Wu, Shi-peng; Yang, Wen-zhi; Gao, Min; Hu, Shu-he Asymptotic normality of error density estimator in stationary and explosive autoregressive models. (English) Zbl 07852120 Appl. Math., Ser. B (Engl. Ed.) 39, No. 1, 140-158 (2024). MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{S.-p. Wu} et al., Appl. Math., Ser. B (Engl. Ed.) 39, No. 1, 140--158 (2024; Zbl 07852120) Full Text: DOI
Gao, Min; Yang, Wenzhi; Wu, Shipeng; Yu, Wei Asymptotic normality of residual density estimator in stationary and explosive autoregressive models. (English) Zbl 07584284 Comput. Stat. Data Anal. 175, Article ID 107549, 22 p. (2022). MSC: 62M10 62G07 62E20 PDFBibTeX XMLCite \textit{M. Gao} et al., Comput. Stat. Data Anal. 175, Article ID 107549, 22 p. (2022; Zbl 07584284) Full Text: DOI
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 PDFBibTeX XMLCite \textit{J. Marino} et al., Mach. Learn. 111, No. 4, 1597--1620 (2022; Zbl 07570137) Full Text: DOI arXiv Link
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 PDFBibTeX XMLCite \textit{G. Yu. Sofronov}, Methodol. Comput. Appl. Probab. 22, No. 1, 1--12 (2020; Zbl 1434.60122) Full Text: DOI
Wei, Bowen; Chen, Liangjie; Li, Huokun; Yuan, Dongyang; Wang, Gang Optimized prediction model for concrete dam displacement based on signal residual amendment. (English) Zbl 1481.62124 Appl. Math. Modelling 78, 20-36 (2020). MSC: 62P30 62M20 PDFBibTeX XMLCite \textit{B. Wei} et al., Appl. Math. Modelling 78, 20--36 (2020; Zbl 1481.62124) Full Text: DOI
Hinrichs, Günter; Kolb, Martin; Wachtel, Vitali Persistence of one-dimensional AR(1)-sequences. (English) Zbl 1431.60070 J. Theor. Probab. 33, No. 1, 65-102 (2020). MSC: 60J05 60G40 PDFBibTeX XMLCite \textit{G. Hinrichs} et al., J. Theor. Probab. 33, No. 1, 65--102 (2020; Zbl 1431.60070) Full Text: DOI arXiv
Lin, Fu; Chen, Jie Learning low-complexity autoregressive models via proximal alternating minimization. (English) Zbl 1412.62120 Syst. Control Lett. 122, 48-53 (2018). MSC: 62M10 93D05 65C60 PDFBibTeX XMLCite \textit{F. Lin} and \textit{J. Chen}, Syst. Control Lett. 122, 48--53 (2018; Zbl 1412.62120) Full Text: DOI arXiv
Koshulyan, Alexey V.; Malajchuk, Valentin P. Autoregressive model for a finite random sequence on the unit circle for investigating the fluctuations of residual stresses in the rims of new railroad wheels. (English) Zbl 07880637 Appl. Stoch. Models Bus. Ind. 30, No. 6, 797-805 (2014). MSC: 62-XX PDFBibTeX XMLCite \textit{A. V. Koshulyan} and \textit{V. P. Malajchuk}, Appl. Stoch. Models Bus. Ind. 30, No. 6, 797--805 (2014; Zbl 07880637) Full Text: DOI
Ruiz-Medina, M. D.; Salmerón, R. Functional maximum-likelihood estimation of ARH(\(p\)) models. (English) Zbl 1416.62525 Stoch. Environ. Res. Risk Assess. 24, No. 1, 131-146 (2010). MSC: 62M10 62G05 62H25 PDFBibTeX XMLCite \textit{M. D. Ruiz-Medina} and \textit{R. Salmerón}, Stoch. Environ. Res. Risk Assess. 24, No. 1, 131--146 (2010; Zbl 1416.62525) Full Text: DOI
Buldygin, Valerii V.; Runovska, Marina K. On the convergence of series of autoregressive sequences in Banach spaces. (English) Zbl 1224.60094 Theory Stoch. Process. 16, No. 1, 29-38 (2010). MSC: 60G50 60G15 40C05 60G30 PDFBibTeX XMLCite \textit{V. V. Buldygin} and \textit{M. K. Runovska}, Theory Stoch. Process. 16, No. 1, 29--38 (2010; Zbl 1224.60094)
Buldygin, Valerii V.; Runovska, Marina K. On the convergence of series of autoregressive sequences. (English) Zbl 1224.60093 Theory Stoch. Process. 15, No. 1, 7-14 (2009). MSC: 60G50 60G15 40C05 PDFBibTeX XMLCite \textit{V. V. Buldygin} and \textit{M. K. Runovska}, Theory Stoch. Process. 15, No. 1, 7--14 (2009; Zbl 1224.60093)
Bentarzi, M.; Guerbyenne, H.; Merzougui, M. Adaptive estimation of causal periodic autoregressive model. (English) Zbl 1191.62145 Commun. Stat., Simulation Comput. 38, No. 8, 1592-1609 (2009). MSC: 62M10 62G05 62G20 65C60 PDFBibTeX XMLCite \textit{M. Bentarzi} et al., Commun. Stat., Simulation Comput. 38, No. 8, 1592--1609 (2009; Zbl 1191.62145) Full Text: DOI
Kaňková, V. Multistage stochastic programs via autoregressive sequences and individual probability constraints. (English) Zbl 1154.90557 Kybernetika 44, No. 2, 151-170 (2008). MSC: 90C15 PDFBibTeX XMLCite \textit{V. Kaňková}, Kybernetika 44, No. 2, 151--170 (2008; Zbl 1154.90557) Full Text: EuDML Link
Castanié, Francis (ed.) [Le Carpentier, Éric; Besson, Olivier; Ferrari, André; Mailhes, Corinne; Martin, Nadine; Marcos, Sylvie] Spectral analysis. Parametric and non-parametric digital methods. Translated from the 2003 French original. (English) Zbl 1138.94005 Digital Signal and Image Processing Series (DSP). London: ISTE (ISBN 978-1-905209-05-7/hbk; 978-0-470-61219-4/ebook). 262 p. (2006). Reviewer: Yuehua Wu (Toronto) MSC: 94-02 94A12 PDFBibTeX XMLCite \textit{F. Castanié} (ed.), Spectral analysis. Parametric and non-parametric digital methods. Translated from the 2003 French original. London: ISTE (2006; Zbl 1138.94005) Full Text: DOI
Hurd, H.; Makagon, A.; Miamee, A. G. On AR(1) models with periodic and almost periodic coefficients. (English) Zbl 1059.60045 Stochastic Processes Appl. 100, No. 1-2, 167-185 (2002). Reviewer: Jiří Anděl (Praha) MSC: 60G12 PDFBibTeX XMLCite \textit{H. Hurd} et al., Stochastic Processes Appl. 100, No. 1--2, 167--185 (2002; Zbl 1059.60045) Full Text: DOI
Guillas, Serge Doubly stochastic Hilbertian processes. (English) Zbl 1017.60040 J. Appl. Probab. 39, No. 3, 566-580 (2002). Reviewer: Jiří Anděl (Praha) MSC: 60G10 62M10 PDFBibTeX XMLCite \textit{S. Guillas}, J. Appl. Probab. 39, No. 3, 566--580 (2002; Zbl 1017.60040) Full Text: DOI Link
Borkovec, Milan Extremal behavior of the autoregressive process with ARCH(1) errors. (English) Zbl 0991.62069 Stochastic Processes Appl. 85, No. 2, 189-207 (2000). MSC: 62M10 60G70 62G32 60J05 PDFBibTeX XMLCite \textit{M. Borkovec}, Stochastic Processes Appl. 85, No. 2, 189--207 (2000; Zbl 0991.62069) Full Text: DOI
Schoier, Gabriella Strong consistency of conditional least squares estimators in multiple regime threshold autoregressive models. (English) Zbl 1454.62272 J. Ital. Stat. Soc. 8, No. 1, 75-82 (1999). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{G. Schoier}, J. Ital. Stat. Soc. 8, No. 1, 75--82 (1999; Zbl 1454.62272) Full Text: DOI
Harrison, K. J.; Ward, J. A.; Eaton, L.-J. Stability of weighted DARMA filters. (English) Zbl 0911.47019 Can. Math. Bull. 41, No. 1, 49-64 (1998). MSC: 47A62 39A11 47B39 47B37 93D25 42A85 47N70 PDFBibTeX XMLCite \textit{K. J. Harrison} et al., Can. Math. Bull. 41, No. 1, 49--64 (1998; Zbl 0911.47019) Full Text: DOI
Balakrishna, N.; Jacob, T. M. Sequential estimation of autoregressive parameter of RCAR(1) model. (English) Zbl 0938.62082 Far East J. Theor. Stat. 1, 1-14 (1997). MSC: 62L12 62M10 62F12 PDFBibTeX XMLCite \textit{N. Balakrishna} and \textit{T. M. Jacob}, Far East J. Theor. Stat. 1, 1--14 (1997; Zbl 0938.62082)
Kushner, H. B. Optimality and efficiency of two-treatment repeated measurements designs. (English) Zbl 0942.62080 Biometrika 84, No. 2, 455-468 (1997). MSC: 62K05 62M10 PDFBibTeX XMLCite \textit{H. B. Kushner}, Biometrika 84, No. 2, 455--468 (1997; Zbl 0942.62080) Full Text: DOI
Bühlmann, Peter Sieve bootstrap for time series. (English) Zbl 0874.62102 Bernoulli 3, No. 2, 123-148 (1997). MSC: 62M10 62G09 PDFBibTeX XMLCite \textit{P. Bühlmann}, Bernoulli 3, No. 2, 123--148 (1997; Zbl 0874.62102) Full Text: DOI Euclid
Huggins, R. M. Robust inference for variance components models for single trees of cell lineage data. (English) Zbl 0865.62016 Ann. Stat. 24, No. 3, 1145-1160 (1996). MSC: 62F35 62E20 62P10 62J10 62M99 60G09 PDFBibTeX XMLCite \textit{R. M. Huggins}, Ann. Stat. 24, No. 3, 1145--1160 (1996; Zbl 0865.62016) Full Text: DOI
Chanda, Kamal C. Asymptotic properties of estimators for autoregressive models with errors in variables. (English) Zbl 0853.62070 Ann. Stat. 24, No. 1, 423-430 (1996). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{K. C. Chanda}, Ann. Stat. 24, No. 1, 423--430 (1996; Zbl 0853.62070) Full Text: DOI
Li, Lei; Xie, Zhongjie Model selection and order determination for time series by information between the past and the future. (English) Zbl 0835.62080 J. Time Ser. Anal. 17, No. 1, 65-84 (1996). MSC: 62M10 62B10 PDFBibTeX XMLCite \textit{L. Li} and \textit{Z. Xie}, J. Time Ser. Anal. 17, No. 1, 65--84 (1996; Zbl 0835.62080) Full Text: DOI
Michálek, Jiří A method of detecting changes in the behaviour of locally stationary sequences. (English) Zbl 0868.62070 Kybernetika 31, No. 1, 17-29 (1995). MSC: 62M10 62B10 62L99 PDFBibTeX XMLCite \textit{J. Michálek}, Kybernetika 31, No. 1, 17--29 (1995; Zbl 0868.62070) Full Text: EuDML Link
Rosenblatt, Murray Prediction and non-Gaussian autoregressive stationary sequences. (English) Zbl 0828.62084 Ann. Appl. Probab. 5, No. 1, 239-247 (1995). Reviewer: J.C.Abril (Tucuman) MSC: 62M20 60G25 60G10 60J10 62M10 PDFBibTeX XMLCite \textit{M. Rosenblatt}, Ann. Appl. Probab. 5, No. 1, 239--247 (1995; Zbl 0828.62084) Full Text: DOI
Alpuim, M. T.; Catkan, N. A.; Hüsler, J. Extremes and clustering of nonstationary max-AR(1) sequences. (English) Zbl 0821.60057 Stochastic Processes Appl. 56, No. 1, 171-184 (1995). Reviewer: W.Dziubdziela (Wrocław) MSC: 60G70 60G12 PDFBibTeX XMLCite \textit{M. T. Alpuim} et al., Stochastic Processes Appl. 56, No. 1, 171--184 (1995; Zbl 0821.60057) Full Text: DOI
Datta, Somnath; McCormick, William P. Bootstrap inference for a first-order autoregression with positive innovations. (English) Zbl 0868.62068 J. Am. Stat. Assoc. 90, No. 432, 1289-1300 (1995). MSC: 62M10 62G09 62G15 PDFBibTeX XMLCite \textit{S. Datta} and \textit{W. P. McCormick}, J. Am. Stat. Assoc. 90, No. 432, 1289--1300 (1995; Zbl 0868.62068) Full Text: DOI
Cambanis, S.; Fakhre-Zakeri, I. On prediction of heavy-tailed autoregressive sequences: Forward versus reversed time. (English) Zbl 0834.62088 Theory Probab. Appl. 39, No. 2, 217-233 (1994) and Teor. Veroyatn. Primen. 39, No. 2, 294-312 (1994). MSC: 62M20 60G25 62M10 PDFBibTeX XMLCite \textit{S. Cambanis} and \textit{I. Fakhre-Zakeri}, Teor. Veroyatn. Primen. 39, No. 2, 294--312 (1994; Zbl 0834.62088)
Lai, Tze Leung Asymptotic properties of nonlinear least squares estimates in stochastic regression models. (English) Zbl 0824.62054 Ann. Stat. 22, No. 4, 1917-1930 (1994). MSC: 62J02 62F12 62M10 60B11 60G48 PDFBibTeX XMLCite \textit{T. L. Lai}, Ann. Stat. 22, No. 4, 1917--1930 (1994; Zbl 0824.62054) Full Text: DOI
Basu, A. K.; Bhattacharya, Debasis On the speed of convergence in the central limit theorem of sequential log-likelihood ratio processes. (English) Zbl 0808.62068 Sequential Anal. 13, No. 2, 97-111 (1994). Reviewer: T.F.Móri (Budapest) MSC: 62L10 60F05 60G40 62L12 PDFBibTeX XMLCite \textit{A. K. Basu} and \textit{D. Bhattacharya}, Sequential Anal. 13, No. 2, 97--111 (1994; Zbl 0808.62068) Full Text: DOI
Cambanis, S.; Fakhre-Zakeri, I. On prediction of heavy-tailed autoregressive sequences: Forward versus reversed time. (English) Zbl 0827.62090 Teor. Veroyatn. Primen. 39, No. 2, 294-312 (1994). Reviewer: T.Cipra (Praha) MSC: 62M20 60G25 62M10 PDFBibTeX XMLCite \textit{S. Cambanis} and \textit{I. Fakhre-Zakeri}, Teor. Veroyatn. Primen. 39, No. 2, 294--312 (1994; Zbl 0827.62090)
Moklyachuk, M. P. Stochastic autoregressive sequences and minimax interpolation. (English. Ukrainian original) Zbl 0840.60032 Theory Probab. Math. Stat. 48, 95-103 (1994); translation from Teor. Jmovirn. Mat. Stat. 48, 135-146 (1993). MSC: 60G10 60G25 62M20 93E10 62C20 PDFBibTeX XMLCite \textit{M. P. Moklyachuk}, Theory Probab. Math. Stat. 48, 1 (1993; Zbl 0840.60032); translation from Teor. Jmovirn. Mat. Stat. 48, 135--146 (1993)
Sarkar, Sahadeb; Shin, Dong Wan A note on nonlinear regression for the autoregressive moving average with non-iid errors. (English) Zbl 0798.62092 Commun. Stat., Theory Methods 22, No. 9, 2445-2461 (1993). Reviewer: N.Leonenko (Kiev) MSC: 62M10 62J02 PDFBibTeX XMLCite \textit{S. Sarkar} and \textit{D. W. Shin}, Commun. Stat., Theory Methods 22, No. 9, 2445--2461 (1993; Zbl 0798.62092) Full Text: DOI
Basu, A. K.; Roy, S. Sen Asymptotic theory of estimation of parameters in autoregressive models under general set-up of the roots. (English) Zbl 0799.62095 Commun. Stat., Theory Methods 22, No. 8, 2223-2237 (1993). MSC: 62M10 62E20 62F12 PDFBibTeX XMLCite \textit{A. K. Basu} and \textit{S. S. Roy}, Commun. Stat., Theory Methods 22, No. 8, 2223--2237 (1993; Zbl 0799.62095) Full Text: DOI
Rosenblatt, Murray A note on prediction and an autoregressive sequence. (English) Zbl 0787.60049 Cambanis, Stamatis (ed.) et al., Stochastic processes: a Festschrift in honour of Gopinath Kallianpur. New York: Springer-Verlag. 291-295 (1993). Reviewer: I.Valuşescu (Bucureşti) MSC: 60G25 PDFBibTeX XMLCite \textit{M. Rosenblatt}, in: Stochastic processes: a Festschrift in honour of Gopinath Kallianpur. New York: Springer-Verlag. 291--295 (1993; Zbl 0787.60049)
Dhar, Sunil K. Computation of certain minimum distance estimators in AR\([k]\) model. (English) Zbl 0771.62067 J. Am. Stat. Assoc. 88, No. 421, 278-283 (1993). MSC: 62M10 62G05 65K10 PDFBibTeX XMLCite \textit{S. K. Dhar}, J. Am. Stat. Assoc. 88, No. 421, 278--283 (1993; Zbl 0771.62067) Full Text: DOI
Breidt, F. J.; Davis, R. A. Time-reversibility, identifiability and independence of innovations for stationary time series. (English) Zbl 0753.62058 J. Time Ser. Anal. 13, No. 5, 377-390 (1992). MSC: 62M10 62E10 PDFBibTeX XMLCite \textit{F. J. Breidt} and \textit{R. A. Davis}, J. Time Ser. Anal. 13, No. 5, 377--390 (1992; Zbl 0753.62058) Full Text: DOI
Michálek, Jiří Levinson’s algorithm and I-divergence. (English) Zbl 0769.62070 Information theory, statistical decision functions, random processes, Trans. 11th Prague Conf., Prague/Czech. 1990, Vol. B, 239-250 (1992). Reviewer: P.A.Morettin (São Paulo) MSC: 62M10 PDFBibTeX XMLCite \textit{J. Michálek}, in: Information theory, statistical decision functions, random processes. Transactions of the 11th Prague conference, held from August 27-31, 1990 in Prague, Czechoslovakia. Volume B. Dordrecht: Kluwer Academic Publishers. 239--250 (1992; Zbl 0769.62070)
Łęski, Jacek Application of nonlinear Kalman filtering for ECG noise reduction. (Polish. English, Russian summaries) Zbl 0759.93077 Zesz. Nauk. Politech. Śląsk. 1090, Autom. 103, 181-196 (1992). MSC: 93E11 PDFBibTeX XMLCite \textit{J. Łęski}, Zesz. Nauk Politech. Śl., Autom. 1090(103), 181--196 (1992; Zbl 0759.93077)
Choi, Byoung Seon On the asymptotic distribution of the generalized partial autocorrelation function in autoregressive moving-average processes. (English) Zbl 0729.62081 J. Time Ser. Anal. 12, No. 3, 193-205 (1991). Reviewer: P.Stoica (Bucureşti) MSC: 62M10 62E20 PDFBibTeX XMLCite \textit{B. S. Choi}, J. Time Ser. Anal. 12, No. 3, 193--205 (1991; Zbl 0729.62081) Full Text: DOI
An, Hong-Zhi; Cheng, Bing A Kolmogorov-Smirnov type statistic with application to test for nonlinearity in time series. (English) Zbl 0748.62049 Int. Stat. Rev. 59, No. 3, 287-307 (1991). Reviewer: M.Huzii (Tokyo) MSC: 62M10 62G10 62G20 PDFBibTeX XMLCite \textit{H.-Z. An} and \textit{B. Cheng}, Int. Stat. Rev. 59, No. 3, 287--307 (1991; Zbl 0748.62049) Full Text: DOI
Cox, Dennis D.; Llatas, Isabel Maximum likelihood type estimation for nearly nonstationary autoregressive time series. (English) Zbl 0742.62084 Ann. Stat. 19, No. 3, 1109-1128 (1991). Reviewer: R.Mentz (S.M.de Tucuman) MSC: 62M10 62F12 60F17 PDFBibTeX XMLCite \textit{D. D. Cox} and \textit{I. Llatas}, Ann. Stat. 19, No. 3, 1109--1128 (1991; Zbl 0742.62084) Full Text: DOI
Michálek, J. Yule-Walker estimates and asymptotic I-divergence rate. (English) Zbl 0744.62126 Probl. Control Inf. Theory 19, No. 5-6, 387-398 (1990). MSC: 62M10 62B10 62M15 62M99 PDFBibTeX XMLCite \textit{J. Michálek}, Probl. Control Inf. Theory 19, No. 5--6, 387--398 (1990; Zbl 0744.62126)
Chan, Ngai Hang Inference for near-integrated time series with infinite variance. (English) Zbl 0717.62081 J. Am. Stat. Assoc. 85, No. 412, 1069-1074 (1990). MSC: 62M10 62F12 60F05 PDFBibTeX XMLCite \textit{N. H. Chan}, J. Am. Stat. Assoc. 85, No. 412, 1069--1074 (1990; Zbl 0717.62081) Full Text: DOI
Jevremović, Vesna Some examples of nonlinear processes with asymmetric marginal distribution. (English) Zbl 0714.62078 Applied mathematics, Proc. 7th Conf., Osijek/Yugosl. 1989, 99-106 (1990). MSC: 62M10 62E15 60E07 PDFBibTeX XML
Diebolt, Jean Testing the functions defining a nonlinear autoregressive time series. (English) Zbl 0704.62083 Stochastic Processes Appl. 36, No. 1, 85-106 (1990). Reviewer: J.Anděl MSC: 62M10 62G10 60F17 PDFBibTeX XMLCite \textit{J. Diebolt}, Stochastic Processes Appl. 36, No. 1, 85--106 (1990; Zbl 0704.62083) Full Text: DOI
Jevremović, Vesna An autoregressive process with an exponential marginal distribution. (English) Zbl 0702.62087 Rad. Mat. 6, No. 1, 139-148 (1990). MSC: 62M10 62E15 PDFBibTeX XMLCite \textit{V. Jevremović}, Rad. Mat. 6, No. 1, 139--148 (1990; Zbl 0702.62087)
Sim, C. H.; Lee, P. A. Simulation of negative binomial processes. (English) Zbl 0727.62088 J. Stat. Comput. Simulation 34, No. 1, 29-42 (1989). MSC: 62M10 65C10 62E99 PDFBibTeX XMLCite \textit{C. H. Sim} and \textit{P. A. Lee}, J. Stat. Comput. Simulation 34, No. 1, 29--42 (1989; Zbl 0727.62088) Full Text: DOI
Grinvud, P. E.; Shiryaev, A. N. On uniform weak convergence of semi-martingales with applications to estimation of the parameter in a first order autoregressive model. (Russian) Zbl 0712.62075 Statistics and control of stochastic processes, Collect. Artic., Moskva, 40-48 (1989). Reviewer: Yu.M.Kabanov MSC: 62L12 60F05 60G44 62M10 62E20 60G48 PDFBibTeX XML
Chang, Xuejiang; Liu, Weiqi AR model identification and the high order Yule-Walker estimation of autoregressive parameters. (Chinese. English summary) Zbl 0702.62086 Acta Math. Appl. Sin. 12, No. 2, 218-227 (1989). MSC: 62M10 PDFBibTeX XMLCite \textit{X. Chang} and \textit{W. Liu}, Acta Math. Appl. Sin. 12, No. 2, 218--227 (1989; Zbl 0702.62086)
Kligienė, Nerutė On the asymptotic approach to time series recognition. (English) Zbl 0678.62086 Information theory, statistical decision functions, random processes, Trans. 10th Prague Conf., Prague/Czech. 1986, Vol. B, 43-50 (1989). MSC: 62M10 62E20 PDFBibTeX XML
Gourieroux, C.; Monfort, A.; Renault, E. Testing for common roots. (English) Zbl 0669.62099 Econometrica 57, No. 1, 171-185 (1989). MSC: 62P20 62M10 62H15 PDFBibTeX XMLCite \textit{C. Gourieroux} et al., Econometrica 57, No. 1, 171--185 (1989; Zbl 0669.62099) Full Text: DOI
Babu, Gutti Jogesh Strong representations for LAD estimators in linear models. (English) Zbl 0665.62033 Probab. Theory Relat. Fields 83, No. 4, 547-558 (1989). Reviewer: G.J.Babu MSC: 62F12 60F15 62J05 PDFBibTeX XMLCite \textit{G. J. Babu}, Probab. Theory Relat. Fields 83, No. 4, 547--558 (1989; Zbl 0665.62033) Full Text: DOI
Bhat, B. R.; Chandra, K. Suresh Least squares estimation of the parameters of a stochastic difference equation with polynomial regression component. (English) Zbl 0696.62145 Commun. Stat., Theory Methods 17, No. 10, 3427-3446 (1988). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{B. R. Bhat} and \textit{K. S. Chandra}, Commun. Stat., Theory Methods 17, No. 10, 3427--3446 (1988; Zbl 0696.62145) Full Text: DOI
Yurgutis, M. A note on an inequality for the probability of deviations of the maximum likelihood estimate for the moment of change of parameters of an autoregressive sequence. (Russian. English summary) Zbl 0665.62092 Stat. Probl. Upr. 80, 38-47 (1987). MSC: 62M10 62F10 PDFBibTeX XMLCite \textit{M. Yurgutis}, Stat. Probl. Upr. 80, 38--47 (1987; Zbl 0665.62092)
Wei, C. Z. Adaptive prediction by least squares predictors in stochastic regression models with applications to time series. (English) Zbl 0643.62058 Ann. Stat. 15, 1667-1682 (1987). Reviewer: J.Lillestøl MSC: 62M20 62M10 62J05 PDFBibTeX XMLCite \textit{C. Z. Wei}, Ann. Stat. 15, 1667--1682 (1987; Zbl 0643.62058) Full Text: DOI
Loges, Wilfried Note on parameter estimation for general nonlinear time series models. (English) Zbl 0636.62087 Statistics 18, 587-590 (1987). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{W. Loges}, Statistics 18, 587--590 (1987; Zbl 0636.62087) Full Text: DOI
Mališić, Jovan D. On exponential autoregressive time series models. (English) Zbl 0631.62096 Mathematical statistics and probability theory, Proc. 6th Pannonian Symp., Bad Tatzmannsdorf/Austria 1986, Vol. B, 147-153 (1987). MSC: 62M10 PDFBibTeX XML
Yurgutis, Mariyus Comparison of statistical properties of estimates of the instant of change in autoregressive sequence parameters. (English. Russian original) Zbl 0678.62088 Detection of changes in random processes, Transl. Ser. Math. Eng. 63-74 (1986); translation from Stat. Probl. Upr. 65, 234-244 (1984). MSC: 62M10 PDFBibTeX XML
Högnäs, Göran Comparison of some nonlinear autoregressive processes. (English) Zbl 0623.60086 J. Time Ser. Anal. 7, 205-211 (1986). Reviewer: E.Slud MSC: 60J05 60G10 PDFBibTeX XMLCite \textit{G. Högnäs}, J. Time Ser. Anal. 7, 205--211 (1986; Zbl 0623.60086) Full Text: DOI
Verbyla, A. P. A note on a partition of the likelihood ratio test for autoregressive covariance structure. (English) Zbl 0609.62091 Aust. J. Stat. 28, 389-399 (1986). MSC: 62H15 62M10 62J10 PDFBibTeX XMLCite \textit{A. P. Verbyla}, Aust. J. Stat. 28, 389--399 (1986; Zbl 0609.62091) Full Text: DOI
Pantula, Sastry G. On asymptotic properties of the least squares estimators for autoregressive time series with a unit root. (English) Zbl 0606.62098 Sankhyā, Ser. A 48, No. 1-2, 208-218 (1986). Reviewer: T.Cipra MSC: 62M10 62J05 62F12 PDFBibTeX XMLCite \textit{S. G. Pantula}, Sankhyā, Ser. A 48, No. 1--2, 208--218 (1986; Zbl 0606.62098)
Carlstein, Edward The use of subseries values for estimating the variance of a general statistic from a stationary sequence. (English) Zbl 0602.62029 Ann. Stat. 14, 1171-1179 (1986). Reviewer: W.Stute MSC: 62G05 60G10 PDFBibTeX XMLCite \textit{E. Carlstein}, Ann. Stat. 14, 1171--1179 (1986; Zbl 0602.62029) Full Text: DOI
Lai, T. L.; Wei, C. Z. Asymptotic properties of multivariate weighted sums with applications to stochastic regression in linear dynamic systems. (English) Zbl 0607.62120 Multivariate analysis, Proc. 6th Int. Symp., Pittsburgh/Pa. 1983, Multivariate Anal. 6, 375-393 (1985). MSC: 62M99 62H12 93E03 60G44 62M20 PDFBibTeX XML
Yurgits, M. Inequalities for probabilities of deviations of maximum likelihood estimates for the moment of change of statistical properties of a random sequence. (Russian. English summary) Zbl 0602.62071 Stat. Probl. Upr. 69, 60-80 (1985). Reviewer: J.Melamed MSC: 62M09 62M10 PDFBibTeX XMLCite \textit{M. Yurgits}, Stat. Probl. Upr. 69, 60--80 (1985; Zbl 0602.62071)
Dickinson, Bradley W.; Sontag, Eduardo D. Dynamic realizations of sufficient sequences. (English) Zbl 0585.62006 IEEE Trans. Inf. Theory 31, 670-676 (1985). MSC: 62B05 93E11 93E10 62M20 PDFBibTeX XMLCite \textit{B. W. Dickinson} and \textit{E. D. Sontag}, IEEE Trans. Inf. Theory 31, 670--676 (1985; Zbl 0585.62006) Full Text: DOI
Pourahmadi, Mohsen A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction. (English) Zbl 0583.62086 J. Multivariate Anal. 16, 265-275 (1985). Reviewer: H.Salehi MSC: 62M20 60G25 62M10 PDFBibTeX XMLCite \textit{M. Pourahmadi}, J. Multivariate Anal. 16, 265--275 (1985; Zbl 0583.62086) Full Text: DOI
Lawrance, A. J.; Lewis, P. A. W. Modelling and residual analysis of nonlinear autoregressive time series in exponential variables. (English) Zbl 0579.62075 J. R. Stat. Soc., Ser. B 47, 165-202 (1985). Reviewer: E.J.Hannan MSC: 62M10 62M09 62M15 PDFBibTeX XMLCite \textit{A. J. Lawrance} and \textit{P. A. W. Lewis}, J. R. Stat. Soc., Ser. B 47, 165--202 (1985; Zbl 0579.62075)
Malinauskis, V.; Lipejka, A. Estimation of parameters of a multivariate autoregressive random sequence according to non-stationary realizations. (Russian. English summary) Zbl 0598.62114 Stat. Probl. Upr. 67, 111-117 (1984). MSC: 62M10 62M09 PDFBibTeX XMLCite \textit{V. Malinauskis} and \textit{A. Lipejka}, Stat. Probl. Upr. 67, 111--117 (1984; Zbl 0598.62114)
Kligenė, Nerutė On the asymptotic behaviour in detecting change in a time series. (English) Zbl 0541.62065 Information theory, statistical decision functions, random processes, Trans. 9th Prague Conf., Prague 1982, Vol. B, 23-28 (1983). MSC: 62L12 62E20 62M10 PDFBibTeX XML
Lai, Tze Leung Stochastic regression models and consistency of the least squares identification scheme. (English) Zbl 0528.62077 Mathematical learning models - theory and algorithms, Proc. Conf., Bad Honnef/Ger. 1982, Lect. Notes Stat. 20, 115-125 (1983). MSC: 62M10 93E12 62L20 PDFBibTeX XML
Friedlander, Benjamin Efficient computation of the covariance sequence of an autoregressive process. (English) Zbl 0501.93075 IEEE Trans. Autom. Control 28, 97-99 (1983). MSC: 93E25 62M10 93E11 06B99 62M15 62M20 PDFBibTeX XMLCite \textit{B. Friedlander}, IEEE Trans. Autom. Control 28, 97--99 (1983; Zbl 0501.93075) Full Text: DOI
Kligene, Nerute On the asymptotic behaviour of a change detection procedure in a time series. (Russian. English summary) Zbl 0551.62058 Stat. Probl. Upr. 59, 35-49 (1982). MSC: 62L12 62E20 62M09 62M10 PDFBibTeX XMLCite \textit{N. Kligene}, Stat. Probl. Upr. 59, 35--49 (1982; Zbl 0551.62058)
Bhansali, R. J. The evaluation of certain quadratic forms occurring in autoregressive model fitting. (English) Zbl 0507.62075 Ann. Stat. 10, 121-131 (1982). MSC: 62M10 62M15 60G10 PDFBibTeX XMLCite \textit{R. J. Bhansali}, Ann. Stat. 10, 121--131 (1982; Zbl 0507.62075) Full Text: DOI
Lipejka, A. Determination of the change of properties of a multivariate autoregressive sequence. (Russian) Zbl 0519.62077 Stat. Probl. Upr. 51, 9-32 (1981). MSC: 62M10 PDFBibTeX XMLCite \textit{A. Lipejka}, Stat. Probl. Upr. 51, 9--32 (1981; Zbl 0519.62077)
Delsarte, Philippe; Piret, Philippe Combinatorial properties of good codes for binary autoregressive sources. (English) Zbl 0431.94028 IEEE Trans. Inf. Theory 26, 341-345 (1980). MSC: 94A29 PDFBibTeX XMLCite \textit{P. Delsarte} and \textit{P. Piret}, IEEE Trans. Inf. Theory 26, 341--345 (1980; Zbl 0431.94028) Full Text: DOI
Yunusov, N. I.; Akishin, B. A. Self-organization of predictive autoregressive moving average models. (English) Zbl 0465.93046 Sov. Autom. Control 12, No. 2, 64-67 (1979). MSC: 93C40 93E12 93C57 PDFBibTeX XMLCite \textit{N. I. Yunusov} and \textit{B. A. Akishin}, Sov. Autom. Control 12, No. 2, 64--67 (1979; Zbl 0465.93046)
Lipejka, Antanas On the determination of changes in the properties of an autoregressive sequence. (Russian) Zbl 0428.62057 Stat. Probl. Upr. 39, 9-23 (1979). MSC: 62M10 62M20 65C99 PDFBibTeX XMLCite \textit{A. Lipejka}, Stat. Probl. Upr. 39, 9--23 (1979; Zbl 0428.62057)
Shaltyanite, Violeta The estimation of the parameters of the noised autoregressive sequence. (Russian) Zbl 0426.62063 Stat. Probl. Upr. 39, 47-61 (1979). MSC: 62M10 PDFBibTeX XMLCite \textit{V. Shaltyanite}, Stat. Probl. Upr. 39, 47--61 (1979; Zbl 0426.62063)
Senkus, ALgimantas The determination of the change point in an autoregressive sequence. (English) Zbl 0405.62075 Information theory, statistical decision functions, random processes; Trans. 8th Prague Conf., Vol. B, Prague 1978, 193-200 (1978). MSC: 62M10 62J99 PDFBibTeX XML
Kligene, Nerute The exact distribution of the maximum likelihood estimate of the change moment in an autoregressive sequence. (Russian) Zbl 0405.62074 Stat. Probl. Upr. 31, 9-29 (1978). MSC: 62M10 62M09 PDFBibTeX XMLCite \textit{N. Kligene}, Stat. Probl. Upr. 31, 9--29 (1978; Zbl 0405.62074)
Saltjanite, Violeta Estimation of the change moment of the autoregressive sequence having measurements with noise. (Russian) Zbl 0399.62091 Stat. Probl. Upr. 31, 31-41 (1978). MSC: 62M10 62M09 PDFBibTeX XMLCite \textit{V. Saltjanite}, Stat. Probl. Upr. 31, 31--41 (1978; Zbl 0399.62091)
Kligiene, Nerute On the estimation of the change point in the autoregressive sequence. (English) Zbl 0417.62068 Information theory, statistical decision functions, random processes; Trans. 7th Prague Conf., Vol. A, Prague 1974, 325-334 (1977). MSC: 62M10 60H99 PDFBibTeX XML
Lipeikene, Ioana Investigation of the influence of initial conditions on the determination of the change point in the properties of the autoregressive-moving average sequence. (Russian) Zbl 0402.62063 Vopr. Opozn. slucain. Posledov.; Mater. Semin. Inst. Mat. Kibern. AN Litov. SSR, stat. Probl. Upr. 19, 29-40 (1977). MSC: 62M10 62E99 PDFBibTeX XML