Elliott, Matthew; Georg, Co-Pierre; Hazell, Jonathon Systemic risk shifting in financial networks. (English) Zbl 07314464 J. Econ. Theory 191, Article ID 105157, 49 p. (2021). MSC: 91B PDF BibTeX XML Cite \textit{M. Elliott} et al., J. Econ. Theory 191, Article ID 105157, 49 p. (2021; Zbl 07314464) Full Text: DOI
Fang, Jiqian Statistical methods for biomedical research (to appear). (English) Zbl 07312164 Hackensack, NJ: World Scientific (ISBN 978-981-12-2886-5/hbk). 700 p. (2021). MSC: 62-02 62P10 62F03 62J05 92C50 PDF BibTeX XML Cite \textit{J. Fang}, Statistical methods for biomedical research (to appear). Hackensack, NJ: World Scientific (2021; Zbl 07312164) Full Text: DOI
Filipiak, Katarzyna; Klein, Daniel; Markiewicz, Augustyn; Mokrzycka, Monika Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function. (English) Zbl 07311326 Linear Algebra Appl. 610, 625-646 (2021). MSC: 65F99 62H20 PDF BibTeX XML Cite \textit{K. Filipiak} et al., Linear Algebra Appl. 610, 625--646 (2021; Zbl 07311326) Full Text: DOI
Popović, Predrag M.; Bakouch, Hassan S.; Ristić, Miroslav M. A non-linear random environment \(\mathrm{INAR}(1)\) model. (English) Zbl 07309654 J. Comput. Appl. Math. 390, Article ID 113408, 11 p. (2021). MSC: 62M10 62F12 62P10 92C60 PDF BibTeX XML Cite \textit{P. M. Popović} et al., J. Comput. Appl. Math. 390, Article ID 113408, 11 p. (2021; Zbl 07309654) Full Text: DOI
Kokol Bukovšek, Damjana; Košir, Tomaž; Mojškerc, Blaž; Omladič, Matjaž Spearman’s footrule and Gini’s gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist’s beta. (English) Zbl 07309650 J. Comput. Appl. Math. 390, Article ID 113385, 24 p. (2021). MSC: 60E05 60E15 62H20 PDF BibTeX XML Cite \textit{D. Kokol Bukovšek} et al., J. Comput. Appl. Math. 390, Article ID 113385, 24 p. (2021; Zbl 07309650) Full Text: DOI
Franses, Philip Hans Time-varying lag cointegration. (English) Zbl 07309629 J. Comput. Appl. Math. 390, Article ID 113272, 7 p. (2021). MSC: 62P20 62M10 91B84 PDF BibTeX XML Cite \textit{P. H. Franses}, J. Comput. Appl. Math. 390, Article ID 113272, 7 p. (2021; Zbl 07309629) Full Text: DOI
Wang, Jia-Zeng; Meng, Ying-Tao The power spectrum of the membrane voltage driven by a single nACh receptor. (English) Zbl 07309219 J. Theor. Biol. 509, Article ID 110528, 9 p. (2021). MSC: 92C20 PDF BibTeX XML Cite \textit{J.-Z. Wang} and \textit{Y.-T. Meng}, J. Theor. Biol. 509, Article ID 110528, 9 p. (2021; Zbl 07309219) Full Text: DOI
Voutilainen, Marko; Ilmonen, Pauliina; Torres, Soledad; Tudor, Ciprian; Viitasaari, Lauri On the ARCH model with stationary liquidity. (English) Zbl 07308649 Metrika 84, No. 2, 195-224 (2021). MSC: 60G10 62M10 62G05 PDF BibTeX XML Cite \textit{M. Voutilainen} et al., Metrika 84, No. 2, 195--224 (2021; Zbl 07308649) Full Text: DOI
Jiang, Rongjie; Wang, Liming; Bai, Yang Optimal model averaging estimator for semi-functional partially linear models. (English) Zbl 07308648 Metrika 84, No. 2, 167-194 (2021). MSC: 62R10 62M10 62P10 62P12 PDF BibTeX XML Cite \textit{R. Jiang} et al., Metrika 84, No. 2, 167--194 (2021; Zbl 07308648) Full Text: DOI
Güney, Yeşim; Tuaç, Y.; Özdemir, Ş.; Arslan, O. Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms. (English) Zbl 07308643 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 07308643) Full Text: DOI
Moser, Johannes; Wallmeier, Niklas Correlation neglect in voting decisions: an experiment. (English) Zbl 07308195 Econ. Lett. 198, Article ID 109656, 4 p. (2021). MSC: 91B12 91B08 91-05 PDF BibTeX XML Cite \textit{J. Moser} and \textit{N. Wallmeier}, Econ. Lett. 198, Article ID 109656, 4 p. (2021; Zbl 07308195) Full Text: DOI
Li, Jia; Wu, Xu; Zhang, Linlin; Feng, Qianying Research on the portfolio model based on mean-MF-DCCA under multifractal feature constraint. (English) Zbl 07305165 J. Comput. Appl. Math. 386, Article ID 113264, 13 p. (2021). MSC: 91G10 28A80 91G80 PDF BibTeX XML Cite \textit{J. Li} et al., J. Comput. Appl. Math. 386, Article ID 113264, 13 p. (2021; Zbl 07305165) Full Text: DOI
Zhang, Kong-Sheng; Zhao, Yan-Yong Modeling dynamic dependence between crude oil and natural gas return rates: a time-varying geometric copula approach. (English) Zbl 07305155 J. Comput. Appl. Math. 386, Article ID 113243, 15 p. (2021). MSC: 62P20 62M10 62H05 91B84 PDF BibTeX XML Cite \textit{K.-S. Zhang} and \textit{Y.-Y. Zhao}, J. Comput. Appl. Math. 386, Article ID 113243, 15 p. (2021; Zbl 07305155) Full Text: DOI
Luo, Junjie; Molter, Hendrik; Nichterlein, André; Niedermeier, Rolf Parameterized dynamic cluster editing. (English) Zbl 07303842 Algorithmica 83, No. 1, 1-44 (2021). MSC: 68W 05C PDF BibTeX XML Cite \textit{J. Luo} et al., Algorithmica 83, No. 1, 1--44 (2021; Zbl 07303842) Full Text: DOI
Prado, Raquel; Ferreira, Marco A. R.; West, Mike Time series. Modeling, computation, and inference (to appear). 2nd edition. (English) Zbl 07303313 Chapman & Hall/CRC Texts in Statistical Science Series. Boca Raton, FL: CRC Press (ISBN 978-1-4987-4702-8/hbk). 472 p. (2021). MSC: 62-02 62M10 62F15 65C40 65C05 PDF BibTeX XML Cite \textit{R. Prado} et al., Time series. Modeling, computation, and inference (to appear). 2nd edition. Boca Raton, FL: CRC Press (2021; Zbl 07303313)
Ong, Seng Huat; Gupta, Ramesh C.; Ma, Tiefeng; Sim, Shin Zhu Bivariate Conway-Maxwell Poisson distributions with given marginals and correlation. (English) Zbl 07302998 J. Stat. Theory Pract. 15, No. 1, Paper No. 10, 18 p. (2021). MSC: 62H10 62H15 62P30 PDF BibTeX XML Cite \textit{S. H. Ong} et al., J. Stat. Theory Pract. 15, No. 1, Paper No. 10, 18 p. (2021; Zbl 07302998) Full Text: DOI
Lai, Tingyu; Zhang, Zhongzhan; Wang, Yafei; Kong, Linglong Testing independence of functional variables by angle covariance. (English) Zbl 07301929 J. Multivariate Anal. 182, Article ID 104711, 16 p. (2021). MSC: 62G10 62H20 62R10 PDF BibTeX XML Cite \textit{T. Lai} et al., J. Multivariate Anal. 182, Article ID 104711, 16 p. (2021; Zbl 07301929) Full Text: DOI
Shih, Jia-Han; Emura, Takeshi On the copula correlation ratio and its generalization. (English) Zbl 07301927 J. Multivariate Anal. 182, Article ID 104708, 15 p. (2021). MSC: 62H05 62H20 62E10 PDF BibTeX XML Cite \textit{J.-H. Shih} and \textit{T. Emura}, J. Multivariate Anal. 182, Article ID 104708, 15 p. (2021; Zbl 07301927) Full Text: DOI
Gijbels, Irène; Kika, Vojtěch; Omelka, Marek On the specification of multivariate association measures and their behaviour with increasing dimension. (English) Zbl 07301925 J. Multivariate Anal. 182, Article ID 104704, 25 p. (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 62H20 62H05 62G07 60E05 62P12 PDF BibTeX XML Cite \textit{I. Gijbels} et al., J. Multivariate Anal. 182, Article ID 104704, 25 p. (2021; Zbl 07301925) Full Text: DOI
Prass, Taiane Schaedler; Pumi, Guilherme On the behavior of the DFA and DCCA in trend-stationary processes. (English) Zbl 07301924 J. Multivariate Anal. 182, Article ID 104703, 16 p. (2021). MSC: 62H20 62H12 62M10 62F12 60G10 65C05 91B84 62P20 PDF BibTeX XML Cite \textit{T. S. Prass} and \textit{G. Pumi}, J. Multivariate Anal. 182, Article ID 104703, 16 p. (2021; Zbl 07301924) Full Text: DOI
Zhao, Bangxin; Liu, Xin; He, Wenqing; Yi, Grace Y. Dynamic tilted current correlation for high dimensional variable screening. (English) Zbl 07301920 J. Multivariate Anal. 182, Article ID 104693, 16 p. (2021). MSC: 62F07 62H20 62H12 62J05 62P10 PDF BibTeX XML Cite \textit{B. Zhao} et al., J. Multivariate Anal. 182, Article ID 104693, 16 p. (2021; Zbl 07301920) Full Text: DOI
Liu, Lianyi; Chen, Yan; Wu, Lifeng The damping accumulated grey model and its application. (English) Zbl 07299058 Commun. Nonlinear Sci. Numer. Simul. 95, Article ID 105665, 15 p. (2021). MSC: 62M10 62M20 62P20 62P30 PDF BibTeX XML Cite \textit{L. Liu} et al., Commun. Nonlinear Sci. Numer. Simul. 95, Article ID 105665, 15 p. (2021; Zbl 07299058) Full Text: DOI
Zhang, Boyi; Shang, Pengjian; Liu, Jinzhao Transition-based complexity-entropy causality diagram: a novel method to characterize complex systems. (English) Zbl 07299054 Commun. Nonlinear Sci. Numer. Simul. 95, Article ID 105660, 18 p. (2021). MSC: 62M10 62B10 62P10 62P05 PDF BibTeX XML Cite \textit{B. Zhang} et al., Commun. Nonlinear Sci. Numer. Simul. 95, Article ID 105660, 18 p. (2021; Zbl 07299054) Full Text: DOI
Wei, Baolei; Xie, Naiming Parameter estimation for grey system models: a nonlinear least squares perspective. (English) Zbl 07299047 Commun. Nonlinear Sci. Numer. Simul. 95, Article ID 105653, 11 p. (2021). MSC: 62M10 62R07 62J05 93A10 PDF BibTeX XML Cite \textit{B. Wei} and \textit{N. Xie}, Commun. Nonlinear Sci. Numer. Simul. 95, Article ID 105653, 11 p. (2021; Zbl 07299047) Full Text: DOI
Bertail, Patrice; Dudek, Anna E. Consistency of the frequency domain bootstrap for differentiable functionals. (English) Zbl 07298084 Electron. J. Stat. 15, No. 1, 1-36 (2021). Reviewer: Dimitrios Bagkavos (Ioannina) MSC: 62M15 62M10 62G09 62G20 PDF BibTeX XML Cite \textit{P. Bertail} and \textit{A. E. Dudek}, Electron. J. Stat. 15, No. 1, 1--36 (2021; Zbl 07298084) Full Text: DOI Euclid
Bhattacharjee, Monika; Bose, Arup; Srivastava, Radhendushka A white noise test under weak conditions. (English) Zbl 07290655 J. Stat. Plann. Inference 211, 362-390 (2021). MSC: 62M10 62G10 60H40 PDF BibTeX XML Cite \textit{M. Bhattacharjee} et al., J. Stat. Plann. Inference 211, 362--390 (2021; Zbl 07290655) Full Text: DOI
Bentarzi, Mohamed; Sadoun, Mohamed Efficient estimation in periodic \(\mathrm{INAR}(p)\) model: nonparametric innovation distributions case. (English) Zbl 07290654 J. Stat. Plann. Inference 211, 340-361 (2021). MSC: 62F12 62M10 62P30 PDF BibTeX XML Cite \textit{M. Bentarzi} and \textit{M. Sadoun}, J. Stat. Plann. Inference 211, 340--361 (2021; Zbl 07290654) Full Text: DOI
Diop, Mamadou Lamine; Kengne, William Piecewise autoregression for general integer-valued time series. (English) Zbl 07290650 J. Stat. Plann. Inference 211, 271-286 (2021). MSC: 62M10 62G10 62P20 PDF BibTeX XML Cite \textit{M. L. Diop} and \textit{W. Kengne}, J. Stat. Plann. Inference 211, 271--286 (2021; Zbl 07290650) Full Text: DOI
McElroy, Tucker; Roy, Anindya Testing for adequacy of seasonal adjustment in the frequency domain. (English) Zbl 07290648 J. Stat. Plann. Inference 211, 241-255 (2021). MSC: 62M10 62M15 62G10 PDF BibTeX XML Cite \textit{T. McElroy} and \textit{A. Roy}, J. Stat. Plann. Inference 211, 241--255 (2021; Zbl 07290648) Full Text: DOI
Li, Huiqin; Yin, Yanqing; Zheng, Shurong Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications. (English) Zbl 07290637 J. Stat. Plann. Inference 211, 80-89 (2021). MSC: 62M15 62M10 62M30 62H12 60F05 60H40 PDF BibTeX XML Cite \textit{H. Li} et al., J. Stat. Plann. Inference 211, 80--89 (2021; Zbl 07290637) Full Text: DOI
Nadarajah, K.; Martin, Gael M.; Poskitt, D. S. Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach. (English) Zbl 07290636 J. Stat. Plann. Inference 211, 41-79 (2021). MSC: 62M10 62M15 62G09 PDF BibTeX XML Cite \textit{K. Nadarajah} et al., J. Stat. Plann. Inference 211, 41--79 (2021; Zbl 07290636) Full Text: DOI
Fuchs, Sebastian; Schmidt, Klaus D. On order statistics and Kendall’s tau. (English) Zbl 07290522 Stat. Probab. Lett. 169, Article ID 108972, 8 p. (2021). MSC: 62G30 62H20 62H05 PDF BibTeX XML Cite \textit{S. Fuchs} and \textit{K. D. Schmidt}, Stat. Probab. Lett. 169, Article ID 108972, 8 p. (2021; Zbl 07290522) Full Text: DOI
Edelmann, Dominic; Móri, Tamás F.; Székely, Gábor J. On relationships between the Pearson and the distance correlation coefficients. (English) Zbl 07290511 Stat. Probab. Lett. 169, Article ID 108960, 7 p. (2021). MSC: 62H20 62H30 PDF BibTeX XML Cite \textit{D. Edelmann} et al., Stat. Probab. Lett. 169, Article ID 108960, 7 p. (2021; Zbl 07290511) Full Text: DOI
Ganesan, Ghurumuruhan Nominal correlation of inhomogeneous random sequences. (English) Zbl 07290507 Stat. Probab. Lett. 169, Article ID 108956, 7 p. (2021). MSC: 60J10 60K35 60C05 62E10 PDF BibTeX XML Cite \textit{G. Ganesan}, Stat. Probab. Lett. 169, Article ID 108956, 7 p. (2021; Zbl 07290507) Full Text: DOI
Ding, Peng The Frisch-Waugh-Lovell theorem for standard errors. (English) Zbl 07290497 Stat. Probab. Lett. 168, Article ID 108945, 6 p. (2021). MSC: 62H12 62H30 62J05 62M10 PDF BibTeX XML Cite \textit{P. Ding}, Stat. Probab. Lett. 168, Article ID 108945, 6 p. (2021; Zbl 07290497) Full Text: DOI
Hwang, Eunju Weighted least squares estimation in a binary random coefficient panel model with infinite variance. (English) Zbl 07290491 Stat. Probab. Lett. 168, Article ID 108932, 9 p. (2021). MSC: 62M10 62J05 62D20 62P05 PDF BibTeX XML Cite \textit{E. Hwang}, Stat. Probab. Lett. 168, Article ID 108932, 9 p. (2021; Zbl 07290491) Full Text: DOI
Chen, Li-Pang Ultrahigh-dimensional sufficient dimension reduction with measurement error in covariates. (English) Zbl 07290490 Stat. Probab. Lett. 168, Article ID 108931, 7 p. (2021). MSC: 62H12 62J05 PDF BibTeX XML Cite \textit{L.-P. Chen}, Stat. Probab. Lett. 168, Article ID 108931, 7 p. (2021; Zbl 07290490) Full Text: DOI
Chen, Peimin; Wu, Chunchi; Zhang, Ying DCC-GARCH model for market and firm-level dynamic correlation in S&P 500. (English) Zbl 1451.91183 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4421-4440 (2021). MSC: 91G15 91G45 62P05 62M10 PDF BibTeX XML Cite \textit{P. Chen} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4421--4440 (2021; Zbl 1451.91183) Full Text: DOI
Tsukuda, Yoshihiko; Shimada, Junji; Miyakoshi, Tatsuyoshi The multivariate GARCH model and its application to East Asian financial market integration. (English) Zbl 1451.91191 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4209-4254 (2021). MSC: 91G15 62P05 62M10 PDF BibTeX XML Cite \textit{Y. Tsukuda} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4209--4254 (2021; Zbl 1451.91191) Full Text: DOI
Yang, Ke; Wahab, Susan; Kolluri, Bharat; Wahab, Mahmoud A non-parametric examination of emerging equity markets financial integration. (English) Zbl 1451.91192 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4043-4074 (2021). MSC: 91G15 62P05 62G08 PDF BibTeX XML Cite \textit{K. Yang} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4043--4074 (2021; Zbl 1451.91192) Full Text: DOI
Mohnot, Rajesh Crisis impact on stock market predictability. (English) Zbl 07283319 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific (ISBN 978-981-12-0244-5/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 3737-3751 (2021). MSC: 91G15 62P05 62M10 PDF BibTeX XML Cite \textit{R. Mohnot}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3737--3751 (2021; Zbl 07283319) Full Text: DOI
Kao, Lie-Jane; Lee, Cheng Few VG NGARCH versus GARJI model for asset price dynamics. (English) Zbl 1451.91207 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2437-2459 (2021). MSC: 91G30 62P05 62M10 PDF BibTeX XML Cite \textit{L.-J. Kao} and \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2437--2459 (2021; Zbl 1451.91207) Full Text: DOI
Chien, Chin-Chen; Lee, Cheng Few; Chiu, She-Chih The revision of systematic risk on earnings announcement in the presence of conditional heteroscedasticity. (English) Zbl 07283265 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific (ISBN 978-981-12-0242-1/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 1969-1990 (2021). MSC: 91G45 62P05 62M10 PDF BibTeX XML Cite \textit{C.-C. Chien} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1969--1990 (2021; Zbl 07283265) Full Text: DOI
Kaffel, Bilel; Abid, Fathi Time-frequency wavelet analysis of stock-market co-movement between and within geographic trading blocs. (English) Zbl 07283248 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific (ISBN 978-981-12-0242-1/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 1399-1437 (2021). MSC: 91G15 42C40 PDF BibTeX XML Cite \textit{B. Kaffel} and \textit{F. Abid}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1399--1437 (2021; Zbl 07283248) Full Text: DOI
Lee, Cheng Few Time-series analysis: components, models, and forecasting. (English) Zbl 07283238 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific (ISBN 978-981-12-0241-4/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 979-1024 (2021). MSC: 62P05 62M10 62M20 PDF BibTeX XML Cite \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 979--1024 (2021; Zbl 07283238) Full Text: DOI
Zhang, Xi; Yu, Philip S. Improving the stock market prediction with social media via broad learning. (English) Zbl 07283230 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific (ISBN 978-981-12-0241-4/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 677-736 (2021). MSC: 91G15 91D30 62P05 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{P. S. Yu}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 677--736 (2021; Zbl 07283230) Full Text: DOI
Lin, Wei-Hung; Teng, Huei-Wen; Yang, Chi-Chun A heteroskedastic Black-Litterman portfolio optimization model with views derived from a predictive regression. (English) Zbl 1451.91178 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 563-581 (2021). MSC: 91G10 62P05 62M10 PDF BibTeX XML Cite \textit{W.-H. Lin} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 563--581 (2021; Zbl 1451.91178) Full Text: DOI
Chang, Jow-Ran; Hung, Mao-Wei; Lee, Cheng Few Application of intertemporal CAPM on international corporate finance. (English) Zbl 1451.91224 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 485-517 (2021). MSC: 91G50 91G30 62P05 62M10 PDF BibTeX XML Cite \textit{J.-R. Chang} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 485--517 (2021; Zbl 1451.91224) Full Text: DOI
Chen, Sheng-Syan; Lee, Cheng Few; Shresth, Keshab Hedge ratio and time series analysis. (English) Zbl 07283223 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific (ISBN 978-981-12-0241-4/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 431-483 (2021). MSC: 91G20 62P05 62M10 PDF BibTeX XML Cite \textit{S.-S. Chen} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 431--483 (2021; Zbl 07283223) Full Text: DOI
Niu, Wei-Fang; Lu, Henry Horng-Shing Measuring the collective correlation of a large number of stocks. (English) Zbl 07283220 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific (ISBN 978-981-12-0241-4/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 335-354 (2021). MSC: 91G15 05C80 PDF BibTeX XML Cite \textit{W.-F. Niu} and \textit{H. H. S. Lu}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 335--354 (2021; Zbl 07283220) Full Text: DOI
Niu, Yabo; Pati, Debdeep; Mallick, Bani K. Bayesian graph selection consistency under model misspecification. (English) Zbl 07282865 Bernoulli 27, No. 1, 637-672 (2021). MSC: 60 62 PDF BibTeX XML Cite \textit{Y. Niu} et al., Bernoulli 27, No. 1, 637--672 (2021; Zbl 07282865) Full Text: DOI Euclid
Barros, Marcelo M.; Venturelli, Felipe C. V.; Bevilacqua, Luiz Characterization of complex data functions through local persistence of increments. (English) Zbl 1451.62096 Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105590, 11 p. (2021). MSC: 62M10 28A80 91B84 PDF BibTeX XML Cite \textit{M. M. Barros} et al., Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105590, 11 p. (2021; Zbl 1451.62096) Full Text: DOI
Wang, Fang; Fan, Qingju Coupling correlation detrended analysis for multiple nonstationary series. (English) Zbl 07280115 Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105579, 16 p. (2021). MSC: 62M10 62H20 62P12 86A10 PDF BibTeX XML Cite \textit{F. Wang} and \textit{Q. Fan}, Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105579, 16 p. (2021; Zbl 07280115) Full Text: DOI
Shang, Du; Shang, Pengjian; Zhang, Zuoquan Efficient synchronization estimation for complex time series using refined cross-sample entropy measure. (English) Zbl 07280101 Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105556, 16 p. (2021). MSC: 37M10 62M10 PDF BibTeX XML Cite \textit{D. Shang} et al., Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105556, 16 p. (2021; Zbl 07280101) Full Text: DOI
Neverova, Galina P.; Frisman, E. Ya. Dynamic modes of population size and its genetic structure for species with nonoverlapping generations and stage development. (English) Zbl 07280099 Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105554, 21 p. (2021). MSC: 62M10 62P10 92D25 PDF BibTeX XML Cite \textit{G. P. Neverova} and \textit{E. Ya. Frisman}, Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105554, 21 p. (2021; Zbl 07280099) Full Text: DOI
Hirata, Yoshito Recurrence plots for characterizing random dynamical systems. (English) Zbl 07280097 Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105552, 21 p. (2021). MSC: 62M10 62A09 37M10 PDF BibTeX XML Cite \textit{Y. Hirata}, Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105552, 21 p. (2021; Zbl 07280097) Full Text: DOI
Zhou, Weijie; Ding, Song A novel discrete grey seasonal model and its applications. (English) Zbl 07274899 Commun. Nonlinear Sci. Numer. Simul. 93, Article ID 105493, 15 p. (2021). MSC: 62M10 62M20 PDF BibTeX XML Cite \textit{W. Zhou} and \textit{S. Ding}, Commun. Nonlinear Sci. Numer. Simul. 93, Article ID 105493, 15 p. (2021; Zbl 07274899) Full Text: DOI
Novák, Vilém; Pavliska, Viktor Time series: how unusual local behavior can be recognized using fuzzy modeling methods. (English) Zbl 1451.62172 Kreinovich, Vladik (ed.), Statistical and fuzzy approaches to data processing, with applications to econometrics and other areas. In honor of Hung T. Nguyen’s 75th birthday. Cham: Springer. Stud. Comput. Intell. 892, 157-177 (2021). MSC: 62R07 62M86 62M10 PDF BibTeX XML Cite \textit{V. Novák} and \textit{V. Pavliska}, Stud. Comput. Intell. 892, 157--177 (2021; Zbl 1451.62172) Full Text: DOI
Bouchon-Meunier, Bernadette Is time fuzzy? (English) Zbl 1451.62167 Kreinovich, Vladik (ed.), Statistical and fuzzy approaches to data processing, with applications to econometrics and other areas. In honor of Hung T. Nguyen’s 75th birthday. Cham: Springer. Stud. Comput. Intell. 892, 47-54 (2021). MSC: 62R07 62M10 62M86 03E72 PDF BibTeX XML Cite \textit{B. Bouchon-Meunier}, Stud. Comput. Intell. 892, 47--54 (2021; Zbl 1451.62167) Full Text: DOI
Kitagawa, Genshiro Introduction to time series modeling with applications in R. 2nd edition. (English) Zbl 1441.62005 Monographs on Statistics and Applied Probability 166. Boca Raton, FL: CRC Press (ISBN 978-0-367-18733-0/hbk; 978-0-429-19796-3/ebook). xvi, 323 p. (2021). MSC: 62-01 62M10 62M20 62-04 PDF BibTeX XML Cite \textit{G. Kitagawa}, Introduction to time series modeling with applications in R. 2nd edition. Boca Raton, FL: CRC Press (2021; Zbl 1441.62005)
Nguyen Ngoc Thach (ed.); Kreinovich, Vladik (ed.); Nguyen Duc Trung (ed.) Data science for financial econometrics. (English) Zbl 07247160 Studies in Computational Intelligence 898. Cham: Springer (ISBN 978-3-030-48852-9/hbk; 978-3-030-48853-6/ebook). x, 633 p. (2021). MSC: 62-06 62P05 62R07 62M10 91B84 00B15 PDF BibTeX XML Cite \textit{Nguyen Ngoc Thach (ed.)} et al., Data science for financial econometrics. Cham: Springer (2021; Zbl 07247160) Full Text: DOI
Emmanuel, Coffie; Mao, Xuerong Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay. (English) Zbl 1448.62146 J. Comput. Appl. Math. 383, Article ID 113137, 19 p. (2021). MSC: 62P05 62M10 91G30 62-08 PDF BibTeX XML Cite \textit{C. Emmanuel} and \textit{X. Mao}, J. Comput. Appl. Math. 383, Article ID 113137, 19 p. (2021; Zbl 1448.62146) Full Text: DOI
Pasricha, Puneet; Lu, Xiaoping; Zhu, Song-Ping A note on the calculation of default probabilities in “Structural credit risk modeling with Hawkes jump-diffusion processes”. (English) Zbl 1447.91187 J. Comput. Appl. Math. 381, Article ID 113037, 7 p. (2021). MSC: 91G40 60G55 PDF BibTeX XML Cite \textit{P. Pasricha} et al., J. Comput. Appl. Math. 381, Article ID 113037, 7 p. (2021; Zbl 1447.91187) Full Text: DOI
Kakihara, Yûichirô Multidimensional second order stochastic processes (to appear). 2nd edition. (English) Zbl 07165382 Series on Multivariate Analysis. Hackensack, NJ: World Scientific (ISBN 978-981-12-1174-4/hbk). 512 p. (2021). MSC: 62-02 62M10 62H05 60-02 60G12 PDF BibTeX XML Cite \textit{Y. Kakihara}, Multidimensional second order stochastic processes (to appear). 2nd edition. Hackensack, NJ: World Scientific (2021; Zbl 07165382) Full Text: DOI
Liao, Gui Li; Liu, Qi Meng; Zhang, Rong Mao Inference for spatial autoregressive models with infinite variance noises. (English) Zbl 07314971 Acta Math. Sin., Engl. Ser. 36, No. 12, 1395-1416 (2020). MSC: 62G08 62G32 62H11 62M30 62M10 PDF BibTeX XML Cite \textit{G. L. Liao} et al., Acta Math. Sin., Engl. Ser. 36, No. 12, 1395--1416 (2020; Zbl 07314971) Full Text: DOI
Bertacca, Daniele Generalization of the Kaiser rocket effect in general relativity in the wide-angle galaxy 2-point correlation function. (English) Zbl 07314799 Int. J. Mod. Phys. D 29, No. 12, Article ID 2050085, 31 p. (2020). MSC: 83B05 PDF BibTeX XML Cite \textit{D. Bertacca}, Int. J. Mod. Phys. D 29, No. 12, Article ID 2050085, 31 p. (2020; Zbl 07314799) Full Text: DOI
Shah, S. R.; Ukaegbu, C. I.; Hamid, H. A.; Rahim, M. H. A.; Chuan, Z. L. Statistical analysis of solvent polarity effects on phytochemicals extraction: multiple correspondence analysis (MCA) approach. (English) Zbl 07314132 Malays. J. Math. Sci. 14, Spec. Iss.: 2nd International Conference on Applied & Industrial Mathematics and Statistics 2019 (ICoAIMS 2019), 139-153 (2020). MSC: 62P10 62H25 92C40 PDF BibTeX XML Cite \textit{S. R. Shah} et al., Malays. J. Math. Sci. 14, 139--153 (2020; Zbl 07314132) Full Text: Link
Ali, D. A.; Midi, H. On the robust parameter estimation method for linear model with autocorrelated errors in the presence of high leverage points and outliers in the y-direction. (English) Zbl 07314118 Malays. J. Math. Sci. 14, No. 3, 505-517 (2020). MSC: 62H20 62F35 93D09 PDF BibTeX XML Cite \textit{D. A. Ali} and \textit{H. Midi}, Malays. J. Math. Sci. 14, No. 3, 505--517 (2020; Zbl 07314118) Full Text: Link
Pham, Viet Son Lévy-driven causal CARMA random fields. (English) Zbl 07312465 Stochastic Processes Appl. 130, No. 12, 7547-7574 (2020). MSC: 60G60 60G51 62M10 PDF BibTeX XML Cite \textit{V. S. Pham}, Stochastic Processes Appl. 130, No. 12, 7547--7574 (2020; Zbl 07312465) Full Text: DOI
Fink, Mathias; Garnier, Josselin How a moving passive observer can perceive its environment? The Unruh effect revisited. (English) Zbl 07312393 Wave Motion 93, Article ID 102462, 18 p. (2020). MSC: 94 78 PDF BibTeX XML Cite \textit{M. Fink} and \textit{J. Garnier}, Wave Motion 93, Article ID 102462, 18 p. (2020; Zbl 07312393) Full Text: DOI
Malec, Lukáš; Janovský, Vladimír Connecting the multivariate partial least squares with canonical analysis: a path-following approach. (English) Zbl 07311725 Adv. Data Anal. Classif., ADAC 14, No. 3, 589-609 (2020). MSC: 62H20 46N10 62P20 PDF BibTeX XML Cite \textit{L. Malec} and \textit{V. Janovský}, Adv. Data Anal. Classif., ADAC 14, No. 3, 589--609 (2020; Zbl 07311725) Full Text: DOI
Frolov, A. N. On combinatorial strong law of large numbers and rank statistics. (English. Russian original) Zbl 07311066 Vestn. St. Petersbg. Univ., Math. 53, No. 3, 336-343 (2020); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 7(65), No. 3, 490-499 (2020). MSC: 62H20 62E10 60C05 60F15 PDF BibTeX XML Cite \textit{A. N. Frolov}, Vestn. St. Petersbg. Univ., Math. 53, No. 3, 336--343 (2020; Zbl 07311066); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 7(65), No. 3, 490--499 (2020) Full Text: DOI
Frolov, A. N. On the bounds for convergence rates in combinatorial strong limit theorems and their applications. (English. Russian original) Zbl 07310909 Vestn. St. Petersbg. Univ., Math. 53, No. 4, 443-449 (2020); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 7(65), No. 4, 688-698 (2020). MSC: 60F05 60F15 60C05 PDF BibTeX XML Cite \textit{A. N. Frolov}, Vestn. St. Petersbg. Univ., Math. 53, No. 4, 443--449 (2020; Zbl 07310909); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 7(65), No. 4, 688--698 (2020) Full Text: DOI
Guigues, Vincent; Juditsky, Anatoli; Nemirovski, Arkadi Hypothesis testing via Euclidean separation. (English. French summary) Zbl 07310511 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1929-1957 (2020). MSC: 62G10 62C20 62M02 62M10 65K10 90C25 PDF BibTeX XML Cite \textit{V. Guigues} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1929--1957 (2020; Zbl 07310511) Full Text: DOI Euclid
Wang, Tianjiao; Fu, Yelin; Luo, Hao; Yen, Jerome Measuring olympics achievements via stochastic multicriteria acceptability analysis. (English) Zbl 07309390 Asia-Pac. J. Oper. Res. 37, No. 6, Article ID 2050030, 20 p. (2020). MSC: 62H20 62P25 PDF BibTeX XML Cite \textit{T. Wang} et al., Asia-Pac. J. Oper. Res. 37, No. 6, Article ID 2050030, 20 p. (2020; Zbl 07309390) Full Text: DOI
Privault, Nicolas; Teoh, Timothy Second-order multi-object filtering with target interaction using determinantal point processes. (English) Zbl 07308358 Math. Control Signals Syst. 32, No. 4, 569-609 (2020). MSC: 60G35 60G55 62M30 62L12 PDF BibTeX XML Cite \textit{N. Privault} and \textit{T. Teoh}, Math. Control Signals Syst. 32, No. 4, 569--609 (2020; Zbl 07308358) Full Text: DOI
Zhang, Erhua; Wu, Jilin Adaptive estimation of \(AR(\infty)\) models with time-varying variances. (English) Zbl 07308085 Econ. Lett. 197, Article ID 109641, 6 p. (2020). MSC: 62M10 62G07 PDF BibTeX XML Cite \textit{E. Zhang} and \textit{J. Wu}, Econ. Lett. 197, Article ID 109641, 6 p. (2020; Zbl 07308085) Full Text: DOI
Wu, Jianhong A joint test for serial correlation and heteroscedasticity in fixed-\(T\) panel regression models with interactive effects. (English) Zbl 07308055 Econ. Lett. 197, Article ID 109594, 5 p. (2020). MSC: 62D20 62M02 62H20 62J02 62G08 PDF BibTeX XML Cite \textit{J. Wu}, Econ. Lett. 197, Article ID 109594, 5 p. (2020; Zbl 07308055) Full Text: DOI
Németh, László; Zempléni, András Matched bootstrap procedure for INAR(1) processes. (English) Zbl 07307796 Ann. Univ. Sci. Budap. Rolando Eötvös, Sect. Comput. 50, 269-282 (2020). MSC: 62F40 62M10 PDF BibTeX XML Cite \textit{L. Németh} and \textit{A. Zempléni}, Ann. Univ. Sci. Budap. Rolando Eötvös, Sect. Comput. 50, 269--282 (2020; Zbl 07307796) Full Text: Link
Móri, Tamás F.; Székely, Gábor J. The earth mover’s correlation. (English) Zbl 07307795 Ann. Univ. Sci. Budap. Rolando Eötvös, Sect. Comput. 50, 249-268 (2020). MSC: 62H20 PDF BibTeX XML Cite \textit{T. F. Móri} and \textit{G. J. Székely}, Ann. Univ. Sci. Budap. Rolando Eötvös, Sect. Comput. 50, 249--268 (2020; Zbl 07307795) Full Text: Link
Papana, Angeliki; Papana-Dagiasis, Ariadni; Siggiridou, Elsa Shortcomings of transfer entropy and partial transfer entropy: extending them to escape the curse of dimensionality. (English) Zbl 07306782 Int. J. Bifurcation Chaos Appl. Sci. Eng. 30, No. 16, Article ID 2050250, 23 p. (2020). MSC: 62M10 62H30 62P05 91B84 PDF BibTeX XML Cite \textit{A. Papana} et al., Int. J. Bifurcation Chaos Appl. Sci. Eng. 30, No. 16, Article ID 2050250, 23 p. (2020; Zbl 07306782) Full Text: DOI
Nie, Chun-Xiao Nonlinear correlation analysis of time series based on complex network similarity. (English) Zbl 07306753 Int. J. Bifurcation Chaos Appl. Sci. Eng. 30, No. 15, Article ID 2050225, 20 p. (2020). MSC: 62M10 62H20 PDF BibTeX XML Cite \textit{C.-X. Nie}, Int. J. Bifurcation Chaos Appl. Sci. Eng. 30, No. 15, Article ID 2050225, 20 p. (2020; Zbl 07306753) Full Text: DOI
Bazán-Palomino, Walter Bitcoin and its offspring: a volatility risk approach. (English) Zbl 07306699 Pichl, Lukáš (ed.) et al., Advanced studies of financial technologies and cryptocurrency markets. Springer: Singapore (ISBN 978-981-15-4497-2/hbk; 978-981-15-4498-9/ebook). 233-256 (2020). MSC: 91G99 62P05 62M10 PDF BibTeX XML Cite \textit{W. Bazán-Palomino}, in: Advanced studies of financial technologies and cryptocurrency markets. Springer: Singapore. 233--256 (2020; Zbl 07306699) Full Text: DOI
Pichl, Lukáš; Nan, Zheng; Kaizoji, Taisei Time series analysis of ether cryptocurrency prices: efficiency, predictability, and arbitrage on exchange rates. (English) Zbl 07306696 Pichl, Lukáš (ed.) et al., Advanced studies of financial technologies and cryptocurrency markets. Springer: Singapore (ISBN 978-981-15-4497-2/hbk; 978-981-15-4498-9/ebook). 183-196 (2020). MSC: 91G99 62P05 62M10 PDF BibTeX XML Cite \textit{L. Pichl} et al., in: Advanced studies of financial technologies and cryptocurrency markets. Springer: Singapore. 183--196 (2020; Zbl 07306696) Full Text: DOI
Nan, Zheng; Kaizoji, Taisei The optimal foreign exchange futures hedge on the bitcoin exchange rate: an application to the U.S. Dollar and the Euro. (English) Zbl 07306695 Pichl, Lukáš (ed.) et al., Advanced studies of financial technologies and cryptocurrency markets. Springer: Singapore (ISBN 978-981-15-4497-2/hbk; 978-981-15-4498-9/ebook). 163-181 (2020). MSC: 91G20 62P05 62M10 PDF BibTeX XML Cite \textit{Z. Nan} and \textit{T. Kaizoji}, in: Advanced studies of financial technologies and cryptocurrency markets. Springer: Singapore. 163--181 (2020; Zbl 07306695) Full Text: DOI
Alhajjar, Elie; Russell, Travis B. Maximally entangled correlation sets. (English) Zbl 07303943 Houston J. Math. 46, No. 2, 357-376 (2020). MSC: 81P40 52A07 81P48 47N70 PDF BibTeX XML Cite \textit{E. Alhajjar} and \textit{T. B. Russell}, Houston J. Math. 46, No. 2, 357--376 (2020; Zbl 07303943) Full Text: Link
Li, Dongdong; Hu, X. Joan; McBride, Mary L.; Spinelli, John J. Multiple event times in the presence of informative censoring: modeling and analysis by copulas. (English) Zbl 07303198 Lifetime Data Anal. 26, No. 3, 573-602 (2020). MSC: 62N01 62H05 62P10 PDF BibTeX XML Cite \textit{D. Li} et al., Lifetime Data Anal. 26, No. 3, 573--602 (2020; Zbl 07303198) Full Text: DOI
Sun, Xiaowei; Ding, Jieli; Sun, Liuquan A semiparametric additive rates model for the weighted composite endpoint of recurrent and terminal events. (English) Zbl 07303194 Lifetime Data Anal. 26, No. 3, 471-492 (2020). MSC: 62N05 62M10 62P10 PDF BibTeX XML Cite \textit{X. Sun} et al., Lifetime Data Anal. 26, No. 3, 471--492 (2020; Zbl 07303194) Full Text: DOI
Wang, Ting; Leiter, Kenneth W.; Plecháč, Petr; Knap, Jaroslaw Accelerated scale bridging with sparsely approximated Gaussian learning. (English) Zbl 07302752 J. Comput. Phys. 403, Article ID 109049, 15 p. (2020). MSC: 62M10 PDF BibTeX XML Cite \textit{T. Wang} et al., J. Comput. Phys. 403, Article ID 109049, 15 p. (2020; Zbl 07302752) Full Text: DOI
Washington, Simon; Karlaftis, Matthew; Mannering, Fred; Anastasopoulos, Panagiotis Statistical and econometric methods for transportation data analysis. 3rd edition. (English) Zbl 07302706 Chapman & Hall/CRC Interdisciplinary Statistics Series. Boca Raton, FL: CRC Press (ISBN 978-0-367-19902-9/hbk; 978-0-429-24401-8/ebook). xviii, 477 p. (2020). MSC: 62-02 62P30 62P20 62R07 62M10 90B06 PDF BibTeX XML Cite \textit{S. Washington} et al., Statistical and econometric methods for transportation data analysis. 3rd edition. Boca Raton, FL: CRC Press (2020; Zbl 07302706) Full Text: DOI
Katsoulakis, Markos A.; Vilanova, Pedro Data-driven, variational model reduction of high-dimensional reaction networks. (English) Zbl 07302293 J. Comput. Phys. 401, Article ID 108997, 39 p. (2020). MSC: 62M10 37M10 60H10 92E20 68T05 PDF BibTeX XML Cite \textit{M. A. Katsoulakis} and \textit{P. Vilanova}, J. Comput. Phys. 401, Article ID 108997, 39 p. (2020; Zbl 07302293) Full Text: DOI
Agiwal, Varun; Kumar, Jitendra Bayesian estimation for threshold autoregressive model with multiple structural breaks. (English) Zbl 07301395 Metron 78, No. 3, 361-382 (2020). MSC: 62M10 37M10 62G10 65C05 86A08 86-11 62P35 62P12 PDF BibTeX XML Cite \textit{V. Agiwal} and \textit{J. Kumar}, Metron 78, No. 3, 361--382 (2020; Zbl 07301395) Full Text: DOI
Gasparini, Mauro; Sacchetto, Lidia On the definition of a concentration function relevant to the ROC curve. (English) Zbl 07301389 Metron 78, No. 3, 271-277 (2020). MSC: 62H30 62H20 62J10 62A01 PDF BibTeX XML Cite \textit{M. Gasparini} and \textit{L. Sacchetto}, Metron 78, No. 3, 271--277 (2020; Zbl 07301389) Full Text: DOI
Commer, Michael; Finsterle, Stefan; Hoversten, G. Michael Three-dimensional fracture continuum characterization aided by surface time-domain electromagnetics and hydrogeophysical joint inversion – proof-of-concept. (English) Zbl 1452.86018 Comput. Geosci. 24, No. 5, 1895-1909 (2020). MSC: 86A22 86A60 74R10 PDF BibTeX XML Cite \textit{M. Commer} et al., Comput. Geosci. 24, No. 5, 1895--1909 (2020; Zbl 1452.86018) Full Text: DOI
Meilán-Vila, Andrea; Opsomer, Jean D.; Francisco-Fernández, Mario; Crujeiras, Rosa M. A goodness-of-fit test for regression models with spatially correlated errors. (English) Zbl 07300895 Test 29, No. 3, 728-749 (2020). MSC: 62G10 62H11 62G08 62G09 62P12 62P30 PDF BibTeX XML Cite \textit{A. Meilán-Vila} et al., Test 29, No. 3, 728--749 (2020; Zbl 07300895) Full Text: DOI
Jiménez-Gamero, M. Dolores; Lee, Sangyeol; Meintanis, Simos G. Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models. (English) Zbl 07300893 Test 29, No. 3, 682-703 (2020). MSC: 62G10 62G20 62M10 62J02 62P05 PDF BibTeX XML Cite \textit{M. D. Jiménez-Gamero} et al., Test 29, No. 3, 682--703 (2020; Zbl 07300893) Full Text: DOI
Munion, Ascher K.; Butner, Jonathan E. Book review of: R. S. Tsay and R. Chen, Nonlinear time series analysis. (English) Zbl 07300523 Psychometrika 85, No. 3, 812-814 (2020). MSC: 00A17 62-02 62M10 62J02 91B84 PDF BibTeX XML Cite \textit{A. K. Munion} and \textit{J. E. Butner}, Psychometrika 85, No. 3, 812--814 (2020; Zbl 07300523) Full Text: DOI
Shao, Yuanyuan; McKean, Joseph W.; Huitema, Bradley E. Traditional and rank-based tests for ordered alternatives in a cluster correlated model. (English) Zbl 07300513 Psychometrika 85, No. 3, 531-554 (2020). MSC: 62P15 62H30 62H20 62K10 62G35 62G32 PDF BibTeX XML Cite \textit{Y. Shao} et al., Psychometrika 85, No. 3, 531--554 (2020; Zbl 07300513) Full Text: DOI
Kruis, Joost; Borsboom, Denny Book review of: P. Mair, Modern psychometrics with R. (English) Zbl 07300268 Psychometrika 85, No. 2, 437-438 (2020). MSC: 00A17 62-02 62P15 62H25 62H20 68N15 91E45 62M10 62H30 92C55 PDF BibTeX XML Cite \textit{J. Kruis} and \textit{D. Borsboom}, Psychometrika 85, No. 2, 437--438 (2020; Zbl 07300268) Full Text: DOI
Xue, Yujie; Taniguchi, Masanobu Modified LASSO estimators for time series regression models with dependent disturbances. (English) Zbl 07300209 Stat. Methods Appl. 29, No. 4, 845-869 (2020). MSC: 62J07 62M10 PDF BibTeX XML Cite \textit{Y. Xue} and \textit{M. Taniguchi}, Stat. Methods Appl. 29, No. 4, 845--869 (2020; Zbl 07300209) Full Text: DOI