Carbon, Michel; Duchesne, Thierry Multivariate frequency polygon for stationary random fields. (English) Zbl 07819550 Ann. Inst. Stat. Math. 76, No. 2, 263-287 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Carbon} and \textit{T. Duchesne}, Ann. Inst. Stat. Math. 76, No. 2, 263--287 (2024; Zbl 07819550) Full Text: DOI
Li, Qi; Chen, Huaping; Zhu, Fukang \( \mathbb{Z} \)-valued time series: models, properties and comparison. (English) Zbl 07817614 J. Stat. Plann. Inference 230, Article ID 106099, 21 p. (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{Q. Li} et al., J. Stat. Plann. Inference 230, Article ID 106099, 21 p. (2024; Zbl 07817614) Full Text: DOI
Beering, Carina; Leucht, Anne A bootstrap functional central limit theorem for time-varying linear processes. (English) Zbl 07814035 J. Nonparametric Stat. 36, No. 1, 240-263 (2024). MSC: 62Gxx 60F17 62G09 62G20 PDFBibTeX XMLCite \textit{C. Beering} and \textit{A. Leucht}, J. Nonparametric Stat. 36, No. 1, 240--263 (2024; Zbl 07814035) Full Text: DOI arXiv
Boularouk, Yakoub; Bardet, Jean-Marc Generalized Gaussian quasi-maximum likelihood estimation for most common time series. (English) Zbl 07808608 Commun. Stat., Theory Methods 53, No. 4, 1459-1478 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Boularouk} and \textit{J.-M. Bardet}, Commun. Stat., Theory Methods 53, No. 4, 1459--1478 (2024; Zbl 07808608) Full Text: DOI
Ngatchou-Wandji, Joseph; Ltaifa, Marwa A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection. (English) Zbl 07806013 Stat. Inference Stoch. Process. 27, No. 1, 25-61 (2024). MSC: 62Mxx PDFBibTeX XMLCite \textit{J. Ngatchou-Wandji} and \textit{M. Ltaifa}, Stat. Inference Stoch. Process. 27, No. 1, 25--61 (2024; Zbl 07806013) Full Text: DOI
Wang, Tao Nonlinear kernel mode-based regression for dependent data. (English) Zbl 07804896 J. Time Ser. Anal. 45, No. 2, 189-213 (2024). MSC: 62Mxx PDFBibTeX XMLCite \textit{T. Wang}, J. Time Ser. Anal. 45, No. 2, 189--213 (2024; Zbl 07804896) Full Text: DOI
Wei, Bo; Tan, Kean Ming; He, Xuming Estimation of complier expected shortfall treatment effects with a binary instrumental variable. (English) Zbl 07803954 J. Econom. 238, No. 2, Article ID 105572, 27 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{B. Wei} et al., J. Econom. 238, No. 2, Article ID 105572, 27 p. (2024; Zbl 07803954) Full Text: DOI arXiv
Li, Xin; Wu, Dongya Low-rank matrix estimation via nonconvex optimization methods in multi-response errors-in-variables regression. (English) Zbl 07795429 J. Glob. Optim. 88, No. 1, 79-114 (2024). MSC: 90C26 62H12 65F55 PDFBibTeX XMLCite \textit{X. Li} and \textit{D. Wu}, J. Glob. Optim. 88, No. 1, 79--114 (2024; Zbl 07795429) Full Text: DOI
Neumann, Michael H. Estimation and bootstrap for stochastically monotone Markov processes. (English) Zbl 07790393 Metrika 87, No. 1, 31-59 (2024). MSC: 62G09 62M10 60G10 60J05 PDFBibTeX XMLCite \textit{M. H. Neumann}, Metrika 87, No. 1, 31--59 (2024; Zbl 07790393) Full Text: DOI OA License
Chang, Jinyuan; Chen, Xiaohui; Wu, Mingcong Central limit theorems for high dimensional dependent data. (English) Zbl 07788901 Bernoulli 30, No. 1, 712-742 (2024). MSC: 60F05 62F35 62F40 PDFBibTeX XMLCite \textit{J. Chang} et al., Bernoulli 30, No. 1, 712--742 (2024; Zbl 07788901) Full Text: DOI arXiv
Bardet, Jean-Marc A new estimator for LARCH processes. (English) Zbl 07786781 J. Time Ser. Anal. 45, No. 1, 103-132 (2024). MSC: 62Mxx 62F12 62M10 91B84 PDFBibTeX XMLCite \textit{J.-M. Bardet}, J. Time Ser. Anal. 45, No. 1, 103--132 (2024; Zbl 07786781) Full Text: DOI arXiv
Aknouche, Abdelhakim; Scotto, Manuel G. A multiplicative thinning-based integer-valued GARCH model. (English) Zbl 07786777 J. Time Ser. Anal. 45, No. 1, 4-26 (2024). MSC: 62Mxx 62M10 62M20 62F12 62P05 60G10 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{M. G. Scotto}, J. Time Ser. Anal. 45, No. 1, 4--26 (2024; Zbl 07786777) Full Text: DOI
Tong, Hongzhi; Ng, Michael Spectral algorithms for learning with dependent observations. (English) Zbl 07750615 J. Comput. Appl. Math. 437, Article ID 115437, 13 p. (2024). MSC: 68T05 62H30 62G08 46E22 62H25 PDFBibTeX XMLCite \textit{H. Tong} and \textit{M. Ng}, J. Comput. Appl. Math. 437, Article ID 115437, 13 p. (2024; Zbl 07750615) Full Text: DOI
Merlevède, Florence; Peligrad, Magda Functional central limit theorem via nonstationary projective conditions. (English) Zbl 07814328 Adamczak, Radosław (ed.) et al., High dimensional probability IX. The ethereal volume. Selected papers based on the presentations at the 9th conference, virtual, June 15–19, 2020. Cham: Springer. Prog. Probab. 80, 229-254 (2023). MSC: 60F17 60G48 PDFBibTeX XMLCite \textit{F. Merlevède} and \textit{M. Peligrad}, Prog. Probab. 80, 229--254 (2023; Zbl 07814328) Full Text: DOI
Davison, Anthony C.; Padoan, Simone A.; Stupfler, Gilles Tail risk inference via expectiles in heavy-tailed time series. (English) Zbl 07813781 J. Bus. Econ. Stat. 41, No. 3, 876-889 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{A. C. Davison} et al., J. Bus. Econ. Stat. 41, No. 3, 876--889 (2023; Zbl 07813781) Full Text: DOI arXiv
Bila, G. D.; Knopov, O. P. Asymptotic properties of one class of periodic estimates. (English. Ukrainian original) Zbl 07806800 Cybern. Syst. Anal. 59, No. 6, 1038-1042 (2023); translation from Kibern. Sist. Anal. 59, No. 6, 195-200 (2023). MSC: 90Cxx 62Mxx 60Gxx PDFBibTeX XMLCite \textit{G. D. Bila} and \textit{O. P. Knopov}, Cybern. Syst. Anal. 59, No. 6, 1038--1042 (2023; Zbl 07806800); translation from Kibern. Sist. Anal. 59, No. 6, 195--200 (2023) Full Text: DOI
Ayache, Antoine; Bouly, Florent Uniformly and strongly consistent estimation for the random Hurst function of a multifractional process. (English) Zbl 07799702 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1587-1614 (2023). MSC: 60G22 62G05 60H07 PDFBibTeX XMLCite \textit{A. Ayache} and \textit{F. Bouly}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1587--1614 (2023; Zbl 07799702) Full Text: Link
Doukhan, Paul; Neumann, Michael H.; Truquet, Lionel Stationarity and ergodic properties for some observation-driven models in random environments. (English) Zbl 07791532 Ann. Appl. Probab. 33, No. 6B, 5145-5170 (2023). MSC: 60K37 62M10 60J05 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Ann. Appl. Probab. 33, No. 6B, 5145--5170 (2023; Zbl 07791532) Full Text: DOI arXiv
Jirak, Moritz Edgeworth expansions for volatility models. (English) Zbl 07790271 Electron. J. Probab. 28, Paper No. 171, 18 p. (2023). MSC: 60F05 60F25 60G10 PDFBibTeX XMLCite \textit{M. Jirak}, Electron. J. Probab. 28, Paper No. 171, 18 p. (2023; Zbl 07790271) Full Text: DOI arXiv
Kuchibhotla, Arun K.; Brown, Lawrence D.; Buja, Andreas; George, Edward I.; Zhao, Linda Uniform-in-submodel bounds for linear regression in a model-free framework. (English) Zbl 07785628 Econom. Theory 39, No. 6, 1202-1248 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{A. K. Kuchibhotla} et al., Econom. Theory 39, No. 6, 1202--1248 (2023; Zbl 07785628) Full Text: DOI arXiv OA License
Dahlhaus, Rainer; Richter, Stefan Adaptation for nonparametric estimators of locally stationary processes. (English) Zbl 07785626 Econom. Theory 39, No. 6, 1123-1153 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{R. Dahlhaus} and \textit{S. Richter}, Econom. Theory 39, No. 6, 1123--1153 (2023; Zbl 07785626) Full Text: DOI arXiv OA License
Armillotta, Mirko; Fokianos, Konstantinos Nonlinear network autoregression. (English) Zbl 07783625 Ann. Stat. 51, No. 6, 2526-2552 (2023). MSC: 62M10 62J02 PDFBibTeX XMLCite \textit{M. Armillotta} and \textit{K. Fokianos}, Ann. Stat. 51, No. 6, 2526--2552 (2023; Zbl 07783625) Full Text: DOI arXiv Link
Bitter, Annemarie; Stelzer, Robert; Ströh, Bennet Continuous-time locally stationary time series models. (English) Zbl 07779238 Adv. Appl. Probab. 55, No. 3, 965-998 (2023). MSC: 60G07 60G51 62M15 PDFBibTeX XMLCite \textit{A. Bitter} et al., Adv. Appl. Probab. 55, No. 3, 965--998 (2023; Zbl 07779238) Full Text: DOI arXiv
Babii, Andrii; Ball, Ryan T.; Ghysels, Eric; Striaukas, Jonas Machine learning panel data regressions with heavy-tailed dependent data: theory and application. (English) Zbl 07767725 J. Econom. 237, No. 2, Part C, Article ID 105315, 25 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Babii} et al., J. Econom. 237, No. 2, Part C, Article ID 105315, 25 p. (2023; Zbl 07767725) Full Text: DOI arXiv
Odendahl, Florens; Rossi, Barbara; Sekhposyan, Tatevik Evaluating forecast performance with state dependence. (English) Zbl 07767720 J. Econom. 237, No. 2, Part C, Article ID 105220, 31 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{F. Odendahl} et al., J. Econom. 237, No. 2, Part C, Article ID 105220, 31 p. (2023; Zbl 07767720) Full Text: DOI
Fan, Yanqin; Han, Fang; Park, Hyeonseok Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model. (English) Zbl 07767707 J. Econom. 237, No. 1, Article ID 105513, 28 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Fan} et al., J. Econom. 237, No. 1, Article ID 105513, 28 p. (2023; Zbl 07767707) Full Text: DOI
Deng, Lu; Wheeler, William; Yu, Kai Mendelian randomization test of causal effect using high-dimensional summary data. (English) Zbl 07767611 Stat. Sin. 33, Spec. Iss., 1365-1387 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{L. Deng} et al., Stat. Sin. 33, 1365--1387 (2023; Zbl 07767611) Full Text: DOI
Allaoui, Soumaya; Bouzebda, Salim; Liu, Jicheng Multivariate wavelet estimators for weakly dependent processes: strong consistency rate. (English) Zbl 07767127 Commun. Stat., Theory Methods 52, No. 23, 8317-8350 (2023). MSC: 62E20 62G09 PDFBibTeX XMLCite \textit{S. Allaoui} et al., Commun. Stat., Theory Methods 52, No. 23, 8317--8350 (2023; Zbl 07767127) Full Text: DOI
Wu, Yi; Yu, Wei; Yang, Wenzhi; Ding, Saisai; Wang, Xuejun On asymptotic approximation of ratio models for weakly dependent sequences. (English. French summary) Zbl 1525.60031 Can. J. Stat. 51, No. 1, 327-343 (2023). MSC: 60E15 62G20 PDFBibTeX XMLCite \textit{Y. Wu} et al., Can. J. Stat. 51, No. 1, 327--343 (2023; Zbl 1525.60031) Full Text: DOI
Dudnikova, T. V. On mixing conditions in proving the asymptotical normality for harmonic crystals. (English) Zbl 1526.60020 Lobachevskii J. Math. 44, No. 7, 2613-2629 (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60G07 62E20 PDFBibTeX XMLCite \textit{T. V. Dudnikova}, Lobachevskii J. Math. 44, No. 7, 2613--2629 (2023; Zbl 1526.60020) Full Text: DOI
Loosveldt, L. Multifractional Hermite processes: definition and first properties. (English) Zbl 1523.60064 Stochastic Processes Appl. 165, 465-500 (2023). MSC: 60G22 60G15 60G17 60G18 PDFBibTeX XMLCite \textit{L. Loosveldt}, Stochastic Processes Appl. 165, 465--500 (2023; Zbl 1523.60064) Full Text: DOI arXiv
Zemoul, Sara-Imane; Berkoun, Youcef Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations. (English) Zbl 07753674 Commun. Stat., Theory Methods 52, No. 21, 7780-7787 (2023). MSC: 62F12 60F05 PDFBibTeX XMLCite \textit{S.-I. Zemoul} and \textit{Y. Berkoun}, Commun. Stat., Theory Methods 52, No. 21, 7780--7787 (2023; Zbl 07753674) Full Text: DOI
Saadaoui, Allal; Benaissa, Fadila; Chouaf, Abdelhak On the local linear estimation of a generalized regression function with spatial functional data. (English) Zbl 07753673 Commun. Stat., Theory Methods 52, No. 21, 7752-7779 (2023). MSC: 62G05 62G20 62H11 PDFBibTeX XMLCite \textit{A. Saadaoui} et al., Commun. Stat., Theory Methods 52, No. 21, 7752--7779 (2023; Zbl 07753673) Full Text: DOI
Dudek, Anna E.; Lenart, Łukasz Spectral density estimation for nonstationary data with nonzero mean function. (English) Zbl 07751817 J. Am. Stat. Assoc. 118, No. 543, 1900-1910 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{A. E. Dudek} and \textit{Ł. Lenart}, J. Am. Stat. Assoc. 118, No. 543, 1900--1910 (2023; Zbl 07751817) Full Text: DOI
Schwartz, William K.; Petrović, Sonja; Kaul, Hemanshu Longitudinal network models and permutation-uniform Markov chains. (English) Zbl 07748383 Scand. J. Stat. 50, No. 3, 1201-1231 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{W. K. Schwartz} et al., Scand. J. Stat. 50, No. 3, 1201--1231 (2023; Zbl 07748383) Full Text: DOI arXiv
Tang, Yifu; Kirch, Claudia; Lee, Jeong Eun; Meyer, Renate Posterior consistency for the spectral density of non-Gaussian stationary time series. (English) Zbl 07748381 Scand. J. Stat. 50, No. 3, 1152-1182 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Tang} et al., Scand. J. Stat. 50, No. 3, 1152--1182 (2023; Zbl 07748381) Full Text: DOI arXiv OA License
Lee, Sangyeol; Kim, Dongwon Monitoring parameter change for bivariate time series models of counts. (English) Zbl 07745476 J. Korean Stat. Soc. 52, No. 3, 531-553 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Lee} and \textit{D. Kim}, J. Korean Stat. Soc. 52, No. 3, 531--553 (2023; Zbl 07745476) Full Text: DOI
Saâdaoui, Foued; Ghadhab, Imen Investigating volatility transmission across international equity markets using multivariate fractional models. (English) Zbl 07744743 Int. Trans. Oper. Res. 30, No. 5, 2139-2157 (2023). MSC: 90-XX PDFBibTeX XMLCite \textit{F. Saâdaoui} and \textit{I. Ghadhab}, Int. Trans. Oper. Res. 30, No. 5, 2139--2157 (2023; Zbl 07744743) Full Text: DOI
Bennedsen, Mikkel; Lunde, Asger; Shephard, Neil; Veraart, Almut E. D. Inference and forecasting for continuous-time integer-valued trawl processes. (English) Zbl 07743048 J. Econom. 236, No. 2, Article ID 105476, 21 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{M. Bennedsen} et al., J. Econom. 236, No. 2, Article ID 105476, 21 p. (2023; Zbl 07743048) Full Text: DOI arXiv
Li, Xiaoqin; Zhang, Lei; Shen, Yan; Chen, Zhiyong Asymptotic approximations of random ratio model based on AANA sequences. (English) Zbl 07739555 Commun. Stat., Simulation Comput. 52, No. 8, 3796-3819 (2023). MSC: 60E15 62E20 PDFBibTeX XMLCite \textit{X. Li} et al., Commun. Stat., Simulation Comput. 52, No. 8, 3796--3819 (2023; Zbl 07739555) Full Text: DOI
Chen, Huaping; Li, Qi; Zhu, Fukang A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application. (English) Zbl 07734491 Metrika 86, No. 7, 805-826 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{H. Chen} et al., Metrika 86, No. 7, 805--826 (2023; Zbl 07734491) Full Text: DOI
Zevallos, Mauricio On the asymptotic distribution of sample autocovariance differences of long-memory processes. (English) Zbl 07733563 Braz. J. Probab. Stat. 37, No. 2, 313-328 (2023). MSC: 62-XX 93-XX PDFBibTeX XMLCite \textit{M. Zevallos}, Braz. J. Probab. Stat. 37, No. 2, 313--328 (2023; Zbl 07733563) 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
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
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
Koné, Moussa; Monsan, Vincent Wavelet estimation of the covariance of almost periodically correlated processes and study of asymptotic properties in a context of weak dependence. (English) Zbl 07727208 Far East J. Theor. Stat. 67, No. 1, 49-94 (2023). MSC: 62N99 PDFBibTeX XMLCite \textit{M. Koné} and \textit{V. Monsan}, Far East J. Theor. Stat. 67, No. 1, 49--94 (2023; Zbl 07727208) Full Text: DOI
Younso, Ahmad; Kanaya, Ziad; Azhari, Nour Consistency of the \(k\)-nearest neighbor classifier for spatially dependent data. (English) Zbl 07726244 Commun. Math. Stat. 11, No. 3, 503-518 (2023). MSC: 62H11 62G08 62G20 PDFBibTeX XMLCite \textit{A. Younso} et al., Commun. Math. Stat. 11, No. 3, 503--518 (2023; Zbl 07726244) Full Text: DOI
Bey, Siham; Guessoum, Zohra; Tatachak, Abdelkader Kernel regression estimation for LTRC and associated data. (English) Zbl 07720162 Commun. Stat., Theory Methods 52, No. 18, 6381-6406 (2023). MSC: 62G05 62G20 PDFBibTeX XMLCite \textit{S. Bey} et al., Commun. Stat., Theory Methods 52, No. 18, 6381--6406 (2023; Zbl 07720162) Full Text: DOI
Arvanitis, Stelios Concentration inequalities for kernel density estimators under uniform mixing. (English) Zbl 07716681 J. Korean Stat. Soc. 52, No. 2, 440-449 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Arvanitis}, J. Korean Stat. Soc. 52, No. 2, 440--449 (2023; Zbl 07716681) Full Text: DOI
Allaoui, Soumaya; Bouzebda, Salim; Liu, Jicheng Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence. (English) Zbl 07716096 J. Math. Inequal. 17, No. 2, 481-515 (2023). MSC: 62E20 60F05 62G08 62H12 62G09 PDFBibTeX XMLCite \textit{S. Allaoui} et al., J. Math. Inequal. 17, No. 2, 481--515 (2023; Zbl 07716096) Full Text: DOI
Kwan, Tsz-Kit Jeffrey; Chen, Feng; Dunsmuir, William T. M. Alternative asymptotic inference theory for a nonstationary Hawkes process. (English) Zbl 07714067 J. Stat. Plann. Inference 227, 75-90 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{T.-K. J. Kwan} et al., J. Stat. Plann. Inference 227, 75--90 (2023; Zbl 07714067) Full Text: DOI
Kamila, Kare Data-driven model selection for same-realization predictions in autoregressive processes. (English) Zbl 07712153 Ann. Inst. Stat. Math. 75, No. 4, 567-592 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{K. Kamila}, Ann. Inst. Stat. Math. 75, No. 4, 567--592 (2023; Zbl 07712153) Full Text: DOI
Diop, Mamadou Lamine; Kengne, William A general procedure for change-point detection in multivariate time series. (English) Zbl 1516.62074 Test 32, No. 1, 1-33 (2023). MSC: 62M10 62F05 62F12 PDFBibTeX XMLCite \textit{M. L. Diop} and \textit{W. Kengne}, Test 32, No. 1, 1--33 (2023; Zbl 1516.62074) Full Text: DOI arXiv
Wu, Cong Generalized deconvolution estimation by multiwavelets. (English) Zbl 1518.42054 Result. Math. 78, No. 4, Paper No. 147, 17 p. (2023). MSC: 42C40 62G07 62G20 PDFBibTeX XMLCite \textit{C. Wu}, Result. Math. 78, No. 4, Paper No. 147, 17 p. (2023; Zbl 1518.42054) Full Text: DOI
Kengne, William On consistency for time series model selection. (English) Zbl 07707702 Stat. Inference Stoch. Process. 26, No. 2, 437-458 (2023). MSC: 62M10 62F07 62F12 PDFBibTeX XMLCite \textit{W. Kengne}, Stat. Inference Stoch. Process. 26, No. 2, 437--458 (2023; Zbl 07707702) Full Text: DOI arXiv
Bravo, Francesco Local polynomial estimation of nonparametric general estimating equations. (English) Zbl 1524.62142 Stat. Probab. Lett. 197, Article ID 109805, 8 p. (2023). MSC: 62G05 62M10 62G07 62G20 PDFBibTeX XMLCite \textit{F. Bravo}, Stat. Probab. Lett. 197, Article ID 109805, 8 p. (2023; Zbl 1524.62142) Full Text: DOI
Prasangika, K. D.; Tang, Wan; Yao, Zeng; Zuo, Guoxin Double smoothing local linear estimation in nonlinear time series. (English) Zbl 07706285 Commun. Stat., Theory Methods 52, No. 5, 1385-1399 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{K. D. Prasangika} et al., Commun. Stat., Theory Methods 52, No. 5, 1385--1399 (2023; Zbl 07706285) Full Text: DOI
Su, Liangjun; Wang, Wuyi; Xu, Xingbai Identifying latent group structures in spatial dynamic panels. (English) Zbl 07704522 J. Econom. 235, No. 2, 1955-1980 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{L. Su} et al., J. Econom. 235, No. 2, 1955--1980 (2023; Zbl 07704522) Full Text: DOI
Mayer, Alexander; Wied, Dominik Estimation and inference in factor copula models with exogenous covariates. (English) Zbl 07704503 J. Econom. 235, No. 2, 1500-1521 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Mayer} and \textit{D. Wied}, J. Econom. 235, No. 2, 1500--1521 (2023; Zbl 07704503) Full Text: DOI arXiv
Fu, Zhonghao; Hong, Yongmiao; Su, Liangjun; Wang, Xia Specification tests for time-varying coefficient models. (English) Zbl 07704471 J. Econom. 235, No. 2, 720-744 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Z. Fu} et al., J. Econom. 235, No. 2, 720--744 (2023; Zbl 07704471) Full Text: DOI
Linton, Oliver; Seo, Myung Hwan; Whang, Yoon-Jae Testing stochastic dominance with many conditioning variables. (English) Zbl 07704463 J. Econom. 235, No. 2, 507-527 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{O. Linton} et al., J. Econom. 235, No. 2, 507--527 (2023; Zbl 07704463) Full Text: DOI
Wu, Yuh-Jenn; Hong, Li-Syuan; Cheng, Li-Hsueh; Chien, Li-Chu Forecasting short-term mortality trends using Bernstein polynomials. (English) Zbl 07702515 Commun. Stat., Theory Methods 52, No. 8, 2417-2433 (2023). MSC: 62P25 65C05 PDFBibTeX XMLCite \textit{Y.-J. Wu} et al., Commun. Stat., Theory Methods 52, No. 8, 2417--2433 (2023; Zbl 07702515) Full Text: DOI
Rih, Soumia; Tatachak, Abdelkader Kernel conditional density and mode estimation for psi-weakly dependent observations. (English) Zbl 07702495 Commun. Stat., Theory Methods 52, No. 7, 2072-2098 (2023). MSC: 62G05 62G20 PDFBibTeX XMLCite \textit{S. Rih} and \textit{A. Tatachak}, Commun. Stat., Theory Methods 52, No. 7, 2072--2098 (2023; Zbl 07702495) Full Text: DOI
Lu, Yang; Zhu, Dan Modelling mortality: a Bayesian factor-augmented VAR (FAVAR) approach. (English) Zbl 1519.91215 ASTIN Bull. 53, No. 1, 29-61 (2023). MSC: 91G05 62P05 91D20 PDFBibTeX XMLCite \textit{Y. Lu} and \textit{D. Zhu}, ASTIN Bull. 53, No. 1, 29--61 (2023; Zbl 1519.91215) Full Text: DOI
Kou, Junke; Cui, Kaili Multivariate wavelet density estimation for strong mixing stratified size-biased sample. (English) Zbl 07701386 Commun. Stat., Theory Methods 52, No. 6, 1888-1904 (2023). MSC: 62G20 62G07 42C40 PDFBibTeX XMLCite \textit{J. Kou} and \textit{K. Cui}, Commun. Stat., Theory Methods 52, No. 6, 1888--1904 (2023; Zbl 07701386) Full Text: DOI
Chu, Ba Local linear regression with nonparametrically generated covariates for weakly dependent data. (English) Zbl 1512.62045 J. Stat. Plann. Inference 225, 89-109 (2023). MSC: 62G08 62G20 62M10 62P05 PDFBibTeX XMLCite \textit{B. Chu}, J. Stat. Plann. Inference 225, 89--109 (2023; Zbl 1512.62045) Full Text: DOI
Hafouta, Yeor Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays. (English) Zbl 07697544 Stochastic Processes Appl. 161, 242-290 (2023). MSC: 60F17 PDFBibTeX XMLCite \textit{Y. Hafouta}, Stochastic Processes Appl. 161, 242--290 (2023; Zbl 07697544) Full Text: DOI arXiv
Hafouta, Yeor Explicit conditions for the CLT and related results for non-uniformly partially expanding random dynamical systems via effective RPF rates. (English) Zbl 1521.37050 Adv. Math. 426, Article ID 109109, 86 p. (2023). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 37H05 37H12 37A50 37D25 37D20 37D30 PDFBibTeX XMLCite \textit{Y. Hafouta}, Adv. Math. 426, Article ID 109109, 86 p. (2023; Zbl 1521.37050) Full Text: DOI arXiv
Eyjolfsson, Heidar; Tjøstheim, Dag Multivariate self-exciting jump processes with applications to financial data. (English) Zbl 07691577 Bernoulli 29, No. 3, 2167-2191 (2023). MSC: 62Mxx 60Gxx 62Pxx PDFBibTeX XMLCite \textit{H. Eyjolfsson} and \textit{D. Tjøstheim}, Bernoulli 29, No. 3, 2167--2191 (2023; Zbl 07691577) Full Text: DOI arXiv Link
Aston, John; Dehay, Dominique; Dudek, Anna E.; Freyermuth, Jean-Marc; Szucs, Denes; Colling, Lincoln Spectrum inference for replicated spatial locally time-harmonizable time series. (English) Zbl 07690326 Electron. J. Stat. 17, No. 1, 1371-1410 (2023). MSC: 62G05 62G20 62M15 PDFBibTeX XMLCite \textit{J. Aston} et al., Electron. J. Stat. 17, No. 1, 1371--1410 (2023; Zbl 07690326) Full Text: DOI Link
Maïnassara, Yacouba Boubacar; Esstafa, Youssef; Saussereau, Bruno Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms. (English) Zbl 07690322 Electron. J. Stat. 17, No. 1, 1160-1239 (2023). MSC: 62M10 62F03 62F05 91B84 62P05 PDFBibTeX XMLCite \textit{Y. B. Maïnassara} et al., Electron. J. Stat. 17, No. 1, 1160--1239 (2023; Zbl 07690322) Full Text: DOI arXiv Link
Aue, Alexander; Dette, Holger; Rice, Greg Two-sample tests for relevant differences in the eigenfunctions of covariance operators. (English) Zbl 07688214 Stat. Sin. 33, No. 1, 353-379 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Aue} et al., Stat. Sin. 33, No. 1, 353--379 (2023; Zbl 07688214) Full Text: DOI arXiv
Truquet, Lionel Strong mixing properties of discrete-valued time series with exogenous covariates. (English) Zbl 07686798 Stochastic Processes Appl. 160, 294-317 (2023). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{L. Truquet}, Stochastic Processes Appl. 160, 294--317 (2023; Zbl 07686798) Full Text: DOI arXiv
Chen, Shukai On the exponential ergodicity of \((2+2)\)-affine processes in total variation distances. (English) Zbl 07686373 J. Theor. Probab. 36, No. 1, 315-330 (2023). MSC: 60H10 37A25 60J25 PDFBibTeX XMLCite \textit{S. Chen}, J. Theor. Probab. 36, No. 1, 315--330 (2023; Zbl 07686373) Full Text: DOI
Dolgopyat, Dmitry; Hafouta, Yeor A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains. (English) Zbl 1514.60080 Probab. Theory Relat. Fields 186, No. 1-2, 439-476 (2023). MSC: 60J10 60F05 PDFBibTeX XMLCite \textit{D. Dolgopyat} and \textit{Y. Hafouta}, Probab. Theory Relat. Fields 186, No. 1--2, 439--476 (2023; Zbl 1514.60080) Full Text: DOI arXiv
Cuny, C.; Dedecker, J.; Merlevède, F.; Peligrad, M. Berry-Esseen type bounds for the left random walk on \({\mathrm{GL}_d}(\mathbb{R})\) under polynomial moment conditions. (English) Zbl 1519.60031 Ann. Probab. 51, No. 2, 495-523 (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60B15 60G50 PDFBibTeX XMLCite \textit{C. Cuny} et al., Ann. Probab. 51, No. 2, 495--523 (2023; Zbl 1519.60031) Full Text: DOI arXiv
Bouzebda, Salim; Laksaci, Ali; Mohammedi, Mustapha The \(k\)-nearest neighbors method in single index regression model for functional quasi-associated time series data. (English) Zbl 1524.62413 Rev. Mat. Complut. 36, No. 2, 361-391 (2023). MSC: 62M10 62G07 62G08 62G20 62R10 PDFBibTeX XMLCite \textit{S. Bouzebda} et al., Rev. Mat. Complut. 36, No. 2, 361--391 (2023; Zbl 1524.62413) Full Text: DOI
Liu, Gi-Ren; Sheu, Yuan-Chung; Wu, Hau-Tieng Central and noncentral limit theorems arising from the scattering transform and its neural activation generalization. (English) Zbl 1516.60016 SIAM J. Math. Anal. 55, No. 2, 1170-1213 (2023). MSC: 60F05 42C40 60G60 42C15 62M15 PDFBibTeX XMLCite \textit{G.-R. Liu} et al., SIAM J. Math. Anal. 55, No. 2, 1170--1213 (2023; Zbl 1516.60016) Full Text: DOI arXiv
Brandes, Dirk-Philip; Curato, Imma Valentina; Stelzer, Robert Inheritance of strong mixing and weak dependence under renewal sampling. (English) Zbl 1516.60015 J. Appl. Probab. 60, No. 2, 435-451 (2023). MSC: 60F05 60F17 62M15 60G60 PDFBibTeX XMLCite \textit{D.-P. Brandes} et al., J. Appl. Probab. 60, No. 2, 435--451 (2023; Zbl 1516.60015) Full Text: DOI arXiv
Xu, Leshun; Lee, Alan; Lumley, Thomas A functional central limit theorem on non-stationary random fields with nested spatial structure. (English) Zbl 07672045 Stat. Inference Stoch. Process. 26, No. 1, 215-234 (2023). MSC: 62Mxx PDFBibTeX XMLCite \textit{L. Xu} et al., Stat. Inference Stoch. Process. 26, No. 1, 215--234 (2023; Zbl 07672045) Full Text: DOI
Pommeret, Denys; Reboul, Laurence; Yao, Anne-francoise Testing the equality of the laws of two strictly stationary processes. (English) Zbl 07672044 Stat. Inference Stoch. Process. 26, No. 1, 193-214 (2023). MSC: 62Mxx PDFBibTeX XMLCite \textit{D. Pommeret} et al., Stat. Inference Stoch. Process. 26, No. 1, 193--214 (2023; Zbl 07672044) Full Text: DOI
Asai, Manabu; So, Mike K. P. Realized BEKK-CAW models. (English) Zbl 07665511 J. Time Ser. Econom. 15, No. 1, 49-77 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{M. Asai} and \textit{M. K. P. So}, J. Time Ser. Econom. 15, No. 1, 49--77 (2023; Zbl 07665511) Full Text: DOI
Chen, Kun; Chan, Ngai Hang; Yau, Chun Yip; Hu, Jie Penalized Whittle likelihood for spatial data. (English) Zbl 1520.62114 J. Multivariate Anal. 195, Article ID 105156, 21 p. (2023). MSC: 62M15 62G07 62M30 PDFBibTeX XMLCite \textit{K. Chen} et al., J. Multivariate Anal. 195, Article ID 105156, 21 p. (2023; Zbl 1520.62114) Full Text: DOI
Chu, Ba A distance-based test of independence between two multivariate time series. (English) Zbl 1520.62107 J. Multivariate Anal. 195, Article ID 105151, 20 p. (2023). MSC: 62M10 62G09 62G10 62H15 62H20 PDFBibTeX XMLCite \textit{B. Chu}, J. Multivariate Anal. 195, Article ID 105151, 20 p. (2023; Zbl 1520.62107) Full Text: DOI
Ji, Lanpeng; Peng, Xiaofan Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend. (English) Zbl 1527.60024 Stochastic Processes Appl. 158, 418-452 (2023). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G15 60G70 60F05 62G30 PDFBibTeX XMLCite \textit{L. Ji} and \textit{X. Peng}, Stochastic Processes Appl. 158, 418--452 (2023; Zbl 1527.60024) Full Text: DOI arXiv
Kong, Cui-Juan; Liang, Han-Ying; Fan, Guo-Liang Local likelihood of quantile difference under left-truncated, right-censored and dependent assumptions. (English) Zbl 07659654 Statistics 57, No. 1, 71-93 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{C.-J. Kong} et al., Statistics 57, No. 1, 71--93 (2023; Zbl 07659654) Full Text: DOI
Peligrad, Magda On the CLT for stationary Markov chains with trivial tail sigma field. (English) Zbl 1508.60033 Electron. Commun. Probab. 28, Paper No. 4, 7 p. (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60J10 60G10 PDFBibTeX XMLCite \textit{M. Peligrad}, Electron. Commun. Probab. 28, Paper No. 4, 7 p. (2023; Zbl 1508.60033) Full Text: DOI arXiv
Atya, Shrief Prince; Abdel-Ghaly, Abdalla; Ebaid, Rasha A new limit result in change point analysis. (English) Zbl 07649558 Commun. Stat., Theory Methods 52, No. 1, 196-207 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. P. Atya} et al., Commun. Stat., Theory Methods 52, No. 1, 196--207 (2023; Zbl 07649558) Full Text: DOI
Cheng, Fuxia; Koul, Hira L. An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model. (English) Zbl 1506.62336 Metrika 86, No. 1, 27-56 (2023). MSC: 62J05 62G10 62G20 62M10 PDFBibTeX XMLCite \textit{F. Cheng} and \textit{H. L. Koul}, Metrika 86, No. 1, 27--56 (2023; Zbl 1506.62336) Full Text: DOI
Debaly, Zinsou-Max; Truquet, Lionel Multivariate time series models for mixed data. (English) Zbl 07634408 Bernoulli 29, No. 1, 669-695 (2023). MSC: 62Mxx 62Hxx 62Pxx PDFBibTeX XMLCite \textit{Z.-M. Debaly} and \textit{L. Truquet}, Bernoulli 29, No. 1, 669--695 (2023; Zbl 07634408) Full Text: DOI arXiv Link
Fasen-Hartmann, Vicky; Mayer, Celeste Empirical spectral processes for stationary state space models. (English) Zbl 1508.60046 Stochastic Processes Appl. 155, 319-354 (2023). MSC: 60F17 60G51 60H10 62G20 62M15 PDFBibTeX XMLCite \textit{V. Fasen-Hartmann} and \textit{C. Mayer}, Stochastic Processes Appl. 155, 319--354 (2023; Zbl 1508.60046) Full Text: DOI arXiv
Damek, Ewa; Mikosch, Thomas; Zhao, Yuwei; Zienkiewicz, Jacek Whittle estimation based on the extremal spectral density of a heavy-tailed random field. (English) Zbl 1504.60083 Stochastic Processes Appl. 155, 232-267 (2023). MSC: 60G70 62M40 60G10 60F05 62G32 60G60 PDFBibTeX XMLCite \textit{E. Damek} et al., Stochastic Processes Appl. 155, 232--267 (2023; Zbl 1504.60083) Full Text: DOI arXiv
Horváth, Lajos; Rice, Gregory Limit results for \(L^p\) functionals of weighted CUSUM processes. (English) Zbl 1497.62234 Balakrishnan, Narayanaswamy (ed.) et al., Trends in mathematical, information and data sciences. A tribute to Leandro Pardo. Based on the presentations at the symposium on information theory with applications to statistical inference, Madrid, Spain, December 2, 2019. Cham: Springer. Stud. Syst. Decis. Control 445, 51-62 (2023). MSC: 62M10 62E20 62G20 60F25 60F17 PDFBibTeX XMLCite \textit{L. Horváth} and \textit{G. Rice}, Stud. Syst. Decis. Control 445, 51--62 (2023; Zbl 1497.62234) Full Text: DOI arXiv
Zhang, Rui; Wang, Dehui A new binomial autoregressive process with explanatory variables. (English) Zbl 1524.62461 J. Comput. Appl. Math. 420, Article ID 114814, 18 p. (2023). MSC: 62M10 60F05 62G05 65C05 60J10 PDFBibTeX XMLCite \textit{R. Zhang} and \textit{D. Wang}, J. Comput. Appl. Math. 420, Article ID 114814, 18 p. (2023; Zbl 1524.62461) Full Text: DOI
Lee, Sangyeol; Kim, Dongwon; Kim, Byungsoo Modeling and inference for multivariate time series of counts based on the INGARCH scheme. (English) Zbl 07602494 Comput. Stat. Data Anal. 177, Article ID 107579, 18 p. (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Lee} et al., Comput. Stat. Data Anal. 177, Article ID 107579, 18 p. (2023; Zbl 07602494) Full Text: DOI
Prakasa Rao, B. L. S. Fractional processes and their statistical inference: an overview. (English) Zbl 07813094 J. Indian Inst. Sci. 102, No. 4, 1145-1175 (2022). MSC: 60G22 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, J. Indian Inst. Sci. 102, No. 4, 1145--1175 (2022; Zbl 07813094) Full Text: DOI
Pouzo, Demian; Psaradakis, Zacharias; Sola, Martin Maximum likelihood estimation in Markov regime-switching models with covariate-dependent transition probabilities. (English) Zbl 07792832 Econometrica 90, No. 4, 1681-1710 (2022). MSC: 93-XX PDFBibTeX XMLCite \textit{D. Pouzo} et al., Econometrica 90, No. 4, 1681--1710 (2022; Zbl 07792832) Full Text: DOI arXiv
Sathish, Vurukonda; Mukhopadhyay, Siuli; Tiwari, Rashmi Autoregressive and moving average models for zero-inflated count time series. (English) Zbl 07778519 Stat. Neerl. 76, No. 2, 190-218 (2022). MSC: 62Mxx 62Fxx 62Pxx PDFBibTeX XMLCite \textit{V. Sathish} et al., Stat. Neerl. 76, No. 2, 190--218 (2022; Zbl 07778519) Full Text: DOI arXiv
Aleksandrov, Boris; Weiß, Christian H.; Jentsch, Carsten Goodness-of-fit tests for Poisson count time series based on the Stein-Chen identity. (English) Zbl 07778513 Stat. Neerl. 76, No. 1, 35-64 (2022). MSC: 62Mxx 62Gxx 62Fxx PDFBibTeX XMLCite \textit{B. Aleksandrov} et al., Stat. Neerl. 76, No. 1, 35--64 (2022; Zbl 07778513) Full Text: DOI OA License
Romano, Joseph P.; Tirlea, Marius A. Permutation testing for dependence in time series. (English) Zbl 07730965 J. Time Ser. Anal. 43, No. 5, 781-807 (2022). MSC: 62Mxx 62G10 62M10 PDFBibTeX XMLCite \textit{J. P. Romano} and \textit{M. A. Tirlea}, J. Time Ser. Anal. 43, No. 5, 781--807 (2022; Zbl 07730965) Full Text: DOI arXiv