Girardin, V.; Senoussi, R. Time changes and stationarity issues for extended scalar autoregressive models. (English) Zbl 07817617 J. Stat. Plann. Inference 230, Article ID 106112, 15 p. (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{V. Girardin} and \textit{R. Senoussi}, J. Stat. Plann. Inference 230, Article ID 106112, 15 p. (2024; Zbl 07817617) Full Text: DOI
Xia, Jiaqi; Chen, Yu; Guo, Xiao Inference for high-dimensional linear models with locally stationary error processes. (English) Zbl 07786780 J. Time Ser. Anal. 45, No. 1, 78-102 (2024). MSC: 62Mxx 62-XX PDFBibTeX XMLCite \textit{J. Xia} et al., J. Time Ser. Anal. 45, No. 1, 78--102 (2024; Zbl 07786780) Full Text: DOI
Walsh, Christopher; Vogt, Michael Locally stationary multiplicative volatility modeling. (English) Zbl 07813298 J. Bus. Econ. Stat. 41, No. 2, 497-508 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{C. Walsh} and \textit{M. Vogt}, J. Bus. Econ. Stat. 41, No. 2, 497--508 (2023; Zbl 07813298) Full Text: DOI
Motta, Giovanni; Wu, Wei Biao; Pourahmadi, Mohsen \(\sqrt{2}\)-estimation for smooth eigenvectors of matrix-valued functions. (English) Zbl 07801368 Biometrika 110, No. 4, 1077-1098 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Motta} et al., Biometrika 110, No. 4, 1077--1098 (2023; Zbl 07801368) Full Text: DOI
Ghezal, Ahmed A doubly Markov switching AR model: some probabilistic properties and strong consistency. (English) Zbl 07798130 J. Math. Sci., New York 271, No. 1, Series A, 66-75 (2023). MSC: 62F12 62M05 PDFBibTeX XMLCite \textit{A. Ghezal}, J. Math. Sci., New York 271, No. 1, 66--75 (2023; Zbl 07798130) Full Text: DOI
Khadim, Aneeqa; Hussain, Tassaddaq; Bakouch, Hassan S.; Saghir, Aamir A probability distribution for precipitation data analysis. (English) Zbl 07781322 Math. Methods Appl. Sci. 46, No. 2, 2709-2728 (2023). MSC: 62E15 62F10 60Exx PDFBibTeX XMLCite \textit{A. Khadim} et al., Math. Methods Appl. Sci. 46, No. 2, 2709--2728 (2023; Zbl 07781322) Full Text: DOI
Kanga, S.-H. Arnaud; Hili, Ouagnina; Dabo-Niang, Sophie; N’Guessan, Assi Asymptotic properties of nonparametric quantile estimation with spatial dependency. (English) Zbl 07778718 Stat. Neerl. 77, No. 3, 254-283 (2023). MSC: 62Gxx 62Mxx 62Hxx PDFBibTeX XMLCite \textit{S. H. A. Kanga} et al., Stat. Neerl. 77, No. 3, 254--283 (2023; Zbl 07778718) Full Text: DOI
Lescheb, Ines; Slimani, Walid On the stationarity and existence of moments of the periodic EGARCH process. (English) Zbl 07773423 Monte Carlo Methods Appl. 29, No. 4, 333-350 (2023). MSC: 62F12 62M10 91B84 PDFBibTeX XMLCite \textit{I. Lescheb} and \textit{W. Slimani}, Monte Carlo Methods Appl. 29, No. 4, 333--350 (2023; Zbl 07773423) Full Text: DOI
Bai, Yue; Safikhani, Abolfazl A unified framework for change point detection in high-dimensional linear models. (English) Zbl 07767626 Stat. Sin. 33, Spec. Iss., 1721-1748 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Bai} and \textit{A. Safikhani}, Stat. Sin. 33, 1721--1748 (2023; Zbl 07767626) Full Text: DOI arXiv
Wang, Daren; Yu, Yi; Willett, Rebecca Detecting abrupt changes in high-dimensional self-exciting Poisson processes. (English) Zbl 07767623 Stat. Sin. 33, Spec. Iss., 1653-1671 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Wang} et al., Stat. Sin. 33, 1653--1671 (2023; Zbl 07767623) Full Text: DOI arXiv
Zhang, Fuli; Chan, Kung-Sik Random projection ensemble classification with high-dimensional time series. (English) Zbl 1522.62286 Biometrics 79, No. 2, 964-974 (2023). MSC: 62P10 PDFBibTeX XMLCite \textit{F. Zhang} and \textit{K.-S. Chan}, Biometrics 79, No. 2, 964--974 (2023; Zbl 1522.62286) Full Text: DOI
Lee, Bu Hyoung; Wei, William W. S. The use of temporally aggregated data in modeling and testing a variance change in a time series. (English) Zbl 07739069 Commun. Stat., Simulation Comput. 52, No. 7, 3183-3200 (2023). MSC: 62M10 PDFBibTeX XMLCite \textit{B. H. Lee} and \textit{W. W. S. Wei}, Commun. Stat., Simulation Comput. 52, No. 7, 3183--3200 (2023; Zbl 07739069) Full Text: DOI
Davis, Richard A.; Fernandes, Leon; Fokianos, Konstantinos Clustering multivariate time series using energy distance. (English) Zbl 07731491 J. Time Ser. Anal. 44, No. 5-6, 487-504 (2023). MSC: 62Mxx 62M10 62H30 62H20 62H12 PDFBibTeX XMLCite \textit{R. A. Davis} et al., J. Time Ser. Anal. 44, No. 5--6, 487--504 (2023; Zbl 07731491) Full Text: DOI arXiv
Szabados, Tamás Corrigendum to: “Regular multidimensional stationary time series”. (English) Zbl 1518.62013 J. Time Ser. Anal. 44, No. 3, 331-332 (2023). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{T. Szabados}, J. Time Ser. Anal. 44, No. 3, 331--332 (2023; Zbl 1518.62013) Full Text: DOI
Allaoui, Soumaya; Bouzebda, Salim; Liu, Jicheng Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence. (English) Zbl 07716096 J. Math. Inequal. 17, No. 2, 481-515 (2023). MSC: 62E20 60F05 62G08 62H12 62G09 PDFBibTeX XMLCite \textit{S. Allaoui} et al., J. Math. Inequal. 17, No. 2, 481--515 (2023; Zbl 07716096) Full Text: DOI
Manaa, Abderrahmen; Bentarzi, Mohamed On a periodic SETINAR model. (English) Zbl 07713643 Commun. Stat., Simulation Comput. 52, No. 3, 596-620 (2023). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{A. Manaa} and \textit{M. Bentarzi}, Commun. Stat., Simulation Comput. 52, No. 3, 596--620 (2023; Zbl 07713643) Full Text: DOI
Maddanu, Federico Forecasting highly persistent time series with bounded spectrum processes. (English) Zbl 07697714 Stat. Pap. 64, No. 1, 285-319 (2023). MSC: 60G10 62M10 PDFBibTeX XMLCite \textit{F. Maddanu}, Stat. Pap. 64, No. 1, 285--319 (2023; Zbl 07697714) Full Text: DOI
Truquet, Lionel Strong mixing properties of discrete-valued time series with exogenous covariates. (English) Zbl 07686798 Stochastic Processes Appl. 160, 294-317 (2023). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{L. Truquet}, Stochastic Processes Appl. 160, 294--317 (2023; Zbl 07686798) Full Text: DOI arXiv
Zhang, Zhongwei; Krainski, Elias; Zhong, Peng; Rue, Harvard; Huser, Raphaël Joint modeling and prediction of massive spatio-temporal wildfire count and burnt area data with the INLA-SPDE approach. (English) Zbl 07685224 Extremes 26, No. 2, 339-351 (2023). MSC: 62P12 62M30 60G70 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Extremes 26, No. 2, 339--351 (2023; Zbl 07685224) Full Text: DOI arXiv
Meynard, Adrien; Torrésani, Bruno Synthesis-based time-scale transforms for non-stationary signals. (English) Zbl 1512.94028 Appl. Comput. Harmon. Anal. 65, 112-136 (2023). MSC: 94A12 62M10 62M15 PDFBibTeX XMLCite \textit{A. Meynard} and \textit{B. Torrésani}, Appl. Comput. Harmon. Anal. 65, 112--136 (2023; Zbl 1512.94028) Full Text: DOI arXiv
Cavicchioli, Maddalena Spectral analysis of Markov switching GARCH models with statistical inference. (English) Zbl 07677031 Scand. J. Stat. 50, No. 1, 102-119 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Cavicchioli}, Scand. J. Stat. 50, No. 1, 102--119 (2023; Zbl 07677031) Full Text: DOI
Im, Kyung So; Pesaran, M. Hashem; Shin, Yongcheol Reflections on “Testing for unit roots in heterogeneous panels”. (English) Zbl 07674643 J. Econom. 234, Suppl., 111-114 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{K. S. Im} et al., J. Econom. 234, 111--114 (2023; Zbl 07674643) Full Text: DOI
Planinić, Hrvoje Palm theory for extremes of stationary regularly varying time series and random fields. (English) Zbl 07658859 Extremes 26, No. 1, 45-82 (2023). MSC: 62Exx PDFBibTeX XMLCite \textit{H. Planinić}, Extremes 26, No. 1, 45--82 (2023; Zbl 07658859) Full Text: DOI arXiv
Garbuzov, Boris; Zhou, Zhou Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series. (English) Zbl 1498.62054 J. Stat. Plann. Inference 223, 53-62 (2023). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{B. Garbuzov} and \textit{Z. Zhou}, J. Stat. Plann. Inference 223, 53--62 (2023; Zbl 1498.62054) Full Text: DOI
Tan, Songhua; Zhu, Qianqian On dual-asymmetry linear double AR models. (English) Zbl 07585559 Stat. Interface 16, No. 1, 3-16 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Tan} and \textit{Q. Zhu}, Stat. Interface 16, No. 1, 3--16 (2023; Zbl 07585559) Full Text: DOI
Silveira, A. G.; Mattos, V. L. D.; Nakamura, L. R.; Amaral, M. C.; Konrath, A. C.; Bornia, A. C. Analysis of \(p\)-value determined using the \(\tau\)-statistic in the application of the augmented Dickey-Fuller test. (Análise do valor-\(p\) determinado pela estatística \(\tau\) na aplicação do teste de Dickey-Fuller aumentado.) (Portuguese. English summary) Zbl 1525.62039 Trends Comput. Appl. Math. 23, No. 2, 283-298 (2022). MSC: 62M10 PDFBibTeX XMLCite \textit{A. G. Silveira} et al., Trends Comput. Appl. Math. 23, No. 2, 283--298 (2022; Zbl 1525.62039) Full Text: Link
Benedetti, Marco H.; Berrocal, Veronica J.; Narisetty, Naveen N. Identifying regions of inhomogeneities in spatial processes via an M-RA and mixture priors. (English) Zbl 1520.62135 Biometrics 78, No. 2, 798-811 (2022). MSC: 62P10 PDFBibTeX XMLCite \textit{M. H. Benedetti} et al., Biometrics 78, No. 2, 798--811 (2022; Zbl 1520.62135) Full Text: DOI arXiv
Huang, Xin; Shang, Han Lin; Pitt, David Permutation entropy and its variants for measuring temporal dependence. (English) Zbl 1521.62149 Aust. N. Z. J. Stat. 64, No. 4, 442-477 (2022). MSC: 62M10 62B10 62P20 PDFBibTeX XMLCite \textit{X. Huang} et al., Aust. N. Z. J. Stat. 64, No. 4, 442--477 (2022; Zbl 1521.62149) Full Text: DOI OA License
Quineche, Ricardo Consumption, aggregate wealth and expected stock returns: a quantile cointegration approach. (English) Zbl 07681753 Stud. Nonlinear Dyn. Econom. 26, No. 5, 693-703 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{R. Quineche}, Stud. Nonlinear Dyn. Econom. 26, No. 5, 693--703 (2022; Zbl 07681753) Full Text: DOI
Gogebakan, Kemal Caglar Rescaled variance tests for seasonal stationarity. (English) Zbl 07681747 Stud. Nonlinear Dyn. Econom. 26, No. 4, 617-633 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{K. C. Gogebakan}, Stud. Nonlinear Dyn. Econom. 26, No. 4, 617--633 (2022; Zbl 07681747) Full Text: DOI
Nazlioglu, Saban; Lee, Junsoo; Karul, Cagin; You, Yu Testing for stationarity with covariates: more powerful tests with non-normal errors. (English) Zbl 07679713 Stud. Nonlinear Dyn. Econom. 26, No. 2, 191-203 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Nazlioglu} et al., Stud. Nonlinear Dyn. Econom. 26, No. 2, 191--203 (2022; Zbl 07679713) Full Text: DOI
Safikhani, Abolfazl; Shojaie, Ali Joint structural break detection and parameter estimation in high-dimensional nonstationary VAR models. (English) Zbl 1506.62372 J. Am. Stat. Assoc. 117, No. 537, 251-264 (2022). MSC: 62M10 62F10 62F12 PDFBibTeX XMLCite \textit{A. Safikhani} and \textit{A. Shojaie}, J. Am. Stat. Assoc. 117, No. 537, 251--264 (2022; Zbl 1506.62372) Full Text: DOI arXiv
Ruiz, Esther; Poncela, Pilar Factor extraction in dynamic factor models: Kalman filter versus principal components. (English) Zbl 07644938 Found. Trends Econom. 12, No. 2, 121-231 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{E. Ruiz} and \textit{P. Poncela}, Found. Trends Econom. 12, No. 2, 121--231 (2022; Zbl 07644938) Full Text: DOI
Németh, László; Hübnerová, Zuzana; Zempléni, András Comparison of trend detection methods in GEV models. (English) Zbl 07632212 Commun. Stat., Simulation Comput. 51, No. 11, 6398-6413 (2022). MSC: 62G32 62F40 60G70 62M10 PDFBibTeX XMLCite \textit{L. Németh} et al., Commun. Stat., Simulation Comput. 51, No. 11, 6398--6413 (2022; Zbl 07632212) Full Text: DOI
Elayouty, Amira; Scott, Marian; Miller, Claire Time-varying functional principal components for non-stationary \(\text{EpCO}_2\) in freshwater systems. (English) Zbl 07632107 J. Agric. Biol. Environ. Stat. 27, No. 3, 506-522 (2022). MSC: 62P12 PDFBibTeX XMLCite \textit{A. Elayouty} et al., J. Agric. Biol. Environ. Stat. 27, No. 3, 506--522 (2022; Zbl 07632107) Full Text: DOI
Terdik, György H. Spatiotemporal covariance functions for Laplacian ARMA fields in higher dimensions. (English) Zbl 07618875 Theory Probab. Math. Stat. 107, 111-132 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{G. H. Terdik}, Theory Probab. Math. Stat. 107, 111--132 (2022; Zbl 07618875) Full Text: DOI
Shahela, Fahmida Akter; Uddin, Nizam Transfer function model for COVID-19 deaths in USA using case counts as input series. (English) Zbl 1496.62192 Bull. Malays. Math. Sci. Soc. (2) 45, Suppl. 1, 461-475 (2022). MSC: 62P10 62M10 62M20 PDFBibTeX XMLCite \textit{F. A. Shahela} and \textit{N. Uddin}, Bull. Malays. Math. Sci. Soc. (2) 45, 461--475 (2022; Zbl 1496.62192) Full Text: DOI
Qi, Zhengling; Cui, Ying; Liu, Yufeng; Pang, Jong-Shi Asymptotic properties of stationary solutions of coupled nonconvex nonsmooth empirical risk minimization. (English) Zbl 07592368 Math. Oper. Res. 47, No. 3, 2034-2064 (2022). MSC: 62F12 90C26 49J52 PDFBibTeX XMLCite \textit{Z. Qi} et al., Math. Oper. Res. 47, No. 3, 2034--2064 (2022; Zbl 07592368) Full Text: DOI arXiv
Cohen, E. A. K.; Gibberd, A. J. Wavelet spectra for multivariate point processes. (English) Zbl 07582655 Biometrika 109, No. 3, 837-851 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{E. A. K. Cohen} and \textit{A. J. Gibberd}, Biometrika 109, No. 3, 837--851 (2022; Zbl 07582655) Full Text: DOI arXiv
Ravagli, Davide; Boshnakov, Georgi N. Bayesian analysis of mixture autoregressive models covering the complete parameter space. (English) Zbl 1505.62333 Comput. Stat. 37, No. 3, 1399-1433 (2022). MSC: 62-08 62M10 62F15 PDFBibTeX XMLCite \textit{D. Ravagli} and \textit{G. N. Boshnakov}, Comput. Stat. 37, No. 3, 1399--1433 (2022; Zbl 1505.62333) Full Text: DOI arXiv
Li, Jie; Wang, Jiangyan; Yang, Lijian Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function. (English) Zbl 1505.62246 Comput. Stat. 37, No. 3, 1015-1039 (2022). MSC: 62-08 62G08 62G07 62G15 62M10 PDFBibTeX XMLCite \textit{J. Li} et al., Comput. Stat. 37, No. 3, 1015--1039 (2022; Zbl 1505.62246) Full Text: DOI
Chen, Huaping; Li, Qi; Zhu, Fukang A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation. (English) Zbl 1490.62235 AStA, Adv. Stat. Anal. 106, No. 2, 243-270 (2022). MSC: 62M10 62F12 62P10 PDFBibTeX XMLCite \textit{H. Chen} et al., AStA, Adv. Stat. Anal. 106, No. 2, 243--270 (2022; Zbl 1490.62235) Full Text: DOI
Presno, María José; Landajo, Manuel; Fernandez-Gonzalez, Paula Nonparametric panel stationarity testing with an application to crude oil production. (English) Zbl 07549103 J. Appl. Stat. 49, No. 4, 1033-1048 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{M. J. Presno} et al., J. Appl. Stat. 49, No. 4, 1033--1048 (2022; Zbl 07549103) Full Text: DOI
Zheng, Xiaotian; Kottas, Athanasios; Sansó, Bruno On construction and estimation of stationary mixture transition distribution models. (English) Zbl 07546476 J. Comput. Graph. Stat. 31, No. 1, 283-293 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Zheng} et al., J. Comput. Graph. Stat. 31, No. 1, 283--293 (2022; Zbl 07546476) Full Text: DOI arXiv
Safikhani, Abolfazl; Bai, Yue; Michailidis, George Fast and scalable algorithm for detection of structural breaks in big VAR models. (English) Zbl 07546468 J. Comput. Graph. Stat. 31, No. 1, 176-189 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Safikhani} et al., J. Comput. Graph. Stat. 31, No. 1, 176--189 (2022; Zbl 07546468) Full Text: DOI
Bapat, Sudeep R. An alternative measure of positive correlation for bivariate time series. (English) Zbl 1490.62227 Commun. Stat., Simulation Comput. 51, No. 6, 3252-3258 (2022). MSC: 62M10 62H20 PDFBibTeX XMLCite \textit{S. R. Bapat}, Commun. Stat., Simulation Comput. 51, No. 6, 3252--3258 (2022; Zbl 1490.62227) Full Text: DOI
Korkas, Karolos K. Ensemble binary segmentation for irregularly spaced data with change-points. (English) Zbl 1485.62121 J. Korean Stat. Soc. 51, No. 1, 65-86 (2022). MSC: 62M10 PDFBibTeX XMLCite \textit{K. K. Korkas}, J. Korean Stat. Soc. 51, No. 1, 65--86 (2022; Zbl 1485.62121) Full Text: DOI arXiv
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
Almohaimeed, Bader S. Moment conditions for the periodic integer-valued autoregressive model. (English) Zbl 1499.62338 Int. J. Math. Comput. Sci. 17, No. 2, 685-693 (2022). MSC: 62M20 60E05 60J80 60G10 PDFBibTeX XMLCite \textit{B. S. Almohaimeed}, Int. J. Math. Comput. Sci. 17, No. 2, 685--693 (2022; Zbl 1499.62338) Full Text: Link
Blasques, Francisco; van Brummelen, Janneke; Koopman, Siem Jan; Lucas, André Maximum likelihood estimation for score-driven models. (English) Zbl 07491163 J. Econom. 227, No. 2, 325-346 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{F. Blasques} et al., J. Econom. 227, No. 2, 325--346 (2022; Zbl 07491163) Full Text: DOI Link
Wang, Guochang; Zhu, Ke; Li, Guodong; Li, Wai Keung Hybrid quantile estimation for asymmetric power GARCH models. (English) Zbl 07491159 J. Econom. 227, No. 1, 264-284 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{G. Wang} et al., J. Econom. 227, No. 1, 264--284 (2022; Zbl 07491159) Full Text: DOI arXiv
Francq, Christian; Zakoïan, Jean-Michel Testing the existence of moments for GARCH processes. (English) Zbl 07491148 J. Econom. 227, No. 1, 47-64 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{C. Francq} and \textit{J.-M. Zakoïan}, J. Econom. 227, No. 1, 47--64 (2022; Zbl 07491148) Full Text: DOI Link
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
Bean, Brennan; Sun, Yan; Maguire, Marc Interval-valued kriging for geostatistical mapping with imprecise inputs. (English) Zbl 1483.86011 Int. J. Approx. Reasoning 140, 31-51 (2022). Reviewer: Wolfgang Näther (Freiberg) MSC: 86A32 65G40 62J86 62M30 62P12 PDFBibTeX XMLCite \textit{B. Bean} et al., Int. J. Approx. Reasoning 140, 31--51 (2022; Zbl 1483.86011) Full Text: DOI arXiv
Neumann, Michael H. Bootstrap for integer-valued GARCH\((p,q)\) processes. (English) Zbl 07801605 Stat. Neerl. 75, No. 3, 343-363 (2021). MSC: 62Gxx 62Mxx 60Gxx PDFBibTeX XMLCite \textit{M. H. Neumann}, Stat. Neerl. 75, No. 3, 343--363 (2021; Zbl 07801605) Full Text: DOI OA License
Vila, Roberto; Saulo, Helton; Roldan, Jamer On some properties of the bimodal normal distribution and its bivariate version. (English) Zbl 1527.62018 Chil. J. Stat. 12, No. 2, 125-144 (2021). MSC: 62E15 62F10 60F05 PDFBibTeX XMLCite \textit{R. Vila} et al., Chil. J. Stat. 12, No. 2, 125--144 (2021; Zbl 1527.62018) Full Text: arXiv Link
Shaw, Thomas; Møller, Jesper; Waagepetersen, Rasmus Plenge Globally intensity-reweighted estimators for \(K\)- and pair correlation functions. (English) Zbl 1521.62184 Aust. N. Z. J. Stat. 63, No. 1, 93-118 (2021). MSC: 62M30 60G55 62G07 62M09 PDFBibTeX XMLCite \textit{T. Shaw} et al., Aust. N. Z. J. Stat. 63, No. 1, 93--118 (2021; Zbl 1521.62184) Full Text: DOI arXiv
Nitha, Kunnathully Unnikrishnan; Krishnarani, Sreekrishnanilayam Devakiamma On a class of time series model with double Lindley distribution as marginals. (English) Zbl 07690426 Statistica 81, No. 4, 365-382 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{K. U. Nitha} and \textit{S. D. Krishnarani}, Statistica 81, No. 4, 365--382 (2021; Zbl 07690426) Full Text: DOI
Hsu, Shih-Hsun Disentangling the source of non-stationarity in a panel of seasonal data. (English) Zbl 07676033 Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20180075, 18 p. (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S.-H. Hsu}, Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20180075, 18 p. (2021; Zbl 07676033) Full Text: DOI
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
Omay, Tolga; Baleanu, Dumitru Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19. (English) Zbl 1494.62018 Adv. Difference Equ. 2021, Paper No. 167, 33 p. (2021). MSC: 62M10 62M07 62M15 62P05 92D30 PDFBibTeX XMLCite \textit{T. Omay} and \textit{D. Baleanu}, Adv. Difference Equ. 2021, Paper No. 167, 33 p. (2021; Zbl 1494.62018) Full Text: DOI
Li, Kexuan; Polunchenko, Aleksey S.; Pepelyshev, Andrey Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval. (English) Zbl 1497.60112 Commun. Stat., Simulation Comput. 50, No. 9, 2705-2720 (2021). MSC: 60J60 60J65 62L10 PDFBibTeX XMLCite \textit{K. Li} et al., Commun. Stat., Simulation Comput. 50, No. 9, 2705--2720 (2021; Zbl 1497.60112) Full Text: DOI arXiv Link
Poignard, Benjamin; Fermanian, Jean-David High-dimensional penalized ARCH processes. (English) Zbl 1490.62264 Econom. Rev. 40, No. 1, 86-107 (2021). MSC: 62M10 62H12 62J07 62P05 91G10 PDFBibTeX XMLCite \textit{B. Poignard} and \textit{J.-D. Fermanian}, Econom. Rev. 40, No. 1, 86--107 (2021; Zbl 1490.62264) Full Text: DOI
Trapani, Lorenzo Testing for strict stationarity in a random coefficient autoregressive model. (English) Zbl 1480.62182 Econom. Rev. 40, No. 3, 220-256 (2021). MSC: 62M10 62G10 62P20 PDFBibTeX XMLCite \textit{L. Trapani}, Econom. Rev. 40, No. 3, 220--256 (2021; Zbl 1480.62182) Full Text: DOI arXiv Link
Dahl, Christian M.; Iglesias, Emma M. Asymptotic normality of the MLE in the level-effect ARCH model. (English) Zbl 1477.62237 Stat. Pap. 62, No. 1, 117-135 (2021). MSC: 62M10 62F12 62P20 PDFBibTeX XMLCite \textit{C. M. Dahl} and \textit{E. M. Iglesias}, Stat. Pap. 62, No. 1, 117--135 (2021; Zbl 1477.62237) Full Text: DOI
Bibi, Abdelouahab QML estimation of asymmetric Markov switching GARCH(\(p,q\)) processes. (English) Zbl 1477.62234 Commun. Math. Stat. 9, No. 4, 405-438 (2021). MSC: 62M10 62M05 62F12 62P20 PDFBibTeX XMLCite \textit{A. Bibi}, Commun. Math. Stat. 9, No. 4, 405--438 (2021; Zbl 1477.62234) Full Text: DOI
Bibi, Abdelouahab Asymptotic properties of QMLE for seasonal threshold GARCH model with periodic coefficients. (English) Zbl 1476.62178 Stat. Methods Appl. 30, No. 2, 477-514 (2021). MSC: 62M10 62F12 62P20 PDFBibTeX XMLCite \textit{A. Bibi}, Stat. Methods Appl. 30, No. 2, 477--514 (2021; Zbl 1476.62178) Full Text: DOI
Wilson, Rebecca E.; Eckley, Idris A.; Nunes, Matthew A.; Park, Timothy A wavelet-based approach for imputation in nonstationary multivariate time series. (English) Zbl 1475.62067 Stat. Comput. 31, No. 2, Paper No. 18, 18 p. (2021). MSC: 62-08 62D10 62M10 PDFBibTeX XMLCite \textit{R. E. Wilson} et al., Stat. Comput. 31, No. 2, Paper No. 18, 18 p. (2021; Zbl 1475.62067) Full Text: DOI
Karachanskaya, Elena Random harmonic processes with new properties. (English) Zbl 1483.60055 Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 243-252 (2021). MSC: 60G10 62M15 PDFBibTeX XMLCite \textit{E. Karachanskaya}, Springer Proc. Math. Stat. 358, 243--252 (2021; Zbl 1483.60055) Full Text: DOI
Rockova, Veronika; McAlinn, Kenichiro Dynamic variable selection with spike-and-slab process priors. (English) Zbl 1480.62132 Bayesian Anal. 16, No. 1, 233-269 (2021). MSC: 62H30 62M10 62F07 PDFBibTeX XMLCite \textit{V. Rockova} and \textit{K. McAlinn}, Bayesian Anal. 16, No. 1, 233--269 (2021; Zbl 1480.62132) Full Text: DOI arXiv Euclid
Smetanina, Ekaterina; Wu, Wei Biao Asymptotic theory for QMLE for the real-time GARCH\((1,1)\) model. (English) Zbl 1476.62193 J. Time Ser. Anal. 42, No. 5-6, 752-776 (2021). MSC: 62M10 62F12 62E20 PDFBibTeX XMLCite \textit{E. Smetanina} and \textit{W. B. Wu}, J. Time Ser. Anal. 42, No. 5--6, 752--776 (2021; Zbl 1476.62193) Full Text: DOI
Ferreira, Guillermo; Mateu, Jorge; Vilar, Jose A.; Muñoz, Joel Bootstrapping regression models with locally stationary disturbances. (English) Zbl 1474.62184 Test 30, No. 2, 341-363 (2021). MSC: 62H12 62J05 62M10 PDFBibTeX XMLCite \textit{G. Ferreira} et al., Test 30, No. 2, 341--363 (2021; Zbl 1474.62184) Full Text: DOI
Launay, Claire; Desolneux, Agnès; Galerne, Bruno Determinantal point processes for image processing. (English) Zbl 1474.60134 SIAM J. Imaging Sci. 14, No. 1, 304-348 (2021). MSC: 60G55 62M40 68U10 94A08 PDFBibTeX XMLCite \textit{C. Launay} et al., SIAM J. Imaging Sci. 14, No. 1, 304--348 (2021; Zbl 1474.60134) Full Text: DOI
Trapani, Lorenzo A test for strict stationarity in a random coefficient autoregressive model of order 1. (English) Zbl 1473.62075 Stat. Probab. Lett. 177, Article ID 109164, 9 p. (2021). MSC: 62F05 62M10 PDFBibTeX XMLCite \textit{L. Trapani}, Stat. Probab. Lett. 177, Article ID 109164, 9 p. (2021; Zbl 1473.62075) Full Text: DOI
Debaly, Zinsou Max; Truquet, Lionel A note on the stability of multivariate non-linear time series with an application to time series of counts. (English) Zbl 1473.62304 Stat. Probab. Lett. 179, Article ID 109196, 7 p. (2021). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{Z. M. Debaly} and \textit{L. Truquet}, Stat. Probab. Lett. 179, Article ID 109196, 7 p. (2021; Zbl 1473.62304) Full Text: DOI
Zhang, Shibin A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics. (English) Zbl 1477.62144 J. Stat. Plann. Inference 215, 109-126 (2021). MSC: 62H15 62M15 62M10 PDFBibTeX XMLCite \textit{S. Zhang}, J. Stat. Plann. Inference 215, 109--126 (2021; Zbl 1477.62144) Full Text: DOI
Qin, Ruibing; Luo, Xinxin; Yang, Wei Wilcoxon rank test for change in persistence. (English) Zbl 1477.62227 Statistics 55, No. 3, 514-531 (2021). MSC: 62M07 62M10 62P20 PDFBibTeX XMLCite \textit{R. Qin} et al., Statistics 55, No. 3, 514--531 (2021; Zbl 1477.62227) Full Text: DOI
Ke, Chengyu; Ahn, Miju; Shin, Sunyoung; Lou, Yifei Iteratively reweighted group Lasso based on log-composite regularization. (English) Zbl 1476.62157 SIAM J. Sci. Comput. 43, No. 5, S655-S678 (2021). MSC: 62J07 62-08 65K05 90C26 92C60 92D10 PDFBibTeX XMLCite \textit{C. Ke} et al., SIAM J. Sci. Comput. 43, No. 5, S655--S678 (2021; Zbl 1476.62157) Full Text: DOI
Cui, Yan; Levine, Michael; Zhou, Zhou Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach. (English) Zbl 1476.62077 Electron. J. Stat. 15, No. 2, 4264-4294 (2021). MSC: 62G10 62G15 62G05 PDFBibTeX XMLCite \textit{Y. Cui} et al., Electron. J. Stat. 15, No. 2, 4264--4294 (2021; Zbl 1476.62077) Full Text: DOI arXiv Link
van Delft, Anne; Characiejus, Vaidotas; Dette, Holger A nonparametric test for stationarity in functional time series. (English) Zbl 1475.62291 Stat. Sin. 31, No. 3, 1375-1395 (2021). MSC: 62R10 62M10 62M15 62G10 60G10 PDFBibTeX XMLCite \textit{A. van Delft} et al., Stat. Sin. 31, No. 3, 1375--1395 (2021; Zbl 1475.62291) Full Text: DOI arXiv
Ghezal, Ahmed QMLE for periodic time-varying asymmetric log GARCH models. (English) Zbl 1475.62237 Commun. Math. Stat. 9, No. 3, 273-297 (2021). MSC: 62M10 62M15 62F12 62P20 PDFBibTeX XMLCite \textit{A. Ghezal}, Commun. Math. Stat. 9, No. 3, 273--297 (2021; Zbl 1475.62237) Full Text: DOI
Allaoui, Soumaya; Bouzebda, Salim; Chesneau, Christophe; Liu, Jicheng Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence. (English) Zbl 1472.62031 J. Nonparametric Stat. 33, No. 2, 170-196 (2021). MSC: 62E20 62H12 62G09 42C40 PDFBibTeX XMLCite \textit{S. Allaoui} et al., J. Nonparametric Stat. 33, No. 2, 170--196 (2021; Zbl 1472.62031) Full Text: DOI
Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph Mixtures of nonlinear Poisson autoregressions. (English) Zbl 1468.62334 J. Time Ser. Anal. 42, No. 1, 107-135 (2021). MSC: 62M10 62B10 60G15 60B12 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Time Ser. Anal. 42, No. 1, 107--135 (2021; Zbl 1468.62334) Full Text: DOI Link
Sun, Yuying; Hong, Yongmiao; Lee, Tae-Hwy; Wang, Shouyang; Zhang, Xinyu Time-varying model averaging. (English) Zbl 1471.62543 J. Econom. 222, No. 2, 974-992 (2021). MSC: 62P20 62J05 62M10 62M20 PDFBibTeX XMLCite \textit{Y. Sun} et al., J. Econom. 222, No. 2, 974--992 (2021; Zbl 1471.62543) Full Text: DOI Link
Virta, Joni; Nordhausen, Klaus Determining the signal dimension in second order source separation. (English) Zbl 1464.62227 Stat. Sin. 31, No. 1, 135-156 (2021). MSC: 62F03 62F12 60H40 PDFBibTeX XMLCite \textit{J. Virta} and \textit{K. Nordhausen}, Stat. Sin. 31, No. 1, 135--156 (2021; Zbl 1464.62227) Full Text: arXiv
Nasari, Masoud M.; Ould-Haye, Mohamedou A consistent estimator for skewness of partial sums of dependent data. (English) Zbl 1461.62159 Stat. Probab. Lett. 171, Article ID 109021, 12 p. (2021). MSC: 62M10 62M09 62F10 60F05 PDFBibTeX XMLCite \textit{M. M. Nasari} and \textit{M. Ould-Haye}, Stat. Probab. Lett. 171, Article ID 109021, 12 p. (2021; Zbl 1461.62159) Full Text: DOI arXiv
Mandjes, M.; Ravner, L. Hypothesis testing for a Lévy-driven storage system by Poisson sampling. (English) Zbl 1475.60191 Stochastic Processes Appl. 133, 41-73 (2021). MSC: 60K30 60G51 62G10 PDFBibTeX XMLCite \textit{M. Mandjes} and \textit{L. Ravner}, Stochastic Processes Appl. 133, 41--73 (2021; Zbl 1475.60191) Full Text: DOI arXiv
Barczy, Mátyás; Basrak, Bojan; Kevei, Péter; Pap, Gyula; Planinić, Hrvoje Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration. (English) Zbl 1475.60162 Stochastic Processes Appl. 132, 33-75 (2021). MSC: 60J80 62F12 60G55 PDFBibTeX XMLCite \textit{M. Barczy} et al., Stochastic Processes Appl. 132, 33--75 (2021; Zbl 1475.60162) Full Text: DOI arXiv
Voutilainen, Marko; Ilmonen, Pauliina; Torres, Soledad; Tudor, Ciprian; Viitasaari, Lauri On the ARCH model with stationary liquidity. (English) Zbl 1473.62318 Metrika 84, No. 2, 195-224 (2021). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{M. Voutilainen} et al., Metrika 84, No. 2, 195--224 (2021; Zbl 1473.62318) Full Text: DOI
Bakouch, Hassan S.; Sunecher, Y.; Mamode Khan, N.; Jowaheer, V. A non-stationary bivariate INAR(1) process with a simple cross-dependence: estimation with some properties. (English) Zbl 1521.62140 Aust. N. Z. J. Stat. 62, No. 1, 25-48 (2020). MSC: 62M10 62H12 62J12 PDFBibTeX XMLCite \textit{H. S. Bakouch} et al., Aust. N. Z. J. Stat. 62, No. 1, 25--48 (2020; Zbl 1521.62140) Full Text: DOI
Ielpo, Florian; Kniahin, Mikita Fundamental bubbles in equity markets. (English) Zbl 1497.91294 Soft Comput. 24, No. 18, 13769-13796 (2020). MSC: 91G15 62P05 62H25 PDFBibTeX XMLCite \textit{F. Ielpo} and \textit{M. Kniahin}, Soft Comput. 24, No. 18, 13769--13796 (2020; Zbl 1497.91294) Full Text: DOI
Pollock, Murray; Fearnhead, Paul; Johansen, Adam M.; Roberts, Gareth O. Quasi-stationary Monte Carlo and the ScaLE algorithm. (English) Zbl 07554789 J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 5, 1167-1221 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Pollock} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 5, 1167--1221 (2020; Zbl 07554789) Full Text: DOI arXiv
Wang, Xi; Chen, Songnian Semiparametric estimation of generalized transformation panel data models with nonstationary error. (English) Zbl 07546379 Econom. J. 23, No. 3, 386-402 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Wang} and \textit{S. Chen}, Econom. J. 23, No. 3, 386--402 (2020; Zbl 07546379) Full Text: DOI
Bapat, Sudeep R. A new correlation for bivariate time series with a higher order of integration. (English) Zbl 1489.62267 Commun. Stat., Simulation Comput. 49, No. 10, 2546-2558 (2020). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{S. R. Bapat}, Commun. Stat., Simulation Comput. 49, No. 10, 2546--2558 (2020; Zbl 1489.62267) Full Text: DOI
Kheifets, Igor L.; Saikkonen, Pentti J. Stationarity and ergodicity of vector STAR models. (English) Zbl 1490.62255 Econom. Rev. 39, No. 4, 407-414 (2020). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{I. L. Kheifets} and \textit{P. J. Saikkonen}, Econom. Rev. 39, No. 4, 407--414 (2020; Zbl 1490.62255) Full Text: DOI arXiv
Sangaré, Harouna; Lo, Gane Samb; Traoré, Mamadou Cherif Moctar Arbitrary functional Glivenko-Cantelli classes and applications to different types of dependence. (English) Zbl 1490.60076 Far East J. Theor. Stat. 60, No. 1-2, 41-62 (2020). Reviewer: Viktor Ohanyan (Erevan) MSC: 60G10 60F15 62G20 PDFBibTeX XMLCite \textit{H. Sangaré} et al., Far East J. Theor. Stat. 60, No. 1--2, 41--62 (2020; Zbl 1490.60076) Full Text: DOI arXiv
Lara, Idemauro A. R.; Moral, Rafael A.; Taconeli, Cesar A.; Reigada, Carolina; Hinde, John A generalized transition model for grouped longitudinal categorical data. (English) Zbl 1464.62451 Biom. J. 62, No. 8, 1837-1858 (2020). MSC: 62P10 PDFBibTeX XMLCite \textit{I. A. R. Lara} et al., Biom. J. 62, No. 8, 1837--1858 (2020; Zbl 1464.62451) Full Text: DOI Link
Chen, Huaping; Li, Qi; Zhu, Fukang Two classes of dynamic binomial integer-valued ARCH models. (English) Zbl 1467.62141 Braz. J. Probab. Stat. 34, No. 4, 685-711 (2020). MSC: 62M10 62N05 60G10 62P10 62P35 86A10 92B15 PDFBibTeX XMLCite \textit{H. Chen} et al., Braz. J. Probab. Stat. 34, No. 4, 685--711 (2020; Zbl 1467.62141) Full Text: DOI Euclid
Ilmonen, Pauliina; Torres, Soledad; Viitasaari, Lauri Oscillating Gaussian processes. (English) Zbl 1459.60082 Stat. Inference Stoch. Process. 23, No. 3, 571-593 (2020). MSC: 60G15 60F05 60F25 62F10 62F12 PDFBibTeX XMLCite \textit{P. Ilmonen} et al., Stat. Inference Stoch. Process. 23, No. 3, 571--593 (2020; Zbl 1459.60082) Full Text: DOI arXiv