Matsenko, V. G. Analysis of Skellam models with a rigid harvesting strategy. (Ukrainian. English summary) Zbl 07954137 Bukovyn. Mat. Zh. 12, No. 1, 74-83 (2024). MSC: 34D20 34K06 91B76 × Cite Format Result Cite Review PDF Full Text: DOI
Xue, Yujie; Taniguchi, Masanobu; Liu, Tong Shrinkage estimators of BLUE for time series regression models. (English) Zbl 07846364 J. Multivariate Anal. 202, Article ID 105282, 14 p. (2024). MSC: 62Hxx 62J05 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Azaïs, Jean-Marc; Dalmao, Federico; De Castro, Yohann Second Maximum of a Gaussian Random Field and Exact (t-)Spacing test. arXiv:2406.18397 Preprint, arXiv:2406.18397 [math.ST] (2024). MSC: 62E15 62F03 60G15 62H10 62H15 60E05 60G10 62J05 94A08 × Cite Format Result Cite Full Text: arXiv
Ncube, Israel Distributional heavy-tailedness and linearised stability of a class of static artificial neural networks. (English) Zbl 07911167 Ann. Univ. Sci. Budap. Rolando Eötvös, Sect. Math. 66, 53-71 (2023). MSC: 34K05 34K06 34K18 34K20 34K21 34K30 34K60 × Cite Format Result Cite Review PDF
Jiang, Hui; Yang, Guangyu; Yu, Mingming Moderate deviations for the mildly stationary autoregressive model with dependent errors. (English) Zbl 07803280 Statistics 57, No. 6, 1317-1351 (2023). MSC: 62J05 60F10 60G42 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Xiaojun; Pan, Lili; Xiu, Naihua Solution sets of three sparse optimization problems for multivariate regression. (English) Zbl 1545.90147 J. Glob. Optim. 87, No. 2-4, 347-371 (2023). MSC: 90C26 49J52 62J05 65K10 90C27 90C46 × Cite Format Result Cite Review PDF Full Text: DOI
Posayanant, Pawarid; Chantarawichit, Patiphan; Dy, Damang; Sompornjaroensuk, Yos Artificial neural network model for analysis of linear dynamic systems subject to non-stationary excitations. (English) Zbl 1538.65597 Thai J. Math. 21, No. 1, 183-199 (2023). MSC: 65P99 65C20 68T07 × Cite Format Result Cite Review PDF Full Text: Link
Yu, Deshui; Chen, Li; Li, Luyang Nonparametric modeling for the time-varying persistence of inflation. (English) Zbl 1518.91168 Econ. Lett. 225, Article ID 111040, 7 p. (2023). MSC: 91B64 62P20 62G05 × Cite Format Result Cite Review PDF Full Text: DOI
Pham, Hoang (ed.) Springer handbook of engineering statistics. 2nd edition. (English) Zbl 1515.62002 Springer Handbooks. London: Springer (ISBN 978-1-4471-7502-5/hbk; 978-1-4471-7503-2/ebook). xxv, 1150 p. (2023). MSC: 62-00 62P30 × Cite Format Result Cite Review PDF
Zhao, Wenjie; Prado, Raquel Hierarchical dynamic PARCOR models for analysis of multiple brain signals. (English) Zbl 07585564 Stat. Interface 16, No. 1, 69-79 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Yashin, Vladimir V. Solution of the meeting time choice problem for \(n\) persons. (English) Zbl 1530.91235 Petrosyan, Leon A. (ed.) et al., Contributions to game theory and management. Volume XV. Collected papers presented at the 15th international conference on game theory and management, GTM 2021, Saint Petersburg, Russia, June 23–25, 2021. St. Petersburg: St. Petersburg State University. 303-310 (2022). MSC: 91B26 91A80 × Cite Format Result Cite Review PDF Full Text: DOI
Forrest, Jeffrey Yi-Lin; Li, Zhen; Haile, Yohannes; Xu, Liang Mesarovic-Takahara time systems under the effect of feedback mechanism. (English) Zbl 1504.93119 Kijima, Kyoichi (ed.) et al., Systems research I. Essays in honor of Yasuhiko Takahara on systems theory and modeling. Singapore: Springer. Transl. Syst. Sci. 26, 3-25 (2022). MSC: 93B52 93C70 93C05 91B64 × Cite Format Result Cite Review PDF Full Text: DOI
Chan, Ngai Hang; Gao, Linhao; Palma, Wilfredo Simultaneous variable selection and structural identification for time-varying coefficient models. (English) Zbl 07570753 J. Time Ser. Anal. 43, No. 4, 511-531 (2022). MSC: 62Mxx 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Elsaied, Hanan; Fried, Roland On robust estimation of negative binomial INARCH models. (English) Zbl 1476.62182 Metron 79, No. 2, 137-158 (2021). MSC: 62M10 62F35 60G10 62J12 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Zhu; Ton, Jean-Francois; Oglic, Dino; Sejdinovic, Dino Towards a unified analysis of random Fourier features. (English) Zbl 1541.68321 J. Mach. Learn. Res. 22, Paper No. 108, 51 p. (2021). MSC: 68T05 62G08 62H30 62J07 62J12 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Güney, Yeşim; Tuaç, Y.; Özdemir, Ş.; Arslan, O. Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms. (English) Zbl 1457.62264 Metrika 84, No. 1, 47-74 (2021). MSC: 62M10 62J05 62F10 62F12 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sunecher, Yuvraj; Mamode Khan, Naushad; Jowaheer, Vandna BINMA(1) model with COM-Poisson innovations: estimation and application. (English) Zbl 07553270 Commun. Stat., Simulation Comput. 49, No. 6, 1631-1652 (2020). MSC: 65C60 62J12 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Ageev, A. M.; Bronnikov, A. M.; Bukov, V. N.; Gamayunov, I. F.; Shurman, V. A. Generation of alternative connections of series-connected subsystems in a redundant equipment complex. (English. Russian original) Zbl 1453.93172 J. Comput. Syst. Sci. Int. 59, No. 2, 232-244 (2020); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upr. 2020, No. 2, 98-110 (2020). MSC: 93C99 93C05 93C95 × Cite Format Result Cite Review PDF Full Text: DOI
Tuaç, Y.; Güney, Y.; Arslan, O. Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm. (English) Zbl 1436.62087 Soft Comput. 24, No. 5, 3309-3330 (2020). MSC: 62F12 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Ghysels, Eric; Kvedaras, Virmantas; Zemlys-Balevičius, Vaidotas Mixed data sampling (MIDAS) regression models. (English) Zbl 1443.62258 Vinod, Hrishikesh D. (ed.) et al., Financial, macro and micro econometrics using R. Amsterdam: Elsevier/North Holland. Handb. Stat. 42, 117-153 (2020). MSC: 62M10 62P05 62P20 62J05 62G08 60G10 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Nymoen, Ragnar Dynamic econometrics for empirical macroeconomic modelling. (English) Zbl 1454.62002 Hackensack, NJ: World Scientific (ISBN 978-981-12-0751-8/hbk; 978-981-12-0753-2/ebook). xviii, 567 p. (2020). Reviewer: Ludwig Paditz (Dresden) MSC: 62-01 62M10 62P20 91-01 91B62 91B64 39A06 39A50 × Cite Format Result Cite Review PDF Full Text: DOI Link
Khan, N. Mamode; Jowaheer, V.; Sunecher, Y. Communication in statistics-theory and methods improved GQL estimation method for the generalised BINMA(1) model. (English) Zbl 07530619 Commun. Stat., Theory Methods 48, No. 3, 709-725 (2019). MSC: 65C60 62J12 62H12 62J20 × Cite Format Result Cite Review PDF Full Text: DOI
Weng, Yuling; Yu, Ping; Zhang, Zhongzhan Composite quantile regression for functional linear models with dependent errors. (Chinese. English summary) Zbl 1449.62093 Chin. J. Appl. Probab. Stat. 35, No. 4, 360-372 (2019). MSC: 62G08 62G05 62J12 62H25 62R10 × Cite Format Result Cite Review PDF Full Text: DOI
Ivanov, O. V.; Kaptur, N. V.; Savych, I. M. On asymptotic distribution of Koenker-Bassett estimator of the parameter of linear regression model with strongly dependent noise. (Ukrainian. English summary) Zbl 1449.62157 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2019, No. 2, 17-34 (2019). MSC: 62J05 62F12 62M10 60G15 60F05 × Cite Format Result Cite Review PDF
Bai, Xinwei; Goseling, Jasper A linear programming approach to Markov reward error bounds for queueing networks. (English) Zbl 1437.90044 Phung-Duc, Tuan (ed.) et al., Queueing theory and network applications. 14th international conference, QTNA 2019, Ghent, Belgium, August 27–29, 2019. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 11688, 201-220 (2019). MSC: 90B22 60K25 90C05 90B10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Sunecher, Yuvraj; Khan, Naushad Mamode; Ristić, Miroslav M.; Jowaheer, Vandna BINAR(1) negative binomial model for bivariate non-stationary time series with different over-dispersion indices. (English) Zbl 1439.62196 Stat. Methods Appl. 28, No. 4, 625-653 (2019). MSC: 62M10 62J12 62H12 62J20 62J10 62P30 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Babayan, N. M.; Ginovyan, M. S. Asymptotic behavior of the variance of the best linear unbiased estimator for the mean of a discrete-time singular stationary process. (English) Zbl 1458.62194 J. Contemp. Math. Anal., Armen. Acad. Sci. 54, No. 6, 371-380 (2019) and Izv. Nats. Akad. Nauk Armen., Mat. 2019, No. 6, 28-41 (2019). MSC: 62M10 62M15 62J05 60G10 60G25 × Cite Format Result Cite Review PDF Full Text: DOI
Ando, Kazunori; Ji, Yong-Gwan; Kang, Hyeonbae; Kawagoe, Daisuke; Miyanishi, Yoshihisa Spectral structure of the Neumann-Poincaré operator on tori. (English) Zbl 07129764 Ann. Inst. Henri Poincaré, Anal. Non Linéaire 36, No. 7, 1817-1828 (2019). MSC: 47A45 31B25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fokianos, Konstantinos; Truquet, Lionel On categorical time series models with covariates. (English) Zbl 1431.62370 Stochastic Processes Appl. 129, No. 9, 3446-3462 (2019). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M10 62J12 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Liu, Jun; Deo, Rohit; Hurvich, Clifford The slow convergence of ordinary least squares estimators of \(\alpha, \beta\) and portfolio weights under long-memory stochastic volatility. (English) Zbl 1421.62126 J. Time Ser. Anal. 40, No. 4, 590-608 (2019). MSC: 62M10 60F05 60G10 60G22 62P20 91B84 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Yu, Ping; Li, Ting; Zhu, Zhongyi; Zhang, Zhongzhan Composite quantile estimation in partial functional linear regression model with dependent errors. (English) Zbl 1420.62183 Metrika 82, No. 6, 633-656 (2019). MSC: 62G08 62J05 62G20 62H25 × Cite Format Result Cite Review PDF Full Text: DOI
Dong, Hongbo; Ahn, Miju; Pang, Jong-Shi Structural properties of affine sparsity constraints. (English) Zbl 1415.90087 Math. Program. 176, No. 1-2 (B), 95-135 (2019). MSC: 90C26 90C90 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Caron, Emmanuel Asymptotic distribution of least square estimators for linear models with dependent errors. (English) Zbl 1419.62165 Statistics 53, No. 4, 885-902 (2019). MSC: 62J05 62M10 60F05 62H12 62F12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Christopeit, Norbert; Massmann, Michael Strong consistency of the least squares estimator in regression models with adaptive learning. (English) Zbl 1418.62268 Electron. J. Stat. 13, No. 1, 1646-1693 (2019). MSC: 62J05 62F12 62F10 62H12 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Chen, Xiangjin B.; Gao, Jiti; Li, Degui; Silvapulle, Param Nonparametric estimation and forecasting for time-varying coefficient realized volatility models. (English) Zbl 1547.62670 J. Bus. Econ. Stat. 36, No. 1, 88-100 (2018). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Ivanov, O. V.; Kaptur, N. V.; Savych, I. M. Consistency of Konker-Bassett estimators in linear regression model. (Ukrainian. English summary) Zbl 1438.62125 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 3, 17-24 (2018). MSC: 62J05 62F12 62M10 60G10 × Cite Format Result Cite Review PDF
Mitrishkin, Yu. V.; Golubtsov, M. P. A hybrid control system for an unstable non-stationary plant with a predictive model. (English. Russian original) Zbl 1406.93148 Autom. Remote Control 79, No. 11, 2005-2017 (2018); translation from Avtom. Telemekh. 2018, No. 11, 67-81 (2018). MSC: 93C30 93C40 93B50 93C05 93B40 93C95 × Cite Format Result Cite Review PDF Full Text: DOI
Zhu, Qianqian; Zheng, Yao; Li, Guodong Linear double autoregression. (English) Zbl 1452.62687 J. Econom. 207, No. 1, 162-174 (2018). MSC: 62M10 62G08 62J05 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Somayasa, Wayan; Budiman, Herdi Testing the mean in multivariate regression using set-indexed Gaussian white noise. (English) Zbl 06938681 Stat. Interface 11, No. 1, 61-77 (2018). MSC: 60G10 60G15 62G08 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Mamode Khan, Naushad; Sunecher, Yuvraj; Jowaheer, Vandna A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion. (English) Zbl 1499.62313 J. Time Ser. Econom. 10, No. 2, Article ID 20160028, 8 p. (2018). MSC: 62M10 62J12 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Pei, Youquan; Huang, Tao; You, Jinhong Nonparametric fixed effects model for panel data with locally stationary regressors. (English) Zbl 1394.62125 J. Econom. 202, No. 2, 286-305 (2018). MSC: 62M10 62G05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Truquet, Lionel Efficient semiparametric estimation in time-varying regression models. (English) Zbl 1398.62097 Statistics 52, No. 3, 590-618 (2018). Reviewer: Miroslav M. Ristić (Niš) MSC: 62G08 62M10 62G20 62J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Doukhan, Paul Stochastic models for time series. (English) Zbl 1401.62007 Mathématiques & Applications (Berlin) 80. Cham: Springer (ISBN 978-3-319-76937-0/pbk; 978-3-319-76938-7/ebook). xx, 308 p. (2018). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 62-02 62M10 60G10 37M10 62M15 62M20 62M05 × Cite Format Result Cite Review PDF Full Text: DOI
Sunecher, Yuvraj; Khan, Naushad Mamode; Jowaheer, Vandna A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series. (English) Zbl 07192039 J. Stat. Comput. Simulation 87, No. 10, 1911-1924 (2017). MSC: 65C60 62J12 62H12 62J20 62J10 × Cite Format Result Cite Review PDF Full Text: DOI
Xie, Fang; Xu, Lihu; Yang, Youcai Lasso for sparse linear regression with exponentially \(\beta\)-mixing errors. (English) Zbl 1457.62216 Stat. Probab. Lett. 125, 64-70 (2017). MSC: 62J07 62J05 62E20 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Sutradhar, Brajendra C. Semi-parametric models for longitudinal count, binary and multinomial data. (English) Zbl 1407.62111 Sutradhar, Brajendra C. (ed.), Advances and challenges in parametric and semi-parametric analysis for correlated data. Proceedings of the 2015 international symposium in statistics, ISS 2015, St. John’s, Canada, July 6–8, 2015. Cham: Springer. Lect. Notes Stat. 218, 199-229 (2016). MSC: 62G05 62F10 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Rao, R. Prabhakar; Sutradhar, Brajendra C.; Pandit, V. N. Longitudinal mixed models with \(t\) random effects for repeated count and binary data. (English) Zbl 1407.62280 Sutradhar, Brajendra C. (ed.), Advances and challenges in parametric and semi-parametric analysis for correlated data. Proceedings of the 2015 international symposium in statistics, ISS 2015, St. John’s, Canada, July 6–8, 2015. Cham: Springer. Lect. Notes Stat. 218, 41-71 (2016). MSC: 62J12 62F10 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Raghupathi, Laks; Randell, David; Ewans, Kevin; Jonathan, Philip Fast computation of large scale marginal extremes with multi-dimensional covariates. (English) Zbl 1468.62164 Comput. Stat. Data Anal. 95, 243-258 (2016). MSC: 62-08 62P12 62G32 62J12 86A32 × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Eun Ryung; Mammen, Enno Local linear smoothing for sparse high dimensional varying coefficient models. (English) Zbl 1349.62313 Electron. J. Stat. 10, No. 1, 855-894 (2016). MSC: 62J05 62J07 62G05 62M10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Tang, Yanlin; Song, Xinyuan; Zhu, Zhongyi Variable selection via composite quantile regression with dependent errors. (English) Zbl 1541.62098 Stat. Neerl. 69, No. 1, 1-20 (2015). MSC: 62G08 62J05 62G20 62J07 × Cite Format Result Cite Review PDF Full Text: DOI
Zhou, Zhou Inference for non-stationary time series regression with or without inequality constraints. (English) Zbl 1414.62315 J. R. Stat. Soc., Ser. B, Stat. Methodol. 77, No. 2, 349-371 (2015). MSC: 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Sysoev, Ilya V.; Sysoeva, Marina V. Detecting changes in coupling with Granger causality method from time series with fast transient processes. (English) Zbl 1364.37165 Physica D 309, 9-19 (2015). MSC: 37M10 34K11 34K50 37M05 × Cite Format Result Cite Review PDF Full Text: DOI
Moroshko, Edward; Vaits, Nina; Crammer, Koby Second-order non-stationary online learning for regression. (English) Zbl 1351.68224 J. Mach. Learn. Res. 16, 1481-1517 (2015). MSC: 68T05 62M20 62J05 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Latouche, Guy; Nguyen, Giang T. The morphing of fluid queues into Markov-modulated Brownian motion. (English) Zbl 1336.60151 Stoch. Syst. 5, No. 1, 62-86 (2015). MSC: 60J25 60J65 60F05 60F17 60B10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Rozora, I. V. Model accuracy and reliability of stochastic processes with discrete spectrum with respect to linear filter. (Ukrainian. English summary) Zbl 1340.60055 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2015, No. 1, 163-167 (2015). MSC: 60G15 65C20 62M20 93E11 × Cite Format Result Cite Review PDF
Latouche, Guy; Nguyen, Giang Fluid approach to two-sided reflected Markov-modulated Brownian motion. (English) Zbl 1319.60160 Queueing Syst. 80, No. 1-2, 105-125 (2015). MSC: 60J65 60J25 60K05 60B10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Jixia; Xiao, Qingxian Weighted least squares estimations of time-varying parameters for local stationary diffusion model. (Chinese. English summary) Zbl 1324.62050 Appl. Math., Ser. A (Chin. Ed.) 29, No. 3, 277-287 (2014). MSC: 62M05 62F12 × Cite Format Result Cite Review PDF
Lindgren, Georg; Rootzén, Holger; Sandsten, Maria Stationary stochastic processes for scientists and engineers. (English) Zbl 1312.60001 Boca Raton, FL: CRC Press (ISBN 978-1-4665-8618-5/hbk). xvi, 314 p. (2014). Reviewer: Miroslav M. Ristić (Niš) MSC: 60-01 60G10 62M10 60G15 60G55 60G51 62M15 62M20 60G35 × Cite Format Result Cite Review PDF
Koroliouk, Dmitrii V. Binary recurrent statistical experiments with persistent linear regression. (English. Russian original) Zbl 1306.62043 J. Math. Sci., New York 198, No. 4, 412-419 (2014); translation from Ukr. Mat. Visn. 10, No. 4, 497-506 (2013). MSC: 62B15 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Benth, Fred Espen; Krühner, Paul Representation of infinite-dimensional forward price models in commodity markets. (English) Zbl 1322.60100 Commun. Math. Stat. 2, No. 1, 47-106 (2014). MSC: 60H15 60G51 60G10 91G80 47B10 47G10 46E35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Todorcevic, Stevo Slaman, Theodore A. (ed.); Woodin, W. Hugh (ed.) Notes on forcing axioms. (English) Zbl 1294.03007 Lecture Notes Series. Institute for Mathematical Sciences. National University of Singapore 26. Hackensack, NJ: World Scientific (ISBN 978-981-4571-57-9/hbk; 978-981-4571-59-3/ebook). xiii, 219 p. (2014). Reviewer: Miroslav Repický (Košice) MSC: 03-02 03E50 03E40 03E65 03E02 54C35 54D30 54D65 54E52 46E15 28A60 × Cite Format Result Cite Review PDF Full Text: DOI
Shelton Peiris, M. Efficient estimation of regression models with heteroscedastic errors. (English) Zbl 1294.62158 Math. Sci. 38, No. 2, 124-128 (2013). MSC: 62J05 60G10 × Cite Format Result Cite Review PDF
Zhu, Shenghao Comparisons of stationary distributions of linear models. (English) Zbl 1282.62166 Econ. Lett. 119, No. 2, 221-223 (2013). MSC: 62J05 60E15 91B82 × Cite Format Result Cite Review PDF Full Text: DOI
Sun, Yiguo; Cai, Zongwu; Li, Qi Semiparametric functional coefficient models with integrated covariates. (English) Zbl 1277.62097 Econom. Theory 29, No. 3, 659-672 (2013). MSC: 62G05 62J05 91B82 × Cite Format Result Cite Review PDF Full Text: DOI
Alemohammad, Seyed Hamed; Ardakanian, Reza; Karimi, Akbar A Framework for Modelling Probabilistic Uncertainty in Rainfall Scenario Analysis. arXiv:1304.4302 Preprint, arXiv:1304.4302 [stat.ME] (2013). MSC: 62J05 62J02 62P12 60G10 60G70 × Cite Format Result Cite Full Text: arXiv OA License
Chang, Yoosoon; Jiang, Bibo; Park, Joon Non-stationary regression with logistic transition. (English) Zbl 1521.62124 Econom. J. 15, No. 2, 255-287 (2012). MSC: 62J12 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Nie, Shuyuan The historical development of time series analysis. (Chinese. English summary) Zbl 1263.62112 J. Guangxi Univ. Nationalities, Nat. Sci. 18, No. 1, 24-28 (2012). MSC: 62M10 62-03 01A60 01A65 × Cite Format Result Cite Review PDF
Di Crescenzo, Antonio; Martinucci, Barbara; Zacks, Shelemyahu On the damped geometric telegrapher’s process. (English) Zbl 1238.91068 Perna, Cira (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the MAF2010 conference, Ravello, Italy, April 7–9, 2010. Milano: Springer (ISBN 978-88-470-2341-3/hbk). 175-182 (2012). MSC: 91B25 91G20 60J70 × Cite Format Result Cite Review PDF
Miao, Yu; Wang, Yanling; Yang, Guangyu Moderate deviations principle for empirical covariance from a unit root. arXiv:1207.4031 Preprint, arXiv:1207.4031 [math.PR] (2012). MSC: 60F10 60G10 62J05 × Cite Format Result Cite Full Text: arXiv OA License
Sutradhar, Brajendra; Rao, R. Prabhakar On efficient inferences in familial-longitudinal binary models with two variance components. (English) Zbl 1431.62320 J. Stat. Comput. Simulation 81, No. 11, 1609-1626 (2011). MSC: 62J12 62F12 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Forman, Julie L.; Markussen, Bo; Sørensen, Helle Goodness-of-fit based on downsampling with applications to linear drift diffusions. (English) Zbl 1246.60103 Scand. J. Stat. 38, No. 2, 288-310 (2011). MSC: 60J60 62M02 62J12 × Cite Format Result Cite Review PDF Full Text: DOI
Tong, Hengqing; Kumar, T. Krishna; Huang, Yangxin Developing econometrics. (English) Zbl 1275.62079 Hoboken, NJ: John Wiley & Sons (ISBN 978-0-470-68177-0/hbk; 978-1-119-96090-4/ebook). xviii, 467 p. (2011). Reviewer: Herbert S. Buscher (Halle, Saale) MSC: 62P20 62M10 91B84 62-01 62-02 × Cite Format Result Cite Review PDF Full Text: DOI Link
Li, Haiyin; Takeuchi, Yasuhiro Dynamics of the density dependent predator-prey system with Beddington-DeAngelis functional response. (English) Zbl 1213.34097 J. Math. Anal. Appl. 374, No. 2, 644-654 (2011). Reviewer: Qintao Gan (Shijiazhuang) MSC: 34K60 34K20 34K06 34K25 34K21 92D25 × Cite Format Result Cite Review PDF Full Text: DOI Link
Mouriño, Helena; Barão, Maria Isabel A comparison between the linear regression model with autocorrelated errors and the partial adjustment model. (English) Zbl 07096017 Stoch. Environ. Res. Risk Assess. 24, No. 4, 499-511 (2010). MSC: 62J05 62F86 62F25 × Cite Format Result Cite Review PDF Full Text: DOI
Zhou, Zhou; Wu, Wei Biao Simultaneous inference of linear models with time varying coefficients. (English) Zbl 1411.62267 J. R. Stat. Soc., Ser. B, Stat. Methodol. 72, No. 4, 513-531 (2010). MSC: 62M10 62M05 62J05 62G10 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
Slita, O. V.; Ushakov, A. V. Sufficient algebraic conditions of parametric invariance of the output of a linear stationary system in the first approximation. (English. Russian original) Zbl 1268.93049 J. Comput. Syst. Sci. Int. 49, No. 6, 847-853 (2010); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upr. 2010, No. 6, 16-22 (2010). MSC: 93B35 93C95 × Cite Format Result Cite Review PDF Full Text: DOI
Shao, Jin-Liang; Huang, Ting-Zhu; Zhou, Sheng Novel criteria for global robust exponential stability of neural networks with time-varying delays via LMI approach. (English) Zbl 1214.34076 Int. J. Comput. Math. 87, No. 10, 2188-2201 (2010). Reviewer: Hai-Feng Huo (Lanzhou) MSC: 34K60 34K20 92B20 34K21 × Cite Format Result Cite Review PDF Full Text: DOI
Iyer, Krishnamurthy; Hemachandra, Nandyala Sensitivity analysis and optimal ultimately stationary deterministic policies in some constrained discounted cost models. (English) Zbl 1196.93100 Math. Methods Oper. Res. 71, No. 3, 401-425 (2010). MSC: 93E20 91B24 60J05 90C05 × Cite Format Result Cite Review PDF Full Text: DOI
Miao, Yu Asymptotic normality of autoregressive processes. (English) Zbl 1201.60022 Acta Appl. Math. 110, No. 3, 1077-1085 (2010). Reviewer: Chen Guijing (Hefei) MSC: 60F05 60G10 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Shen, Si; Miao, Yu A moderate deviation principle for infinite-dimensional autoregressive processes. (English. Chinese summary) Zbl 1212.60029 Math. Appl. 22, No. 4, 791-798 (2009). MSC: 60F10 62J05 60G10 × Cite Format Result Cite Review PDF
Yu, Miao; Si, Shen Moderate deviation principle for autoregressive processes. (English) Zbl 1173.60010 J. Multivariate Anal. 100, No. 9, 1952-1961 (2009). MSC: 60F10 60G10 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Shao, Qin Nonparametric trend estimation for periodic autoregressive time series. (English) Zbl 1170.62361 Commun. Stat., Theory Methods 38, No. 14, 2418-2427 (2009). MSC: 62M10 62G08 62G05 × Cite Format Result Cite Review PDF Full Text: DOI
West, Kenneth D.; Wong, Ka-Fu; Anatolyev, Stanislav Instrumental variables estimation of heteroskedastic linear models using all lags of instruments. (English) Zbl 1168.62055 Econom. Rev. 28, No. 5, 441-467 (2009). MSC: 62H12 62J05 62F12 62P20 65C60 × Cite Format Result Cite Review PDF Full Text: DOI Link
Fabião, F.; Grossinho, M. R.; Simões, O. A. Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation. (English) Zbl 1175.35050 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 71, No. 10, 4624-4631 (2009). MSC: 35J60 35J65 35J20 91B26 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kamiya, Kazuya; Talman, Dolf Matching models with a conservation law: The existence and global structure of the set of stationary equilibria. (English) Zbl 1164.91044 J. Math. Econ. 45, No. 5-6, 397-413 (2009). MSC: 91B68 91B70 91B52 × Cite Format Result Cite Review PDF Full Text: DOI
Cowpertwait, Paul S. P.; Metcalfe, Andrew V. Introductory time series with R. (English) Zbl 1179.62115 Use R!. New York, NY: Springer (ISBN 978-0-387-88697-8/pbk; 978-0-387-88698-5/ebook). xv, 254 p. (2009). Reviewer: Herbert S. Buscher (Halle, Saale) MSC: 62M10 62M15 62J05 62-01 62-04 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Ghate, Archis; Smith, Robert L. Characterizing extreme points as basic feasible solutions in infinite linear programs. (English) Zbl 1154.90541 Oper. Res. Lett. 37, No. 1, 7-10 (2009). MSC: 90C05 90B15 60K15 × Cite Format Result Cite Review PDF Full Text: DOI
Kim, Taekwon; Jeon, Yongil Stationary perfect equilibria of an \(n\)-person noncooperative bargaining game and cooperative solution concepts. (English) Zbl 1168.91369 Eur. J. Oper. Res. 194, No. 3, 922-932 (2009). MSC: 91B26 91A10 90C05 × Cite Format Result Cite Review PDF Full Text: DOI
Deistler, Manfred Multivariate time series analysis and forecasting. (English) Zbl 1177.62107 Mariano, Roberto S. (ed.) et al., Econometric forecasting and high-frequency data analysis. Papers based on the presentations at the program, April–May 2004. Hackensack, NJ: World Scientific (ISBN 978-981-277-895-6/hbk). Lecture Notes Series. Institute for Mathematical Sciences. National University of Singapore 13, 159-189 (2008). MSC: 62M10 62M20 62M15 62H99 60G10 × Cite Format Result Cite Review PDF
Müller, Ulrich K. The impossibility of consistent discrimination between I(0) and I(1) processes. (English) Zbl 1284.62141 Econom. Theory 24, No. 3, 616-630 (2008). MSC: 62F05 60F05 60F17 60G10 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Alpuim, Teresa; El-Shaarawi, Abdel On the efficiency of regression analysis with \(AR(p)\) errors. (English) Zbl 1147.62364 J. Appl. Stat. 35, No. 7, 717-737 (2008). MSC: 62M10 62J05 62F12 62F10 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Hilbe, Joseph M. Negative binomial regression. (English) Zbl 1131.62068 Cambridge: Cambridge University Press (ISBN 978-0-521-85772-7/hbk). xii, 251 p. (2007). Reviewer: Yuehua Wu (Toronto) MSC: 62J99 62-02 62J12 62-01 × Cite Format Result Cite Review PDF Full Text: DOI
Popovici, Dan Dilatable solutions for some operator moment problems. (English) Zbl 1199.47077 Davidson, Kenneth R. (ed.) et al., Operator theory 20. Proceedings of the 20th international conference on operator theory, Timişoara, Romania, June 30–July 5, 2004. Bucharest: Theta (ISBN 978-973-85432-9-4; 973-85432-9-0). Theta Series in Advanced Mathematics 6, 181-195 (2006). MSC: 47A57 47A20 60G10 43A35 47A45 47B15 × Cite Format Result Cite Review PDF
Castanié, Francis (ed.) [Le Carpentier, Éric; Besson, Olivier; Ferrari, André; Mailhes, Corinne; Martin, Nadine; Marcos, Sylvie] Spectral analysis. Parametric and non-parametric digital methods. Translated from the 2003 French original. (English) Zbl 1138.94005 Digital Signal and Image Processing Series (DSP). London: ISTE (ISBN 978-1-905209-05-7/hbk; 978-0-470-61219-4/ebook). 262 p. (2006). Reviewer: Yuehua Wu (Toronto) MSC: 94-02 94A12 × Cite Format Result Cite Review PDF Full Text: DOI
Pham, Hoang (ed.) Springer handbook of engineering statistics. With CD-ROM. (English) Zbl 1096.62143 London: Springer (ISBN 1-85233-806-7/hbk). xliv, 1120 p. (2006). Reviewer: Daniela Jarušková (Praha) MSC: 62P30 62-00 × Cite Format Result Cite Review PDF
Farrell, Patrick J.; Sutradhar, Brajendra C. A nonlinear conditional probability model for generating correlated binary data. (English) Zbl 1101.62074 Stat. Probab. Lett. 76, No. 4, 353-361 (2006). MSC: 62M10 62J12 62H20 × Cite Format Result Cite Review PDF Full Text: DOI
Mechenov, Alexander S. Pseudosolution of linear functional equations. Parameters estimation of linear functional relationships. (English) Zbl 1077.62052 Mathematics and its Applications (Springer) 576. New York, NY: Springer (ISBN 0-387-24505-7/hbk). ix, 238 p. (2005). Reviewer: Yuehua Wu (Toronto) MSC: 62J05 62-02 65Q05 65R20 65-02 39B05 45A05 65C60 × Cite Format Result Cite Review PDF
Marcano, J. G.; Morán, M. D. The Arov-Grossman model and Burg’s entropy. (English) Zbl 1130.42008 Baeza-Yates, Ricardo (ed.) et al., Recent advances in applied probability. Papers presented at the international workshop on applied probability, IWAP 2002, Caracas, Venezuela, January 14–17, 2002. New York, NY: Springer (ISBN 0-387-23378-4/hbk). 329-349 (2005). Reviewer: Werner Linde (Jena) MSC: 42A70 30E05 47A45 47A57 47N30 60G10 62B10 62M10 × Cite Format Result Cite Review PDF
Górecki, Henryk A new method for analytic determination of extremum of the transients in linear systems. (English) Zbl 1167.93377 Control Cybern. 33, No. 2, 275-295 (2004). MSC: 93C80 93C95 93B50 93C05 × Cite Format Result Cite Review PDF Full Text: EuDML
Eskandari, Farzad; Meshkani, Mohammad R. Empirical Bayes analysis of log-linear models for a generalized finite stationary Markov chain. (English) Zbl 1079.62083 Metrika 59, No. 2, 173-191 (2004). MSC: 62M05 62C12 62H17 62F15 62E20 × Cite Format Result Cite Review PDF Full Text: DOI