Bibi, Abdelouahab; Kimouche, Karima Whittle estimation in multivariate CCC-GARCH processes. (English) Zbl 07539754 Commun. Stat., Theory Methods 48, No. 15, 3921-3940 (2019). MSC: 62M10 62F10 62F12 62P20 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{K. Kimouche}, Commun. Stat., Theory Methods 48, No. 15, 3921--3940 (2019; Zbl 07539754) Full Text: DOI
Bibi, Abdelouahab; Ghezal, Ahmed QMLE of periodic time-varying bilinear-GARCH models. (English) Zbl 07539713 Commun. Stat., Theory Methods 48, No. 13, 3291-3310 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Ghezal}, Commun. Stat., Theory Methods 48, No. 13, 3291--3310 (2019; Zbl 07539713) Full Text: DOI
Guerbyenne, Hafida; Kessira, Abderrahim Power periodic threshold GARCH model: structure and estimation. (English) Zbl 1511.62219 Commun. Stat., Theory Methods 48, No. 19, 4834-4860 (2019). MSC: 62M10 60G10 60J05 62F12 62P20 PDFBibTeX XMLCite \textit{H. Guerbyenne} and \textit{A. Kessira}, Commun. Stat., Theory Methods 48, No. 19, 4834--4860 (2019; Zbl 1511.62219) Full Text: DOI
Jowaheer, V.; Khan, N. Mamode; Sunecher, Y. A BINAR(1) time-series model with cross-correlated COM-Poisson innovations. (English) Zbl 1402.62201 Commun. Stat., Theory Methods 47, No. 5, 1133-1154 (2018). MSC: 62M10 62H12 62P30 PDFBibTeX XMLCite \textit{V. Jowaheer} et al., Commun. Stat., Theory Methods 47, No. 5, 1133--1154 (2018; Zbl 1402.62201) Full Text: DOI
Aliat, Billel; Hamdi, Fayçal On Markov-switching periodic ARMA models. (English) Zbl 1462.62519 Commun. Stat., Theory Methods 47, No. 2, 344-364 (2018). MSC: 62M10 62M05 PDFBibTeX XMLCite \textit{B. Aliat} and \textit{F. Hamdi}, Commun. Stat., Theory Methods 47, No. 2, 344--364 (2018; Zbl 1462.62519) Full Text: DOI
Bibi, Abdelouahab; Ghezal, Ahmed Markov-switching BILINEAR-GARCH models: structure and estimation. (English) Zbl 1462.62526 Commun. Stat., Theory Methods 47, No. 2, 307-323 (2018). MSC: 62M10 62M05 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Ghezal}, Commun. Stat., Theory Methods 47, No. 2, 307--323 (2018; Zbl 1462.62526) Full Text: DOI
Ikeda, Shin S. A note on mixingale limit theorems and stable convergence in law. (English) Zbl 1386.60017 Commun. Stat., Theory Methods 46, No. 19, 9377-9387 (2017). MSC: 60B10 60F05 60F17 PDFBibTeX XMLCite \textit{S. S. Ikeda}, Commun. Stat., Theory Methods 46, No. 19, 9377--9387 (2017; Zbl 1386.60017) Full Text: DOI
Cavicchioli, Maddalena Third and fourth moments of vector autoregressions with regime switching. (English) Zbl 1368.62243 Commun. Stat., Theory Methods 46, No. 9, 4181-4194 (2017). MSC: 62M10 62M02 PDFBibTeX XMLCite \textit{M. Cavicchioli}, Commun. Stat., Theory Methods 46, No. 9, 4181--4194 (2017; Zbl 1368.62243) Full Text: DOI
Wu, Qunying An extension of almost sure central limit theorem for the maximum of stationary Gaussian random fields. (English) Zbl 1369.60020 Commun. Stat., Theory Methods 46, No. 8, 3667-3675 (2017). MSC: 60F15 60F05 60G60 60G15 60G10 PDFBibTeX XMLCite \textit{Q. Wu}, Commun. Stat., Theory Methods 46, No. 8, 3667--3675 (2017; Zbl 1369.60020) Full Text: DOI
Bouzebda, Salim; Didi, Sultana Additive regression model for stationary and ergodic continuous time processes. (English) Zbl 1380.62165 Commun. Stat., Theory Methods 46, No. 5, 2454-2493 (2017). MSC: 62G08 60G09 62G07 62G20 PDFBibTeX XMLCite \textit{S. Bouzebda} and \textit{S. Didi}, Commun. Stat., Theory Methods 46, No. 5, 2454--2493 (2017; Zbl 1380.62165) Full Text: DOI
Bouzebda, Salim; Didi, Sultana Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: asymptotic results. (English) Zbl 1360.62155 Commun. Stat., Theory Methods 46, No. 3, 1367-1406 (2017). MSC: 62G07 62G08 62G05 62G20 62H05 60G42 60G46 PDFBibTeX XMLCite \textit{S. Bouzebda} and \textit{S. Didi}, Commun. Stat., Theory Methods 46, No. 3, 1367--1406 (2017; Zbl 1360.62155) Full Text: DOI
Lin, Zhengyan; Pang, Tian-Xiao; Hwang, Kyo-Shin An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables. (English) Zbl 1343.60026 Commun. Stat., Theory Methods 45, No. 12, 3411-3420 (2016). MSC: 60F15 60F05 PDFBibTeX XMLCite \textit{Z. Lin} et al., Commun. Stat., Theory Methods 45, No. 12, 3411--3420 (2016; Zbl 1343.60026) Full Text: DOI
Pan, Baoguo; Chen, Min Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model. (English) Zbl 1343.62070 Commun. Stat., Theory Methods 45, No. 4, 1000-1013 (2016). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{B. Pan} and \textit{M. Chen}, Commun. Stat., Theory Methods 45, No. 4, 1000--1013 (2016; Zbl 1343.62070) Full Text: DOI
Niglio, Marcella; Vitale, Cosimo Damiano Threshold vector ARMA models. (English) Zbl 1332.62334 Commun. Stat., Theory Methods 44, No. 14, 2911-2923 (2015). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{M. Niglio} and \textit{C. D. Vitale}, Commun. Stat., Theory Methods 44, No. 14, 2911--2923 (2015; Zbl 1332.62334) Full Text: DOI
Arvanitis, Stelios; Louka, Alexandros Limit theory for the QMLE of the GQARCH (1,1) model. (English) Zbl 1329.60021 Commun. Stat., Theory Methods 44, No. 17, 3549-3575 (2015). MSC: 60F05 62F12 60G10 PDFBibTeX XMLCite \textit{S. Arvanitis} and \textit{A. Louka}, Commun. Stat., Theory Methods 44, No. 17, 3549--3575 (2015; Zbl 1329.60021) Full Text: DOI
Viseu, C.; Pereira, L.; Martins, A. P.; Ferreira, H. On the multivariate upcrossings index. (English) Zbl 1296.60136 Commun. Stat., Theory Methods 43, No. 6, 1277-1292 (2014). Reviewer: Michael Falk (Würzburg) MSC: 60G70 62H99 PDFBibTeX XMLCite \textit{C. Viseu} et al., Commun. Stat., Theory Methods 43, No. 6, 1277--1292 (2014; Zbl 1296.60136) Full Text: DOI arXiv
Zoia, Maria Grazia; Barbieri, Laura A short-cut derivation for the solution of autoregressive models from sharp algebraic arguments. (English) Zbl 1284.62580 Commun. Stat., Theory Methods 41, No. 19-20, 3704-3721 (2012). MSC: 62M10 PDFBibTeX XMLCite \textit{M. G. Zoia} and \textit{L. Barbieri}, Commun. Stat., Theory Methods 41, No. 19--20, 3704--3721 (2012; Zbl 1284.62580) Full Text: DOI
Zhang, Haixiang; Wang, Dehui; Zhu, Fukang Generalized RCINAR(1) process with signed thinning operator. (English) Zbl 1270.62125 Commun. Stat., Theory Methods 41, No. 10-12, 1750-1770 (2012). MSC: 62M10 62F40 60G10 PDFBibTeX XMLCite \textit{H. Zhang} et al., Commun. Stat., Theory Methods 41, No. 10--12, 1750--1770 (2012; Zbl 1270.62125) Full Text: DOI
Baek, J. S.; Choi, M. S.; Hwang, S. Y. A broad class of partially specified autoregressions on multi-casting data. (English) Zbl 1319.62188 Commun. Stat., Theory Methods 41, No. 1, 178-193 (2012). MSC: 62M10 PDFBibTeX XMLCite \textit{J. S. Baek} et al., Commun. Stat., Theory Methods 41, No. 1, 178--193 (2012; Zbl 1319.62188) Full Text: DOI
Ristić, Miroslav M.; Nastić, Aleksandar S.; Bakouch, Hassan S. Estimation in an integer-valued autoregressive process with negative binomial marginals(NBINAR(1)). (English) Zbl 1237.62125 Commun. Stat., Theory Methods 41, No. 4-6, 606-618 (2012). MSC: 62M10 62F10 62E20 65C60 62M15 PDFBibTeX XMLCite \textit{M. M. Ristić} et al., Commun. Stat., Theory Methods 41, No. 4--6, 606--618 (2012; Zbl 1237.62125) Full Text: DOI
Ventosa-Santaulària, Daniel Spurious instrumental variables. (English) Zbl 1318.62082 Commun. Stat., Theory Methods 39, No. 11, 1997-2007 (2010). MSC: 62F12 62M10 91B84 PDFBibTeX XMLCite \textit{D. Ventosa-Santaulària}, Commun. Stat., Theory Methods 39, No. 11, 1997--2007 (2010; Zbl 1318.62082) Full Text: DOI Link
Lee, O.; Shin, D. W. Geometric ergodicity and moment conditions for a seasonal GARCH model with periodic coefficients. (English) Zbl 1187.62143 Commun. Stat., Theory Methods 39, No. 1, 38-51 (2010). Reviewer: Miroslav M. Ristic MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{O. Lee} and \textit{D. W. Shin}, Commun. Stat., Theory Methods 39, No. 1, 38--51 (2010; Zbl 1187.62143) Full Text: DOI
Amendola, Alessandra; Niglio, Marcella; Vitale, Cosimo Statistical properties of threshold models. (English) Zbl 1177.37081 Commun. Stat., Theory Methods 38, No. 15, 2479-2497 (2009). MSC: 37M10 60G10 PDFBibTeX XMLCite \textit{A. Amendola} et al., Commun. Stat., Theory Methods 38, No. 15, 2479--2497 (2009; Zbl 1177.37081) Full Text: DOI
Pourahmadi, Mohsen Skew-normal ARMA models with nonlinear heteroscedastic predictors. (English) Zbl 1315.62073 Commun. Stat., Theory Methods 36, No. 9, 1803-1819 (2007). MSC: 62M10 62H05 PDFBibTeX XMLCite \textit{M. Pourahmadi}, Commun. Stat., Theory Methods 36, No. 9, 1803--1819 (2007; Zbl 1315.62073) Full Text: DOI
Bibi, Abdelouahab; Ho, Moon-Ho Ringo Estimation of periodic bilinear time series models. (English) Zbl 1105.62083 Commun. Stat., Theory Methods 35, No. 9, 1745-1756 (2006). MSC: 62M10 62M09 65C05 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{M.-H. R. Ho}, Commun. Stat., Theory Methods 35, No. 9, 1745--1756 (2006; Zbl 1105.62083) Full Text: DOI
Lee, Oesook Probabilistic properties of a nonlinear ARMA process with Markov switching. (English) Zbl 1062.62190 Commun. Stat., Theory Methods 34, No. 1, 193-204 (2005). MSC: 62M10 60J27 PDFBibTeX XMLCite \textit{O. Lee}, Commun. Stat., Theory Methods 34, No. 1, 193--204 (2005; Zbl 1062.62190) Full Text: DOI
Pino, Francisco A.; Morettin, Pedro A. The consistency of the \(L_ 1\)-norm estimates in ARMA models. (English) Zbl 0788.62081 Commun. Stat., Theory Methods 22, No. 8, 2185-2206 (1993). MSC: 62M10 62F12 62M09 PDFBibTeX XMLCite \textit{F. A. Pino} and \textit{P. A. Morettin}, Commun. Stat., Theory Methods 22, No. 8, 2185--2206 (1993; Zbl 0788.62081) Full Text: DOI
Singh, N.; Nirmalan, T. Identification of composite \((\Sigma +\Pi)\) ARMA models by relatively simpler models. (English) Zbl 0696.62352 Commun. Stat., Theory Methods 18, No. 3, 1067-1083 (1989). MSC: 62M10 PDFBibTeX XMLCite \textit{N. Singh} and \textit{T. Nirmalan}, Commun. Stat., Theory Methods 18, No. 3, 1067--1083 (1989; Zbl 0696.62352) Full Text: DOI
Anděl, J. Nonlinear nonnegative AR(1) processes. (English) Zbl 0696.62347 Commun. Stat., Theory Methods 18, No. 11, 4029-4037 (1989). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{J. Anděl}, Commun. Stat., Theory Methods 18, No. 11, 4029--4037 (1989; Zbl 0696.62347) Full Text: DOI
Zhang, Nien Fan; Foutz, Robert V. A higher-order random-parameter process for modeling and forecasting time series. (English) Zbl 0644.62096 Commun. Stat., Theory Methods 17, No. 2, 485-498 (1988). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{N. F. Zhang} and \textit{R. V. Foutz}, Commun. Stat., Theory Methods 17, No. 2, 485--498 (1988; Zbl 0644.62096) Full Text: DOI
Liu, Shu-Ing Theory of bilinear time series models. (English) Zbl 0584.62152 Commun. Stat., Theory Methods 14, 2549-2561 (1985). MSC: 62M10 PDFBibTeX XMLCite \textit{S.-I. Liu}, Commun. Stat., Theory Methods 14, 2549--2561 (1985; Zbl 0584.62152) Full Text: DOI
Findley, David F. On backshift-operator polynomial transformations to stationarity for nonstationary time series and their aggregates. (English) Zbl 0573.62083 Commun. Stat., Theory Methods 14, 49-61 (1985). Reviewer: C.J.Tian MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{D. F. Findley}, Commun. Stat., Theory Methods 14, 49--61 (1985; Zbl 0573.62083) Full Text: DOI