Truquet, Lionel A perturbation analysis of Markov chains models with time-varying parameters. (English) Zbl 1455.60092 Bernoulli 26, No. 4, 2876-2906 (2020). MSC: 60J05 62G05 PDFBibTeX XMLCite \textit{L. Truquet}, Bernoulli 26, No. 4, 2876--2906 (2020; Zbl 1455.60092) Full Text: DOI arXiv Euclid
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul Multivariate count autoregression. (English) Zbl 1456.62155 Bernoulli 26, No. 1, 471-499 (2020). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J12 62F12 62H05 62M10 62H12 PDFBibTeX XMLCite \textit{K. Fokianos} et al., Bernoulli 26, No. 1, 471--499 (2020; Zbl 1456.62155) Full Text: DOI arXiv Euclid
Qiao, Wanli; Polonik, Wolfgang Extrema of rescaled locally stationary Gaussian fields on manifolds. (English) Zbl 1429.60039 Bernoulli 24, No. 3, 1834-1859 (2018). MSC: 60G15 60G60 60G70 PDFBibTeX XMLCite \textit{W. Qiao} and \textit{W. Polonik}, Bernoulli 24, No. 3, 1834--1859 (2018; Zbl 1429.60039) Full Text: DOI Euclid
Chen, Jinwen; Jian, Siqi; Li, Haitao Representations for the decay parameter of Markov chains. (English) Zbl 1414.60055 Bernoulli 23, No. 3, 2058-2082 (2017). Reviewer: László Lakatos (Budapest) MSC: 60J10 60J27 PDFBibTeX XMLCite \textit{J. Chen} et al., Bernoulli 23, No. 3, 2058--2082 (2017; Zbl 1414.60055) Full Text: DOI
Wang, Qiying; Chan, Nigel Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression. (English) Zbl 1398.60066 Bernoulli 20, No. 1, 207-230 (2014). MSC: 60G42 60F05 60J10 62G05 62G20 62J02 PDFBibTeX XMLCite \textit{Q. Wang} and \textit{N. Chan}, Bernoulli 20, No. 1, 207--230 (2014; Zbl 1398.60066) Full Text: DOI arXiv Euclid
Zhou, Zhou Nonparametric specification for non-stationary time series regression. (English) Zbl 1400.62205 Bernoulli 20, No. 1, 78-108 (2014). MSC: 62M10 62G10 62G08 62G09 PDFBibTeX XMLCite \textit{Z. Zhou}, Bernoulli 20, No. 1, 78--108 (2014; Zbl 1400.62205) Full Text: DOI arXiv Euclid
Nieuwenhuis, Gert Asymptotic mean stationarity and absolute continuity of point process distributions. (English) Zbl 1284.60097 Bernoulli 19, No. 5A, 1612-1636 (2013). MSC: 60G55 PDFBibTeX XMLCite \textit{G. Nieuwenhuis}, Bernoulli 19, No. 5A, 1612--1636 (2013; Zbl 1284.60097) Full Text: DOI arXiv
Kohler, Michael; Walk, Harro On data-based optimal stopping under stationarity and ergodicity. (English) Zbl 1273.62192 Bernoulli 19, No. 3, 931-953 (2013). MSC: 62L15 62G08 91G20 62P05 65C60 PDFBibTeX XMLCite \textit{M. Kohler} and \textit{H. Walk}, Bernoulli 19, No. 3, 931--953 (2013; Zbl 1273.62192) Full Text: DOI arXiv Euclid
Li, Dong; Ling, Shiqing; Tong, Howell On moving-average models with feedback. (English) Zbl 1456.62204 Bernoulli 18, No. 2, 735-745 (2012). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{D. Li} et al., Bernoulli 18, No. 2, 735--745 (2012; Zbl 1456.62204) Full Text: DOI arXiv Euclid
Stelzer, Robert Multivariate COGARCH(1, 1) processes. (English) Zbl 1200.62110 Bernoulli 16, No. 1, 80-115 (2010). MSC: 62M10 60G51 60H10 62E15 62P05 PDFBibTeX XMLCite \textit{R. Stelzer}, Bernoulli 16, No. 1, 80--115 (2010; Zbl 1200.62110) Full Text: DOI arXiv
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Kokoszka, Piotr; Leipus, Remigijus Change-point estimation in ARCH models. (English) Zbl 0997.62068 Bernoulli 6, No. 3, 513-539 (2000). MSC: 62M10 PDFBibTeX XMLCite \textit{P. Kokoszka} and \textit{R. Leipus}, Bernoulli 6, No. 3, 513--539 (2000; Zbl 0997.62068) Full Text: DOI Euclid
Thorisson, Hermann Point-stationarity in \(d\) dimensions and Palm theory. (English) Zbl 0953.60029 Bernoulli 5, No. 5, 797-831 (1999). Reviewer: V.Oganyan (Erevan) MSC: 60G55 60G60 60D05 PDFBibTeX XMLCite \textit{H. Thorisson}, Bernoulli 5, No. 5, 797--831 (1999; Zbl 0953.60029) Full Text: DOI
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Cioczek-Georges, Renata; Mandelbrot, Benoît B.; Samorodnitsky, Gennady; Taqqu, Murad S. Stable fractal sums of pulses: The cylindrical case. (English) Zbl 0844.60017 Bernoulli 1, No. 3, 201-216 (1995). MSC: 60G18 PDFBibTeX XMLCite \textit{R. Cioczek-Georges} et al., Bernoulli 1, No. 3, 201--216 (1995; Zbl 0844.60017) Full Text: DOI Link