Gomtsyan, Marina; Lévy-Leduc, Céline; Ouadah, Sarah; Sansonnet, Laure; Blein, Thomas Variable selection in sparse GLARMA models. (English) Zbl 07570828 Statistics 56, No. 4, 755-784 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Gomtsyan} et al., Statistics 56, No. 4, 755--784 (2022; Zbl 07570828) Full Text: DOI OpenURL
Karmakar, Sayar; Chudý, Marek; Wu, Wei Biao Long-term prediction intervals with many covariates. (English) Zbl 07570756 J. Time Ser. Anal. 43, No. 4, 587-609 (2022). MSC: 62Mxx 62G08 62M10 62J05 91B84 PDF BibTeX XML Cite \textit{S. Karmakar} et al., J. Time Ser. Anal. 43, No. 4, 587--609 (2022; Zbl 07570756) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{N. H. Chan} et al., J. Time Ser. Anal. 43, No. 4, 511--531 (2022; Zbl 07570753) Full Text: DOI OpenURL
Xu, Yue; Zhu, Fukang A new GJR-GARCH model for \(\mathbb{Z}\)-valued time series. (English) Zbl 07569204 J. Time Ser. Anal. 43, No. 3, 490-500 (2022). MSC: 62Mxx 62M10 62M05 PDF BibTeX XML Cite \textit{Y. Xu} and \textit{F. Zhu}, J. Time Ser. Anal. 43, No. 3, 490--500 (2022; Zbl 07569204) Full Text: DOI OpenURL
Aknouche, Abdelhakim; Francq, Christian Stationarity and ergodicity of Markov switching positive conditional mean models. (English) Zbl 07569201 J. Time Ser. Anal. 43, No. 3, 436-459 (2022). MSC: 62Mxx 37M10 60G10 PDF BibTeX XML Cite \textit{A. Aknouche} and \textit{C. Francq}, J. Time Ser. Anal. 43, No. 3, 436--459 (2022; Zbl 07569201) Full Text: DOI OpenURL
Garcin, Matthieu A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework. (English) Zbl 07567363 Commun. Nonlinear Sci. Numer. Simul. 114, Article ID 106610, 15 p. (2022). MSC: 62M05 91G20 62M10 60G22 62F10 PDF BibTeX XML Cite \textit{M. Garcin}, Commun. Nonlinear Sci. Numer. Simul. 114, Article ID 106610, 15 p. (2022; Zbl 07567363) Full Text: DOI OpenURL
Sidrow, Evan; Heckman, Nancy; Fortune, Sarah M. E.; Trites, Andrew W.; Murphy, Ian; Auger-Méthé, Marie Modelling multi-scale, state-switching functional data with hidden Markov models. (English. English, French summaries) Zbl 07566548 Can. J. Stat. 50, No. 1, 327-356 (2022). MSC: 62M05 62P12 PDF BibTeX XML Cite \textit{E. Sidrow} et al., Can. J. Stat. 50, No. 1, 327--356 (2022; Zbl 07566548) Full Text: DOI OpenURL
Nduka, Uchenna Chinedu Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution. (English) Zbl 07565018 Methodol. Comput. Appl. Probab. 24, No. 3, 1519-1551 (2022). MSC: 62M10 62F10 62F35 62J05 PDF BibTeX XML Cite \textit{U. C. Nduka}, Methodol. Comput. Appl. Probab. 24, No. 3, 1519--1551 (2022; Zbl 07565018) Full Text: DOI OpenURL
Liao, Yuanyuan; Wang, Lihong Asymptotics of the adaptive elastic net estimation for conditional heteroscedastic time series models. (English) Zbl 07564597 REVSTAT 20, No. 2, 179-198 (2022). MSC: 62M10 62J07 PDF BibTeX XML Cite \textit{Y. Liao} and \textit{L. Wang}, REVSTAT 20, No. 2, 179--198 (2022; Zbl 07564597) Full Text: DOI OpenURL
Li, Xiao-ling; Li, Yuan; Pan, Jia-zhu; Zhang, Xing-fa A factor-GARCH model for high dimensional volatilities. (English) Zbl 07557672 Acta Math. Appl. Sin., Engl. Ser. 38, No. 3, 635-663 (2022). MSC: 62M10 62H12 62H25 62F12 62P05 PDF BibTeX XML Cite \textit{X.-l. Li} et al., Acta Math. Appl. Sin., Engl. Ser. 38, No. 3, 635--663 (2022; Zbl 07557672) Full Text: DOI OpenURL
Leroux, Anke D.; Martin, Vance L.; John, Kathryn A. St. Modeling time varying risk of natural resource assets: implications of climate change. (English) Zbl 07555004 Quant. Econ. 13, No. 1, 225-257 (2022). MSC: 91B76 62P20 62M10 PDF BibTeX XML Cite \textit{A. D. Leroux} et al., Quant. Econ. 13, No. 1, 225--257 (2022; Zbl 07555004) Full Text: DOI OpenURL
Kelava, Augustin; Kilian, Pascal; Glaesser, Judith; Merk, Samuel; Brandt, Holger Forecasting intra-individual changes of affective states taking into account inter-individual differences using intensive longitudinal data from a university student dropout study in math. (English) Zbl 07554421 Psychometrika 87, No. 2, 533-558 (2022). MSC: 62P15 62M10 62F15 PDF BibTeX XML Cite \textit{A. Kelava} et al., Psychometrika 87, No. 2, 533--558 (2022; Zbl 07554421) Full Text: DOI OpenURL
Lafit, Ginette; Meers, Kristof; Ceulemans, Eva A systematic study into the factors that affect the predictive accuracy of multilevel VAR(1) models. (English) Zbl 07554418 Psychometrika 87, No. 2, 432-476 (2022). MSC: 62P15 62H25 62M10 PDF BibTeX XML Cite \textit{G. Lafit} et al., Psychometrika 87, No. 2, 432--476 (2022; Zbl 07554418) Full Text: DOI OpenURL
Boubacar Maïnassara, Yacouba; Ilmi Amir, Abdoulkarim Goodness-of-fit tests for SPARMA models with dependent error terms. (English) Zbl 07553417 J. Time Ser. Econom. 14, No. 2, 107-140 (2022). MSC: 62P20 62M10 62F03 62F05 91B84 62P05 PDF BibTeX XML Cite \textit{Y. Boubacar Maïnassara} and \textit{A. Ilmi Amir}, J. Time Ser. Econom. 14, No. 2, 107--140 (2022; Zbl 07553417) Full Text: DOI OpenURL
Boubacar Maïnassara, Yacouba; Kadmiri, Othman; Saussereau, Bruno Portmanteau test for the asymmetric power GARCH model when the power is unknown. (English) Zbl 07553165 Stat. Pap. 63, No. 3, 755-793 (2022). MSC: 62M10 62F03 62F05 91B84 62P05 PDF BibTeX XML Cite \textit{Y. Boubacar Maïnassara} et al., Stat. Pap. 63, No. 3, 755--793 (2022; Zbl 07553165) Full Text: DOI OpenURL
Manouchehri, T.; Nematollahi, A. R. PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models. (English) Zbl 07551346 J. Stat. Comput. Simulation 92, No. 10, 2090-2111 (2022). MSC: 62-XX 62H10 60G10 62F15 62M10 62H12 PDF BibTeX XML Cite \textit{T. Manouchehri} and \textit{A. R. Nematollahi}, J. Stat. Comput. Simulation 92, No. 10, 2090--2111 (2022; Zbl 07551346) Full Text: DOI OpenURL
Qian, Lianyong; Li, Qi A class of max-INAR(1) processes with explanatory variables. (English) Zbl 07551337 J. Stat. Comput. Simulation 92, No. 9, 1898-1919 (2022). MSC: 62-XX 62M10 62M05 PDF BibTeX XML Cite \textit{L. Qian} and \textit{Q. Li}, J. Stat. Comput. Simulation 92, No. 9, 1898--1919 (2022; Zbl 07551337) Full Text: DOI OpenURL
Ben Lahouel, Béchir; Ben Zaied, Younes; Yang, Guo-liang; Bruna, Maria-Giuseppina; Song, Yaoyao A non-parametric decomposition of the environmental performance-income relationship: evidence from a non-linear model. (English) Zbl 07550847 Ann. Oper. Res. 313, No. 1, 525-558 (2022). MSC: 91B82 91B76 62P20 62M10 90C05 PDF BibTeX XML Cite \textit{B. Ben Lahouel} et al., Ann. Oper. Res. 313, No. 1, 525--558 (2022; Zbl 07550847) Full Text: DOI OpenURL
Rizvi, Syed Kumail Abbas; Naqvi, Bushra; Mirza, Nawazish Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs. (English) Zbl 07550846 Ann. Oper. Res. 313, No. 1, 495-524 (2022). MSC: 91G10 91B76 62P05 62M10 PDF BibTeX XML Cite \textit{S. K. A. Rizvi} et al., Ann. Oper. Res. 313, No. 1, 495--524 (2022; Zbl 07550846) Full Text: DOI OpenURL
Hille, Erik; Lambernd, Bernhard Has Korean growth become greener? Spatial econometric evidence for energy use and renewable energy. (English) Zbl 07550845 Ann. Oper. Res. 313, No. 1, 461-494 (2022). MSC: 91B76 62P20 91B60 62M10 91B40 PDF BibTeX XML Cite \textit{E. Hille} and \textit{B. Lambernd}, Ann. Oper. Res. 313, No. 1, 461--494 (2022; Zbl 07550845) Full Text: DOI OpenURL
Huang, Hsueh-Han; Chan, Ngai Hang; Chen, Kun; Ing, Ching-Kang Consistent order selection for ARFIMA processes. (English) Zbl 07547931 Ann. Stat. 50, No. 3, 1297-1319 (2022). MSC: 62M10 62M20 PDF BibTeX XML Cite \textit{H.-H. Huang} et al., Ann. Stat. 50, No. 3, 1297--1319 (2022; Zbl 07547931) Full Text: DOI OpenURL
Huang, Zibin; Ibragimov, Rustam Equity returns and sentiment. (English) Zbl 07547646 Depend. Model. 10, 159-176 (2022). MSC: 62P20 91B84 PDF BibTeX XML Cite \textit{Z. Huang} and \textit{R. Ibragimov}, Depend. Model. 10, 159--176 (2022; Zbl 07547646) Full Text: DOI OpenURL
Bladt, Martin; McNeil, Alexander J. Time series with infinite-order partial copula dependence. (English) Zbl 07547642 Depend. Model. 10, 87-107 (2022). MSC: 62M10 62M05 62H05 60G10 60G15 60G22 PDF BibTeX XML Cite \textit{M. Bladt} and \textit{A. J. McNeil}, Depend. Model. 10, 87--107 (2022; Zbl 07547642) Full Text: DOI OpenURL
Kim, Minjo; Lee, Sangyeol Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations. (English) Zbl 07546450 J. Stat. Comput. Simulation 92, No. 8, 1673-1695 (2022). MSC: 62M10 62-XX PDF BibTeX XML Cite \textit{M. Kim} and \textit{S. Lee}, J. Stat. Comput. Simulation 92, No. 8, 1673--1695 (2022; Zbl 07546450) Full Text: DOI OpenURL
Damek, Ewa; Matsui, Muneya Tails of bivariate stochastic recurrence equation with triangular matrices. (English) Zbl 07544378 Stochastic Processes Appl. 150, 147-191 (2022). MSC: 60G70 60G10 60H25 62M10 91B84 PDF BibTeX XML Cite \textit{E. Damek} and \textit{M. Matsui}, Stochastic Processes Appl. 150, 147--191 (2022; Zbl 07544378) Full Text: DOI OpenURL
Guney, Yesim; Arslan, Olcay; Yavuz, Fulya Gokalp Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm. (English) Zbl 07543004 J. Multivariate Anal. 191, Article ID 105026, 17 p. (2022). MSC: 62H12 62J05 62M10 PDF BibTeX XML Cite \textit{Y. Guney} et al., J. Multivariate Anal. 191, Article ID 105026, 17 p. (2022; Zbl 07543004) Full Text: DOI OpenURL
Zhao, Jian-Qiang; Zhao, Yan-Yong Bootstrap bandwidth selection in time-varying coefficient models with jumps. (English) Zbl 1487.62110 Commun. Stat., Simulation Comput. 51, No. 6, 3124-3137 (2022). MSC: 62M10 62G05 62G08 62G20 62P20 PDF BibTeX XML Cite \textit{J.-Q. Zhao} and \textit{Y.-Y. Zhao}, Commun. Stat., Simulation Comput. 51, No. 6, 3124--3137 (2022; Zbl 1487.62110) Full Text: DOI OpenURL
Zýková, Petra The overall efficiency of the dynamic DEA models. (English) Zbl 07538879 CEJOR, Cent. Eur. J. Oper. Res. 30, No. 2, 495-506 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{P. Zýková}, CEJOR, Cent. Eur. J. Oper. Res. 30, No. 2, 495--506 (2022; Zbl 07538879) Full Text: DOI OpenURL
Čížek, Pavel; Koo, Chao Hui Semiparametric transition models. (English) Zbl 07538753 Econom. Rev. 41, No. 4, 400-415 (2022). MSC: 62P20 PDF BibTeX XML Cite \textit{P. Čížek} and \textit{C. H. Koo}, Econom. Rev. 41, No. 4, 400--415 (2022; Zbl 07538753) Full Text: DOI OpenURL
Borsboom, Denny Possible futures for network psychometrics. (English) Zbl 1486.62300 Psychometrika 87, No. 1, 253-265 (2022). MSC: 62P15 PDF BibTeX XML Cite \textit{D. Borsboom}, Psychometrika 87, No. 1, 253--265 (2022; Zbl 1486.62300) Full Text: DOI OpenURL
Urrutia, Patrick; Wren, David; Vogiatzis, Chrysafis; Yoshida, Ruriko SARS-CoV-2 dissemination using a network of the US counties. (English) Zbl 07528439 SN Oper. Res. Forum 3, No. 2, Paper No. 29, 23 p. (2022). MSC: 90B10 92C50 PDF BibTeX XML Cite \textit{P. Urrutia} et al., SN Oper. Res. Forum 3, No. 2, Paper No. 29, 23 p. (2022; Zbl 07528439) Full Text: DOI OpenURL
Thilan, Abeysiri Wickrama Liyanaarachchige Pubudu Model-based adaptive monitoring: improving the effectiveness of reef monitoring programs. (Abstract of thesis). (English) Zbl 07527754 Bull. Aust. Math. Soc. 105, No. 3, 511-513 (2022). MSC: 62C12 62F35 62M10 62P12 93C40 PDF BibTeX XML Cite \textit{A. W. L. P. Thilan}, Bull. Aust. Math. Soc. 105, No. 3, 511--513 (2022; Zbl 07527754) Full Text: DOI OpenURL
Karamysheva, Madina; Skrobotov, Anton Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations. (English) Zbl 07526554 J. Econ. Dyn. Control 138, Article ID 104358, 17 p. (2022). MSC: 91B64 62P20 PDF BibTeX XML Cite \textit{M. Karamysheva} and \textit{A. Skrobotov}, J. Econ. Dyn. Control 138, Article ID 104358, 17 p. (2022; Zbl 07526554) Full Text: DOI OpenURL
Armillotta, Mirko; Luati, Alessandra; Lupparelli, Monia Observation-driven models for discrete-valued time series. (English) Zbl 07524954 Electron. J. Stat. 16, No. 1, 1393-1433 (2022). MSC: 62M20 62F12 62M10 62J12 PDF BibTeX XML Cite \textit{M. Armillotta} et al., Electron. J. Stat. 16, No. 1, 1393--1433 (2022; Zbl 07524954) Full Text: DOI Link OpenURL
Shikhin, V. A.; Shikhina, A. V.; Kouzalis, A. Automated electricity price forecast using combined models. (English. Russian original) Zbl 1486.91048 Autom. Remote Control 83, No. 1, 153-163 (2022); translation from Avtom. Prom. 2021, No. 11, 33-38 (2021). MSC: 91B74 91B24 62P20 PDF BibTeX XML Cite \textit{V. A. Shikhin} et al., Autom. Remote Control 83, No. 1, 153--163 (2022; Zbl 1486.91048); translation from Avtom. Prom. 2021, No. 11, 33--38 (2021) Full Text: DOI OpenURL
Abdulle, Assyr; Pavliotis, Grigorios A.; Zanoni, Andrea Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions. (English) Zbl 1484.62001 Stat. Comput. 32, No. 2, Paper No. 34, 33 p. (2022). MSC: 62-08 62M05 60H10 60J60 62M10 65C30 PDF BibTeX XML Cite \textit{A. Abdulle} et al., Stat. Comput. 32, No. 2, Paper No. 34, 33 p. (2022; Zbl 1484.62001) Full Text: DOI OpenURL
Korkas, Karolos K. Ensemble binary segmentation for irregularly spaced data with change-points. (English) Zbl 1485.62121 J. Korean Stat. Soc. 51, No. 1, 65-86 (2022). MSC: 62M10 PDF BibTeX XML Cite \textit{K. K. Korkas}, J. Korean Stat. Soc. 51, No. 1, 65--86 (2022; Zbl 1485.62121) Full Text: DOI OpenURL
Sara, Leulmi Nonparametric local linear regression estimation for censored data and functional regressors. (English) Zbl 1484.62046 J. Korean Stat. Soc. 51, No. 1, 25-46 (2022). MSC: 62G08 62G20 62N01 62P30 62M10 62R10 PDF BibTeX XML Cite \textit{L. Sara}, J. Korean Stat. Soc. 51, No. 1, 25--46 (2022; Zbl 1484.62046) Full Text: DOI OpenURL
Azad, Nahiyan; Serletis, Apostolos Market shocks in the G7 countries. (English) Zbl 1485.91169 Open Econ. Rev. 33, No. 1, 33-60 (2022). MSC: 91B84 91B62 PDF BibTeX XML Cite \textit{N. Azad} and \textit{A. Serletis}, Open Econ. Rev. 33, No. 1, 33--60 (2022; Zbl 1485.91169) Full Text: DOI OpenURL
Weiß, Christian H.; Zhu, Fukang; Hoshiyar, Aisouda Softplus INGARCH model. (English) Zbl 07500457 Stat. Sin. 32, No. 2, 1099-1120 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{C. H. Weiß} et al., Stat. Sin. 32, No. 2, 1099--1120 (2022; Zbl 07500457) Full Text: DOI OpenURL
Regis, Marta; Serra, Paulo; van den Heuvel, Edwin R. Random autoregressive models: a structured overview. (English) Zbl 07493291 Econom. Rev. 41, No. 2, 207-230 (2022). MSC: 62M10 62P20 62-02 62-04 PDF BibTeX XML Cite \textit{M. Regis} et al., Econom. Rev. 41, No. 2, 207--230 (2022; Zbl 07493291) Full Text: DOI arXiv OpenURL
Zambom, Adriano Zanin; Kim, Seonjin; Garcia, Nancy Lopes Variable length Markov chain with exogenous covariates. (English) Zbl 1484.60079 J. Time Ser. Anal. 43, No. 2, 312-328 (2022). MSC: 60J10 62J05 PDF BibTeX XML Cite \textit{A. Z. Zambom} et al., J. Time Ser. Anal. 43, No. 2, 312--328 (2022; Zbl 1484.60079) Full Text: DOI arXiv OpenURL
Swensen, Anders Rygh On causal and non-causal cointegrated vector autoregressive time series. (English) Zbl 07492792 J. Time Ser. Anal. 43, No. 2, 178-196 (2022). MSC: 62M10 62M15 91B84 PDF BibTeX XML Cite \textit{A. R. Swensen}, J. Time Ser. Anal. 43, No. 2, 178--196 (2022; Zbl 07492792) Full Text: DOI OpenURL
Cataño, Duván Humberto; Rodríguez-Caballero, C. Vladimir; Peña, Daniel; Chiann, Chang Wavelet estimation for factor models with time-varying loadings. (English) Zbl 1482.62115 Int. J. Wavelets Multiresolut. Inf. Process. 20, No. 1, Article ID 2150033, 27 p. (2022). MSC: 62P12 91B84 62H25 65T60 PDF BibTeX XML Cite \textit{D. H. Cataño} et al., Int. J. Wavelets Multiresolut. Inf. Process. 20, No. 1, Article ID 2150033, 27 p. (2022; Zbl 1482.62115) Full Text: DOI arXiv OpenURL
Karmakar, Sayar; Richter, Stefan; Wu, Wei Biao Simultaneous inference for time-varying models. (English) Zbl 07491166 J. Econom. 227, No. 2, 408-428 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{S. Karmakar} et al., J. Econom. 227, No. 2, 408--428 (2022; Zbl 07491166) Full Text: DOI arXiv OpenURL
Wan, Phyllis; Davis, Richard A. Goodness-of-fit testing for time series models via distance covariance. (English) Zbl 07491146 J. Econom. 227, No. 1, 4-24 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{P. Wan} and \textit{R. A. Davis}, J. Econom. 227, No. 1, 4--24 (2022; Zbl 07491146) Full Text: DOI arXiv OpenURL
Shen, Qin-Qin; Cao, Yang; Zeng, Bo; Shi, Quan Stable computation of least squares problems of the OGM(\(1,N\)) model and short-term traffic flow prediction. (English) Zbl 1481.65061 East Asian J. Appl. Math. 12, No. 2, 264-284 (2022). MSC: 65F22 65F10 62M10 62M20 76A30 PDF BibTeX XML Cite \textit{Q.-Q. Shen} et al., East Asian J. Appl. Math. 12, No. 2, 264--284 (2022; Zbl 1481.65061) Full Text: DOI OpenURL
Fermín, Lisandro; Marcano, José; Rodríguez, Luis-Angel A proof of consistency of the MLE for nonlinear Markov-switching AR processes. (English) Zbl 07484415 Stat. Probab. Lett. 183, Article ID 109347, 7 p. (2022). MSC: 62M10 62M05 60G99 62F12 PDF BibTeX XML Cite \textit{L. Fermín} et al., Stat. Probab. Lett. 183, Article ID 109347, 7 p. (2022; Zbl 07484415) Full Text: DOI OpenURL
Fianu, Emmanuel Senyo; Ahelegbey, Daniel Felix; Grossi, Luigi Modeling risk contagion in the Italian zonal electricity market. (English) Zbl 07478844 Eur. J. Oper. Res. 298, No. 2, 656-679 (2022). MSC: 91B74 62P20 91B84 PDF BibTeX XML Cite \textit{E. S. Fianu} et al., Eur. J. Oper. Res. 298, No. 2, 656--679 (2022; Zbl 07478844) Full Text: DOI OpenURL
Peña, Víctor; Irie, Kaoru On the relationship between uhlig extended and beta-Bartlett processes. (English) Zbl 07476231 J. Time Ser. Anal. 43, No. 1, 147-153 (2022). MSC: 62M10 62H12 62F15 PDF BibTeX XML Cite \textit{V. Peña} and \textit{K. Irie}, J. Time Ser. Anal. 43, No. 1, 147--153 (2022; Zbl 07476231) Full Text: DOI OpenURL
Aknouche, Abdelhakim; Almohaimeed, Bader; Dimitrakopoulos, Stefanos Periodic autoregressive conditional duration. (English) Zbl 07476225 J. Time Ser. Anal. 43, No. 1, 5-29 (2022). MSC: 62F05 62F12 62M10 62M20 91B84 PDF BibTeX XML Cite \textit{A. Aknouche} et al., J. Time Ser. Anal. 43, No. 1, 5--29 (2022; Zbl 07476225) Full Text: DOI OpenURL
Alvarez, Javier; Arellano, Manuel Robust likelihood estimation of dynamic panel data models. (English) Zbl 07471884 J. Econom. 226, No. 1, 21-61 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{J. Alvarez} and \textit{M. Arellano}, J. Econom. 226, No. 1, 21--61 (2022; Zbl 07471884) Full Text: DOI OpenURL
Fokianos, Konstantinos; Fried, Roland; Kharin, Yuriy; Voloshko, Valeriy Statistical analysis of multivariate discrete-valued time series. (English) Zbl 1482.62090 J. Multivariate Anal. 188, Article ID 104805, 15 p. (2022). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M10 62M05 62H12 PDF BibTeX XML Cite \textit{K. Fokianos} et al., J. Multivariate Anal. 188, Article ID 104805, 15 p. (2022; Zbl 1482.62090) Full Text: DOI OpenURL
Nasri, Bouchra R.; Rémillard, Bruno N.; Bahraoui, Tarik Change-point problems for multivariate time series using pseudo-observations. (English) Zbl 1480.62087 J. Multivariate Anal. 187, Article ID 104857, 18 p. (2022). MSC: 62H15 62G10 62H05 62M10 PDF BibTeX XML Cite \textit{B. R. Nasri} et al., J. Multivariate Anal. 187, Article ID 104857, 18 p. (2022; Zbl 1480.62087) Full Text: DOI OpenURL
Zhao, Jun; Zhang, Yi; Wu, Sheng; Shen, Liming Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression. (English) Zbl 1479.62079 J. Comput. Appl. Math. 403, Article ID 113862, 13 p. (2022). MSC: 62M10 62G05 62G08 65C05 PDF BibTeX XML Cite \textit{J. Zhao} et al., J. Comput. Appl. Math. 403, Article ID 113862, 13 p. (2022; Zbl 1479.62079) Full Text: DOI OpenURL
Jorge-González, Elisa; González-Dávila, Enrique; Martín-Rivero, Raquel; Lorenzo-Díaz, Domingo Stochastic and deterministic trend in state space models. (English) Zbl 07545696 Commun. Stat., Simulation Comput. 50, No. 10, 2809-2822 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{E. Jorge-González} et al., Commun. Stat., Simulation Comput. 50, No. 10, 2809--2822 (2021; Zbl 07545696) Full Text: DOI OpenURL
da-Silva, Cibele Q.; da Silva, Paulo H. D.; Turnes, Osiris; Correia, Leandro T. Dynamic model averaging adapted to dynamic regression models for time series of counts. (English) Zbl 07545563 Commun. Stat., Simulation Comput. 50, No. 2, 501-524 (2021). MSC: 62M10 PDF BibTeX XML Cite \textit{C. Q. da-Silva} et al., Commun. Stat., Simulation Comput. 50, No. 2, 501--524 (2021; Zbl 07545563) Full Text: DOI OpenURL
Asai, Manabu; So, Mike K. P. A simulation smoother for long memory time series with correlated and heteroskedastic additive noise. (English) Zbl 07545556 Commun. Stat., Simulation Comput. 50, No. 2, 388-399 (2021). MSC: 62M10 62M20 PDF BibTeX XML Cite \textit{M. Asai} and \textit{M. K. P. So}, Commun. Stat., Simulation Comput. 50, No. 2, 388--399 (2021; Zbl 07545556) Full Text: DOI OpenURL
Wang, Yu; Zhang, Haixiang Some estimation and forecasting procedures in Possion-Lindley INAR(1) process. (English) Zbl 07545535 Commun. Stat., Simulation Comput. 50, No. 1, 49-62 (2021). MSC: 62M10 62F12 PDF BibTeX XML Cite \textit{Y. Wang} and \textit{H. Zhang}, Commun. Stat., Simulation Comput. 50, No. 1, 49--62 (2021; Zbl 07545535) Full Text: DOI OpenURL
Girin, Laurent; Leglaive, Simon; Bie, Xiaoyu; Diard, Julien; Hueber, Thomas; Alameda-Pineda, Xavier Dynamical variational autoencoders: a comprehensive review. (English) Zbl 07537002 Found. Trends Mach. Learn. 15, No. 1-2, 1-175 (2021). MSC: 68T05 68T07 68-02 PDF BibTeX XML Cite \textit{L. Girin} et al., Found. Trends Mach. Learn. 15, No. 1--2, 1--175 (2021; Zbl 07537002) Full Text: DOI OpenURL
Li, Yin; Li, Fagang; Lyu, Shanxiang; Xu, Meng; Wang, Shiyuan Blind extraction of ECG signals based on similarity in the phase space. (English) Zbl 1486.92102 Chaos Solitons Fractals 147, Article ID 110950, 8 p. (2021). MSC: 92C55 92B25 37M10 34C60 PDF BibTeX XML Cite \textit{Y. Li} et al., Chaos Solitons Fractals 147, Article ID 110950, 8 p. (2021; Zbl 1486.92102) Full Text: DOI OpenURL
Zhang, Xiuzhen; Lu, Zhiping; Li, Mengke; Zhang, Tengfei; Lin, Junjie Empirical likelihood test for stationary short memory time series models. (English) Zbl 1485.62133 Chin. J. Appl. Probab. Stat. 37, No. 4, 377-389 (2021). MSC: 62M10 62F12 PDF BibTeX XML Cite \textit{X. Zhang} et al., Chin. J. Appl. Probab. Stat. 37, No. 4, 377--389 (2021; Zbl 1485.62133) Full Text: Link OpenURL
Cao, Peng; Sun, Jun Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression. (English) Zbl 1485.62086 Open Math. 19, 1493-1509 (2021). MSC: 62J05 62H25 62M10 PDF BibTeX XML Cite \textit{P. Cao} and \textit{J. Sun}, Open Math. 19, 1493--1509 (2021; Zbl 1485.62086) Full Text: DOI OpenURL
Lee, Sangyeol; Kim, Byungsoo Recent progress in parameter change test for integer-valued time series models. (English) Zbl 1485.62124 J. Korean Stat. Soc. 50, No. 3, 730-755 (2021). MSC: 62M10 62F12 62M07 62E20 PDF BibTeX XML Cite \textit{S. Lee} and \textit{B. Kim}, J. Korean Stat. Soc. 50, No. 3, 730--755 (2021; Zbl 1485.62124) Full Text: DOI OpenURL
Hu, Yuping; Feng, Sanying; Zhao, Jing Test for the covariance matrix in time-varying coefficients panel data models with fixed effects. (English) Zbl 1485.62118 J. Korean Stat. Soc. 50, No. 2, 544-564 (2021). MSC: 62M10 62H15 62P20 PDF BibTeX XML Cite \textit{Y. Hu} et al., J. Korean Stat. Soc. 50, No. 2, 544--564 (2021; Zbl 1485.62118) Full Text: DOI OpenURL
Cao, Ruiyuan; Xie, Tianfa; Yu, Ping Rank method for partial functional linear regression models. (English) Zbl 1484.62091 J. Korean Stat. Soc. 50, No. 2, 354-379 (2021). MSC: 62J05 62M10 62H25 62R10 PDF BibTeX XML Cite \textit{R. Cao} et al., J. Korean Stat. Soc. 50, No. 2, 354--379 (2021; Zbl 1484.62091) Full Text: DOI OpenURL
Zhai, Yanwei; Lv, Zheng; Zhao, Jun; Wang, Wei; Leung, Henry Data-driven inference modeling based on an on-line Wang-Mendel fuzzy approach. (English) Zbl 1483.68416 Inf. Sci. 551, 113-127 (2021). MSC: 68T37 62M10 68T05 90B30 PDF BibTeX XML Cite \textit{Y. Zhai} et al., Inf. Sci. 551, 113--127 (2021; Zbl 1483.68416) Full Text: DOI OpenURL
Lee, Sangyeol; Kim, Dongwon; Seok, Seongwoo Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models. (English) Zbl 07497054 J. Stat. Comput. Simulation 91, No. 11, 2227-2248 (2021). MSC: 62M10 62-XX PDF BibTeX XML Cite \textit{S. Lee} et al., J. Stat. Comput. Simulation 91, No. 11, 2227--2248 (2021; Zbl 07497054) Full Text: DOI OpenURL
Song, Junmo; Kang, Jiwon Test for parameter change in the presence of outliers: the density power divergence-based approach. (English) Zbl 07493337 J. Stat. Comput. Simulation 91, No. 5, 1016-1039 (2021). MSC: 62M10 62F03 62F35 62-XX PDF BibTeX XML Cite \textit{J. Song} and \textit{J. Kang}, J. Stat. Comput. Simulation 91, No. 5, 1016--1039 (2021; Zbl 07493337) Full Text: DOI arXiv OpenURL
Xu, Min; Qin, Zhongfeng A novel hybrid ARIMA and regression tree model for the interval-valued time series. (English) Zbl 07493336 J. Stat. Comput. Simulation 91, No. 5, 1000-1015 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Xu} and \textit{Z. Qin}, J. Stat. Comput. Simulation 91, No. 5, 1000--1015 (2021; Zbl 07493336) Full Text: DOI OpenURL
Zhang, Yonghui; Zhou, Qiankun Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing. (English) Zbl 07486329 Econom. Rev. 40, No. 10, 983-1006 (2021). MSC: 62P20 62M10 62G05 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{Q. Zhou}, Econom. Rev. 40, No. 10, 983--1006 (2021; Zbl 07486329) Full Text: DOI OpenURL
Proietti, Tommaso Predictability, real time estimation, and the formulation of unobserved components models. (English) Zbl 07486126 Econom. Rev. 40, No. 5, 433-454 (2021). MSC: 62M10 62M20 62P20 PDF BibTeX XML Cite \textit{T. Proietti}, Econom. Rev. 40, No. 5, 433--454 (2021; Zbl 07486126) Full Text: DOI OpenURL
Berenguer-Rico, Vanessa; Wilms, Ines Heteroscedasticity testing after outlier removal. (English) Zbl 07484568 Econom. Rev. 40, No. 1, 51-85 (2021). MSC: 62J05 62F35 62M10 62P20 PDF BibTeX XML Cite \textit{V. Berenguer-Rico} and \textit{I. Wilms}, Econom. Rev. 40, No. 1, 51--85 (2021; Zbl 07484568) Full Text: DOI OpenURL
Yang, Cynthia Fan Common factors and spatial dependence: an application to US house prices. (English) Zbl 07484567 Econom. Rev. 40, No. 1, 14-50 (2021). MSC: 62P20 62M10 62M30 62H12 62H25 PDF BibTeX XML Cite \textit{C. F. Yang}, Econom. Rev. 40, No. 1, 14--50 (2021; Zbl 07484567) Full Text: DOI OpenURL
Demetrescu, Matei; Leppin, Julian S.; Reitz, Stefan Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions. (English) Zbl 07484564 Econom. Rev. 40, No. 2, 177-196 (2021). MSC: 62M10 62F03 62P20 PDF BibTeX XML Cite \textit{M. Demetrescu} et al., Econom. Rev. 40, No. 2, 177--196 (2021; Zbl 07484564) Full Text: DOI OpenURL
Jiang, Liang; Wang, Xiaohu; Yu, Jun In-fill asymptotic theory for structural break point in autoregressions. (English) Zbl 07484558 Econom. Rev. 40, No. 4, 359-386 (2021). MSC: 62M10 62M05 62E20 62F12 62P20 PDF BibTeX XML Cite \textit{L. Jiang} et al., Econom. Rev. 40, No. 4, 359--386 (2021; Zbl 07484558) Full Text: DOI OpenURL
Puindi, António Casimiro; Silva, Maria Eduarda Dynamic structural models with covariates for short-term forecasting of time series with complex seasonal patterns. (English) Zbl 07482762 J. Appl. Stat. 48, No. 5, 804-826 (2021). MSC: 62Pxx PDF BibTeX XML Cite \textit{A. C. Puindi} and \textit{M. E. Silva}, J. Appl. Stat. 48, No. 5, 804--826 (2021; Zbl 07482762) Full Text: DOI OpenURL
Dong, Zhihang; Chen, Yen-Chi; Dobra, Adrian A statistical framework for measuring the temporal stability of human mobility patterns. (English) Zbl 07482725 J. Appl. Stat. 48, No. 1, 105-123 (2021). MSC: 62G07 62M10 91D25 62H11 62Pxx PDF BibTeX XML Cite \textit{Z. Dong} et al., J. Appl. Stat. 48, No. 1, 105--123 (2021; Zbl 07482725) Full Text: DOI arXiv OpenURL
Shirozhan, Masoumeh; Mohammadpour, Mehrnaz A dependent counting INAR model with serially dependent innovation. (English) Zbl 07482696 J. Appl. Stat. 48, No. 11, 1975-1997 (2021). MSC: 62M10 62M05 62M20 62G05 62P25 62Pxx PDF BibTeX XML Cite \textit{M. Shirozhan} and \textit{M. Mohammadpour}, J. Appl. Stat. 48, No. 11, 1975--1997 (2021; Zbl 07482696) Full Text: DOI OpenURL
Smith, Daniel M.; Walls, Theodore A. Pursuing collective synchrony in teams: a regime-switching dynamic factor model of speed similarity in soccer. (English) Zbl 1478.62364 Psychometrika 86, No. 4, 1016-1038 (2021). MSC: 62P15 62M10 62H25 PDF BibTeX XML Cite \textit{D. M. Smith} and \textit{T. A. Walls}, Psychometrika 86, No. 4, 1016--1038 (2021; Zbl 1478.62364) Full Text: DOI OpenURL
Girard, Stéphane; Stupfler, Gilles; Usseglio-Carleve, Antoine Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models. (English) Zbl 1486.62141 Ann. Stat. 49, No. 6, 3358-3382 (2021). MSC: 62G32 62M10 62G08 62G20 62P05 PDF BibTeX XML Cite \textit{S. Girard} et al., Ann. Stat. 49, No. 6, 3358--3382 (2021; Zbl 1486.62141) Full Text: DOI OpenURL
Peng, Cuixin; Zhao, Zhiwen Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model. (English) Zbl 07465035 J. Inequal. Appl. 2021, Paper No. 56, 16 p. (2021). MSC: 62M10 91B62 PDF BibTeX XML Cite \textit{C. Peng} and \textit{Z. Zhao}, J. Inequal. Appl. 2021, Paper No. 56, 16 p. (2021; Zbl 07465035) Full Text: DOI OpenURL
Tomal, Jabed H.; Rahman, Hafizur A Bayesian piecewise linear model for the detection of breakpoints in housing prices. (English) Zbl 1478.62369 Metron 79, No. 3, 361-381 (2021). MSC: 62P20 62F15 62J05 62M10 91B84 PDF BibTeX XML Cite \textit{J. H. Tomal} and \textit{H. Rahman}, Metron 79, No. 3, 361--381 (2021; Zbl 1478.62369) Full Text: DOI OpenURL
Huang, Xin-Wei; Wang, Weijing; Emura, Takeshi A copula-based Markov chain model for serially dependent event times with a dependent terminal event. (English) Zbl 1478.62257 Jpn. J. Stat. Data Sci. 4, No. 2, 917-951 (2021); correction ibid. 4, No. 1, 475 (2021). MSC: 62M10 62H05 60J20 62G05 62H12 62E20 62N01 62N05 62P10 PDF BibTeX XML Cite \textit{X.-W. Huang} et al., Jpn. J. Stat. Data Sci. 4, No. 2, 917--951 (2021; Zbl 1478.62257) Full Text: DOI OpenURL
Orozco, Daniel L. R.; Sales, Lucas O. F.; Fernández, Luz M. Z.; Pinho, André L. S. A new mixed first-order integer-valued autoregressive process with Poisson innovations. (English) Zbl 1478.62265 AStA, Adv. Stat. Anal. 105, No. 4, 559-580 (2021). MSC: 62M10 62M05 PDF BibTeX XML Cite \textit{D. L. R. Orozco} et al., AStA, Adv. Stat. Anal. 105, No. 4, 559--580 (2021; Zbl 1478.62265) Full Text: DOI OpenURL
Yang, Kai; Li, Han; Wang, Dehui; Zhang, Chenhui Random coefficients integer-valued threshold autoregressive processes driven by logistic regression. (English) Zbl 1478.62271 AStA, Adv. Stat. Anal. 105, No. 4, 533-557 (2021). MSC: 62M10 62J12 62F10 62F12 62P10 PDF BibTeX XML Cite \textit{K. Yang} et al., AStA, Adv. Stat. Anal. 105, No. 4, 533--557 (2021; Zbl 1478.62271) Full Text: DOI OpenURL
Berger, Moritz; Tutz, Gerhard Transition models for count data: a flexible alternative to fixed distribution models. (English) Zbl 1477.62189 Stat. Methods Appl. 30, No. 4, 1259-1283 (2021). MSC: 62J12 62M10 62P10 PDF BibTeX XML Cite \textit{M. Berger} and \textit{G. Tutz}, Stat. Methods Appl. 30, No. 4, 1259--1283 (2021; Zbl 1477.62189) Full Text: DOI arXiv OpenURL
Hu, Hongchang; Hu, Weifu; Yu, Xinxin Pseudo-maximum likelihood estimators in linear regression models with fractional time series. (English) Zbl 1477.62246 Stat. Pap. 62, No. 2, 639-659 (2021). MSC: 62M10 62J05 62F12 PDF BibTeX XML Cite \textit{H. Hu} et al., Stat. Pap. 62, No. 2, 639--659 (2021; Zbl 1477.62246) Full Text: DOI OpenURL
Bibi, Abdelouahab QML estimation of asymmetric Markov switching GARCH(\(p,q\)) processes. (English) Zbl 1477.62234 Commun. Math. Stat. 9, No. 4, 405-438 (2021). MSC: 62M10 62M05 62F12 62P20 PDF BibTeX XML Cite \textit{A. Bibi}, Commun. Math. Stat. 9, No. 4, 405--438 (2021; Zbl 1477.62234) Full Text: DOI OpenURL
Bibi, Abdelouahab; Merahi, Fateh Frequency-domain estimation of continuous-time bilinear processes. (English) Zbl 1477.62235 Commun. Math. Stat. 9, No. 4, 379-403 (2021). MSC: 62M10 62M05 62F12 62P20 PDF BibTeX XML Cite \textit{A. Bibi} and \textit{F. Merahi}, Commun. Math. Stat. 9, No. 4, 379--403 (2021; Zbl 1477.62235) Full Text: DOI OpenURL
Song, Yuping; Li, Hangyan; Fang, Yetong Efficient estimation for the volatility of stochastic interest rate models. (English) Zbl 1477.62304 Stat. Pap. 62, No. 4, 1939-1964 (2021). MSC: 62P05 62G07 62G20 62M10 60J60 91G30 PDF BibTeX XML Cite \textit{Y. Song} et al., Stat. Pap. 62, No. 4, 1939--1964 (2021; Zbl 1477.62304) Full Text: DOI OpenURL
Hančová, Martina; Gajdoš, Andrej; Hanč, Jozef; Vozáriková, Gabriela Estimating variances in time series kriging using convex optimization and empirical BLUPs. (English) Zbl 1477.62243 Stat. Pap. 62, No. 4, 1899-1938 (2021). MSC: 62M10 62-08 62J05 62J10 62M20 62M15 90C25 PDF BibTeX XML Cite \textit{M. Hančová} et al., Stat. Pap. 62, No. 4, 1899--1938 (2021; Zbl 1477.62243) Full Text: DOI arXiv OpenURL
Zhang, Shulin; Zhou, Qian M.; Lin, Huazhen Goodness-of-fit test of copula functions for semi-parametric univariate time series models. (English) Zbl 1478.62274 Stat. Pap. 62, No. 4, 1697-1721 (2021). MSC: 62M10 62G10 62H05 62G20 62P20 PDF BibTeX XML Cite \textit{S. Zhang} et al., Stat. Pap. 62, No. 4, 1697--1721 (2021; Zbl 1478.62274) Full Text: DOI OpenURL
Kirch, Claudia Book review of: A. G. Tartakovsky, Sequential change detection and hypothesis testing. General non-i.i.d. stochastic models and asymptotically optimal rules. (English) Zbl 1477.00006 Stat. Pap. 62, No. 3, 1559-1561 (2021). MSC: 00A17 62-01 62M02 62L10 62M05 62M10 60K20 PDF BibTeX XML Cite \textit{C. Kirch}, Stat. Pap. 62, No. 3, 1559--1561 (2021; Zbl 1477.00006) Full Text: DOI OpenURL
Majdoub, Jihed; Ben Sassi, Salim; Bejaoui, Azza Can fiat currencies really hedge bitcoin? Evidence from dynamic short-term perspective. (English) Zbl 1480.91333 Decis. Econ. Finance 44, No. 2, 789-816 (2021). MSC: 91G99 91G10 62P05 62M10 PDF BibTeX XML Cite \textit{J. Majdoub} et al., Decis. Econ. Finance 44, No. 2, 789--816 (2021; Zbl 1480.91333) Full Text: DOI OpenURL
Schorning, Kirsten; Dette, Holger Optimal designs for comparing regression curves: dependence within and between groups. (English) Zbl 07451735 J. Stat. Theory Pract. 15, No. 4, Paper No. 88, 27 p. (2021). Reviewer: Wolfgang Näther (Freiberg) MSC: 62K05 62J05 62M10 PDF BibTeX XML Cite \textit{K. Schorning} and \textit{H. Dette}, J. Stat. Theory Pract. 15, No. 4, Paper No. 88, 27 p. (2021; Zbl 07451735) Full Text: DOI arXiv OpenURL
Azouagh, Nabil; El Melhaoui, Said Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis. (English) Zbl 1476.62177 Sankhyā, Ser. B 83, No. 2, 397-429 (2021). MSC: 62M10 62G10 62F05 62F40 PDF BibTeX XML Cite \textit{N. Azouagh} and \textit{S. El Melhaoui}, Sankhyā, Ser. B 83, No. 2, 397--429 (2021; Zbl 1476.62177) Full Text: DOI OpenURL
Oyet, Alwell J.; Sutradhar, Brajendra C. Analyzing unevenly spaced longitudinal count data. (English) Zbl 1476.62192 Sankhyā, Ser. B 83, No. 2, 342-373 (2021). MSC: 62M10 62J12 62P10 PDF BibTeX XML Cite \textit{A. J. Oyet} and \textit{B. C. Sutradhar}, Sankhyā, Ser. B 83, No. 2, 342--373 (2021; Zbl 1476.62192) Full Text: DOI OpenURL
Hu, Hongchang Weak consistency of M-estimate in linear regression models with weakly dependent errors. (English) Zbl 07448212 Adv. Math., Beijing 50, No. 4, 614-628 (2021). MSC: 62J05 62G35 62M10 PDF BibTeX XML Cite \textit{H. Hu}, Adv. Math., Beijing 50, No. 4, 614--628 (2021; Zbl 07448212) Full Text: DOI OpenURL
Iacus, Stefano Maria; Sermi, Francesco; Spyratos, Spyridon; Tarchi, Dario; Vespe, Michele Anomaly detection of mobile positioning data with applications to COVID-19 situational awareness. (English) Zbl 1477.62388 Jpn. J. Stat. Data Sci. 4, No. 1, 763-781 (2021). MSC: 62P99 62M10 62M05 PDF BibTeX XML Cite \textit{S. M. Iacus} et al., Jpn. J. Stat. Data Sci. 4, No. 1, 763--781 (2021; Zbl 1477.62388) Full Text: DOI arXiv OpenURL