Zhang, Jun Measurement errors models with exponential parametric multiplicative distortions. (English) Zbl 07572871 J. Stat. Comput. Simulation 92, No. 12, 2467-2500 (2022). MSC: 62-XX 62G05 62G08 62G20 PDF BibTeX XML Cite \textit{J. Zhang}, J. Stat. Comput. Simulation 92, No. 12, 2467--2500 (2022; Zbl 07572871) Full Text: DOI OpenURL
Mohr, Marisa; Keller, Karsten Learning from the ups and downs of a time series. (Aus den Auf- und Abwärtsbewegungen einer Zeitreihe lernen.) (German) Zbl 07571620 Mitt. Dtsch. Math.-Ver. 30, No. 1, 25-29 (2022). MSC: 62M10 PDF BibTeX XML Cite \textit{M. Mohr} and \textit{K. Keller}, Mitt. Dtsch. Math.-Ver. 30, No. 1, 25--29 (2022; Zbl 07571620) Full Text: DOI OpenURL
Linlin, Gui; Yang, Liu Statistical inference for the partially linear single-index model of panel data with serially correlated error structure. (English) Zbl 07571130 Commun. Stat., Theory Methods 51, No. 18, 6334-6366 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{G. Linlin} and \textit{L. Yang}, Commun. Stat., Theory Methods 51, No. 18, 6334--6366 (2022; Zbl 07571130) Full Text: DOI OpenURL
Yousfi, A.; Merzougui, M. Adaptive test for periodicity in restrictive EXPAR(p) models. (English) Zbl 07571114 Commun. Stat., Theory Methods 51, No. 17, 6064-6077 (2022). MSC: 62F12 62M10 PDF BibTeX XML Cite \textit{A. Yousfi} and \textit{M. Merzougui}, Commun. Stat., Theory Methods 51, No. 17, 6064--6077 (2022; Zbl 07571114) Full Text: DOI OpenURL
Kim, Donggyu; Oh, Minseog; Wang, Yazhen Conditional quantile analysis for realized GARCH models. (English) Zbl 07570758 J. Time Ser. Anal. 43, No. 4, 640-665 (2022). MSC: 62Mxx 62M10 62P05 62F10 PDF BibTeX XML Cite \textit{D. Kim} et al., J. Time Ser. Anal. 43, No. 4, 640--665 (2022; Zbl 07570758) Full Text: DOI OpenURL
Karmakar, Sayar; Chudý, Marek; Wu, Wei Biao Long-term prediction intervals with many covariates. (English) Zbl 07570756 J. Time Ser. Anal. 43, No. 4, 587-609 (2022). MSC: 62Mxx 62G08 62M10 62J05 91B84 PDF BibTeX XML Cite \textit{S. Karmakar} et al., J. Time Ser. Anal. 43, No. 4, 587--609 (2022; Zbl 07570756) Full Text: DOI OpenURL
Bravo, Francesco Misspecified semiparametric model selection with weakly dependent observations. (English) Zbl 07570755 J. Time Ser. Anal. 43, No. 4, 558-586 (2022). MSC: 62Mxx 62E20 62M10 PDF BibTeX XML Cite \textit{F. Bravo}, J. Time Ser. Anal. 43, No. 4, 558--586 (2022; Zbl 07570755) Full Text: DOI OpenURL
Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. Regularized estimation of high-dimensional vector autoregressions with weakly dependent innovations. (English) Zbl 07570754 J. Time Ser. Anal. 43, No. 4, 532-557 (2022). MSC: 62Mxx 62M10 PDF BibTeX XML Cite \textit{R. P. Masini} et al., J. Time Ser. Anal. 43, No. 4, 532--557 (2022; Zbl 07570754) Full Text: DOI OpenURL
Chan, Ngai Hang; Gao, Linhao; Palma, Wilfredo Simultaneous variable selection and structural identification for time-varying coefficient models. (English) Zbl 07570753 J. Time Ser. Anal. 43, No. 4, 511-531 (2022). MSC: 62Mxx 62M10 PDF BibTeX XML Cite \textit{N. H. Chan} et al., J. Time Ser. Anal. 43, No. 4, 511--531 (2022; Zbl 07570753) Full Text: DOI OpenURL
Chesneau, Christophe Some new ratio-type copulas: theory and properties. (English) Zbl 07570277 Appl. Math. 49, No. 1, 79-101 (2022). MSC: 62H05 62H20 PDF BibTeX XML Cite \textit{C. Chesneau}, Appl. Math. 49, No. 1, 79--101 (2022; Zbl 07570277) Full Text: DOI OpenURL
Chandee, Vorrapan; Klinger-Logan, Kim; Li, Xiannan Pair correlation of zeros of \(\Gamma_1(q)\) L-functions. (English) Zbl 07570235 Math. Z. 302, No. 1, 219-258 (2022). Reviewer: Sami Omar (Sukhair) MSC: 11M41 11F11 11M06 PDF BibTeX XML Cite \textit{V. Chandee} et al., Math. Z. 302, No. 1, 219--258 (2022; Zbl 07570235) Full Text: DOI OpenURL
Osinsky, Alexander; Brilliantov, Nikolai Scaling laws in fragmentation kinetics. (English) Zbl 07569861 Physica A 603, Article ID 127785, 19 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{A. Osinsky} and \textit{N. Brilliantov}, Physica A 603, Article ID 127785, 19 p. (2022; Zbl 07569861) Full Text: DOI OpenURL
Yeo, Kyongmin; Li, Zan; Gifford, Wesley Generative adversarial network for probabilistic forecast of random dynamical systems. (English) Zbl 07569631 SIAM J. Sci. Comput. 44, No. 4, A2150-A2175 (2022). MSC: 37M10 62M10 62M20 62M45 68T07 PDF BibTeX XML Cite \textit{K. Yeo} et al., SIAM J. Sci. Comput. 44, No. 4, A2150--A2175 (2022; Zbl 07569631) Full Text: DOI OpenURL
Frommer, Fabio; Hanke, Martin A variational framework for the inverse Henderson problem of statistical mechanics. (English) Zbl 07569279 Lett. Math. Phys. 112, No. 4, Paper No. 71, 34 p. (2022). MSC: 82B21 82M31 60G55 65K10 PDF BibTeX XML Cite \textit{F. Frommer} and \textit{M. Hanke}, Lett. Math. Phys. 112, No. 4, Paper No. 71, 34 p. (2022; Zbl 07569279) Full Text: DOI OpenURL
Westerlund, Joakim; Norkutė, Milda; Stauskas, Ovidijus The factor analytical approach in trending near unit root panels. (English) Zbl 07569205 J. Time Ser. Anal. 43, No. 3, 501-508 (2022). MSC: 62Mxx 62M10 62P20 PDF BibTeX XML Cite \textit{J. Westerlund} et al., J. Time Ser. Anal. 43, No. 3, 501--508 (2022; Zbl 07569205) Full Text: DOI OpenURL
Xu, Yue; Zhu, Fukang A new GJR-GARCH model for \(\mathbb{Z}\)-valued time series. (English) Zbl 07569204 J. Time Ser. Anal. 43, No. 3, 490-500 (2022). MSC: 62Mxx 62M10 62M05 PDF BibTeX XML Cite \textit{Y. Xu} and \textit{F. Zhu}, J. Time Ser. Anal. 43, No. 3, 490--500 (2022; Zbl 07569204) Full Text: DOI OpenURL
Liu, Mengya; Zhu, Fukang; Zhu, Ke Modeling normalcy-dominant ordinal time series: an application to air quality level. (English) Zbl 07569202 J. Time Ser. Anal. 43, No. 3, 460-478 (2022). MSC: 62Mxx 62M10 37M10 PDF BibTeX XML Cite \textit{M. Liu} et al., J. Time Ser. Anal. 43, No. 3, 460--478 (2022; Zbl 07569202) Full Text: DOI OpenURL
del Barrio Castro, Tomás; Cubadda, Gianluca; Osborn, Denise R. On cointegration for processes integrated at different frequencies. (English) Zbl 07569200 J. Time Ser. Anal. 43, No. 3, 412-435 (2022). MSC: 62Mxx 62M10 91B84 PDF BibTeX XML Cite \textit{T. del Barrio Castro} et al., J. Time Ser. Anal. 43, No. 3, 412--435 (2022; Zbl 07569200) Full Text: DOI OpenURL
Tan, Songhua; Zhu, Qianqian Asymmetric linear double autoregression. (English) Zbl 07569198 J. Time Ser. Anal. 43, No. 3, 371-388 (2022). MSC: 62Mxx 62M10 62F03 62F12 PDF BibTeX XML Cite \textit{S. Tan} and \textit{Q. Zhu}, J. Time Ser. Anal. 43, No. 3, 371--388 (2022; Zbl 07569198) Full Text: DOI OpenURL
Yuan, Huiling; Sun, Yulei; Xu, Lu; Zhou, Yong; Cui, Xiangyu A new volatility model: GQARCH-Itô model. (English) Zbl 07569197 J. Time Ser. Anal. 43, No. 3, 345-370 (2022). MSC: 62Mxx 62M10 62M20 62F12 PDF BibTeX XML Cite \textit{H. Yuan} et al., J. Time Ser. Anal. 43, No. 3, 345--370 (2022; Zbl 07569197) Full Text: DOI OpenURL
Zhang, Hui; Xu, Jie; Jia, Limin; Shi, Yihan Modelling the walking behavior of pedestrians in the junction with chamfer zone of subway station. (English) Zbl 07568873 Physica A 602, Article ID 127656, 21 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{H. Zhang} et al., Physica A 602, Article ID 127656, 21 p. (2022; Zbl 07568873) Full Text: DOI OpenURL
Zhang, Zehui; Wang, Fang; Shen, Luming; Xie, Qiang Multiscale time-lagged correlation networks for detecting air pollution interaction. (English) Zbl 07568864 Physica A 602, Article ID 127627, 15 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{Z. Zhang} et al., Physica A 602, Article ID 127627, 15 p. (2022; Zbl 07568864) Full Text: DOI OpenURL
Tong, Zhiqiang; Nakane, Ryosho; Hirose, Akira; Tanaka, Gouhei A simple memristive circuit for pattern classification based on reservoir computing. (English) Zbl 07568082 Int. J. Bifurcation Chaos Appl. Sci. Eng. 32, No. 9, Article ID 2250141, 14 p. (2022). MSC: 68Txx 62M10 94C05 PDF BibTeX XML Cite \textit{Z. Tong} et al., Int. J. Bifurcation Chaos Appl. Sci. Eng. 32, No. 9, Article ID 2250141, 14 p. (2022; Zbl 07568082) Full Text: DOI OpenURL
Kurisu, Daisuke Nonparametric regression for locally stationary functional time series. (English) Zbl 07567705 Electron. J. Stat. 16, No. 2, 3973-3995 (2022). MSC: 62G08 62M10 60F05 PDF BibTeX XML Cite \textit{D. Kurisu}, Electron. J. Stat. 16, No. 2, 3973--3995 (2022; Zbl 07567705) Full Text: DOI Link OpenURL
Wang, Jun; Wang, Dianpeng; Tian, Yubin Multidimensional specification test based on non-stationary time series. (English) Zbl 07567475 Test 31, No. 2, 348-372 (2022). MSC: 62H15 62M10 62P20 PDF BibTeX XML Cite \textit{J. Wang} et al., Test 31, No. 2, 348--372 (2022; Zbl 07567475) Full Text: DOI OpenURL
Garcin, Matthieu A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework. (English) Zbl 07567363 Commun. Nonlinear Sci. Numer. Simul. 114, Article ID 106610, 15 p. (2022). MSC: 62M05 91G20 62M10 60G22 62F10 PDF BibTeX XML Cite \textit{M. Garcin}, Commun. Nonlinear Sci. Numer. Simul. 114, Article ID 106610, 15 p. (2022; Zbl 07567363) Full Text: DOI OpenURL
Khatskevich, V. L. On optimal estimates of random variables. (English. Russian original) Zbl 07566750 J. Math. Sci., New York 263, No. 4, 590-598 (2022); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 170, 129-137 (2019). MSC: 62F10 PDF BibTeX XML Cite \textit{V. L. Khatskevich}, J. Math. Sci., New York 263, No. 4, 590--598 (2022; Zbl 07566750); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 170, 129--137 (2019) Full Text: DOI OpenURL
Khalafi, Mahnaz; Soltani, Ahmad Reza; Golalipour, Masoud; Azimmohseni, Majid; Najafiamiri, Farzad On the spectral coherence between two periodically correlated processes. (English. English, French summaries) Zbl 07566565 Can. J. Stat. 50, No. 2, 663-680 (2022). MSC: 62M15 62H20 PDF BibTeX XML Cite \textit{M. Khalafi} et al., Can. J. Stat. 50, No. 2, 663--680 (2022; Zbl 07566565) Full Text: DOI OpenURL
Fraser, D. A. S.; Bédard, Mylène The linear Lasso: a location model approach. (English. English, French summaries) Zbl 07566554 Can. J. Stat. 50, No. 2, 437-453 (2022). MSC: 62J07 62J20 PDF BibTeX XML Cite \textit{D. A. S. Fraser} and \textit{M. Bédard}, Can. J. Stat. 50, No. 2, 437--453 (2022; Zbl 07566554) Full Text: DOI OpenURL
Shang, Han Lin Not all long-memory estimators are born equal: the case of nonstationary functional time series. (English. English, French summaries) Zbl 07566549 Can. J. Stat. 50, No. 1, 357-380 (2022). MSC: 62M10 62M15 PDF BibTeX XML Cite \textit{H. L. Shang}, Can. J. Stat. 50, No. 1, 357--380 (2022; Zbl 07566549) Full Text: DOI OpenURL
Zhang, Rong-mao; Liu, Qi-meng; Shi, Jian-hua Nearly nonstationary processes under infinite variance GARCH noises. (English) Zbl 07566334 Appl. Math., Ser. B (Engl. Ed.) 37, No. 2, 246-257 (2022). MSC: 62M10 62E20 60F17 PDF BibTeX XML Cite \textit{R.-m. Zhang} et al., Appl. Math., Ser. B (Engl. Ed.) 37, No. 2, 246--257 (2022; Zbl 07566334) Full Text: DOI OpenURL
Fasen-Hartmann, Vicky; Scholz, Markus Factorization and discrete-time representation of multi-variate CARMA processes. (English) Zbl 07565947 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 799-812 (2022). MSC: 62M10 62M86 60G10 PDF BibTeX XML Cite \textit{V. Fasen-Hartmann} and \textit{M. Scholz}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 799--812 (2022; Zbl 07565947) Full Text: Link OpenURL
Feltes, G. L.; Lopes, S. R. C. Fractionally integrated moving average stable processes with long-range dependence. (English) Zbl 07565939 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 599-615 (2022). MSC: 62H20 60G10 62M10 62E10 54E99 PDF BibTeX XML Cite \textit{G. L. Feltes} and \textit{S. R. C. Lopes}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 599--615 (2022; Zbl 07565939) Full Text: Link OpenURL
Spasojević, Djordje; Radić, Sonja; Jovković, Dragutin; Janićević, Sanja Spin activity correlations in driven disordered systems. (English) Zbl 07565685 J. Stat. Mech. Theory Exp. 2022, No. 6, Article ID 063302, 24 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{D. Spasojević} et al., J. Stat. Mech. Theory Exp. 2022, No. 6, Article ID 063302, 24 p. (2022; Zbl 07565685) Full Text: DOI OpenURL
Deng, Youjin; Garoni, Timothy M.; Grimm, Jens; Zhou, Zongzheng Unwrapped two-point functions on high-dimensional tori. (English) Zbl 07565664 J. Stat. Mech. Theory Exp. 2022, No. 5, Article ID 053208, 21 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{Y. Deng} et al., J. Stat. Mech. Theory Exp. 2022, No. 5, Article ID 053208, 21 p. (2022; Zbl 07565664) Full Text: DOI OpenURL
Barry, Amadou; Bhagwat, Nikhil; Misic, Bratislav; Poline, Jean-Baptiste; Greenwood, Celia M. T. Asymmetric influence measure for high dimensional regression. (English) Zbl 07565503 Commun. Stat., Theory Methods 51, No. 16, 5461-5487 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Barry} et al., Commun. Stat., Theory Methods 51, No. 16, 5461--5487 (2022; Zbl 07565503) Full Text: DOI OpenURL
Becila, S.; Merzougui, M. Nonlinear least squares estimation of the periodic EXPAR(1) model. (English) Zbl 07565497 Commun. Stat., Theory Methods 51, No. 15, 5369-5381 (2022). MSC: 62F12 62M10 PDF BibTeX XML Cite \textit{S. Becila} and \textit{M. Merzougui}, Commun. Stat., Theory Methods 51, No. 15, 5369--5381 (2022; Zbl 07565497) Full Text: DOI OpenURL
Zou, Wei-Ke; Wang, Qing; Zhao, Hong-Kang Shot noise of photonic heat transport through an oscillation device modulated by Majorana fermions. (English) Zbl 07565279 Ann. Phys. 443, Article ID 169007, 18 p. (2022). MSC: 82-XX 81-XX PDF BibTeX XML Cite \textit{W.-K. Zou} et al., Ann. Phys. 443, Article ID 169007, 18 p. (2022; Zbl 07565279) Full Text: DOI OpenURL
Kumar, Ashish; Saini, Monika A predictive approach for finite population mean when auxiliary variables are attributes. (English) Zbl 07565091 Thail. Stat. 20, No. 3, 575-584 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Kumar} and \textit{M. Saini}, Thail. Stat. 20, No. 3, 575--584 (2022; Zbl 07565091) Full Text: Link OpenURL
Altun, Emrah; Khan, Naushad Mamode Modelling with the novel INAR(1)-PTE process. (English) Zbl 07565027 Methodol. Comput. Appl. Probab. 24, No. 3, 1735-1751 (2022). MSC: 62M10 62E15 PDF BibTeX XML Cite \textit{E. Altun} and \textit{N. M. Khan}, Methodol. Comput. Appl. Probab. 24, No. 3, 1735--1751 (2022; Zbl 07565027) Full Text: DOI OpenURL
Nduka, Uchenna Chinedu Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution. (English) Zbl 07565018 Methodol. Comput. Appl. Probab. 24, No. 3, 1519-1551 (2022). MSC: 62M10 62F10 62F35 62J05 PDF BibTeX XML Cite \textit{U. C. Nduka}, Methodol. Comput. Appl. Probab. 24, No. 3, 1519--1551 (2022; Zbl 07565018) Full Text: DOI OpenURL
Kargapolova, Nina; Ogorodnikov, Vasily Stochastic model of conditional non-stationary time series of the wind chill index in West Siberia. (English) Zbl 07565015 Methodol. Comput. Appl. Probab. 24, No. 3, 1467-1483 (2022). MSC: 86-10 62M10 62P12 86A10 PDF BibTeX XML Cite \textit{N. Kargapolova} and \textit{V. Ogorodnikov}, Methodol. Comput. Appl. Probab. 24, No. 3, 1467--1483 (2022; Zbl 07565015) Full Text: DOI OpenURL
Fan, Shilei; Liao, Lingmin; Qiu, Yanqi Stationary determinantal processes: \(\psi\)-mixing property and correlation dimensions. (English) Zbl 07564653 Stochastic Processes Appl. 151, 1-22 (2022). MSC: 60G55 32A36 PDF BibTeX XML Cite \textit{S. Fan} et al., Stochastic Processes Appl. 151, 1--22 (2022; Zbl 07564653) Full Text: DOI OpenURL
Kadiri, Nadia; Meghnafi, Mustapha; Rabhi, Abbes Strong uniform consistency rates of conditional density estimation in the single functional index model for functional data under random censorship. (English) Zbl 07564599 REVSTAT 20, No. 2, 221-249 (2022). MSC: 62G07 62G20 62M10 62R10 PDF BibTeX XML Cite \textit{N. Kadiri} et al., REVSTAT 20, No. 2, 221--249 (2022; Zbl 07564599) Full Text: DOI OpenURL
Liao, Yuanyuan; Wang, Lihong Asymptotics of the adaptive elastic net estimation for conditional heteroscedastic time series models. (English) Zbl 07564597 REVSTAT 20, No. 2, 179-198 (2022). MSC: 62M10 62J07 PDF BibTeX XML Cite \textit{Y. Liao} and \textit{L. Wang}, REVSTAT 20, No. 2, 179--198 (2022; Zbl 07564597) Full Text: DOI OpenURL
Nguyen, Ba Phi; Lieu, Thi Kim Thoa; Kim, Kihong Numerical study of the transverse localization of waves in one-dimensional lattices with randomly distributed gain and loss: effect of disorder correlations. (English) Zbl 07563720 Waves Random Complex Media 32, No. 1, 390-405 (2022). MSC: 74-XX 78-XX PDF BibTeX XML Cite \textit{B. P. Nguyen} et al., Waves Random Complex Media 32, No. 1, 390--405 (2022; Zbl 07563720) Full Text: DOI OpenURL
Gerasimenko, Viktor; Gapyak, Igor Propagation of correlations in a hard-sphere system. (English) Zbl 07563225 J. Stat. Phys. 189, No. 1, Paper No. 2, 24 p. (2022). MSC: 82C22 82C40 35Q20 PDF BibTeX XML Cite \textit{V. Gerasimenko} and \textit{I. Gapyak}, J. Stat. Phys. 189, No. 1, Paper No. 2, 24 p. (2022; Zbl 07563225) Full Text: DOI OpenURL
Shan, Guogen Conservative confidence intervals for the intraclass correlation coefficient for clustered binary data. (English) Zbl 07563011 J. Appl. Stat. 49, No. 10, 2535-2549 (2022). MSC: 62Pxx PDF BibTeX XML Cite \textit{G. Shan}, J. Appl. Stat. 49, No. 10, 2535--2549 (2022; Zbl 07563011) Full Text: DOI OpenURL
Luo, Jingqin; Gao, Feng; Liu, Jingxia; Wang, Guoqiao; Chen, Ling; Fagan, Anne M.; Day, Gregory S.; Vöglein, Jonathan; Chhatwal, Jasmeer P.; Xiong, Chengjie; Dominantly Inherited Alzheimer Network (DIAN) Steering Committee Statistical estimation and comparison of group-specific bivariate correlation coefficients in family-type clustered studies. (English) Zbl 07562996 J. Appl. Stat. 49, No. 9, 2246-2270 (2022). MSC: 62Pxx PDF BibTeX XML Cite \textit{J. Luo} et al., J. Appl. Stat. 49, No. 9, 2246--2270 (2022; Zbl 07562996) Full Text: DOI OpenURL
Katori, Makoto; Shirai, Tomoyuki Partial isometries, duality, and determinantal point processes. (English) Zbl 07562972 Random Matrices Theory Appl. 11, No. 3, Article ID 2250025, 70 p. (2022). MSC: 60G55 60B20 46E22 60B10 PDF BibTeX XML Cite \textit{M. Katori} and \textit{T. Shirai}, Random Matrices Theory Appl. 11, No. 3, Article ID 2250025, 70 p. (2022; Zbl 07562972) Full Text: DOI OpenURL
Loubaton, Philippe; Mestre, Xavier On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series. (English) Zbl 07562971 Random Matrices Theory Appl. 11, No. 3, Article ID 2250024, 83 p. (2022). MSC: 62-XX 60B20 15B52 PDF BibTeX XML Cite \textit{P. Loubaton} and \textit{X. Mestre}, Random Matrices Theory Appl. 11, No. 3, Article ID 2250024, 83 p. (2022; Zbl 07562971) Full Text: DOI OpenURL
Kalyagin, V. A.; Koldanov, A. P.; Koldanov, P. A. Reliability of maximum spanning tree identification in correlation-based market networks. (English) Zbl 07562503 Physica A 599, Article ID 127482, 12 p. (2022). MSC: 82-XX 68T37 62-07 PDF BibTeX XML Cite \textit{V. A. Kalyagin} et al., Physica A 599, Article ID 127482, 12 p. (2022; Zbl 07562503) Full Text: DOI OpenURL
Akdur, Hatice Tul Kubra GEE-based Bell model for longitudinal count outcomes. (English) Zbl 07562250 Commun. Stat., Theory Methods 51, No. 13, 4602-4616 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{H. T. K. Akdur}, Commun. Stat., Theory Methods 51, No. 13, 4602--4616 (2022; Zbl 07562250) Full Text: DOI OpenURL
Russell, Oliver; Sun, Wei Some new Gaussian product inequalities. (English) Zbl 07562097 J. Math. Anal. Appl. 515, No. 2, Article ID 126439, 21 p. (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 60E15 62H20 33C05 PDF BibTeX XML Cite \textit{O. Russell} and \textit{W. Sun}, J. Math. Anal. Appl. 515, No. 2, Article ID 126439, 21 p. (2022; Zbl 07562097) Full Text: DOI OpenURL
Flores-Gallegos, N. On the information balance in a simple chemical process. (English) Zbl 07562015 J. Math. Chem. 60, No. 7, 1405-1421 (2022). MSC: 92Exx PDF BibTeX XML Cite \textit{N. Flores-Gallegos}, J. Math. Chem. 60, No. 7, 1405--1421 (2022; Zbl 07562015) Full Text: DOI OpenURL
Lin, Yu-Xuan; Tang, Yi-Han; Zhang, Jia-Hua; Fang, Kai-Tai Detecting non-isomorphic orthogonal design. (English) Zbl 07560402 J. Stat. Plann. Inference 221, 299-312 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{Y.-X. Lin} et al., J. Stat. Plann. Inference 221, 299--312 (2022; Zbl 07560402) Full Text: DOI OpenURL
Boente, Graciela; Kudraszow, Nadia L. Robust smoothed canonical correlation analysis for functional data. (English) Zbl 07559714 Stat. Sin. 32, No. 3, 1269-1293 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{G. Boente} and \textit{N. L. Kudraszow}, Stat. Sin. 32, No. 3, 1269--1293 (2022; Zbl 07559714) Full Text: DOI OpenURL
Ji, Sai; Xu, Dachuan; Li, Min; Wang, Yishui Approximation algorithms for two variants of correlation clustering problem. (English) Zbl 07558373 J. Comb. Optim. 43, No. 5, 933-952 (2022). MSC: 90C27 PDF BibTeX XML Cite \textit{S. Ji} et al., J. Comb. Optim. 43, No. 5, 933--952 (2022; Zbl 07558373) Full Text: DOI OpenURL
David Sam Jayakumar, G. S.; Samuel, W.; Thomas, Bejoy John A squared Mahalanobis rank distances and detection of outliers in multivariate ordinal data. (English) Zbl 07557989 J. Stat. Theory Pract. 16, No. 3, Paper No. 35, 28 p. (2022). MSC: 62G32 PDF BibTeX XML Cite \textit{G. S. David Sam Jayakumar} et al., J. Stat. Theory Pract. 16, No. 3, Paper No. 35, 28 p. (2022; Zbl 07557989) Full Text: DOI OpenURL
Li, Linyuan; Zhang, Biao Nonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processes. (English) Zbl 07557812 Appl. Comput. Harmon. Anal. 60, 176-204 (2022). MSC: 62M10 62G05 62M15 62G20 PDF BibTeX XML Cite \textit{L. Li} and \textit{B. Zhang}, Appl. Comput. Harmon. Anal. 60, 176--204 (2022; Zbl 07557812) Full Text: DOI OpenURL
Li, Xiao-ling; Li, Yuan; Pan, Jia-zhu; Zhang, Xing-fa A factor-GARCH model for high dimensional volatilities. (English) Zbl 07557672 Acta Math. Appl. Sin., Engl. Ser. 38, No. 3, 635-663 (2022). MSC: 62M10 62H12 62H25 62F12 62P05 PDF BibTeX XML Cite \textit{X.-l. Li} et al., Acta Math. Appl. Sin., Engl. Ser. 38, No. 3, 635--663 (2022; Zbl 07557672) Full Text: DOI OpenURL
Jiang, Julia; Liu, Jun; Tian, Weidong; Zeng, Xudong Portfolio concentration, portfolio inertia, and ambiguous correlation. (English) Zbl 07557216 J. Econ. Theory 203, Article ID 105463, 34 p. (2022). MSC: 91Bxx PDF BibTeX XML Cite \textit{J. Jiang} et al., J. Econ. Theory 203, Article ID 105463, 34 p. (2022; Zbl 07557216) Full Text: DOI OpenURL
Gösmann, Josua; Stoehr, Christina; Heiny, Johannes; Dette, Holger Sequential change point detection in high dimensional time series. (English) Zbl 07556940 Electron. J. Stat. 16, No. 1, 3608-3671 (2022). MSC: 62M10 62G20 62H15 60G70 PDF BibTeX XML Cite \textit{J. Gösmann} et al., Electron. J. Stat. 16, No. 1, 3608--3671 (2022; Zbl 07556940) Full Text: DOI Link OpenURL
Douissi, Soukaina; Es-Sebaiy, Khalifa; Viens, Frederi Asymptotics of Yule’s nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach. (English) Zbl 07556930 Electron. J. Stat. 16, No. 1, 3176-3211 (2022). MSC: 62E10 PDF BibTeX XML Cite \textit{S. Douissi} et al., Electron. J. Stat. 16, No. 1, 3176--3211 (2022; Zbl 07556930) Full Text: DOI Link OpenURL
Mérai, László; Winterhof, Arne Pseudorandom sequences derived from automatic sequences. (English) Zbl 07556852 Cryptogr. Commun. 14, No. 4, 783-815 (2022). MSC: 11A63 11B85 11K16 11K31 11K36 11K45 11T71 68R15 94A55 94A60 PDF BibTeX XML Cite \textit{L. Mérai} and \textit{A. Winterhof}, Cryptogr. Commun. 14, No. 4, 783--815 (2022; Zbl 07556852) Full Text: DOI OpenURL
Tveten, Martin; Eckley, Idris A.; Fearnhead, Paul Scalable change-point and anomaly detection in cross-correlated data with an application to condition monitoring. (English) Zbl 07556652 Ann. Appl. Stat. 16, No. 2, 721-743 (2022). MSC: 62Pxx PDF BibTeX XML Cite \textit{M. Tveten} et al., Ann. Appl. Stat. 16, No. 2, 721--743 (2022; Zbl 07556652) Full Text: DOI OpenURL
Gupta, Arjun K.; Johnson, Bruce E.; Nagar, Daya K. Non-null distribution of Kullback’s statistic for testing equality of correlation matrices. (English) Zbl 07555739 Int. J. Math. Comput. Sci. 17, No. 3, 1087-1101 (2022). MSC: 62H15 62E15 PDF BibTeX XML Cite \textit{A. K. Gupta} et al., Int. J. Math. Comput. Sci. 17, No. 3, 1087--1101 (2022; Zbl 07555739) Full Text: Link OpenURL
Hainaut, Donatien Continuous time processes for finance. Switching, self-exciting, fractional and other recent dynamics (to appear). (English) Zbl 07555472 Bocconi & Springer Series 12. Cham: Springer (ISBN 978-3-031-06360-2/hbk). xviii, 345 p. (2022). MSC: 91-01 91B84 37N40 62M10 PDF BibTeX XML Cite \textit{D. Hainaut}, Continuous time processes for finance. Switching, self-exciting, fractional and other recent dynamics (to appear). Cham: Springer (2022; Zbl 07555472) OpenURL
Leroux, Anke D.; Martin, Vance L.; John, Kathryn A. St. Modeling time varying risk of natural resource assets: implications of climate change. (English) Zbl 07555004 Quant. Econ. 13, No. 1, 225-257 (2022). MSC: 91B76 62P20 62M10 PDF BibTeX XML Cite \textit{A. D. Leroux} et al., Quant. Econ. 13, No. 1, 225--257 (2022; Zbl 07555004) Full Text: DOI OpenURL
Crump, Richard K.; Gospodinov, Nikolay On the factor structure of bond returns. (English) Zbl 07554966 Econometrica 90, No. 1, 295-314 (2022). MSC: 91G30 62P05 PDF BibTeX XML Cite \textit{R. K. Crump} and \textit{N. Gospodinov}, Econometrica 90, No. 1, 295--314 (2022; Zbl 07554966) Full Text: DOI OpenURL
Tsang, Man Yiu; Sit, Tony; Wong, Hoi Ying Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty. (English) Zbl 07554582 Appl. Math. Optim. 86, No. 1, Paper No. 8, 29 p. (2022). MSC: 91G10 90C15 62H20 PDF BibTeX XML Cite \textit{M. Y. Tsang} et al., Appl. Math. Optim. 86, No. 1, Paper No. 8, 29 p. (2022; Zbl 07554582) Full Text: DOI OpenURL
Hong, Hejing; Hu, Zechun Unlinking theorem for symmetric quasi-convex polynomials. (English) Zbl 07554560 Chin. J. Appl. Probab. Stat. 38, No. 1, 151-158 (2022). MSC: 60E15 62H05 PDF BibTeX XML Cite \textit{H. Hong} and \textit{Z. Hu}, Chin. J. Appl. Probab. Stat. 38, No. 1, 151--158 (2022; Zbl 07554560) Full Text: Link OpenURL
Fisch, Alexander T. M.; Bardwell, Lawrence; Eckley, Idris A. Real time anomaly detection and categorisation. (English) Zbl 07554544 Stat. Comput. 32, No. 4, Paper No. 55, 15 p. (2022). MSC: 62-08 62M10 62P10 PDF BibTeX XML Cite \textit{A. T. M. Fisch} et al., Stat. Comput. 32, No. 4, Paper No. 55, 15 p. (2022; Zbl 07554544) Full Text: DOI OpenURL
Hughes, John Sklar’s omega: a Gaussian copula-based framework for assessing agreement. (English) Zbl 07554535 Stat. Comput. 32, No. 3, Paper No. 46, 17 p. (2022). MSC: 62-08 62H20 62H05 PDF BibTeX XML Cite \textit{J. Hughes}, Stat. Comput. 32, No. 3, Paper No. 46, 17 p. (2022; Zbl 07554535) Full Text: DOI OpenURL
James, Nick; Menzies, Max Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes. (English) Zbl 07554534 Stat. Comput. 32, No. 3, Paper No. 45, 22 p. (2022). MSC: 62-08 62F15 62M10 62M15 PDF BibTeX XML Cite \textit{N. James} and \textit{M. Menzies}, Stat. Comput. 32, No. 3, Paper No. 45, 22 p. (2022; Zbl 07554534) Full Text: DOI OpenURL
Chow, Sy-Miin; Lee, Jungmin; Hofman, Abe D.; van der Maas, Han L. J.; Pearl, Dennis K.; Molenaar, Peter C. M. Control theory forecasts of optimal training dosage to facilitate children’s arithmetic learning in a digital educational application. (English) Zbl 07554422 Psychometrika 87, No. 2, 559-592 (2022). MSC: 62P15 62M10 93E20 PDF BibTeX XML Cite \textit{S.-M. Chow} et al., Psychometrika 87, No. 2, 559--592 (2022; Zbl 07554422) Full Text: DOI OpenURL
Kelava, Augustin; Kilian, Pascal; Glaesser, Judith; Merk, Samuel; Brandt, Holger Forecasting intra-individual changes of affective states taking into account inter-individual differences using intensive longitudinal data from a university student dropout study in math. (English) Zbl 07554421 Psychometrika 87, No. 2, 533-558 (2022). MSC: 62P15 62M10 62F15 PDF BibTeX XML Cite \textit{A. Kelava} et al., Psychometrika 87, No. 2, 533--558 (2022; Zbl 07554421) Full Text: DOI OpenURL
Hunter, Michael D.; Fatimah, Haya; Bornovalova, Marina A. Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data. (English) Zbl 07554419 Psychometrika 87, No. 2, 477-505 (2022); erratum ibid. 87, No. 2, 797 (2022). MSC: 62P15 62M10 62M20 PDF BibTeX XML Cite \textit{M. D. Hunter} et al., Psychometrika 87, No. 2, 477--505 (2022; Zbl 07554419) Full Text: DOI OpenURL
Lafit, Ginette; Meers, Kristof; Ceulemans, Eva A systematic study into the factors that affect the predictive accuracy of multilevel VAR(1) models. (English) Zbl 07554418 Psychometrika 87, No. 2, 432-476 (2022). MSC: 62P15 62H25 62M10 PDF BibTeX XML Cite \textit{G. Lafit} et al., Psychometrika 87, No. 2, 432--476 (2022; Zbl 07554418) Full Text: DOI OpenURL
Li, Yanling; Oravecz, Zita; Zhou, Shuai; Bodovski, Yosef; Barnett, Ian J.; Chi, Guangqing; Zhou, Yuan; Friedman, Naomi P.; Vrieze, Scott I.; Chow, Sy-Miin Bayesian forecasting with a regime-switching zero-inflated multilevel Poisson regression model: an application to adolescent alcohol use with spatial covariates. (English) Zbl 07554417 Psychometrika 87, No. 2, 376-402 (2022). MSC: 62P15 62M10 62F15 62P10 PDF BibTeX XML Cite \textit{Y. Li} et al., Psychometrika 87, No. 2, 376--402 (2022; Zbl 07554417) Full Text: DOI OpenURL
Fisher, Zachary F.; Kim, Younghoon; Fredrickson, Barbara L.; Pipiras, Vladas Penalized estimation and forecasting of multiple subject intensive longitudinal data. (English) Zbl 07554415 Psychometrika 87, No. 2, 403-431 (2022). MSC: 62P15 62M10 62J07 PDF BibTeX XML Cite \textit{Z. F. Fisher} et al., Psychometrika 87, No. 2, 403--431 (2022; Zbl 07554415) Full Text: DOI OpenURL
Moutanabbir, Khouzeima; Abdelrahman, Hassan Bivariate sarmanov phase-type distributions for joint lifetimes modeling. (English) Zbl 07554098 Methodol. Comput. Appl. Probab. 24, No. 2, 1093-1118 (2022). MSC: 91B30 62P05 62H05 62H20 60E05 PDF BibTeX XML Cite \textit{K. Moutanabbir} and \textit{H. Abdelrahman}, Methodol. Comput. Appl. Probab. 24, No. 2, 1093--1118 (2022; Zbl 07554098) Full Text: DOI OpenURL
Mesfioui, Mhamed; Trufin, Julien Bounds on multivariate Kendall’s tau and Spearman’s rho for zero-inflated continuous variables and their application to insurance. (English) Zbl 07554096 Methodol. Comput. Appl. Probab. 24, No. 2, 1051-1059 (2022). MSC: 62H20 62P05 PDF BibTeX XML Cite \textit{M. Mesfioui} and \textit{J. Trufin}, Methodol. Comput. Appl. Probab. 24, No. 2, 1051--1059 (2022; Zbl 07554096) Full Text: DOI OpenURL
Li, Deyuan; Ling, Chen; Liu, Qing; Peng, Liang Inference for the Lee-Carter model with an AR(2) process. (English) Zbl 07554094 Methodol. Comput. Appl. Probab. 24, No. 2, 991-1019 (2022). MSC: 62P05 62M10 91G05 PDF BibTeX XML Cite \textit{D. Li} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 991--1019 (2022; Zbl 07554094) Full Text: DOI OpenURL
Chevallier-Mames, Benoît A pairing-free signature scheme from correlation intractable hash function and strong Diffie-Hellman assumption. (English) Zbl 07553944 Galbraith, Steven D. (ed.), Topics in cryptology – CT-RSA 2022. Cryptographers’ track at the RSA conference 2022, virtual event, March 1–2, 2022. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13161, 26-48 (2022). MSC: 94A62 94A60 68P25 PDF BibTeX XML Cite \textit{B. Chevallier-Mames}, Lect. Notes Comput. Sci. 13161, 26--48 (2022; Zbl 07553944) Full Text: DOI OpenURL
Chen, Huaping; Li, Qi; Zhu, Fukang A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation. (English) Zbl 07553720 AStA, Adv. Stat. Anal. 106, No. 2, 243-270 (2022). MSC: 62M10 62F12 62P10 PDF BibTeX XML Cite \textit{H. Chen} et al., AStA, Adv. Stat. Anal. 106, No. 2, 243--270 (2022; Zbl 07553720) Full Text: DOI OpenURL
Boubacar Maïnassara, Yacouba; Ilmi Amir, Abdoulkarim Goodness-of-fit tests for SPARMA models with dependent error terms. (English) Zbl 07553417 J. Time Ser. Econom. 14, No. 2, 107-140 (2022). MSC: 62P20 62M10 62F03 62F05 91B84 62P05 PDF BibTeX XML Cite \textit{Y. Boubacar Maïnassara} and \textit{A. Ilmi Amir}, J. Time Ser. Econom. 14, No. 2, 107--140 (2022; Zbl 07553417) Full Text: DOI OpenURL
Trifonov, Mikhail Bessel representation for amplitude distribution of noisy sinusoidal signals. (English) Zbl 07553173 Stat. Pap. 63, No. 3, 983-988 (2022). MSC: 60E05 33C10 33C45 62E15 62M10 PDF BibTeX XML Cite \textit{M. Trifonov}, Stat. Pap. 63, No. 3, 983--988 (2022; Zbl 07553173) Full Text: DOI OpenURL
Boubacar Maïnassara, Yacouba; Kadmiri, Othman; Saussereau, Bruno Portmanteau test for the asymmetric power GARCH model when the power is unknown. (English) Zbl 07553165 Stat. Pap. 63, No. 3, 755-793 (2022). MSC: 62M10 62F03 62F05 91B84 62P05 PDF BibTeX XML Cite \textit{Y. Boubacar Maïnassara} et al., Stat. Pap. 63, No. 3, 755--793 (2022; Zbl 07553165) Full Text: DOI OpenURL
Giudici, Paolo; Polinesi, Gloria; Spelta, Alessandro Network models to improve robot advisory portfolios. (English) Zbl 07553142 Ann. Oper. Res. 313, No. 2, 965-989 (2022). MSC: 91G10 91G45 PDF BibTeX XML Cite \textit{P. Giudici} et al., Ann. Oper. Res. 313, No. 2, 965--989 (2022; Zbl 07553142) Full Text: DOI OpenURL
Hančová, Martina; Gajdoš, Andrej; Hanč, Jozef A practical, effective calculation of gamma difference distributions with open data science tools. (English) Zbl 07551351 J. Stat. Comput. Simulation 92, No. 11, 2205-2232 (2022). MSC: 62-XX 65C60 62E10 62M10 91B84 PDF BibTeX XML Cite \textit{M. Hančová} et al., J. Stat. Comput. Simulation 92, No. 11, 2205--2232 (2022; Zbl 07551351) Full Text: DOI OpenURL
Manouchehri, T.; Nematollahi, A. R. PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models. (English) Zbl 07551346 J. Stat. Comput. Simulation 92, No. 10, 2090-2111 (2022). MSC: 62-XX 62H10 60G10 62F15 62M10 62H12 PDF BibTeX XML Cite \textit{T. Manouchehri} and \textit{A. R. Nematollahi}, J. Stat. Comput. Simulation 92, No. 10, 2090--2111 (2022; Zbl 07551346) Full Text: DOI OpenURL
Qian, Lianyong; Li, Qi A class of max-INAR(1) processes with explanatory variables. (English) Zbl 07551337 J. Stat. Comput. Simulation 92, No. 9, 1898-1919 (2022). MSC: 62-XX 62M10 62M05 PDF BibTeX XML Cite \textit{L. Qian} and \textit{Q. Li}, J. Stat. Comput. Simulation 92, No. 9, 1898--1919 (2022; Zbl 07551337) Full Text: DOI OpenURL
Ben Lahouel, Béchir; Ben Zaied, Younes; Yang, Guo-liang; Bruna, Maria-Giuseppina; Song, Yaoyao A non-parametric decomposition of the environmental performance-income relationship: evidence from a non-linear model. (English) Zbl 07550847 Ann. Oper. Res. 313, No. 1, 525-558 (2022). MSC: 91B82 91B76 62P20 62M10 90C05 PDF BibTeX XML Cite \textit{B. Ben Lahouel} et al., Ann. Oper. Res. 313, No. 1, 525--558 (2022; Zbl 07550847) Full Text: DOI OpenURL
Rizvi, Syed Kumail Abbas; Naqvi, Bushra; Mirza, Nawazish Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs. (English) Zbl 07550846 Ann. Oper. Res. 313, No. 1, 495-524 (2022). MSC: 91G10 91B76 62P05 62M10 PDF BibTeX XML Cite \textit{S. K. A. Rizvi} et al., Ann. Oper. Res. 313, No. 1, 495--524 (2022; Zbl 07550846) Full Text: DOI OpenURL
Hille, Erik; Lambernd, Bernhard Has Korean growth become greener? Spatial econometric evidence for energy use and renewable energy. (English) Zbl 07550845 Ann. Oper. Res. 313, No. 1, 461-494 (2022). MSC: 91B76 62P20 91B60 62M10 91B40 PDF BibTeX XML Cite \textit{E. Hille} and \textit{B. Lambernd}, Ann. Oper. Res. 313, No. 1, 461--494 (2022; Zbl 07550845) Full Text: DOI OpenURL
Ameur, Hachmi Ben; Ftiti, Zied; Louhichi, Waël Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework. (English) Zbl 07550835 Ann. Oper. Res. 313, No. 1, 171-189 (2022). MSC: 91G20 62P05 62M10 PDF BibTeX XML Cite \textit{H. B. Ameur} et al., Ann. Oper. Res. 313, No. 1, 171--189 (2022; Zbl 07550835) Full Text: DOI OpenURL
Vovan, Tai; Nguyenhuynh, Luan; Lethithu, Thuy A forecasting model for time series based on improvements from fuzzy clustering problem. (English) Zbl 07550823 Ann. Oper. Res. 312, No. 1, 473-493 (2022). MSC: 62M20 62M10 62H30 62H86 PDF BibTeX XML Cite \textit{T. Vovan} et al., Ann. Oper. Res. 312, No. 1, 473--493 (2022; Zbl 07550823) Full Text: DOI OpenURL
Barbiero, Alessandro Discrete analogues of continuous bivariate probability distributions. (English) Zbl 07550803 Ann. Oper. Res. 312, No. 1, 23-43 (2022). MSC: 60E05 62E15 62E10 62F10 62N05 PDF BibTeX XML Cite \textit{A. Barbiero}, Ann. Oper. Res. 312, No. 1, 23--43 (2022; Zbl 07550803) Full Text: DOI OpenURL
Malec, Lukáš On the rank-deficient canonical correlation technique solved by analytic spectral decomposition. (English) Zbl 07549092 J. Appl. Stat. 49, No. 4, 819-830 (2022). MSC: 62Pxx 62H20 46N10 62P20 PDF BibTeX XML Cite \textit{L. Malec}, J. Appl. Stat. 49, No. 4, 819--830 (2022; Zbl 07549092) Full Text: DOI OpenURL