Proïa, F.; Soltane, M. A test of correlation in the random coefficients of an autoregressive process. (English) Zbl 1401.62174 Math. Methods Stat. 27, No. 2, 119-144 (2018). MSC: 62M10 62F03 62F12 60G42 PDFBibTeX XMLCite \textit{F. Proïa} and \textit{M. Soltane}, Math. Methods Stat. 27, No. 2, 119--144 (2018; Zbl 1401.62174) Full Text: DOI arXiv
Bouzebda, S.; Didi, S.; El Hajj, L. Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results. (English) Zbl 1332.62111 Math. Methods Stat. 24, No. 3, 163-199 (2015). MSC: 62G05 60F15 62M10 PDFBibTeX XMLCite \textit{S. Bouzebda} et al., Math. Methods Stat. 24, No. 3, 163--199 (2015; Zbl 1332.62111) Full Text: DOI
Meyer, M.; McMurry, T.; Politis, D. Baxter’s inequality for triangular arrays. (English) Zbl 1327.62480 Math. Methods Stat. 24, No. 2, 135-146 (2015). MSC: 62M20 62M10 60G10 PDFBibTeX XMLCite \textit{M. Meyer} et al., Math. Methods Stat. 24, No. 2, 135--146 (2015; Zbl 1327.62480) Full Text: DOI
Aknouche, A. Estimation and strict stationarity testing of ARCH processes based on weighted least squares. (English) Zbl 1308.62166 Math. Methods Stat. 23, No. 2, 81-102 (2014). MSC: 62M10 62F12 62F05 PDFBibTeX XMLCite \textit{A. Aknouche}, Math. Methods Stat. 23, No. 2, 81--102 (2014; Zbl 1308.62166) Full Text: DOI
Boldin, M. V. On median estimates and tests in autoregressive models. (English) Zbl 0824.62039 Math. Methods Stat. 3, No. 2, 114-129 (1994). MSC: 62G10 62M10 62G20 62G05 PDFBibTeX XMLCite \textit{M. V. Boldin}, Math. Methods Stat. 3, No. 2, 114--129 (1994; Zbl 0824.62039)