Aue, Alexander Book review of: T. S. McElroy and D. N. Politis, Time series. A first course with bootstrap starter. (English) Zbl 1502.00009 J. Time Ser. Anal. 43, No. 2, 341-342 (2022). MSC: 00A17 62-01 62M10 62M20 62-04 PDFBibTeX XMLCite \textit{A. Aue}, J. Time Ser. Anal. 43, No. 2, 341--342 (2022; Zbl 1502.00009) Full Text: DOI
Demetrescu, Matei; Hosseinkouchack, Mehdi Autoregressive spectral estimates under ignored changes in the mean. (English) Zbl 1493.62515 J. Time Ser. Anal. 43, No. 2, 329-340 (2022). MSC: 62M10 PDFBibTeX XMLCite \textit{M. Demetrescu} and \textit{M. Hosseinkouchack}, J. Time Ser. Anal. 43, No. 2, 329--340 (2022; Zbl 1493.62515) Full Text: DOI
Jentsch, Carsten; Reichmann, Lena Generalized binary vector autoregressive processes. (English) Zbl 1493.62527 J. Time Ser. Anal. 43, No. 2, 285-311 (2022). MSC: 62M10 62H12 62F40 62M20 PDFBibTeX XMLCite \textit{C. Jentsch} and \textit{L. Reichmann}, J. Time Ser. Anal. 43, No. 2, 285--311 (2022; Zbl 1493.62527) Full Text: DOI
Szabados, Tamás Regular multidimensional stationary time series. (English) Zbl 1493.62536 J. Time Ser. Anal. 43, No. 2, 263-284 (2022); corrigendum ibid. 44, No. 3, 331-332 (2023). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{T. Szabados}, J. Time Ser. Anal. 43, No. 2, 263--284 (2022; Zbl 1493.62536) Full Text: DOI arXiv
Zamani, Atefeh; Haghbin, Hosssein; Hashemi, Maryam; Hyndman, Rob J. Seasonal functional autoregressive models. (English) Zbl 1493.62541 J. Time Ser. Anal. 43, No. 2, 197-218 (2022). MSC: 62M10 62R10 PDFBibTeX XMLCite \textit{A. Zamani} et al., J. Time Ser. Anal. 43, No. 2, 197--218 (2022; Zbl 1493.62541) Full Text: DOI Link
Swensen, Anders Rygh On causal and non-causal cointegrated vector autoregressive time series. (English) Zbl 1493.62535 J. Time Ser. Anal. 43, No. 2, 178-196 (2022). MSC: 62M10 62M15 91B84 PDFBibTeX XMLCite \textit{A. R. Swensen}, J. Time Ser. Anal. 43, No. 2, 178--196 (2022; Zbl 1493.62535) Full Text: DOI
Kottas, Athanasios; Heiner, Matthew Autoregressive density modeling with the Gaussian process mixture transition distribution. (English) Zbl 1484.60080 J. Time Ser. Anal. 43, No. 2, 157-177 (2022). MSC: 60J20 60J35 62M09 62M10 37N25 PDFBibTeX XMLCite \textit{A. Kottas} and \textit{M. Heiner}, J. Time Ser. Anal. 43, No. 2, 157--177 (2022; Zbl 1484.60080) Full Text: DOI arXiv
Dedecker, Jérôme; Merlevède, Florence Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case. (English) Zbl 1493.62514 Statistics 56, No. 1, 53-72 (2022). MSC: 62M10 62G30 60F05 60F15 PDFBibTeX XMLCite \textit{J. Dedecker} and \textit{F. Merlevède}, Statistics 56, No. 1, 53--72 (2022; Zbl 1493.62514) Full Text: DOI HAL
De Gooijer, Jan G. The marginal distribution function of threshold-type processes with central symmetric innovations. (English) Zbl 1493.62062 Statistics 56, No. 1, 1-33 (2022). MSC: 62E15 62E17 62M10 PDFBibTeX XMLCite \textit{J. G. De Gooijer}, Statistics 56, No. 1, 1--33 (2022; Zbl 1493.62062) Full Text: DOI
Carriero, Andrea; Chan, Joshua; Clark, Todd E.; Marcellino, Massimiliano Corrigendum to “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”. (English) Zbl 07491170 J. Econom. 227, No. 2, 506-512 (2022). MSC: 62P20 62F15 62M10 PDFBibTeX XMLCite \textit{A. Carriero} et al., J. Econom. 227, No. 2, 506--512 (2022; Zbl 07491170) Full Text: DOI
Phillips, Peter C. B.; Wang, Ying Functional coefficient panel modeling with communal smoothing covariates. (English) Zbl 07491165 J. Econom. 227, No. 2, 371-407 (2022). MSC: 62M10 62G08 62G05 PDFBibTeX XMLCite \textit{P. C. B. Phillips} and \textit{Y. Wang}, J. Econom. 227, No. 2, 371--407 (2022; Zbl 07491165) Full Text: DOI Link
Andersen, Torben G. (ed.); Chang, Chia-Lin (ed.); Ling, Shiqing (ed.) Editorial. Overview: Time series analysis of higher moments and distributions of financial data. (English) Zbl 1481.00035 J. Econom. 227, No. 1, 1-3 (2022). MSC: 00B25 62-06 62M10 62P05 91-06 PDFBibTeX XMLCite \textit{T. G. Andersen} (ed.) et al., J. Econom. 227, No. 1, 1--3 (2022; Zbl 1481.00035) Full Text: DOI
Bruns, Martin; Lütkepohl, Helmut Comparison of local projection estimators for proxy vector autoregressions. (English) Zbl 1514.62313 J. Econ. Dyn. Control 134, Article ID 104277, 17 p. (2022). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{M. Bruns} and \textit{H. Lütkepohl}, J. Econ. Dyn. Control 134, Article ID 104277, 17 p. (2022; Zbl 1514.62313) Full Text: DOI Link
Saeed, Waddah Frequency-based ensemble forecasting model for time series forecasting. (English) Zbl 1513.62190 Comput. Appl. Math. 41, No. 2, Paper No. 66, 17 p. (2022). MSC: 62M20 62M10 60G25 PDFBibTeX XMLCite \textit{W. Saeed}, Comput. Appl. Math. 41, No. 2, Paper No. 66, 17 p. (2022; Zbl 1513.62190) Full Text: DOI
Li, Min; Huang, Yu-Mei An \(L_0\)-norm regularized method for multivariate time series segmentation. (English) Zbl 1493.62529 East Asian J. Appl. Math. 12, No. 2, 353-366 (2022). MSC: 62M10 49L20 PDFBibTeX XMLCite \textit{M. Li} and \textit{Y.-M. Huang}, East Asian J. Appl. Math. 12, No. 2, 353--366 (2022; Zbl 1493.62529) Full Text: DOI
Shen, Qin-Qin; Cao, Yang; Zeng, Bo; Shi, Quan Stable computation of least squares problems of the OGM(\(1,N\)) model and short-term traffic flow prediction. (English) Zbl 1481.65061 East Asian J. Appl. Math. 12, No. 2, 264-284 (2022). MSC: 65F22 65F10 62M10 62M20 76A30 PDFBibTeX XMLCite \textit{Q.-Q. Shen} et al., East Asian J. Appl. Math. 12, No. 2, 264--284 (2022; Zbl 1481.65061) Full Text: DOI
Fu, Ke-Ang; Ni, Jialin; Dong, Yajuan CQR-based inference for the infinite-variance nearly nonstationary autoregressive models. (English) Zbl 1482.62091 Lith. Math. J. 62, No. 1, 1-9 (2022). MSC: 62M10 62E20 62F12 PDFBibTeX XMLCite \textit{K.-A. Fu} et al., Lith. Math. J. 62, No. 1, 1--9 (2022; Zbl 1482.62091) Full Text: DOI
Bhatnagar, Saumya; Chang, Won; Kim, Seonjin; Wang, Jiali Computer model calibration with time series data using deep learning and quantile regression. (English) Zbl 1482.62114 SIAM/ASA J. Uncertain. Quantif. 10, 1-26 (2022). MSC: 62P12 62G08 62M10 68T07 PDFBibTeX XMLCite \textit{S. Bhatnagar} et al., SIAM/ASA J. Uncertain. Quantif. 10, 1--26 (2022; Zbl 1482.62114) Full Text: DOI arXiv
Hartl, Tobias; Jucknewitz, Roland Approximate state space modelling of unobserved fractional components. (English) Zbl 1490.62247 Econom. Rev. 41, No. 1, 75-98 (2022). MSC: 62M10 62M20 62P20 PDFBibTeX XMLCite \textit{T. Hartl} and \textit{R. Jucknewitz}, Econom. Rev. 41, No. 1, 75--98 (2022; Zbl 1490.62247) Full Text: DOI arXiv
Eroğlu, Burak Alparslan; Miller, J. Isaac; Yiğit, Taner Time-varying cointegration and the Kalman filter. (English) Zbl 1490.62241 Econom. Rev. 41, No. 1, 1-21 (2022). MSC: 62M10 62P12 62P20 PDFBibTeX XMLCite \textit{B. A. Eroğlu} et al., Econom. Rev. 41, No. 1, 1--21 (2022; Zbl 1490.62241) Full Text: DOI Link
Diop, Mamadou Lamine; Kengne, William Epidemic change-point detection in general causal time series. (English) Zbl 1489.62271 Stat. Probab. Lett. 184, Article ID 109416, 11 p. (2022). MSC: 62M10 62M07 62E20 62F12 62H15 PDFBibTeX XMLCite \textit{M. L. Diop} and \textit{W. Kengne}, Stat. Probab. Lett. 184, Article ID 109416, 11 p. (2022; Zbl 1489.62271) Full Text: DOI arXiv
Fermín, Lisandro; Marcano, José; Rodríguez, Luis-Angel A proof of consistency of the MLE for nonlinear Markov-switching AR processes. (English) Zbl 1489.62273 Stat. Probab. Lett. 183, Article ID 109347, 7 p. (2022). MSC: 62M10 62M05 60G99 62F12 PDFBibTeX XMLCite \textit{L. Fermín} et al., Stat. Probab. Lett. 183, Article ID 109347, 7 p. (2022; Zbl 1489.62273) Full Text: DOI
Onatski, Alexei; Wang, Chen Spectral distribution of the sample covariance of high-dimensional time series with unit roots. (English) Zbl 1524.62450 Stat. Sin. 32, No. 1, 43-63 (2022). MSC: 62M10 60B20 62H10 62E20 PDFBibTeX XMLCite \textit{A. Onatski} and \textit{C. Wang}, Stat. Sin. 32, No. 1, 43--63 (2022; Zbl 1524.62450) Full Text: DOI
Saleh, A. K. Md. Ehsanes; Arashi, Mohammad; Saleh, Resve A.; Norouzirad, Mina Rank-based methods for shrinkage and selection. With application to machine learning. (English) Zbl 07483837 Hoboken, NJ: John Wiley & Sons (ISBN 978-1-119-62539-1/hbk). xxxi, 448 p. (2022). MSC: 62-01 62J07 62G35 62Jxx 62H12 62M10 62P30 62-04 68T05 PDFBibTeX XMLCite \textit{A. K. Md. E. Saleh} et al., Rank-based methods for shrinkage and selection. With application to machine learning. Hoboken, NJ: John Wiley \& Sons (2022; Zbl 07483837) Full Text: DOI
Zhou, Shuang; Wang, Xingyuan; Zhou, Wenjie; Zhang, Chuan Recognition of the scale-free interval for calculating the correlation dimension using machine learning from chaotic time series. (English) Zbl 07483664 Physica A 588, Article ID 126563, 11 p. (2022). MSC: 82-XX PDFBibTeX XMLCite \textit{S. Zhou} et al., Physica A 588, Article ID 126563, 11 p. (2022; Zbl 07483664) Full Text: DOI
Lee, Sangyeol; Meintanis, Simos G.; Pretorius, Charl Monitoring procedures for strict stationarity based on the multivariate characteristic function. (English) Zbl 1520.62110 J. Multivariate Anal. 189, Article ID 104892, 20 p. (2022). MSC: 62M10 62G10 62G20 62H15 62M07 62G09 62P05 PDFBibTeX XMLCite \textit{S. Lee} et al., J. Multivariate Anal. 189, Article ID 104892, 20 p. (2022; Zbl 1520.62110) Full Text: DOI
Elías, Antonio; Jiménez, Raúl; Shang, Han Lin On projection methods for functional time series forecasting. (English) Zbl 1520.62425 J. Multivariate Anal. 189, Article ID 104890, 13 p. (2022). MSC: 62R10 62G08 62G30 62M10 62M20 PDFBibTeX XMLCite \textit{A. Elías} et al., J. Multivariate Anal. 189, Article ID 104890, 13 p. (2022; Zbl 1520.62425) Full Text: DOI arXiv
Leucht, Anne; Paparoditis, Efstathios; Rademacher, Daniel; Sapatinas, Theofanis Testing equality of spectral density operators for functional processes. (English) Zbl 1520.62115 J. Multivariate Anal. 189, Article ID 104889, 20 p. (2022). MSC: 62M15 62G09 62G10 62H15 62M10 62R10 PDFBibTeX XMLCite \textit{A. Leucht} et al., J. Multivariate Anal. 189, Article ID 104889, 20 p. (2022; Zbl 1520.62115) Full Text: DOI arXiv
Kim, Mihyun; Kokoszka, Piotr Extremal dependence measure for functional data. (English) Zbl 1520.62428 J. Multivariate Anal. 189, Article ID 104887, 20 p. (2022). MSC: 62R10 62G32 62H25 62M10 60G70 62E20 PDFBibTeX XMLCite \textit{M. Kim} and \textit{P. Kokoszka}, J. Multivariate Anal. 189, Article ID 104887, 20 p. (2022; Zbl 1520.62428) Full Text: DOI
Castrillón-Candás, Julio E.; Kon, Mark Anomaly detection: a functional analysis perspective. (English) Zbl 1520.62105 J. Multivariate Anal. 189, Article ID 104885, 17 p. (2022). MSC: 62M10 60G60 62R10 46N30 62-08 PDFBibTeX XMLCite \textit{J. E. Castrillón-Candás} and \textit{M. Kon}, J. Multivariate Anal. 189, Article ID 104885, 17 p. (2022; Zbl 1520.62105) Full Text: DOI arXiv
Boukhiar, Souad; Mourid, Tahar Resolvent estimators for functional autoregressive processes with random coefficients. (English) Zbl 1493.62299 J. Multivariate Anal. 189, Article ID 104884, 15 p. (2022). MSC: 62H12 62F12 62M10 62R10 PDFBibTeX XMLCite \textit{S. Boukhiar} and \textit{T. Mourid}, J. Multivariate Anal. 189, Article ID 104884, 15 p. (2022; Zbl 1493.62299) Full Text: DOI
Meintanis, Simos G.; Hušková, Marie; Hlávka, Zdeněk Fourier-type tests of mutual independence between functional time series. (English) Zbl 1520.62112 J. Multivariate Anal. 189, Article ID 104873, 15 p. (2022). MSC: 62M10 62G10 62H15 62R10 PDFBibTeX XMLCite \textit{S. G. Meintanis} et al., J. Multivariate Anal. 189, Article ID 104873, 15 p. (2022; Zbl 1520.62112) Full Text: DOI
Yang, Yang; Yang, Yanrong; Shang, Han Lin Feature extraction for functional time series: theory and application to NIR spectroscopy data. (English) Zbl 1493.62327 J. Multivariate Anal. 189, Article ID 104863, 21 p. (2022). MSC: 62H12 62F12 62M10 62H25 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Multivariate Anal. 189, Article ID 104863, 21 p. (2022; Zbl 1493.62327) Full Text: DOI arXiv
Aneiros, Germán; Horová, Ivana; Hušková, Marie; Vieu, Philippe On functional data analysis and related topics. (English) Zbl 1520.62420 J. Multivariate Anal. 189, Article ID 104861, 8 p. (2022). MSC: 62R10 62G08 62H25 62H30 62M10 PDFBibTeX XMLCite \textit{G. Aneiros} et al., J. Multivariate Anal. 189, Article ID 104861, 8 p. (2022; Zbl 1520.62420) Full Text: DOI
Corradin, Riccardo; Danese, Luca; Ongaro, Andrea Bayesian nonparametric change point detection for multivariate time series with missing observations. (English) Zbl 07478963 Int. J. Approx. Reasoning 143, 26-43 (2022). MSC: 62M10 PDFBibTeX XMLCite \textit{R. Corradin} et al., Int. J. Approx. Reasoning 143, 26--43 (2022; Zbl 07478963) Full Text: DOI
Loliencar, Prachi; Heo, Giseon Phenotyping OSA: a time series analysis using fuzzy clustering and persistent homology. (English) Zbl 07478945 Int. J. Approx. Reasoning 142, 178-195 (2022). MSC: 62P10 55N31 62H86 62M10 92C50 PDFBibTeX XMLCite \textit{P. Loliencar} and \textit{G. Heo}, Int. J. Approx. Reasoning 142, 178--195 (2022; Zbl 07478945) Full Text: DOI arXiv
Guerrero, Matheus B.; Barreto-Souza, Wagner; Ombao, Hernando Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective. (English) Zbl 1493.62525 Stoch. Models 38, No. 1, 70-90 (2022). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{M. B. Guerrero} et al., Stoch. Models 38, No. 1, 70--90 (2022; Zbl 1493.62525) Full Text: DOI
Paparoditis, Efstathios Book review of: P. Doukhan, Stochastic models for time series. (English) Zbl 1502.00049 J. Time Ser. Anal. 43, No. 1, 154 (2022). MSC: 00A17 62-02 62M10 60G10 37M10 62M15 62M20 62M05 PDFBibTeX XMLCite \textit{E. Paparoditis}, J. Time Ser. Anal. 43, No. 1, 154 (2022; Zbl 1502.00049) Full Text: DOI
Peña, Víctor; Irie, Kaoru On the relationship between uhlig extended and beta-Bartlett processes. (English) Zbl 1493.62532 J. Time Ser. Anal. 43, No. 1, 147-153 (2022). MSC: 62M10 62H12 62F15 PDFBibTeX XMLCite \textit{V. Peña} and \textit{K. Irie}, J. Time Ser. Anal. 43, No. 1, 147--153 (2022; Zbl 1493.62532) Full Text: DOI
Zheng, Tingguo; Xiao, Han; Chen, Rong Generalized autoregressive moving average models with GARCH errors. (English) Zbl 1493.62543 J. Time Ser. Anal. 43, No. 1, 125-146 (2022). MSC: 62M10 91B84 PDFBibTeX XMLCite \textit{T. Zheng} et al., J. Time Ser. Anal. 43, No. 1, 125--146 (2022; Zbl 1493.62543) Full Text: DOI arXiv
Chun, Dohyun; Kim, Donggyu State heterogeneity analysis of financial volatility using high-frequency financial data. (English) Zbl 1492.91351 J. Time Ser. Anal. 43, No. 1, 105-124 (2022). MSC: 91G15 62P05 62M10 PDFBibTeX XMLCite \textit{D. Chun} and \textit{D. Kim}, J. Time Ser. Anal. 43, No. 1, 105--124 (2022; Zbl 1492.91351) Full Text: DOI arXiv
Schweikert, Karsten Oracle efficient estimation of structural breaks in cointegrating regressions. (English) Zbl 1493.62073 J. Time Ser. Anal. 43, No. 1, 83-104 (2022). MSC: 62J07 62E20 62M10 91B84 PDFBibTeX XMLCite \textit{K. Schweikert}, J. Time Ser. Anal. 43, No. 1, 83--104 (2022; Zbl 1493.62073) Full Text: DOI arXiv
Zhang, Chao; Kokoszka, Piotr; Petersen, Alexander Wasserstein autoregressive models for density time series. (English) Zbl 1493.62182 J. Time Ser. Anal. 43, No. 1, 30-52 (2022). MSC: 62M10 62G05 62G20 PDFBibTeX XMLCite \textit{C. Zhang} et al., J. Time Ser. Anal. 43, No. 1, 30--52 (2022; Zbl 1493.62182) Full Text: DOI arXiv
Aknouche, Abdelhakim; Almohaimeed, Bader; Dimitrakopoulos, Stefanos Periodic autoregressive conditional duration. (English) Zbl 1493.62089 J. Time Ser. Anal. 43, No. 1, 5-29 (2022). MSC: 62M10 62F05 62F12 62M20 91B84 PDFBibTeX XMLCite \textit{A. Aknouche} et al., J. Time Ser. Anal. 43, No. 1, 5--29 (2022; Zbl 1493.62089) Full Text: DOI Link
Li, Chunyan Time series data analysis in oceanography. Applications using MATLAB. (English) Zbl 1485.86001 Cambridge: Cambridge University Press (ISBN 978-1-108-47427-6/hbk; 978-1-108-69710-1/ebook). xvi, 466 p. (2022). MSC: 86-01 86A32 62M10 86A05 PDFBibTeX XMLCite \textit{C. Li}, Time series data analysis in oceanography. Applications using MATLAB. Cambridge: Cambridge University Press (2022; Zbl 1485.86001) Full Text: DOI
Sun, Xiaolei; Hao, Jun; Li, Jianping Multi-objective optimization of crude oil-supply portfolio based on interval prediction data. (English) Zbl 1478.90120 Ann. Oper. Res. 309, No. 2, 611-639 (2022). MSC: 90C29 62M10 90B90 62M45 62P20 PDFBibTeX XMLCite \textit{X. Sun} et al., Ann. Oper. Res. 309, No. 2, 611--639 (2022; Zbl 1478.90120) Full Text: DOI
Hahn, Georg Online multivariate changepoint detection with type I error control and constant time/memory updates per series. (English) Zbl 1478.62255 Stat. Probab. Lett. 181, Article ID 109258, 7 p. (2022). MSC: 62M10 62L10 62G10 62J15 62P10 PDFBibTeX XMLCite \textit{G. Hahn}, Stat. Probab. Lett. 181, Article ID 109258, 7 p. (2022; Zbl 1478.62255) Full Text: DOI
Yang, Yaxing; Ling, Shiqing; Wang, Qiying Consistency of global LSE for MA(1) models. (English) Zbl 1478.62272 Stat. Probab. Lett. 182, Article ID 109292, 8 p. (2022). MSC: 62M10 62M09 62F12 PDFBibTeX XMLCite \textit{Y. Yang} et al., Stat. Probab. Lett. 182, Article ID 109292, 8 p. (2022; Zbl 1478.62272) Full Text: DOI
Geissel, S.; Graf, H.; Herbinger, J.; Seifried, F. T. Portfolio optimization with optimal expected utility risk measures. (English) Zbl 1482.91195 Ann. Oper. Res. 309, No. 1, 59-77 (2022). MSC: 91G10 93E20 91G70 62M10 PDFBibTeX XMLCite \textit{S. Geissel} et al., Ann. Oper. Res. 309, No. 1, 59--77 (2022; Zbl 1482.91195) Full Text: DOI
Nordhausen, Klaus; Ruiz-Gazen, Anne On the usage of joint diagonalization in multivariate statistics. (English) Zbl 1493.62318 J. Multivariate Anal. 188, Article ID 104844, 17 p. (2022). MSC: 62H12 62H25 62H30 62H99 62M10 62M40 PDFBibTeX XMLCite \textit{K. Nordhausen} and \textit{A. Ruiz-Gazen}, J. Multivariate Anal. 188, Article ID 104844, 17 p. (2022; Zbl 1493.62318) Full Text: DOI
Fokianos, Konstantinos; Fried, Roland; Kharin, Yuriy; Voloshko, Valeriy Statistical analysis of multivariate discrete-valued time series. (English) Zbl 1482.62090 J. Multivariate Anal. 188, Article ID 104805, 15 p. (2022). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M10 62M05 62H12 PDFBibTeX XMLCite \textit{K. Fokianos} et al., J. Multivariate Anal. 188, Article ID 104805, 15 p. (2022; Zbl 1482.62090) Full Text: DOI
Zhou, Mo; Ma, Yaolan; Zhang, Rongmao Portmanteau-type test for unit root with heavy-tailed noise. (English) Zbl 1480.62184 J. Stat. Plann. Inference 218, 25-42 (2022). MSC: 62M10 62G10 62P20 PDFBibTeX XMLCite \textit{M. Zhou} et al., J. Stat. Plann. Inference 218, 25--42 (2022; Zbl 1480.62184) Full Text: DOI
Liu, Xialu; Zhang, Ting Estimating change-point latent factor models for high-dimensional time series. (English) Zbl 1478.62260 J. Stat. Plann. Inference 217, 69-91 (2022). MSC: 62M10 62H25 PDFBibTeX XMLCite \textit{X. Liu} and \textit{T. Zhang}, J. Stat. Plann. Inference 217, 69--91 (2022; Zbl 1478.62260) Full Text: DOI
Gontis, V. Order flow in the financial markets from the perspective of the fractional Lévy stable motion. (English) Zbl 1504.62158 Commun. Nonlinear Sci. Numer. Simul. 105, Article ID 106087, 11 p. (2022). MSC: 62P05 62M10 60G22 91G15 PDFBibTeX XMLCite \textit{V. Gontis}, Commun. Nonlinear Sci. Numer. Simul. 105, Article ID 106087, 11 p. (2022; Zbl 1504.62158) Full Text: DOI arXiv
Amigó, José M.; Dale, Roberto; Tempesta, Piergiulio Complexity-based permutation entropies: from deterministic time series to white noise. (English) Zbl 1479.94085 Commun. Nonlinear Sci. Numer. Simul. 105, Article ID 106077, 19 p. (2022). MSC: 94A17 62M10 PDFBibTeX XMLCite \textit{J. M. Amigó} et al., Commun. Nonlinear Sci. Numer. Simul. 105, Article ID 106077, 19 p. (2022; Zbl 1479.94085) Full Text: DOI arXiv
Mattis, S. A.; Steffen, K. R.; Butler, T.; Dawson, C. N.; Estep, D. Learning quantities of interest from dynamical systems for observation-consistent inversion. (English) Zbl 1507.62289 Comput. Methods Appl. Mech. Eng. 388, Article ID 114230, 30 p. (2022). MSC: 62M10 37M10 65C20 65P99 PDFBibTeX XMLCite \textit{S. A. Mattis} et al., Comput. Methods Appl. Mech. Eng. 388, Article ID 114230, 30 p. (2022; Zbl 1507.62289) Full Text: DOI arXiv
Xiong, Wei; Wang, Dehui; Deng, Dianliang; Wang, Xinyang; Zhang, Wanying Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables. (English) Zbl 1480.62104 J. Multivariate Anal. 187, Article ID 104867, 15 p. (2022). MSC: 62H12 62D10 62F35 62M10 PDFBibTeX XMLCite \textit{W. Xiong} et al., J. Multivariate Anal. 187, Article ID 104867, 15 p. (2022; Zbl 1480.62104) Full Text: DOI
Nasri, Bouchra R.; Rémillard, Bruno N.; Bahraoui, Tarik Change-point problems for multivariate time series using pseudo-observations. (English) Zbl 1480.62087 J. Multivariate Anal. 187, Article ID 104857, 18 p. (2022). MSC: 62H15 62G10 62H05 62M10 PDFBibTeX XMLCite \textit{B. R. Nasri} et al., J. Multivariate Anal. 187, Article ID 104857, 18 p. (2022; Zbl 1480.62087) Full Text: DOI
Düker, Marie-Christine; Pipiras, Vladas; Sundararajan, Raanju Cotrending: testing for common deterministic trends in varying means model. (English) Zbl 1480.62107 J. Multivariate Anal. 187, Article ID 104825, 21 p. (2022). MSC: 62H15 62G10 62E20 62H25 62M10 PDFBibTeX XMLCite \textit{M.-C. Düker} et al., J. Multivariate Anal. 187, Article ID 104825, 21 p. (2022; Zbl 1480.62107) Full Text: DOI
Zhao, Jun; Zhang, Yi; Wu, Sheng; Shen, Liming Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression. (English) Zbl 1479.62079 J. Comput. Appl. Math. 403, Article ID 113862, 13 p. (2022). MSC: 62M10 62G05 62G08 65C05 PDFBibTeX XMLCite \textit{J. Zhao} et al., J. Comput. Appl. Math. 403, Article ID 113862, 13 p. (2022; Zbl 1479.62079) Full Text: DOI
Wei, Baolei; Xie, Naiming On unified framework for continuous-time grey models: an integral matching perspective. (English) Zbl 1481.62066 Appl. Math. Modelling 101, 432-452 (2022). MSC: 62M10 PDFBibTeX XMLCite \textit{B. Wei} and \textit{N. Xie}, Appl. Math. Modelling 101, 432--452 (2022; Zbl 1481.62066) Full Text: DOI arXiv
Deppe, Sahar Discovery of ill-known motifs in time series data. (English) Zbl 1481.94012 Technologien für die Intelligente Automation 15. Berlin: Springer Vieweg; Paderborn: University of Paderborn, Faculty of Electrical Engineering, Computer Science, and Mathematics (Diss. 2020) (ISBN 978-3-662-64214-6/pbk; 978-3-662-64215-3/ebook). xiv, 205 p. (2022). MSC: 94A08 62M10 PDFBibTeX XMLCite \textit{S. Deppe}, Discovery of ill-known motifs in time series data. Berlin: Springer Vieweg; Paderborn: University of Paderborn, Faculty of Electrical Engineering, Computer Science, and Mathematics (Diss. 2020) (2022; Zbl 1481.94012)
Améndola, Carlos; Pham, Viet Son Autocovariance varieties of moving average random fields. (English) Zbl 1475.62289 J. Symb. Comput. 109, 202-219 (2022). MSC: 62R01 62M10 62M20 62F10 60G60 13P25 14M25 14Q15 PDFBibTeX XMLCite \textit{C. Améndola} and \textit{V. S. Pham}, J. Symb. Comput. 109, 202--219 (2022; Zbl 1475.62289) Full Text: DOI arXiv
Bisht, Dinesh C. S. (ed.); Ram, Mangey (ed.) Recent advances in time series forecasting. (English) Zbl 1480.62006 Mathematical Engineering, Manufacturing, and Management Sciences. Boca Raton, FL: CRC Press (ISBN 978-0-367-60775-3/hbk; 978-0-367-60869-9/pbk; 978-1-003-10228-1/ebook). x, 228 p. (2022). MSC: 62-06 62M10 62M20 00B15 PDFBibTeX XMLCite \textit{D. C. S. Bisht} (ed.) and \textit{M. Ram} (ed.), Recent advances in time series forecasting. Boca Raton, FL: CRC Press (2022; Zbl 1480.62006) Full Text: DOI
Nishiyama, Yoichi Martingale methods in statistics. (English) Zbl 1476.60002 Monographs on Statistics and Applied Probability 170. Boca Raton, FL: CRC Press (ISBN 978-1-4665-8281-1/hbk; 978-1-315-11776-8/ebook). xiii, 245 p. (2022). MSC: 60-02 60G42 60G44 62M10 PDFBibTeX XMLCite \textit{Y. Nishiyama}, Martingale methods in statistics. Boca Raton, FL: CRC Press (2022; Zbl 1476.60002) Full Text: DOI
Tjøstheim, Dag; Otneim, Håkon; Støve, Bård Statistical modeling using local Gaussian approximation. (English) Zbl 1504.62011 Amsterdam: Elsevier/Academic Press (ISBN 978-0-12-815861-6/pbk; 978-0-12-815445-8/ebook). xv, 442 p. (2022). MSC: 62-01 62E10 60G15 62M10 62M15 62G05 62H12 62H20 62H30 62P05 62P20 62-08 PDFBibTeX XMLCite \textit{D. Tjøstheim} et al., Statistical modeling using local Gaussian approximation. Amsterdam: Elsevier/Academic Press (2022; Zbl 1504.62011) Full Text: DOI
Mishura, Yuliya; Ralchenko, Kostiantyn Discrete-time approximations and limit theorems. In applications to financial markets. (English) Zbl 1503.60002 De Gruyter Series in Probability and Stochastics 2. Berlin: De Gruyter (ISBN 978-3-11-065279-6/hbk; 978-3-11-065424-0/ebook). xvi, 373 p. (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 60-01 91-01 60F05 60F17 62M10 62P05 91G15 91G20 91G30 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{K. Ralchenko}, Discrete-time approximations and limit theorems. In applications to financial markets. Berlin: De Gruyter (2022; Zbl 1503.60002) Full Text: DOI
Bandt, Christoph Statistics and modelling of order patterns in univariate time series. arXiv:2212.14386 Preprint, arXiv:2212.14386 [math.DS] (2022). MSC: 37A35 62M10 60G07 BibTeX Cite \textit{C. Bandt}, ``Statistics and modelling of order patterns in univariate time series'', Preprint, arXiv:2212.14386 [math.DS] (2022) Full Text: arXiv OA License
Maillard, Pascal; Wintenberger, Olivier Moment conditions for random coefficient AR(\(\infty\)) under non-negativity assumptions. arXiv:2207.07069 Preprint, arXiv:2207.07069 [math.PR] (2022). MSC: 60G70 39A50 60F25 60G10 60H25 62M10 BibTeX Cite \textit{P. Maillard} and \textit{O. Wintenberger}, ``Moment conditions for random coefficient AR($\infty$) under non-negativity assumptions'', Preprint, arXiv:2207.07069 [math.PR] (2022) Full Text: arXiv OA License
Boldin, M. V.; Shabakaeva, A. R. Testing of symmetry of innovations in autoregression. arXiv:2207.04315 Preprint, arXiv:2207.04315 [math.ST] (2022). MSC: 62G10 62M10 62G30 62G35 BibTeX Cite \textit{M. V. Boldin} and \textit{A. R. Shabakaeva}, ``Testing of symmetry of innovations in autoregression'', Preprint, arXiv:2207.04315 [math.ST] (2022) Full Text: arXiv OA License
Djehiche, Boualem; Mazhar, Othmane Efficient learning of hidden state LTI state space models of unknown order. arXiv:2202.01625 Preprint, arXiv:2202.01625 [math.ST] (2022). MSC: 62J07 62M05 62M10 62M15 60E15 62C20 62F10 BibTeX Cite \textit{B. Djehiche} and \textit{O. Mazhar}, ``Efficient learning of hidden state LTI state space models of unknown order'', Preprint, arXiv:2202.01625 [math.ST] (2022) Full Text: arXiv OA License
Kalemkerian, Juan Parameter estimation for the FOU(p) process with the same lambda. arXiv:2202.00642 Preprint, arXiv:2202.00642 [math.ST] (2022). MSC: 62M10 BibTeX Cite \textit{J. Kalemkerian}, ``Parameter estimation for the FOU(p) process with the same lambda'', Preprint, arXiv:2202.00642 [math.ST] (2022) Full Text: arXiv OA License
Calmon, Wilson; Ferioli, Eduardo; Lettieri, Davi; Soares, Johann; Pizzinga, Adrian An extensive comparison of some well-established value at risk methods. (English) Zbl 07777530 Int. Stat. Rev. 89, No. 1, 148-166 (2021). MSC: 62P05 62M10 91G70 PDFBibTeX XMLCite \textit{W. Calmon} et al., Int. Stat. Rev. 89, No. 1, 148--166 (2021; Zbl 07777530) Full Text: DOI
Wen, Shao-Chun; Yang, Cheng-Hsiung Time series analysis and prediction of nonlinear systems with ensemble learning framework applied to deep learning neural networks. (English) Zbl 07769042 Inf. Sci. 572, 167-181 (2021). MSC: 68T07 37M10 62M10 62M20 PDFBibTeX XMLCite \textit{S.-C. Wen} and \textit{C.-H. Yang}, Inf. Sci. 572, 167--181 (2021; Zbl 07769042) Full Text: DOI
Fetitah, Omar; Attouch, Mohammed K.; Khardani, Salah; Righi, Ali Nonparametric relative error regression for functional time series data under random censorship. (English) Zbl 1527.62059 Chil. J. Stat. 12, No. 2, 145-170 (2021). MSC: 62M10 62G08 62G20 62G35 62R10 PDFBibTeX XMLCite \textit{O. Fetitah} et al., Chil. J. Stat. 12, No. 2, 145--170 (2021; Zbl 1527.62059) Full Text: Link
Askari, S. A critical note on inverse fuzzy time series algorithms. (English) Zbl 1522.62081 Fuzzy Sets Syst. 421, 193-199 (2021). MSC: 62M10 62M86 PDFBibTeX XMLCite \textit{S. Askari}, Fuzzy Sets Syst. 421, 193--199 (2021; Zbl 1522.62081) Full Text: DOI
Wang, Ling; Xu, Peipei; Ma, Qian Incremental fuzzy clustering of time series. (English) Zbl 1522.62087 Fuzzy Sets Syst. 421, 62-76 (2021). MSC: 62M10 62H30 62H86 62M86 PDFBibTeX XMLCite \textit{L. Wang} et al., Fuzzy Sets Syst. 421, 62--76 (2021; Zbl 1522.62087) Full Text: DOI
Nitithumbundit, Thanakorn; Chan, Jennifer S. K. ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density. (English) Zbl 1521.62198 Aust. N. Z. J. Stat. 63, No. 3, 485-516 (2021). MSC: 62P05 62F10 62M10 62H12 PDFBibTeX XMLCite \textit{T. Nitithumbundit} and \textit{J. S. K. Chan}, Aust. N. Z. J. Stat. 63, No. 3, 485--516 (2021; Zbl 1521.62198) Full Text: DOI
Davis, Richard A.; Fokianos, Konstantinos; Holan, Scott H.; Joe, Harry; Livsey, James; Lund, Robert; Pipiras, Vladas; Ravishanker, Nalini Count time series: a methodological review. (English) Zbl 1510.62356 J. Am. Stat. Assoc. 116, No. 535, 1533-1547 (2021). MSC: 62M10 62H20 62M30 62-02 PDFBibTeX XMLCite \textit{R. A. Davis} et al., J. Am. Stat. Assoc. 116, No. 535, 1533--1547 (2021; Zbl 1510.62356) Full Text: DOI
Kuenzer, Thomas; Hörmann, Siegfried; Kokoszka, Piotr Principal component analysis of spatially indexed functions. (English) Zbl 1510.62267 J. Am. Stat. Assoc. 116, No. 535, 1444-1456 (2021). MSC: 62H25 62-08 62-04 62M30 62M10 PDFBibTeX XMLCite \textit{T. Kuenzer} et al., J. Am. Stat. Assoc. 116, No. 535, 1444--1456 (2021; Zbl 1510.62267) Full Text: DOI
Khan, Md Kamrul Hasan; Chakraborty, Avishek; Petris, Giovanni; Wilson, Barry T. Constrained functional regression of national forest inventory data over time using remote sensing observations. (English) Zbl 1510.62381 J. Am. Stat. Assoc. 116, No. 535, 1168-1180 (2021). MSC: 62M30 62M10 62P12 PDFBibTeX XMLCite \textit{M. K. H. Khan} et al., J. Am. Stat. Assoc. 116, No. 535, 1168--1180 (2021; Zbl 1510.62381) Full Text: DOI
Heinrich, Claudio; Hellton, Kristoffer H.; Lenkoski, Alex; Thorarinsdottir, Thordis L. Multivariate postprocessing methods for high-dimensional seasonal weather forecasts. (English) Zbl 1510.86010 J. Am. Stat. Assoc. 116, No. 535, 1048-1059 (2021). MSC: 86A10 62P12 62M10 86A32 PDFBibTeX XMLCite \textit{C. Heinrich} et al., J. Am. Stat. Assoc. 116, No. 535, 1048--1059 (2021; Zbl 1510.86010) Full Text: DOI arXiv
Zhang, Zhengjun Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”. (English) Zbl 1527.62069 Stat. Theory Relat. Fields 5, No. 1, 45-48 (2021). MSC: 62M10 60G70 PDFBibTeX XMLCite \textit{Z. Zhang}, Stat. Theory Relat. Fields 5, No. 1, 45--48 (2021; Zbl 1527.62069) Full Text: DOI
Smith, R. L. Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang. (English) Zbl 1527.62064 Stat. Theory Relat. Fields 5, No. 1, 41-44 (2021). MSC: 62M10 60G70 PDFBibTeX XMLCite \textit{R. L. Smith}, Stat. Theory Relat. Fields 5, No. 1, 41--44 (2021; Zbl 1527.62064) Full Text: DOI
Wang, Tiandong; Yan, Jun Discussion of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”. (English) Zbl 1527.62065 Stat. Theory Relat. Fields 5, No. 1, 38-40 (2021). MSC: 62M10 60G70 PDFBibTeX XMLCite \textit{T. Wang} and \textit{J. Yan}, Stat. Theory Relat. Fields 5, No. 1, 38--40 (2021; Zbl 1527.62065) Full Text: DOI
Qi, Yongcheng Discussion on paper “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” by Zhengjun Zhang. (English) Zbl 1527.62062 Stat. Theory Relat. Fields 5, No. 1, 37 (2021). MSC: 62M10 60G70 PDFBibTeX XMLCite \textit{Y. Qi}, Stat. Theory Relat. Fields 5, No. 1, 37 (2021; Zbl 1527.62062) Full Text: DOI
Zhang, Ting Discussion of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”. (English) Zbl 1527.62067 Stat. Theory Relat. Fields 5, No. 1, 35-36 (2021). MSC: 62M10 60G70 PDFBibTeX XMLCite \textit{T. Zhang}, Stat. Theory Relat. Fields 5, No. 1, 35--36 (2021; Zbl 1527.62067) Full Text: DOI
Ji, Jingyu; Li, Deyuan Application of autoregressive tail-index model to China’s stock market. (English) Zbl 1527.62060 Stat. Theory Relat. Fields 5, No. 1, 31-34 (2021). MSC: 62M10 60G70 62P05 PDFBibTeX XMLCite \textit{J. Ji} and \textit{D. Li}, Stat. Theory Relat. Fields 5, No. 1, 31--34 (2021; Zbl 1527.62060) Full Text: DOI
Xu, Wen; Judy Wang, Huixia Discussion on “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”. (English) Zbl 1527.62066 Stat. Theory Relat. Fields 5, No. 1, 26-30 (2021). MSC: 62M10 60G70 PDFBibTeX XMLCite \textit{W. Xu} and \textit{H. Judy Wang}, Stat. Theory Relat. Fields 5, No. 1, 26--30 (2021; Zbl 1527.62066) Full Text: DOI
Zhang, Zhengjun On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures. (English) Zbl 1527.62068 Stat. Theory Relat. Fields 5, No. 1, 1-25 (2021). MSC: 62M10 60G70 PDFBibTeX XMLCite \textit{Z. Zhang}, Stat. Theory Relat. Fields 5, No. 1, 1--25 (2021; Zbl 1527.62068) Full Text: DOI
Muthuganesan, R.; Chandrasekar, V. K. Intrinsic decoherence effects on measurement-induced nonlocality. (English) Zbl 1509.82092 Quantum Inf. Process. 20, No. 1, Paper No. 46, 15 p. (2021). MSC: 82C23 81P40 81S22 PDFBibTeX XMLCite \textit{R. Muthuganesan} and \textit{V. K. Chandrasekar}, Quantum Inf. Process. 20, No. 1, Paper No. 46, 15 p. (2021; Zbl 1509.82092) Full Text: DOI arXiv
Granet, Etienne Low-density limit of dynamical correlations in the Lieb-Liniger model. (English) Zbl 1519.82073 J. Phys. A, Math. Theor. 54, No. 15, Article ID 154001, 28 p. (2021). MSC: 82C23 PDFBibTeX XMLCite \textit{E. Granet}, J. Phys. A, Math. Theor. 54, No. 15, Article ID 154001, 28 p. (2021; Zbl 1519.82073) Full Text: DOI arXiv
Guhr, Thomas; Schell, Andreas Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations. (English) Zbl 1519.62020 J. Phys. A, Math. Theor. 54, No. 12, Article ID 125002, 35 p. (2021). MSC: 62M10 60B20 15B52 60G10 60G15 62H10 PDFBibTeX XMLCite \textit{T. Guhr} and \textit{A. Schell}, J. Phys. A, Math. Theor. 54, No. 12, Article ID 125002, 35 p. (2021; Zbl 1519.62020) Full Text: DOI arXiv
Alam, Nik Muhammad Farhan Hakim Nik Badrul; Ramli, Nazirah Time series forecasting model based on intuitionistic fuzzy set via equal distribution of hesitancy de-i-fuzzification. (English) Zbl 1503.62076 Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 29, No. 6, 1015-1029 (2021). MSC: 62M86 62M10 62M20 PDFBibTeX XMLCite \textit{N. M. F. H. N. B. Alam} and \textit{N. Ramli}, Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 29, No. 6, 1015--1029 (2021; Zbl 1503.62076) Full Text: DOI
Chen, Dan; Yang, Xiangfeng Ridge estimation for uncertain autoregressive model with imprecise observations. (English) Zbl 1524.62336 Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 29, No. 1, 37-55 (2021). MSC: 62M10 62J07 PDFBibTeX XMLCite \textit{D. Chen} and \textit{X. Yang}, Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 29, No. 1, 37--55 (2021; Zbl 1524.62336) Full Text: DOI
Patie, P.; Srapionyan, A. Spectral projections correlation structure for short-to-long range dependent processes. (English) Zbl 1499.60107 Eur. J. Appl. Math. 32, No. 1, 1-31 (2021). MSC: 60G07 47B40 62H20 62M02 62M07 PDFBibTeX XMLCite \textit{P. Patie} and \textit{A. Srapionyan}, Eur. J. Appl. Math. 32, No. 1, 1--31 (2021; Zbl 1499.60107) Full Text: DOI arXiv
Yu, Xing; Wang, Xinxin; Zhang, Weiguo; Li, Zijin Optimal futures hedging strategies based on an improved kernel density estimation method. (English) Zbl 1498.91465 Soft Comput. 25, No. 23, 14769-14783 (2021). MSC: 91G20 62G07 62M10 PDFBibTeX XMLCite \textit{X. Yu} et al., Soft Comput. 25, No. 23, 14769--14783 (2021; Zbl 1498.91465) Full Text: DOI
Chen, Dan Uncertain regression model with autoregressive time series errors. (English) Zbl 1498.62141 Soft Comput. 25, No. 23, 14549-14559 (2021). MSC: 62J86 62M10 62M86 PDFBibTeX XMLCite \textit{D. Chen}, Soft Comput. 25, No. 23, 14549--14559 (2021; Zbl 1498.62141) Full Text: DOI
Xian, Sidong; Cheng, Yue Pythagorean fuzzy time series model based on Pythagorean fuzzy c-means and improved Markov weighted in the prediction of the new COVID-19 cases. (English) Zbl 1498.92276 Soft Comput. 25, No. 22, 13881-13896 (2021). MSC: 92D30 62M10 62M20 62M86 PDFBibTeX XMLCite \textit{S. Xian} and \textit{Y. Cheng}, Soft Comput. 25, No. 22, 13881--13896 (2021; Zbl 1498.92276) Full Text: DOI
Holčapek, Michal; Nguyen, Linh Analysis of autocorrelation function of stochastic processes by F-transform of higher degree. (English) Zbl 1498.62168 Soft Comput. 25, No. 12, 7707-7730 (2021). MSC: 62M10 62M86 PDFBibTeX XMLCite \textit{M. Holčapek} and \textit{L. Nguyen}, Soft Comput. 25, No. 12, 7707--7730 (2021; Zbl 1498.62168) Full Text: DOI