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
Mehrdoust, Farshid; Fallah, Somayeh On the calibration of fractional two-factor stochastic volatility model with non-Lipschitz diffusions. (English) Zbl 07632208 Commun. Stat., Simulation Comput. 51, No. 11, 6332-6351 (2022). MSC: 91Gxx 91G60 PDFBibTeX XMLCite \textit{F. Mehrdoust} and \textit{S. Fallah}, Commun. Stat., Simulation Comput. 51, No. 11, 6332--6351 (2022; Zbl 07632208) Full Text: DOI
Bentarzi, Mohamed; Aries, Nawel On some periodic \(INARMA (p,q)\) models. (English) Zbl 07603842 Commun. Stat., Simulation Comput. 51, No. 10, 5773-5793 (2022). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{M. Bentarzi} and \textit{N. Aries}, Commun. Stat., Simulation Comput. 51, No. 10, 5773--5793 (2022; Zbl 07603842) Full Text: DOI
Ouzzani, Fares; Bentarzi, Mohamed On mixture periodic integer-valued ARCH models. (English) Zbl 07553319 Commun. Stat., Simulation Comput. 50, No. 12, 3931-3957 (2021). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{F. Ouzzani} and \textit{M. Bentarzi}, Commun. Stat., Simulation Comput. 50, No. 12, 3931--3957 (2021; Zbl 07553319) Full Text: DOI
Wang, Xiaohong; Wang, Dehui; Yang, Kai; Xu, Da Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning. (English) Zbl 1497.62248 Commun. Stat., Simulation Comput. 50, No. 6, 1622-1644 (2021). MSC: 62M10 62G05 PDFBibTeX XMLCite \textit{X. Wang} et al., Commun. Stat., Simulation Comput. 50, No. 6, 1622--1644 (2021; Zbl 1497.62248) Full Text: DOI
Djeddour-Djaballah, K.; Kerar, L. Quasi-maximum likelihood estimation of GARCH with Student distributed noise. (English) Zbl 1489.62272 Commun. Stat., Simulation Comput. 50, No. 5, 1249-1271 (2021). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{K. Djeddour-Djaballah} and \textit{L. Kerar}, Commun. Stat., Simulation Comput. 50, No. 5, 1249--1271 (2021; Zbl 1489.62272) Full Text: DOI
Cui, Lihong; Zhang, Qianhui; Sun, Jianjun Multiwavelet density estimation for biased data. (English) Zbl 1489.62110 Commun. Stat., Simulation Comput. 50, No. 1, 234-253 (2021). MSC: 62G07 42C40 PDFBibTeX XMLCite \textit{L. Cui} et al., Commun. Stat., Simulation Comput. 50, No. 1, 234--253 (2021; Zbl 1489.62110) Full Text: DOI
Yoon, Young Joo; Lee, Sooyong; Lee, Taewook Adaptive Lasso for linear regression models with ARMA-GARCH errors. (English) Zbl 1368.62199 Commun. Stat., Simulation Comput. 46, No. 5, 3479-3490 (2017). MSC: 62J05 62J07 62F10 PDFBibTeX XMLCite \textit{Y. J. Yoon} et al., Commun. Stat., Simulation Comput. 46, No. 5, 3479--3490 (2017; Zbl 1368.62199) Full Text: DOI
Blacher, René Proved random numbers obtained from hardware devices. (English) Zbl 1302.65022 Commun. Stat., Simulation Comput. 43, No. 5, 1020-1035 (2014). MSC: 65C10 11B39 PDFBibTeX XMLCite \textit{R. Blacher}, Commun. Stat., Simulation Comput. 43, No. 5, 1020--1035 (2014; Zbl 1302.65022) Full Text: DOI
Hušková, Marie; Marušiaková, Miriam M-procedures for detection of changes for dependent observations. (English) Zbl 1347.62071 Commun. Stat., Simulation Comput. 41, No. 7, 1032-1050 (2012). MSC: 62G20 62E20 60F17 PDFBibTeX XMLCite \textit{M. Hušková} and \textit{M. Marušiaková}, Commun. Stat., Simulation Comput. 41, No. 7, 1032--1050 (2012; Zbl 1347.62071) Full Text: DOI
Ferrara, Laurent; Guegan, Dominique; Lu, Zhiping Testing fractional order of long memory processes: a Monte Carlo study. (English) Zbl 1192.62196 Commun. Stat., Simulation Comput. 39, No. 4, 795-806 (2010). MSC: 62M10 62F03 65C05 PDFBibTeX XMLCite \textit{L. Ferrara} et al., Commun. Stat., Simulation Comput. 39, No. 4, 795--806 (2010; Zbl 1192.62196) Full Text: DOI HAL
Ziegelmann, Flavio A. A local linear least-absolute-deviations estimator of volatility. (English) Zbl 1152.62075 Commun. Stat., Simulation Comput. 37, No. 8, 1543-1564 (2008). MSC: 62P05 62G32 62G20 62G08 65C05 PDFBibTeX XMLCite \textit{F. A. Ziegelmann}, Commun. Stat., Simulation Comput. 37, No. 8, 1543--1564 (2008; Zbl 1152.62075) Full Text: DOI
Wang, Lihong Change-point estimation in long memory nonparametric models with applications. (English) Zbl 1139.62022 Commun. Stat., Simulation Comput. 37, No. 1, 48-61 (2008). MSC: 62G08 62M10 65C05 62G05 62G20 PDFBibTeX XMLCite \textit{L. Wang}, Commun. Stat., Simulation Comput. 37, No. 1, 48--61 (2008; Zbl 1139.62022) Full Text: DOI