Iglesias, Emma M.; Phillips, Garry D. A. Further results on pseudo-maximum likelihood estimation and testing in the constant elasticity of variance continuous time model. (English) Zbl 1445.62228 J. Time Ser. Anal. 41, No. 2, 357-364 (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62M10 62G30 60J60 60E15 PDFBibTeX XMLCite \textit{E. M. Iglesias} and \textit{G. D. A. Phillips}, J. Time Ser. Anal. 41, No. 2, 357--364 (2020; Zbl 1445.62228) Full Text: DOI
Michel, Jon The limiting distribution of a non-stationary integer valued GARCH\((1,1)\) process. (English) Zbl 1455.62180 J. Time Ser. Anal. 41, No. 2, 351-356 (2020). Reviewer: Ludwig Paditz (Dresden) MSC: 62M10 62E20 60H15 65C30 91B84 37M10 PDFBibTeX XMLCite \textit{J. Michel}, J. Time Ser. Anal. 41, No. 2, 351--356 (2020; Zbl 1455.62180) Full Text: DOI
Arvanitis, Stelios; Anyfantaki, Sofia On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model. (English) Zbl 1454.62251 J. Time Ser. Anal. 41, No. 2, 341-350 (2020). Reviewer: Ludwig Paditz (Dresden) MSC: 62M10 60G44 60F17 62F12 65C05 91B84 62P20 PDFBibTeX XMLCite \textit{S. Arvanitis} and \textit{S. Anyfantaki}, J. Time Ser. Anal. 41, No. 2, 341--350 (2020; Zbl 1454.62251) Full Text: DOI
Huang, Zhelin; Chan, Ngai Hang Walsh Fourier transform of locally stationary time series. (English) Zbl 1444.62106 J. Time Ser. Anal. 41, No. 2, 312-340 (2020). MSC: 62M10 62H30 42C10 60G10 62P10 PDFBibTeX XMLCite \textit{Z. Huang} and \textit{N. H. Chan}, J. Time Ser. Anal. 41, No. 2, 312--340 (2020; Zbl 1444.62106) Full Text: DOI
Miettinen, Jari; Matilainen, Markus; Nordhausen, Klaus; Taskinen, Sara Extracting conditionally heteroskedastic components using independent component analysis. (English) Zbl 1447.62104 J. Time Ser. Anal. 41, No. 2, 293-311 (2020). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62M10 60G10 62H25 62P05 91B84 PDFBibTeX XMLCite \textit{J. Miettinen} et al., J. Time Ser. Anal. 41, No. 2, 293--311 (2020; Zbl 1447.62104) Full Text: DOI arXiv
Kechagias, Stefanos; Pipiras, Vladas Modeling bivariate long-range dependence with general phase. (English) Zbl 1456.62200 J. Time Ser. Anal. 41, No. 2, 268-292 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62M10 62H12 62P05 PDFBibTeX XMLCite \textit{S. Kechagias} and \textit{V. Pipiras}, J. Time Ser. Anal. 41, No. 2, 268--292 (2020; Zbl 1456.62200) Full Text: DOI
Hoyos, Milena Mixed first- and second-order cointegrated continuous time models with mixed stock and flow data. (English) Zbl 1478.62242 J. Time Ser. Anal. 41, No. 2, 249-267 (2020). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 62M09 60H10 PDFBibTeX XMLCite \textit{M. Hoyos}, J. Time Ser. Anal. 41, No. 2, 249--267 (2020; Zbl 1478.62242) Full Text: DOI
Liu, Yan; Xue, Yujie; Taniguchi, Masanobu Robust linear interpolation and extrapolation of stationary time series in \(L^p\). (English) Zbl 1455.62174 J. Time Ser. Anal. 41, No. 2, 229-248 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M20 60G25 60G10 93E10 65D05 PDFBibTeX XMLCite \textit{Y. Liu} et al., J. Time Ser. Anal. 41, No. 2, 229--248 (2020; Zbl 1455.62174) Full Text: DOI
Beran, Jan; Ghosh, Sucharita Estimating the mean direction of strongly dependent circular time series. (English) Zbl 1445.62218 J. Time Ser. Anal. 41, No. 2, 210-228 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62G15 62H11 62P12 86A10 PDFBibTeX XMLCite \textit{J. Beran} and \textit{S. Ghosh}, J. Time Ser. Anal. 41, No. 2, 210--228 (2020; Zbl 1445.62218) Full Text: DOI
Hølleland, Sondre; Karlsen, Hans Arnfinn A stationary spatio-temporal GARCH model. (English) Zbl 1443.62267 J. Time Ser. Anal. 41, No. 2, 177-209 (2020). MSC: 62M10 62M30 62H11 62F12 60G10 PDFBibTeX XMLCite \textit{S. Hølleland} and \textit{H. A. Karlsen}, J. Time Ser. Anal. 41, No. 2, 177--209 (2020; Zbl 1443.62267) Full Text: DOI