Ferreira, Guillermo; Piña, Nicolas; Porcu, Emilio Estimation of slowly time-varying trend function in long memory regression models. (English) Zbl 07192638 J. Stat. Comput. Simulation 88, No. 10, 1903-1920 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Ferreira} et al., J. Stat. Comput. Simulation 88, No. 10, 1903--1920 (2018; Zbl 07192638) Full Text: DOI
Boussaha, Nadia; Hamdi, Fayçal On periodic autoregressive stochastic volatility models: structure and estimation. (English) Zbl 07192623 J. Stat. Comput. Simulation 88, No. 9, 1637-1668 (2018). MSC: 62M10 62G05 PDFBibTeX XMLCite \textit{N. Boussaha} and \textit{F. Hamdi}, J. Stat. Comput. Simulation 88, No. 9, 1637--1668 (2018; Zbl 07192623) Full Text: DOI
De Lara, Idemauro Antonio Rodrigues; Hinde, John; Taconeli, Cesar Augusto An alternative method for evaluating stationarity in transition models. (English) Zbl 07192105 J. Stat. Comput. Simulation 87, No. 15, 2962-2980 (2017). MSC: 62F03 62J12 PDFBibTeX XMLCite \textit{I. A. R. De Lara} et al., J. Stat. Comput. Simulation 87, No. 15, 2962--2980 (2017; Zbl 07192105) Full Text: DOI
Ferreira, Guillermo; Navarrete, Jean P.; Rodríguez-Cortés, Francisco J.; Mateu, Jorge Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach. (English) Zbl 07192071 J. Stat. Comput. Simulation 87, No. 12, 2430-2449 (2017). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Ferreira} et al., J. Stat. Comput. Simulation 87, No. 12, 2430--2449 (2017; Zbl 07192071) Full Text: DOI
Wang, Wentao; Li, Dengkui Structure identification and variable selection in geographically weighted regression models. (English) Zbl 07192049 J. Stat. Comput. Simulation 87, No. 10, 2050-2068 (2017). MSC: 62-XX PDFBibTeX XMLCite \textit{W. Wang} and \textit{D. Li}, J. Stat. Comput. Simulation 87, No. 10, 2050--2068 (2017; Zbl 07192049) Full Text: DOI
Khan, Naushad Mamode; Sunecher, Yuvraj; Jowaheer, Vandna Modelling a non-stationary BINAR(1) Poisson process. (English) Zbl 07184786 J. Stat. Comput. Simulation 86, No. 15, 3106-3126 (2016). MSC: 62-XX PDFBibTeX XMLCite \textit{N. M. Khan} et al., J. Stat. Comput. Simulation 86, No. 15, 3106--3126 (2016; Zbl 07184786) Full Text: DOI
Zhong, Xiao; Samaranayake, V. A. Bootstrap-based unit root tests for higher order autoregressive models with GARCH(1, 1) errors. (English) Zbl 07184781 J. Stat. Comput. Simulation 86, No. 15, 3025-3037 (2016). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Zhong} and \textit{V. A. Samaranayake}, J. Stat. Comput. Simulation 86, No. 15, 3025--3037 (2016; Zbl 07184781) Full Text: DOI
Rodrigues, Paulo M. M.; Rubia, Antonio; Valle e Azevedo, João Finite sample performance of frequency- and time-domain tests for seasonal fractional integration. (English) Zbl 1431.62073 J. Stat. Comput. Simulation 83, No. 7, 1373-1384 (2013). MSC: 62F03 62M10 62P05 62-08 PDFBibTeX XMLCite \textit{P. M. M. Rodrigues} et al., J. Stat. Comput. Simulation 83, No. 7, 1373--1384 (2013; Zbl 1431.62073) Full Text: DOI Link
Song, Li; Bondon, Pascal Piecewise FARIMA models for long-memory time series. (English) Zbl 1431.62419 J. Stat. Comput. Simulation 82, No. 9, 1367-1382 (2012). MSC: 62M10 PDFBibTeX XMLCite \textit{L. Song} and \textit{P. Bondon}, J. Stat. Comput. Simulation 82, No. 9, 1367--1382 (2012; Zbl 1431.62419) Full Text: DOI
Aknouche, Abdelhakim Causality conditions and autocovariance calculations in PVAR models. (English) Zbl 1127.62071 J. Stat. Comput. Simulation 77, No. 9-10, 769-780 (2007). MSC: 62M10 PDFBibTeX XMLCite \textit{A. Aknouche}, J. Stat. Comput. Simulation 77, No. 9--10, 769--780 (2007; Zbl 1127.62071) Full Text: DOI
Kunst, Robert; Reutter, Michael Decisions on seasonal unit roots. (English) Zbl 1007.62073 J. Stat. Comput. Simulation 72, No. 5, 403-418 (2002). MSC: 62M10 62C10 62F15 PDFBibTeX XMLCite \textit{R. Kunst} and \textit{M. Reutter}, J. Stat. Comput. Simulation 72, No. 5, 403--418 (2002; Zbl 1007.62073)
McKenzie, Ed. A note on the derivation of theoretical autocovariances for ARMA models. (English) Zbl 0613.62114 J. Stat. Comput. Simulation 24, 159-162 (1986). MSC: 62M10 PDFBibTeX XMLCite \textit{Ed. McKenzie}, J. Stat. Comput. Simulation 24, 159--162 (1986; Zbl 0613.62114) Full Text: DOI
Ansley, Craig F.; Kohn, Robert A note on reparameterizing a vector autoregressive moving average model to enforce stationarity. (English) Zbl 0604.62088 J. Stat. Comput. Simulation 24, 99-106 (1986). MSC: 62M10 PDFBibTeX XMLCite \textit{C. F. Ansley} and \textit{R. Kohn}, J. Stat. Comput. Simulation 24, 99--106 (1986; Zbl 0604.62088) Full Text: DOI
Peskun, Peter H. Theoretical tests for choosing the parameters of the general mixed linear congruential pseudorandom number generator. (English) Zbl 0441.65006 J. Stat. Comput. Simulation 11, 281-305 (1980). MSC: 65C10 65C05 PDFBibTeX XMLCite \textit{P. H. Peskun}, J. Stat. Comput. Simulation 11, 281--305 (1980; Zbl 0441.65006) Full Text: DOI