Giraitis, Liudas; Li, Yufei; Phillips, Peter C. B. Reprint of: Robust inference on correlation under general heterogeneity. (English) Zbl 07968514 J. Econom. 244, No. 2, Article ID 105744, 19 p. (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Ferdosi Makan, Amin; Rezaei Roknabadi, Abdol Hamid Auxiliary attributes to estimation in adaptive cluster sampling design: case study of COVID-19. (English) Zbl 07961784 Lobachevskii J. Math. 45, No. 9, 4194-4214 (2024). MSC: 62Dxx 62-XX 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI
Rao, Yao; Fan, Yawen; Ao, Huimin; Liu, Xiaohui A new Portmanteau test for predictive regression models with possible embedded endogeneity. (English) Zbl 07942723 J. Time Ser. Anal. 45, No. 6, 953-979 (2024). MSC: 62Mxx 62G10 62P20 91B84 × Cite Format Result Cite Review PDF Full Text: DOI
Yan, Guohua; Ma, Renjun Modelling occurrence and quantity of longitudinal semicontinuous data simultaneously with nonparametric unobserved heterogeneity. (English. French summary) Zbl 07938380 Can. J. Stat. 52, No. 3, 855-872 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Weiß, Christian H.; Schnurr, Alexander Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence. (English) Zbl 07919208 J. Nonparametric Stat. 36, No. 3, 573-599 (2024). MSC: 62G09 62G10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Fan, Yawen; Liu, Xiaohui; Luo, Ting; Rao, Yao; Li, Hanqing Testing serial correlation in a general \(d\)-factor model with possible infinite variance. (English) Zbl 07887855 J. Appl. Stat. 51, No. 9, 1709-1728 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Raïssi, Hamdi On the correlation analysis of stocks with zero returns. (English. French summary) Zbl 07864567 Can. J. Stat. 52, No. 2, 597-617 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Bai, Jushan; Choi, Sung Hoon; Liao, Yuan Standard errors for panel data models with unknown clusters. (English) Zbl 07822326 J. Econom. 240, No. 2, Article ID 105004, 15 p. (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Giraitis, Liudas; Li, Yufei; Phillips, Peter C. B. Robust inference on correlation under general heterogeneity. (English) Zbl 07822321 J. Econom. 240, No. 1, Article ID 105691, 19 p. (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Gao, Meng; Ge, Ruijun Mapping time series into signed networks via horizontal visibility graph. (English) Zbl 07791899 Physica A 633, Article ID 129404, 13 p. (2024). MSC: 82-XX × Cite Format Result Cite Review PDF Full Text: DOI
Leonte, Dan; Veraart, Almut E. D. Simulation methods and error analysis for trawl processes and ambit fields. (English) Zbl 1540.60091 Math. Comput. Simul. 215, 518-542 (2024). MSC: 60G57 60H05 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mofidian Naieni, Amir-Abbas; Rikhtehgaran, Reyhaneh Regularization in dynamic random-intercepts models for analysis of longitudinal data. (English) Zbl 07748353 Scand. J. Stat. 50, No. 2, 513-549 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Yamada, Hiroshi A unified perspective on some autocorrelation measures in different fields: a note. (English) Zbl 1519.62022 Open Math. 21, Article ID 20220574, 8 p. (2023). MSC: 62M10 62H11 05C50 × Cite Format Result Cite Review PDF Full Text: DOI
Alphonsus Akpan, Emmanuel; Lasisi, Kazeem Etitayo; Moffat, Imoh Udo; Abasiekwere, Ubon Akpan Appraisal of excess kurtosis through outlier-modified GARCH-type models. (English) Zbl 07713878 Commun. Stat., Simulation Comput. 52, No. 4, 1523-1537 (2023). MSC: 37M10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Bastianello, Lorenzo; Faro, José Heleno Choquet expected discounted utility. (English) Zbl 1522.91118 Econ. Theory 75, No. 4, 1071-1098 (2023). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 91B16 × Cite Format Result Cite Review PDF Full Text: DOI
Huang, Xin-Wei; Emura, Takeshi Computational methods for a copula-based Markov chain model with a binomial time series. (English) Zbl 07872090 Commun. Stat., Simulation Comput. 53, No. 4, 1973-1990 (2024). MSC: 62M10 62H12 62H20 60J20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Sidhu, Robin S.; Johnson, Erik C.; Jones, Douglas L.; Ratnam, Rama A dynamic spike threshold with correlated noise predicts observed patterns of negative interval correlations in neuronal spike trains. (English) Zbl 1508.92015 Biol. Cybern. 116, No. 5-6, 611-633 (2022). MSC: 92B20 92-05 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Bin A robust test for serial correlation in panel data models. (English) Zbl 07602446 Econom. Rev. 41, No. 9, 1095-1112 (2022). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Nasri, Bouchra R. Tests of serial dependence for multivariate time series with arbitrary distributions. (English) Zbl 1521.62163 J. Multivariate Anal. 192, Article ID 105102, 22 p. (2022). MSC: 62M10 62H05 62H15 62M15 × Cite Format Result Cite Review PDF Full Text: DOI
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 × Cite Format Result Cite Review PDF Full Text: DOI
Kumar, Ashish; Saini, Monika A predictive approach for finite population mean when auxiliary variables are attributes. (English) Zbl 1498.62027 Thail. Stat. 20, No. 3, 575-584 (2022). MSC: 62D05 × Cite Format Result Cite Review PDF Full Text: Link
Wang, Christina Dan; Chen, Zhao; Lian, Yimin; Chen, Min Asset selection based on high frequency Sharpe ratio. (English) Zbl 07491154 J. Econom. 227, No. 1, 168-188 (2022). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Weiß, Christian H.; Ruiz Marín, Manuel; Keller, Karsten; Matilla-García, Mariano Non-parametric analysis of serial dependence in time series using ordinal patterns. (English) Zbl 1543.62525 Comput. Stat. Data Anal. 168, Article ID 107381, 17 p. (2022). MSC: 62M10 62G10 × Cite Format Result Cite Review PDF Full Text: DOI
Hussain, Sajad; Sharma, Manish; Chandra, Hukum; Ali, Vilayat Proportion based exponential ratio estimators of population mean in case of single and double sampling plans. (English) Zbl 1483.62025 Rev. Invest. Oper. 43, No. 1, 1-18 (2022). MSC: 62D05 × Cite Format Result Cite Review PDF Full Text: Link
Lee, Kuo-Jung; Chen, Ray-Bing; Kwak, Min-Sun; Lee, Keunbaik Determination of correlations in multivariate longitudinal data with modified Cholesky and hypersphere decomposition using Bayesian variable selection approach. (English) Zbl 1546.62439 Stat. Med. 40, No. 4, 978-997 (2021). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Tran, Trung Dung; Lesaffre, Emmanuel; Verbeke, Geert; Molenberghs, Geert Serial correlation structures in latent linear mixed models for analysis of multivariate longitudinal ordinal responses. (English) Zbl 1546.62758 Stat. Med. 40, No. 3, 578-592 (2021). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Ling, Shiqing; Tsay, Ruey S.; Yang, Yaxing Testing serial correlation and ARCH effect of high-dimensional time-series data. (English) Zbl 1547.62829 J. Bus. Econ. Stat. 39, No. 1, 136-147 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Huang, Xin-Wei; Emura, Takeshi Model diagnostic procedures for copula-based Markov chain models for statistical process control. (English) Zbl 1497.62354 Commun. Stat., Simulation Comput. 50, No. 8, 2345-2367 (2021). MSC: 62P30 62M10 62H05 60J20 × Cite Format Result Cite Review PDF Full Text: DOI
Maqsood, Arfa; Aqil Burney, S. M. Extended stochastic Laspeyres price index model with autocorrelated errors. (English) Zbl 07530985 Commun. Stat., Theory Methods 50, No. 14, 3352-3357 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Choi, Ji-Eun; Shin, Dong Wan A general panel break test based on the self-normalization method. (English) Zbl 1485.62115 J. Korean Stat. Soc. 50, No. 3, 654-680 (2021). MSC: 62M10 62M07 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Sarkar, Pritam; Bandyopadhyay, Uttam On sequential confidence interval in a stationary Gaussian process. (English) Zbl 1493.62141 Sequential Anal. 40, No. 4, 542-553 (2021). MSC: 62F25 62L12 × Cite Format Result Cite Review PDF Full Text: DOI
Huang, Xin-Wei; Wang, Weijing; Emura, Takeshi A copula-based Markov chain model for serially dependent event times with a dependent terminal event. (English) Zbl 1478.62257 Jpn. J. Stat. Data Sci. 4, No. 2, 917-951 (2021); correction ibid. 4, No. 1, 475 (2021). MSC: 62M10 62H05 60J20 62G05 62H12 62E20 62N01 62N05 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Choi, Ji-Eun; Shin, Dong Wan A self-normalization break test for correlation matrix. (English) Zbl 1482.62088 Stat. Pap. 62, No. 5, 2333-2353 (2021). MSC: 62M10 62G10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Pewsey, Arthur; García-Portugués, Eduardo Recent advances in directional statistics. (English) Zbl 1474.62467 Test 30, No. 1, 1-58 (2021). MSC: 62R30 62H11 62H30 62M10 62M30 62-02 62-04 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Coudin, Elise; Dufour, Jean-Marie Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors. (English) Zbl 1490.62433 Econom. Rev. 39, No. 8, 763-791 (2020). MSC: 62P20 62M10 62J05 62F12 62F25 × Cite Format Result Cite Review PDF Full Text: DOI Link
Baltagi, Badi H.; Kao, Chihwa; Liu, Long Testing for shifts in a time trend panel data model with serially correlated error component disturbances. (English) Zbl 1490.62226 Econom. Rev. 39, No. 8, 745-762 (2020). MSC: 62M10 62M07 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Chang, Seong Yeon Bootstrap confidence intervals for a break date in linear regressions. (English) Zbl 07480214 J. Stat. Comput. Simulation 90, No. 13, 2438-2454 (2020). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Kumar, Ashish; Saini, Monika Exponential estimators for finite population mean using auxiliary attribute: a predictive approach. (English) Zbl 1473.62029 Rev. Invest. Oper. 41, No. 7, 999-1009 (2020). MSC: 62D05 62B10 × Cite Format Result Cite Review PDF Full Text: Link
Habibi, Reza Some notes about the martingale representation theorem and their applications. (English) Zbl 1461.91312 Ural Math. J. 6, No. 2, 76-86 (2020). MSC: 91G20 91G10 60G44 × Cite Format Result Cite Review PDF Full Text: DOI MNR
Wu, Jianhong A joint test for serial correlation and heteroscedasticity in fixed-\(T\) panel regression models with interactive effects. (English) Zbl 1459.62216 Econ. Lett. 197, Article ID 109594, 5 p. (2020). MSC: 62P20 62M10 62F03 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Yonggang; Chen, Meng; Feng, Sanying Serial correlation test in partially linear panel data models with fixed effects. (Chinese. English summary) Zbl 1463.62136 J. Zhengzhou Univ., Nat. Sci. Ed. 52, No. 3, 104-109 (2020). MSC: 62G10 62G05 62G20 62D20 × Cite Format Result Cite Review PDF Full Text: DOI
Choi, Ji-Eun; Shin, Dong Wan A self-normalization test for correlation change. (English) Zbl 1452.62398 Econ. Lett. 193, Article ID 108363, 4 p. (2020). MSC: 62H20 62P05 62H15 × Cite Format Result Cite Review PDF Full Text: DOI
Weiß, Christian H. Distance-based analysis of ordinal data and ordinal time series. (English) Zbl 1441.62243 J. Am. Stat. Assoc. 115, No. 531, 1189-1200 (2020). MSC: 62M10 62E20 91B84 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Weiß, Christian; Scherer, Lukas; Aleksandrov, Boris; Feld, Martin Checking model adequacy for count time series by using Pearson residuals. (English) Zbl 1494.62020 J. Time Ser. Econom. 12, No. 1, Article ID 20180018, 15 p. (2020). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Yin, Yanqing Model-free tests for series correlation in multivariate linear regression. (English) Zbl 1437.62342 J. Stat. Plann. Inference 206, 179-195 (2020). MSC: 62M10 62H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
O’Malley, A. James; James, Peter; MacKenzie, Todd A.; Byun, Jinyoung; Subramanian, S. V.; Block, Jason P. Modeling a bivariate residential-workplace neighborhood effect when estimating the effect of proximity to fast-food establishments on body mass index. (English) Zbl 1545.62486 Stat. Med. 38, No. 6, 1013-1035 (2019). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Reschenhofer, E. Heteroscedasticity-robust estimation of autocorrelation. (English) Zbl 07551054 Commun. Stat., Simulation Comput. 48, No. 4, 1251-1263 (2019). MSC: 62F10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Qunfang; Liu, Gaosheng; Bai, Yang Statistical inference for partially linear single-index model of panel data with serially correlated error structure. (Chinese. English summary) Zbl 1499.62120 Sci. Sin., Math. 49, No. 6, 899-930 (2019). MSC: 62G05 62G08 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Fan, Yawen; Liu, Xiaohui A jackknife empirical likelihood ratio test for serial correlation of predictive regression model. (Chinese. English summary) Zbl 1449.62038 J. Syst. Sci. Math. Sci. 39, No. 9, 1471-1485 (2019). MSC: 62F03 62F40 62H20 × Cite Format Result Cite Review PDF
Karavias, Yiannis; Tzavalis, Elias Generalized fixed-\(\mathrm{T}\) panel unit root tests. (English) Zbl 1443.62230 Scand. J. Stat. 46, No. 4, 1227-1251 (2019). MSC: 62M07 62D20 62H20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Drikvandi, Reza; Noorian, Sajad Testing random effects in linear mixed-effects models with serially correlated errors. (English) Zbl 1430.62227 Biom. J. 61, No. 4, 802-812 (2019). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Sørensen, Helle Independence, successive and conditional likelihood for time series of counts. (English) Zbl 1421.62132 J. Stat. Plann. Inference 200, 20-31 (2019). MSC: 62M10 62J05 62J12 62G09 × Cite Format Result Cite Review PDF Full Text: DOI Link
Yang, Jin; Wei, Chuan-Hua Testing serial correlation in partially linear additive models. (English) Zbl 1420.62182 Acta Math. Appl. Sin., Engl. Ser. 35, No. 2, 401-411 (2019). MSC: 62G08 62G05 62G10 62G20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Quessy, Jean-François Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series. (English) Zbl 1419.62244 Stat. Pap. 60, No. 3, 367-396 (2019). MSC: 62M10 62G10 62H15 62H05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
de Souza, Juliana B.; Reisen, Valdério A.; Franco, Glaura C.; Ispány, Márton; Bondon, Pascal; Santos, Jane Meri Generalized additive models with principal component analysis: an application to time series of respiratory disease and air pollution data. (English) Zbl 07947378 J. R. Stat. Soc., Ser. C, Appl. Stat. 67, No. 2, 453-480 (2018). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI
Lahiri, Kajal; Yang, Liu Confidence bands for ROC curves with serially dependent data. (English) Zbl 1547.62806 J. Bus. Econ. Stat. 36, No. 1, 115-130 (2018). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Meintanis, Simos G.; Ngatchou-Wandji, Joseph; Allison, James Testing for serial independence in vector autoregressive models. (English) Zbl 1409.62176 Stat. Pap. 59, No. 4, 1379-1410 (2018). MSC: 62M10 62G08 62G10 × Cite Format Result Cite Review PDF Full Text: DOI
Kim, Sungduk; Albert, Paul S. Latent variable Poisson models for assessing the regularity of Circadian patterns over time. (English) Zbl 1402.62275 J. Am. Stat. Assoc. 113, No. 523, 992-1002 (2018). MSC: 62P10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Dimitrakopoulos, Stefanos Accounting for persistence in panel count data models. An application to the number of patents awarded. (English) Zbl 1402.62336 Econ. Lett. 171, 245-248 (2018). MSC: 62P20 62J12 × Cite Format Result Cite Review PDF Full Text: DOI Link
Hayakawa, Kazuhiko Corrected standard errors for optimal minimum distance estimator. (English) Zbl 1401.62155 Econ. Lett. 167, 5-9 (2018). MSC: 62M10 62J10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Akashi, Fumiya; Odashima, Hiroaki; Taniguchi, Masanobu; Monti, Anna Clara A new look at portmanteau tests. (English) Zbl 1387.62023 Sankhyā, Ser. A 80, No. 1, 121-137 (2018). MSC: 62F03 62F05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Alejo, Javier; Montes-Rojas, Gabriel; Sosa-Escudero, Walter Testing for serial correlation in hierarchical linear models. (English) Zbl 1397.62499 J. Multivariate Anal. 165, 101-116 (2018). MSC: 62P20 62H15 62J10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Hong, Yongmiao; Wang, Xia; Zhang, Wenjie; Wang, Shouyang An efficient integrated nonparametric entropy estimator of serial dependence. (English) Zbl 1524.62434 Econom. Rev. 36, No. 6-9, 728-780 (2017). MSC: 62M10 62B10 62G10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Samoura, Yacouba Moderate deviations for the Durbin-Watson statistic associated to the stable \(p\)-order autoregressive process. (English) Zbl 1499.60067 Far East J. Theor. Stat. 53, No. 6, 349-389 (2017). MSC: 60F05 60F10 62M10 62G05 × Cite Format Result Cite Review PDF Full Text: DOI
Gadre, M. P.; Adnaik, S. B.; Rattihalli, R. N. Continuous single attribute control chart for Markov-dependent processes. (English) Zbl 1516.62290 J. Appl. Stat. 44, No. 6, 1000-1012 (2017). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Chu, Chia-Shang J.; Liu, Nan; Zhang, Lina Significance test in nonstationary logit panel model with serially correlated dependent variable. (English) Zbl 1401.62146 Econ. Lett. 159, 37-41 (2017). MSC: 62M10 62F03 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Meiyu; Gençay, Ramazan Tests for serial correlation of unknown form in dynamic least squares regression with wavelets. (English) Zbl 1400.62190 Econ. Lett. 155, 104-110 (2017). MSC: 62M10 62M07 62M15 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Bilodeau, Martin; Nangue, Aurélien Guetsop Tests of mutual or serial independence of random vectors with applications. (English) Zbl 1440.62145 J. Mach. Learn. Res. 18(2017-2018), Paper No. 74, 40 p. (2017). MSC: 62G10 62H20 62P05 62P12 × Cite Format Result Cite Review PDF Full Text: Link
Messer, Michael; Costa, Kauê M.; Roeper, Jochen; Schneider, Gaby Multi-scale detection of rate changes in spike trains with weak dependencies. (English) Zbl 1382.92068 J. Comput. Neurosci. 42, No. 2, 187-201 (2017). MSC: 92C20 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liu, Feng; Tan, Xiangyong; Guo, Sitong; Kang, Xinmei Testing serial correlation in partially linear models with validation data. (English) Zbl 1396.62107 Commun. Stat., Theory Methods 46, No. 19, 9795-9806 (2017). MSC: 62H15 62H20 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Maqsood, Arfa; Burney, S. M. Aqil Standard errors for the Laspeyres index number with autocorrelated error models. (English) Zbl 1378.62146 Commun. Stat., Theory Methods 46, No. 21, 10607-10616 (2017). MSC: 62P20 62M10 62J12 91B82 91B84 × Cite Format Result Cite Review PDF Full Text: DOI
Vrbik, Jan General formulas for serial correlation, variance and likelihood function relating to AR(\(k\)) models. (English) Zbl 1378.62083 Adv. Appl. Stat. 50, No. 5, 411-421 (2017). MSC: 62M10 62J10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Goldberg, Lisa R.; Mahmoud, Ola Drawdown: from practice to theory and back again. (English) Zbl 1415.91260 Math. Financ. Econ. 11, No. 3, 275-297 (2017). MSC: 91G10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Yuandi; Li, Jianbo Estimation on the single index models with \({\text{AR}}\left( q \right)\) serial correlated error. (Chinese. English summary) Zbl 1389.62067 J. Jiangsu Norm. Univ., Nat. Sci. 35, No. 1, 68-72 (2017). MSC: 62G05 65D07 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Feng; Tan, Xiangyong; Guo, Sitong; Kang, Xinmei Testing for serial correlation in linear model with validation data. (English) Zbl 1369.62155 Commun. Stat., Theory Methods 46, No. 12, 6074-6084 (2017). MSC: 62J05 62G10 62M10 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Lan, Wei; Pan, Rui; Luo, RongHua; Cheng, YongWei High dimensional cross-sectional dependence test under arbitrary serial correlation. (English) Zbl 1368.62195 Sci. China, Math. 60, No. 2, 345-360 (2017). MSC: 62J05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
He, Jieyi Detecting and modelling serial dependence in non-Gaussian and nonlinear time series. (Abstract of thesis). (English) Zbl 1378.62071 Bull. Aust. Math. Soc. 95, No. 1, 169-171 (2017). MSC: 62M10 62F12 62G08 62J12 × Cite Format Result Cite Review PDF Full Text: DOI
Wu, Jian-hong; Ding, Qing; Qin, Jin-xu Testing for serial correlation in three-dimensional panel data models. (English) Zbl 1360.62079 Acta Math. Appl. Sin., Engl. Ser. 33, No. 1, 239-250 (2017). MSC: 62F05 62H10 62H15 × Cite Format Result Cite Review PDF Full Text: DOI
Kuan, Chung-Ming; Michalopoulos, Christos; Xiao, Zhijie Quantile regression on quantile ranges – a threshold approach. (English) Zbl 1356.62144 J. Time Ser. Anal. 38, No. 1, 99-119 (2017). MSC: 62M10 62G20 62G08 62G15 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Born, Benjamin; Breitung, Jörg Testing for serial correlation in fixed-effects panel data models. (English) Zbl 1491.62185 Econom. Rev. 35, No. 7, 1290-1316 (2016). MSC: 62P20 62M10 62H20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Lahiri, Kajal; Yang, Liu Asymptotic variance of Brier (skill) score in the presence of serial correlation. (English) Zbl 1398.62370 Econ. Lett. 141, 125-129 (2016). MSC: 62P20 62M20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Dufour, Jean-Marie; Trognon, Alain; Tuvaandorj, Purevdorj Generalized \(C(\alpha)\) tests for estimating functions with serial dependence. (English) Zbl 1367.62255 Li, Wai Keung (ed.) et al., Advances in time series methods and applications. The A. Ian McLeod festschrift, University of Ontario, ON, Canada, June 2–3, 2014. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-6567-0/hbk; 978-1-4939-6568-7/ebook). Fields Institute Communications 78, 151-178 (2016). MSC: 62M10 62F03 62F12 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Bibbona, Enrico; Sacerdote, Laura; Torre, Emiliano A copula-based method to build diffusion models with prescribed marginal and serial dependence. (English) Zbl 1351.60107 Methodol. Comput. Appl. Probab. 18, No. 3, 765-783 (2016). MSC: 60J60 60H10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hasan, M. Tariqul; Huda, Shahariar; Sneddon, Gary A comparative study of observation- and parameter-driven zero-inflated Poisson models for longitudinal count data. (English) Zbl 1348.62063 Commun. Stat., Simulation Comput. 45, No. 10, 3643-3659 (2016). MSC: 62F10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Jin; Guo, Shuang; Wei, Chuanhua Testing serial correlation in partially linear additive errors-in-variables models. (English) Zbl 1348.62111 Commun. Stat., Simulation Comput. 45, No. 9, 3114-3127 (2016). MSC: 62G05 62G10 × Cite Format Result Cite Review PDF Full Text: DOI
Jeon, Minjeong; Rabe-Hesketh, Sophia An autoregressive growth model for longitudinal item analysis. (English) Zbl 1345.62150 Psychometrika 81, No. 3, 830-850 (2016). MSC: 62P15 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Jianbo; Li, Yuan; Huang, Zhensheng; Zhang, Riquan Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models. (English) Zbl 1347.62196 Commun. Stat., Theory Methods 45, No. 15, 4471-4485 (2016). MSC: 62M10 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Bo; Bi, Tao Intraday serial correlation, volatility, and jump: evidence from China’s stock market. (English) Zbl 1343.62035 Commun. Stat., Simulation Comput. 45, No. 4, 1226-1239 (2016). MSC: 62P05 62G32 62M10 65C20 × Cite Format Result Cite Review PDF Full Text: DOI
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo Multiple mortality modeling in Poisson Lee-Carter framework. (English) Zbl 1365.62414 Commun. Stat., Theory Methods 45, No. 6, 1723-1732 (2016). MSC: 62P10 62P25 62F40 62N05 62M20 91D20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Westerlund, Joakim The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors. (English) Zbl 1349.62387 Stat. Pap. 57, No. 2, 303-317 (2016). MSC: 62M07 62M10 62E20 91B84 × Cite Format Result Cite Review PDF Full Text: DOI
Karavias, Yiannis; Tzavalis, Elias Local power of fixed-\(T\) panel unit root tests with serially correlated errors and incidental trends. (English) Zbl 1416.62465 J. Time Ser. Anal. 37, No. 2, 222-239 (2016). MSC: 62M07 62M10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI Link
Rusnačko, Rastislav; Žežula, Ivan Connection between uniform and serial correlation structure in the growth curve model. (English) Zbl 1368.62143 Metrika 79, No. 2, 149-164 (2016). MSC: 62H12 62P99 × Cite Format Result Cite Review PDF Full Text: DOI
Du, Zaichao; Escanciano, Juan Carlos A nonparametric distribution-free test for serial independence of errors. (English) Zbl 1491.62096 Econom. Rev. 34, No. 6-10, 1011-1034 (2015). MSC: 62M10 62G10 62E20 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Gallagher, Colin M.; Fisher, Thomas J.; Shen, Jie A Cauchy estimator test for autocorrelation. (English) Zbl 1457.62262 J. Stat. Comput. Simulation 85, No. 6, 1264-1276 (2015). MSC: 62M10 62M07 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Sharma, Prayas; Verma, Hemant K.; Singh, Rajesh An efficient class of estimators using two auxiliary attributes. (English) Zbl 1449.62017 Chil. J. Stat. 6, No. 2, 59-68 (2015). MSC: 62D05 × Cite Format Result Cite Review PDF Full Text: Link
Nakale, S. N.; Kleyn, J.; Arashi, M.; Bekker, A. The performance of serial correlation preliminary test estimators under asymmetry loss functions. (English) Zbl 1397.62204 S. Afr. Stat. J. 49, No. 1, 121-138 (2015). MSC: 62H15 62M10 × Cite Format Result Cite Review PDF Full Text: Link
Ridley, Dennis; Ngnepieba, Pierre On the variance of antithetic time series. (English) Zbl 06698182 Eur. J. Pure Appl. Math. 8, No. 4, 431-449 (2015). MSC: 62E20 62F10 × Cite Format Result Cite Review PDF Full Text: Link
Qiu, Jin; Wu, Lang A moving blocks empirical likelihood method for longitudinal data. (English) Zbl 1419.62426 Biometrics 71, No. 3, 616-624 (2015). MSC: 62P10 62G05 62G08 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Bercu, Bernard; Portier, Bruno; Vazquez, Victor A Durbin-Watson serial correlation test for ARX processes via excited adaptive tracking. (English) Zbl 1335.62125 Int. J. Control 88, No. 12, 2611-2618 (2015). MSC: 62M10 62F05 60F05 60F15 93C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Wei, Chuanhua Empirical likelihood ratio test for serial correlation in additive models. (English) Zbl 1333.62105 Adv. Appl. Stat. 45, No. 3, 153-165 (2015). MSC: 62G05 62G10 × Cite Format Result Cite Review PDF Full Text: DOI Link