Ginovyan, M. S. Simplified Whittle estimators for spectral parameters of stationary linear models with tapered data. (English) Zbl 07911057 J. Contemp. Math. Anal., Armen. Acad. Sci. 59, No. 1, 29-37 (2024) and Izv. Nats. Akad. Nauk Armen., Mat. 59, No. 1, 20-31 (2024). MSC: 62F10 62F12 60G10 60G12 PDFBibTeX XMLCite \textit{M. S. Ginovyan}, J. Contemp. Math. Anal., Armen. Acad. Sci. 59, No. 1, 29--37 (2024; Zbl 07911057) Full Text: DOI
Cavicchioli, Maddalena Generalized autocovariance matrices for multivariate time series. (English) Zbl 07859033 Commun. Stat., Theory Methods 53, No. 10, 3797-3817 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Cavicchioli}, Commun. Stat., Theory Methods 53, No. 10, 3797--3817 (2024; Zbl 07859033) Full Text: DOI
Golichenko, I. I.; Moklyachuk, M. P. Filtering problem for periodically correlated stochastic sequences with missing observations. (English) Zbl 07799323 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2023, No. 2, 30 - 43 (2023). MSC: 62M20 60G10 62C20 93E10 93E11 PDFBibTeX XMLCite \textit{I. I. Golichenko} and \textit{M. P. Moklyachuk}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2023, No. 2, 30 - 43 (2023; Zbl 07799323) Full Text: DOI arXiv OA License
Baek, Changryong; Düker, Marie-Christine; Pipiras, Vladas Local Whittle estimation of high-dimensional long-run variance and precision matrices. (English) Zbl 1539.62262 Ann. Stat. 51, No. 6, 2386-2414 (2023). MSC: 62M10 62H12 62M15 PDFBibTeX XMLCite \textit{C. Baek} et al., Ann. Stat. 51, No. 6, 2386--2414 (2023; Zbl 1539.62262) Full Text: DOI arXiv Link
Ying, Anjia; Liang, Tian; Li, Zhigang; Fu, Lin A resolvent-based prediction framework for incompressible turbulent channel flow with limited measurements. (English) Zbl 07777861 J. Fluid Mech. 976, Paper No. A31, 43 p. (2023). MSC: 76F40 76F65 76D05 PDFBibTeX XMLCite \textit{A. Ying} et al., J. Fluid Mech. 976, Paper No. A31, 43 p. (2023; Zbl 07777861) Full Text: DOI arXiv OA License
Olbermann, Barbara P.; Lopes, Sílvia R. C.; Lopes, Artur O. Parameter estimation in Manneville-Pomeau processes. (English) Zbl 1527.62070 Probab. Uncertain. Quant. Risk 8, No. 2, 213-234 (2023). MSC: 62M15 62M10 37A05 37A50 37E10 PDFBibTeX XMLCite \textit{B. P. Olbermann} et al., Probab. Uncertain. Quant. Risk 8, No. 2, 213--234 (2023; Zbl 1527.62070) Full Text: DOI arXiv
Xie, Hongling High-order spectral method of density estimation for stochastic differential equation driven by multivariate Gaussian random variables. (English) Zbl 1531.65204 Adv. Math. Phys. 2023, Article ID 9974539, 10 p. (2023). Reviewer: Denys Dutykh (Le Bourget-du-Lac) MSC: 65M70 65C05 60H10 62G07 35R60 PDFBibTeX XMLCite \textit{H. Xie}, Adv. Math. Phys. 2023, Article ID 9974539, 10 p. (2023; Zbl 1531.65204) Full Text: DOI OA License
Shaikh Veedu, Mishfad; Salapaka, Murti V. Topology identification under spatially correlated noise. (English) Zbl 1520.93090 Automatica 156, Article ID 111182, 13 p. (2023). MSC: 93B24 93B70 93C05 93C70 PDFBibTeX XMLCite \textit{M. Shaikh Veedu} and \textit{M. V. Salapaka}, Automatica 156, Article ID 111182, 13 p. (2023; Zbl 1520.93090) Full Text: DOI arXiv
El Omari, Mohamed An \(\alpha\)-order fractional Brownian motion with Hurst index \(H \in (0,1)\) and \(\alpha \in \mathbb{R}_+\). (English) Zbl 1517.60043 Sankhyā, Ser. A 85, No. 1, 572-599 (2023). MSC: 60G22 60G18 60G17 PDFBibTeX XMLCite \textit{M. El Omari}, Sankhyā, Ser. A 85, No. 1, 572--599 (2023; Zbl 1517.60043) Full Text: DOI
Ng, Wai Leong; Yau, Chun Yip Asymptotic spectral theory for spatial data. (English) Zbl 1516.62079 Stochastics 95, No. 3, 423-464 (2023). MSC: 62M15 62E20 62M30 PDFBibTeX XMLCite \textit{W. L. Ng} and \textit{C. Y. Yau}, Stochastics 95, No. 3, 423--464 (2023; Zbl 1516.62079) Full Text: DOI arXiv
Chen, Kun; Chan, Ngai Hang; Yau, Chun Yip; Hu, Jie Penalized Whittle likelihood for spatial data. (English) Zbl 1520.62114 J. Multivariate Anal. 195, Article ID 105156, 21 p. (2023). MSC: 62M15 62G07 62M30 PDFBibTeX XMLCite \textit{K. Chen} et al., J. Multivariate Anal. 195, Article ID 105156, 21 p. (2023; Zbl 1520.62114) Full Text: DOI
Choi, U Jin; Rim, Kyung Soo Variational non-Bayesian inference of the Probability Density Function in the Wiener Algebra. arXiv:2311.00312 Preprint, arXiv:2311.00312 [math.ST] (2023). MSC: 62G07 49J50 37A30 49J55 49J20 58E30 BibTeX Cite \textit{U J. Choi} and \textit{K. S. Rim}, ``Variational non-Bayesian inference of the Probability Density Function in the Wiener Algebra'', Preprint, arXiv:2311.00312 [math.ST] (2023) Full Text: arXiv OA License
Steffen, Maximilian F. Estimating a multivariate Lévy density based on discrete observations. arXiv:2305.14315 Preprint, arXiv:2305.14315 [math.ST] (2023). MSC: 62G05 62G07 62M15 60G51 BibTeX Cite \textit{M. F. Steffen}, ``Estimating a multivariate Lévy density based on discrete observations'', Preprint, arXiv:2305.14315 [math.ST] (2023) Full Text: arXiv OA License
Masyutka, Oleksandr; Moklyachuk, Mikhail Estimation of multidimensional stationary stochastic sequences from observations in special sets of points. (English) Zbl 1515.60083 Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 249-307 (2022). MSC: 60G10 60G25 60G35 62M20 62P20 93E10 93E11 PDFBibTeX XMLCite \textit{O. Masyutka} and \textit{M. Moklyachuk}, in: Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. 249--307 (2022; Zbl 1515.60083) Full Text: DOI arXiv
Luz, Maksym; Moklyachuk, Mikhail Minimax prediction of sequences with periodically stationary increments observed with noise and cointegrated sequences. (English) Zbl 07713451 Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 189-247 (2022). MSC: 62M20 62P20 60G10 60G25 60G35 93E10 93E11 PDFBibTeX XMLCite \textit{M. Luz} and \textit{M. Moklyachuk}, in: Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. 189--247 (2022; Zbl 07713451) Full Text: DOI
Golichenko, Iryna; Moklyachuk, Mikhail Estimation problems for periodically correlated stochastic sequences with missed observations. (English) Zbl 07713449 Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 111-162 (2022). MSC: 62M20 62P20 93E10 PDFBibTeX XMLCite \textit{I. Golichenko} and \textit{M. Moklyachuk}, in: Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. 111--162 (2022; Zbl 07713449) Full Text: DOI
Bonenberger, Christopher; Ertel, Wolfgang; Schwenker, Friedhelm; Schneider, Markus Singular spectrum analysis and circulant maximum variance frames. (English) Zbl 07675716 Adv. Data Sci. Adapt. Anal. 14, No. 3-4, Article ID 2250008, 27 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Bonenberger} et al., Adv. Data Sci. Adapt. Anal. 14, No. 3--4, Article ID 2250008, 27 p. (2022; Zbl 07675716) Full Text: DOI
Ekra, Sylvestre Placide; Monsan, Vincent Choice of the spectral window width by cross-validation: case of the almost periodically correlated process with continuous time. (English. French summary) Zbl 1504.62139 Afr. Stat. 17, No. 2, 3217-3235 (2022). MSC: 62M15 62G07 62G20 62G35 PDFBibTeX XMLCite \textit{S. P. Ekra} and \textit{V. Monsan}, Afr. Stat. 17, No. 2, 3217--3235 (2022; Zbl 1504.62139) Full Text: DOI Link
Luz, M. M.; Moklyachuk, M. P. Robust interpolation of sequences with periodically stationary multiplicative seasonal increments. (English) Zbl 1502.60053 Carpathian Math. Publ. 14, No. 1, 105-126 (2022). MSC: 60G35 60G25 60G10 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{M. M. Luz} and \textit{M. P. Moklyachuk}, Carpathian Math. Publ. 14, No. 1, 105--126 (2022; Zbl 1502.60053) Full Text: DOI arXiv OA License
Chen, Yu; Cui, Zixian; Di, Shihan; Zhao, Peibiao Capital asset pricing model under distribution uncertainty. (English) Zbl 1513.91091 J. Ind. Manag. Optim. 18, No. 5, 3283-3313 (2022). MSC: 91G30 91G70 PDFBibTeX XMLCite \textit{Y. Chen} et al., J. Ind. Manag. Optim. 18, No. 5, 3283--3313 (2022; Zbl 1513.91091) Full Text: DOI
Granados-Garcia, Guilllermo; Fiecas, Mark; Babak, Shahbaba; Fortin, Norbert J.; Ombao, Hernando Brain waves analysis via a non-parametric Bayesian mixture of autoregressive kernels. (English) Zbl 07561873 Comput. Stat. Data Anal. 174, Article ID 107409, 18 p. (2022). MSC: 62P10 62M15 62M10 62G07 62F15 PDFBibTeX XMLCite \textit{G. Granados-Garcia} et al., Comput. Stat. Data Anal. 174, Article ID 107409, 18 p. (2022; Zbl 07561873) Full Text: DOI arXiv
Li, Linyuan; Zhang, Biao Nonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processes. (English) Zbl 1493.62528 Appl. Comput. Harmon. Anal. 60, 176-204 (2022). MSC: 62M10 62G05 62M15 62G20 PDFBibTeX XMLCite \textit{L. Li} and \textit{B. Zhang}, Appl. Comput. Harmon. Anal. 60, 176--204 (2022; Zbl 1493.62528) Full Text: DOI
James, Nick; Menzies, Max Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes. (English) Zbl 1490.62017 Stat. Comput. 32, No. 3, Paper No. 45, 22 p. (2022). MSC: 62-08 62F15 62M10 62M15 PDFBibTeX XMLCite \textit{N. James} and \textit{M. Menzies}, Stat. Comput. 32, No. 3, Paper No. 45, 22 p. (2022; Zbl 1490.62017) Full Text: DOI arXiv
Masyutka, O. Yu.; Golichenko, I. I.; Moklyachuk, M. P. On estimation problem for continuous time stationary processes from observations in special sets of points. (English) Zbl 1513.62189 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 1, 20-33 (2022). MSC: 62M20 60G10 62C20 93E10 93E11 PDFBibTeX XMLCite \textit{O. Yu. Masyutka} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 1, 20--33 (2022; Zbl 1513.62189) Full Text: DOI OA License
Krivobokova, Tatyana; Serra, Paulo; Rosales, Francisco; Klockmann, Karolina Joint non-parametric estimation of mean and auto-covariances for Gaussian processes. (English) Zbl 07533787 Comput. Stat. Data Anal. 173, Article ID 107519, 17 p. (2022). MSC: 62G08 62G07 62G20 62H12 62M10 PDFBibTeX XMLCite \textit{T. Krivobokova} et al., Comput. Stat. Data Anal. 173, Article ID 107519, 17 p. (2022; Zbl 07533787) Full Text: DOI arXiv OA License
Eigel, Martin; Gruhlke, Robert; Marschall, Manuel Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion. (English) Zbl 1484.62002 Stat. Comput. 32, No. 2, Paper No. 27, 27 p. (2022). MSC: 62-08 62F15 62G07 60H35 65N35 PDFBibTeX XMLCite \textit{M. Eigel} et al., Stat. Comput. 32, No. 2, Paper No. 27, 27 p. (2022; Zbl 1484.62002) Full Text: DOI arXiv OA License
Jeong, Donghoon; Im, Jongho; Kim, Young Min Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence. (English) Zbl 07498030 J. Stat. Comput. Simulation 92, No. 6, 1158-1174 (2022). MSC: 62G07 62-XX PDFBibTeX XMLCite \textit{D. Jeong} et al., J. Stat. Comput. Simulation 92, No. 6, 1158--1174 (2022; Zbl 07498030) Full Text: DOI
Ginovyan, Mamikon S.; Taqqu, Murad S. Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications. (English) Zbl 1486.60045 Probab. Surv. 19, 1-64 (2022). Reviewer: Julien Poisat (Paris) MSC: 60F05 60G10 60G15 62F12 62G05 PDFBibTeX XMLCite \textit{M. S. Ginovyan} and \textit{M. S. Taqqu}, Probab. Surv. 19, 1--64 (2022; Zbl 1486.60045) Full Text: DOI arXiv Link
Ginovyan, Mamikon S.; Sahakyan, Artur A. Statistical inference for stationary linear models with tapered data. (English) Zbl 1493.62101 Stat. Surv. 15, 154-194 (2021). MSC: 62F10 62F12 60G10 62G05 62G10 60G15 PDFBibTeX XMLCite \textit{M. S. Ginovyan} and \textit{A. A. Sahakyan}, Stat. Surv. 15, 154--194 (2021; Zbl 1493.62101) Full Text: DOI Link
Ekra, Sylvestre Placide; Monsan, Vincent Asymptotic property of spectral density estimators of a continuous time process almost periodically correlated low dependent by Poisson. (English) Zbl 1499.62123 Far East J. Theor. Stat. 61, No. 2, 145-189 (2021). MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{S. P. Ekra} and \textit{V. Monsan}, Far East J. Theor. Stat. 61, No. 2, 145--189 (2021; Zbl 1499.62123) Full Text: DOI
Ginovyan, M. S.; Sahakyan, A. A. Statistical estimation for stationary models with tapered data. (English) Zbl 1482.62095 J. Contemp. Math. Anal., Armen. Acad. Sci. 56, No. 6, 347-367 (2021) and Izv. Nats. Akad. Nauk Armen., Mat. 56, No. 6, 12-38 (2021). MSC: 62M15 62F10 62F12 62G05 60G10 PDFBibTeX XMLCite \textit{M. S. Ginovyan} and \textit{A. A. Sahakyan}, J. Contemp. Math. Anal., Armen. Acad. Sci. 56, No. 6, 347--367 (2021; Zbl 1482.62095) Full Text: DOI arXiv
Golichenko, I. I.; Masyutka, O. Yu.; Moklyachuk, M. P. Extrapolation problem for periodically correlated stochastic sequences with missing observations. (English) Zbl 1488.60078 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 39-52 (2021). MSC: 60G10 60G25 60G35 62M20 62C20 93E10 93E11 PDFBibTeX XMLCite \textit{I. I. Golichenko} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 39--52 (2021; Zbl 1488.60078) Full Text: DOI OA License
Wang, Jiang; Politis, Dimitris N. Consistent autoregressive spectral estimates: nonlinear time series and large autocovariance matrices. (English) Zbl 1476.62195 J. Time Ser. Anal. 42, No. 5-6, 580-596 (2021). MSC: 62M10 62M15 62G20 PDFBibTeX XMLCite \textit{J. Wang} and \textit{D. N. Politis}, J. Time Ser. Anal. 42, No. 5--6, 580--596 (2021; Zbl 1476.62195) Full Text: DOI
Maturana-Russel, Patricio; Meyer, Renate Bayesian spectral density estimation using P-splines with quantile-based knot placement. (English) Zbl 1505.62278 Comput. Stat. 36, No. 3, 2055-2077 (2021). MSC: 62-08 62M15 62F15 62G08 62M10 PDFBibTeX XMLCite \textit{P. Maturana-Russel} and \textit{R. Meyer}, Comput. Stat. 36, No. 3, 2055--2077 (2021; Zbl 1505.62278) Full Text: DOI arXiv
Hu, Yaozhong; Xi, Yuejuan Estimation of all parameters in the reflected Ornstein-Uhlenbeck process from discrete observations. (English) Zbl 1474.62297 Stat. Probab. Lett. 174, Article ID 109099, 8 p. (2021). MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{Y. Xi}, Stat. Probab. Lett. 174, Article ID 109099, 8 p. (2021; Zbl 1474.62297) Full Text: DOI arXiv
Liu, Yan; Tanida, Yoshiyuki; Taniguchi, Masanobu Shrinkage estimation for multivariate time series. (English) Zbl 1477.62251 Stat. Inference Stoch. Process. 24, No. 3, 733-751 (2021). MSC: 62M10 62M15 62H12 60G10 62P20 PDFBibTeX XMLCite \textit{Y. Liu} et al., Stat. Inference Stoch. Process. 24, No. 3, 733--751 (2021; Zbl 1477.62251) Full Text: DOI
Boubacar Maïnassara, Yacouba; Esstafa, Youssef; Saussereau, Bruno Estimating FARIMA models with uncorrelated but non-independent error terms. (English) Zbl 1478.62248 Stat. Inference Stoch. Process. 24, No. 3, 549-608 (2021). MSC: 62M10 62M15 62F12 62P05 PDFBibTeX XMLCite \textit{Y. Boubacar Maïnassara} et al., Stat. Inference Stoch. Process. 24, No. 3, 549--608 (2021; Zbl 1478.62248) Full Text: DOI arXiv HAL
Miguel, Sergio Brenner; Comte, Fabienne; Johannes, Jan Spectral cut-off regularisation for density estimation under multiplicative measurement errors. (English) Zbl 1472.62056 Electron. J. Stat. 15, No. 1, 3551-3573 (2021). MSC: 62G07 62M15 62C20 PDFBibTeX XMLCite \textit{S. B. Miguel} et al., Electron. J. Stat. 15, No. 1, 3551--3573 (2021; Zbl 1472.62056) Full Text: DOI arXiv
Pauwels, Edouard; Putinar, Mihai; Lasserre, Jean-Bernard Data analysis from empirical moments and the Christoffel function. (English) Zbl 1461.62234 Found. Comput. Math. 21, No. 1, 243-273 (2021). MSC: 62R07 62H12 62M15 62G05 62G07 68T05 58C35 42C05 46E22 47B32 PDFBibTeX XMLCite \textit{E. Pauwels} et al., Found. Comput. Math. 21, No. 1, 243--273 (2021; Zbl 1461.62234) Full Text: DOI arXiv
Lee, Seonjoo; Shen, Haipeng; Truong, Young Sampling properties of color independent component analysis. (English) Zbl 1461.62089 J. Multivariate Anal. 181, Article ID 104692, 12 p. (2021). MSC: 62H25 62M10 62M15 62F12 62F10 37M10 65T50 49M27 PDFBibTeX XMLCite \textit{S. Lee} et al., J. Multivariate Anal. 181, Article ID 104692, 12 p. (2021; Zbl 1461.62089) Full Text: DOI Link
Amini, Arash A.; Razaee, Zahra S. Concentration of kernel matrices with application to kernel spectral clustering. (English) Zbl 1461.62064 Ann. Stat. 49, No. 1, 531-556 (2021). MSC: 62H12 62H20 62G07 62M15 60E15 PDFBibTeX XMLCite \textit{A. A. Amini} and \textit{Z. S. Razaee}, Ann. Stat. 49, No. 1, 531--556 (2021; Zbl 1461.62064) Full Text: DOI arXiv Euclid
Bose, Arup; Bhattacharjee, Madhuchhanda Kernel density estimates in a non-standard situation. (English) Zbl 1458.62087 J. Stat. Theory Pract. 15, No. 1, Paper No. 22, 19 p. (2021). MSC: 62G07 62E20 60E15 60B20 15B52 PDFBibTeX XMLCite \textit{A. Bose} and \textit{M. Bhattacharjee}, J. Stat. Theory Pract. 15, No. 1, Paper No. 22, 19 p. (2021; Zbl 1458.62087) Full Text: DOI
Bouezmarni, Taoufik; Bellegem, Sébastien; Rabhi, Yassir Nonparametric beta kernel estimator for long and short memory time series. (English. French summary) Zbl 1492.62141 Can. J. Stat. 48, No. 3, 582-595 (2020). MSC: 62M15 62G07 62M10 62G20 PDFBibTeX XMLCite \textit{T. Bouezmarni} et al., Can. J. Stat. 48, No. 3, 582--595 (2020; Zbl 1492.62141) Full Text: DOI Link
Cavicchioli, Maddalena Spectral representation and autocovariance structure of Markov switching DSGE models. (English) Zbl 1511.62214 Commun. Stat., Theory Methods 49, No. 7, 1635-1652 (2020). MSC: 62M10 62M05 62M15 62P20 91B51 PDFBibTeX XMLCite \textit{M. Cavicchioli}, Commun. Stat., Theory Methods 49, No. 7, 1635--1652 (2020; Zbl 1511.62214) Full Text: DOI
Luz, M. M.; Moklyachuk, M. P. Minimax-robust estimation problems for sequences with periodically stationary increments observed with noise. (English) Zbl 1474.60097 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 3, 68-83 (2020). MSC: 60G10 60G25 60G35 62M20 62C20 93E10 PDFBibTeX XMLCite \textit{M. M. Luz} and \textit{M. P. Moklyachuk}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 3, 68--83 (2020; Zbl 1474.60097) Full Text: DOI arXiv OA License
Zhang, Shibin Nonparametric Bayesian inference for the spectral density based on irregularly spaced data. (English) Zbl 07345935 Comput. Stat. Data Anal. 151, Article ID 107019, 14 p. (2020). MSC: 62M15 62G05 62F15 62M10 62M30 62-08 PDFBibTeX XMLCite \textit{S. Zhang}, Comput. Stat. Data Anal. 151, Article ID 107019, 14 p. (2020; Zbl 07345935) Full Text: DOI
Ginovyan, Mamikon S. Parameter estimation for Lévy-driven continuous-time linear models with tapered data. (English) Zbl 1465.62055 Acta Appl. Math. 169, 79-97 (2020). MSC: 62F10 62F12 62M15 60G10 60F05 PDFBibTeX XMLCite \textit{M. S. Ginovyan}, Acta Appl. Math. 169, 79--97 (2020; Zbl 1465.62055) Full Text: DOI
Efromovich, Sam Missing not at random and the nonparametric estimation of the spectral density. (English) Zbl 1458.62197 J. Time Ser. Anal. 41, No. 5, 652-675 (2020). Reviewer: Frank Werner (Würzburg) MSC: 62M10 62G07 62M15 62M30 62D10 62P10 PDFBibTeX XMLCite \textit{S. Efromovich}, J. Time Ser. Anal. 41, No. 5, 652--675 (2020; Zbl 1458.62197) Full Text: DOI
Solev, V. N. An estimation of function in Gaussian stationary noise: new spectral condition. (English. Russian original) Zbl 1451.62104 J. Math. Sci., New York 251, No. 1, 147-154 (2020); translation from Zap. Nauchn. Semin. POMI 474, 222-232 (2018). MSC: 62M15 62G07 62C20 60G15 PDFBibTeX XMLCite \textit{V. N. Solev}, J. Math. Sci., New York 251, No. 1, 147--154 (2020; Zbl 1451.62104); translation from Zap. Nauchn. Semin. POMI 474, 222--232 (2018) Full Text: DOI
Almodóvar-Rivera, Israel A.; Maitra, Ranjan Kernel-estimated nonparametric overlap-based syncytial clustering. (English) Zbl 07255153 J. Mach. Learn. Res. 21, Paper No. 122, 54 p. (2020). MSC: 62H30 62G05 62P10 62-08 PDFBibTeX XMLCite \textit{I. A. Almodóvar-Rivera} and \textit{R. Maitra}, J. Mach. Learn. Res. 21, Paper No. 122, 54 p. (2020; Zbl 07255153) Full Text: arXiv Link
Feng, Yuanhua; Gries, Thomas; Fritz, Marlon Data-driven local polynomial for the trend and its derivatives in economic time series. (English) Zbl 1444.62104 J. Nonparametric Stat. 32, No. 2, 510-533 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62M10 62M15 62G07 62P20 91B84 PDFBibTeX XMLCite \textit{Y. Feng} et al., J. Nonparametric Stat. 32, No. 2, 510--533 (2020; Zbl 1444.62104) Full Text: DOI Link
Zhu, Tingyi; Politis, Dimitris N. Higher-order accurate spectral density estimation of functional time series. (English) Zbl 1442.62207 J. Time Ser. Anal. 41, No. 1, 3-20 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62M10 62M15 62R10 62H12 62H30 62G10 PDFBibTeX XMLCite \textit{T. Zhu} and \textit{D. N. Politis}, J. Time Ser. Anal. 41, No. 1, 3--20 (2020; Zbl 1442.62207) Full Text: DOI arXiv
Meziani, Aymen; Medkour, Tarek; Djouani, Karim Penalised quantile periodogram for spectral estimation. (English) Zbl 1437.62348 J. Stat. Plann. Inference 207, 86-98 (2020). MSC: 62M15 62G08 62J07 62M10 PDFBibTeX XMLCite \textit{A. Meziani} et al., J. Stat. Plann. Inference 207, 86--98 (2020; Zbl 1437.62348) Full Text: DOI
Hamdad, Leila; Benrabah, Ouafae; Dabo-Niang, Sophie Exploring spectral density estimation for spatial linear process with mixing innovations. (English) Zbl 1435.62346 Arab. J. Math. 9, No. 1, 101-121 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M15 62G07 62H11 60G10 62M20 PDFBibTeX XMLCite \textit{L. Hamdad} et al., Arab. J. Math. 9, No. 1, 101--121 (2020; Zbl 1435.62346) Full Text: DOI OA License
Bianchini, Ilaria; Guglielmi, Alessandra; Quintana, Fernando A. Determinantal point process mixtures via spectral density approach. (English) Zbl 1437.62136 Bayesian Anal. 15, No. 1, 187-214 (2020). MSC: 62G08 62H30 62G07 60G55 62M15 PDFBibTeX XMLCite \textit{I. Bianchini} et al., Bayesian Anal. 15, No. 1, 187--214 (2020; Zbl 1437.62136) Full Text: DOI arXiv Euclid
Cavicchioli, Maddalena Generalised cepstral models for the spectrum of vector time series. (English) Zbl 1444.62099 Electron. J. Stat. 14, No. 1, 605-631 (2020). MSC: 62M10 62M15 62H12 62P20 PDFBibTeX XMLCite \textit{M. Cavicchioli}, Electron. J. Stat. 14, No. 1, 605--631 (2020; Zbl 1444.62099) Full Text: DOI Euclid
Grant, Andrew J.; Quinn, Barry G. The estimation of frequency in the multichannel sinusoidal model. (English) Zbl 1435.62345 J. Multivariate Anal. 175, Article ID 104563, 16 p. (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M15 62H12 62F12 60F05 62M10 PDFBibTeX XMLCite \textit{A. J. Grant} and \textit{B. G. Quinn}, J. Multivariate Anal. 175, Article ID 104563, 16 p. (2020; Zbl 1435.62345) Full Text: DOI Link
Huang, Lei; Jiang, Hui; Tian, Haitao The consistency of model selection for dynamic semi-varying coefficient models with autocorrelated errors. (English) Zbl 07530608 Commun. Stat., Theory Methods 48, No. 3, 549-558 (2019). MSC: 62G05 62M10 PDFBibTeX XMLCite \textit{L. Huang} et al., Commun. Stat., Theory Methods 48, No. 3, 549--558 (2019; Zbl 07530608) Full Text: DOI
Toller, Maximilian; Santos, Tiago; Kern, Roman SAZED: parameter-free domain-agnostic season length estimation in time series data. (English) Zbl 1464.62396 Data Min. Knowl. Discov. 33, No. 6, 1775-1798 (2019). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{M. Toller} et al., Data Min. Knowl. Discov. 33, No. 6, 1775--1798 (2019; Zbl 1464.62396) Full Text: DOI OA License
Semenchuk, Natal’ya Vladimirovna Construction of estimates of spectral densities with a given accuracy over intersecting intervals of observations. (Russian. English summary) Zbl 1436.62445 Zh. Beloruss. Gos. Univ., Mat., Inform. 2019, No. 2, 34-39 (2019). MSC: 62M15 60G10 62G07 PDFBibTeX XMLCite \textit{N. V. Semenchuk}, Zh. Beloruss. Gos. Univ., Mat., Inform. 2019, No. 2, 34--39 (2019; Zbl 1436.62445) Full Text: Link
Babayan, Nikolay; Ginovyan, Mamikon S. On exponential decay of the variance of BLUE for the mean of a stationary sequence. (English) Zbl 1449.60073 Stud. Sci. Math. Hung. 56, No. 4, 482-491 (2019). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G10 62F10 62F12 PDFBibTeX XMLCite \textit{N. Babayan} and \textit{M. S. Ginovyan}, Stud. Sci. Math. Hung. 56, No. 4, 482--491 (2019; Zbl 1449.60073) Full Text: DOI
Gutiérrez-Gutiérrez, Jesús A modified version of the Pisarenko method to estimate the power spectral density of any asymptotically wide sense stationary vector process. (English) Zbl 1433.15030 Appl. Math. Comput. 362, Article ID 124526, 11 p. (2019). MSC: 15B05 65F60 62M15 94A17 15A18 PDFBibTeX XMLCite \textit{J. Gutiérrez-Gutiérrez}, Appl. Math. Comput. 362, Article ID 124526, 11 p. (2019; Zbl 1433.15030) Full Text: DOI
Edwards, Matthew C.; Meyer, Renate; Christensen, Nelson Bayesian nonparametric spectral density estimation using B-spline priors. (English) Zbl 1430.62072 Stat. Comput. 29, No. 1, 67-78 (2019). MSC: 62G07 62M15 85A25 65D07 83C35 62-08 PDFBibTeX XMLCite \textit{M. C. Edwards} et al., Stat. Comput. 29, No. 1, 67--78 (2019; Zbl 1430.62072) Full Text: DOI arXiv
Pilavakis, Dimitrios; Paparoditis, Efstathios; Sapatinas, Theofanis Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem. (English) Zbl 1432.62311 Bernoulli 25, No. 4B, 3496-3526 (2019). Reviewer: Johannes W. R. Martini (Texcoco) MSC: 62M10 62G09 62G05 62H25 62M15 60B12 PDFBibTeX XMLCite \textit{D. Pilavakis} et al., Bernoulli 25, No. 4B, 3496--3526 (2019; Zbl 1432.62311) Full Text: DOI arXiv Euclid
Sango, Joël; Duchesne, Pierre Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics. (English) Zbl 1425.62128 J. Stat. Theory Pract. 13, No. 2, Paper No. 33, 35 p. (2019). MSC: 62M10 62H12 62P05 91B84 PDFBibTeX XMLCite \textit{J. Sango} and \textit{P. Duchesne}, J. Stat. Theory Pract. 13, No. 2, Paper No. 33, 35 p. (2019; Zbl 1425.62128) Full Text: DOI
Efromovich, Sam On sequential spectral analysis of amplitude-modulated time series. (English) Zbl 1429.62392 Sequential Anal. 38, No. 2, 259-278 (2019). Reviewer: Rasul A. Khan (Forest Glen) MSC: 62M10 62L12 62G07 62M15 PDFBibTeX XMLCite \textit{S. Efromovich}, Sequential Anal. 38, No. 2, 259--278 (2019; Zbl 1429.62392) Full Text: DOI
Caron, Emmanuel Asymptotic distribution of least square estimators for linear models with dependent errors. (English) Zbl 1419.62165 Statistics 53, No. 4, 885-902 (2019). MSC: 62J05 62M10 60F05 62H12 62F12 PDFBibTeX XMLCite \textit{E. Caron}, Statistics 53, No. 4, 885--902 (2019; Zbl 1419.62165) Full Text: DOI arXiv
Huang, Lei; Jiang, Hui; Wang, Huixia A novel partial-linear single-index model for time series data. (English) Zbl 1507.62077 Comput. Stat. Data Anal. 134, 110-122 (2019). MSC: 62-08 62G08 62M10 62G05 62G20 PDFBibTeX XMLCite \textit{L. Huang} et al., Comput. Stat. Data Anal. 134, 110--122 (2019; Zbl 1507.62077) Full Text: DOI
Ginovyan, Mamikon S.; Sahakyan, Artur A. Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data. (English) Zbl 1462.62228 Electron. J. Stat. 13, No. 1, 255-283 (2019). MSC: 62G07 62G20 62M15 60G10 60F05 PDFBibTeX XMLCite \textit{M. S. Ginovyan} and \textit{A. A. Sahakyan}, Electron. J. Stat. 13, No. 1, 255--283 (2019; Zbl 1462.62228) Full Text: DOI Euclid
Lehéricy, Luc Consistent order estimation for nonparametric hidden Markov models. (English) Zbl 1442.62191 Bernoulli 25, No. 1, 464-498 (2019). MSC: 62M05 62M09 62M15 62G05 62G07 62G30 62H15 PDFBibTeX XMLCite \textit{L. Lehéricy}, Bernoulli 25, No. 1, 464--498 (2019; Zbl 1442.62191) Full Text: DOI arXiv Euclid
Todorov, Viktor Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale. (English) Zbl 1409.62164 Stochastic Processes Appl. 129, No. 2, 419-451 (2019). MSC: 62M05 62G07 62G20 60J75 PDFBibTeX XMLCite \textit{V. Todorov}, Stochastic Processes Appl. 129, No. 2, 419--451 (2019; Zbl 1409.62164) Full Text: DOI
Florenko, A. S.; Shchestyuk, N. Yu.; Zaets’, N. V. Interpolation problems for random fields from observations in areas that represent a system of embedded rectangles. (Ukrainian. English summary) Zbl 07877812 Mohyla Math. J. 1, 49-53 (2018). MSC: 60G60 62M40 93E10 PDFBibTeX XMLCite \textit{A. S. Florenko} et al., Mohyla Math. J. 1, 49--53 (2018; Zbl 07877812) Full Text: DOI
Matsuda, Yasumasa; Yajima, Yoshihiro Locally stationary spatio-temporal processes. (English) Zbl 1430.62202 Jpn. J. Stat. Data Sci. 1, No. 1, 41-57 (2018). MSC: 62M10 62M15 62M30 62P12 PDFBibTeX XMLCite \textit{Y. Matsuda} and \textit{Y. Yajima}, Jpn. J. Stat. Data Sci. 1, No. 1, 41--57 (2018; Zbl 1430.62202) Full Text: DOI Link
Unnikrishnan, P.; Jothiprakash, V. Selection of window length in singular spectrum analysis of a time series. (English) Zbl 1414.62383 Bertail, Patrice (ed.) et al., Nonparametric statistics. 3rd ISNPS, Avignon, France, June 2016. Seleced papers of the 3rd conference of the International Society for Nonparametric Statistics (ISNPS), Avignon, France, June 11–16, 2016. Cham: Springer. Springer Proc. Math. Stat. 250, 311-322 (2018). MSC: 62M10 62G07 62M15 PDFBibTeX XMLCite \textit{P. Unnikrishnan} and \textit{V. Jothiprakash}, Springer Proc. Math. Stat. 250, 311--322 (2018; Zbl 1414.62383) Full Text: DOI
Krampe, Jonas Spectral-density-driven bootstrap and time series modeling on dynamic networks. (English) Zbl 1411.62012 Göttingen: Cuvillier; Braunschweig: TU Braunschweig (Diss.) (ISBN 978-3-7369-9819-3/pbk; 978-3-7369-8819-4/ebook). xii, 120 p. (2018). MSC: 62-02 62M10 62G09 62G07 62M15 PDFBibTeX XMLCite \textit{J. Krampe}, Spectral-density-driven bootstrap and time series modeling on dynamic networks. Göttingen: Cuvillier; Braunschweig: TU Braunschweig (Diss.) (2018; Zbl 1411.62012)
Kozak, P. S.; Moklyachuk, M. P. Estimates of functionals constructed from random sequences with periodically stationary increments. (English. Ukrainian original) Zbl 1409.60051 Theory Probab. Math. Stat. 97, 85-98 (2018); translation from Teor. Jmovirn. Mat. Stat. 97, 83-96 (2017). MSC: 60G10 60G25 60G35 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{P. S. Kozak} and \textit{M. P. Moklyachuk}, Theory Probab. Math. Stat. 97, 85--98 (2018; Zbl 1409.60051); translation from Teor. Jmovirn. Mat. Stat. 97, 83--96 (2017) Full Text: DOI
Sundararajan, Raanju R.; Pourahmadi, Mohsen Nonparametric change point detection in multivariate piecewise stationary time series. (English) Zbl 1402.62211 J. Nonparametric Stat. 30, No. 4, 926-956 (2018). MSC: 62M10 62M15 62G05 PDFBibTeX XMLCite \textit{R. R. Sundararajan} and \textit{M. Pourahmadi}, J. Nonparametric Stat. 30, No. 4, 926--956 (2018; Zbl 1402.62211) Full Text: DOI
Chatterjee, Arindam; Lahiri, Soumendra N. Edgeworth expansions for a class of spectral density estimators and their applications to interval estimation. (English) Zbl 1406.62030 Stat. Sin. 28, No. 4, Part 2, 2591-2608 (2018). MSC: 62G07 62M15 62G15 62G20 PDFBibTeX XMLCite \textit{A. Chatterjee} and \textit{S. N. Lahiri}, Stat. Sin. 28, No. 4, Part 2, 2591--2608 (2018; Zbl 1406.62030) Full Text: DOI
Lehéricy, Luc State-by-state minimax adaptive estimation for nonparametric hidden Markov models. (English) Zbl 1467.62137 J. Mach. Learn. Res. 19, Paper No. 39, 46 p. (2018). MSC: 62M05 62G07 62M15 62C20 PDFBibTeX XMLCite \textit{L. Lehéricy}, J. Mach. Learn. Res. 19, Paper No. 39, 46 p. (2018; Zbl 1467.62137) Full Text: arXiv Link
Krampe, Jonas; Kreiss, Jens-Peter; Paparoditis, Efstathios Estimated Wold representation and spectral-density-driven bootstrap for time series. (English) Zbl 1398.62236 J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 4, 703-726 (2018). MSC: 62M10 62F40 60G10 62P12 PDFBibTeX XMLCite \textit{J. Krampe} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 4, 703--726 (2018; Zbl 1398.62236) Full Text: DOI arXiv
Zorzi, Mattia; Chiuso, Alessandro The harmonic analysis of kernel functions. (English) Zbl 1400.93321 Automatica 94, 125-137 (2018). MSC: 93E12 93C05 93E10 PDFBibTeX XMLCite \textit{M. Zorzi} and \textit{A. Chiuso}, Automatica 94, 125--137 (2018; Zbl 1400.93321) Full Text: DOI arXiv
Nagahata, Hideaki; Taniguchi, Masanobu Analysis of variance for multivariate time series. (English) Zbl 1416.62516 Metron 76, No. 1, 69-82 (2018). MSC: 62M10 62J10 62H12 PDFBibTeX XMLCite \textit{H. Nagahata} and \textit{M. Taniguchi}, Metron 76, No. 1, 69--82 (2018; Zbl 1416.62516) Full Text: DOI
Kim, Young Min; Lahiri, Soumendra N.; Nordman, Daniel J. Non-parametric spectral density estimation under long-range dependence. (English) Zbl 1392.62284 J. Time Ser. Anal. 39, No. 3, 380-401 (2018). MSC: 62M15 62G07 62M10 PDFBibTeX XMLCite \textit{Y. M. Kim} et al., J. Time Ser. Anal. 39, No. 3, 380--401 (2018; Zbl 1392.62284) Full Text: DOI
Gupta, Abhimanyu Autoregressive spatial spectral estimates. (English) Zbl 1386.62028 J. Econom. 203, No. 1, 80-95 (2018). MSC: 62M10 62G07 62M15 62M30 62P20 PDFBibTeX XMLCite \textit{A. Gupta}, J. Econom. 203, No. 1, 80--95 (2018; Zbl 1386.62028) Full Text: DOI Link
Kraicová, Lucie; Baruník, Jozef Estimation of long memory in volatility using wavelets. (English) Zbl 1507.62323 Stud. Nonlinear Dyn. Econom. 21, No. 3, Article ID 20160101, 22 p. (2017). MSC: 62P05 62M10 62G07 62M15 PDFBibTeX XMLCite \textit{L. Kraicová} and \textit{J. Baruník}, Stud. Nonlinear Dyn. Econom. 21, No. 3, Article ID 20160101, 22 p. (2017; Zbl 1507.62323) Full Text: DOI Link
Sabre, Rachid Estimation of additive error in mixed spectra for stable processes. (English) Zbl 1454.62276 Statistica 77, No. 2, 75-90 (2017). MSC: 62M15 60G52 62G07 62G20 PDFBibTeX XMLCite \textit{R. Sabre}, Statistica 77, No. 2, 75--90 (2017; Zbl 1454.62276) Full Text: DOI
Mahdi, Esam Kernel-based portmanteau diagnostic test for ARMA time series models. (English) Zbl 1426.62263 Cogent Math. 4, Article ID 1296327, 13 p. (2017). MSC: 62M10 62G10 62M07 PDFBibTeX XMLCite \textit{E. Mahdi}, Cogent Math. 4, Article ID 1296327, 13 p. (2017; Zbl 1426.62263) Full Text: DOI OA License
Liu, Yan Robust parameter estimation for stationary processes by an exotic disparity from prediction problem. (English) Zbl 1457.62271 Stat. Probab. Lett. 129, 120-130 (2017). MSC: 62M10 62M20 62F12 62F35 62D10 60G10 PDFBibTeX XMLCite \textit{Y. Liu}, Stat. Probab. Lett. 129, 120--130 (2017; Zbl 1457.62271) Full Text: DOI
Deb, Soudeep; Pourahmadi, Mohsen; Wu, Wei Biao An asymptotic theory for spectral analysis of random fields. (English) Zbl 1383.62209 Electron. J. Stat. 11, No. 2, 4297-4322 (2017). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62M15 62M40 62G07 62G20 PDFBibTeX XMLCite \textit{S. Deb} et al., Electron. J. Stat. 11, No. 2, 4297--4322 (2017; Zbl 1383.62209) Full Text: DOI Euclid
Häfner, Franziska; Kirch, Claudia Moving Fourier analysis for locally stationary processes with the bootstrap in view. (English) Zbl 1416.62492 J. Time Ser. Anal. 38, No. 6, 895-922 (2017). MSC: 62M10 62M15 62G09 PDFBibTeX XMLCite \textit{F. Häfner} and \textit{C. Kirch}, J. Time Ser. Anal. 38, No. 6, 895--922 (2017; Zbl 1416.62492) Full Text: DOI
Mombeni, H.; Rezaei, S.; Nadarajah, S. Linex discrepancy for bandwidth selection. (English) Zbl 1377.62183 Commun. Stat., Simulation Comput. 46, No. 7, 5054-5069 (2017). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{H. Mombeni} et al., Commun. Stat., Simulation Comput. 46, No. 7, 5054--5069 (2017; Zbl 1377.62183) Full Text: DOI
Tangsgaard Varneskov, Rasmus Estimating the quadratic variation spectrum of noisy asset prices using generalized flat-top realized kernels. (English) Zbl 1396.62248 Econom. Theory 33, No. 6, 1457-1501 (2017). MSC: 62P05 62M15 62G07 PDFBibTeX XMLCite \textit{R. Tangsgaard Varneskov}, Econom. Theory 33, No. 6, 1457--1501 (2017; Zbl 1396.62248) Full Text: DOI
Cadonna, Annalisa; Kottas, Athanasios; Prado, Raquel Bayesian mixture modeling for spectral density estimation. (English) Zbl 1380.62237 Stat. Probab. Lett. 125, 189-195 (2017). MSC: 62M15 62G07 62F15 PDFBibTeX XMLCite \textit{A. Cadonna} et al., Stat. Probab. Lett. 125, 189--195 (2017; Zbl 1380.62237) Full Text: DOI
Luz, M. M.; Moklyachuk, M. P. Minimax interpolation of stochastic processes with stationary increments from observations with noise. (English. Ukrainian original) Zbl 1371.60064 Theory Probab. Math. Stat. 94, 121-135 (2017); translation from Teor. Jmovirn. Mat. Stat. 94, 116-129 (2016). MSC: 60G10 60G25 60G35 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{M. M. Luz} and \textit{M. P. Moklyachuk}, Theory Probab. Math. Stat. 94, 121--135 (2017; Zbl 1371.60064); translation from Teor. Jmovirn. Mat. Stat. 94, 116--129 (2016) Full Text: DOI
Yu, Ling; Qiu, Tian-shuang; Song, Ai-min A time delay estimation algorithm based on the weighted correntropy spectral density. (English) Zbl 1386.94046 Circuits Syst. Signal Process. 36, No. 3, 1115-1128 (2017). MSC: 94A12 PDFBibTeX XMLCite \textit{L. Yu} et al., Circuits Syst. Signal Process. 36, No. 3, 1115--1128 (2017; Zbl 1386.94046) Full Text: DOI
Butucea, Cristina; Delmas, Jean-François; Dutfoy, Anne; Fischer, Richard Optimal exponential bounds for aggregation of estimators for the Kullback-Leibler loss. (English) Zbl 1364.62082 Electron. J. Stat. 11, No. 1, 2258-2294 (2017). MSC: 62G07 62M15 62G05 PDFBibTeX XMLCite \textit{C. Butucea} et al., Electron. J. Stat. 11, No. 1, 2258--2294 (2017; Zbl 1364.62082) Full Text: DOI arXiv Euclid
Holan, Scott H.; McElroy, Tucker S.; Wu, Guohui The cepstral model for multivariate time series: the vector exponential model. (English) Zbl 1356.62139 Stat. Sin. 27, No. 1, 23-42 (2017). MSC: 62M10 62H11 62M15 PDFBibTeX XMLCite \textit{S. H. Holan} et al., Stat. Sin. 27, No. 1, 23--42 (2017; Zbl 1356.62139) Full Text: DOI arXiv
Luz, Maksym; Moklyachuk, Mikhail Minimax prediction of random processes with stationary increments from observations with stationary noise. (English) Zbl 1426.62276 Cogent Math. 3, Article ID 1133219, 17 p. (2016). MSC: 62M20 60G10 60G25 60G35 93E10 93E11 PDFBibTeX XMLCite \textit{M. Luz} and \textit{M. Moklyachuk}, Cogent Math. 3, Article ID 1133219, 17 p. (2016; Zbl 1426.62276) Full Text: DOI OA License
Fofana, Souleymane; Diop, Aliou; Hili, Ouagnina Minimum Hellinger distance estimation for locally stationary processes. (English) Zbl 1397.62096 S. Afr. Stat. J. 50, No. 2, 237-259 (2016). MSC: 62F10 62F12 62M10 62M15 PDFBibTeX XMLCite \textit{S. Fofana} et al., S. Afr. Stat. J. 50, No. 2, 237--259 (2016; Zbl 1397.62096) Full Text: Link
Duchesne, Pierre; Hong, Yongmiao On diagnostic checking autoregressive conditional duration models with wavelet-based spectral density estimators. (English) Zbl 1367.62254 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, 47-106 (2016). MSC: 62M10 62M15 62E20 62P05 PDFBibTeX XMLCite \textit{P. Duchesne} and \textit{Y. Hong}, Fields Inst. Commun. 78, 47--106 (2016; Zbl 1367.62254) Full Text: DOI