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
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
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
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
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
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
Yeh, Hsiaw-Chan Four general multivariate stationary extremal Markovian processes. (English) Zbl 1386.60069 Commun. Stat., Simulation Comput. 46, No. 1, 16-37 (2017). MSC: 60E10 60J05 62M10 PDFBibTeX XMLCite \textit{H.-C. Yeh}, Commun. Stat., Simulation Comput. 46, No. 1, 16--37 (2017; Zbl 1386.60069) Full Text: DOI
Kuo, Kun-Lin; Wang, Yuchung J. A fresh look at the running time analysis for the Gibbs sampler. (English) Zbl 1268.65010 Commun. Stat., Simulation Comput. 42, No. 8, 1815-1823 (2013). MSC: 65C40 60J10 PDFBibTeX XMLCite \textit{K.-L. Kuo} and \textit{Y. J. Wang}, Commun. Stat., Simulation Comput. 42, No. 8, 1815--1823 (2013; Zbl 1268.65010) Full Text: DOI
Gott, Aimee N.; Eckley, Idris A. A note on the effect of wavelet choice on the estimation of the evolutionary wavelet spectrum. (English) Zbl 1327.62465 Commun. Stat., Simulation Comput. 42, No. 2, 393-406 (2013). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{A. N. Gott} and \textit{I. A. Eckley}, Commun. Stat., Simulation Comput. 42, No. 2, 393--406 (2013; Zbl 1327.62465) Full Text: DOI
Lu, Zhiping; Guegan, Dominique Estimation of time-varying long memory parameter using wavelet method. (English) Zbl 1217.62135 Commun. Stat., Simulation Comput. 40, No. 4, 596-613 (2011). MSC: 62M10 65T60 62P05 60G99 62M09 65C60 91G70 PDFBibTeX XMLCite \textit{Z. Lu} and \textit{D. Guegan}, Commun. Stat., Simulation Comput. 40, No. 4, 596--613 (2011; Zbl 1217.62135) Full Text: DOI
Bellini, Fabio; Bottolo, Leonardo Misspecification and domain issues in fitting \(\operatorname{GARCH}(1,1)\) models: a Monte Carlo investigation. (English) Zbl 1161.62053 Commun. Stat., Simulation Comput. 38, No. 1, 31-45 (2009). MSC: 62M10 65C05 62P05 62G30 PDFBibTeX XMLCite \textit{F. Bellini} and \textit{L. Bottolo}, Commun. Stat., Simulation Comput. 38, No. 1, 31--45 (2009; Zbl 1161.62053) Full Text: DOI
Pfeifer, Phillip E.; Deutsch, Stuart Jay Stationarity and invertibility regions for low order STARMA models. (English) Zbl 0463.62077 Commun. Stat., Simulation Comput. B9, 551-562 (1980). MSC: 62M10 93E12 PDFBibTeX XMLCite \textit{P. E. Pfeifer} and \textit{S. J. Deutsch}, Commun. Stat., Simulation Comput. B9, 551--562 (1980; Zbl 0463.62077) Full Text: DOI
Voss, D. A.; Oprian, C. A.; Aroian, L. A. Moving average models. Time series in m-dimensions. (English) Zbl 0453.62079 Commun. Stat., Simulation Comput. B9, 467-489 (1980). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{D. A. Voss} et al., Commun. Stat., Simulation Comput. B9, 467--489 (1980; Zbl 0453.62079) Full Text: DOI
Taneja, Vidya S.; Aroian, Leo A. Time series in m dimensions: Autoregressive models. (English) Zbl 0453.62078 Commun. Stat., Simulation Comput. B9, 491-513 (1980). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{V. S. Taneja} and \textit{L. A. Aroian}, Commun. Stat., Simulation Comput. B9, 491--513 (1980; Zbl 0453.62078) Full Text: DOI
Aroian, Leo A. Time series in m-dimensions. Definition, problems and prospects. (English) Zbl 0453.62077 Commun. Stat., Simulation Comput. B9, 453-465 (1980). MSC: 62M10 PDFBibTeX XMLCite \textit{L. A. Aroian}, Commun. Stat., Simulation Comput. B9, 453--465 (1980; Zbl 0453.62077) Full Text: DOI