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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
Dong, Yining; Qin, S. Joe; Boyd, Stephen P. Extracting a low-dimensional predictable time series. (English) Zbl 07545237 Optim. Eng. 23, No. 2, 1189-1214 (2022). MSC: 62Mxx 62Hxx 93Exx PDFBibTeX XMLCite \textit{Y. Dong} et al., Optim. Eng. 23, No. 2, 1189--1214 (2022; Zbl 07545237) Full Text: DOI
Alquier, Pierre; Marie, Nicolas Matrix factorization for multivariate time series analysis. (English) Zbl 1442.62195 Electron. J. Stat. 13, No. 2, 4346-4366 (2019). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62H25 62H12 62G08 93E14 60G35 60B20 15B52 PDFBibTeX XMLCite \textit{P. Alquier} and \textit{N. Marie}, Electron. J. Stat. 13, No. 2, 4346--4366 (2019; Zbl 1442.62195) Full Text: DOI arXiv Euclid
Song, Qijiang Recursive identification of systems with binary-valued outputs and with ARMA noises. (English) Zbl 1400.93318 Automatica 93, 106-113 (2018). MSC: 93E12 93E25 93C05 93E10 PDFBibTeX XMLCite \textit{Q. Song}, Automatica 93, 106--113 (2018; Zbl 1400.93318) Full Text: DOI
Mu, Bi-Qiang; Chen, Han-Fu Recursive identification of errors-in-variables Wiener systems. (English) Zbl 1364.93832 Automatica 49, No. 9, 2744-2753 (2013). MSC: 93E12 93C10 93E10 PDFBibTeX XMLCite \textit{B.-Q. Mu} and \textit{H.-F. Chen}, Automatica 49, No. 9, 2744--2753 (2013; Zbl 1364.93832) Full Text: DOI
Fan, Guoliang; Liang, Hanying Empirical likelihood for longitudinal partially linear model with \(\alpha\)-mixing errors. (English) Zbl 1282.93239 J. Syst. Sci. Complex. 26, No. 2, 232-248 (2013). MSC: 93E10 93C05 PDFBibTeX XMLCite \textit{G. Fan} and \textit{H. Liang}, J. Syst. Sci. Complex. 26, No. 2, 232--248 (2013; Zbl 1282.93239) Full Text: DOI
Liang, Hanying Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors. (English) Zbl 1255.93136 J. Syst. Sci. Complex. 24, No. 4, 725-737 (2011). MSC: 93E10 62J86 PDFBibTeX XMLCite \textit{H. Liang}, J. Syst. Sci. Complex. 24, No. 4, 725--737 (2011; Zbl 1255.93136) Full Text: DOI
Appleby, John A. D.; Krol, Katja Long memory in a linear stochastic Volterra differential equation. (English) Zbl 1218.60060 J. Math. Anal. Appl. 380, No. 2, 814-830 (2011). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60H20 93E15 PDFBibTeX XMLCite \textit{J. A. D. Appleby} and \textit{K. Krol}, J. Math. Anal. Appl. 380, No. 2, 814--830 (2011; Zbl 1218.60060) Full Text: DOI arXiv
Andersson, Sofia; Rydén, Tobias Subspace estimation and prediction methods for hidden Markov models. (English) Zbl 1191.62141 Ann. Stat. 37, No. 6B, 4131-4152 (2009). MSC: 62M09 62M20 93B15 93B30 65C60 PDFBibTeX XMLCite \textit{S. Andersson} and \textit{T. Rydén}, Ann. Stat. 37, No. 6B, 4131--4152 (2009; Zbl 1191.62141) Full Text: DOI arXiv
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Hernández-Lerma, Onésimo; Cavazos-Cadena, Rolando Density estimation and adaptive control of Markov processes: Average and discounted criteria. (English) Zbl 0717.93066 Acta Appl. Math. 20, No. 3, 285-307 (1990). MSC: 93E20 62G05 90C40 93E10 PDFBibTeX XMLCite \textit{O. Hernández-Lerma} and \textit{R. Cavazos-Cadena}, Acta Appl. Math. 20, No. 3, 285--307 (1990; Zbl 0717.93066) Full Text: DOI
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