Wang, Daren; Yu, Yi; Willett, Rebecca Detecting abrupt changes in high-dimensional self-exciting Poisson processes. (English) Zbl 07767623 Stat. Sin. 33, Spec. Iss., 1653-1671 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Wang} et al., Stat. Sin. 33, 1653--1671 (2023; Zbl 07767623) Full Text: DOI arXiv
Bapat, Sudeep R. An alternative measure of positive correlation for bivariate time series. (English) Zbl 1490.62227 Commun. Stat., Simulation Comput. 51, No. 6, 3252-3258 (2022). MSC: 62M10 62H20 PDFBibTeX XMLCite \textit{S. R. Bapat}, Commun. Stat., Simulation Comput. 51, No. 6, 3252--3258 (2022; Zbl 1490.62227) Full Text: DOI
Korkas, Karolos K. Ensemble binary segmentation for irregularly spaced data with change-points. (English) Zbl 1485.62121 J. Korean Stat. Soc. 51, No. 1, 65-86 (2022). MSC: 62M10 PDFBibTeX XMLCite \textit{K. K. Korkas}, J. Korean Stat. Soc. 51, No. 1, 65--86 (2022; Zbl 1485.62121) Full Text: DOI arXiv
Bean, Brennan; Sun, Yan; Maguire, Marc Interval-valued kriging for geostatistical mapping with imprecise inputs. (English) Zbl 1483.86011 Int. J. Approx. Reasoning 140, 31-51 (2022). Reviewer: Wolfgang Näther (Freiberg) MSC: 86A32 65G40 62J86 62M30 62P12 PDFBibTeX XMLCite \textit{B. Bean} et al., Int. J. Approx. Reasoning 140, 31--51 (2022; Zbl 1483.86011) Full Text: DOI arXiv
Shaw, Thomas; Møller, Jesper; Waagepetersen, Rasmus Plenge Globally intensity-reweighted estimators for \(K\)- and pair correlation functions. (English) Zbl 1521.62184 Aust. N. Z. J. Stat. 63, No. 1, 93-118 (2021). MSC: 62M30 60G55 62G07 62M09 PDFBibTeX XMLCite \textit{T. Shaw} et al., Aust. N. Z. J. Stat. 63, No. 1, 93--118 (2021; Zbl 1521.62184) Full Text: DOI arXiv
Virta, Joni; Nordhausen, Klaus Determining the signal dimension in second order source separation. (English) Zbl 1464.62227 Stat. Sin. 31, No. 1, 135-156 (2021). MSC: 62F03 62F12 60H40 PDFBibTeX XMLCite \textit{J. Virta} and \textit{K. Nordhausen}, Stat. Sin. 31, No. 1, 135--156 (2021; Zbl 1464.62227) Full Text: arXiv
Kley, Tobias; Preuß, Philip; Fryzlewicz, Piotr Predictive, finite-sample model choice for time series under stationarity and non-stationarity. (English) Zbl 1432.62323 Electron. J. Stat. 13, No. 2, 3710-3774 (2019). Reviewer: Alexander Lindner (Ulm) MSC: 62M20 62M10 62P20 PDFBibTeX XMLCite \textit{T. Kley} et al., Electron. J. Stat. 13, No. 2, 3710--3774 (2019; Zbl 1432.62323) Full Text: DOI arXiv Euclid
Francq, Christian; Zakoian, Jean-Michel GARCH models. Structure, statistical inference and financial applications. 2nd edition. (English) Zbl 1431.62004 Hoboken, NJ: John Wiley & Sons (ISBN 978-1-119-31357-1/hbk; 978-1-119-31347-2/ebook). xvi, 487 p. (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62-02 62M10 62P05 PDFBibTeX XMLCite \textit{C. Francq} and \textit{J.-M. Zakoian}, GARCH models. Structure, statistical inference and financial applications. 2nd edition. Hoboken, NJ: John Wiley \& Sons (2019; Zbl 1431.62004) Full Text: DOI
Broemeling, Lyle D. Bayesian analysis of time series. (English) Zbl 1426.62001 Boca Raton, FL: CRC Press (ISBN 978-1-138-59152-3/hbk; 978-0-429-48844-3/ebook). xi, 280 p. (2019). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62-01 62M10 62F15 62M15 62Pxx 92B15 PDFBibTeX XMLCite \textit{L. D. Broemeling}, Bayesian analysis of time series. Boca Raton, FL: CRC Press (2019; Zbl 1426.62001) Full Text: DOI
Bücher, Axel; Fermanian, Jean-David; Kojadinovic, Ivan Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. (English) Zbl 1418.62305 J. Time Ser. Anal. 40, No. 1, 124-150 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62M10 62G10 62E20 62G09 62H05 62G20 PDFBibTeX XMLCite \textit{A. Bücher} et al., J. Time Ser. Anal. 40, No. 1, 124--150 (2019; Zbl 1418.62305) Full Text: DOI arXiv
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
Cardinali, Alessandro; Nason, Guy P. Practical powerful wavelet packet tests for second-order stationarity. (English) Zbl 1387.62099 Appl. Comput. Harmon. Anal. 44, No. 3, 558-583 (2018). MSC: 62M10 42C40 62M15 PDFBibTeX XMLCite \textit{A. Cardinali} and \textit{G. P. Nason}, Appl. Comput. Harmon. Anal. 44, No. 3, 558--583 (2018; Zbl 1387.62099) Full Text: DOI Link
Norwood, Ben; Killick, Rebecca Long memory and changepoint models: a spectral classification procedure. (English) Zbl 1384.62293 Stat. Comput. 28, No. 2, 291-302 (2018). MSC: 62M10 42C40 62P05 62M15 PDFBibTeX XMLCite \textit{B. Norwood} and \textit{R. Killick}, Stat. Comput. 28, No. 2, 291--302 (2018; Zbl 1384.62293) 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
Lips, Johannes Do they still matter? – Impact of fossil fuels on electricity prices in the light of increased renewable generation. (English) Zbl 1462.62727 J. Time Ser. Econom. 9, No. 2, Article No. 20160018, 30 p. (2017). MSC: 62P20 91B84 PDFBibTeX XMLCite \textit{J. Lips}, J. Time Ser. Econom. 9, No. 2, Article No. 20160018, 30 p. (2017; Zbl 1462.62727) Full Text: DOI Link
Mhalla, Linda; Chavez-Demoulin, Valérie; Naveau, Philippe Non-linear models for extremal dependence. (English) Zbl 1397.62171 J. Multivariate Anal. 159, 49-66 (2017). MSC: 62G32 62H12 62G05 PDFBibTeX XMLCite \textit{L. Mhalla} et al., J. Multivariate Anal. 159, 49--66 (2017; Zbl 1397.62171) Full Text: DOI
Beranger, Boris; Padoan, Simone A.; Sisson, Scott A. Models for extremal dependence derived from skew-symmetric families. (English) Zbl 1361.62009 Scand. J. Stat. 44, No. 1, 21-45 (2017). MSC: 62E10 60G70 60G52 60E05 62H05 62M30 62F10 62P12 PDFBibTeX XMLCite \textit{B. Beranger} et al., Scand. J. Stat. 44, No. 1, 21--45 (2017; Zbl 1361.62009) Full Text: DOI arXiv
Korkas, Karolos K.; Fryzlewicz, Piotr Multiple change-point detection for non-stationary time series using wild binary segmentation. (English) Zbl 1356.62143 Stat. Sin. 27, No. 1, 287-312 (2017). MSC: 62M10 62M30 PDFBibTeX XMLCite \textit{K. K. Korkas} and \textit{P. Fryzlewicz}, Stat. Sin. 27, No. 1, 287--312 (2017; Zbl 1356.62143) Full Text: DOI Link
Bowman, Adrian W.; Crujeiras, Rosa M. Inference for variograms. (English) Zbl 1471.62033 Comput. Stat. Data Anal. 66, 19-31 (2013). MSC: 62-08 62M30 62G08 PDFBibTeX XMLCite \textit{A. W. Bowman} and \textit{R. M. Crujeiras}, Comput. Stat. Data Anal. 66, 19--31 (2013; Zbl 1471.62033) Full Text: DOI Link
Pelagatti, Matteo M.; Sen, Pranab K. Rank tests for short memory stationarity. (English) Zbl 1443.62283 J. Econom. 172, No. 1, 90-105 (2013). MSC: 62M10 62M07 62G20 62P20 PDFBibTeX XMLCite \textit{M. M. Pelagatti} and \textit{P. K. Sen}, J. Econom. 172, No. 1, 90--105 (2013; Zbl 1443.62283) Full Text: DOI Link
Solbu, Erik Blystad; Engen, Steinar; Diserud, Ola Håvard Changing environments causing time delays in population dynamics. (English) Zbl 1280.92078 Math. Biosci. 244, No. 2, 213-223 (2013). MSC: 92D40 92D25 60J70 PDFBibTeX XMLCite \textit{E. B. Solbu} et al., Math. Biosci. 244, No. 2, 213--223 (2013; Zbl 1280.92078) Full Text: DOI
Fryzlewicz, Piotr; Oh, Hee-Seok Thick pen transformation for time series. (English) Zbl 1226.62077 J. R. Stat. Soc., Ser. B, Stat. Methodol. 73, No. 4, 499-529 (2011). MSC: 62M10 62A09 62M07 62E20 PDFBibTeX XMLCite \textit{P. Fryzlewicz} and \textit{H.-S. Oh}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 73, No. 4, 499--529 (2011; Zbl 1226.62077) Full Text: DOI Link
Leśkow, J. The impact of stationarity assessment on studies of volatility and value-at-risk. (English) Zbl 1090.91539 Math. Comput. Modelling 34, No. 9-11, 1213-1222 (2001). MSC: 91B28 62M10 62P05 PDFBibTeX XMLCite \textit{J. Leśkow}, Math. Comput. Modelling 34, No. 9--11, 1213--1222 (2001; Zbl 1090.91539) Full Text: DOI