Yuan, Shenglan; Zeng, Zhigang; Duan, Jinqiao Stochastic bifurcation for two-time-scale dynamical system with \(\alpha \)-stable Lévy noise. (English) Zbl 07330663 J. Stat. Mech. Theory Exp. 2021, No. 3, Article ID 033204, 22 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{S. Yuan} et al., J. Stat. Mech. Theory Exp. 2021, No. 3, Article ID 033204, 22 p. (2021; Zbl 07330663) Full Text: DOI
Huang, Chunfeng; Li, Ao On Lévy’s Brownian motion and white noise space on the circle. (English) Zbl 07325880 Stat. Probab. Lett. 171, Article ID 109041, 6 p. (2021). MSC: 60G10 60J65 60G65 PDF BibTeX XML Cite \textit{C. Huang} and \textit{A. Li}, Stat. Probab. Lett. 171, Article ID 109041, 6 p. (2021; Zbl 07325880) Full Text: DOI
Dedecker, Jérôme; Merlevède, Florence Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences. (English) Zbl 07325864 Stat. Probab. Lett. 171, Article ID 108991, 9 p. (2021). MSC: 60F17 60F15 60G10 60B12 PDF BibTeX XML Cite \textit{J. Dedecker} and \textit{F. Merlevède}, Stat. Probab. Lett. 171, Article ID 108991, 9 p. (2021; Zbl 07325864) Full Text: DOI
Carney, Meagan; Holland, Mark; Nicol, Matthew Extremes and extremal indices for level set observables on hyperbolic systems. (English) Zbl 07324149 Nonlinearity 34, No. 2, 1136-1167 (2021). MSC: 37A50 60G70 37B20 60G10 37C25 PDF BibTeX XML Cite \textit{M. Carney} et al., Nonlinearity 34, No. 2, 1136--1167 (2021; Zbl 07324149) Full Text: DOI
Zhang, Danna; Wu, Wei Biao Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes. (English) Zbl 07319863 Ann. Stat. 49, No. 1, 233-254 (2021). MSC: 62M10 62M15 60G12 PDF BibTeX XML Cite \textit{D. Zhang} and \textit{W. B. Wu}, Ann. Stat. 49, No. 1, 233--254 (2021; Zbl 07319863) Full Text: DOI Euclid
Colonius, Fritz; Rasmussen, Martin Quasi-ergodic limits for finite absorbing Markov chains. (English) Zbl 07309800 Linear Algebra Appl. 609, 253-288 (2021). Reviewer: George Stoica (Saint John) MSC: 37A30 15B51 37A25 60J10 PDF BibTeX XML Cite \textit{F. Colonius} and \textit{M. Rasmussen}, Linear Algebra Appl. 609, 253--288 (2021; Zbl 07309800) Full Text: DOI
Voutilainen, Marko; Ilmonen, Pauliina; Torres, Soledad; Tudor, Ciprian; Viitasaari, Lauri On the ARCH model with stationary liquidity. (English) Zbl 07308649 Metrika 84, No. 2, 195-224 (2021). MSC: 60G10 62M10 62G05 PDF BibTeX XML Cite \textit{M. Voutilainen} et al., Metrika 84, No. 2, 195--224 (2021; Zbl 07308649) Full Text: DOI
Maleki Almani, H.; Hosseini, S. M.; Tahmasebi, M. Fractional Brownian motion with two-variable Hurst exponent. (English) Zbl 07305203 J. Comput. Appl. Math. 388, Article ID 113262, 24 p. (2021). MSC: 60G05 60G10 60G15 60G17 60G18 60G20 60G22 60G50 PDF BibTeX XML Cite \textit{H. Maleki Almani} et al., J. Comput. Appl. Math. 388, Article ID 113262, 24 p. (2021; Zbl 07305203) Full Text: DOI
Prass, Taiane Schaedler; Pumi, Guilherme On the behavior of the DFA and DCCA in trend-stationary processes. (English) Zbl 07301924 J. Multivariate Anal. 182, Article ID 104703, 16 p. (2021). Reviewer: Glauber Márcio Silveira Pereira (Ceará) MSC: 62H20 62H12 62M10 62F12 60G10 65C05 91B84 62P20 PDF BibTeX XML Cite \textit{T. S. Prass} and \textit{G. Pumi}, J. Multivariate Anal. 182, Article ID 104703, 16 p. (2021; Zbl 07301924) Full Text: DOI
Champagnat, Nicolas; Villemonais, Denis Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution. (English) Zbl 07298000 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 1-15 (2021). MSC: 37A60 37A50 37A25 60K35 PDF BibTeX XML Cite \textit{N. Champagnat} and \textit{D. Villemonais}, ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 1--15 (2021; Zbl 07298000) Full Text: Link
Kang, Taegyu; Kim, Young Min; Im, Jongho A note on stationary bootstrap variance estimator under long-range dependence. (English) Zbl 07290521 Stat. Probab. Lett. 169, Article ID 108971, 9 p. (2021). MSC: 62F40 60G10 PDF BibTeX XML Cite \textit{T. Kang} et al., Stat. Probab. Lett. 169, Article ID 108971, 9 p. (2021; Zbl 07290521) Full Text: DOI
Rao, M. M. Stochastic processes. Harmonizable theory. (English) Zbl 07165387 Series on Multivariate Analysis 12. Hackensack, NJ: World Scientific (ISBN 978-981-12-1365-6/hbk; 978-981-12-1367-0/ebook). xii, 328 p. (2021). MSC: 60-02 60Gxx 60G10 60G12 60G70 60G99 62Mxx PDF BibTeX XML Cite \textit{M. M. Rao}, Stochastic processes. Harmonizable theory. Hackensack, NJ: World Scientific (2021; Zbl 07165387) Full Text: DOI
Zatula, D. V. Estimates for the distribution of Hölder semi-norms of real stationary Gaussian processes with a stable correlation function. (Ukrainian. English summary) Zbl 07329595 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 1-2, 25-30 (2020). MSC: 60G07 46E30 PDF BibTeX XML Cite \textit{D. V. Zatula}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 1--2, 25--30 (2020; Zbl 07329595) Full Text: DOI
Procaccia, Eviatar B.; Ye, Jiayan; Zhang, Yuan Stationary DLA is well defined. (English) Zbl 07327435 J. Stat. Phys. 181, No. 4, 1089-1111 (2020). MSC: 60K35 60G10 60C05 05C30 PDF BibTeX XML Cite \textit{E. B. Procaccia} et al., J. Stat. Phys. 181, No. 4, 1089--1111 (2020; Zbl 07327435) Full Text: DOI
Ünözkan, Hüseyin; Yilmaz, Mehmet; Dere, Ahmet Murat A stochastic approach to number of corona virus cases. (English) Zbl 07326448 J. Appl. Math. Stat. Inform. 16, No. 2, 67-83 (2020). MSC: 60J74 PDF BibTeX XML Cite \textit{H. Ünözkan} et al., J. Appl. Math. Stat. Inform. 16, No. 2, 67--83 (2020; Zbl 07326448) Full Text: DOI
Mailler, Cécile; Villemonais, Denis Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes. (English) Zbl 07325644 Ann. Appl. Probab. 30, No. 5, 2393-2438 (2020). MSC: 62L20 62R40 60J25 60J80 PDF BibTeX XML Cite \textit{C. Mailler} and \textit{D. Villemonais}, Ann. Appl. Probab. 30, No. 5, 2393--2438 (2020; Zbl 07325644) Full Text: DOI Euclid
Basu, Riddhipratim; Dembo, Amir; Feldheim, Naomi; Zeitouni, Ofer Exponential concentration for zeroes of stationary Gaussian processes. (English) Zbl 07323431 Int. Math. Res. Not. 2020, No. 23, 9769-9796 (2020). MSC: 60G10 60G15 60F10 PDF BibTeX XML Cite \textit{R. Basu} et al., Int. Math. Res. Not. 2020, No. 23, 9769--9796 (2020; Zbl 07323431) Full Text: DOI
Feldheim, Naomi; Feldheim, Ohad; Jaye, Benjamin; Nazarov, Fedor; Nitzan, Shahaf On the probability that a stationary Gaussian process with spectral gap remains non-negative on a long interval. (English) Zbl 07323414 Int. Math. Res. Not. 2020, No. 23, 9210-9227 (2020). MSC: 60G10 60G15 PDF BibTeX XML Cite \textit{N. Feldheim} et al., Int. Math. Res. Not. 2020, No. 23, 9210--9227 (2020; Zbl 07323414) Full Text: DOI
Kesseböhmer, Marc; Schindler, Tanja I. Corrigendum to “Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean”. (English) Zbl 07312356 Stochastic Processes Appl. 130, No. 11, 7019 (2020). MSC: 60F15 37A05 37A30 60G10 PDF BibTeX XML Cite \textit{M. Kesseböhmer} and \textit{T. I. Schindler}, Stochastic Processes Appl. 130, No. 11, 7019 (2020; Zbl 07312356) Full Text: DOI
Aurzada, Frank; Buck, Micha; Kilian, Martin Penalizing fractional Brownian motion for being negative. (English) Zbl 1454.60051 Stochastic Processes Appl. 130, No. 11, 6625-6637 (2020). MSC: 60G22 60G10 PDF BibTeX XML Cite \textit{F. Aurzada} et al., Stochastic Processes Appl. 130, No. 11, 6625--6637 (2020; Zbl 1454.60051) Full Text: DOI
Isaev, M.; Rodionov, I. V.; Zhang, R.-R.; Zhukovskii, M. E. Extreme value theory for triangular arrays of dependent random variables. (English. Russian original) Zbl 07308445 Russ. Math. Surv. 75, No. 5, 968-970 (2020); translation from Usp. Mat. Nauk 75, No. 5, 193-194 (2020). MSC: 05C80 60G70 PDF BibTeX XML Cite \textit{M. Isaev} et al., Russ. Math. Surv. 75, No. 5, 968--970 (2020; Zbl 07308445); translation from Usp. Mat. Nauk 75, No. 5, 193--194 (2020) 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 07307065 Ann. Acad. Rom. Sci., Math. Appl. 12, No. 1-2, 501-521 (2020). MSC: 93E11 93C05 93C30 60J74 60J27 PDF BibTeX XML Cite \textit{F. V. Vergés} and \textit{M. D. Fragoso}, Ann. Acad. Rom. Sci., Math. Appl. 12, No. 1--2, 501--521 (2020; Zbl 07307065) Full Text: Link
Mao, Huiyu; Zhu, Fukang; Cui, Yan A generalized mixture integer-valued GARCH model. (English) Zbl 07300196 Stat. Methods Appl. 29, No. 3, 527-552 (2020). MSC: 62M10 62H30 60G10 62P10 PDF BibTeX XML Cite \textit{H. Mao} et al., Stat. Methods Appl. 29, No. 3, 527--552 (2020; Zbl 07300196) Full Text: DOI
Bruce, Scott A.; Tang, Cheng Yong; Hall, Martica H.; Krafty, Robert T. Empirical frequency band analysis of nonstationary time series. (English) Zbl 1452.62689 J. Am. Stat. Assoc. 115, No. 532, 1933-1945 (2020). MSC: 62M15 62P10 PDF BibTeX XML Cite \textit{S. A. Bruce} et al., J. Am. Stat. Assoc. 115, No. 532, 1933--1945 (2020; Zbl 1452.62689) Full Text: DOI
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 PDF BibTeX XML Cite \textit{S. Kühnert}, Electron. J. Stat. 14, No. 2, 4321--4360 (2020; Zbl 07298078) Full Text: DOI Euclid
Kulik, A. M.; Leonenko, N. N.; Papić, I.; Šuvak, N. Parameter estimation for non-stationary Fisher-Snedecor diffusion. (English) Zbl 07297548 Methodol. Comput. Appl. Probab. 22, No. 3, 1023-1061 (2020). MSC: 60G10 33C05 60J60 62M05 62M15 PDF BibTeX XML Cite \textit{A. M. Kulik} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 1023--1061 (2020; Zbl 07297548) Full Text: DOI
Avetisian, Diana; Ralchenko, Kostiantyn Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation. (English) Zbl 07296197 Mod. Stoch., Theory Appl. 7, No. 3, 339-356 (2020). MSC: 60H15 35R11 35R60 60G22 62F10 60G15 PDF BibTeX XML Cite \textit{D. Avetisian} and \textit{K. Ralchenko}, Mod. Stoch., Theory Appl. 7, No. 3, 339--356 (2020; Zbl 07296197) Full Text: DOI
Lehrer, Ehud; Shaiderman, Dimitry Exchangeable processes: de Finetti’s theorem revisited. (English) Zbl 1455.60055 Math. Oper. Res. 45, No. 3, 1153-1163 (2020). MSC: 60G09 60G10 91B06 PDF BibTeX XML Cite \textit{E. Lehrer} and \textit{D. Shaiderman}, Math. Oper. Res. 45, No. 3, 1153--1163 (2020; Zbl 1455.60055) Full Text: DOI
Zamani, A.; Sajjadnia, Z.; Hashemi, M. The Wold decomposition of Hilbertian periodically correlated processes. (English) Zbl 1455.60058 Theory Probab. Math. Stat. 101, 119-127 (2020) and Teor. Jmovirn. Mat. Stat. 101, 106-114 (2019). MSC: 60G10 62M10 PDF BibTeX XML Cite \textit{A. Zamani} et al., Theory Probab. Math. Stat. 101, 119--127 (2020; Zbl 1455.60058) Full Text: DOI
Verovkin, G. K.; Marynych, A. V. Stationary limits of shot noise processes. (English. Ukrainian original) Zbl 1455.60120 Theory Probab. Math. Stat. 101, 67-83 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 63-77 (2019). MSC: 60K05 60F17 60F05 PDF BibTeX XML Cite \textit{G. K. Verovkin} and \textit{A. V. Marynych}, Theory Probab. Math. Stat. 101, 67--83 (2020; Zbl 1455.60120); translation from Teor. Jmovirn. Mat. Stat. 101, 63--77 (2019) Full Text: DOI
Dovgyi, S. O.; Yurikov, O. I.; Zozyuk, M. O. On one statistical model of error rate in the stream of packet data transmission through communication channels. (English. Russian original) Zbl 1454.62512 Cybern. Syst. Anal. 56, No. 5, 739-744 (2020); translation from Kibern. Sist. Anal. 2020, No. 5, 63-69 (2020). MSC: 62P30 62J10 62M10 60J60 PDF BibTeX XML Cite \textit{S. O. Dovgyi} et al., Cybern. Syst. Anal. 56, No. 5, 739--744 (2020; Zbl 1454.62512); translation from Kibern. Sist. Anal. 2020, No. 5, 63--69 (2020) Full Text: DOI
Aue, Alexander; van Delft, Anne Testing for stationarity of functional time series in the frequency domain. (English) Zbl 1455.62230 Ann. Stat. 48, No. 5, 2505-2547 (2020). MSC: 62R10 62M10 62M15 62P35 62P12 PDF BibTeX XML Cite \textit{A. Aue} and \textit{A. van Delft}, Ann. Stat. 48, No. 5, 2505--2547 (2020; Zbl 1455.62230) Full Text: DOI Euclid
Meyer, Marco; Paparoditis, Efstathios; Kreiss, Jens-Peter Extending the validity of frequency domain bootstrap methods to general stationary processes. (English) Zbl 07285299 Ann. Stat. 48, No. 4, 2404-2427 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M10 62M15 62G09 60G10 PDF BibTeX XML Cite \textit{M. Meyer} et al., Ann. Stat. 48, No. 4, 2404--2427 (2020; Zbl 07285299) Full Text: DOI Euclid
Gutman, Yonatan; Śpiewak, Adam Metric mean dimension and analog compression. (English) Zbl 1453.94043 IEEE Trans. Inf. Theory 66, No. 11, 6977-6998 (2020). MSC: 94A29 94A34 PDF BibTeX XML Cite \textit{Y. Gutman} and \textit{A. Śpiewak}, IEEE Trans. Inf. Theory 66, No. 11, 6977--6998 (2020; Zbl 1453.94043) Full Text: DOI
Zhang, Yan; Lv, Jingliang; Zou, Xiaoling Dynamics of stochastic single-species models. (English) Zbl 07279016 Math. Methods Appl. Sci. 43, No. 15, 8728-8735 (2020). MSC: 60G10 60G15 PDF BibTeX XML Cite \textit{Y. Zhang} et al., Math. Methods Appl. Sci. 43, No. 15, 8728--8735 (2020; Zbl 07279016) Full Text: DOI
Lozovanu, Dmitrii; Pickl, Stefan On the existence of stationary Nash equilibria in average stochastic games with finite state and action spaces. (English) Zbl 1454.91023 Petrosyan, Leon A. (ed.) et al., Contributions to game theory and management. Volume XIII. Collected papers presented at the 13th international conference on game theory and management (GTM 2019), St. Petersburg, Russia, June 27–29, 2018. St. Petersburg: St. Petersburg State University. 304-323 (2020). MSC: 91A15 91A11 91A70 90C40 PDF BibTeX XML Cite \textit{D. Lozovanu} and \textit{S. Pickl}, in: Contributions to game theory and management. Volume XIII. Collected papers presented at the 13th international conference on game theory and management (GTM 2019), St. Petersburg, Russia, June 27--29, 2018. St. Petersburg: St. Petersburg State University. 304--323 (2020; Zbl 1454.91023) Full Text: MNR
Czudek, Klaudiusz Alsedà-Misiurewicz systems with place-dependent probabilities. (English) Zbl 07278308 Nonlinearity 33, No. 11, 6221-6243 (2020). Reviewer: Steve Pederson (Atlanta) MSC: 37E05 37A50 37H12 60G10 60J05 PDF BibTeX XML Cite \textit{K. Czudek}, Nonlinearity 33, No. 11, 6221--6243 (2020; Zbl 07278308) Full Text: DOI
Ferreira, Ricardo F.; Gallo, Sandro; Paccaut, Frédéric Non-regular \(g\)-measures and variable length memory chains. (English) Zbl 07278300 Nonlinearity 33, No. 11, 6026-6052 (2020). MSC: 60G10 60J05 37E05 PDF BibTeX XML Cite \textit{R. F. Ferreira} et al., Nonlinearity 33, No. 11, 6026--6052 (2020; Zbl 07278300) Full Text: DOI
Kesseböhmer, Marc; Schindler, Tanja I. Mean convergence for intermediately trimmed Birkhoff sums of observables with regularly varying tails. (English) Zbl 07278283 Nonlinearity 33, No. 10, 5543-5566 (2020). MSC: 37A50 37A25 37A30 37C30 37E05 60F25 60G10 PDF BibTeX XML Cite \textit{M. Kesseböhmer} and \textit{T. I. Schindler}, Nonlinearity 33, No. 10, 5543--5566 (2020; Zbl 07278283) Full Text: DOI
Rubín, Tomáš; Panaretos, Victor M. Functional lagged regression with sparse noisy observations. (English) Zbl 1454.62271 J. Time Ser. Anal. 41, No. 6, 858-882 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62M10 62R10 62G08 62H25 62M15 60G10 62P35 86A32 PDF BibTeX XML Cite \textit{T. Rubín} and \textit{V. M. Panaretos}, J. Time Ser. Anal. 41, No. 6, 858--882 (2020; Zbl 1454.62271) Full Text: DOI
Fasen-Hartmann, Vicky; Kimmig, Sebastian Robust estimation of stationary continuous-time ARMA models via indirect inference. (English) Zbl 1453.62394 J. Time Ser. Anal. 41, No. 5, 620-651 (2020). MSC: 62M10 62F10 62F12 62F35 60G10 60G51 PDF BibTeX XML Cite \textit{V. Fasen-Hartmann} and \textit{S. Kimmig}, J. Time Ser. Anal. 41, No. 5, 620--651 (2020; Zbl 1453.62394) Full Text: DOI
Giuliano, R.; Cabrera, M. Ordóñez; Volodin, A. On the sub-gaussianity of the \(r\)-correlograms. (English) Zbl 07270306 Theory Probab. Appl. 65, No. 3, 470-481 (2020) and Teor. Veroyatn. Primen. 65, No. 3, 602-616 (2020). MSC: 60G10 60G15 62M09 PDF BibTeX XML Cite \textit{R. Giuliano} et al., Theory Probab. Appl. 65, No. 3, 470--481 (2020; Zbl 07270306) Full Text: DOI
Davis, Richard A.; Nielsen, Mikkel S. Modeling of time series using random forests: theoretical developments. (English) Zbl 1454.62256 Electron. J. Stat. 14, No. 2, 3644-3671 (2020). Reviewer: Andriy Olenko (Melbourne) MSC: 62M10 62G05 62G08 62M05 62H30 60G10 60J05 PDF BibTeX XML Cite \textit{R. A. Davis} and \textit{M. S. Nielsen}, Electron. J. Stat. 14, No. 2, 3644--3671 (2020; Zbl 1454.62256) Full Text: DOI Euclid
Babayan, N. M.; Ginovyan, M. S. On hyperbolic decay of prediction error variance for deterministic stationary sequences. (English) Zbl 07269811 J. Contemp. Math. Anal., Armen. Acad. Sci. 55, No. 2, 76-95 (2020) and Izv. Nats. Akad. Nauk Armen., Mat. 55, No. 2, 9-34 (2020). MSC: 60G10 60G25 62M15 62M20 PDF BibTeX XML Cite \textit{N. M. Babayan} and \textit{M. S. Ginovyan}, J. Contemp. Math. Anal., Armen. Acad. Sci. 55, No. 2, 76--95 (2020; Zbl 07269811) Full Text: DOI
Gaveau, Bernard; Moreau, Michel On the stochastic representation and Markov approximation of Hamiltonian systems. (English) Zbl 1451.82024 Chaos 30, No. 8, 083104, 10 p. (2020). MSC: 82C05 60J20 60G10 PDF BibTeX XML Cite \textit{B. Gaveau} and \textit{M. Moreau}, Chaos 30, No. 8, 083104, 10 p. (2020; Zbl 1451.82024) Full Text: DOI
Tan, Zhongquan; Zheng, Shengchao Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics. (English) Zbl 07268530 J. Theor. Probab. 33, No. 4, 2258-2279 (2020). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{Z. Tan} and \textit{S. Zheng}, J. Theor. Probab. 33, No. 4, 2258--2279 (2020; Zbl 07268530) Full Text: DOI
Dȩbicki, Krzysztof; Liu, Peng; Michna, Zbigniew Sojourn times of Gaussian processes with trend. (English) Zbl 07268525 J. Theor. Probab. 33, No. 4, 2119-2166 (2020). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{K. Dȩbicki} et al., J. Theor. Probab. 33, No. 4, 2119--2166 (2020; Zbl 07268525) Full Text: DOI
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. The multifaceted behavior of integrated supou processes: the infinite variance case. (English) Zbl 07268514 J. Theor. Probab. 33, No. 4, 1801-1831 (2020). MSC: 60F05 60G52 60G10 PDF BibTeX XML Cite \textit{D. Grahovac} et al., J. Theor. Probab. 33, No. 4, 1801--1831 (2020; Zbl 07268514) Full Text: DOI
Feng, Chunrong; Qu, Baoyou; Zhao, Huaizhong A sufficient and necessary condition of PS-ergodicity of periodic measures and generated ergodic upper expectations. (English) Zbl 07268474 Nonlinearity 33, No. 10, 5324-5354 (2020). MSC: 60F17 37A50 60G10 PDF BibTeX XML Cite \textit{C. Feng} et al., Nonlinearity 33, No. 10, 5324--5354 (2020; Zbl 07268474) Full Text: DOI
Zhu, Yanling; Wang, Kai; Ren, Yong Dynamics of a mean-reverting stochastic volatility equation with regime switching. (English) Zbl 07265127 Commun. Nonlinear Sci. Numer. Simul. 83, Article ID 105110, 8 p. (2020). MSC: 91G20 91B70 60H10 60J60 PDF BibTeX XML Cite \textit{Y. Zhu} et al., Commun. Nonlinear Sci. Numer. Simul. 83, Article ID 105110, 8 p. (2020; Zbl 07265127) Full Text: DOI
Solev, V. N. An estimation of function in Gaussian stationary noise: new spectral condition. (English. Russian original) Zbl 1451.62104 J. Math. Sci., New York 251, No. 1, 147-154 (2020); translation from Zap. Nauchn. Semin. POMI 474, 222-232 (2018). MSC: 62M15 62G07 62C20 60G15 PDF BibTeX XML Cite \textit{V. N. Solev}, J. Math. Sci., New York 251, No. 1, 147--154 (2020; Zbl 1451.62104); translation from Zap. Nauchn. Semin. POMI 474, 222--232 (2018) Full Text: DOI
Shao, Sihong; Xiong, Yunfeng Branching random walk solutions to the Wigner equation. (English) Zbl 1448.81419 SIAM J. Numer. Anal. 58, No. 5, 2589-2608 (2020). MSC: 81S30 60J85 34E05 35S05 65C35 62J10 PDF BibTeX XML Cite \textit{S. Shao} and \textit{Y. Xiong}, SIAM J. Numer. Anal. 58, No. 5, 2589--2608 (2020; Zbl 1448.81419) Full Text: DOI
Enikeeva, Farida; Munk, Axel; Pohlmann, Markus; Werner, Frank Bump detection in the presence of dependency: does it ease or does it load? (English) Zbl 07256176 Bernoulli 26, No. 4, 3280-3310 (2020). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 62M07 62M15 62F12 62E20 62C20 60F05 60G10 PDF BibTeX XML Cite \textit{F. Enikeeva} et al., Bernoulli 26, No. 4, 3280--3310 (2020; Zbl 07256176) Full Text: DOI Euclid
Truquet, Lionel Coupling and perturbation techniques for categorical time series. (English) Zbl 07256175 Bernoulli 26, No. 4, 3249-3279 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62H20 60G10 PDF BibTeX XML Cite \textit{L. Truquet}, Bernoulli 26, No. 4, 3249--3279 (2020; Zbl 07256175) Full Text: DOI Euclid
Minabutdinov, A. R. Limiting curves for the dyadic odometer. (English. Russian original) Zbl 07253523 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 PDF BibTeX XML Cite \textit{A. R. Minabutdinov}, J. Math. Sci., New York 247, No. 5, 688--695 (2020; Zbl 07253523); translation from Zap. Nauchn. Semin. POMI 481, 74--86 (2019) Full Text: DOI
Korolyuk, Volodymyr S.; Koroliouk, Dmytro V. Filtering of stationary Gaussian statistical experiments. (English. Ukrainian original) Zbl 1455.60057 J. Math. Sci., New York 246, No. 1, 51-59 (2020); translation from Ukr. Mat. Visn. 16, No. 3, 372-382 (2019). MSC: 60G10 62M20 PDF BibTeX XML Cite \textit{V. S. Korolyuk} and \textit{D. V. Koroliouk}, J. Math. Sci., New York 246, No. 1, 51--59 (2020; Zbl 1455.60057); translation from Ukr. Mat. Visn. 16, No. 3, 372--382 (2019) Full Text: DOI
Ryabko, Daniil Time-series information and unsupervised learning of representations. (English) Zbl 1446.62250 IEEE Trans. Inf. Theory 66, No. 3, 1702-1713 (2020). MSC: 62M10 60G10 62H30 94A17 PDF BibTeX XML Cite \textit{D. Ryabko}, IEEE Trans. Inf. Theory 66, No. 3, 1702--1713 (2020; Zbl 1446.62250) Full Text: DOI
Watanabe, Shun; Han, Te Sun Interval algorithm for random number generation: information spectrum approach. (English) Zbl 1446.60012 IEEE Trans. Inf. Theory 66, No. 3, 1691-1701 (2020). MSC: 60C05 60G10 60J20 94A17 PDF BibTeX XML Cite \textit{S. Watanabe} and \textit{T. S. Han}, IEEE Trans. Inf. Theory 66, No. 3, 1691--1701 (2020; Zbl 1446.60012) Full Text: DOI
Bashiri, K. On the long-time behaviour of McKean-Vlasov paths. (English) Zbl 1448.35040 Electron. Commun. Probab. 25, Paper No. 52, 14 p. (2020). MSC: 35B40 35B30 35K55 35R60 49J40 60G10 PDF BibTeX XML Cite \textit{K. Bashiri}, Electron. Commun. Probab. 25, Paper No. 52, 14 p. (2020; Zbl 1448.35040) Full Text: DOI Euclid
Morvai, Gusztáv; Weiss, Benjamin Estimating the conditional expectations for continuous time stationary processes. (English) Zbl 07250731 Kybernetika 56, No. 3, 410-431 (2020). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G10 60G25 62G05 PDF BibTeX XML Cite \textit{G. Morvai} and \textit{B. Weiss}, Kybernetika 56, No. 3, 410--431 (2020; Zbl 07250731) Full Text: DOI
Casse, Jérôme; Marcovici, Irène Probabilistic cellular automata with memory two: invariant laws and multidirectional reversibility. (Automates cellulaires probabilistes à mémoire deux : lois invariantes et réversibilité multidirectionnelle.) (English. French summary) Zbl 07249459 Ann. Henri Lebesgue 3, 501-559 (2020). MSC: 60J05 60G10 60G60 37B15 37A60 PDF BibTeX XML Cite \textit{J. Casse} and \textit{I. Marcovici}, Ann. Henri Lebesgue 3, 501--559 (2020; Zbl 07249459) Full Text: DOI
Girardin, Valerie; Senoussi, Rachid Filling the gap between continuous and discrete time dynamics of autoregressive processes. (English) Zbl 07248381 J. Time Ser. Anal. 41, No. 4, 590-602 (2020). MSC: 60G10 60J70 60J75 62M10 PDF BibTeX XML Cite \textit{V. Girardin} and \textit{R. Senoussi}, J. Time Ser. Anal. 41, No. 4, 590--602 (2020; Zbl 07248381) Full Text: DOI
Pilavakis, Dimitrios; Paparoditis, Efstathios; Sapatinas, Theofanis Testing equality of autocovariance operators for functional time series. (English) Zbl 1450.62139 J. Time Ser. Anal. 41, No. 4, 571-589 (2020). MSC: 62R10 62M10 62M15 60G10 PDF BibTeX XML Cite \textit{D. Pilavakis} et al., J. Time Ser. Anal. 41, No. 4, 571--589 (2020; Zbl 1450.62139) Full Text: DOI
Solev, V. N. A local version of the Muckenhoupt condition and the accuracy of estimation of an unknown pseudoperiodic function in stationary noise. (English. Russian original) Zbl 1448.62208 J. Math. Sci., New York 244, No. 5, 896-902 (2020); translation from Zap. Nauchn. Semin. POMI 466, 289-299 (2017). MSC: 62R10 62C20 60G05 42B25 PDF BibTeX XML Cite \textit{V. N. Solev}, J. Math. Sci., New York 244, No. 5, 896--902 (2020; Zbl 1448.62208); translation from Zap. Nauchn. Semin. POMI 466, 289--299 (2017) Full Text: DOI
Bücher, Axel; Jennessen, Tobias Method of moments estimators for the extremal index of a stationary time series. (English) Zbl 1448.62131 Electron. J. Stat. 14, No. 2, 3103-3156 (2020). MSC: 62M10 62G30 60G10 PDF BibTeX XML Cite \textit{A. Bücher} and \textit{T. Jennessen}, Electron. J. Stat. 14, No. 2, 3103--3156 (2020; Zbl 1448.62131) Full Text: DOI Euclid
Drees, Holger; Knežević, Miran Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds. (English) Zbl 1447.62050 Extremes 23, No. 3, 465-491 (2020). MSC: 62G32 62M10 62M15 62G05 PDF BibTeX XML Cite \textit{H. Drees} and \textit{M. Knežević}, Extremes 23, No. 3, 465--491 (2020; Zbl 1447.62050) Full Text: DOI
Qi, Weiwei; Shen, Zhongwei; Wang, Shirou; Yi, Yingfei Towards mesoscopic ergodic theory. (English) Zbl 07245855 Sci. China, Math. 63, No. 9, 1853-1876 (2020). MSC: 37A30 35Q84 35J25 37B25 60J60 PDF BibTeX XML Cite \textit{W. Qi} et al., Sci. China, Math. 63, No. 9, 1853--1876 (2020; Zbl 07245855) Full Text: DOI
Bakhtin, Yuri; Li, Liying Weakly mixing smooth planar vector field without asymptotic directions. (English) Zbl 07243345 Proc. Am. Math. Soc. 148, No. 11, 4733-4744 (2020). Reviewer: Xu Zhang (Weihai) MSC: 37A25 37C10 37A50 60K37 PDF BibTeX XML Cite \textit{Y. Bakhtin} and \textit{L. Li}, Proc. Am. Math. Soc. 148, No. 11, 4733--4744 (2020; Zbl 07243345) Full Text: DOI
Peligrad, Magda A new CLT for additive functionals of Markov chains. (English) Zbl 1450.60018 Stochastic Processes Appl. 130, No. 9, 5695-5708 (2020). MSC: 60F05 60J05 60G10 PDF BibTeX XML Cite \textit{M. Peligrad}, Stochastic Processes Appl. 130, No. 9, 5695--5708 (2020; Zbl 1450.60018) 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 PDF BibTeX XML Cite \textit{M.-C. Düker}, Stochastic Processes Appl. 130, No. 9, 5394--5425 (2020; Zbl 1450.60027) Full Text: DOI
Fang, Lulu; Wu, Min; Li, Bing Approximation orders of real numbers by \(\beta\)-expansions. (English) Zbl 1452.11097 Math. Z. 296, No. 1-2, 13-40 (2020). Reviewer: Symon Serbenyuk (Kyïv) MSC: 11K55 28A80 37B10 37E05 37A25 37A50 28D05 60G10 PDF BibTeX XML Cite \textit{L. Fang} et al., Math. Z. 296, No. 1--2, 13--40 (2020; Zbl 1452.11097) Full Text: DOI
Nafidi, Ahmed; Moutabir, Ghizlane; Gutiérrez-Sánchez, Ramón; Ramos-Ábalos, Eva Stochastic square of the Brennan-Schwartz diffusion process: statistical computation and application. (English) Zbl 1448.62139 Methodol. Comput. Appl. Probab. 22, No. 2, 455-476 (2020). MSC: 62M30 60H30 60J60 65C30 62P25 PDF BibTeX XML Cite \textit{A. Nafidi} et al., Methodol. Comput. Appl. Probab. 22, No. 2, 455--476 (2020; Zbl 1448.62139) Full Text: DOI
Kunitomo, Naoto; Awaya, Naoki; Kurisu, Daisuke Comparing estimation methods of non-stationary errors-in-variables models. (English) Zbl 1447.62131 Jpn. J. Stat. Data Sci. 3, No. 1, 73-101 (2020). MSC: 62P20 62M10 60G12 91B84 93E03 PDF BibTeX XML Cite \textit{N. Kunitomo} et al., Jpn. J. Stat. Data Sci. 3, No. 1, 73--101 (2020; Zbl 1447.62131) Full Text: DOI
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 PDF BibTeX XML Cite \textit{M. M. Ljungdahl} and \textit{M. Podolskij}, Stat. Inference Stoch. Process. 23, No. 2, 381--413 (2020; Zbl 1454.60052) Full Text: DOI
Bertin, Karine; Klutchnikoff, Nicolas; Panloup, Fabien; Varvenne, Maylis Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion. (English) Zbl 1453.62439 Stat. Inference Stoch. Process. 23, No. 2, 271-300 (2020). Reviewer: Frank Werner (Würzburg) MSC: 62G07 62G10 60G22 60H10 60J60 62M09 PDF BibTeX XML Cite \textit{K. Bertin} et al., Stat. Inference Stoch. Process. 23, No. 2, 271--300 (2020; Zbl 1453.62439) Full Text: DOI
Chen, Lifeng; Dong, Zhao; Jiang, Jifa; Zhai, Jianliang On limiting behavior of stationary measures for stochastic evolution systems with small noise intensity. (English) Zbl 07239262 Sci. China, Math. 63, No. 8, 1463-1504 (2020). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G10 60H30 60H10 60H15 34K50 37L40 37A25 60G65 60B10 PDF BibTeX XML Cite \textit{L. Chen} et al., Sci. China, Math. 63, No. 8, 1463--1504 (2020; Zbl 07239262) Full Text: DOI
Didier, Gustavo; Nguyen, Hung Asymptotic analysis of the mean squared displacement under fractional memory kernels. (English) Zbl 07236532 SIAM J. Math. Anal. 52, No. 4, 3818-3842 (2020). MSC: 60G20 PDF BibTeX XML Cite \textit{G. Didier} and \textit{H. Nguyen}, SIAM J. Math. Anal. 52, No. 4, 3818--3842 (2020; Zbl 07236532) Full Text: DOI
Biermé, Hermine; Desolneux, Agnès Mean geometry for 2D random fields: level perimeter and level total curvature integrals. (English) Zbl 07236128 Ann. Appl. Probab. 30, No. 2, 561-607 (2020). MSC: 60G60 60G17 60D05 60G10 PDF BibTeX XML Cite \textit{H. Biermé} and \textit{A. Desolneux}, Ann. Appl. Probab. 30, No. 2, 561--607 (2020; Zbl 07236128) Full Text: DOI Euclid
Kadjo, Aka Roger; Hili, Ouagnina; N’dri, Aubin Estimation and asymptotic properties of a stationary univariate GARCH(\(p,q\)) process. (English. French summary) Zbl 1445.62230 Afr. Stat. 15, No. 1, 2225-2246 (2020). MSC: 62M10 62F12 62G35 60G10 PDF BibTeX XML Cite \textit{A. R. Kadjo} et al., Afr. Stat. 15, No. 1, 2225--2246 (2020; Zbl 1445.62230) Full Text: DOI Euclid
Cuny, Christophe; Dedecker, Jerome; Korepanov, A.; Merlevède, Florence Rates in almost sure invariance principle for slowly mixing dynamical systems. (English) Zbl 1448.37008 Ergodic Theory Dyn. Syst. 40, No. 9, 2317-2348 (2020). Reviewer: George Stoica (Saint John) MSC: 37A50 37E05 60F17 60G10 PDF BibTeX XML Cite \textit{C. Cuny} et al., Ergodic Theory Dyn. Syst. 40, No. 9, 2317--2348 (2020; Zbl 1448.37008) Full Text: DOI
Aoun, Richard; Guivarc’h, Yves Random matrix products when the top Lyapunov exponent is simple. (English) Zbl 1447.37012 J. Eur. Math. Soc. (JEMS) 22, No. 7, 2135-2182 (2020). Reviewer: George Stoica (Saint John) MSC: 37A50 37H15 60B15 60G50 60F17 20P05 15B52 PDF BibTeX XML Cite \textit{R. Aoun} and \textit{Y. Guivarc'h}, J. Eur. Math. Soc. (JEMS) 22, No. 7, 2135--2182 (2020; Zbl 1447.37012) Full Text: DOI
Spinka, Yinon Finitary codings for spatial mixing Markov random fields. (English) Zbl 07226370 Ann. Probab. 48, No. 3, 1557-1591 (2020). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J99 60G10 37A60 82B20 60K35 28D99 PDF BibTeX XML Cite \textit{Y. Spinka}, Ann. Probab. 48, No. 3, 1557--1591 (2020; Zbl 07226370) Full Text: DOI Euclid
Peligrad, Magda On the CLT for additive functionals of Markov chains. (English) Zbl 1453.60072 Electron. Commun. Probab. 25, Paper No. 40, 10 p. (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 60F05 60G10 60G05 PDF BibTeX XML Cite \textit{M. Peligrad}, Electron. Commun. Probab. 25, Paper No. 40, 10 p. (2020; Zbl 1453.60072) Full Text: DOI Euclid
Spinka, Yinon Finitely dependent processes are finitary. (English) Zbl 1453.60150 Ann. Probab. 48, No. 4, 2088-2117 (2020). MSC: 60J99 60G10 28D99 37A35 PDF BibTeX XML Cite \textit{Y. Spinka}, Ann. Probab. 48, No. 4, 2088--2117 (2020; Zbl 1453.60150) Full Text: DOI Euclid
Mondal, Prasenjit; Sinha, Sagnik Semi-stationary equilibrium strategies in non-cooperative \(N\)-person semi-Markov games. (English) Zbl 1454.91024 Roy, Priti Kumar (ed.) et al., Mathematical analysis and applications in modeling. Selected papers presented at the international conference, ICMAAM 2018, Kolkata, India, January 9–12, 2018. Singapore: Springer. Springer Proc. Math. Stat. 302, 331-343 (2020). MSC: 91A15 91A10 60J99 PDF BibTeX XML Cite \textit{P. Mondal} and \textit{S. Sinha}, Springer Proc. Math. Stat. 302, 331--343 (2020; Zbl 1454.91024) Full Text: DOI
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 PDF BibTeX XML Cite \textit{M. Wendler} and \textit{W. B. Wu}, J. Appl. Probab. 57, No. 2, 637--656 (2020; Zbl 1446.60023) Full Text: DOI
Boutahar, Mohamed; Kchaou, Imen; Reboul, Laurence Estimation of Pickands dependence function of bivariate extremes under mixing conditions. (English) Zbl 1443.62127 Lith. Math. J. 60, No. 2, 129-146 (2020). MSC: 62G32 62G10 62G07 62G20 62H05 62E20 60G10 PDF BibTeX XML Cite \textit{M. Boutahar} et al., Lith. Math. J. 60, No. 2, 129--146 (2020; Zbl 1443.62127) Full Text: DOI
Kesseböhmer, Marc; Schindler, Tanja I. Intermediately trimmed strong laws for Birkhoff sums on subshifts of finite type. (English) Zbl 1451.60036 Dyn. Syst. 35, No. 2, 275-305 (2020). MSC: 60F15 37A05 37A30 60G10 60J10 PDF BibTeX XML Cite \textit{M. Kesseböhmer} and \textit{T. I. Schindler}, Dyn. Syst. 35, No. 2, 275--305 (2020; Zbl 1451.60036) 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 PDF BibTeX XML Cite \textit{E. Ghysels} et al., Handb. Stat. 42, 117--153 (2020; Zbl 1443.62258) Full Text: DOI
Fan, Xiequan Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences. (English) Zbl 1451.60034 J. Math. Anal. Appl. 486, No. 2, Article ID 123902, 16 p. (2020). MSC: 60F10 60E15 60G10 PDF BibTeX XML Cite \textit{X. Fan}, J. Math. Anal. Appl. 486, No. 2, Article ID 123902, 16 p. (2020; Zbl 1451.60034) Full Text: DOI
Giordano, Matteo; De Blasi, Pierpaolo; Ruggiero, Matteo A reversible allelic partition process and Pitman sampling formula. (English) Zbl 1443.60034 ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 1, 375-388 (2020). MSC: 60G10 60J10 92D25 60J80 PDF BibTeX XML Cite \textit{M. Giordano} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 1, 375--388 (2020; Zbl 1443.60034) Full Text: Link
Moon, Ji Eun; Park, Cheolyong; Ha, Jeongcheol; Hwang, Sun Young; Kim, Tae Yoon Stationarity test based on density approach. (English) Zbl 1444.62060 J. Nonparametric Stat. 32, No. 2, 345-366 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62M10 62M07 60G10 62G07 PDF BibTeX XML Cite \textit{J. E. Moon} et al., J. Nonparametric Stat. 32, No. 2, 345--366 (2020; Zbl 1444.62060) Full Text: DOI
Bessaih, Hakima; Garrido-Atienza, María J.; Köpp, Verena; Schmalfuß, Björn; Yang, Meihua Synchronization of stochastic lattice equations. (English) Zbl 1443.60033 NoDEA, Nonlinear Differ. Equ. Appl. 27, No. 4, Paper No. 36, 25 p. (2020). MSC: 60G10 37L55 37C75 37L99 PDF BibTeX XML Cite \textit{H. Bessaih} et al., NoDEA, Nonlinear Differ. Equ. Appl. 27, No. 4, Paper No. 36, 25 p. (2020; Zbl 1443.60033) Full Text: DOI
Feng, Chunrong; Zhao, Huaizhong Random periodic processes, periodic measures and ergodicity. (English) Zbl 1448.37058 J. Differ. Equations 269, No. 9, 7382-7428 (2020). Reviewer: Zhenxin Liu (Dalian) MSC: 37H05 60H30 37A30 60G10 PDF BibTeX XML Cite \textit{C. Feng} and \textit{H. Zhao}, J. Differ. Equations 269, No. 9, 7382--7428 (2020; Zbl 1448.37058) Full Text: DOI
Goto, Yuichi; Taniguchi, Masanobu Discriminant analysis based on binary time series. (English) Zbl 1442.62198 Metrika 83, No. 5, 569-595 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62M15 62H30 62G35 60G10 62P10 PDF BibTeX XML Cite \textit{Y. Goto} and \textit{M. Taniguchi}, Metrika 83, No. 5, 569--595 (2020; Zbl 1442.62198) Full Text: DOI
Kuznetsov, Vitaly; Mohri, Mehryar Discrepancy-based theory and algorithms for forecasting non-stationary time series. (English) Zbl 1452.62654 Ann. Math. Artif. Intell. 88, No. 4, 367-399 (2020). MSC: 62M10 62M20 62L10 68T05 68Q15 PDF BibTeX XML Cite \textit{V. Kuznetsov} and \textit{M. Mohri}, Ann. Math. Artif. Intell. 88, No. 4, 367--399 (2020; Zbl 1452.62654) Full Text: DOI
Bertin, Karine; Klutchnikoff, Nicolas; Léon, Jose R.; Prieur, Clémentine Adaptive density estimation on bounded domains under mixing conditions. (English) Zbl 1442.62076 Electron. J. Stat. 14, No. 1, 2198-2237 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62G07 62H12 60G10 62P10 92D50 PDF BibTeX XML Cite \textit{K. Bertin} et al., Electron. J. Stat. 14, No. 1, 2198--2237 (2020; Zbl 1442.62076) Full Text: DOI Euclid
Hu, Guixin The explicit expression of non-trivial stationary distribution of SDEs under regime switching. (English) Zbl 1446.60038 Appl. Math. Lett. 107, Article ID 106479, 4 p. (2020). MSC: 60H10 60J60 PDF BibTeX XML Cite \textit{G. Hu}, Appl. Math. Lett. 107, Article ID 106479, 4 p. (2020; Zbl 1446.60038) Full Text: DOI
Fan, Xiequan; Grama, Ion; Liu, Quansheng; Shao, Qi-Man Self-normalized Cramér type moderate deviations for stationary sequences and applications. (English) Zbl 1445.60027 Stochastic Processes Appl. 130, No. 8, 5124-5148 (2020). MSC: 60F10 60G10 60E15 PDF BibTeX XML Cite \textit{X. Fan} et al., Stochastic Processes Appl. 130, No. 8, 5124--5148 (2020; Zbl 1445.60027) Full Text: DOI
Holroyd, Alexander E.; Hutchcroft, Tom; Levy, Avi Mallows permutations and finite dependence. (English) Zbl 07206761 Ann. Probab. 48, No. 1, 343-379 (2020). MSC: 60G10 05C15 05A05 PDF BibTeX XML Cite \textit{A. E. Holroyd} et al., Ann. Probab. 48, No. 1, 343--379 (2020; Zbl 07206761) Full Text: DOI Euclid