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
Stehr, Mads; Kiderlen, Markus Asymptotic variance of Newton-Cotes quadratures based on randomized sampling points. (English) Zbl 07378199 Adv. Appl. Probab. 52, No. 4, 1284-1307 (2020). MSC: 65D30 60G55 60G10 60K05 65D32 PDFBibTeX XMLCite \textit{M. Stehr} and \textit{M. Kiderlen}, Adv. Appl. Probab. 52, No. 4, 1284--1307 (2020; Zbl 07378199) Full Text: DOI
Grublytė, Ieva; Surgailis, Donatas Projective stochastic equations and nonlinear long memory. (English) Zbl 1305.60026 Adv. Appl. Probab. 46, No. 4, 1084-1105 (2014). MSC: 60G10 60F17 60H25 PDFBibTeX XMLCite \textit{I. Grublytė} and \textit{D. Surgailis}, Adv. Appl. Probab. 46, No. 4, 1084--1105 (2014; Zbl 1305.60026) Full Text: DOI arXiv Euclid
Jirak, M. Limit theorems for aggregated linear processes. (English) Zbl 1277.60060 Adv. Appl. Probab. 45, No. 2, 520-544 (2013). Reviewer: Martin Wendler (Bochum) MSC: 60F17 60G99 PDFBibTeX XMLCite \textit{M. Jirak}, Adv. Appl. Probab. 45, No. 2, 520--544 (2013; Zbl 1277.60060) Full Text: DOI Euclid
Surgailis, Donatas A quadratic ARCH \((\infty)\) model with long memory and Lévy stable behavior of squares. (English) Zbl 1168.62085 Adv. Appl. Probab. 40, No. 4, 1198-1222 (2008). MSC: 62M10 60G52 PDFBibTeX XMLCite \textit{D. Surgailis}, Adv. Appl. Probab. 40, No. 4, 1198--1222 (2008; Zbl 1168.62085) Full Text: DOI
Doukhan, P.; Latour, A.; Oraichi, D. A simple integer-valued bilinear time series model. (English) Zbl 1096.62082 Adv. Appl. Probab. 38, No. 2, 559-578 (2006). MSC: 62M10 60G10 62E20 62F10 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Adv. Appl. Probab. 38, No. 2, 559--578 (2006; Zbl 1096.62082) Full Text: DOI
Pantle, Ursa; Schmidt, Volker; Spodarev, Evgueni Central limit theorems for functionals of stationary germ-grain models. (English) Zbl 1104.60010 Adv. Appl. Probab. 38, No. 1, 76-94 (2006). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60F05 60D05 62M40 PDFBibTeX XMLCite \textit{U. Pantle} et al., Adv. Appl. Probab. 38, No. 1, 76--94 (2006; Zbl 1104.60010) Full Text: DOI
Zeevi, Assaf; Glynn, Peter W. Estimating tail decay for stationary sequences via extreme values. (English) Zbl 1044.62053 Adv. Appl. Probab. 36, No. 1, 198-226 (2004). MSC: 62G32 62M09 60G70 90B20 62G20 PDFBibTeX XMLCite \textit{A. Zeevi} and \textit{P. W. Glynn}, Adv. Appl. Probab. 36, No. 1, 198--226 (2004; Zbl 1044.62053) Full Text: DOI
Naveau, Philippe Almost sure relative stability of the maximum of a stationary sequence. (English) Zbl 1044.60040 Adv. Appl. Probab. 35, No. 3, 721-736 (2003). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60G70 60G10 60G17 PDFBibTeX XMLCite \textit{P. Naveau}, Adv. Appl. Probab. 35, No. 3, 721--736 (2003; Zbl 1044.60040) Full Text: DOI