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Chang, Jinyuan; Guo, Bin; Yao, Qiwei Principal component analysis for second-order stationary vector time series. (English) Zbl 1454.62255 Ann. Stat. 46, No. 5, 2094-2124 (2018). MSC: 62M10 62H25 PDFBibTeX XMLCite \textit{J. Chang} et al., Ann. Stat. 46, No. 5, 2094--2124 (2018; Zbl 1454.62255) Full Text: DOI arXiv Euclid
Wu, Weichi; Zhou, Zhou Gradient-based structural change detection for nonstationary time series M-estimation. (English) Zbl 1392.62280 Ann. Stat. 46, No. 3, 1197-1224 (2018). MSC: 62M10 62G09 62G10 PDFBibTeX XMLCite \textit{W. Wu} and \textit{Z. Zhou}, Ann. Stat. 46, No. 3, 1197--1224 (2018; Zbl 1392.62280) Full Text: DOI Euclid
Zhu, Xuening; Pan, Rui; Li, Guodong; Liu, Yuewen; Wang, Hansheng Network vector autoregression. (English) Zbl 1381.62256 Ann. Stat. 45, No. 3, 1096-1123 (2017). Reviewer: Miroslav M. Ristić (Niš) MSC: 62M10 62J05 PDFBibTeX XMLCite \textit{X. Zhu} et al., Ann. Stat. 45, No. 3, 1096--1123 (2017; Zbl 1381.62256) Full Text: DOI Euclid
Hsing, Tailen; Brown, Thomas; Thelen, Brian Local intrinsic stationarity and its inference. (English) Zbl 1360.62475 Ann. Stat. 44, No. 5, 2058-2088 (2016). Reviewer: Andriy Olenko (Victoria) MSC: 62M30 60G12 62G05 62G20 PDFBibTeX XMLCite \textit{T. Hsing} et al., Ann. Stat. 44, No. 5, 2058--2088 (2016; Zbl 1360.62475) Full Text: DOI
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Schmidt-Hieber, Johannes Asymptotic equivalence for regression under fractional noise. (English) Zbl 1302.62097 Ann. Stat. 42, No. 6, 2557-2585 (2014). MSC: 62G08 62G20 60G22 PDFBibTeX XMLCite \textit{J. Schmidt-Hieber}, Ann. Stat. 42, No. 6, 2557--2585 (2014; Zbl 1302.62097) Full Text: DOI arXiv Euclid
Nordman, Daniel J.; Bunzel, Helle; Lahiri, Soumendra N. A nonstandard empirical likelihood for time series. (English) Zbl 1288.62130 Ann. Stat. 41, No. 6, 3050-3073 (2013). MSC: 62M10 62G15 62E20 62G20 62G05 65C60 PDFBibTeX XMLCite \textit{D. J. Nordman} et al., Ann. Stat. 41, No. 6, 3050--3073 (2013; Zbl 1288.62130) Full Text: DOI arXiv Euclid
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Palma, Wilfredo; Olea, Ricardo An efficient estimator for locally stationary Gaussian long-memory processes. (English) Zbl 1200.62109 Ann. Stat. 38, No. 5, 2958-2997 (2010). MSC: 62M10 60G15 62M09 65C05 62F12 62G05 PDFBibTeX XMLCite \textit{W. Palma} and \textit{R. Olea}, Ann. Stat. 38, No. 5, 2958--2997 (2010; Zbl 1200.62109) Full Text: DOI arXiv
Zhou, Zhou Nonparametric inference of quantile curves for nonstationary time series. (English) Zbl 1202.62062 Ann. Stat. 38, No. 4, 2187-2217 (2010). MSC: 62G10 62M07 62P12 60F17 62M10 62G09 62G15 62G20 PDFBibTeX XMLCite \textit{Z. Zhou}, Ann. Stat. 38, No. 4, 2187--2217 (2010; Zbl 1202.62062) Full Text: DOI arXiv
Zhou, Zhou; Wu, Wei Biao Local linear quantile estimation for nonstationary time series. (English) Zbl 1173.62066 Ann. Stat. 37, No. 5B, 2696-2729 (2009). MSC: 62M10 62M09 62P12 62G05 60F05 PDFBibTeX XMLCite \textit{Z. Zhou} and \textit{W. B. Wu}, Ann. Stat. 37, No. 5B, 2696--2729 (2009; Zbl 1173.62066) Full Text: DOI arXiv
van Bellegem, Sébastien; von Sachs, Rainer Locally adaptive estimation of evolutionary wavelet spectra. (English) Zbl 1142.62067 Ann. Stat. 36, No. 4, 1879-1924 (2008). MSC: 62M10 42C40 62M15 62G05 PDFBibTeX XMLCite \textit{S. van Bellegem} and \textit{R. von Sachs}, Ann. Stat. 36, No. 4, 1879--1924 (2008; Zbl 1142.62067) Full Text: DOI arXiv
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