Liu, Jichun; Pan, Yue; Pan, Jiazhu; Almarashi, Abdullah Markov-switching Poisson generalized autoregressive conditional heteroscedastic models. (English) Zbl 07738992 Stat. Interface 16, No. 4, 531-544 (2023). MSC: 62-XX 62M10 37M10 91B84 PDFBibTeX XMLCite \textit{J. Liu} et al., Stat. Interface 16, No. 4, 531--544 (2023; Zbl 07738992) Full Text: DOI
Bruce, Scott A. Adaptive clustering and feature selection for categorical time series using interpretable frequency-domain features. (English) Zbl 07738977 Stat. Interface 16, No. 2, 319-335 (2023). MSC: 62-XX 62H30 62M10 62M15 62H86 PDFBibTeX XMLCite \textit{S. A. Bruce}, Stat. Interface 16, No. 2, 319--335 (2023; Zbl 07738977) Full Text: DOI
Peng, Rong; Lu, Zudi Uniform consistency for local fitting of time series non-parametric regression allowing for discrete-valued response. (English) Zbl 07738976 Stat. Interface 16, No. 2, 305-318 (2023). MSC: 62-XX 62M10 62M20 62G05 PDFBibTeX XMLCite \textit{R. Peng} and \textit{Z. Lu}, Stat. Interface 16, No. 2, 305--318 (2023; Zbl 07738976) Full Text: DOI
Gillard, Jonathan; Usevich, Konstantin Hankel low-rank approximation and completion in time series analysis and forecasting: a brief review. (English) Zbl 07738975 Stat. Interface 16, No. 2, 287-303 (2023). MSC: 62-XX 62M10 62M15 62P99 PDFBibTeX XMLCite \textit{J. Gillard} and \textit{K. Usevich}, Stat. Interface 16, No. 2, 287--303 (2023; Zbl 07738975) Full Text: DOI arXiv
Mahmoudvand, Rahim; Barati, Mehrdad; Seif, Asghar; Ranjbaran, Sahar; Rodrigues, Paulo Canas Modeling water table depth using singular spectrum analysis. (English) Zbl 07738974 Stat. Interface 16, No. 2, 279-286 (2023). MSC: 62-XX 62M10 62-XX 86A05 86-XX PDFBibTeX XMLCite \textit{R. Mahmoudvand} et al., Stat. Interface 16, No. 2, 279--286 (2023; Zbl 07738974) Full Text: DOI
Fiecas, Mark B.; Coffman, Christian; Xu, Meng; Hendrickson, Timothy J.; Mueller, Bryon A.; Klimes-Dougan, Bonnie; Cullen, Kathryn R. Approximate hidden semi-Markov models for dynamic connectivity analysis in resting-state fMRI. (English) Zbl 07738973 Stat. Interface 16, No. 2, 259-277 (2023). MSC: 62-XX 62M05 62M10 62P10 PDFBibTeX XMLCite \textit{M. B. Fiecas} et al., Stat. Interface 16, No. 2, 259--277 (2023; Zbl 07738973) Full Text: DOI
Krafty, Robert T. (ed.); Li, Guodong (ed.); Zhigljavsky, Anatoly (ed.); Chen, Ming-Hui (ed.); Wang, Yuedong (ed.) Editorial: Special issue on recent developments in complex time series analysis. II. (English) Zbl 07738966 Stat. Interface 16, No. 2, 159–161 (2023). MSC: 00B15 62-06 62M10 PDFBibTeX XMLCite \textit{R. T. Krafty} (ed.) et al., Stat. Interface 16, No. 2, 159--161 (2023; Zbl 07738966) Full Text: Link
Nargunam, Rupel; Wei, William W. S.; Anuradha, N. Analyses of the impact of country specific macro risk variables on gold futures contract and its position as an asset class: evidence from India. (English) Zbl 07585563 Stat. Interface 16, No. 1, 57-67 (2023). MSC: 62-XX 62M10 62-XX 91B84 PDFBibTeX XMLCite \textit{R. Nargunam} et al., Stat. Interface 16, No. 1, 57--67 (2023; Zbl 07585563) Full Text: DOI
Leonenko, Nikolai N.; Salinger, Željka; Sikorskii, Alla; Šuvak, Nenad; Boivin, Michael Generalized Gaussian time series model for increments of EEG data. (English) Zbl 07585560 Stat. Interface 16, No. 1, 17-29 (2023). MSC: 62-XX 37M10 62G07 62J20 62M10 62P10 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., Stat. Interface 16, No. 1, 17--29 (2023; Zbl 07585560) Full Text: DOI
Krafty, Robert T. (ed.); Li, Guodong (ed.); Zhigljavsky, Anatoly (ed.); Chen, Ming-Hui (ed.); Wang, Yuedong (ed.) Editorial: Special issue on recent developments incomplex time series analysis. I. (English) Zbl 1495.00082 Stat. Interface 16, No. 1, 1-2 (2022). MSC: 00B15 62-06 62M10 PDFBibTeX XMLCite \textit{R. T. Krafty} (ed.) et al., Stat. Interface 16, No. 1, 1--2 (2023; Zbl 1495.00082) Full Text: DOI
He, Daojiang; Hao, Xinxin; Xu, Kai; He, Lei; Liu, Youxin Feature screening via Bergsma-Dassios sign correlation learning. (English) Zbl 07468420 Stat. Interface 14, No. 4, 417-430 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{D. He} et al., Stat. Interface 14, No. 4, 417--430 (2021; Zbl 07468420) Full Text: DOI
Wang, Chaojie; Fan, Xiaodan High-dimensional correlation matrix estimation for Gaussian data: a Bayesian perspective. (English) Zbl 07342201 Stat. Interface 14, No. 3, 351-358 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Wang} and \textit{X. Fan}, Stat. Interface 14, No. 3, 351--358 (2021; Zbl 07342201) Full Text: DOI
Ge, Qiyang; Hu, Zixin; Li, Shudi; Lin, Wei; Jin, Li; Xiong, Momiao A novel intervention recurrent autoencoder for real time forecasting and non-pharmaceutical intervention selection to curb the spread of Covid-19 in the world. (English) Zbl 1521.92084 Stat. Interface 14, No. 1, 37-47 (2021). MSC: 92D30 62P10 62M10 PDFBibTeX XMLCite \textit{Q. Ge} et al., Stat. Interface 14, No. 1, 37--47 (2021; Zbl 1521.92084) Full Text: DOI
Wu, Guani; Li, Yu-Cheng; Lu, Yi-Chang; Li, Ker-Chau; Yuan, Shinsheng GPU accelerated liquid association GALA. (English) Zbl 07737976 Stat. Interface 13, No. 1, 119-125 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Wu} et al., Stat. Interface 13, No. 1, 119--125 (2020; Zbl 07737976) Full Text: DOI
Yuan, Huiling; Mu, Yan; Zhou, Yong Leverage effect in high-frequency data with market microstructure. (English) Zbl 07737974 Stat. Interface 13, No. 1, 91-101 (2020). MSC: 62-XX 62M10 62M20 62G05 62G20 PDFBibTeX XMLCite \textit{H. Yuan} et al., Stat. Interface 13, No. 1, 91--101 (2020; Zbl 07737974) Full Text: DOI
Cui, Yan; Zhu, Fukang; Li, Wai Keung Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model. (English) Zbl 07737973 Stat. Interface 13, No. 1, 77-89 (2020). MSC: 62-XX 91B84 62M10 PDFBibTeX XMLCite \textit{Y. Cui} et al., Stat. Interface 13, No. 1, 77--89 (2020; Zbl 07737973) Full Text: DOI
Rego, Arthur T.; dos Santos, Thiago R. Non-Gaussian stochastic volatility model with jumps via Gibbs sampler. (English) Zbl 07161111 Stat. Interface 13, No. 2, 209-219 (2020). MSC: 62M10 62P20 91B70 PDFBibTeX XMLCite \textit{A. T. Rego} and \textit{T. R. dos Santos}, Stat. Interface 13, No. 2, 209--219 (2020; Zbl 07161111) Full Text: DOI arXiv
Guo, Jia; Chen, Ying An \(L^2\)-norm based ANOVA test for the equality of weakly dependent functional time series. (English) Zbl 06980040 Stat. Interface 12, No. 1, 167-180 (2019). MSC: 62M10 62G10 PDFBibTeX XMLCite \textit{J. Guo} and \textit{Y. Chen}, Stat. Interface 12, No. 1, 167--180 (2019; Zbl 06980040) Full Text: DOI
Bourguignon, Marcelo Modelling time series of counts with deflation or inflation of zeros. (English) Zbl 06944672 Stat. Interface 11, No. 4, 631-639 (2018). MSC: 62M10 PDFBibTeX XMLCite \textit{M. Bourguignon}, Stat. Interface 11, No. 4, 631--639 (2018; Zbl 06944672) Full Text: DOI
Qi, Hou-Duo; Shen, Jian; Xiu, Naihua A sequential majorization method for approximating weighted time series of finite rank. (English) Zbl 06944671 Stat. Interface 11, No. 4, 615-630 (2018). MSC: 62M10 62M15 62P99 PDFBibTeX XMLCite \textit{H.-D. Qi} et al., Stat. Interface 11, No. 4, 615--630 (2018; Zbl 06944671) Full Text: DOI
Rong, Yaohua; Zhao, Sihai Dave; Zhu, Ji; Yuan, Wei; Cheng, Weihu; Li, Yi More accurate semiparametric regression in pharmacogenomics. (English) Zbl 06944667 Stat. Interface 11, No. 4, 573-580 (2018). MSC: 62G05 62H20 62J07 62P10 62G08 62H12 62J02 92B15 PDFBibTeX XMLCite \textit{Y. Rong} et al., Stat. Interface 11, No. 4, 573--580 (2018; Zbl 06944667) Full Text: DOI
Yu, Yuan; He, Di; Zhou, Yong Robust model-free feature screening based on modified Hoeffding measure for ultra-high dimensional data. (English) Zbl 06938717 Stat. Interface 11, No. 3, 473-489 (2018). MSC: 62E99 62G05 62G35 62H20 62P10 PDFBibTeX XMLCite \textit{Y. Yu} et al., Stat. Interface 11, No. 3, 473--489 (2018; Zbl 06938717) Full Text: DOI
Zhou, Jing; Huang, Da; Wang, Hansheng A note on estimating network dependence in a discrete choice model. (English) Zbl 1461.91240 Stat. Interface 11, No. 3, 433-439 (2018). Reviewer: Yilun Shang (Newcastle) MSC: 91D30 91B06 62P25 PDFBibTeX XMLCite \textit{J. Zhou} et al., Stat. Interface 11, No. 3, 433--439 (2018; Zbl 1461.91240) Full Text: DOI
Zhang, Hao Helen Discussion on: “Doubly sparsity kernel learning with automatic variable selection and data extraction”. (English) Zbl 06938711 Stat. Interface 11, No. 3, 425-428 (2018). MSC: 62F07 62H20 62J05 PDFBibTeX XMLCite \textit{H. H. Zhang}, Stat. Interface 11, No. 3, 425--428 (2018; Zbl 06938711) Full Text: DOI
Niu, Yue Selena; Hao, Ning; Zhang, Hao Helen Interaction screening by partial correlation. (English) Zbl 06938701 Stat. Interface 11, No. 2, 317-325 (2018). MSC: 62F07 62H20 62J05 PDFBibTeX XMLCite \textit{Y. S. Niu} et al., Stat. Interface 11, No. 2, 317--325 (2018; Zbl 06938701) Full Text: DOI
Kürüm, Esra; Hughes, John; Li, Runze; Shiffman, Saul Time-varying copula models for longitudinal data. (English) Zbl 06938693 Stat. Interface 11, No. 2, 203-221 (2018). MSC: 62G08 62H20 PDFBibTeX XMLCite \textit{E. Kürüm} et al., Stat. Interface 11, No. 2, 203--221 (2018; Zbl 06938693) Full Text: DOI
Álvarez-Liébana, Javier; Ruiz-Medina, M. Dolores The effect of the spatial domain in FANOVA models with ARH(1) error term. (English) Zbl 1387.60062 Stat. Interface 10, No. 4, 607-628 (2017). MSC: 60G12 60G15 62H25 62J10 62M10 62M40 PDFBibTeX XMLCite \textit{J. Álvarez-Liébana} and \textit{M. D. Ruiz-Medina}, Stat. Interface 10, No. 4, 607--628 (2017; Zbl 1387.60062) Full Text: DOI arXiv
Chen, Yuhui EWMA control charts for multivariate autocorrelated processes. (English) Zbl 1390.62340 Stat. Interface 10, No. 4, 575-584 (2017). MSC: 62P30 62H05 62M10 PDFBibTeX XMLCite \textit{Y. Chen}, Stat. Interface 10, No. 4, 575--584 (2017; Zbl 1390.62340) Full Text: DOI
Lin, Hongmei; Zhang, Riquan; Shi, Jianhong; Wang, Yuedong Varying-coefficient single-index model for longitudinal data. (English) Zbl 1388.62082 Stat. Interface 10, No. 3, 495-504 (2017). MSC: 62G05 62E20 62M10 PDFBibTeX XMLCite \textit{H. Lin} et al., Stat. Interface 10, No. 3, 495--504 (2017; Zbl 1388.62082) Full Text: DOI
Galarza, Christian E.; Lachos, Victor H.; Bandyopadhyay, Dipankar Quantile regression in linear mixed models: a stochastic approximation EM approach. (English) Zbl 1388.62201 Stat. Interface 10, No. 3, 471-482 (2017). MSC: 62J02 62L20 62F12 62M10 PDFBibTeX XMLCite \textit{C. E. Galarza} et al., Stat. Interface 10, No. 3, 471--482 (2017; Zbl 1388.62201) Full Text: DOI
Chen, Cathy W. S.; Weng, Monica M. C.; Watanabe, Toshiaki Bayesian forecasting of value-at-risk based on variant smooth transition heteroskedastic models. (English) Zbl 1388.62053 Stat. Interface 10, No. 3, 451-470 (2017). MSC: 62F15 62M10 62P05 91G70 PDFBibTeX XMLCite \textit{C. W. S. Chen} et al., Stat. Interface 10, No. 3, 451--470 (2017; Zbl 1388.62053) Full Text: DOI
Lu, Tao Bayesian semiparametric mixed-effects joint models for analysis of longitudinal-competing risks data with skew distribution. (English) Zbl 1388.62261 Stat. Interface 10, No. 3, 441-450 (2017). MSC: 62M10 62F15 62P10 PDFBibTeX XMLCite \textit{T. Lu}, Stat. Interface 10, No. 3, 441--450 (2017; Zbl 1388.62261) Full Text: DOI
Ma, Chuoxin; Tian, Maozai; Pan, Jianxin Semiparametric hierarchical model with heteroscedasticity. (English) Zbl 1388.62262 Stat. Interface 10, No. 3, 413-424 (2017). MSC: 62M10 62G05 62P10 PDFBibTeX XMLCite \textit{C. Ma} et al., Stat. Interface 10, No. 3, 413--424 (2017; Zbl 1388.62262) Full Text: DOI
Chen, Xin; Ma, Xuejun; Wang, Xueqin; Zhang, Jingxiao Efficient feature screening for ultrahigh-dimensional varying coefficient models. (English) Zbl 1388.62168 Stat. Interface 10, No. 3, 407-412 (2017). MSC: 62H20 62G08 62G20 62P20 PDFBibTeX XMLCite \textit{X. Chen} et al., Stat. Interface 10, No. 3, 407--412 (2017; Zbl 1388.62168) Full Text: DOI
Wen, Canhong; Zhu, Shan; Chen, Xin; Wang, Xueqin Adaptive model-free sure independence screening. (English) Zbl 1388.62172 Stat. Interface 10, No. 3, 399-406 (2017). MSC: 62H20 62M20 PDFBibTeX XMLCite \textit{C. Wen} et al., Stat. Interface 10, No. 3, 399--406 (2017; Zbl 1388.62172) Full Text: DOI
Ng, Chi Tim; Yau, Chun Yip Information criterion of seriously over-fitting change-point models. (English) Zbl 1388.62263 Stat. Interface 10, No. 2, 343-353 (2017). MSC: 62M10 62M09 PDFBibTeX XMLCite \textit{C. T. Ng} and \textit{C. Y. Yau}, Stat. Interface 10, No. 2, 343--353 (2017; Zbl 1388.62263) Full Text: DOI
Kokoszka, Piotr; Young, Gabriel Testing trend stationarity of functional time series with application to yield and daily price curves. (English) Zbl 1388.62130 Stat. Interface 10, No. 1, 81-92 (2017). MSC: 62G10 62M10 62P05 PDFBibTeX XMLCite \textit{P. Kokoszka} and \textit{G. Young}, Stat. Interface 10, No. 1, 81--92 (2017; Zbl 1388.62130) Full Text: DOI
Tang, Lin; Shao, Qin Semiparametric analysis for environmental time series. (English) Zbl 1388.62270 Stat. Interface 10, No. 1, 71-79 (2017). MSC: 62M10 62P12 62G15 PDFBibTeX XMLCite \textit{L. Tang} and \textit{Q. Shao}, Stat. Interface 10, No. 1, 71--79 (2017; Zbl 1388.62270) Full Text: DOI
Golyandina, Nina; Shlemov, Alex Semi-nonparametric singular spectrum analysis with projection. (English) Zbl 1388.62275 Stat. Interface 10, No. 1, 47-57 (2017). MSC: 62M15 62M10 60G35 62G05 62J02 94A12 PDFBibTeX XMLCite \textit{N. Golyandina} and \textit{A. Shlemov}, Stat. Interface 10, No. 1, 47--57 (2017; Zbl 1388.62275) Full Text: DOI arXiv
Vronskaya-Robl, Maria; Schmidt, Karl Michael On perturbation stability of SSA and MSSA forecasts and the supportiveness of time series. (English) Zbl 1388.62271 Stat. Interface 10, No. 1, 33-46 (2017). MSC: 62M10 15B52 60G25 62M15 PDFBibTeX XMLCite \textit{M. Vronskaya-Robl} and \textit{K. M. Schmidt}, Stat. Interface 10, No. 1, 33--46 (2017; Zbl 1388.62271) Full Text: DOI
Butcher, Holly; Gillard, Jonathan Simple nuclear norm based algorithms for imputing missing data and forecasting in time series. (English) Zbl 1388.62247 Stat. Interface 10, No. 1, 19-25 (2017). MSC: 62M10 65F35 62P99 PDFBibTeX XMLCite \textit{H. Butcher} and \textit{J. Gillard}, Stat. Interface 10, No. 1, 19--25 (2017; Zbl 1388.62247) Full Text: DOI
Zvonarev, Nikita; Golyandina, Nina Iterative algorithms for weighted and unweighted finite-rank time-series approximations. (English) Zbl 1388.62092 Stat. Interface 10, No. 1, 5-18 (2017). MSC: 62G05 37M10 60G35 62M10 94A12 PDFBibTeX XMLCite \textit{N. Zvonarev} and \textit{N. Golyandina}, Stat. Interface 10, No. 1, 5--18 (2017; Zbl 1388.62092) Full Text: DOI arXiv
Wang, Shouyang (ed.); Zhang, Heping (ed.); Zhigljavsky, Anatoly (ed.) Introduction to this special issue. (English) Zbl 1387.00032 Stat. Interface 10, No. 1, 1-3 (2017). MSC: 00B15 62-06 62M10 62M15 PDFBibTeX XMLCite \textit{S. Wang} (ed.) et al., Stat. Interface 10, No. 1, 1--3 (2017; Zbl 1387.00032) Full Text: DOI
Casarin, Roberto; Craiu, Radu V.; Leisen, Fabrizio Embarrassingly parallel sequential Markov-chain Monte Carlo for large sets of time series. (English) Zbl 1405.62028 Stat. Interface 9, No. 4, 497-508 (2016). MSC: 62F15 60J22 62M10 65C05 PDFBibTeX XMLCite \textit{R. Casarin} et al., Stat. Interface 9, No. 4, 497--508 (2016; Zbl 1405.62028) Full Text: DOI arXiv
Li, Yang; Sun, Yanqing Semiparametric random effects models for longitudinal data with informative observation times. (English) Zbl 1405.62117 Stat. Interface 9, No. 3, 333-341 (2016). MSC: 62M10 62F12 62G10 62N01 PDFBibTeX XMLCite \textit{Y. Li} and \textit{Y. Sun}, Stat. Interface 9, No. 3, 333--341 (2016; Zbl 1405.62117) Full Text: DOI
Tarpey, Thaddeus; Petkova, Eva; Zhu, Liangyu Stratified psychiatry via convexity-based clustering with applications towards moderator analysis. (English) Zbl 1405.62207 Stat. Interface 9, No. 3, 255-266 (2016). MSC: 62P10 62H30 62M10 PDFBibTeX XMLCite \textit{T. Tarpey} et al., Stat. Interface 9, No. 3, 255--266 (2016; Zbl 1405.62207) Full Text: DOI
Jiang, Yunlu An exponential-squared estimator in the autoregressive model with heavy-tailed errors. (English) Zbl 1410.62070 Stat. Interface 9, No. 2, 233-238 (2016). MSC: 62M10 62G20 62G35 PDFBibTeX XMLCite \textit{Y. Jiang}, Stat. Interface 9, No. 2, 233--238 (2016; Zbl 1410.62070) Full Text: DOI
Cao, Taoyun; Wang, Xueqin; Zhang, Heping Energy bagging tree. (English) Zbl 1410.62055 Stat. Interface 9, No. 2, 171-181 (2016). MSC: 62G08 62H20 62P12 PDFBibTeX XMLCite \textit{T. Cao} et al., Stat. Interface 9, No. 2, 171--181 (2016; Zbl 1410.62055) Full Text: DOI
Chen, Zhanshou; Tian, Zheng; Xing, Yuhong Sieve bootstrap monitoring persistence change in long memory process. (English) Zbl 1388.62248 Stat. Interface 9, No. 1, 37-45 (2016). MSC: 62M10 60G22 62F40 62L10 PDFBibTeX XMLCite \textit{Z. Chen} et al., Stat. Interface 9, No. 1, 37--45 (2016; Zbl 1388.62248) Full Text: DOI
Zeng, Xianbin; Ma, Shuangge; Qin, Yichen; Li, Yang Variable selection in strong hierarchical semiparametric models for longitudinal data. (English) Zbl 1405.62036 Stat. Interface 8, No. 3, 355-365 (2015). MSC: 62G05 62F12 62P20 62M10 PDFBibTeX XMLCite \textit{X. Zeng} et al., Stat. Interface 8, No. 3, 355--365 (2015; Zbl 1405.62036) Full Text: DOI
Gillard, Jonathan; Zhigljavsky, Anatoly Application of structured low-rank approximation methods for imputing missing values in time series. (English) Zbl 1388.62255 Stat. Interface 8, No. 3, 321-330 (2015). MSC: 62M10 65K10 PDFBibTeX XMLCite \textit{J. Gillard} and \textit{A. Zhigljavsky}, Stat. Interface 8, No. 3, 321--330 (2015; Zbl 1388.62255) Full Text: DOI
Golyandina, Nina; Shlemov, Alex Variations of singular spectrum analysis for separability improvement: non-orthogonal decompositions of time series. (English) Zbl 1405.62035 Stat. Interface 8, No. 3, 277-294 (2015). MSC: 62G05 62M10 62M15 62P20 60G35 37M10 PDFBibTeX XMLCite \textit{N. Golyandina} and \textit{A. Shlemov}, Stat. Interface 8, No. 3, 277--294 (2015; Zbl 1405.62035) Full Text: DOI arXiv
Lachos, Victor H.; Chen, Ming-Hui; Abanto-Valle, Carlos A.; Azevedo, Caio L. N. Quantile regression for censored mixed-effects models with applications to HIV studies. (English) Zbl 1405.62185 Stat. Interface 8, No. 2, 203-215 (2015). MSC: 62P10 62F15 62M10 PDFBibTeX XMLCite \textit{V. H. Lachos} et al., Stat. Interface 8, No. 2, 203--215 (2015; Zbl 1405.62185) Full Text: DOI
Klüppelberg, Claudia; Haug, Stephan; Kuhn, Gabriel Copula structure analysis based on extreme dependence. (English) Zbl 1407.62164 Stat. Interface 8, No. 1, 93-107 (2015). MSC: 62G32 62H20 62H25 60G70 62H12 62P05 PDFBibTeX XMLCite \textit{C. Klüppelberg} et al., Stat. Interface 8, No. 1, 93--107 (2015; Zbl 1407.62164) Full Text: DOI
Ling, Chengxiu; Peng, Zuoxiang Tail dependence for two skew slash distributions. (English) Zbl 1386.60187 Stat. Interface 8, No. 1, 63-69 (2015). MSC: 60G70 60E05 62H20 60G15 PDFBibTeX XMLCite \textit{C. Ling} and \textit{Z. Peng}, Stat. Interface 8, No. 1, 63--69 (2015; Zbl 1386.60187) Full Text: DOI
Dupuis, D. J.; Sun, Y.; Wang, Huixia Judy Detecting change-points in extremes. (English) Zbl 1407.62311 Stat. Interface 8, No. 1, 19-31 (2015). MSC: 62M10 62G32 62P12 PDFBibTeX XMLCite \textit{D. J. Dupuis} et al., Stat. Interface 8, No. 1, 19--31 (2015; Zbl 1407.62311) Full Text: DOI
Ravishanker, Nalini; Serhiyenko, Volodymyr; Willig, Michael R. Hierarchical dynamic models for multivariate times series of counts. (English) Zbl 1388.62267 Stat. Interface 7, No. 4, 559-570 (2014). MSC: 62M10 62P12 PDFBibTeX XMLCite \textit{N. Ravishanker} et al., Stat. Interface 7, No. 4, 559--570 (2014; Zbl 1388.62267) Full Text: DOI
Kárný, Miroslav; Guy, Tatiana V.; Kracík, Jan; Nedoma, Petr; Bodini, Antonella; Ruggeri, Fabrizio Fully probabilistic knowledge expression and incorporation. (English) Zbl 1388.62058 Stat. Interface 7, No. 4, 503-515 (2014). MSC: 62F15 62C10 62M10 PDFBibTeX XMLCite \textit{M. Kárný} et al., Stat. Interface 7, No. 4, 503--515 (2014; Zbl 1388.62058) Full Text: DOI
Hatfield, Laura A.; Hodges, James S.; Carlin, Bradley P. Joint models: when are treatment estimates improved? (English) Zbl 1388.62056 Stat. Interface 7, No. 4, 439-453 (2014). MSC: 62F15 62H20 62N05 62P10 PDFBibTeX XMLCite \textit{L. A. Hatfield} et al., Stat. Interface 7, No. 4, 439--453 (2014; Zbl 1388.62056) Full Text: DOI
Xue, Lingzhou; Zou, Hui Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas. (English) Zbl 1388.62091 Stat. Interface 7, No. 2, 201-209 (2014). MSC: 62G05 62H12 PDFBibTeX XMLCite \textit{L. Xue} and \textit{H. Zou}, Stat. Interface 7, No. 2, 201--209 (2014; Zbl 1388.62091) Full Text: DOI
Li, Qizhai; Xiong, Wenjun; Chen, Jinbo; Zheng, Gang; Li, Zhaohai; Mills, James L.; Liu, Aiyi A robust test for quantitative trait analysis with model uncertainty in genetic association studies. (English) Zbl 1326.62213 Stat. Interface 7, No. 1, 61-68 (2014). MSC: 62P10 62F03 62F35 62H20 PDFBibTeX XMLCite \textit{Q. Li} et al., Stat. Interface 7, No. 1, 61--68 (2014; Zbl 1326.62213) Full Text: DOI
Li, Lujun; Wu, Yijun; Yang, Jingping Copula function’s concentration set and its concentrated partition. (English) Zbl 1326.60008 Stat. Interface 7, No. 3, 319-329 (2014). MSC: 60A10 62H20 62P05 PDFBibTeX XMLCite \textit{L. Li} et al., Stat. Interface 7, No. 3, 319--329 (2014; Zbl 1326.60008) Full Text: DOI
Cui, Qiurong; Ma, Yong Pricing synthetic CDO with MGB2 distribution. (English) Zbl 1326.91031 Stat. Interface 7, No. 3, 309-318 (2014). MSC: 91G60 91G40 62P05 60E05 62H20 62G32 PDFBibTeX XMLCite \textit{Q. Cui} and \textit{Y. Ma}, Stat. Interface 7, No. 3, 309--318 (2014; Zbl 1326.91031) Full Text: DOI
Lin, Nan; Wang, Guochang; Zhang, Baoxue Dimension reduction in functional regression using mixed data canonical correlation analysis. (English) Zbl 1327.62217 Stat. Interface 6, No. 2, 187-196 (2013). MSC: 62G05 62G08 62G20 62H20 PDFBibTeX XMLCite \textit{N. Lin} et al., Stat. Interface 6, No. 2, 187--196 (2013; Zbl 1327.62217) Full Text: DOI
Chen, Ying; Li, Bo; Niu, Linlin A local vector autoregressive framework and its applications to multivariate time series monitoring and forecasting. (English) Zbl 1326.62186 Stat. Interface 6, No. 4, 499-509 (2013). MSC: 62M10 62L10 62M20 65C60 PDFBibTeX XMLCite \textit{Y. Chen} et al., Stat. Interface 6, No. 4, 499--509 (2013; Zbl 1326.62186) Full Text: DOI
Wang, Yu; Zou, Jian Statistical methods for large portfolio risk management. (English) Zbl 1326.91037 Stat. Interface 6, No. 4, 477-485 (2013). MSC: 91G70 91G10 62P05 62M09 62M10 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{J. Zou}, Stat. Interface 6, No. 4, 477--485 (2013; Zbl 1326.91037) Full Text: DOI
Fryzlewicz, Piotr; Schröder, Anna Louise Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery. (English) Zbl 1326.91035 Stat. Interface 6, No. 4, 449-461 (2013). MSC: 91G70 91B84 62P05 62M10 62M07 PDFBibTeX XMLCite \textit{P. Fryzlewicz} and \textit{A. L. Schröder}, Stat. Interface 6, No. 4, 449--461 (2013; Zbl 1326.91035) Full Text: DOI
Chen, Song Xi; Xu, Zheng On smoothing estimation for seasonal time series with long cycles. (English) Zbl 1326.62185 Stat. Interface 6, No. 4, 435-447 (2013). MSC: 62M10 62G05 91B84 62P20 62M09 PDFBibTeX XMLCite \textit{S. X. Chen} and \textit{Z. Xu}, Stat. Interface 6, No. 4, 435--447 (2013; Zbl 1326.62185) Full Text: DOI
Liu, Yi; Wang, Yazhen Volatility estimation by combining stock price data and option data. (English) Zbl 1326.91036 Stat. Interface 6, No. 4, 427-433 (2013). MSC: 91G70 91B84 62M10 62F10 62F12 62P05 91G20 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{Y. Wang}, Stat. Interface 6, No. 4, 427--433 (2013; Zbl 1326.91036) Full Text: DOI
Jing, Bingyi; Kong, Xinbing; Liu, Zhi; Zhang, Bo Evaluating the hedging error in price processes with jumps present. (English) Zbl 1326.91025 Stat. Interface 6, No. 4, 413-425 (2013). MSC: 91G20 60G44 62M09 62M10 60G42 62G20 91B84 62P05 62P20 PDFBibTeX XMLCite \textit{B. Jing} et al., Stat. Interface 6, No. 4, 413--425 (2013; Zbl 1326.91025) Full Text: DOI
Tseng, Chi-Hong; Elashoff, Robert; Li, Ning; Li, Gang Robust inference for longitudinal data analysis with non-ignorable and non-monotonic missing values. (English) Zbl 1383.62155 Stat. Interface 5, No. 4, 479-490 (2012). MSC: 62G35 62M10 62P10 PDFBibTeX XMLCite \textit{C.-H. Tseng} et al., Stat. Interface 5, No. 4, 479--490 (2012; Zbl 1383.62155) Full Text: DOI
Lin, Feng-Chang; Zhu, Jun Additive hazards regression and partial likelihood estimation for ecological monitoring data across space. (English) Zbl 1383.62217 Stat. Interface 5, No. 2, 195-206 (2012). MSC: 62N02 62M10 62M30 62P10 62P12 PDFBibTeX XMLCite \textit{F.-C. Lin} and \textit{J. Zhu}, Stat. Interface 5, No. 2, 195--206 (2012; Zbl 1383.62217) Full Text: DOI
Bliznyuk, Nikolay; Carroll, Raymond J.; Genton, Marc G.; Wang, Yuedong Variogram estimation in the presence of trend. (English) Zbl 1383.62165 Stat. Interface 5, No. 2, 159-168 (2012). MSC: 62H11 62G05 62G08 62M10 62P12 PDFBibTeX XMLCite \textit{N. Bliznyuk} et al., Stat. Interface 5, No. 2, 159--168 (2012; Zbl 1383.62165) Full Text: DOI
Pan, Qing; Yi, Grace Y. An estimation method of marginal treatment effects on correlated longitudinal and survival outcomes. (English) Zbl 1245.62125 Stat. Interface 4, No. 4, 499-509 (2011). MSC: 62N02 62H20 PDFBibTeX XMLCite \textit{Q. Pan} and \textit{G. Y. Yi}, Stat. Interface 4, No. 4, 499--509 (2011; Zbl 1245.62125) Full Text: DOI
Naveau, Philippe; Zhang, Zhengjun; Zhu, Bin An extension of max autoregressive models. (English) Zbl 1513.62178 Stat. Interface 4, No. 2, 253-266 (2011). MSC: 62M10 60G70 62G32 PDFBibTeX XMLCite \textit{P. Naveau} et al., Stat. Interface 4, No. 2, 253--266 (2011; Zbl 1513.62178) Full Text: DOI
Chen, Jia; Gao, Jiti; Li, Degui Estimation in semiparametric time series regression. (English) Zbl 1513.62168 Stat. Interface 4, No. 2, 243-251 (2011). MSC: 62M10 62F12 62G05 62G20 PDFBibTeX XMLCite \textit{J. Chen} et al., Stat. Interface 4, No. 2, 243--251 (2011; Zbl 1513.62168) Full Text: DOI
Tsai, Henghsiu; Chan, Kung-Sik; Fayard, Patrick Testing for measurement errors with discrete-time data sampled from a CARMA model. (English) Zbl 1513.62184 Stat. Interface 4, No. 2, 235-242 (2011). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{H. Tsai} et al., Stat. Interface 4, No. 2, 235--242 (2011; Zbl 1513.62184) Full Text: DOI
Chan, Ngai Hang; Ng, Chi Tim A note on asymptotic inference for FIGARCH\((p,d,q)\) models. (English) Zbl 1513.62166 Stat. Interface 4, No. 2, 227-233 (2011). MSC: 62M10 62F12 62E20 91B84 PDFBibTeX XMLCite \textit{N. H. Chan} and \textit{C. T. Ng}, Stat. Interface 4, No. 2, 227--233 (2011; Zbl 1513.62166) Full Text: DOI
Wu, Wei Biao Asymptotic theory for stationary processes. (English) Zbl 1513.62185 Stat. Interface 4, No. 2, 207-226 (2011). MSC: 62M10 60F05 60G10 62G07 62J10 62M15 PDFBibTeX XMLCite \textit{W. B. Wu}, Stat. Interface 4, No. 2, 207--226 (2011; Zbl 1513.62185) Full Text: DOI
Chen, Kun; Chan, Kung-Sik Subset ARMA selection via the adaptive Lasso. (English) Zbl 1513.62169 Stat. Interface 4, No. 2, 197-205 (2011). MSC: 62M10 62J12 PDFBibTeX XMLCite \textit{K. Chen} and \textit{K.-S. Chan}, Stat. Interface 4, No. 2, 197--205 (2011; Zbl 1513.62169) Full Text: DOI
Li, Dong; Li, Wai Keung; Ling, Shiqing On the least squares estimation of threshold autoregressive and moving-average models. (English) Zbl 1513.62176 Stat. Interface 4, No. 2, 183-196 (2011). MSC: 62M10 62F12 60G10 PDFBibTeX XMLCite \textit{D. Li} et al., Stat. Interface 4, No. 2, 183--196 (2011; Zbl 1513.62176) Full Text: DOI
Chen, Cathy W. S.; So, Mike K. P.; Liu, Feng-Chi A review of threshold time series models in finance. (English) Zbl 1229.91354 Stat. Interface 4, No. 2, 167-181 (2011). MSC: 91G70 62M10 PDFBibTeX XMLCite \textit{C. W. S. Chen} et al., Stat. Interface 4, No. 2, 167--181 (2011; Zbl 1229.91354) Full Text: DOI
Kwan, Wilson; Li, Wai Keung; Li, Guodong On the threshold hyperbolic GARCH models. (English) Zbl 1229.91360 Stat. Interface 4, No. 2, 159-166 (2011). MSC: 91G70 62M10 PDFBibTeX XMLCite \textit{W. Kwan} et al., Stat. Interface 4, No. 2, 159--166 (2011; Zbl 1229.91360) Full Text: DOI
Zhang, Xingfa; Wong, Heung; Li, Yuan; Ip, Wai-Cheung A class of threshold autoregressive conditional heteroscedastic models. (English) Zbl 1513.62187 Stat. Interface 4, No. 2, 149-157 (2011). MSC: 62M10 PDFBibTeX XMLCite \textit{X. Zhang} et al., Stat. Interface 4, No. 2, 149--157 (2011; Zbl 1513.62187) Full Text: DOI
Jiang, Qian; Xia, Yingcun Threshold variable selection via a \(L_1\) penalty approach. (English) Zbl 1513.62175 Stat. Interface 4, No. 2, 137-148 (2011). MSC: 62M10 PDFBibTeX XMLCite \textit{Q. Jiang} and \textit{Y. Xia}, Stat. Interface 4, No. 2, 137--148 (2011; Zbl 1513.62175) Full Text: DOI
Rosenblatt, Murray Remarks suggested by the paper of H. Tong. (English) Zbl 1513.62181 Stat. Interface 4, No. 2, 121-122 (2011). MSC: 62M10 PDFBibTeX XMLCite \textit{M. Rosenblatt}, Stat. Interface 4, No. 2, 121--122 (2011; Zbl 1513.62181) Full Text: DOI
Tong, Howell Threshold models in time series analysis – 30 years on. (English) Zbl 1490.62278 Stat. Interface 4, No. 2, 107-118 (2011). MSC: 62M10 62-02 PDFBibTeX XMLCite \textit{H. Tong}, Stat. Interface 4, No. 2, 107--118 (2011; Zbl 1490.62278) Full Text: DOI
Chan, Kung-Sik (ed.); Li, Wai Keung (ed.); Yao, Qiwei (ed.) Special issue: Nonlinear time series: Threshold modelling and beyond. Selected papers based on the presentations at the international workshop, Hong Kong, December 17–19, 2009. (English) Zbl 1255.62004 Stat. Interface 4, No. 2, 107-266 (2011). MSC: 62-06 62M10 00B15 PDFBibTeX XML
Tang, Vivian Tsz-Yan; Liew, Alan Wee-Chung; Yan, Hong Periodicity analysis of DNA microarray gene expression time series profiles in mouse segmentation clock data. (English) Zbl 1245.92021 Stat. Interface 3, No. 3, 413-418 (2010). MSC: 92C40 62M10 62M15 62P10 PDFBibTeX XMLCite \textit{V. T. Y. Tang} et al., Stat. Interface 3, No. 3, 413--418 (2010; Zbl 1245.92021) Full Text: DOI
Gillard, Jonathan Cadzow’s basic algorithm, alternating projections and singular spectrum analysis. (English) Zbl 1245.62107 Stat. Interface 3, No. 3, 335-343 (2010). MSC: 62M15 62M10 65C60 PDFBibTeX XMLCite \textit{J. Gillard}, Stat. Interface 3, No. 3, 335--343 (2010; Zbl 1245.62107) Full Text: DOI
Pepelyshev, Andrey; Zhigljavsky, Anatoly Assessing the stability of long-horizon SSA forecasting. (English) Zbl 1245.62116 Stat. Interface 3, No. 3, 321-327 (2010). MSC: 62M20 62M15 62M10 86A32 62P35 PDFBibTeX XMLCite \textit{A. Pepelyshev} and \textit{A. Zhigljavsky}, Stat. Interface 3, No. 3, 321--327 (2010; Zbl 1245.62116) Full Text: DOI
Usevich, Konstantin On signal and extraneous roots in singular spectrum analysis. (English) Zbl 1245.62113 Stat. Interface 3, No. 3, 281-295 (2010). MSC: 62M15 62M10 94A12 65C60 PDFBibTeX XMLCite \textit{K. Usevich}, Stat. Interface 3, No. 3, 281--295 (2010; Zbl 1245.62113) Full Text: DOI arXiv
Zhigljavsky, Anatoly Singular spectrum analysis for time series: Introduction to this special issue. (English) Zbl 1245.62114 Stat. Interface 3, No. 3, 255-258 (2010). MSC: 62M15 62M10 94A12 PDFBibTeX XMLCite \textit{A. Zhigljavsky}, Stat. Interface 3, No. 3, 255--258 (2010; Zbl 1245.62114) Full Text: DOI
Xie, Jichun; Shults, Justine; Peet, Jon; Stambolian Dwight; Cotch, Mary Frances Quasi-least squares with mixed linear correlation structures. (English) Zbl 1245.62068 Stat. Interface 3, No. 2, 223-233 (2010). MSC: 62H12 62H20 62P10 62J05 PDFBibTeX XMLCite \textit{J. Xie} et al., Stat. Interface 3, No. 2, 223--233 (2010; Zbl 1245.62068) Full Text: DOI
Lin, Huazhen; Song, Peter X.-K. Longitudinal semiparametric transition models with unknown link and variance functions. (English) Zbl 1245.62025 Stat. Interface 3, No. 2, 197-209 (2010). MSC: 62G05 62M10 PDFBibTeX XMLCite \textit{H. Lin} and \textit{P. X. K. Song}, Stat. Interface 3, No. 2, 197--209 (2010; Zbl 1245.62025) Full Text: DOI
Kang, Zhixin; Zhang, Lan; Chen, Rong Forecasting return volatility in the presence of microstructure noise. (English) Zbl 1245.91101 Stat. Interface 3, No. 2, 145-157 (2010). MSC: 91G70 62P05 62M10 62M20 91B84 PDFBibTeX XMLCite \textit{Z. Kang} et al., Stat. Interface 3, No. 2, 145--157 (2010; Zbl 1245.91101) Full Text: DOI
Derado, Gordana; Bowman, F. DuBois; Ely, Timothy D.; Kilts, Clinton D. Evaluating functional autocorrelation within spatially distributed neural processing networks. (English) Zbl 1245.62120 Stat. Interface 3, No. 1, 45-57 (2010). MSC: 62M45 62M10 92C55 62P10 62H30 65C60 PDFBibTeX XMLCite \textit{G. Derado} et al., Stat. Interface 3, No. 1, 45--57 (2010; Zbl 1245.62120) Full Text: DOI
Hedeker, Donald; Demirtas, Hakan; Mermelstein, Robin J. A mixed ordinal location scale model for analysis of ecological momentary assessment (EMA) data. (English) Zbl 1245.62171 Stat. Interface 2, No. 4, 391-401 (2009). MSC: 62P12 62J12 62H20 62P10 PDFBibTeX XMLCite \textit{D. Hedeker} et al., Stat. Interface 2, No. 4, 391--401 (2009; Zbl 1245.62171) Full Text: DOI
Shults, Justine; Ratcliffe, Sarah J. Analysis of multi-level correlated data in the framework of generalized estimating equations via xtmultcorr procedures in Stata and qls functions in Matlab. (English) Zbl 1245.62073 Stat. Interface 2, No. 2, 187-196 (2009). MSC: 62H20 62P99 62G05 65C60 62-04 PDFBibTeX XMLCite \textit{J. Shults} and \textit{S. J. Ratcliffe}, Stat. Interface 2, No. 2, 187--196 (2009; Zbl 1245.62073) Full Text: DOI
Li, Qiaoling; Pan, Jiazhu; Yao, Qiwei On determination of cointegration ranks. (English) Zbl 1245.62103 Stat. Interface 2, No. 1, 45-56 (2009). MSC: 62M10 62G05 62H12 65C60 PDFBibTeX XMLCite \textit{Q. Li} et al., Stat. Interface 2, No. 1, 45--56 (2009; Zbl 1245.62103) Full Text: DOI