Multivariate Anal. 139, 245-258 (2015). MSC: 60G60 60G15 60G25 62M20 PDFBibTeX XMLCite \textit{R. Cheng}, J. Multivariate Anal. 139, 245--258 (2015; Zbl 1319.60107) Full Text: DOI
Xu, Xingbai; Lee, Lung-Fei A spatial autoregressive model with a nonlinear transformation of the dependent variable. (English) Zbl 1332.62366 J. Econom. 186, No. 1, 1-18 (2015). MSC: 62M30 62J02 PDFBibTeX XMLCite \textit{X. Xu} and \textit{L.-F. Lee}, J. Econom. 186, No. 1, 1--18 (2015; Zbl 1332.62366) Full Text: DOI
Ghosh, Himadri; Gurung, Bishal; Gupta, Prajneshu Fitting EXPAR models through the extended Kalman filter. (English) Zbl 1312.62106 Sankhyā, Ser. B 77, No. 1, 27-44 (2015). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{H. Ghosh} et al., Sankhyā, Ser. B 77, No. 1, 27--44 (2015; Zbl 1312.62106) Full Text: DOI
Withers, Christopher S.; Nadarajah, Saralees The joint distribution of the maximum and minimum of an AR(1) process. (English) Zbl 1328.60129 Stat. Probab. Lett. 99, 77-84 (2015). MSC: 60G70 62E17 PDFBibTeX XMLCite \textit{C. S. Withers} and \textit{S. Nadarajah}, Stat. Probab. Lett. 99, 77--84 (2015; Zbl 1328.60129) Full Text: DOI
Kirch, Claudia; Tadjuidje Kamgaing, Joseph On the use of estimating functions in monitoring time series for change points. (English) Zbl 1311.62122 J. Stat. Plann. Inference 161, 25-49 (2015). MSC: 62L10 62G10 62M10 62M45 PDFBibTeX XMLCite \textit{C. Kirch} and \textit{J. Tadjuidje Kamgaing}, J. Stat. Plann. Inference 161, 25--49 (2015; Zbl 1311.62122) Full Text: DOI
Ailliot, Pierre; Bessac, Julie; Monbet, Valérie; Pène, Françoise Non-homogeneous hidden Markov-switching models for wind time series. (English) Zbl 1311.62189 J. Stat. Plann. Inference 160, 75-88 (2015). MSC: 62P12 62M02 62M10 PDFBibTeX XMLCite \textit{P. Ailliot} et al., J. Stat. Plann. Inference 160, 75--88 (2015; Zbl 1311.62189) Full Text: DOI HAL
Benth, Fred Espen; Blanco, Sara Ana Solanilla Forward prices as functionals of the spot path in commodity markets modeled by Lévy semistationary processes. (English) Zbl 1337.91087 Int. J. Theor. Appl. Finance 18, No. 2, Article ID 1550010, 35 p. (2015). MSC: 91G20 60G51 60G10 62M10 62P05 PDFBibTeX XMLCite \textit{F. E. Benth} and \textit{S. A. S. Blanco}, Int. J. Theor. Appl. Finance 18, No. 2, Article ID 1550010, 35 p. (2015; Zbl 1337.91087) Full Text: DOI
Qu, Xi; Lee, Lung-fei Estimating a spatial autoregressive model with an endogenous spatial weight matrix. (English) Zbl 1332.62342 J. Econom. 184, No. 2, 209-232 (2015). MSC: 62M10 62M30 62F12 PDFBibTeX XMLCite \textit{X. Qu} and \textit{L.-f. Lee}, J. Econom. 184, No. 2, 209--232 (2015; Zbl 1332.62342) Full Text: DOI
Ruiz-Medina, M. D.; Espejo, R. M. Maximum-likelihood asymptotic inference for autoregressive Hilbertian processes. (English) Zbl 1343.60019 Methodol. Comput. Appl. Probab. 17, No. 1, 207-222 (2015). MSC: 60F05 62G05 62G20 60G42 60G15 62E20 91G60 65C60 PDFBibTeX XMLCite \textit{M. D. Ruiz-Medina} and \textit{R. M. Espejo}, Methodol. Comput. Appl. Probab. 17, No. 1, 207--222 (2015; Zbl 1343.60019) Full Text: DOI
Bercu, Bernard; Blandin, Vassili Limit theorems for bifurcating integer-valued autoregressive processes. (English) Zbl 1318.60034 Stat. Inference Stoch. Process. 18, No. 1, 33-67 (2015). Reviewer: Neville Weber (Sydney) MSC: 60F15 60F05 60G42 62M10 PDFBibTeX XMLCite \textit{B. Bercu} and \textit{V. Blandin}, Stat. Inference Stoch. Process. 18, No. 1, 33--67 (2015; Zbl 1318.60034) Full Text: DOI arXiv
Bercu, Bernard; Blandin, Vassili A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes. (English) Zbl 1333.60046 Stochastic Processes Appl. 125, No. 4, 1218-1243 (2015). MSC: 60F15 60F05 60G42 62F12 PDFBibTeX XMLCite \textit{B. Bercu} and \textit{V. Blandin}, Stochastic Processes Appl. 125, No. 4, 1218--1243 (2015; Zbl 1333.60046) Full Text: DOI arXiv
Fan, Xiequan; Grama, Ion; Liu, Quansheng Exponential inequalities for martingales with applications. (English) Zbl 1320.60058 Electron. J. Probab. 20, Paper No. 1, 22 p. (2015). MSC: 60E15 60G42 PDFBibTeX XMLCite \textit{X. Fan} et al., Electron. J. Probab. 20, Paper No. 1, 22 p. (2015; Zbl 1320.60058) Full Text: DOI arXiv
Gao, Jiti; King, Maxwell Specification testing in parametric trending models with unknown errors. (English) Zbl 1453.62631 Chang, Yoosoon (ed.) et al., Essays in honor of Peter C. B. Phillips. Bingley: Emerald. Adv. Econom. 33, 151-202 (2014). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{J. Gao} and \textit{M. King}, Adv. Econom. 33, 151--202 (2014; Zbl 1453.62631) Full Text: DOI
Haghbin, H.; Shishebor, Z.; Soltani, A. R. Hilbertian spatial periodically correlated first order autoregressive models. (English) Zbl 1414.62402 Adv. Data Anal. Classif., ADAC 8, No. 3, 303-319 (2014). MSC: 62M30 62M40 PDFBibTeX XMLCite \textit{H. Haghbin} et al., Adv. Data Anal. Classif., ADAC 8, No. 3, 303--319 (2014; Zbl 1414.62402) Full Text: DOI
Chen, Yu-chun; Cheng, Ming-Yen; Wu, Hau-Tieng Non-parametric and adaptive modelling of dynamic periodicity and trend with heteroscedastic and dependent errors. (English) Zbl 1411.62251 J. R. Stat. Soc., Ser. B, Stat. Methodol. 76, No. 3, 651-682 (2014). MSC: 62M10 62G05 62P10 62G08 PDFBibTeX XMLCite \textit{Y.-c. Chen} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 76, No. 3, 651--682 (2014; Zbl 1411.62251) Full Text: DOI arXiv
Ver Hoef, Jay M.; Cameron, Michael F.; Boveng, Peter L.; London, Josh M.; Moreland, Erin E. A spatial hierarchical model for abundance of three ice-associated seal species in the eastern Bering Sea. (English) Zbl 1486.62289 Stat. Methodol. 17, 46-66 (2014). MSC: 62P10 62M30 92D25 PDFBibTeX XMLCite \textit{J. M. Ver Hoef} et al., Stat. Methodol. 17, 46--66 (2014; Zbl 1486.62289) Full Text: DOI
Ahmad, Yamin; Lo, Ming Chien Nonlinear time series models and model selection. (English) Zbl 1407.62307 Ma, Jun (ed.) et al., Recent advances in estimating nonlinear models. With applications in economics and finance. New York, NY: Springer. 99-121 (2014). MSC: 62M10 62M02 62P20 PDFBibTeX XMLCite \textit{Y. Ahmad} and \textit{M. C. Lo}, in: Recent advances in estimating nonlinear models. With applications in economics and finance. New York, NY: Springer. 99--121 (2014; Zbl 1407.62307) Full Text: DOI
Morley, James; Rabah, Zohra Testing for a Markov-switching mean in serially correlated data. (English) Zbl 1407.62303 Ma, Jun (ed.) et al., Recent advances in estimating nonlinear models. With applications in economics and finance. New York, NY: Springer. 85-97 (2014). MSC: 62M02 62M10 62F40 62P20 PDFBibTeX XMLCite \textit{J. Morley} and \textit{Z. Rabah}, in: Recent advances in estimating nonlinear models. With applications in economics and finance. New York, NY: Springer. 85--97 (2014; Zbl 1407.62303) Full Text: DOI
de Saporta, Benoîte; Gégout-Petit, Anne; Marsalle, Laurence Statistical study of asymmetry in cell lineage data. (English) Zbl 1471.62051 Comput. Stat. Data Anal. 69, 15-39 (2014). MSC: 62-08 62P10 62M10 62M05 60J80 62F12 PDFBibTeX XMLCite \textit{B. de Saporta} et al., Comput. Stat. Data Anal. 69, 15--39 (2014; Zbl 1471.62051) Full Text: DOI arXiv
Wergen, Gregor Modeling record-breaking stock prices. (English) Zbl 1402.91970 Physica A 396, 114-133 (2014). MSC: 91G80 62G32 62M10 91G70 PDFBibTeX XMLCite \textit{G. Wergen}, Physica A 396, 114--133 (2014; Zbl 1402.91970) Full Text: DOI arXiv
Gao, Xiaoming; He, Chong; Sun, Dongchu Adjusting nonresponse bias in small area estimation without covariates via a Bayesian spatial model. (English) Zbl 1388.62278 Stat. Interface 7, No. 4, 517-530 (2014). MSC: 62M30 PDFBibTeX XMLCite \textit{X. Gao} et al., Stat. Interface 7, No. 4, 517--530 (2014; Zbl 1388.62278) Full Text: DOI
Chan, Ngai Hang; Yau, Chun Yip; Zhang, Rong-Mao Group Lasso for structural break time series. (English) Zbl 1367.62251 J. Am. Stat. Assoc. 109, No. 506, 590-599 (2014). MSC: 62M10 62M07 62J07 PDFBibTeX XMLCite \textit{N. H. Chan} et al., J. Am. Stat. Assoc. 109, No. 506, 590--599 (2014; Zbl 1367.62251) Full Text: DOI
Ing, Ching-Kang; Yang, Chiao-Yi Predictor selection for positive autoregressive processes. (English) Zbl 1367.62272 J. Am. Stat. Assoc. 109, No. 505, 243-253 (2014). MSC: 62M20 62M10 62M09 62G32 PDFBibTeX XMLCite \textit{C.-K. Ing} and \textit{C.-Y. Yang}, J. Am. Stat. Assoc. 109, No. 505, 243--253 (2014; Zbl 1367.62272) Full Text: DOI
Marszałek, A.; Burczyński, T. Modeling and forecasting financial time series with ordered fuzzy candlesticks. (English) Zbl 1414.91425 Inf. Sci. 273, 144-155 (2014). MSC: 91G70 62M10 62M86 PDFBibTeX XMLCite \textit{A. Marszałek} and \textit{T. Burczyński}, Inf. Sci. 273, 144--155 (2014; Zbl 1414.91425) Full Text: DOI
Hu, Hongchang; Pan, Xiong Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes. (English) Zbl 1346.60017 J. Inequal. Appl. 2014, Paper No. 474, 25 p. (2014). MSC: 60F05 62F12 62M10 60G10 60G42 62F35 PDFBibTeX XMLCite \textit{H. Hu} and \textit{X. Pan}, J. Inequal. Appl. 2014, Paper No. 474, 25 p. (2014; Zbl 1346.60017) Full Text: DOI
Vasilyev, Vasily; Dobrovidov, Alexander On evaluation of discrete states of hidden Markov chain under uncertainty conditions. (English) Zbl 1356.60112 Dudin, Alexander (ed.) et al., Information technologies and mathematical modelling. 13th international scientific conference, named after A. F. Terpugov, ITMM 2014, Anzhero-Sudzhensk, Russia, November 20–22, 2014. Proceedings. Cham: Springer (ISBN 978-3-319-13670-7/pbk; 978-3-319-13671-4/ebook). Communications in Computer and Information Science 487, 422-431 (2014). MSC: 60J10 60J22 62G07 62M20 PDFBibTeX XMLCite \textit{V. Vasilyev} and \textit{A. Dobrovidov}, Commun. Comput. Inf. Sci. 487, 422--431 (2014; Zbl 1356.60112) Full Text: DOI
Jung, Hye Young; Lee, Woo Joo; Yoon, Jin Hee A unified approach to asymptotic behaviors for the autoregressive model with fuzzy data. (English) Zbl 1321.62109 Inf. Sci. 257, 127-137 (2014). MSC: 62M10 62M86 PDFBibTeX XMLCite \textit{H. Y. Jung} et al., Inf. Sci. 257, 127--137 (2014; Zbl 1321.62109) Full Text: DOI
Ferreira, Marta Tail dependence of a Pareto process. (English) Zbl 1319.60115 Pacheco, António (ed.) et al., New advances in statistical modeling and applications. Selected papers based on the presentations at the 19th annual congress of the Portuguese Statistical Society, SPE 2011, September 28 – October 1, 2011. Cham: Springer (ISBN 978-3-319-05322-6/hbk; 978-3-319-05323-3/ebook). Studies in Theoretical and Applied Statistics. Selected Papers of the Statistical Societies, 177-185 (2014). MSC: 60G70 PDFBibTeX XMLCite \textit{M. Ferreira}, in: New advances in statistical modeling and applications. Selected papers based on the presentations at the 19th annual congress of the Portuguese Statistical Society, SPE 2011, September 28 -- October 1, 2011. Cham: Springer. 177--185 (2014; Zbl 1319.60115) Full Text: DOI
Guidolin, Massimo; Hyde, Stuart Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data. (English) Zbl 1402.91699 Quant. Finance 14, No. 12, 2135-2153 (2014). MSC: 91G10 62M20 62P05 62M05 PDFBibTeX XMLCite \textit{M. Guidolin} and \textit{S. Hyde}, Quant. Finance 14, No. 12, 2135--2153 (2014; Zbl 1402.91699) Full Text: DOI Link