Trapani, Lorenzo A test for strict stationarity in a random coefficient autoregressive model of order 1. (English) Zbl 1473.62075 Stat. Probab. Lett. 177, Article ID 109164, 9 p. (2021). MSC: 62F05 62M10 PDFBibTeX XMLCite \textit{L. Trapani}, Stat. Probab. Lett. 177, Article ID 109164, 9 p. (2021; Zbl 1473.62075) Full Text: DOI
Debaly, Zinsou Max; Truquet, Lionel A note on the stability of multivariate non-linear time series with an application to time series of counts. (English) Zbl 1473.62304 Stat. Probab. Lett. 179, Article ID 109196, 7 p. (2021). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{Z. M. Debaly} and \textit{L. Truquet}, Stat. Probab. Lett. 179, Article ID 109196, 7 p. (2021; Zbl 1473.62304) Full Text: DOI
Nasari, Masoud M.; Ould-Haye, Mohamedou A consistent estimator for skewness of partial sums of dependent data. (English) Zbl 1461.62159 Stat. Probab. Lett. 171, Article ID 109021, 12 p. (2021). MSC: 62M10 62M09 62F10 60F05 PDFBibTeX XMLCite \textit{M. M. Nasari} and \textit{M. Ould-Haye}, Stat. Probab. Lett. 171, Article ID 109021, 12 p. (2021; Zbl 1461.62159) Full Text: DOI arXiv
Szewczak, Zbigniew S. On the Marcinkiewicz-Zygmund strong laws for arbitrary dependent sequences. (English) Zbl 1453.60080 Stat. Probab. Lett. 167, Article ID 108895, 4 p. (2020). MSC: 60F15 60E15 PDFBibTeX XMLCite \textit{Z. S. Szewczak}, Stat. Probab. Lett. 167, Article ID 108895, 4 p. (2020; Zbl 1453.60080) Full Text: DOI
Huang, Chunfeng; Zhang, Haimeng; Robeson, Scott M.; Shields, Jacob Intrinsic random functions on the sphere. (English) Zbl 1453.60101 Stat. Probab. Lett. 146, 7-14 (2019). MSC: 60G60 62M30 60-08 PDFBibTeX XMLCite \textit{C. Huang} et al., Stat. Probab. Lett. 146, 7--14 (2019; Zbl 1453.60101) Full Text: DOI arXiv
Arvanitis, Stelios Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model. (English) Zbl 1457.62255 Stat. Probab. Lett. 145, 166-172 (2019). MSC: 62M10 62F12 62P05 60G12 PDFBibTeX XMLCite \textit{S. Arvanitis}, Stat. Probab. Lett. 145, 166--172 (2019; Zbl 1457.62255) Full Text: DOI
Behme, Anita; Schnurr, Alexander Laplace symbols and invariant distributions. (English) Zbl 1406.60108 Stat. Probab. Lett. 137, 217-223 (2018). MSC: 60J25 60G51 PDFBibTeX XMLCite \textit{A. Behme} and \textit{A. Schnurr}, Stat. Probab. Lett. 137, 217--223 (2018; Zbl 1406.60108) Full Text: DOI arXiv
Aknouche, Abdelhakim; Bentarzi, Wissam; Demouche, Nacer On periodic ergodicity of a general periodic mixed Poisson autoregression. (English) Zbl 1440.62327 Stat. Probab. Lett. 134, 15-21 (2018). MSC: 62M10 62J05 60G55 PDFBibTeX XMLCite \textit{A. Aknouche} et al., Stat. Probab. Lett. 134, 15--21 (2018; Zbl 1440.62327) Full Text: DOI Link
Huang, Chunfeng; Zhang, Haimeng; Robeson, Scott M. Intrinsic random functions and universal kriging on the circle. (English) Zbl 1328.60095 Stat. Probab. Lett. 108, 33-39 (2016). MSC: 60G07 46N30 PDFBibTeX XMLCite \textit{C. Huang} et al., Stat. Probab. Lett. 108, 33--39 (2016; Zbl 1328.60095) Full Text: DOI arXiv
Bibi, Abdelouahab; Ghezal, Ahmed Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models. (English) Zbl 1328.62514 Stat. Probab. Lett. 100, 192-202 (2015). MSC: 62M10 62M05 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Ghezal}, Stat. Probab. Lett. 100, 192--202 (2015; Zbl 1328.62514) Full Text: DOI
Aknouche, Abdelhakim; Touche, Nassim Weighted least squares-based inference for stable and unstable threshold power ARCH processes. (English) Zbl 1314.62199 Stat. Probab. Lett. 97, 108-115 (2015). MSC: 62M10 60G05 62P05 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{N. Touche}, Stat. Probab. Lett. 97, 108--115 (2015; Zbl 1314.62199) Full Text: DOI
Zhang, Haimeng; Huang, Chunfeng A note on processes with random stationary increments. (English) Zbl 1301.60065 Stat. Probab. Lett. 94, 153-161 (2014). MSC: 60G99 PDFBibTeX XMLCite \textit{H. Zhang} and \textit{C. Huang}, Stat. Probab. Lett. 94, 153--161 (2014; Zbl 1301.60065) Full Text: DOI Link
Bibi, Abdelouahab; Lescheb, Ines A note on integrated periodic GARCH processes. (English) Zbl 1296.60085 Stat. Probab. Lett. 87, 121-124 (2014). MSC: 60G10 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{I. Lescheb}, Stat. Probab. Lett. 87, 121--124 (2014; Zbl 1296.60085) Full Text: DOI
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag Correction to “On weak dependence conditions for Poisson autoregressions”. (English) Zbl 1412.62100 Stat. Probab. Lett. 83, No. 8, 1926-1927 (2013). MSC: 62J12 62M10 62M09 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 83, No. 8, 1926--1927 (2013; Zbl 1412.62100) Full Text: DOI
Gonçalves, E.; Leite, J.; Mendes-Lopes, N. On the probabilistic structure of power threshold generalized ARCH stochastic processes. (English) Zbl 1282.62127 Stat. Probab. Lett. 82, No. 8, 1597-1609 (2012). MSC: 62G20 62M10 PDFBibTeX XMLCite \textit{E. Gonçalves} et al., Stat. Probab. Lett. 82, No. 8, 1597--1609 (2012; Zbl 1282.62127) Full Text: DOI
Liu, Ji-Chun Structure of a double autoregressive process driven by a hidden Markov chain. (English) Zbl 1254.60038 Stat. Probab. Lett. 82, No. 7, 1468-1473 (2012). MSC: 60G10 60J05 62M10 91B84 PDFBibTeX XMLCite \textit{J.-C. Liu}, Stat. Probab. Lett. 82, No. 7, 1468--1473 (2012; Zbl 1254.60038) Full Text: DOI
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag On weak dependence conditions for Poisson autoregressions. (English) Zbl 1241.62109 Stat. Probab. Lett. 82, No. 5, 942-948 (2012); correction ibid. 83, No. 8, 1926-1927 (2013). MSC: 62J12 62M10 62M09 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 82, No. 5, 942--948 (2012; Zbl 1241.62109) Full Text: DOI
Taheriyoun, Ali Reza Testing the covariance function of stationary Gaussian random fields. (English) Zbl 1237.62104 Stat. Probab. Lett. 82, No. 3, 606-613 (2012). MSC: 62M07 62M40 62M15 62E20 62P30 65C60 PDFBibTeX XMLCite \textit{A. R. Taheriyoun}, Stat. Probab. Lett. 82, No. 3, 606--613 (2012; Zbl 1237.62104) Full Text: DOI
Chandler, Gabriel Order selection for heteroscedastic autoregression: a study on concentration. (English) Zbl 1202.62112 Stat. Probab. Lett. 80, No. 23-24, 1904-1910 (2010). MSC: 62M10 65C60 62F12 PDFBibTeX XMLCite \textit{G. Chandler}, Stat. Probab. Lett. 80, No. 23--24, 1904--1910 (2010; Zbl 1202.62112) Full Text: DOI
Hansen, Elizabeth; Chan, Kung-Sik Penalized maximum likelihood estimation of a stochastic multivariate regression model. (English) Zbl 1195.62084 Stat. Probab. Lett. 80, No. 21-22, 1643-1649 (2010). MSC: 62H12 62F12 62E20 PDFBibTeX XMLCite \textit{E. Hansen} and \textit{K.-S. Chan}, Stat. Probab. Lett. 80, No. 21--22, 1643--1649 (2010; Zbl 1195.62084) Full Text: DOI
Henriques, Carla; Oliveira, Paulo Eduardo Large deviations for the empirical mean of associated random variables. (English) Zbl 1151.60013 Stat. Probab. Lett. 78, No. 6, 594-598 (2008). Reviewer: Erich Häusler (Gießen) MSC: 60F10 60G15 PDFBibTeX XMLCite \textit{C. Henriques} and \textit{P. E. Oliveira}, Stat. Probab. Lett. 78, No. 6, 594--598 (2008; Zbl 1151.60013) Full Text: DOI Link
Charlot, F.; Rachdi, M. On the statistical properties of a stationary process sampled by a stationary point process. (English) Zbl 1135.60018 Stat. Probab. Lett. 78, No. 4, 456-462 (2008). MSC: 60G10 60G55 62M15 62G20 PDFBibTeX XMLCite \textit{F. Charlot} and \textit{M. Rachdi}, Stat. Probab. Lett. 78, No. 4, 456--462 (2008; Zbl 1135.60018) Full Text: DOI HAL
Liu, Ji-Chun Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process. (English) Zbl 1130.60043 Stat. Probab. Lett. 77, No. 13, 1428-1438 (2007). MSC: 60G10 60G70 93E15 PDFBibTeX XMLCite \textit{J.-C. Liu}, Stat. Probab. Lett. 77, No. 13, 1428--1438 (2007; Zbl 1130.60043) Full Text: DOI
Bellini, Fabio; Bottolo, Leonardo Stationarity domains for \(\delta\)-power GARCH process with heavy tails. (English) Zbl 1128.62097 Stat. Probab. Lett. 77, No. 13, 1418-1427 (2007). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{F. Bellini} and \textit{L. Bottolo}, Stat. Probab. Lett. 77, No. 13, 1418--1427 (2007; Zbl 1128.62097) Full Text: DOI
Perrin, Olivier; Schlather, Martin Can any multivariate Gaussian vector be interpreted as a sample from a stationary random process? (English) Zbl 1123.60021 Stat. Probab. Lett. 77, No. 9, 881-884 (2007). MSC: 60G15 PDFBibTeX XMLCite \textit{O. Perrin} and \textit{M. Schlather}, Stat. Probab. Lett. 77, No. 9, 881--884 (2007; Zbl 1123.60021) Full Text: DOI HAL
Liu, Ji-Chun On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process. (English) Zbl 1096.60018 Stat. Probab. Lett. 76, No. 13, 1323-1330 (2006). MSC: 60G10 60G70 93E15 PDFBibTeX XMLCite \textit{J.-C. Liu}, Stat. Probab. Lett. 76, No. 13, 1323--1330 (2006; Zbl 1096.60018) Full Text: DOI
Lee, O.; Shin, D. W. On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\) models. (English) Zbl 1125.62335 Stat. Probab. Lett. 73, No. 1, 25-35 (2005). MSC: 62M10 62P05 PDFBibTeX XMLCite \textit{O. Lee} and \textit{D. W. Shin}, Stat. Probab. Lett. 73, No. 1, 25--35 (2005; Zbl 1125.62335) Full Text: DOI
Barry, Ronald Paul The local approximation of variograms in \(\mathcal R^2\) by covariance functions. (English) Zbl 1080.62062 Stat. Probab. Lett. 74, No. 2, 171-177 (2005). Reviewer: Andrew Olenko (Kyïv) MSC: 62M30 62M40 86A32 60G60 62H11 PDFBibTeX XMLCite \textit{R. P. Barry}, Stat. Probab. Lett. 74, No. 2, 171--177 (2005; Zbl 1080.62062) Full Text: DOI
Psaradakis, Zacharias A sieve bootstrap test for stationarity. (English) Zbl 1116.62395 Stat. Probab. Lett. 62, No. 3, 263-274 (2003). MSC: 62M10 60G10 62G09 PDFBibTeX XMLCite \textit{Z. Psaradakis}, Stat. Probab. Lett. 62, No. 3, 263--274 (2003; Zbl 1116.62395) Full Text: DOI
García-Soidán, Pilar H.; González-Manteiga, Wenceslao; Febrero-Bande, Manuel Local linear regression estimation of the variogram. (English) Zbl 1113.62318 Stat. Probab. Lett. 64, No. 2, 169-179 (2003). MSC: 62G08 62M30 PDFBibTeX XMLCite \textit{P. H. García-Soidán} et al., Stat. Probab. Lett. 64, No. 2, 169--179 (2003; Zbl 1113.62318) Full Text: DOI
Pipiras, Vladas; Taqqu, Murad S.; Abry, Patrice Can continuous-time stationary stable processes have discrete linear representations? (English) Zbl 1171.60344 Stat. Probab. Lett. 64, No. 2, 147-157 (2003). MSC: 60G52 37A20 37A50 60G10 60G18 PDFBibTeX XMLCite \textit{V. Pipiras} et al., Stat. Probab. Lett. 64, No. 2, 147--157 (2003; Zbl 1171.60344) Full Text: DOI
Mira, Antonietta Efficiency of finite state space Monte Carlo Markov chains. (English) Zbl 0989.60066 Stat. Probab. Lett. 54, No. 4, 405-411 (2001). MSC: 60J10 PDFBibTeX XMLCite \textit{A. Mira}, Stat. Probab. Lett. 54, No. 4, 405--411 (2001; Zbl 0989.60066) Full Text: DOI
Tzavelas, George; Paliatsos, Athanasios G. Truncated quasi-score function in the 1-dependent and stationary case. (English) Zbl 0980.62092 Stat. Probab. Lett. 53, No. 1, 1-9 (2001). MSC: 62M99 62F12 62J12 62H12 PDFBibTeX XMLCite \textit{G. Tzavelas} and \textit{A. G. Paliatsos}, Stat. Probab. Lett. 53, No. 1, 1--9 (2001; Zbl 0980.62092) Full Text: DOI
Guerrero, Victor M.; Juárez, Rodrigo; Poncela, Pilar Data graduation based on statistical time series methods. (English) Zbl 0981.62084 Stat. Probab. Lett. 52, No. 2, 169-175 (2001). MSC: 62P10 62M10 PDFBibTeX XMLCite \textit{V. M. Guerrero} et al., Stat. Probab. Lett. 52, No. 2, 169--175 (2001; Zbl 0981.62084) Full Text: DOI
Lee, Oesook; Shin, Dong Wan On geometric ergodicity of the MTAR process. (English) Zbl 0976.60025 Stat. Probab. Lett. 48, No. 3, 229-237 (2000). Reviewer: P.Morettin (São Paulo) MSC: 60D05 60G99 PDFBibTeX XMLCite \textit{O. Lee} and \textit{D. W. Shin}, Stat. Probab. Lett. 48, No. 3, 229--237 (2000; Zbl 0976.60025) Full Text: DOI
Perrin, Olivier; Senoussi, Rachid Reducing non-stationary random fields to stationarity and isotropy using a space deformation. (English) Zbl 0951.60060 Stat. Probab. Lett. 48, No. 1, 23-32 (2000). MSC: 60G60 PDFBibTeX XMLCite \textit{O. Perrin} and \textit{R. Senoussi}, Stat. Probab. Lett. 48, No. 1, 23--32 (2000; Zbl 0951.60060) Full Text: DOI
Lee, Oesook On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models. (English) Zbl 0986.60033 Stat. Probab. Lett. 46, No. 2, 121-131 (2000). Reviewer: J.Anděl (Praha) MSC: 60G10 60F05 60J05 PDFBibTeX XMLCite \textit{O. Lee}, Stat. Probab. Lett. 46, No. 2, 121--131 (2000; Zbl 0986.60033) Full Text: DOI
Hili, Ouagnina On the estimation of \(\beta\)-ARCH models. (English) Zbl 0951.62077 Stat. Probab. Lett. 45, No. 4, 285-293 (1999). MSC: 62M10 62F12 62M05 PDFBibTeX XMLCite \textit{O. Hili}, Stat. Probab. Lett. 45, No. 4, 285--293 (1999; Zbl 0951.62077) Full Text: DOI
Cai, Zongwu; Roussas, George G. Smooth estimate of quantiles under association. (English) Zbl 0946.62039 Stat. Probab. Lett. 36, No. 3, 275-287 (1997). MSC: 62G05 62G20 62G07 PDFBibTeX XMLCite \textit{Z. Cai} and \textit{G. G. Roussas}, Stat. Probab. Lett. 36, No. 3, 275--287 (1997; Zbl 0946.62039) Full Text: DOI
Martins, C. M. A note on the autocorrelations related to a bilinear model with non-independent shocks. (English) Zbl 0893.62088 Stat. Probab. Lett. 36, No. 3, 245-250 (1997). MSC: 62M10 PDFBibTeX XMLCite \textit{C. M. Martins}, Stat. Probab. Lett. 36, No. 3, 245--250 (1997; Zbl 0893.62088) Full Text: DOI
Berti, Patrizia; Rigo, Pietro A Glivenko-Cantelli theorem for exchangeable random variables. (English) Zbl 0904.60025 Stat. Probab. Lett. 32, No. 4, 385-391 (1997). MSC: 60F15 60G09 PDFBibTeX XMLCite \textit{P. Berti} and \textit{P. Rigo}, Stat. Probab. Lett. 32, No. 4, 385--391 (1997; Zbl 0904.60025) Full Text: DOI
Heimann, Günter; Kreiss, Jens-Peter Bootstrapping general first order autoregression. (English) Zbl 0903.62072 Stat. Probab. Lett. 30, No. 1, 87-98 (1996). MSC: 62M10 62E20 62M02 PDFBibTeX XMLCite \textit{G. Heimann} and \textit{J.-P. Kreiss}, Stat. Probab. Lett. 30, No. 1, 87--98 (1996; Zbl 0903.62072) Full Text: DOI
Yu, Hao A note on strong approximation for quantile processes of strong mixing sequences. (English) Zbl 0905.60021 Stat. Probab. Lett. 30, No. 1, 1-7 (1996). MSC: 60F15 62G30 PDFBibTeX XMLCite \textit{H. Yu}, Stat. Probab. Lett. 30, No. 1, 1--7 (1996; Zbl 0905.60021) Full Text: DOI
Roussas, George G. Asymptotic normality of a smooth estimate of a random field distribution function under association. (English) Zbl 0830.62040 Stat. Probab. Lett. 24, No. 1, 77-90 (1995). MSC: 62G07 62M40 62E20 62G20 60F05 PDFBibTeX XMLCite \textit{G. G. Roussas}, Stat. Probab. Lett. 24, No. 1, 77--90 (1995; Zbl 0830.62040) Full Text: DOI
Lahiri, S. N. On the moving block bootstrap under long range dependence. (English) Zbl 0793.62023 Stat. Probab. Lett. 18, No. 5, 405-413 (1993). MSC: 62G09 62M09 PDFBibTeX XMLCite \textit{S. N. Lahiri}, Stat. Probab. Lett. 18, No. 5, 405--413 (1993; Zbl 0793.62023) Full Text: DOI
Guo, Mei-Hui; Wei, Ching-Zong A lower bound for expectation of a convex functional. (English) Zbl 0788.60029 Stat. Probab. Lett. 18, No. 3, 191-194 (1993). MSC: 60E15 PDFBibTeX XMLCite \textit{M.-H. Guo} and \textit{C.-Z. Wei}, Stat. Probab. Lett. 18, No. 3, 191--194 (1993; Zbl 0788.60029) Full Text: DOI
Davidson, James An \(L_ 1\)-convergence theorem for heterogeneous mixingale arrays with trending moments. (English) Zbl 0783.60024 Stat. Probab. Lett. 16, No. 4, 301-304 (1993). Reviewer: S.K.Basu (Calcutta) MSC: 60F05 PDFBibTeX XMLCite \textit{J. Davidson}, Stat. Probab. Lett. 16, No. 4, 301--304 (1993; Zbl 0783.60024) Full Text: DOI
Cai, Zongwu; Roussas, George G. Uniform strong estimation under \(\alpha\)-mixing, with rates. (English) Zbl 0757.62024 Stat. Probab. Lett. 15, No. 1, 47-55 (1992). Reviewer: S.Penev (Kensington) MSC: 62G20 62M09 60F15 62G30 62G07 PDFBibTeX XMLCite \textit{Z. Cai} and \textit{G. G. Roussas}, Stat. Probab. Lett. 15, No. 1, 47--55 (1992; Zbl 0757.62024) Full Text: DOI
Adke, S. R.; Balakrishna, N. Markovian chi-square and gamma processes. (English) Zbl 0760.60063 Stat. Probab. Lett. 15, No. 5, 349-356 (1992). MSC: 60J05 60G15 PDFBibTeX XMLCite \textit{S. R. Adke} and \textit{N. Balakrishna}, Stat. Probab. Lett. 15, No. 5, 349--356 (1992; Zbl 0760.60063) Full Text: DOI