Horváth, Lajos; Trapani, Lorenzo \(L_p\)-functionals for change point detection in random coefficient autoregressive models. (English) Zbl 1518.62012 Stat. Probab. Lett. 201, Article ID 109829, 9 p. (2023). MSC: 62M10 62G20 PDFBibTeX XMLCite \textit{L. Horváth} and \textit{L. Trapani}, Stat. Probab. Lett. 201, Article ID 109829, 9 p. (2023; Zbl 1518.62012) Full Text: DOI
Chen, Yian; Anitescu, Mihai Scalable physics-based maximum likelihood estimation using hierarchical matrices. (English) Zbl 1518.62002 SIAM/ASA J. Uncertain. Quantif. 11, 682-725 (2023). MSC: 62-08 62M30 62F10 65F55 15A15 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{M. Anitescu}, SIAM/ASA J. Uncertain. Quantif. 11, 682--725 (2023; Zbl 1518.62002) Full Text: DOI arXiv
Bhootna, Niharika; Dhull, Monika Singh; Kumar, Arun; Leonenko, Nikolai Humbert generalized fractional differenced ARMA processes. (English) Zbl 07733080 Commun. Nonlinear Sci. Numer. Simul. 125, Article ID 107412, 20 p. (2023). MSC: 62M10 62M15 60E07 60G51 33C45 PDFBibTeX XMLCite \textit{N. Bhootna} et al., Commun. Nonlinear Sci. Numer. Simul. 125, Article ID 107412, 20 p. (2023; Zbl 07733080) Full Text: DOI arXiv
Li, Kailing; Xie, Naiming Mechanism of single variable grey forecasting modelling: integration of increment and growth rate. (English) Zbl 1527.93243 Commun. Nonlinear Sci. Numer. Simul. 125, Article ID 107409, 18 p. (2023). MSC: 93C41 62P30 62M20 PDFBibTeX XMLCite \textit{K. Li} and \textit{N. Xie}, Commun. Nonlinear Sci. Numer. Simul. 125, Article ID 107409, 18 p. (2023; Zbl 1527.93243) Full Text: DOI
Hoffmann, Marc; Trabs, Mathias Dispersal density estimation across scales. (English) Zbl 07732747 Ann. Stat. 51, No. 3, 1258-1281 (2023). MSC: 62G05 62G07 62M30 60G57 PDFBibTeX XMLCite \textit{M. Hoffmann} and \textit{M. Trabs}, Ann. Stat. 51, No. 3, 1258--1281 (2023; Zbl 07732747) Full Text: DOI arXiv Link
Ding, Xiucai; Zhou, Zhou Autoregressive approximations to nonstationary time series with inference and applications. (English) Zbl 07732745 Ann. Stat. 51, No. 3, 1207-1231 (2023). MSC: 62M10 62M20 60G07 PDFBibTeX XMLCite \textit{X. Ding} and \textit{Z. Zhou}, Ann. Stat. 51, No. 3, 1207--1231 (2023; Zbl 07732745) Full Text: DOI arXiv Link
Tao, Yue-Yue; Wu, Zheng-Guang Asynchronous stabilization for hidden Markov jump linear systems with complex transition probabilities. (English) Zbl 1520.93596 Automatica 156, Article ID 111200, 6 p. (2023). MSC: 93E15 93C55 93C05 62M05 PDFBibTeX XMLCite \textit{Y.-Y. Tao} and \textit{Z.-G. Wu}, Automatica 156, Article ID 111200, 6 p. (2023; Zbl 1520.93596) Full Text: DOI
Patel, Dhrumil; Wilde, Mark M. Wave matrix lindbladization i: quantum programs for simulating Markovian dynamics. (English) Zbl 07732213 Open Syst. Inf. Dyn. 30, No. 2, Article ID 2350010, 25 p. (2023). MSC: 81S22 60J76 70H15 62M07 68Q12 81-10 PDFBibTeX XMLCite \textit{D. Patel} and \textit{M. M. Wilde}, Open Syst. Inf. Dyn. 30, No. 2, Article ID 2350010, 25 p. (2023; Zbl 07732213) Full Text: DOI arXiv
Kella, Offer; Löpker, Andreas On binomial thinning and mixing. (English) Zbl 07732047 Indag. Math., New Ser. 34, No. 5, 1121-1145 (2023). MSC: 62M10 05A15 60-XX PDFBibTeX XMLCite \textit{O. Kella} and \textit{A. Löpker}, Indag. Math., New Ser. 34, No. 5, 1121--1145 (2023; Zbl 07732047) Full Text: DOI arXiv
Peña, Daniel; Tsay, Ruey S. A testing approach to clustering scalar time series. (English) Zbl 07731499 J. Time Ser. Anal. 44, No. 5-6, 667-685 (2023). MSC: 62Mxx 62F40 62H30 62M10 PDFBibTeX XMLCite \textit{D. Peña} and \textit{R. S. Tsay}, J. Time Ser. Anal. 44, No. 5--6, 667--685 (2023; Zbl 07731499) Full Text: DOI
Lee, Sangyeol; Jo, Minyoung Bivariate random coefficient integer-valued autoregressive models: parameter estimation and change point test. (English) Zbl 07731498 J. Time Ser. Anal. 44, No. 5-6, 644-666 (2023). MSC: 62Mxx 62M10 PDFBibTeX XMLCite \textit{S. Lee} and \textit{M. Jo}, J. Time Ser. Anal. 44, No. 5--6, 644--666 (2023; Zbl 07731498) Full Text: DOI
Hsu, Nan-Jung; Sim, Lai Heng; Tsay, Ruey S. Testing for symmetric correlation matrices with applications to factor models. (English) Zbl 07731497 J. Time Ser. Anal. 44, No. 5-6, 622-643 (2023). MSC: 62Mxx 62M10 62M20 PDFBibTeX XMLCite \textit{N.-J. Hsu} et al., J. Time Ser. Anal. 44, No. 5--6, 622--643 (2023; Zbl 07731497) Full Text: DOI
Tavakoli, Shahin; Nisol, Gilles; Hallin, Marc Factor models for high-dimensional functional time series. II: Estimation and forecasting. (English) Zbl 07731496 J. Time Ser. Anal. 44, No. 5-6, 601-621 (2023). MSC: 62Mxx 62M10 62H25 60G10 62P05 PDFBibTeX XMLCite \textit{S. Tavakoli} et al., J. Time Ser. Anal. 44, No. 5--6, 601--621 (2023; Zbl 07731496) Full Text: DOI
Hallin, Marc; Nisol, Gilles; Tavakoli, Shahin Factor models for high-dimensional functional time series. I: Representation results. (English) Zbl 07731495 J. Time Ser. Anal. 44, No. 5-6, 578-600 (2023). MSC: 62Mxx 62M10 62H25 60G10 62P05 PDFBibTeX XMLCite \textit{M. Hallin} et al., J. Time Ser. Anal. 44, No. 5--6, 578--600 (2023; Zbl 07731495) Full Text: DOI arXiv
Giraitis, Liudas; Marotta, Fulvia Estimation on unevenly spaced time series. (English) Zbl 07731494 J. Time Ser. Anal. 44, No. 5-6, 556-577 (2023). MSC: 62Mxx 37M10 PDFBibTeX XMLCite \textit{L. Giraitis} and \textit{F. Marotta}, J. Time Ser. Anal. 44, No. 5--6, 556--577 (2023; Zbl 07731494) Full Text: DOI
Francq, Christian; Zakoïan, Jean-Michel Optimal estimating function for weak location-scale dynamic models. (English) Zbl 07731493 J. Time Ser. Anal. 44, No. 5-6, 533-555 (2023). MSC: 62Mxx 62M10 91B84 60G10 62F12 PDFBibTeX XMLCite \textit{C. Francq} and \textit{J.-M. Zakoïan}, J. Time Ser. Anal. 44, No. 5--6, 533--555 (2023; Zbl 07731493) Full Text: DOI
Dette, Holger; Quanz, Pascal Detecting relevant changes in the spatiotemporal mean function. (English) Zbl 07731492 J. Time Ser. Anal. 44, No. 5-6, 505-532 (2023). MSC: 62Mxx 62M10 62R10 PDFBibTeX XMLCite \textit{H. Dette} and \textit{P. Quanz}, J. Time Ser. Anal. 44, No. 5--6, 505--532 (2023; Zbl 07731492) Full Text: DOI arXiv
Davis, Richard A.; Fernandes, Leon; Fokianos, Konstantinos Clustering multivariate time series using energy distance. (English) Zbl 07731491 J. Time Ser. Anal. 44, No. 5-6, 487-504 (2023). MSC: 62Mxx 62M10 62H30 62H20 62H12 PDFBibTeX XMLCite \textit{R. A. Davis} et al., J. Time Ser. Anal. 44, No. 5--6, 487--504 (2023; Zbl 07731491) Full Text: DOI arXiv
Dai, Shan; Chan, Ngai Hang Testing of constant parameters for semi-parametric functional coefficient models with integrated covariates. (English) Zbl 07731490 J. Time Ser. Anal. 44, No. 5-6, 474-486 (2023). MSC: 62Mxx 62M10 62G10 PDFBibTeX XMLCite \textit{S. Dai} and \textit{N. H. Chan}, J. Time Ser. Anal. 44, No. 5--6, 474--486 (2023; Zbl 07731490) Full Text: DOI
Bhattacharjee, Monika; Chakraborty, Nilanjan; Koul, Hira L. Weighted \(l_1\)-penalized corrected quantile regression for high-dimensional temporally dependent measurement errors. (English) Zbl 07731489 J. Time Ser. Anal. 44, No. 5-6, 442-473 (2023). MSC: 62Mxx 62J05 62J07 62F12 PDFBibTeX XMLCite \textit{M. Bhattacharjee} et al., J. Time Ser. Anal. 44, No. 5--6, 442--473 (2023; Zbl 07731489) Full Text: DOI
Hallin, Marc; Kakizawa, Yoshihide; Koul, Hira Special issue of the in honor of Professor Masanobu Taniguchi. (English) Zbl 07731488 J. Time Ser. Anal. 44, No. 5-6, 440-441 (2023). MSC: 62Mxx PDFBibTeX XMLCite \textit{M. Hallin} et al., J. Time Ser. Anal. 44, No. 5--6, 440--441 (2023; Zbl 07731488) Full Text: DOI
Li, Xiaoyan; Pan, Jiazhu; Song, Anchao Geometric ergodicity and conditional self-weighted M-estimator of a \(\mathrm{GRCAR}(p)\) model with heavy-tailed errors. (English) Zbl 07731485 J. Time Ser. Anal. 44, No. 4, 418-436 (2023). MSC: 62Mxx 62M10 60F05 PDFBibTeX XMLCite \textit{X. Li} et al., J. Time Ser. Anal. 44, No. 4, 418--436 (2023; Zbl 07731485) Full Text: DOI
Aknouche, Abdelhakim; Dimitrakopoulos, Stefanos Autoregressive conditional proportion: a multiplicative-error model for \((0,1)\)-valued time series. (English) Zbl 07731484 J. Time Ser. Anal. 44, No. 4, 393-417 (2023). MSC: 62Mxx 37M10 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{S. Dimitrakopoulos}, J. Time Ser. Anal. 44, No. 4, 393--417 (2023; Zbl 07731484) Full Text: DOI
Harvey, Andrew; Palumbo, Dario Regime switching models for circular and linear time series. (English) Zbl 07731483 J. Time Ser. Anal. 44, No. 4, 374-392 (2023). MSC: 62Mxx 62M10 PDFBibTeX XMLCite \textit{A. Harvey} and \textit{D. Palumbo}, J. Time Ser. Anal. 44, No. 4, 374--392 (2023; Zbl 07731483) Full Text: DOI
Kurozumi, Eiji; Skrobotov, Anton On the asymptotic behavior of bubble date estimators. (English) Zbl 07731482 J. Time Ser. Anal. 44, No. 4, 359-373 (2023). MSC: 62Mxx 62F10 62F12 PDFBibTeX XMLCite \textit{E. Kurozumi} and \textit{A. Skrobotov}, J. Time Ser. Anal. 44, No. 4, 359--373 (2023; Zbl 07731482) 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 PDFBibTeX XMLCite \textit{H. Pavlopoulos} and \textit{G. Chronis}, J. Time Ser. Anal. 44, No. 4, 337--358 (2023; Zbl 07731481) Full Text: DOI
Andersen, Torben; Christensen, Kim; Nolte, Ingmar Announcement: call for papers for special issue in honour of Stephen J. Taylor. (English) Zbl 07731480 J. Time Ser. Anal. 44, No. 4, 336 (2023). MSC: 62Mxx PDFBibTeX XMLCite \textit{T. Andersen} et al., J. Time Ser. Anal. 44, No. 4, 336 (2023; Zbl 07731480) Full Text: DOI
Szabados, Tamás Corrigendum to: “Regular multidimensional stationary time series”. (English) Zbl 1518.62013 J. Time Ser. Anal. 44, No. 3, 331-332 (2023). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{T. Szabados}, J. Time Ser. Anal. 44, No. 3, 331--332 (2023; Zbl 1518.62013) Full Text: DOI
Merkatas, Christos; Särkkä, Simo System identification using autoregressive Bayesian neural networks with nonparametric noise models. (English) Zbl 07731476 J. Time Ser. Anal. 44, No. 3, 319-330 (2023). MSC: 62Mxx 62F15 62M10 PDFBibTeX XMLCite \textit{C. Merkatas} and \textit{S. Särkkä}, J. Time Ser. Anal. 44, No. 3, 319--330 (2023; Zbl 07731476) Full Text: DOI arXiv
Olmo, Jose A nonparametric predictive regression model using partitioning estimators based on Taylor expansions. (English) Zbl 07731475 J. Time Ser. Anal. 44, No. 3, 294-318 (2023). MSC: 62Mxx PDFBibTeX XMLCite \textit{J. Olmo}, J. Time Ser. Anal. 44, No. 3, 294--318 (2023; Zbl 07731475) Full Text: DOI
Sabzikar, Farzad; Kokoszka, Piotr Tempered functional time series. (English) Zbl 07731474 J. Time Ser. Anal. 44, No. 3, 280-293 (2023). MSC: 62Mxx 62M10 PDFBibTeX XMLCite \textit{F. Sabzikar} and \textit{P. Kokoszka}, J. Time Ser. Anal. 44, No. 3, 280--293 (2023; Zbl 07731474) Full Text: DOI
Kim, Donggyu; Shin, Minseok Volatility models for stylized facts of high-frequency financial data. (English) Zbl 07731473 J. Time Ser. Anal. 44, No. 3, 262-279 (2023). MSC: 62Mxx PDFBibTeX XMLCite \textit{D. Kim} and \textit{M. Shin}, J. Time Ser. Anal. 44, No. 3, 262--279 (2023; Zbl 07731473) Full Text: DOI arXiv
Xu, Xiaofei; Liu, Yan; Taniguchi, Masanobu Higher-order asymptotics of minimax estimators for time series. (English) Zbl 07731470 J. Time Ser. Anal. 44, No. 2, 247-257 (2023). MSC: 62Mxx 62C10 62C20 PDFBibTeX XMLCite \textit{X. Xu} et al., J. Time Ser. Anal. 44, No. 2, 247--257 (2023; Zbl 07731470) Full Text: DOI
Bertsche, Dominik; Brüggemann, Ralf; Kascha, Christian Directed graphs and variable selection in large vector autoregressive models. (English) Zbl 07731469 J. Time Ser. Anal. 44, No. 2, 223-246 (2023). MSC: 62Mxx PDFBibTeX XMLCite \textit{D. Bertsche} et al., J. Time Ser. Anal. 44, No. 2, 223--246 (2023; Zbl 07731469) Full Text: DOI
Piancastelli, Luiza S. C.; Barreto-Souza, Wagner; Ombao, Hernando Flexible bivariate INGARCH process with a broad range of contemporaneous correlation. (English) Zbl 07731468 J. Time Ser. Anal. 44, No. 2, 206-222 (2023). MSC: 62Mxx 62M10 62F10 62F12 PDFBibTeX XMLCite \textit{L. S. C. Piancastelli} et al., J. Time Ser. Anal. 44, No. 2, 206--222 (2023; Zbl 07731468) Full Text: DOI arXiv
Harvey, David I.; Leybourne, Stephen J.; Zu, Yang Estimation of the variance function in structural break autoregressive models with non-stationary and explosive segments. (English) Zbl 07731467 J. Time Ser. Anal. 44, No. 2, 181-205 (2023). MSC: 62Mxx 62G05 91B84 PDFBibTeX XMLCite \textit{D. I. Harvey} et al., J. Time Ser. Anal. 44, No. 2, 181--205 (2023; Zbl 07731467) Full Text: DOI
Gourieroux, Christian; Jasiak, Joann Dynamic deconvolution and identification of independent autoregressive sources. (English) Zbl 07731466 J. Time Ser. Anal. 44, No. 2, 151-180 (2023). MSC: 62Mxx 60G07 60G10 62M15 62M20 62G05 PDFBibTeX XMLCite \textit{C. Gourieroux} and \textit{J. Jasiak}, J. Time Ser. Anal. 44, No. 2, 151--180 (2023; Zbl 07731466) Full Text: DOI
Sundararajan, Raanju R.; Barreto-Souza, Wagner Student-\(t\) stochastic volatility model with composite likelihood EM-algorithm. (English) Zbl 07731464 J. Time Ser. Anal. 44, No. 1, 125-147 (2023). MSC: 62Mxx 62M10 PDFBibTeX XMLCite \textit{R. R. Sundararajan} and \textit{W. Barreto-Souza}, J. Time Ser. Anal. 44, No. 1, 125--147 (2023; Zbl 07731464) Full Text: DOI arXiv
Kong, Jiajie; Lund, Robert Seasonal count time series. (English) Zbl 07731463 J. Time Ser. Anal. 44, No. 1, 93-124 (2023). MSC: 62Mxx 37M10 PDFBibTeX XMLCite \textit{J. Kong} and \textit{R. Lund}, J. Time Ser. Anal. 44, No. 1, 93--124 (2023; Zbl 07731463) Full Text: DOI arXiv
Taufemback, Cleiton Guollo Non-parametric short- and long-run Granger causality testing in the frequency domain. (English) Zbl 07731462 J. Time Ser. Anal. 44, No. 1, 69-92 (2023). MSC: 62Mxx 62G05 62G20 62M15 PDFBibTeX XMLCite \textit{C. G. Taufemback}, J. Time Ser. Anal. 44, No. 1, 69--92 (2023; Zbl 07731462) Full Text: DOI
Proietti, Tommaso Peaks, gaps, and time-reversibility of economic time series. (English) Zbl 07731461 J. Time Ser. Anal. 44, No. 1, 43-68 (2023). MSC: 62Mxx 37M10 PDFBibTeX XMLCite \textit{T. Proietti}, J. Time Ser. Anal. 44, No. 1, 43--68 (2023; Zbl 07731461) 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 PDFBibTeX XMLCite \textit{S. Subba Rao} and \textit{J. Yang}, J. Time Ser. Anal. 44, No. 1, 23--42 (2023; Zbl 07731460) Full Text: DOI arXiv
Poignard, Benjamin; Asai, Manabu High-dimensional sparse multivariate stochastic volatility models. (English) Zbl 07731459 J. Time Ser. Anal. 44, No. 1, 4-22 (2023). MSC: 62Mxx 62F12 62P20 PDFBibTeX XMLCite \textit{B. Poignard} and \textit{M. Asai}, J. Time Ser. Anal. 44, No. 1, 4--22 (2023; Zbl 07731459) Full Text: DOI arXiv
Hariz, Samir Ben; Brouste, Alexandre; Esstafa, Youssef; Soltane, Marius Fast calibration of weak FARIMA models. (English) Zbl 07730442 ESAIM, Probab. Stat. 27, 156-173 (2023). MSC: 62M10 62M15 91B84 PDFBibTeX XMLCite \textit{S. B. Hariz} et al., ESAIM, Probab. Stat. 27, 156--173 (2023; Zbl 07730442) Full Text: DOI arXiv
Benmoumen, Mohammed; Salhi, Imane The strong consistency of quasi-maximum likelihood estimators for \(p\)-order random coefficient autoregressive (RCA) models. (English) Zbl 07730312 Sankhyā, Ser. A 85, No. 1, 617-632 (2023). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{M. Benmoumen} and \textit{I. Salhi}, Sankhyā, Ser. A 85, No. 1, 617--632 (2023; Zbl 07730312) Full Text: DOI
Nkurunziza, Sévérien Estimation and testing in multivariate generalized Ornstein-Uhlenbeck processes with change-points. (English) Zbl 07730302 Sankhyā, Ser. A 85, No. 1, 351-400 (2023). MSC: 62F30 62M02 PDFBibTeX XMLCite \textit{S. Nkurunziza}, Sankhyā, Ser. A 85, No. 1, 351--400 (2023; Zbl 07730302) Full Text: DOI
Jha, Sanjeeva Kumar; Singh, Ningthoukhongjam Vikimchandra A skew-normal spatial simultaneous autoregressive model and its implementation. (English) Zbl 07730300 Sankhyā, Ser. A 85, No. 1, 306-323 (2023). MSC: 62H11 62M30 PDFBibTeX XMLCite \textit{S. K. Jha} and \textit{N. V. Singh}, Sankhyā, Ser. A 85, No. 1, 306--323 (2023; Zbl 07730300) Full Text: DOI
Thavaneswaran, Aerambamoorthy; Ravishanker, Nalini Estimating functions for circular time series models. (English) Zbl 07730295 Sankhyā, Ser. A 85, No. 1, 198-213 (2023). MSC: 62M10 PDFBibTeX XMLCite \textit{A. Thavaneswaran} and \textit{N. Ravishanker}, Sankhyā, Ser. A 85, No. 1, 198--213 (2023; Zbl 07730295) Full Text: DOI
Gonçalves, Esmeralda; Mendes-Lopes, Nazaré Zero-inflated binomial integer-valued ARCH models for time series. (English) Zbl 07729074 Statistics 57, No. 4, 764-784 (2023). MSC: 62M10 PDFBibTeX XMLCite \textit{E. Gonçalves} and \textit{N. Mendes-Lopes}, Statistics 57, No. 4, 764--784 (2023; Zbl 07729074) Full Text: DOI
Teng, Peiyuan; Xu, Min Random matrix time series. (English) Zbl 1521.15034 J. Stat. Theory Pract. 17, No. 3, Paper No. 42, 16 p. (2023). MSC: 15B52 60B20 62M10 91B84 91B82 PDFBibTeX XMLCite \textit{P. Teng} and \textit{M. Xu}, J. Stat. Theory Pract. 17, No. 3, Paper No. 42, 16 p. (2023; Zbl 1521.15034) Full Text: DOI arXiv
Llewellyn, Mary; King, Ruth; Elvira, Víctor; Ross, Gordon A point mass proposal method for Bayesian state-space model fitting. (English) Zbl 1517.62036 Stat. Comput. 33, No. 5, Paper No. 111, 18 p. (2023). MSC: 62-08 60J22 62F15 62M05 65C05 PDFBibTeX XMLCite \textit{M. Llewellyn} et al., Stat. Comput. 33, No. 5, Paper No. 111, 18 p. (2023; Zbl 1517.62036) Full Text: DOI arXiv
Anastasiou, Andreas; Papanastasiou, Angelos Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences. (English) Zbl 1517.62004 Stat. Comput. 33, No. 5, Paper No. 94, 29 p. (2023). MSC: 62-08 62M10 PDFBibTeX XMLCite \textit{A. Anastasiou} and \textit{A. Papanastasiou}, Stat. Comput. 33, No. 5, Paper No. 94, 29 p. (2023; Zbl 1517.62004) Full Text: DOI arXiv
Bonnet, Anna; Martinez Herrera, Miguel; Sangnier, Maxime Inference of multivariate exponential Hawkes processes with inhibition and application to neuronal activity. (English) Zbl 1517.62007 Stat. Comput. 33, No. 4, Paper No. 91, 26 p. (2023). MSC: 62-08 60G55 62M09 92C20 PDFBibTeX XMLCite \textit{A. Bonnet} et al., Stat. Comput. 33, No. 4, Paper No. 91, 26 p. (2023; Zbl 1517.62007) Full Text: DOI arXiv
Lan, Shiwei; Li, Shuyi; Pasha, Mirjeta Bayesian spatiotemporal modeling for inverse problems. (English) Zbl 1517.62028 Stat. Comput. 33, No. 4, Paper No. 89, 26 p. (2023). MSC: 62-08 62F15 37D45 62M30 PDFBibTeX XMLCite \textit{S. Lan} et al., Stat. Comput. 33, No. 4, Paper No. 89, 26 p. (2023; Zbl 1517.62028) Full Text: DOI arXiv
Almohaimeed, Bader S. On an independent-switching periodic autoregressive conditional duration. (English) Zbl 07727696 Discrete Contin. Dyn. Syst., Ser. S 16, No. 8, 2047-2059 (2023). MSC: 62M10 60E15 60G10 60H35 PDFBibTeX XMLCite \textit{B. S. Almohaimeed}, Discrete Contin. Dyn. Syst., Ser. S 16, No. 8, 2047--2059 (2023; Zbl 07727696) Full Text: DOI
Sangaré, Harouna; Dembele, Soumaila; Diallo, Moumouni; Fané, Abdou Data analysis and forecast of CoViD-19 in North African countries. (English) Zbl 07727206 Far East J. Theor. Stat. 67, No. 1, 15-32 (2023). MSC: 62M10 62M20 62P10 PDFBibTeX XMLCite \textit{H. Sangaré} et al., Far East J. Theor. Stat. 67, No. 1, 15--32 (2023; Zbl 07727206) Full Text: DOI
Shim, Jae Wan Generalized entropy approach for conserved systems with finite entities: insights into non-Gaussian and non-chi-square distributions using Havrda-Charvát-Tsallis entropy. (English) Zbl 07727063 Int. J. Theor. Phys. 62, No. 8, Paper No. 161, 11 p. (2023). MSC: 82Dxx 62-XX 62Mxx PDFBibTeX XMLCite \textit{J. W. Shim}, Int. J. Theor. Phys. 62, No. 8, Paper No. 161, 11 p. (2023; Zbl 07727063) Full Text: DOI arXiv
Bai, Yatong; Gautam, Tanmay; Sojoudi, Somayeh Efficient global optimization of two-layer ReLU networks: quadratic-time algorithms and adversarial training. (English) Zbl 07726189 SIAM J. Math. Data Sci. 5, No. 2, 446-474 (2023). MSC: 68Q25 82C32 49M29 46N10 62M45 PDFBibTeX XMLCite \textit{Y. Bai} et al., SIAM J. Math. Data Sci. 5, No. 2, 446--474 (2023; Zbl 07726189) Full Text: DOI arXiv
Zhang, Jinjie; Zhou, Yixuan; Saab, Rayan Post-training quantization for neural networks with provable guarantees. (English) Zbl 07726186 SIAM J. Math. Data Sci. 5, No. 2, 373-399 (2023). MSC: 68T07 68W25 62M45 90C25 68Q25 PDFBibTeX XMLCite \textit{J. Zhang} et al., SIAM J. Math. Data Sci. 5, No. 2, 373--399 (2023; Zbl 07726186) Full Text: DOI arXiv
Amorino, Chiara; Heidari, Akram; Pilipauskaitė, Vytautė; Podolskij, Mark Parameter estimation of discretely observed interacting particle systems. (English) Zbl 07726175 Stochastic Processes Appl. 163, 350-386 (2023). MSC: 62F12 62E20 62M05 60G07 60H10 PDFBibTeX XMLCite \textit{C. Amorino} et al., Stochastic Processes Appl. 163, 350--386 (2023; Zbl 07726175) Full Text: DOI arXiv
Jamshidi, Babak; Torkaman, Parisa The estimation in Pólya-Eggenberger urn model with a delay. (English) Zbl 1517.60019 Stoch. Models 39, No. 3, 662-684 (2023). MSC: 60C05 62M10 PDFBibTeX XMLCite \textit{B. Jamshidi} and \textit{P. Torkaman}, Stoch. Models 39, No. 3, 662--684 (2023; Zbl 1517.60019) Full Text: DOI
Babayan, Nikolay M.; Ginovyan, Mamikon S. Asymptotic behavior of the prediction error for stationary sequences. (English) Zbl 1517.60040 Probab. Surv. 20, 664-721 (2023). MSC: 60G10 60G25 62M15 62M20 15A18 30C10 PDFBibTeX XMLCite \textit{N. M. Babayan} and \textit{M. S. Ginovyan}, Probab. Surv. 20, 664--721 (2023; Zbl 1517.60040) Full Text: DOI arXiv Link
Hariyanto, Susilo; Sumanto, Y. D.; Khabibah, Siti; Zaenurrohman Average-based fuzzy time series Markov chain based on frequency density partitioning. (English) Zbl 1517.62080 J. Appl. Math. 2023, Article ID 9319883, 9 p. (2023). MSC: 62M86 60J20 62M10 62M20 PDFBibTeX XMLCite \textit{S. Hariyanto} et al., J. Appl. Math. 2023, Article ID 9319883, 9 p. (2023; Zbl 1517.62080) Full Text: DOI
Remi, T.; Subha, P. A. Chemically coupled Hindmarsh-Rose neurons with cross interactions between membrane potential and magnetic flux. (English) Zbl 07723984 J. Phys. A, Math. Theor. 56, No. 34, Article ID 345701, 17 p. (2023). MSC: 83F05 62M45 76E20 35B36 47A10 68Q07 80A30 37H20 81R30 PDFBibTeX XMLCite \textit{T. Remi} and \textit{P. A. Subha}, J. Phys. A, Math. Theor. 56, No. 34, Article ID 345701, 17 p. (2023; Zbl 07723984) Full Text: DOI
Sundararajan, Raanju R. Factor modeling of multivariate time series: a frequency components approach. (English) Zbl 07723942 J. Multivariate Anal. 197, Article ID 105202, 17 p. (2023). MSC: 62Hxx 62M10 62M15 PDFBibTeX XMLCite \textit{R. R. Sundararajan}, J. Multivariate Anal. 197, Article ID 105202, 17 p. (2023; Zbl 07723942) Full Text: DOI
Dörr, Christopher; Schlather, Martin Covariance models for multivariate random fields resulting from pseudo cross-variograms. (English) Zbl 07723939 J. Multivariate Anal. 197, Article ID 105199, 13 p. (2023). MSC: 62Hxx 86A32 62M30 62M40 PDFBibTeX XMLCite \textit{C. Dörr} and \textit{M. Schlather}, J. Multivariate Anal. 197, Article ID 105199, 13 p. (2023; Zbl 07723939) Full Text: DOI arXiv
Novikov, Andrey A numerical approach to sequential multi-hypothesis testing for Bernoulli model. (English) Zbl 07723908 Sequential Anal. 42, No. 3, 303-322 (2023). MSC: 62L10 62L15 62F03 60G40 62M02 PDFBibTeX XMLCite \textit{A. Novikov}, Sequential Anal. 42, No. 3, 303--322 (2023; Zbl 07723908) Full Text: DOI arXiv
Konstantakis, Konstantinos N.; Cheilas, Panagiotis T.; Melissaropoulos, Ioannis G.; Xidonas, Panos; Michaelides, Panayotis G. Supply chains and fake news: a novel input-output neural network approach for the us food sector. (English) Zbl 1519.90006 Ann. Oper. Res. 327, No. 2, 779-794 (2023). MSC: 90B05 62M45 PDFBibTeX XMLCite \textit{K. N. Konstantakis} et al., Ann. Oper. Res. 327, No. 2, 779--794 (2023; Zbl 1519.90006) Full Text: DOI
Ma, Chunsheng Vector random fields on the probability simplex with metric-dependent covariance matrix functions. (English) Zbl 1517.60055 J. Theor. Probab. 36, No. 3, 1922-1938 (2023). MSC: 60G60 60G22 62M10 62M20 PDFBibTeX XMLCite \textit{C. Ma}, J. Theor. Probab. 36, No. 3, 1922--1938 (2023; Zbl 1517.60055) Full Text: DOI
Golomoziy, Vitaliy On geometric recurrence for time-inhomogeneous autoregression. (English) Zbl 07721506 Mod. Stoch., Theory Appl. 10, No. 3, 313-341 (2023). MSC: 62M10 60J10 60K05 PDFBibTeX XMLCite \textit{V. Golomoziy}, Mod. Stoch., Theory Appl. 10, No. 3, 313--341 (2023; Zbl 07721506) Full Text: DOI
Dykyi, Oleksandr; Ivanov, Alexander Consistency of LSE for the many-dimensional symmetric textured surface parameters. (English) Zbl 1517.62072 Mod. Stoch., Theory Appl. 10, No. 3, 267-285 (2023). MSC: 62J02 62F12 62J99 62M40 PDFBibTeX XMLCite \textit{O. Dykyi} and \textit{A. Ivanov}, Mod. Stoch., Theory Appl. 10, No. 3, 267--285 (2023; Zbl 1517.62072) Full Text: DOI
van der Vaart, A. W.; Wellner, Jon A. Weak convergence and empirical processes. With applications to statistics. 2nd expanded edition. (English) Zbl 1518.60001 Springer Series in Statistics. Cham: Springer (ISBN 978-3-031-29038-1/hbk; 978-3-031-29040-4/ebook). xvii, 679 p. (2023). MSC: 60-02 62-02 60Fxx 62Mxx 62Fxx PDFBibTeX XMLCite \textit{A. W. van der Vaart} and \textit{J. A. Wellner}, Weak convergence and empirical processes. With applications to statistics. 2nd expanded edition. Cham: Springer (2023; Zbl 1518.60001) Full Text: DOI
Hatipoğlu, Veysel Fuat Forecasting of COVID-19 fatality in the USA: comparison of artificial neural network-based models. (English) Zbl 07719419 Bull. Malays. Math. Sci. Soc. (2) 46, No. 4, Paper No. 143, 23 p. (2023). MSC: 68T07 68T09 62M45 PDFBibTeX XMLCite \textit{V. F. Hatipoğlu}, Bull. Malays. Math. Sci. Soc. (2) 46, No. 4, Paper No. 143, 23 p. (2023; Zbl 07719419) Full Text: DOI
Gugushvili, Shota; van der Meulen, Frank; Schauer, Moritz; Spreij, Peter Nonparametric Bayesian volatility learning under microstructure noise. (English) Zbl 1516.62084 Jpn. J. Stat. Data Sci. 6, No. 1, 551-571 (2023). MSC: 62P05 62G20 62M05 62-08 PDFBibTeX XMLCite \textit{S. Gugushvili} et al., Jpn. J. Stat. Data Sci. 6, No. 1, 551--571 (2023; Zbl 1516.62084) Full Text: DOI arXiv
Nakajima, Shohei; Shimizu, Yasutaka Asymptotic inference for stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1517.62077 Jpn. J. Stat. Data Sci. 6, No. 1, 431-455 (2023). MSC: 62M09 60G22 62F12 PDFBibTeX XMLCite \textit{S. Nakajima} and \textit{Y. Shimizu}, Jpn. J. Stat. Data Sci. 6, No. 1, 431--455 (2023; Zbl 1517.62077) Full Text: DOI
Bibinger, Markus; Bossert, Patrick Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities. (English) Zbl 1516.60036 Jpn. J. Stat. Data Sci. 6, No. 1, 407-429 (2023). MSC: 60H15 62F12 62M99 PDFBibTeX XMLCite \textit{M. Bibinger} and \textit{P. Bossert}, Jpn. J. Stat. Data Sci. 6, No. 1, 407--429 (2023; Zbl 1516.60036) Full Text: DOI arXiv
Gamain, Julie; Tudor, Ciprian A. Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation. (English) Zbl 1515.60234 Jpn. J. Stat. Data Sci. 6, No. 1, 381-406 (2023). MSC: 60H15 62F10 62M40 35R60 PDFBibTeX XMLCite \textit{J. Gamain} and \textit{C. A. Tudor}, Jpn. J. Stat. Data Sci. 6, No. 1, 381--406 (2023; Zbl 1515.60234) Full Text: DOI
Kuljus, Kristi; Lember, Jüri Pairwise Markov models and hybrid segmentation approach. (English) Zbl 1517.62076 Methodol. Comput. Appl. Probab. 25, No. 2, Paper No. 67, 32 p. (2023). MSC: 62M05 62M20 60J10 PDFBibTeX XMLCite \textit{K. Kuljus} and \textit{J. Lember}, Methodol. Comput. Appl. Probab. 25, No. 2, Paper No. 67, 32 p. (2023; Zbl 1517.62076) Full Text: DOI
Hongwiengjan, Warunya; Kumam, Poom; Thongtha, Dawud Option pricing with fuzzy-TGARCH volatility clustering. (English) Zbl 1524.62433 Int. J. Math. Comput. Sci. 18, No. 4, 781-803 (2023). MSC: 62P05 62M10 62M86 91G20 PDFBibTeX XMLCite \textit{W. Hongwiengjan} et al., Int. J. Math. Comput. Sci. 18, No. 4, 781--803 (2023; Zbl 1524.62433) Full Text: Link
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 PDFBibTeX XMLCite \textit{A. Bose} and \textit{W. Hachem}, Random Matrices Theory Appl. 12, No. 2, Article ID 2250053, 60 p. (2023; Zbl 1524.62412) Full Text: DOI arXiv
Wedel, Michel; Pieters, Rik; van der Lans, Ralf Modeling eye movements during decision making: a review. (English) Zbl 1516.62088 Psychometrika 88, No. 2, 697-729 (2023). MSC: 62P15 62M05 62P20 91E30 PDFBibTeX XMLCite \textit{M. Wedel} et al., Psychometrika 88, No. 2, 697--729 (2023; Zbl 1516.62088) Full Text: DOI
Baek, Changryong; Leinwand, Benjamin; Lindquist, Kristen A.; Jeong, Seok-Oh; Hopfinger, Joseph; Gates, Katheleen M.; Pipiras, Vladas Detecting changes in correlation networks with application to functional connectivity of fMRI data. (English) Zbl 1517.62087 Psychometrika 88, No. 2, 636-655 (2023). MSC: 62P15 62M10 62H15 62M09 PDFBibTeX XMLCite \textit{C. Baek} et al., Psychometrika 88, No. 2, 636--655 (2023; Zbl 1517.62087) Full Text: DOI
Fisher, Zachary F.; Parsons, Jonathan; Gates, Kathleen M.; Hopfinger, Joseph B. Blind subgrouping of task-based fMRI. (English) Zbl 1517.62092 Psychometrika 88, No. 2, 434-455 (2023). MSC: 62P15 62M10 62H30 PDFBibTeX XMLCite \textit{Z. F. Fisher} et al., Psychometrika 88, No. 2, 434--455 (2023; Zbl 1517.62092) Full Text: DOI
Liu, Ying; Culpepper, Steven Andrew; Chen, Yuguo Identifiability of hidden Markov models for learning trajectories in cognitive diagnosis. (English) Zbl 1517.62094 Psychometrika 88, No. 2, 361-386 (2023). MSC: 62P15 62M05 62H30 PDFBibTeX XMLCite \textit{Y. Liu} et al., Psychometrika 88, No. 2, 361--386 (2023; Zbl 1517.62094) Full Text: DOI
Dixit, Vaidehi; Martin, Ryan A PRticle filter algorithm for nonparametric estimation of multivariate mixing distributions. (English) Zbl 1517.62015 Stat. Comput. 33, No. 4, Paper No. 76, 14 p. (2023). MSC: 62-08 62G05 62H10 62M30 PDFBibTeX XMLCite \textit{V. Dixit} and \textit{R. Martin}, Stat. Comput. 33, No. 4, Paper No. 76, 14 p. (2023; Zbl 1517.62015) Full Text: DOI arXiv
Gryvill, Håkon; Tjelmeland, Håkon A sparse matrix formulation of model-based ensemble Kalman filter. (English) Zbl 1517.62021 Stat. Comput. 33, No. 3, Paper No. 63, 23 p. (2023). MSC: 62-08 62F15 62M20 PDFBibTeX XMLCite \textit{H. Gryvill} and \textit{H. Tjelmeland}, Stat. Comput. 33, No. 3, Paper No. 63, 23 p. (2023; Zbl 1517.62021) Full Text: DOI arXiv
Zhou, Xiaoxiao; Song, Xinyuan Functional concurrent hidden Markov model. (English) Zbl 1516.62036 Stat. Comput. 33, No. 3, Paper No. 57, 18 p. (2023). MSC: 62-08 62J05 62M05 62R10 62P12 PDFBibTeX XMLCite \textit{X. Zhou} and \textit{X. Song}, Stat. Comput. 33, No. 3, Paper No. 57, 18 p. (2023; Zbl 1516.62036) Full Text: DOI
Kang, Myeongjong; Katzfuss, Matthias Correlation-based sparse inverse Cholesky factorization for fast Gaussian-process inference. (English) Zbl 1516.62017 Stat. Comput. 33, No. 3, Paper No. 56, 17 p. (2023). MSC: 62-08 62M30 PDFBibTeX XMLCite \textit{M. Kang} and \textit{M. Katzfuss}, Stat. Comput. 33, No. 3, Paper No. 56, 17 p. (2023; Zbl 1516.62017) Full Text: DOI arXiv
Nájera, Edilberto; Bolívar-Cimé, Addy Comparison of some interval estimation methods for the parameters of the gamma distribution. (English) Zbl 07714514 Commun. Stat., Simulation Comput. 52, No. 6, 2408-2424 (2023). MSC: 62E17 62F12 62F15 62M05 PDFBibTeX XMLCite \textit{E. Nájera} and \textit{A. Bolívar-Cimé}, Commun. Stat., Simulation Comput. 52, No. 6, 2408--2424 (2023; Zbl 07714514) Full Text: DOI
Kanga, Serge Hippolyte Arnaud; Hili, Ouagnina; Dabo-Niang, Sophie On nonparametric conditional quantile estimation for non-stationary spatial processes. (Sur l’estimation non paramétrique du quantile conditionnel des processus spatiaux non stationnaires.) (English. French summary) Zbl 07714228 C. R., Math., Acad. Sci. Paris 361, 847-852 (2023). MSC: 62H11 62G20 62M30 PDFBibTeX XMLCite \textit{S. H. A. Kanga} et al., C. R., Math., Acad. Sci. Paris 361, 847--852 (2023; Zbl 07714228) Full Text: DOI
Wang, Di; Tsay, Ruey S. Rate-optimal robust estimation of high-dimensional vector autoregressive models. (English) Zbl 07714183 Ann. Stat. 51, No. 2, 846-877 (2023). MSC: 62M10 62F35 62J07 PDFBibTeX XMLCite \textit{D. Wang} and \textit{R. S. Tsay}, Ann. Stat. 51, No. 2, 846--877 (2023; Zbl 07714183) Full Text: DOI arXiv
Reiss, Markus; Winkelmann, Lars Inference on the maximal rank of time-varying covariance matrices using high-frequency data. (English) Zbl 07714181 Ann. Stat. 51, No. 2, 791-815 (2023). MSC: 62G10 60B20 62M07 62P05 PDFBibTeX XMLCite \textit{M. Reiss} and \textit{L. Winkelmann}, Ann. Stat. 51, No. 2, 791--815 (2023; Zbl 07714181) Full Text: DOI arXiv
Schell, Alexander; Oberhauser, Harald Nonlinear independent component analysis for discrete-time and continuous-time signals. (English) Zbl 07714169 Ann. Stat. 51, No. 2, 487-518 (2023). MSC: 62H25 60L10 62H05 62M45 62M99 62R10 PDFBibTeX XMLCite \textit{A. Schell} and \textit{H. Oberhauser}, Ann. Stat. 51, No. 2, 487--518 (2023; Zbl 07714169) Full Text: DOI arXiv
Lee, Sangyeol; Lee, Sangjo Exponential family QMLE-based CUSUM test for integer-valued time series. (English) Zbl 07714133 Commun. Stat., Simulation Comput. 52, No. 5, 2022-2043 (2023). MSC: 62M10 PDFBibTeX XMLCite \textit{S. Lee} and \textit{S. Lee}, Commun. Stat., Simulation Comput. 52, No. 5, 2022--2043 (2023; Zbl 07714133) Full Text: DOI
Yin, Yi; Wang, Xi; Wang, Wenjing; Li, Qiang; Shang, Pengjian Multiscale cross-sample entropy based on visibility graph for quantifying time series irreversibility. (English) Zbl 1523.37083 Commun. Nonlinear Sci. Numer. Simul. 124, Article ID 107308, 21 p. (2023). MSC: 37M10 62M10 PDFBibTeX XMLCite \textit{Y. Yin} et al., Commun. Nonlinear Sci. Numer. Simul. 124, Article ID 107308, 21 p. (2023; Zbl 1523.37083) Full Text: DOI
Alphonsus Akpan, Emmanuel; Lasisi, Kazeem Etitayo; Moffat, Imoh Udo; Abasiekwere, Ubon Akpan Appraisal of excess kurtosis through outlier-modified GARCH-type models. (English) Zbl 07713878 Commun. Stat., Simulation Comput. 52, No. 4, 1523-1537 (2023). MSC: 37M10 62M10 PDFBibTeX XMLCite \textit{E. Alphonsus Akpan} et al., Commun. Stat., Simulation Comput. 52, No. 4, 1523--1537 (2023; Zbl 07713878) Full Text: DOI
Al-Marhoobi, Safia; Pepelyshev, Andrey Analysis of temperature and humidity in Oman using singular spectrum analysis. (English) Zbl 07713870 Commun. Stat., Simulation Comput. 52, No. 4, 1403-1416 (2023). MSC: 62M20 PDFBibTeX XMLCite \textit{S. Al-Marhoobi} and \textit{A. Pepelyshev}, Commun. Stat., Simulation Comput. 52, No. 4, 1403--1416 (2023; Zbl 07713870) Full Text: DOI
Göğebakan, Kemal Çağlar; Eroğlu, Burak Alparslan Bounded unit root processes with non-stationary volatility. (English) Zbl 07713861 Commun. Stat., Simulation Comput. 52, No. 4, 1245-1263 (2023). MSC: 62G20 62M10 PDFBibTeX XMLCite \textit{K. Ç. Göğebakan} and \textit{B. A. Eroğlu}, Commun. Stat., Simulation Comput. 52, No. 4, 1245--1263 (2023; Zbl 07713861) Full Text: DOI
Geoga, Christopher J.; Marin, Oana; Schanen, Michel; Stein, Michael L. Fitting Matérn smoothness parameters using automatic differentiation. (English) Zbl 1516.62014 Stat. Comput. 33, No. 2, Paper No. 48, 16 p. (2023). MSC: 62-08 60G15 62M30 65D25 PDFBibTeX XMLCite \textit{C. J. Geoga} et al., Stat. Comput. 33, No. 2, Paper No. 48, 16 p. (2023; Zbl 1516.62014) Full Text: DOI arXiv
Rügamer, David; Baumann, Philipp F. M.; Kneib, Thomas; Hothorn, Torsten Probabilistic time series forecasts with autoregressive transformation models. (English) Zbl 1516.62028 Stat. Comput. 33, No. 2, Paper No. 37, 11 p. (2023). MSC: 62-08 62M10 62M20 PDFBibTeX XMLCite \textit{D. Rügamer} et al., Stat. Comput. 33, No. 2, Paper No. 37, 11 p. (2023; Zbl 1516.62028) Full Text: DOI arXiv