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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Bobbia, Benjamin; Doukhan, Paul; Fan, Xiequan Selected topics on weak dependence conditions. (English) Zbl 07709548 Grad. J. Math. 7, No. 2, 76-94 (2022). MSC: 62-XX 60-XX PDFBibTeX XMLCite \textit{B. Bobbia} et al., Grad. J. Math. 7, No. 2, 76--94 (2022; Zbl 07709548) Full Text: Link
Kataria, K. K.; Khandakar, M. Generalized fractional counting process. (English) Zbl 1509.60107 J. Theor. Probab. 35, No. 4, 2784-2805 (2022). MSC: 60G55 60G22 91B05 PDFBibTeX XMLCite \textit{K. K. Kataria} and \textit{M. Khandakar}, J. Theor. Probab. 35, No. 4, 2784--2805 (2022; Zbl 1509.60107) Full Text: DOI arXiv
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Intermittency and multiscaling in limit theorems. (English) Zbl 1504.60075 Fractals 30, No. 7, Article ID 2250137, 18 p. (2022). MSC: 60G52 60F05 60G10 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Fractals 30, No. 7, Article ID 2250137, 18 p. (2022; Zbl 1504.60075) Full Text: DOI arXiv
Dedecker, Jérôme; Merlevède, Florence; Rio, Emmanuel Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems. (English) Zbl 1498.60115 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités LI. Cham: Springer. Lect. Notes Math. 2301, 189-238 (2022). MSC: 60F15 60A10 60J05 PDFBibTeX XMLCite \textit{J. Dedecker} et al., Lect. Notes Math. 2301, 189--238 (2022; Zbl 1498.60115) Full Text: DOI arXiv
Kengne, William; Ngongo, Isidore S. Inference for nonstationary time series of counts with application to change-point problems. (English) Zbl 1497.62239 Ann. Inst. Stat. Math. 74, No. 4, 801-835 (2022). MSC: 62M10 62M20 60G55 PDFBibTeX XMLCite \textit{W. Kengne} and \textit{I. S. Ngongo}, Ann. Inst. Stat. Math. 74, No. 4, 801--835 (2022; Zbl 1497.62239) Full Text: DOI arXiv
Dexheimer, Niklas; Strauch, Claudia; Trottner, Lukas Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk. (English. French summary) Zbl 07599769 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 4, 2029-2064 (2022). MSC: 62M05 62G20 60G10 60J25 62G05 PDFBibTeX XMLCite \textit{N. Dexheimer} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 4, 2029--2064 (2022; Zbl 07599769) Full Text: DOI Link
Sixta, Sabrina; Rosenthal, Jeffrey S. Convergence rate bounds for iterative random functions using one-shot coupling. (English) Zbl 1497.62015 Stat. Comput. 32, No. 5, Paper No. 71, 25 p. (2022). MSC: 62-08 60J10 60J22 PDFBibTeX XMLCite \textit{S. Sixta} and \textit{J. S. Rosenthal}, Stat. Comput. 32, No. 5, Paper No. 71, 25 p. (2022; Zbl 1497.62015) Full Text: DOI arXiv
Xu, Huiyi Deviation inequalities for a supercritical branching process in a random environment. (English) Zbl 1513.60127 J. Math. Res. Appl. 42, No. 4, 427-440 (2022). MSC: 60K37 60J80 60F10 PDFBibTeX XMLCite \textit{H. Xu}, J. Math. Res. Appl. 42, No. 4, 427--440 (2022; Zbl 1513.60127) Full Text: DOI arXiv
Curato, Imma Valentina; Stelzer, Robert; Ströh, Bennet Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields. (English) Zbl 1503.60061 Ann. Appl. Probab. 32, No. 3, 1814-1861 (2022). MSC: 60G60 60F05 60F17 60G10 62M40 62F10 62M30 PDFBibTeX XMLCite \textit{I. V. Curato} et al., Ann. Appl. Probab. 32, No. 3, 1814--1861 (2022; Zbl 1503.60061) Full Text: DOI arXiv
Fan, Xiequan; Alquier, Pierre; Doukhan, Paul Deviation inequalities for stochastic approximation by averaging. (English) Zbl 1502.60055 Stochastic Processes Appl. 152, 452-485 (2022). MSC: 60G42 60J05 60F10 60E15 PDFBibTeX XMLCite \textit{X. Fan} et al., Stochastic Processes Appl. 152, 452--485 (2022; Zbl 1502.60055) Full Text: DOI arXiv
Bardet, Jean-Marc; Doukhan, Paul; Wintenberger, Olivier Contrast estimation of time-varying infinite memory processes. (English) Zbl 07577018 Stochastic Processes Appl. 152, 32-85 (2022). MSC: 62M10 62F12 60G10 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., Stochastic Processes Appl. 152, 32--85 (2022; Zbl 07577018) Full Text: DOI
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 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{C. Francq}, J. Time Ser. Anal. 43, No. 3, 436--459 (2022; Zbl 07569201) Full Text: DOI Link
Phandoidaen, Nathawut; Richter, Stefan Empirical process theory for nonsmooth functions under functional dependence. (English) Zbl 1497.60047 Electron. J. Stat. 16, No. 1, 3385-3429 (2022). Reviewer: Pavel Stoynov (Sofia) MSC: 60F17 60F10 PDFBibTeX XMLCite \textit{N. Phandoidaen} and \textit{S. Richter}, Electron. J. Stat. 16, No. 1, 3385--3429 (2022; Zbl 1497.60047) Full Text: DOI arXiv Link
Amorino, Chiara; Dion-Blanc, Charlotte; Gloter, Arnaud; Lemler, Sarah On the nonparametric inference of coefficients of self-exciting jump-diffusion. (English) Zbl 1493.62152 Electron. J. Stat. 16, No. 1, 3212-3277 (2022). MSC: 62G05 60G55 PDFBibTeX XMLCite \textit{C. Amorino} et al., Electron. J. Stat. 16, No. 1, 3212--3277 (2022; Zbl 1493.62152) Full Text: DOI arXiv Link
De la Pena, Victor; Doukhan, Paul; Salhi, Yahia A dynamic Taylor’s law. (English) Zbl 1490.60134 J. Appl. Probab. 59, No. 2, 584-607 (2022). MSC: 60G99 60F05 62P12 PDFBibTeX XMLCite \textit{V. De la Pena} et al., J. Appl. Probab. 59, No. 2, 584--607 (2022; Zbl 1490.60134) Full Text: DOI arXiv
Garnier, Rémy Concurrent neural network: a model of competition between times series. (English) Zbl 07553141 Ann. Oper. Res. 313, No. 2, 945-964 (2022). MSC: 62Mxx 91Bxx 60Exx PDFBibTeX XMLCite \textit{R. Garnier}, Ann. Oper. Res. 313, No. 2, 945--964 (2022; Zbl 07553141) Full Text: DOI arXiv
Cheysson, Felix; Lang, Gabriel Spectral estimation of Hawkes processes from count data. (English) Zbl 1489.60082 Ann. Stat. 50, No. 3, 1722-1746 (2022). MSC: 60G55 37A25 62M15 PDFBibTeX XMLCite \textit{F. Cheysson} and \textit{G. Lang}, Ann. Stat. 50, No. 3, 1722--1746 (2022; Zbl 1489.60082) Full Text: DOI arXiv
Montes, Ignacio Comonotone lower probabilities with robust marginal distributions functions. (English) Zbl 1487.60004 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 116, No. 3, Paper No. 130, 29 p. (2022). MSC: 60A05 60E15 62E17 62E15 62H05 PDFBibTeX XMLCite \textit{I. Montes}, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 116, No. 3, Paper No. 130, 29 p. (2022; Zbl 1487.60004) Full Text: DOI
Kurisu, Daisuke Nonparametric regression for locally stationary random fields under stochastic sampling design. (English) Zbl 07526583 Bernoulli 28, No. 2, 1250-1275 (2022). MSC: 62Gxx 62Mxx 60Gxx PDFBibTeX XMLCite \textit{D. Kurisu}, Bernoulli 28, No. 2, 1250--1275 (2022; Zbl 07526583) Full Text: DOI arXiv Link
Alquier, Pierre; Marie, Nicolas; Rosier, Amélie Tight risk bound for high dimensional time series completion. (English) Zbl 1493.62545 Electron. J. Stat. 16, No. 1, 3001-3035 (2022). MSC: 62M20 62H12 37A25 62H25 62M10 60B20 PDFBibTeX XMLCite \textit{P. Alquier} et al., Electron. J. Stat. 16, No. 1, 3001--3035 (2022; Zbl 1493.62545) Full Text: DOI arXiv Link
Garnier, Rémy; Langhendries, Raphaël Concentration inequalities for non-causal random fields. (English) Zbl 1490.60129 Electron. J. Stat. 16, No. 1, 1681-1725 (2022). MSC: 60G60 60G48 60E15 68Q32 62M45 PDFBibTeX XMLCite \textit{R. Garnier} and \textit{R. Langhendries}, Electron. J. Stat. 16, No. 1, 1681--1725 (2022; Zbl 1490.60129) Full Text: DOI Link
Duerinckx, Mitia; Fischer, Julian; Gloria, Antoine Scaling limit of the homogenization commutator for Gaussian coefficient fields. (English) Zbl 1487.60006 Ann. Appl. Probab. 32, No. 2, 1179-1209 (2022). MSC: 60B12 35B27 60H07 60F05 60H25 PDFBibTeX XMLCite \textit{M. Duerinckx} et al., Ann. Appl. Probab. 32, No. 2, 1179--1209 (2022; Zbl 1487.60006) Full Text: DOI arXiv
Dedecker, Jérôme; Merlevède, Florence Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case. (English) Zbl 1493.62514 Statistics 56, No. 1, 53-72 (2022). MSC: 62M10 62G30 60F05 60F15 PDFBibTeX XMLCite \textit{J. Dedecker} and \textit{F. Merlevède}, Statistics 56, No. 1, 53--72 (2022; Zbl 1493.62514) Full Text: DOI HAL
Amorino, Chiara; Nualart, Eulalia Optimal convergence rates for the invariant density estimation of jump-diffusion processes. (English) Zbl 1493.62185 ESAIM, Probab. Stat. 26, 126-151 (2022). MSC: 62G07 62G20 60J74 PDFBibTeX XMLCite \textit{C. Amorino} and \textit{E. Nualart}, ESAIM, Probab. Stat. 26, 126--151 (2022; Zbl 1493.62185) Full Text: DOI arXiv
Ginovyan, Mamikon S.; Taqqu, Murad S. Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications. (English) Zbl 1486.60045 Probab. Surv. 19, 1-64 (2022). Reviewer: Julien Poisat (Paris) MSC: 60F05 60G10 60G15 62F12 62G05 PDFBibTeX XMLCite \textit{M. S. Ginovyan} and \textit{M. S. Taqqu}, Probab. Surv. 19, 1--64 (2022; Zbl 1486.60045) Full Text: DOI arXiv Link
Doukhan, Paul; Leucht, Anne; Neumann, Michael H. Mixing properties of non-stationary INGARCH(1, 1) processes. (English) Zbl 07467737 Bernoulli 28, No. 1, 663-688 (2022). MSC: 62Mxx 62Fxx 60Fxx PDFBibTeX XMLCite \textit{P. Doukhan} et al., Bernoulli 28, No. 1, 663--688 (2022; Zbl 07467737) Full Text: DOI arXiv Link
Phandoidaen, Nathawut; Richter, Stefan Empirical process theory for locally stationary processes. (English) Zbl 1486.60064 Bernoulli 28, No. 1, 453-480 (2022). Reviewer: Dongsheng Tu (Kingston) MSC: 60F17 60G10 PDFBibTeX XMLCite \textit{N. Phandoidaen} and \textit{S. Richter}, Bernoulli 28, No. 1, 453--480 (2022; Zbl 1486.60064) Full Text: DOI arXiv Link
Benhenni, Karim; Girard, Didier A.; Louhichi, Sana On bandwidth selection problems in nonparametric trend estimation under martingale difference errors. (English) Zbl 07467726 Bernoulli 28, No. 1, 395-423 (2022). MSC: 62Gxx 60Fxx 62Jxx PDFBibTeX XMLCite \textit{K. Benhenni} et al., Bernoulli 28, No. 1, 395--423 (2022; Zbl 07467726) Full Text: DOI arXiv Link
Neumann, Michael H. Bootstrap for integer-valued GARCH\((p,q)\) processes. (English) Zbl 07801605 Stat. Neerl. 75, No. 3, 343-363 (2021). MSC: 62Gxx 62Mxx 60Gxx PDFBibTeX XMLCite \textit{M. H. Neumann}, Stat. Neerl. 75, No. 3, 343--363 (2021; Zbl 07801605) Full Text: DOI OA License
Maraj, Katarzyna; Szarek, Dawid; Sikora, Grzegorz; Wyłomańska, Agnieszka Empirical anomaly measure for finite-variance processes. (English) Zbl 1519.60118 J. Phys. A, Math. Theor. 54, No. 2, Article ID 024001, 22 p. (2021). MSC: 60K50 62M07 PDFBibTeX XMLCite \textit{K. Maraj} et al., J. Phys. A, Math. Theor. 54, No. 2, Article ID 024001, 22 p. (2021; Zbl 1519.60118) Full Text: DOI
Stelzer, Robert; Vestweber, Johanna Geometric ergodicity of the multivariate COGARCH(1,1) process. (English) Zbl 1500.60045 Stochastics 93, No. 7, 959-992 (2021). Reviewer: Romeo Negrea (Timişoara) MSC: 60J25 60G10 60G51 62M10 PDFBibTeX XMLCite \textit{R. Stelzer} and \textit{J. Vestweber}, Stochastics 93, No. 7, 959--992 (2021; Zbl 1500.60045) Full Text: DOI arXiv
Xiao, Jinghong; Tan, Zhongquan Almost sure limit theorems for the maxima of stochastic volatility models. (English) Zbl 1490.60068 Stochastics 93, No. 4, 513-527 (2021). MSC: 60F15 60G70 62P05 91B70 PDFBibTeX XMLCite \textit{J. Xiao} and \textit{Z. Tan}, Stochastics 93, No. 4, 513--527 (2021; Zbl 1490.60068) Full Text: DOI
Jørgensen, Emil S.; Sørensen, Michael Prediction-based estimation for diffusion models with high-frequency data. (English) Zbl 1477.62222 Jpn. J. Stat. Data Sci. 4, No. 1, 483-511 (2021). MSC: 62M05 60J60 60H10 62E20 62F12 PDFBibTeX XMLCite \textit{E. S. Jørgensen} and \textit{M. Sørensen}, Jpn. J. Stat. Data Sci. 4, No. 1, 483--511 (2021; Zbl 1477.62222) Full Text: DOI arXiv
Khardani, Salah; Benkhaled, Abdelkader A nonparametric estimation of the conditional ageing intensity function in censored data: a local linear approach. (English) Zbl 1478.60078 Math. Slovaca 71, No. 2, 429-438 (2021). MSC: 60E15 62G07 62G08 62N05 60E05 PDFBibTeX XMLCite \textit{S. Khardani} and \textit{A. Benkhaled}, Math. Slovaca 71, No. 2, 429--438 (2021; Zbl 1478.60078) Full Text: DOI
Chan, Ngai Hang; Ng, Wai Leong; Yau, Chun Yip; Yu, Haihan Optimal change-point estimation in time series. (English) Zbl 1480.62172 Ann. Stat. 49, No. 4, 2336-2355 (2021). MSC: 62M10 62G10 60F25 PDFBibTeX XMLCite \textit{N. H. Chan} et al., Ann. Stat. 49, No. 4, 2336--2355 (2021; Zbl 1480.62172) Full Text: DOI Link
Debaly, Zinsou Max; Truquet, Lionel A note on the stability of multivariate non-linear time series with an application to time series of counts. (English) Zbl 1473.62304 Stat. Probab. Lett. 179, Article ID 109196, 7 p. (2021). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{Z. M. Debaly} and \textit{L. Truquet}, Stat. Probab. Lett. 179, Article ID 109196, 7 p. (2021; Zbl 1473.62304) Full Text: DOI
Pakkanen, Mikko S.; Passeggeri, Riccardo; Sauri, Orimar; Veraart, Almut E. D. Limit theorems for trawl processes. (English) Zbl 1477.60057 Electron. J. Probab. 26, Paper No. 116, 36 p. (2021). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F17 60G10 60G57 60J65 60G22 60G51 PDFBibTeX XMLCite \textit{M. S. Pakkanen} et al., Electron. J. Probab. 26, Paper No. 116, 36 p. (2021; Zbl 1477.60057) Full Text: DOI arXiv
Azrak, Rajae; Mélard, Guy Asymptotic properties of conditional least-squares estimators for array time series. (English) Zbl 1477.62233 Stat. Inference Stoch. Process. 24, No. 3, 525-547 (2021). MSC: 62M10 62H12 62B10 60K35 60G12 PDFBibTeX XMLCite \textit{R. Azrak} and \textit{G. Mélard}, Stat. Inference Stoch. Process. 24, No. 3, 525--547 (2021; Zbl 1477.62233) Full Text: DOI Link
Sun, S.; Zhu, W. Some asymptotic properties between smooth empirical and quantile processes for dependent random variables. (English) Zbl 1476.62071 Theory Probab. Appl. 66, No. 3, 455-468 (2021) and Teor. Veroyatn. Primen. 66, No. 3, 565-580 (2021). MSC: 62G07 62G30 60F15 60G07 PDFBibTeX XMLCite \textit{S. Sun} and \textit{W. Zhu}, Theory Probab. Appl. 66, No. 3, 455--468 (2021; Zbl 1476.62071) Full Text: DOI
Meitz, Mika; Saikkonen, Pentti Subgeometric ergodicity and \(\beta\)-mixing. (English) Zbl 1473.60102 J. Appl. Probab. 58, No. 3, 594-608 (2021). MSC: 60J05 37A25 PDFBibTeX XMLCite \textit{M. Meitz} and \textit{P. Saikkonen}, J. Appl. Probab. 58, No. 3, 594--608 (2021; Zbl 1473.60102) Full Text: DOI arXiv
Kulik, Rafal; Spodarev, Evgeny Long range dependence of heavy-tailed random functions. (English) Zbl 1477.60061 J. Appl. Probab. 58, No. 3, 569-593 (2021). MSC: 60G10 60G60 60G15 60F05 PDFBibTeX XMLCite \textit{R. Kulik} and \textit{E. Spodarev}, J. Appl. Probab. 58, No. 3, 569--593 (2021; Zbl 1477.60061) Full Text: DOI arXiv
Pilipauskaitė, Vytautė; Surgailis, Donatas Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis. (English) Zbl 1469.60167 Vares, Maria Eulália (ed.) et al., In and out of equilibrium 3: celebrating Vladas Sidoravicius. Cham: Birkhäuser. Prog. Probab. 77, 683-710 (2021). MSC: 60G60 60G15 60G18 60G22 PDFBibTeX XMLCite \textit{V. Pilipauskaitė} and \textit{D. Surgailis}, Prog. Probab. 77, 683--710 (2021; Zbl 1469.60167) Full Text: DOI arXiv
Maheshwari, Aditya; Singh, Reetendra Recent developments on fractional point processes. (English) Zbl 1468.60048 Beghin, Luisa (ed.) et al., Nonlocal and fractional operators. Selected papers based on the presentations at the international workshop, Rome, Italy, April 12–13, 2019. Cham: Springer. SEMA SIMAI Springer Ser. 26, 205-222 (2021). MSC: 60G22 60G55 PDFBibTeX XMLCite \textit{A. Maheshwari} and \textit{R. Singh}, SEMA SIMAI Springer Ser. 26, 205--222 (2021; Zbl 1468.60048) Full Text: DOI
Kataria, K. K.; Khandakar, M. Mixed fractional risk process. (English) Zbl 1470.60112 J. Math. Anal. Appl. 504, No. 1, Article ID 125379, 18 p. (2021). MSC: 60G22 60G50 91G05 PDFBibTeX XMLCite \textit{K. K. Kataria} and \textit{M. Khandakar}, J. Math. Anal. Appl. 504, No. 1, Article ID 125379, 18 p. (2021; Zbl 1470.60112) Full Text: DOI arXiv
Huang, Jingwen; Wang, Dehui Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables. (English) Zbl 1471.62277 Proc. Indian Acad. Sci., Math. Sci. 131, No. 2, Paper No. 21, 24 p. (2021). MSC: 62F12 62M10 60G10 PDFBibTeX XMLCite \textit{J. Huang} and \textit{D. Wang}, Proc. Indian Acad. Sci., Math. Sci. 131, No. 2, Paper No. 21, 24 p. (2021; Zbl 1471.62277) Full Text: DOI
Beutner, Eric; Heinemann, Alexander; Smeekes, Stephan A justification of conditional confidence intervals. (English) Zbl 1475.62234 Electron. J. Stat. 15, No. 1, 2517-2565 (2021). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62M20 62G15 60G10 60G25 PDFBibTeX XMLCite \textit{E. Beutner} et al., Electron. J. Stat. 15, No. 1, 2517--2565 (2021; Zbl 1475.62234) Full Text: DOI arXiv
Dehling, H.; Giraudo, D.; Sharipov, O. Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data. (English) Zbl 1488.60030 Acta Math. Hung. 164, No. 2, 377-412 (2021). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F05 60F17 62E20 PDFBibTeX XMLCite \textit{H. Dehling} et al., Acta Math. Hung. 164, No. 2, 377--412 (2021; Zbl 1488.60030) Full Text: DOI arXiv
Hwang, Eunju Weak convergence for stationary bootstrap empirical processes of associated sequences. (English) Zbl 1469.62244 J. Korean Math. Soc. 58, No. 1, 237-264 (2021). MSC: 62G09 62G20 60F15 60G15 PDFBibTeX XMLCite \textit{E. Hwang}, J. Korean Math. Soc. 58, No. 1, 237--264 (2021; Zbl 1469.62244) Full Text: DOI
Berenfeld, Clément; Arias-Castro, Ery Some random paths with angle constraints. (English. French summary) Zbl 1473.60054 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 1, 116-131 (2021). Reviewer: Edward Omey (Brussel) MSC: 60F05 60G50 60J05 60G65 PDFBibTeX XMLCite \textit{C. Berenfeld} and \textit{E. Arias-Castro}, Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 1, 116--131 (2021; Zbl 1473.60054) Full Text: DOI arXiv
Amorino, Chiara; Gloter, Arnaud Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function. (English) Zbl 1469.62324 Stat. Inference Stoch. Process. 24, No. 1, 61-148 (2021). MSC: 62M05 60J60 60H10 PDFBibTeX XMLCite \textit{C. Amorino} and \textit{A. Gloter}, Stat. Inference Stoch. Process. 24, No. 1, 61--148 (2021; Zbl 1469.62324) Full Text: DOI arXiv HAL
Ginovyan, Mamikon S. Goodness-of-fit tests for stationary Gaussian processes with tapered data. (English) Zbl 1469.62349 Acta Appl. Math. 171, Paper No. 1, 12 p. (2021). MSC: 62M15 60G10 62F03 62E20 PDFBibTeX XMLCite \textit{M. S. Ginovyan}, Acta Appl. Math. 171, Paper No. 1, 12 p. (2021; Zbl 1469.62349) Full Text: DOI
Kreiß, Alexander Correlation bounds, mixing and \(m\)-dependence under random time-varying network distances with an application to Cox-processes. (English) Zbl 1469.62332 Bernoulli 27, No. 3, 1666-1694 (2021). MSC: 62M09 60G55 62G08 62N02 PDFBibTeX XMLCite \textit{A. Kreiß}, Bernoulli 27, No. 3, 1666--1694 (2021; Zbl 1469.62332) Full Text: DOI arXiv
Jakubowski, Adam; Rodionov, Igor; Soja-Kukieła, Natalia Directional phantom distribution functions for stationary random fields. (English) Zbl 1480.60137 Bernoulli 27, No. 2, 1028-1056 (2021). MSC: 60G60 60G10 60G70 PDFBibTeX XMLCite \textit{A. Jakubowski} et al., Bernoulli 27, No. 2, 1028--1056 (2021; Zbl 1480.60137) Full Text: DOI arXiv
Ding, Liwang; Chen, Ping Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors. (English) Zbl 1468.62265 Lith. Math. J. 61, No. 1, 13-36 (2021). MSC: 62G05 62J02 60G07 42C40 PDFBibTeX XMLCite \textit{L. Ding} and \textit{P. Chen}, Lith. Math. J. 61, No. 1, 13--36 (2021; Zbl 1468.62265) Full Text: DOI
Makogin, Vitalii; Oesting, Marco; Rapp, Albert; Spodarev, Evgeny Long range dependence for stable random processes. (English) Zbl 1484.60041 J. Time Ser. Anal. 42, No. 2, 161-185 (2021). MSC: 60G10 60G52 60G70 PDFBibTeX XMLCite \textit{V. Makogin} et al., J. Time Ser. Anal. 42, No. 2, 161--185 (2021; Zbl 1484.60041) Full Text: DOI arXiv
Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph Mixtures of nonlinear Poisson autoregressions. (English) Zbl 1468.62334 J. Time Ser. Anal. 42, No. 1, 107-135 (2021). MSC: 62M10 62B10 60G15 60B12 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Time Ser. Anal. 42, No. 1, 107--135 (2021; Zbl 1468.62334) Full Text: DOI Link
Belomestny, Denis; Iosipoi, Leonid; Moulines, Eric; Naumov, Alexey; Samsonov, Sergey Variance reduction for dependent sequences with applications to stochastic gradient MCMC. (English) Zbl 1478.60206 SIAM/ASA J. Uncertain. Quantif. 9, 507-535 (2021). MSC: 60J20 65C40 PDFBibTeX XMLCite \textit{D. Belomestny} et al., SIAM/ASA J. Uncertain. Quantif. 9, 507--535 (2021; Zbl 1478.60206) Full Text: DOI arXiv
Davydov, Y. A.; Novikov, S. M. Remarks on asymptotic independence. (English. Russian original) Zbl 1469.60009 Theory Probab. Appl. 66, No. 1, 44-57 (2021); translation from Teor. Veroyatn. Primen. 66, No. 1, 55-72 (2021). MSC: 60A05 60G10 PDFBibTeX XMLCite \textit{Y. A. Davydov} and \textit{S. M. Novikov}, Theory Probab. Appl. 66, No. 1, 44--57 (2021; Zbl 1469.60009); translation from Teor. Veroyatn. Primen. 66, No. 1, 55--72 (2021) Full Text: DOI arXiv
Kojevnikov, Denis; Marmer, Vadim; Song, Kyungchul Limit theorems for network dependent random variables. (English) Zbl 1471.62536 J. Econom. 222, No. 2, 882-908 (2021). MSC: 62P20 60F05 62M30 91D30 PDFBibTeX XMLCite \textit{D. Kojevnikov} et al., J. Econom. 222, No. 2, 882--908 (2021; Zbl 1471.62536) Full Text: DOI arXiv
Omari, Dareen On statistical properties of nonlinear functionals of random fields. (Abstract of thesis). (English) Zbl 1457.60074 Bull. Aust. Math. Soc. 103, No. 2, 338-340 (2021). MSC: 60G60 35R01 60F17 62L20 PDFBibTeX XMLCite \textit{D. Omari}, Bull. Aust. Math. Soc. 103, No. 2, 338--340 (2021; Zbl 1457.60074) Full Text: DOI
Eftekhari, Armin; Tanner, Jared; Thompson, Andrew; Toader, Bogdan; Tyagi, Hemant Sparse non-negative super-resolution – simplified and stabilised. (English) Zbl 1460.94019 Appl. Comput. Harmon. Anal. 50, 216-280 (2021). MSC: 94A12 94A20 60A10 65F15 PDFBibTeX XMLCite \textit{A. Eftekhari} et al., Appl. Comput. Harmon. Anal. 50, 216--280 (2021; Zbl 1460.94019) Full Text: DOI arXiv
Doukhan, Paul; Khan, Naushad Mamode; Neumann, Michael H. Mixing properties of integer-valued GARCH processes. (English) Zbl 1464.62380 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 401-420 (2021). MSC: 62M10 60J10 PDFBibTeX XMLCite \textit{P. Doukhan} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 401--420 (2021; Zbl 1464.62380) Full Text: Link
Krebs, Johannes A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model. (English) Zbl 1458.62324 J. Stat. Theory Pract. 15, No. 1, Paper No. 20, 24 p. (2021). MSC: 62R10 62G08 62G20 62M40 62M30 60E15 PDFBibTeX XMLCite \textit{J. Krebs}, J. Stat. Theory Pract. 15, No. 1, Paper No. 20, 24 p. (2021; Zbl 1458.62324) Full Text: DOI arXiv
Hafouta, Yeor Limit theorems for some skew products with mixing base maps. (English) Zbl 1475.60052 Ergodic Theory Dyn. Syst. 41, No. 1, 241-271 (2021). MSC: 60F05 37H99 60K37 37D20 37A25 PDFBibTeX XMLCite \textit{Y. Hafouta}, Ergodic Theory Dyn. Syst. 41, No. 1, 241--271 (2021; Zbl 1475.60052) Full Text: DOI arXiv
Benhenni, Karim; Girard, Didier A.; Louhichi, Sana On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation. (English) Zbl 07732660 Adv. Pure Appl. Math. 12, No. 3, 15-35 (2021). MSC: 62G08 62G20 60G10 PDFBibTeX XMLCite \textit{K. Benhenni} et al., Adv. Pure Appl. Math. 12, No. 3, 15--35 (2020; Zbl 07732660) Full Text: DOI
Mattuvarkuzhali, C.; Balasubramaniam, P. \(p\)th moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and Poisson jumps with impulses. (English) Zbl 1492.34079 Stochastics 92, No. 8, 1157-1174 (2020). MSC: 34K30 34K09 34K20 34K45 47H10 60G18 60H15 PDFBibTeX XMLCite \textit{C. Mattuvarkuzhali} and \textit{P. Balasubramaniam}, Stochastics 92, No. 8, 1157--1174 (2020; Zbl 1492.34079) Full Text: DOI
Mohr, Maria A weak convergence result for sequential empirical processes under weak dependence. (English) Zbl 1492.60058 Stochastics 92, No. 1, 140-164 (2020). MSC: 60F05 60F17 PDFBibTeX XMLCite \textit{M. Mohr}, Stochastics 92, No. 1, 140--164 (2020; Zbl 1492.60058) Full Text: DOI arXiv
Hamza, Daoudi; Mechab, Boubaker; Chikr Elmezouar, Zouaoui Asymptotic normality of a conditional hazard function estimate in the single index for quasi-associated data. (English) Zbl 07549048 Commun. Stat., Theory Methods 49, No. 3, 513-530 (2020). MSC: 60G25 62G05 62G08 62G20 62N02 PDFBibTeX XMLCite \textit{D. Hamza} et al., Commun. Stat., Theory Methods 49, No. 3, 513--530 (2020; Zbl 07549048) Full Text: DOI