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
Schnurr, Alexander; Fischer, Svenja Generalized ordinal patterns allowing for ties and their applications in hydrology. (English) Zbl 07512646 Comput. Stat. Data Anal. 171, Article ID 107472, 15 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Schnurr} and \textit{S. Fischer}, Comput. Stat. Data Anal. 171, Article ID 107472, 15 p. (2022; Zbl 07512646) Full Text: DOI
Zhang, Shibin Nonparametric Bayesian inference for the spectral density based on irregularly spaced data. (English) Zbl 07345935 Comput. Stat. Data Anal. 151, Article ID 107019, 14 p. (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Zhang}, Comput. Stat. Data Anal. 151, Article ID 107019, 14 p. (2020; Zbl 07345935) Full Text: DOI
Chen, Cathy W. S.; Lee, Sangyeol Generalized Poisson autoregressive models for time series of counts. (English) Zbl 1468.62037 Comput. Stat. Data Anal. 99, 51-67 (2016). MSC: 62-08 62M10 PDFBibTeX XMLCite \textit{C. W. S. Chen} and \textit{S. Lee}, Comput. Stat. Data Anal. 99, 51--67 (2016; Zbl 1468.62037) Full Text: DOI
Kang, Jiwon; Lee, Sangyeol Minimum density power divergence estimator for Poisson autoregressive models. (English) Zbl 1506.62089 Comput. Stat. Data Anal. 80, 44-56 (2014). MSC: 62-08 62M10 62F35 62F12 62P10 PDFBibTeX XMLCite \textit{J. Kang} and \textit{S. Lee}, Comput. Stat. Data Anal. 80, 44--56 (2014; Zbl 1506.62089) Full Text: DOI
Hwang, Eunju; Shin, Dong Wan Infinite-order, long-memory heterogeneous autoregressive models. (English) Zbl 1506.62086 Comput. Stat. Data Anal. 76, 339-358 (2014). MSC: 62-08 62M10 62F12 62P05 62P20 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Comput. Stat. Data Anal. 76, 339--358 (2014; Zbl 1506.62086) Full Text: DOI
Hsu, Chih-Yuan; Wu, Tiee-Jian Efficient estimation of the mode of continuous multivariate data. (English) Zbl 1468.62083 Comput. Stat. Data Anal. 63, 148-159 (2013). MSC: 62-08 62G07 PDFBibTeX XMLCite \textit{C.-Y. Hsu} and \textit{T.-J. Wu}, Comput. Stat. Data Anal. 63, 148--159 (2013; Zbl 1468.62083) Full Text: DOI
Zevallos, Mauricio; Palma, Wilfredo Minimum distance estimation of ARFIMA processes. (English) Zbl 1365.62350 Comput. Stat. Data Anal. 58, 242-256 (2013). MSC: 62M10 62M09 60F05 62P05 62P10 PDFBibTeX XMLCite \textit{M. Zevallos} and \textit{W. Palma}, Comput. Stat. Data Anal. 58, 242--256 (2013; Zbl 1365.62350) Full Text: DOI Link
Kim, Byungsoo; Lee, Sangyeol Robust estimation for the covariance matrix of multivariate time series based on normal mixtures. (English) Zbl 1365.62343 Comput. Stat. Data Anal. 57, No. 1, 125-140 (2013). MSC: 62M10 62M09 62F35 62H12 62P05 PDFBibTeX XMLCite \textit{B. Kim} and \textit{S. Lee}, Comput. Stat. Data Anal. 57, No. 1, 125--140 (2013; Zbl 1365.62343) Full Text: DOI
Pang, Zhen; Xue, Liugen Estimation for the single-index models with random effects. (English) Zbl 1368.62082 Comput. Stat. Data Anal. 56, No. 6, 1837-1853 (2012). MSC: 62G05 62G08 62G15 65C60 PDFBibTeX XMLCite \textit{Z. Pang} and \textit{L. Xue}, Comput. Stat. Data Anal. 56, No. 6, 1837--1853 (2012; Zbl 1368.62082) Full Text: DOI
Hwang, Eunju; Shin, Dong Wan Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence. (English) Zbl 1243.62060 Comput. Stat. Data Anal. 56, No. 6, 1581-1593 (2012). MSC: 62G09 62G07 62M10 65C05 62P05 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Comput. Stat. Data Anal. 56, No. 6, 1581--1593 (2012; Zbl 1243.62060) Full Text: DOI
Nicolis, Orietta; Ramírez-Cobo, Pepa; Vidakovic, Brani 2D wavelet-based spectra with applications. (English) Zbl 1247.62241 Comput. Stat. Data Anal. 55, No. 1, 738-751 (2011). MSC: 62M40 62M15 62P10 62F15 92C50 PDFBibTeX XMLCite \textit{O. Nicolis} et al., Comput. Stat. Data Anal. 55, No. 1, 738--751 (2011; Zbl 1247.62241) Full Text: DOI
Palma, Wilfredo; Bondon, Pascal; Tapia, José Assessing influence in Gaussian long-memory models. (English) Zbl 1452.62670 Comput. Stat. Data Anal. 52, No. 9, 4487-4501 (2008). MSC: 62M10 62M20 62-08 PDFBibTeX XMLCite \textit{W. Palma} et al., Comput. Stat. Data Anal. 52, No. 9, 4487--4501 (2008; Zbl 1452.62670) Full Text: DOI Link
Giordano, F.; Parrella, M. L. Neural networks for bandwidth selection in local linear regression of time series. (English) Zbl 1452.62639 Comput. Stat. Data Anal. 52, No. 5, 2435-2450 (2008). MSC: 62M10 62G07 62G08 62G20 62-08 PDFBibTeX XMLCite \textit{F. Giordano} and \textit{M. L. Parrella}, Comput. Stat. Data Anal. 52, No. 5, 2435--2450 (2008; Zbl 1452.62639) Full Text: DOI
Park, Cheolwoo; Godtliebsen, Fred; Taqqu, Murad; Stoev, Stilian; Marron, J. S. Visualization and inference based on wavelet coefficients, SiZer and SiNos. (English) Zbl 1445.62236 Comput. Stat. Data Anal. 51, No. 12, 5994-6012 (2007). MSC: 62M10 94A12 PDFBibTeX XMLCite \textit{C. Park} et al., Comput. Stat. Data Anal. 51, No. 12, 5994--6012 (2007; Zbl 1445.62236) Full Text: DOI DOI
Quintela-Del-Río, Alejandro Plug-in bandwidth selection in kernel hazard estimation from dependent data. (English) Zbl 1445.62074 Comput. Stat. Data Anal. 51, No. 12, 5800-5812 (2007). MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{A. Quintela-Del-Río}, Comput. Stat. Data Anal. 51, No. 12, 5800--5812 (2007; Zbl 1445.62074) Full Text: DOI
Silva, E. M.; Franco, G. C.; Reisen, V. A.; Cruz, F. R. B. Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models. (English) Zbl 1157.62497 Comput. Stat. Data Anal. 51, No. 2, 1002-1011 (2006). MSC: 62M10 62F40 62G09 PDFBibTeX XMLCite \textit{E. M. Silva} et al., Comput. Stat. Data Anal. 51, No. 2, 1002--1011 (2006; Zbl 1157.62497) Full Text: DOI
Purczyński, Jan; Włodarski, Przemysław On fast generation of fractional Gaussian noise. (English) Zbl 1445.60007 Comput. Stat. Data Anal. 50, No. 10, 2537-2551 (2006). MSC: 60-08 60G15 60G18 60G22 PDFBibTeX XMLCite \textit{J. Purczyński} and \textit{P. Włodarski}, Comput. Stat. Data Anal. 50, No. 10, 2537--2551 (2006; Zbl 1445.60007) Full Text: DOI
Iglesias, Pilar; Jorquera, Hector; Palma, Wilfredo Data analysis using regression models with missing observations and long-memory: an application study. (English) Zbl 1445.62229 Comput. Stat. Data Anal. 50, No. 8, 2028-2043 (2006). MSC: 62M10 62F15 62J12 62P12 PDFBibTeX XMLCite \textit{P. Iglesias} et al., Comput. Stat. Data Anal. 50, No. 8, 2028--2043 (2006; Zbl 1445.62229) Full Text: DOI Link
Bühlmann, Peter; Künsch, Hans R. Block length selection in the bootstrap for time series. (English) Zbl 1061.62528 Comput. Stat. Data Anal. 31, No. 3, 295-310 (1999). MSC: 62G09 62M15 62M10 PDFBibTeX XMLCite \textit{P. Bühlmann} and \textit{H. R. Künsch}, Comput. Stat. Data Anal. 31, No. 3, 295--310 (1999; Zbl 1061.62528) Full Text: DOI
Quintela del Río, Alejandro Comparison of bandwidth selectors in nonparametric regression under dependence. (English) Zbl 0900.62194 Comput. Stat. Data Anal. 21, No. 5, 563-580 (1996). MSC: 62G07 PDFBibTeX XMLCite \textit{A. Quintela del Río}, Comput. Stat. Data Anal. 21, No. 5, 563--580 (1996; Zbl 0900.62194) Full Text: DOI