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
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
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
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
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
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
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
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
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
Bouzebda, Salim; Laksaci, Ali; Mohammedi, Mustapha Single index regression model for functional quasi-associated times series data. (English) Zbl 1516.62047 REVSTAT 20, No. 5, 605-631 (2022). MSC: 62G05 62G08 62L12 62G20 PDFBibTeX XMLCite \textit{S. Bouzebda} et al., REVSTAT 20, No. 5, 605--631 (2022; Zbl 1516.62047) 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
Kouassi, Ben Célestin; Hili, Ouagnina; Katchekpele, Edoh On nonparametric estimation of a nonparametric autoregressive conditionally heteroscedastic process. (English. French summary) Zbl 1510.62363 Afr. Stat. 17, No. 3, 3293-3319 (2022). MSC: 62M10 62G05 62E20 62G20 62P05 PDFBibTeX XMLCite \textit{B. C. Kouassi} et al., Afr. Stat. 17, No. 3, 3293--3319 (2022; Zbl 1510.62363) Full Text: DOI Link
Aknouche, Abdelhakim; Almohaimeed, Bader S.; Dimitrakopoulos, Stefanos Forecasting transaction counts with integer-valued GARCH models. (English) Zbl 07681743 Stud. Nonlinear Dyn. Econom. 26, No. 4, 529-539 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Aknouche} et al., Stud. Nonlinear Dyn. Econom. 26, No. 4, 529--539 (2022; Zbl 07681743) Full Text: DOI
Tchazino, Tchamiè; Dabo-Niang, Sophie; Diop, Aliou Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data. (English) Zbl 07665186 Math. Methods Stat. 31, No. 4, 135-164 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{T. Tchazino} et al., Math. Methods Stat. 31, No. 4, 135--164 (2022; Zbl 07665186) Full Text: DOI
Almohaimeed, Bader S. A negative binomial autoregression with a linear conditional variance-to-mean function. (English) Zbl 1528.62042 Fractals 30, No. 10, Article ID 2240239, 14 p. (2022). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{B. S. Almohaimeed}, Fractals 30, No. 10, Article ID 2240239, 14 p. (2022; Zbl 1528.62042) Full Text: DOI
Chang, Le; Shi, Yanlin Age-coherent mortality modeling and forecasting using a constrained sparse vector-autoregressive model. (English) Zbl 1507.91169 N. Am. Actuar. J. 26, No. 4, 591-609 (2022). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{L. Chang} and \textit{Y. Shi}, N. Am. Actuar. J. 26, No. 4, 591--609 (2022; Zbl 1507.91169) Full Text: DOI
Ramezani, Sakineh; Mohammadpour, Mehrnaz A special integer-valued bilinear time series model with applications. (English) Zbl 1513.62179 Hacet. J. Math. Stat. 51, No. 5, 1458-1471 (2022). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{S. Ramezani} and \textit{M. Mohammadpour}, Hacet. J. Math. Stat. 51, No. 5, 1458--1471 (2022; Zbl 1513.62179) Full Text: DOI
Nadjet, Bellatrach; Wahiba, Bouabsa; Kadi, Attouch Mohammed; Omar, Fetitah M-regression estimation with the k nearest neighbors smoothing under quasi-associated data in functional statistics. (English) Zbl 1513.62078 Appl. Appl. Math. 17, No. 2, 333-365 (2022). MSC: 62G08 62G20 62G35 62R10 PDFBibTeX XMLCite \textit{B. Nadjet} et al., Appl. Appl. Math. 17, No. 2, 333--365 (2022; Zbl 1513.62078) Full Text: Link
Slaoui, Yousri Recursive kernel regression estimation under \(\alpha\)-mixing data. (English) Zbl 07633412 Commun. Stat., Theory Methods 51, No. 24, 8459-8475 (2022). MSC: 62G05 62G08 62G20 62L20 62H20 65D10 PDFBibTeX XMLCite \textit{Y. Slaoui}, Commun. Stat., Theory Methods 51, No. 24, 8459--8475 (2022; Zbl 07633412) Full Text: DOI
Velasco, Carlos Estimation of time series models using residuals dependence measures. (English) Zbl 07628850 Ann. Stat. 50, No. 5, 3039-3063 (2022). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{C. Velasco}, Ann. Stat. 50, No. 5, 3039--3063 (2022; Zbl 07628850) Full Text: DOI
Meitz, Mika; Saikkonen, Pentti Subgeometrically ergodic autoregressions. (English) Zbl 07622635 Econom. Theory 38, No. 5, 959-985 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{M. Meitz} and \textit{P. Saikkonen}, Econom. Theory 38, No. 5, 959--985 (2022; Zbl 07622635) Full Text: DOI arXiv