Gillis, Nicolas; Van Dooren, Paul Assigning stationary distributions to sparse stochastic matrices. (English) Zbl 07947708 SIAM J. Matrix Anal. Appl. 45, No. 4, 2184-2210 (2024). MSC: 60J10 93C73 65F15 90C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Heydari Berenjegani, M.; Eftekhari, N. Fixed points of doubly stochastic operators with application to Markov chains. (English) Zbl 07925364 Linear Multilinear Algebra 72, No. 13, 2186-2196 (2024). MSC: 47Axx 47Bxx 60J10 × Cite Format Result Cite Review PDF Full Text: DOI
Khatskevich, V. L. On the transformation of a stationary fuzzy random process by a linear dynamic system. (English. Russian original) Zbl 1544.93766 Autom. Remote Control 85, No. 4, 387-399 (2024); translation from Avtom. Telemekh. 2024, No. 4, 94-111 (2024). MSC: 93E03 93C42 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Bignamini, Davide A.; Ferrari, Simone Schauder estimates for stationary and evolution equations associated to stochastic reaction-diffusion equations driven by colored noise. (English) Zbl 1543.35280 Stochastic Anal. Appl. 42, No. 3, 499-515 (2024). MSC: 35R15 35R60 47D06 47D07 60H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Castro, Matheus M.; Lamb, Jeroen S. W.; Olicón-Méndez, Guillermo; Rasmussen, Martin Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: a Banach lattice approach. (English) Zbl 07869143 Stochastic Processes Appl. 173, Article ID 104364, 19 p. (2024). MSC: 37H05 37A30 37A25 47B65 60J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mau, Camille; Privault, Nicolas Mixing of linear operators under infinitely divisible measures on Banach spaces. (English) Zbl 1541.60011 J. Math. Anal. Appl. 535, No. 1, Article ID 128160, 26 p. (2024). Reviewer: Alexander Lindner (Ulm) MSC: 60E07 60G10 37A25 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Hui; Xiong, Yudan; Xu, Fangjun Limit theorems for functionals of long memory linear processes with infinite variance. (English) Zbl 1530.60025 Stochastic Processes Appl. 167, Article ID 104237, 23 p. (2024). Reviewer: Edward Omey (Brussel) MSC: 60F05 60G10 60E07 60E10 60K99 26A12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kühnert, Sebastian; Rice, Gregory; Aue, Alexander Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes. arXiv:2407.12221 Preprint, arXiv:2407.12221 [math.ST] (2024). MSC: 47B38 60G10 62F12 × Cite Format Result Cite Full Text: arXiv
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
Oesting, Marco; Rapp, Albert; Spodarev, Evgeny Detection of long range dependence in the time domain for (in)finite-variance time series. (English) Zbl 07803281 Statistics 57, No. 6, 1352-1379 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
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
Ievlev, Pavel; Novikov, Svyatoslav A matrix-valued Schoenberg’s problem and its applications. (English) Zbl 1530.42012 Electron. Commun. Probab. 28, Paper No. 48, 12 p. (2023). MSC: 42A82 47A56 60G15 60G60 × Cite Format Result Cite Review PDF Full Text: DOI
Inoue, Akihiko Explicit formulas for the inverses of Toeplitz matrices, with applications. (English) Zbl 1544.60039 Probab. Theory Relat. Fields 185, No. 1-2, 513-552 (2023). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G10 60G25 15B05 65F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pavlopoulos, Harry; Chronis, George On highly skewed fractional log-stable noise sequences and their application. (English) Zbl 07731481 J. Time Ser. Anal. 44, No. 4, 337-358 (2023). MSC: 62Mxx 60G10 60G22 60G52 × Cite Format Result Cite Review PDF Full Text: DOI
Subba Rao, Suhasini; Yang, Junho A prediction perspective on the Wiener-Hopf equations for time series. (English) Zbl 07731460 J. Time Ser. Anal. 44, No. 1, 23-42 (2023). MSC: 62Mxx 62M10 62M20 60G35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sakhno, Lyudmyla Investigation of Airy equations with random initial conditions. (English) Zbl 1519.35375 Electron. Commun. Probab. 28, Paper No. 16, 14 p. (2023). MSC: 35R60 35B45 35G10 60G20 60G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bose, Arup; Hachem, Walid Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes. (English) Zbl 1524.62412 Random Matrices Theory Appl. 12, No. 2, Article ID 2250053, 60 p. (2023). MSC: 62M10 62J20 46L54 33C47 60B20 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Alsmeyer, Gerold; Brofferio, Sara; Buraczewski, Dariusz Asymptotically linear iterated function systems on the real line. (English) Zbl 1525.60090 Ann. Appl. Probab. 33, No. 1, 161-199 (2023). MSC: 60J05 60K15 60K05 60H25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dhar, Subhra Sankar; Wu, Weichi Comparing time varying regression quantiles under shift invariance. (English) Zbl 07666829 Bernoulli 29, No. 2, 1527-1554 (2023). MSC: 62Gxx 62Jxx 62Mxx × Cite Format Result Cite Review PDF Full Text: DOI Link
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
Melikyan, Margarita Vrezhovna Large system of oscillators with ultralocal stochastic stationary external field influence. (Russian. English summary) Zbl 07726301 Chebyshevskiĭ Sb. 23, No. 1(82), 130-141 (2022). MSC: 82-XX 60-XX × Cite Format Result Cite Review PDF Full Text: DOI MNR Link
Luz, M. M.; Moklyachuk, M. P. Robust interpolation of sequences with periodically stationary multiplicative seasonal increments. (English) Zbl 1502.60053 Carpathian Math. Publ. 14, No. 1, 105-126 (2022). MSC: 60G35 60G25 60G10 62M20 93E10 93E11 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Barrera, Gerardo; Manrique-Mirón, Paulo The asymptotic distribution of the condition number for random circulant matrices. (English) Zbl 1504.60011 Extremes 25, No. 4, 567-594 (2022). Reviewer: Nasir N. Ganikhodjaev (Tashkent) MSC: 60B20 60E05 60G70 65F35 60G10 62E20 65F22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yoshioka, Hidekazu; Tsujimura, Motoh; Tanaka, Tomohiro; Yoshioka, Yumi; Hashiguchi, Ayumi Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge. (English) Zbl 1524.92129 Comput. Math. Appl. 126, 115-148 (2022). MSC: 92D40 76B10 93E20 49N10 60J70 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Grama, Ion; Quint, Jean-François; Xiao, Hui A zero-one law for invariant measures and a local limit theorem for coefficients of random walks on the general linear group. (English. French summary) Zbl 1505.37015 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 4, 2321-2346 (2022). Reviewer: Vakhtang V. Kvaratskhelia (Tbilisi) MSC: 37A50 37A30 15B52 60B15 60F05 60B05 60B20 82B41 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link HAL
Lachièze-Rey, Raphaël Variance linearity for real Gaussian zeros. (English. French summary) Zbl 1503.60043 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 4, 2114-2128 (2022). MSC: 60G10 60G15 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link HAL
Baraviera, Alexandre; Duarte, Pedro; Torres, Maria Joana Stationary measures on infinite graphs. (English) Zbl 1496.05116 Commun. Contemp. Math. 24, No. 7, Article ID 2150025, 33 p. (2022). MSC: 05C63 47A75 47D07 × Cite Format Result Cite Review PDF Full Text: DOI Link
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
Feltes, G. L.; Lopes, S. R. C. Fractionally integrated moving average stable processes with long-range dependence. (English) Zbl 1493.62357 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 599-615 (2022). MSC: 62H20 60G10 62M10 62E10 54E99 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Mukherji, Sutapa Totally asymmetric simple exclusion process with particle annihilation. (English) Zbl 1539.92047 J. Stat. Mech. Theory Exp. 2022, No. 5, Article ID 053207, 18 p. (2022). MSC: 92C37 34A30 × Cite Format Result Cite Review PDF Full Text: DOI
Arezki, Ouerdia; Hamaz, Abdelghani On linear prediction for stationary random fields with nonsymmetrical half-plane past. (English) Zbl 07565491 Commun. Stat., Theory Methods 51, No. 15, 5298-5309 (2022). MSC: 60G60 60G25 × Cite Format Result Cite Review PDF Full Text: DOI
Horodnii, M. F. Stationary solutions of a second-order differential equation with operator coefficients. (English) Zbl 1491.60080 Theory Probab. Math. Stat. 106, 177-181 (2022). MSC: 60H10 60G10 34G10 × Cite Format Result Cite Review PDF Full Text: DOI
Bokes, Pavol Stationary and time-dependent molecular distributions in slow-fast feedback circuits. (English) Zbl 1490.92025 SIAM J. Appl. Dyn. Syst. 21, No. 2, 903-931 (2022). MSC: 92C40 41A60 60J28 93B52 × Cite Format Result Cite Review PDF Full Text: DOI
Vershik, Anatoly M. (ed.); Buchstaber, Victor M. (ed.); Malyutin, Andrey V. (ed.) Conference on topology, geometry, and dynamics. V. A. Rokhlin-100. The Euler International Mathematical Institute and Steklov Institute of Mathematics, St. Petersburg, Russia, August 19–23, 2019. (English) Zbl 1492.57002 Contemporary Mathematics 772. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-5664-1/pbk; 978-1-4704-6451-6/ebook). x, 345 p. (2021). MSC: 57-06 55-XX 57-XX 14-XX 11K50 11K55 22D40 37Axx 47A35 37-XX 60Fxx 60G10 53C65 60D05 57K10 19Lxx 18F25 57Txx 14L05 19L41 57R75 57R77 57R85 57R90 00B25 00B30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tang, Zhiqiang; Zhang, Yong Limit theorems for linear processes generated by \(\rho\)-mixing sequence. (English) Zbl 07531800 Commun. Stat., Theory Methods 50, No. 17, 4081-4095 (2021). MSC: 60F15 60F05 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Aurzada, Frank; Mukherjee, Sumit; Zeitouni, Ofer Persistence exponents in Markov chains. (English) Zbl 1483.60041 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1411-1441 (2021). MSC: 60F10 60J05 45C05 47A75 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Golichenko, I. I.; Masyutka, O. Yu.; Moklyachuk, M. P. Extrapolation problem for periodically correlated stochastic sequences with missing observations. (English) Zbl 1488.60078 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 39-52 (2021). MSC: 60G10 60G25 60G35 62M20 62C20 93E10 93E11 × Cite Format Result Cite Review PDF Full Text: DOI
Akashi, Fumiya; Taniguchi, Masanobu; Tanida, Yoshiyuki Estimation of linear functional of large spectral density matrix and application to Whittle’s approach. (English) Zbl 1477.62232 Jpn. J. Stat. Data Sci. 4, No. 1, 449-474 (2021). MSC: 62M10 62H12 62M15 × 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
Fortune, Timothy; Peligrad, Magda; Sang, Hailin A local limit theorem for linear random fields. (English) Zbl 1477.60046 J. Time Ser. Anal. 42, No. 5-6, 696-710 (2021). MSC: 60F05 62M10 60G10 62G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Huang, Jingwen; Wang, Dehui Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables. (English) Zbl 1471.62277 Proc. Indian Acad. Sci., Math. Sci. 131, No. 2, Paper No. 21, 24 p. (2021). MSC: 62F12 62M10 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Mukhamedov, Farrukh Weighted laws of large numbers and convergence of weighted ergodic averages on vector valued \(L_p\)-spaces. (English) Zbl 1494.47015 Adv. Oper. Theory 6, No. 3, Paper No. 57, 34 p. (2021). MSC: 47A35 47H25 37A05 37A30 60G10 47H60 × Cite Format Result Cite Review PDF Full Text: DOI
Kuntz, Juan; Thomas, Philipp; Stan, Guy-Bart; Barahona, Mauricio Approximations of countably infinite linear programs over bounded measure spaces. (English) Zbl 1461.90070 SIAM J. Optim. 31, No. 1, 604-625 (2021). MSC: 90C05 90C06 60J10 60J22 65C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Kimura, Masatoshi; Takine, Tetsuya Characterization of the conditional stationary distribution in Markov chains via systems of linear inequalities. (English) Zbl 1473.60111 Adv. Appl. Probab. 52, No. 4, 1249-1283 (2020). MSC: 60J27 60K25 × Cite Format Result Cite Review PDF Full Text: DOI
Doukhan, Paul; Grublytė, Ieva; Pommeret, Denys; Reboul, Laurence Comparing the marginal densities of two strictly stationary linear processes. (English) Zbl 1467.62143 Ann. Inst. Stat. Math. 72, No. 6, 1419-1447 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62G10 62M07 60G10 62P10 92B25 × Cite Format Result Cite Review PDF Full Text: DOI
Glavaš, Lenka; Mladenović, Pavle Extreme values of linear processes with heavy-tailed innovations and missing observations. (English) Zbl 1468.60063 Extremes 23, No. 4, 547-567 (2020). MSC: 60G70 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Yaacoubi, Abdelhak A new family of positive recurrent semimartingale reflecting Brownian motions in an orthant. (English) Zbl 1466.60169 Random Oper. Stoch. Equ. 28, No. 3, 177-181 (2020). MSC: 60J65 60J60 60K25 34D20 × Cite Format Result Cite Review PDF Full Text: DOI
Vergés, Fortià Vila; Fragoso, Marcelo Dutra Stationary linear mean square filter for the operation mode of continuous-time Markovian jump linear systems. (English) Zbl 1474.93224 Ann. Acad. Rom. Sci., Math. Appl. 12, No. 1-2, 501-521 (2020). MSC: 93E11 93C05 60J74 × Cite Format Result Cite Review PDF Full Text: Link
Kühnert, Sebastian Functional ARCH and GARCH models: a Yule-Walker approach. (English) Zbl 07298078 Electron. J. Stat. 14, No. 2, 4321-4360 (2020). MSC: 47B38 60G10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Minabutdinov, A. R. Limiting curves for the dyadic odometer. (English. Russian original) Zbl 1459.37006 J. Math. Sci., New York 247, No. 5, 688-695 (2020); translation from Zap. Nauchn. Semin. POMI 481, 74-86 (2019). Reviewer: George Stoica (Saint John) MSC: 37A30 37A25 28D05 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Girardin, Valerie; Senoussi, Rachid Filling the gap between continuous and discrete time dynamics of autoregressive processes. (English) Zbl 1466.62383 J. Time Ser. Anal. 41, No. 4, 590-602 (2020). MSC: 62M10 60G10 60J70 60J76 × Cite Format Result Cite Review PDF Full Text: DOI
Düker, Marie-Christine Limit theorems in the context of multivariate long-range dependence. (English) Zbl 1450.60027 Stochastic Processes Appl. 130, No. 9, 5394-5425 (2020). MSC: 60F17 62M10 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ljungdahl, Mathias Mørck; Podolskij, Mark A minimal contrast estimator for the linear fractional stable motion. (English) Zbl 1454.60052 Stat. Inference Stoch. Process. 23, No. 2, 381-413 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60G22 62F12 62E20 60E07 60F05 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Wendler, Martin; Wu, Wei Biao Central limit theorems for nearly long range dependent subordinated linear processes. (English) Zbl 1446.60023 J. Appl. Probab. 57, No. 2, 637-656 (2020). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60G10 62E20 62M10 × 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
Champagnat, Nicolas; Villemonais, Denis Practical criteria for \(R\)-positive recurrence of unbounded semigroups. (English) Zbl 1434.60173 Electron. Commun. Probab. 25, Paper No. 6, 11 p. (2020); erratum ibid. 25, Paper No. 31, 2 p. (2020). MSC: 60J05 60J25 47A35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Champagnat, Nicolas; Villemonais, Denis Erratum: “Practical criteria for \(R\)-positive recurrence of unbounded semigroups”. (English) Zbl 1441.60055 Electron. Commun. Probab. 25, Paper No. 31, 2 p. (2020). MSC: 60J05 60J25 47A35 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Kaleta, Kamil; Lőrinczi, József Typical long-time behavior of ground state-transformed jump processes. (English) Zbl 1461.60029 Commun. Contemp. Math. 22, No. 2, Article ID 1950002, 32 p. (2020). Reviewer: Nikola Sandrić (Zagreb) MSC: 60G51 47D08 47D03 47G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Mondal, Prasenjit Computing semi-stationary optimal policies for multichain semi-Markov decision processes. (English) Zbl 1437.60060 Ann. Oper. Res. 287, No. 2, 843-865 (2020). MSC: 60K15 60K20 90C40 × Cite Format Result Cite Review PDF Full Text: DOI
Aleksandrov, Boris; Weiß, Christian H. Parameter estimation and diagnostic tests for INMA(1) processes. (English) Zbl 1460.62142 Test 29, No. 1, 196-232 (2020). MSC: 62M10 62F03 62F10 62J20 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Inoue, Akihiko Closed-form expression for finite predictor coefficients of multivariate ARMA processes. (English) Zbl 1466.62386 J. Multivariate Anal. 176, Article ID 104578, 18 p. (2020). MSC: 62M10 62M15 62M20 62H12 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
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
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
Dette, Holger; Wu, Weichi Detecting relevant changes in the mean of nonstationary processes – a mass excess approach. (English) Zbl 1435.62320 Ann. Stat. 47, No. 6, 3578-3608 (2019). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M10 62G08 62G09 60G12 62G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Liu, Kai Stability in distribution for stochastic differential equations with memory driven by positive semigroups and Lévy processes. (English) Zbl 1433.60057 Appl. Math. Comput. 362, Article ID 124580, 10 p. (2019). MSC: 60H15 60G15 60H05 34K30 34K50 47D06 × Cite Format Result Cite Review PDF Full Text: DOI
He, Guoman; Yang, Ge; Zhu, Yixia Some conditional limiting theorems for symmetric Markov processes with tightness property. (English) Zbl 1423.60117 Electron. Commun. Probab. 24, Paper No. 60, 11 p. (2019). MSC: 60J25 37A30 47A35 60J60 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
El Ktaibi, Farid; Ivanoff, B. Gail Bootstrapping the empirical distribution of a stationary process with change-point. (English) Zbl 1431.62180 Electron. J. Stat. 13, No. 2, 3572-3612 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G09 62M10 62G10 62G30 60F17 60G10 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Darolles, Serge; Le Fol, Gaëlle; Lu, Yang; Sun, Ran Bivariate integer-autoregressive process with an application to mutual fund flows. (English) Zbl 1451.60038 J. Multivariate Anal. 173, 181-203 (2019). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G10 60E05 62M10 62P05 91G99 × Cite Format Result Cite Review PDF Full Text: DOI Link
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
Dette, Holger; Wu, Weichi; Zhou, Zhou Change point analysis of correlation in non-stationary time series. (English) Zbl 1433.62257 Stat. Sin. 29, No. 2, 611-643 (2019). Reviewer: Marius Iosifescu (Bucureşti) MSC: 62M10 62G10 62H20 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
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
Hening, Alexandru; Kolb, Martin Quasistationary distributions for one-dimensional diffusions with singular boundary points. (English) Zbl 1435.60055 Stochastic Processes Appl. 129, No. 5, 1659-1696 (2019). Reviewer: Isamu Dôku (Saitama) MSC: 60J60 58J65 58J05 35J10 35P05 47F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Surgailis, Donatas Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\). (English) Zbl 1478.60157 J. Math. Anal. Appl. 472, No. 1, 328-351 (2019). MSC: 60G60 60F17 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Han, Chunyan; Wang, Wei Optimal filter for MJL system with delayed modes and observations. (English) Zbl 07976075 IET Control Theory Appl. 12, No. 1, 68-77 (2018). MSC: 93E11 93C05 93C43 × 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
Haddad, John N.; Rached, Ziad S.; Jajou, Amer F. The full likelihood function of a linear stationary Gaussian process. (English) Zbl 1411.62253 Int. J. Math. Comput. Sci. 13, No. 1, 9-14 (2018). MSC: 62M10 60G15 62J10 × Cite Format Result Cite Review PDF Full Text: Link
Krampe, Jonas; Kreiss, Jens-Peter; Paparoditis, Efstathios Estimated Wold representation and spectral-density-driven bootstrap for time series. (English) Zbl 1398.62236 J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 4, 703-726 (2018). MSC: 62M10 62F40 60G10 62P12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bufetov, Alexander I.; Dabrowski, Yoann; Qiu, Yanqi Linear rigidity of stationary stochastic processes. (English) Zbl 1400.37010 Ergodic Theory Dyn. Syst. 38, No. 7, 2493-2507 (2018). Reviewer: Utkir A. Rozikov (Tashkent) MSC: 37A50 60G10 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Oktay, Onur Stochastic integral operator model for IS, US and WSSUS channels. (English) Zbl 1407.60068 J. Pseudo-Differ. Oper. Appl. 9, No. 3, 539-572 (2018). MSC: 60G51 47B80 47H40 60G10 60G57 60H05 60H25 94A05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
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
Sang, Hailin; Sang, Yongli; Xu, Fangjun Kernel entropy estimation for linear processes. (English) Zbl 1392.62105 J. Time Ser. Anal. 39, No. 4, 563-591 (2018). MSC: 62G07 60F05 62M10 60G10 62G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Díaz, Lorenzo J.; Matias, Edgar Stability of the Markov operator and synchronization of Markovian random products. (English) Zbl 1491.37003 Nonlinearity 31, No. 5, 1782-1806 (2018). MSC: 37A30 37B35 37H10 60J05 47B80 × 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
Oçafrain, William Quasi-stationarity and quasi-ergodicity for discrete-time Markov chains with absorbing boundaries moving periodically. (English) Zbl 1390.60023 ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 1, 429-451 (2018). MSC: 60B10 60F99 47D03 60J10 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Klotz, Lutz; Mädler, Conrad On the notion of minimality of a \(q\)-variate stationary sequence. (English) Zbl 1390.60147 Complex Anal. Oper. Theory 12, No. 1, 1-15 (2018). MSC: 60G25 62M10 62M20 15A03 × Cite Format Result Cite Review PDF Full Text: DOI
Arov, Damir Z.; Dym, Harry Multivariate prediction, de Branges spaces, and related extension and inverse problems. (English) Zbl 1440.60004 Operator Theory: Advances and Applications 266. Cham: Birkhäuser (ISBN 978-3-319-70261-2/hbk; 978-3-319-70262-9/ebook). xiv, 405 p. (2018). Reviewer: Heinrich Hering (Rockenberg) MSC: 60-02 47-02 60G25 47B32 45Q05 34A55 × Cite Format Result Cite Review PDF Full Text: DOI
Jirak, Moritz Rate of convergence for Hilbert space valued processes. (English) Zbl 1383.60008 Bernoulli 24, No. 1, 202-230 (2018). Reviewer: Vakhtang V. Kvaratskhelia (Tbilisi) MSC: 60B11 60F05 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Kopat’, D. Ya.; Matalytskiĭ, M. A. On the nonstationary distribution of the probability states of the Markov network with infinitely linear queuing systems operating under high load. (Russian. English summary) Zbl 1542.60061 Vestsi Nats. Akad. Navuk Belarusi, Ser. Fiz.-Mat. Navuk 2017, No. 1, 63-69 (2017). MSC: 60K25 60J27 × Cite Format Result Cite Review PDF Full Text: Link
Bhattacharya, Arnab; Kharoufeh, Jeffrey P. Linear programming formulation for non-stationary, finite-horizon Markov decision process models. (English) Zbl 1409.90215 Oper. Res. Lett. 45, No. 6, 570-574 (2017). MSC: 90C40 90C05 × Cite Format Result Cite Review PDF Full Text: DOI
Damarackas, Julius A note on the normalizing sequences for sums of linear processes in the case of negative memory. (English) Zbl 1387.60044 Lith. Math. J. 57, No. 4, 421-432 (2017). MSC: 60F05 60G10 60G52 × Cite Format Result Cite Review PDF Full Text: DOI
Hirukawa, Junichi Time series regression models with locally stationary disturbance. (English) Zbl 06821279 Stat. Inference Stoch. Process. 20, No. 3, 329-346 (2017). MSC: 62M10 62F10 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Boualam, Karima; Berkoun, Youcef Hill’s estimator under weak dependence. (English) Zbl 1379.60055 Commun. Stat., Theory Methods 46, No. 18, 9218-9229 (2017). MSC: 60G70 60G10 × 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
Longla, Martial Remarks on limit theorems for reversible Markov processes and their applications. (English) Zbl 1371.60054 J. Stat. Plann. Inference 187, 28-43 (2017). MSC: 60F05 60G10 60F17 60G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cohen, Michael B.; Kelner, Jonathan; Peebles, John; Peng, Richard; Rao, Anup B.; Sidford, Aaron; Vladu, Adrian Almost-linear-time algorithms for Markov chains and new spectral primitives for directed graphs. (English) Zbl 1370.60115 Hatami, Hamed (ed.) et al., Proceedings of the 49th annual ACM SIGACT symposium on theory of computing, STOC ’17, Montreal, QC, Canada, June 19–23, 2017. New York, NY: Association for Computing Machinery (ACM) (ISBN 978-1-4503-4528-6). 410-419 (2017). MSC: 60J10 05C20 05C50 05C85 65F08 68W40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Taghipour, M.; Nematollahi, A. R. On discrete-time stable multiple Markov processes. (English) Zbl 1360.60147 Commun. Stat., Theory Methods 46, No. 4, 1694-1708 (2017). MSC: 60J25 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Volný, Dalibor; Woodroofe, Michael Quenched central limit theorems for a stationary linear process. (English) Zbl 1362.60021 Stat. Sin. 27, No. 2, 519-534 (2017). MSC: 60F05 60G10 60F17 60G42 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dölz, J.; Harbrecht, H.; Schwab, Ch. Covariance regularity and \(\mathcal {H}\)-matrix approximation for rough random fields. (English) Zbl 1362.65124 Numer. Math. 135, No. 4, 1045-1071 (2017). Reviewer: Abdallah Bradji (Annaba) MSC: 65N30 35S15 60G10 58J32 × Cite Format Result Cite Review PDF Full Text: DOI Link
Mischler, Stéphane; Weng, Qilong On a linear runs and tumbles equation. (English) Zbl 1357.35048 Kinet. Relat. Models 10, No. 3, 799-822 (2017). MSC: 35B40 35Q92 47D06 92C17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Seo, Won-Ki Cointegrated Density-Valued Linear Processes. arXiv:1710.07792 Preprint, arXiv:1710.07792 [math.ST] (2017). MSC: 47A56 60G10 60G50 62P20 × Cite Format Result Cite Full Text: arXiv OA License