Sourisseau, Matt; Wu, Hau-Tieng; Zhou, Zhou Asymptotic analysis of synchrosqueezing transform – toward statistical inference with nonlinear-type time-frequency analysis. (English) Zbl 07628837 Ann. Stat. 50, No. 5, 2694-2712 (2022). MSC: 62M10 60K35 PDFBibTeX XMLCite \textit{M. Sourisseau} et al., Ann. Stat. 50, No. 5, 2694--2712 (2022; Zbl 07628837) Full Text: DOI arXiv
Gao, Lan; Shao, Qi-Man; Shi, Jiasheng Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean. (English) Zbl 1486.60044 Ann. Stat. 50, No. 2, 673-697 (2022). MSC: 60F05 60F10 62E20 62M10 60G50 PDFBibTeX XMLCite \textit{L. Gao} et al., Ann. Stat. 50, No. 2, 673--697 (2022; Zbl 1486.60044) Full Text: DOI arXiv
Chan, Ngai Hang; Ng, Wai Leong; Yau, Chun Yip; Yu, Haihan Optimal change-point estimation in time series. (English) Zbl 1480.62172 Ann. Stat. 49, No. 4, 2336-2355 (2021). MSC: 62M10 62G10 60F25 PDFBibTeX XMLCite \textit{N. H. Chan} et al., Ann. Stat. 49, No. 4, 2336--2355 (2021; Zbl 1480.62172) Full Text: DOI Link
Caponera, Alessia; Marinucci, Domenico Asymptotics for spherical functional autoregressions. (English) Zbl 1461.62237 Ann. Stat. 49, No. 1, 346-369 (2021). MSC: 62R10 62M10 62M15 62M40 60G15 60F05 PDFBibTeX XMLCite \textit{A. Caponera} and \textit{D. Marinucci}, Ann. Stat. 49, No. 1, 346--369 (2021; Zbl 1461.62237) Full Text: DOI arXiv Euclid
Dubey, Paromita; Müller, Hans-Georg Fréchet change-point detection. (English) Zbl 1461.62243 Ann. Stat. 48, No. 6, 3312-3335 (2020). MSC: 62R20 62M10 62H20 62G10 62P10 PDFBibTeX XMLCite \textit{P. Dubey} and \textit{H.-G. Müller}, Ann. Stat. 48, No. 6, 3312--3335 (2020; Zbl 1461.62243) Full Text: DOI arXiv Euclid
Wang, Runmin; Shao, Xiaofeng Hypothesis testing for high-dimensional time series via self-normalization. (English) Zbl 1464.62307 Ann. Stat. 48, No. 5, 2728-2758 (2020). Reviewer: Alessandro Selvitella (Fort Wayne) MSC: 62H15 62M10 60K35 60G44 62G10 62G20 PDFBibTeX XMLCite \textit{R. Wang} and \textit{X. Shao}, Ann. Stat. 48, No. 5, 2728--2758 (2020; Zbl 1464.62307) Full Text: DOI Euclid
Ding, Xiucai; Zhou, Zhou Estimation and inference for precision matrices of nonstationary time series. (English) Zbl 1471.62461 Ann. Stat. 48, No. 4, 2455-2477 (2020). Reviewer: Joseph Melamed (Los Angeles) MSC: 62M10 62G05 62G10 PDFBibTeX XMLCite \textit{X. Ding} and \textit{Z. Zhou}, Ann. Stat. 48, No. 4, 2455--2477 (2020; Zbl 1471.62461) Full Text: DOI arXiv Euclid
Bresler, Guy; Karzand, Mina Learning a tree-structured Ising model in order to make predictions. (English) Zbl 1469.62334 Ann. Stat. 48, No. 2, 713-737 (2020). Reviewer: Romeo Negrea (Timişoara) MSC: 62M10 62M20 62F12 62H12 68T05 60F25 PDFBibTeX XMLCite \textit{G. Bresler} and \textit{M. Karzand}, Ann. Stat. 48, No. 2, 713--737 (2020; Zbl 1469.62334) Full Text: DOI arXiv Euclid
Li, Zeng; Lam, Clifford; Yao, Jianfeng; Yao, Qiwei On testing for high-dimensional white noise. (English) Zbl 1512.62079 Ann. Stat. 47, No. 6, 3382-3412 (2019). MSC: 62M10 62H15 15A23 62M40 60H40 PDFBibTeX XMLCite \textit{Z. Li} et al., Ann. Stat. 47, No. 6, 3382--3412 (2019; Zbl 1512.62079) Full Text: DOI arXiv Euclid
Zhang, Bo; Pan, Guangming; Gao, Jiti CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series. (English) Zbl 1428.60020 Ann. Stat. 46, No. 5, 2186-2215 (2018). MSC: 60B20 60F05 62E20 62M07 62M10 PDFBibTeX XMLCite \textit{B. Zhang} et al., Ann. Stat. 46, No. 5, 2186--2215 (2018; Zbl 1428.60020) Full Text: DOI Euclid
Rao, Suhasini Subba Statistical inference for spatial statistics defined in the Fourier domain. (English) Zbl 1395.62300 Ann. Stat. 46, No. 2, 469-499 (2018). Reviewer: Andriy Olenko (Victoria) MSC: 62M30 62M10 62M15 62E20 PDFBibTeX XMLCite \textit{S. S. Rao}, Ann. Stat. 46, No. 2, 469--499 (2018; Zbl 1395.62300) Full Text: DOI arXiv
Li, Meng; Ghosal, Subhashis Bayesian detection of image boundaries. (English) Zbl 1486.62194 Ann. Stat. 45, No. 5, 2190-2217 (2017). MSC: 62H35 62F15 60G15 62G20 PDFBibTeX XMLCite \textit{M. Li} and \textit{S. Ghosal}, Ann. Stat. 45, No. 5, 2190--2217 (2017; Zbl 1486.62194) Full Text: DOI arXiv
Li, Zeng; Wang, Qinwen; Yao, Jianfeng Identifying the number of factors from singular values of a large sample auto-covariance matrix. (English) Zbl 1426.62262 Ann. Stat. 45, No. 1, 257-288 (2017). MSC: 62M10 62H25 15B52 PDFBibTeX XMLCite \textit{Z. Li} et al., Ann. Stat. 45, No. 1, 257--288 (2017; Zbl 1426.62262) Full Text: DOI arXiv Euclid
Jirak, Moritz Uniform change point tests in high dimension. (English) Zbl 1327.62467 Ann. Stat. 43, No. 6, 2451-2483 (2015). MSC: 62M10 62G32 60F05 60K35 PDFBibTeX XMLCite \textit{M. Jirak}, Ann. Stat. 43, No. 6, 2451--2483 (2015; Zbl 1327.62467) Full Text: DOI arXiv Euclid
Bruna, Joan; Mallat, Stéphane; Bacry, Emmanuel; Muzy, Jean-François Intermittent process analysis with scattering moments. (English) Zbl 1308.62168 Ann. Stat. 43, No. 1, 323-351 (2015). MSC: 62M10 62M15 62M40 62G05 62P05 PDFBibTeX XMLCite \textit{J. Bruna} et al., Ann. Stat. 43, No. 1, 323--351 (2015; Zbl 1308.62168) Full Text: DOI arXiv Euclid
Kulik, Rafał; Raimondo, Marc Wavelet regression in random design with heteroscedastic dependent errors. (English) Zbl 1369.62074 Ann. Stat. 37, No. 6A, 3396-3430 (2009). MSC: 62G08 62G07 62G20 62M10 PDFBibTeX XMLCite \textit{R. Kulik} and \textit{M. Raimondo}, Ann. Stat. 37, No. 6A, 3396--3430 (2009; Zbl 1369.62074) Full Text: DOI arXiv
McElroy, Tucker; Politis, Dimitris N. Stable marked point processes. (English) Zbl 1114.62101 Ann. Stat. 35, No. 1, 393-419 (2007). MSC: 62M40 62M30 62M10 62G32 PDFBibTeX XMLCite \textit{T. McElroy} and \textit{D. N. Politis}, Ann. Stat. 35, No. 1, 393--419 (2007; Zbl 1114.62101) Full Text: DOI arXiv
Fuh, Cheng-Der Efficient likelihood estimation in state space models. (English) Zbl 1246.62185 Ann. Stat. 34, No. 4, 2026-2068 (2006). MSC: 62M10 62F12 62M09 62P05 PDFBibTeX XMLCite \textit{C.-D. Fuh}, Ann. Stat. 34, No. 4, 2026--2068 (2006; Zbl 1246.62185) Full Text: DOI arXiv Euclid
Lahiri, Soumendra Nath; Zhu, Jun Resampling methods for spatial regression models under a class of stochastic designs. (English) Zbl 1246.62117 Ann. Stat. 34, No. 4, 1774-1813 (2006). MSC: 62G09 62M30 62M10 65C60 PDFBibTeX XMLCite \textit{S. N. Lahiri} and \textit{J. Zhu}, Ann. Stat. 34, No. 4, 1774--1813 (2006; Zbl 1246.62117) Full Text: DOI arXiv Euclid
Straumann, Daniel; Mikosch, Thomas Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach. (English) Zbl 1108.62094 Ann. Stat. 34, No. 5, 2449-2495 (2006). MSC: 62M10 62F12 60H30 62P05 60H25 62F10 62M05 91B84 PDFBibTeX XMLCite \textit{D. Straumann} and \textit{T. Mikosch}, Ann. Stat. 34, No. 5, 2449--2495 (2006; Zbl 1108.62094) Full Text: DOI arXiv
Hallin, Marc; Lu, Zudi; Tran, Lanh T. Local linear spatial regression. (English) Zbl 1069.62075 Ann. Stat. 32, No. 6, 2469-2500 (2004). MSC: 62M30 62G08 62M10 62E20 60J25 62J02 PDFBibTeX XMLCite \textit{M. Hallin} et al., Ann. Stat. 32, No. 6, 2469--2500 (2004; Zbl 1069.62075) Full Text: DOI arXiv
Nan, Bin; Emond, Mary J.; Wellner, Jon A. Information bounds for Cox regression models with missing data. (English) Zbl 1097.62097 Ann. Stat. 32, No. 2, 723-753 (2004). MSC: 62N02 46N30 62M10 62E17 PDFBibTeX XMLCite \textit{B. Nan} et al., Ann. Stat. 32, No. 2, 723--753 (2004; Zbl 1097.62097) Full Text: DOI arXiv
Akharif, Abdelhadi; Hallin, Marc Efficient detection of random coefficients in autoregressive models. (English) Zbl 1039.62081 Ann. Stat. 31, No. 2, 675-704 (2003). MSC: 62M10 62G10 62G20 PDFBibTeX XMLCite \textit{A. Akharif} and \textit{M. Hallin}, Ann. Stat. 31, No. 2, 675--704 (2003; Zbl 1039.62081) Full Text: DOI
Lee, Sangyeol Sequential estimation for the autocorrelations of linear processes. (English) Zbl 0898.62099 Ann. Stat. 24, No. 5, 2233-2249 (1996). MSC: 62L12 62M10 60G40 PDFBibTeX XMLCite \textit{S. Lee}, Ann. Stat. 24, No. 5, 2233--2249 (1996; Zbl 0898.62099) Full Text: DOI
McCabe, B. P. M.; Tremayne, A. R. Testing a time series for difference stationarity. (English) Zbl 0838.62082 Ann. Stat. 23, No. 3, 1015-1028 (1995). MSC: 62M10 62F03 62F05 62E20 PDFBibTeX XMLCite \textit{B. P. M. McCabe} and \textit{A. R. Tremayne}, Ann. Stat. 23, No. 3, 1015--1028 (1995; Zbl 0838.62082) Full Text: DOI
Li, Ta-Hsin Blind deconvolution of linear systems with multilevel nonstationary inputs. (English) Zbl 0828.62080 Ann. Stat. 23, No. 2, 690-704 (1995). MSC: 62M10 60G35 62B10 94A05 PDFBibTeX XMLCite \textit{T.-H. Li}, Ann. Stat. 23, No. 2, 690--704 (1995; Zbl 0828.62080) Full Text: DOI
Politis, Dimitris N.; Romano, Joseph P. Large sample confidence regions based on subsamples under minimal assumptions. (English) Zbl 0828.62044 Ann. Stat. 22, No. 4, 2031-2050 (1994). MSC: 62G15 62G20 62M40 62M10 PDFBibTeX XMLCite \textit{D. N. Politis} and \textit{J. P. Romano}, Ann. Stat. 22, No. 4, 2031--2050 (1994; Zbl 0828.62044) Full Text: DOI
Bühlmann, Peter Blockwise bootstrapped empirical process for stationary sequences. (English) Zbl 0806.62032 Ann. Stat. 22, No. 2, 995-1012 (1994). MSC: 62G09 62G30 60F05 62G20 62M10 PDFBibTeX XMLCite \textit{P. Bühlmann}, Ann. Stat. 22, No. 2, 995--1012 (1994; Zbl 0806.62032) Full Text: DOI
Nabeya, Seiji; Tanaka, Katsuto Acknowledgment of priority concerning: Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative. (English) Zbl 0795.62078 Ann. Stat. 22, No. 1, 563 (1994). MSC: 62M10 60G50 PDFBibTeX XMLCite \textit{S. Nabeya} and \textit{K. Tanaka}, Ann. Stat. 22, No. 1, 563 (1994; Zbl 0795.62078) Full Text: DOI
Stein, Michael L. Bounds on the efficiency of linear predictions using an incorrect covariance function. (English) Zbl 0749.62061 Ann. Stat. 18, No. 3, 1116-1138 (1990). MSC: 62M20 62M40 62M30 41A25 41A65 PDFBibTeX XMLCite \textit{M. L. Stein}, Ann. Stat. 18, No. 3, 1116--1138 (1990; Zbl 0749.62061) Full Text: DOI
Chiu, Shean-Tsong On the asymptotic distributions of bandwidth estimates. (English) Zbl 0709.62024 Ann. Stat. 18, No. 4, 1696-1711 (1990). MSC: 62E20 62G07 62M10 62G20 PDFBibTeX XMLCite \textit{S.-T. Chiu}, Ann. Stat. 18, No. 4, 1696--1711 (1990; Zbl 0709.62024) Full Text: DOI
Kolassa, John E.; McCullagh, Peter Edgeworth series for lattice distributions. (English) Zbl 0703.62021 Ann. Stat. 18, No. 2, 981-985 (1990). MSC: 62E20 60F05 PDFBibTeX XMLCite \textit{J. E. Kolassa} and \textit{P. McCullagh}, Ann. Stat. 18, No. 2, 981--985 (1990; Zbl 0703.62021) Full Text: DOI
Nabeya, Seiji; Tanaka, Katsuto Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative. (English) Zbl 0662.62098 Ann. Stat. 16, No. 1, 218-235 (1988). Reviewer: L.Fahrmeir MSC: 62M10 62E20 62F05 60G50 PDFBibTeX XMLCite \textit{S. Nabeya} and \textit{K. Tanaka}, Ann. Stat. 16, No. 1, 218--235 (1988; Zbl 0662.62098) Full Text: DOI
Davis, Richard; Resnick, Sidney Limit theory for the sample covariance and correlation functions of moving averages. (English) Zbl 0605.62092 Ann. Stat. 14, 533-558 (1986). Reviewer: E.McKenzie MSC: 62M10 62E20 62M09 PDFBibTeX XMLCite \textit{R. Davis} and \textit{S. Resnick}, Ann. Stat. 14, 533--558 (1986; Zbl 0605.62092) Full Text: DOI
Keener, Robert Further contributions to the ”two-armed bandit” problem. (English) Zbl 0567.62067 Ann. Stat. 13, 418-422 (1985). MSC: 62L05 62L10 PDFBibTeX XMLCite \textit{R. Keener}, Ann. Stat. 13, 418--422 (1985; Zbl 0567.62067) Full Text: DOI
Kiefer, J.; Wynn, H. P. Optimum and minimax exact treatment designs for one-dimensional autoregressive error processes. (English) Zbl 0558.62066 Ann. Stat. 12, 431-450 (1984). Reviewer: U.B.Paik MSC: 62K05 62J05 05B15 62K15 62M10 PDFBibTeX XMLCite \textit{J. Kiefer} and \textit{H. P. Wynn}, Ann. Stat. 12, 431--450 (1984; Zbl 0558.62066) Full Text: DOI
Tong, Y. L. Rectangular and elliptical probability inequalities for Schur-concave random variables. (English) Zbl 0489.62058 Ann. Stat. 10, 637-642 (1982). MSC: 62H99 60E15 26D15 PDFBibTeX XMLCite \textit{Y. L. Tong}, Ann. Stat. 10, 637--642 (1982; Zbl 0489.62058) Full Text: DOI
Fuller, Wayne A.; Hasza, David P.; Goebel, J. Jeffery Estimation of the parameters of stochastic difference equations. (English) Zbl 0499.62082 Ann. Stat. 9, 531-543 (1981). MSC: 62M10 62E20 62J05 62F12 60H25 PDFBibTeX XMLCite \textit{W. A. Fuller} et al., Ann. Stat. 9, 531--543 (1981; Zbl 0499.62082) Full Text: DOI
Evans, G. B. A.; Savin, N. E. The calculation of the limiting distribution of the least squares estimator of the parameter in a random walk model. (English) Zbl 0472.62024 Ann. Stat. 9, 1114-1118 (1981). MSC: 62E20 62M10 60F05 60H25 PDFBibTeX XMLCite \textit{G. B. A. Evans} and \textit{N. E. Savin}, Ann. Stat. 9, 1114--1118 (1981; Zbl 0472.62024) Full Text: DOI
Freedman, David; Lane, David The empirical distribution of Fourier coefficients. (English) Zbl 0449.62036 Ann. Stat. 8, 1244-1251 (1980). MSC: 62G30 42A16 62E20 PDFBibTeX XMLCite \textit{D. Freedman} and \textit{D. Lane}, Ann. Stat. 8, 1244--1251 (1980; Zbl 0449.62036) Full Text: DOI
Hosoya, Yuzo High-order efficiency in the estimation of linear processes. (English) Zbl 0406.62067 Ann. Stat. 7, 516-530 (1979). MSC: 62M10 62B10 60G15 PDFBibTeX XMLCite \textit{Y. Hosoya}, Ann. Stat. 7, 516--530 (1979; Zbl 0406.62067) Full Text: DOI