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
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
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
Kurisu, Daisuke Nonparametric regression for locally stationary random fields under stochastic sampling design. (English) Zbl 07526583 Bernoulli 28, No. 2, 1250-1275 (2022). MSC: 62Gxx 62Mxx 60Gxx PDFBibTeX XMLCite \textit{D. Kurisu}, Bernoulli 28, No. 2, 1250--1275 (2022; Zbl 07526583) Full Text: DOI arXiv Link
Doukhan, Paul; Leucht, Anne; Neumann, Michael H. Mixing properties of non-stationary INGARCH(1, 1) processes. (English) Zbl 07467737 Bernoulli 28, No. 1, 663-688 (2022). MSC: 62Mxx 62Fxx 60Fxx PDFBibTeX XMLCite \textit{P. Doukhan} et al., Bernoulli 28, No. 1, 663--688 (2022; Zbl 07467737) Full Text: DOI arXiv Link
Phandoidaen, Nathawut; Richter, Stefan Empirical process theory for locally stationary processes. (English) Zbl 1486.60064 Bernoulli 28, No. 1, 453-480 (2022). Reviewer: Dongsheng Tu (Kingston) MSC: 60F17 60G10 PDFBibTeX XMLCite \textit{N. Phandoidaen} and \textit{S. Richter}, Bernoulli 28, No. 1, 453--480 (2022; Zbl 1486.60064) Full Text: DOI arXiv Link
Benhenni, Karim; Girard, Didier A.; Louhichi, Sana On bandwidth selection problems in nonparametric trend estimation under martingale difference errors. (English) Zbl 07467726 Bernoulli 28, No. 1, 395-423 (2022). MSC: 62Gxx 60Fxx 62Jxx PDFBibTeX XMLCite \textit{K. Benhenni} et al., Bernoulli 28, No. 1, 395--423 (2022; Zbl 07467726) Full Text: DOI arXiv Link
Chérief-Abdellatif, Badr-Eddine; Alquier, Pierre Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence. (English) Zbl 07467718 Bernoulli 28, No. 1, 181-213 (2022). MSC: 62-XX 65-XX PDFBibTeX XMLCite \textit{B.-E. Chérief-Abdellatif} and \textit{P. Alquier}, Bernoulli 28, No. 1, 181--213 (2022; Zbl 07467718) Full Text: DOI arXiv Link
Kreiß, Alexander Correlation bounds, mixing and \(m\)-dependence under random time-varying network distances with an application to Cox-processes. (English) Zbl 1469.62332 Bernoulli 27, No. 3, 1666-1694 (2021). MSC: 62M09 60G55 62G08 62N02 PDFBibTeX XMLCite \textit{A. Kreiß}, Bernoulli 27, No. 3, 1666--1694 (2021; Zbl 1469.62332) Full Text: DOI arXiv
Jakubowski, Adam; Rodionov, Igor; Soja-Kukieła, Natalia Directional phantom distribution functions for stationary random fields. (English) Zbl 1480.60137 Bernoulli 27, No. 2, 1028-1056 (2021). MSC: 60G60 60G10 60G70 PDFBibTeX XMLCite \textit{A. Jakubowski} et al., Bernoulli 27, No. 2, 1028--1056 (2021; Zbl 1480.60137) Full Text: DOI arXiv
Truquet, Lionel Coupling and perturbation techniques for categorical time series. (English) Zbl 1462.62555 Bernoulli 26, No. 4, 3249-3279 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62H20 60G10 PDFBibTeX XMLCite \textit{L. Truquet}, Bernoulli 26, No. 4, 3249--3279 (2020; Zbl 1462.62555) Full Text: DOI arXiv Euclid
Truquet, Lionel A perturbation analysis of Markov chains models with time-varying parameters. (English) Zbl 1455.60092 Bernoulli 26, No. 4, 2876-2906 (2020). MSC: 60J05 62G05 PDFBibTeX XMLCite \textit{L. Truquet}, Bernoulli 26, No. 4, 2876--2906 (2020; Zbl 1455.60092) Full Text: DOI arXiv Euclid
Davis, Richard A.; Nielsen, Mikkel Slot; Rohde, Victor Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes. (English) Zbl 1466.60116 Bernoulli 26, No. 2, 799-827 (2020). MSC: 60H10 34F05 62M10 PDFBibTeX XMLCite \textit{R. A. Davis} et al., Bernoulli 26, No. 2, 799--827 (2020; Zbl 1466.60116) Full Text: DOI arXiv Euclid
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul Multivariate count autoregression. (English) Zbl 1456.62155 Bernoulli 26, No. 1, 471-499 (2020). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J12 62F12 62H05 62M10 62H12 PDFBibTeX XMLCite \textit{K. Fokianos} et al., Bernoulli 26, No. 1, 471--499 (2020; Zbl 1456.62155) Full Text: DOI arXiv Euclid
Blanchard, Gilles; Zadorozhnyi, Oleksandr Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods. (English) Zbl 1428.62185 Bernoulli 25, No. 4B, 3421-3458 (2019). MSC: 60E15 60B11 68T05 PDFBibTeX XMLCite \textit{G. Blanchard} and \textit{O. Zadorozhnyi}, Bernoulli 25, No. 4B, 3421--3458 (2019; Zbl 1428.62185) Full Text: DOI arXiv Euclid
Jentsch, Carsten; Weiß, Christian H. Bootstrapping INAR models. (English) Zbl 1466.62387 Bernoulli 25, No. 3, 2359-2408 (2019). MSC: 62M10 62F12 62G09 PDFBibTeX XMLCite \textit{C. Jentsch} and \textit{C. H. Weiß}, Bernoulli 25, No. 3, 2359--2408 (2019; Zbl 1466.62387) Full Text: DOI Euclid
Truquet, Lionel Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models. (English) Zbl 1466.62391 Bernoulli 25, No. 3, 2107-2136 (2019). MSC: 62M10 62G07 62G20 PDFBibTeX XMLCite \textit{L. Truquet}, Bernoulli 25, No. 3, 2107--2136 (2019; Zbl 1466.62391) Full Text: DOI arXiv Euclid
Poinas, Arnaud; Delyon, Bernard; Lavancier, Frédéric Mixing properties and central limit theorem for associated point processes. (English) Zbl 1466.60101 Bernoulli 25, No. 3, 1724-1754 (2019). MSC: 60G55 60F05 PDFBibTeX XMLCite \textit{A. Poinas} et al., Bernoulli 25, No. 3, 1724--1754 (2019; Zbl 1466.60101) Full Text: DOI arXiv Euclid
Roueff, François; von Sachs, Rainer Time-frequency analysis of locally stationary Hawkes processes. (English) Zbl 1464.60048 Bernoulli 25, No. 2, 1355-1385 (2019). Reviewer: H. N. Nagaraja (Columbus) MSC: 60G55 62G05 62M15 PDFBibTeX XMLCite \textit{F. Roueff} and \textit{R. von Sachs}, Bernoulli 25, No. 2, 1355--1385 (2019; Zbl 1464.60048) Full Text: DOI arXiv Euclid
Ogihara, Teppei Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise. (English) Zbl 1415.62064 Bernoulli 24, No. 4B, 3318-3383 (2018). MSC: 62M05 60J60 62F12 62F15 62P20 PDFBibTeX XMLCite \textit{T. Ogihara}, Bernoulli 24, No. 4B, 3318--3383 (2018; Zbl 1415.62064) Full Text: DOI arXiv Euclid
Davis, Richard A.; Matsui, Muneya; Mikosch, Thomas; Wan, Phyllis Applications of distance correlation to time series. (English) Zbl 1414.62357 Bernoulli 24, No. 4A, 3087-3116 (2018). MSC: 62M10 60E10 60G10 62E20 PDFBibTeX XMLCite \textit{R. A. Davis} et al., Bernoulli 24, No. 4A, 3087--3116 (2018; Zbl 1414.62357) Full Text: DOI arXiv Euclid
Puplinskaitė, Donata; Surgailis, Donatas Aggregation of autoregressive random fields and anisotropic long-range dependence. (English) Zbl 1356.60082 Bernoulli 22, No. 4, 2401-2441 (2016). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60G60 60E07 60F05 60G10 PDFBibTeX XMLCite \textit{D. Puplinskaitė} and \textit{D. Surgailis}, Bernoulli 22, No. 4, 2401--2441 (2016; Zbl 1356.60082) Full Text: DOI arXiv Euclid
Sancetta, Alessio Greedy algorithms for prediction. (English) Zbl 1388.62209 Bernoulli 22, No. 2, 1227-1277 (2016). MSC: 62J05 62G07 62G20 62J07 PDFBibTeX XMLCite \textit{A. Sancetta}, Bernoulli 22, No. 2, 1227--1277 (2016; Zbl 1388.62209) Full Text: DOI arXiv Euclid
Lahiri, S. N.; Robinson, Peter M. Central limit theorems for long range dependent spatial linear processes. (English) Zbl 1333.60032 Bernoulli 22, No. 1, 345-375 (2016). MSC: 60F05 PDFBibTeX XMLCite \textit{S. N. Lahiri} and \textit{P. M. Robinson}, Bernoulli 22, No. 1, 345--375 (2016; Zbl 1333.60032) Full Text: DOI arXiv Euclid
Delattre, Sylvain; Roquain, Etienne On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing. (English) Zbl 1332.62057 Bernoulli 22, No. 1, 302-324 (2016). MSC: 62E20 62J15 60F17 PDFBibTeX XMLCite \textit{S. Delattre} and \textit{E. Roquain}, Bernoulli 22, No. 1, 302--324 (2016; Zbl 1332.62057) Full Text: DOI arXiv Euclid
Gassiat, Elisabeth; Rousseau, Judith Nonparametric finite translation hidden Markov models and extensions. (English) Zbl 1388.62243 Bernoulli 22, No. 1, 193-212 (2016). MSC: 62M05 62G07 62G20 PDFBibTeX XMLCite \textit{E. Gassiat} and \textit{J. Rousseau}, Bernoulli 22, No. 1, 193--212 (2016; Zbl 1388.62243) Full Text: DOI arXiv Euclid
Zähle, Henryk Qualitative robustness of statistical functionals under strong mixing. (English) Zbl 1388.62071 Bernoulli 21, No. 3, 1412-1434 (2015). MSC: 62F35 62G35 60F05 PDFBibTeX XMLCite \textit{H. Zähle}, Bernoulli 21, No. 3, 1412--1434 (2015; Zbl 1388.62071) Full Text: DOI arXiv Euclid
Cuny, Christophe A compact LIL for martingales in \(2\)-smooth Banach spaces with applications. (English) Zbl 1321.60057 Bernoulli 21, No. 1, 374-400 (2015). Reviewer: Neville Weber (Sydney) MSC: 60F15 60F17 60G42 60B12 60G10 PDFBibTeX XMLCite \textit{C. Cuny}, Bernoulli 21, No. 1, 374--400 (2015; Zbl 1321.60057) Full Text: DOI arXiv Euclid
Heinrich, Lothar; Lück, Sebastian; Schmidt, Volker Asymptotic goodness-of-fit tests for the Palm mark distribution of stationary point processes with correlated marks. (English) Zbl 1312.60062 Bernoulli 20, No. 4, 1673-1697 (2014). MSC: 60G55 60G20 62M07 62M09 PDFBibTeX XMLCite \textit{L. Heinrich} et al., Bernoulli 20, No. 4, 1673--1697 (2014; Zbl 1312.60062) Full Text: DOI arXiv Euclid
Leonenko, Nikolai; Olenko, Andriy Sojourn measures of Student and Fisher-Snedecor random fields. (English) Zbl 1304.60058 Bernoulli 20, No. 3, 1454-1483 (2014). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60G60 60G09 60G17 PDFBibTeX XMLCite \textit{N. Leonenko} and \textit{A. Olenko}, Bernoulli 20, No. 3, 1454--1483 (2014; Zbl 1304.60058) Full Text: DOI arXiv Euclid
Dehling, Herold; Durieu, Olivier; Tusche, Marco Approximating class approach for empirical processes of dependent sequences indexed by functions. (English) Zbl 1307.60027 Bernoulli 20, No. 3, 1372-1403 (2014). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F17 60B12 60G10 60G15 62E20 PDFBibTeX XMLCite \textit{H. Dehling} et al., Bernoulli 20, No. 3, 1372--1403 (2014; Zbl 1307.60027) Full Text: DOI arXiv Euclid
Coeurjolly, Jean-François; Møller, Jesper Variational approach for spatial point process intensity estimation. (English) Zbl 1400.62208 Bernoulli 20, No. 3, 1097-1125 (2014). MSC: 62M30 60G55 PDFBibTeX XMLCite \textit{J.-F. Coeurjolly} and \textit{J. Møller}, Bernoulli 20, No. 3, 1097--1125 (2014; Zbl 1400.62208) Full Text: DOI arXiv Euclid
Mikosch, Thomas; Zhao, Yuwei A Fourier analysis of extreme events. (English) Zbl 1321.60110 Bernoulli 20, No. 2, 803-845 (2014). MSC: 60G70 62M15 PDFBibTeX XMLCite \textit{T. Mikosch} and \textit{Y. Zhao}, Bernoulli 20, No. 2, 803--845 (2014; Zbl 1321.60110) Full Text: DOI arXiv Euclid
Wang, Qiying; Chan, Nigel Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression. (English) Zbl 1398.60066 Bernoulli 20, No. 1, 207-230 (2014). MSC: 60G42 60F05 60J10 62G05 62G20 62J02 PDFBibTeX XMLCite \textit{Q. Wang} and \textit{N. Chan}, Bernoulli 20, No. 1, 207--230 (2014; Zbl 1398.60066) Full Text: DOI arXiv Euclid
Mikosch, Thomas; Rezapour, Mohsen Stochastic volatility models with possible extremal clustering. (English) Zbl 1286.91144 Bernoulli 19, No. 5A, 1688-1713 (2013). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G30 60G55 91B70 PDFBibTeX XMLCite \textit{T. Mikosch} and \textit{M. Rezapour}, Bernoulli 19, No. 5A, 1688--1713 (2013; Zbl 1286.91144) Full Text: DOI arXiv
Talata, Zsolt Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes. (English) Zbl 1412.62113 Bernoulli 19, No. 3, 846-885 (2013). MSC: 62M05 60F15 60G10 62B10 PDFBibTeX XMLCite \textit{Z. Talata}, Bernoulli 19, No. 3, 846--885 (2013; Zbl 1412.62113) Full Text: DOI arXiv Euclid
Küchler, Uwe; Sørensen, Michael Statistical inference for discrete-time samples from affine stochastic delay differential equations. (English) Zbl 1456.62035 Bernoulli 19, No. 2, 409-425 (2013). MSC: 62F10 62F12 62M10 60H10 PDFBibTeX XMLCite \textit{U. Küchler} and \textit{M. Sørensen}, Bernoulli 19, No. 2, 409--425 (2013; Zbl 1456.62035) Full Text: DOI arXiv Euclid
Fasano, María V.; Maronna, Ricardo A.; Sued, Mariela; Yohai, Víctor J. Continuity and differentiability of regression M functionals. (English) Zbl 1329.62303 Bernoulli 18, No. 4, 1284-1309 (2012). MSC: 62J02 62F12 62F35 60B10 PDFBibTeX XMLCite \textit{M. V. Fasano} et al., Bernoulli 18, No. 4, 1284--1309 (2012; Zbl 1329.62303) Full Text: DOI arXiv Euclid
Alquier, Pierre; Wintenberger, Olivier Model selection for weakly dependent time series forecasting. (English) Zbl 1243.62117 Bernoulli 18, No. 3, 883-913 (2012). MSC: 62M20 62M10 60E15 PDFBibTeX XMLCite \textit{P. Alquier} and \textit{O. Wintenberger}, Bernoulli 18, No. 3, 883--913 (2012; Zbl 1243.62117) Full Text: DOI arXiv Euclid
Xue, Liugen; Wang, Qihua Empirical likelihood for single-index varying-coefficient models. (English) Zbl 1243.62045 Bernoulli 18, No. 3, 836-856 (2012). MSC: 62G05 62G20 62G15 62F12 65C60 PDFBibTeX XMLCite \textit{L. Xue} and \textit{Q. Wang}, Bernoulli 18, No. 3, 836--856 (2012; Zbl 1243.62045) Full Text: DOI arXiv Euclid
Beutner, Eric; Zähle, Henryk Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes. (English) Zbl 1452.62190 Bernoulli 18, No. 3, 803-822 (2012). MSC: 62E20 60F05 60F17 62G20 62G30 PDFBibTeX XMLCite \textit{E. Beutner} and \textit{H. Zähle}, Bernoulli 18, No. 3, 803--822 (2012; Zbl 1452.62190) Full Text: DOI arXiv Euclid
Leucht, Anne Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency. (English) Zbl 1238.62059 Bernoulli 18, No. 2, 552-585 (2012). MSC: 62G20 62G09 62E20 62G10 PDFBibTeX XMLCite \textit{A. Leucht}, Bernoulli 18, No. 2, 552--585 (2012; Zbl 1238.62059) Full Text: DOI arXiv Euclid
Neumann, Michael H. Absolute regularity and ergodicity of Poisson count processes. (English) Zbl 1277.60089 Bernoulli 17, No. 4, 1268-1284 (2011). MSC: 60G55 62M02 60G10 60J10 PDFBibTeX XMLCite \textit{M. H. Neumann}, Bernoulli 17, No. 4, 1268--1284 (2011; Zbl 1277.60089) Full Text: DOI arXiv
Kevei, Péter; Mason, David M. A note on a maximal Bernstein inequality. (English) Zbl 1225.60032 Bernoulli 17, No. 3, 1054-1062 (2011). MSC: 60E15 PDFBibTeX XMLCite \textit{P. Kevei} and \textit{D. M. Mason}, Bernoulli 17, No. 3, 1054--1062 (2011; Zbl 1225.60032) Full Text: DOI arXiv
Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre On nonlinear Markov chain Monte Carlo. (English) Zbl 1241.60037 Bernoulli 17, No. 3, 987-1014 (2011). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 60J22 65C05 65C40 PDFBibTeX XMLCite \textit{C. Andrieu} et al., Bernoulli 17, No. 3, 987--1014 (2011; Zbl 1241.60037) Full Text: DOI arXiv
Barndorff-Nielsen, Ole E.; Basse-O’Connor, Andreas Quasi Ornstein-Uhlenbeck processes. (English) Zbl 1233.60020 Bernoulli 17, No. 3, 916-941 (2011). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G22 60G51 60G10 PDFBibTeX XMLCite \textit{O. E. Barndorff-Nielsen} and \textit{A. Basse-O'Connor}, Bernoulli 17, No. 3, 916--941 (2011; Zbl 1233.60020) Full Text: DOI arXiv
Gordin, Mikhail; Peligrad, Magda On the functional central limit theorem via martingale approximation. (English) Zbl 1284.60070 Bernoulli 17, No. 1, 424-440 (2011). MSC: 60F17 60F05 60G42 60J10 PDFBibTeX XMLCite \textit{M. Gordin} and \textit{M. Peligrad}, Bernoulli 17, No. 1, 424--440 (2011; Zbl 1284.60070) Full Text: DOI arXiv
Lenart, Łukasz Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series. (English) Zbl 1284.62564 Bernoulli 17, No. 1, 290-319 (2011). MSC: 62M10 60F05 62E20 62M15 PDFBibTeX XMLCite \textit{Ł. Lenart}, Bernoulli 17, No. 1, 290--319 (2011; Zbl 1284.62564) Full Text: DOI arXiv
Didier, Gustavo; Pipiras, Vladas Integral representations and properties of operator fractional Brownian motions. (English) Zbl 1284.60079 Bernoulli 17, No. 1, 1-33 (2011). MSC: 60G22 60G10 60G18 PDFBibTeX XMLCite \textit{G. Didier} and \textit{V. Pipiras}, Bernoulli 17, No. 1, 1--33 (2011; Zbl 1284.60079) Full Text: DOI arXiv
Doukhan, Paul; Lang, Gabriel Evaluation for moments of a ratio with application to regression estimation. (English) Zbl 1200.62035 Bernoulli 15, No. 4, 1259-1286 (2009). MSC: 62G08 62M09 60F05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{G. Lang}, Bernoulli 15, No. 4, 1259--1286 (2009; Zbl 1200.62035) Full Text: DOI arXiv
Dette, Holger; Leonenko, Nikolai; Pepelyshev, Andrey; Zhigljavsky, Anatoly Asymptotic optimal designs under long-range dependence error structure. (English) Zbl 1200.62084 Bernoulli 15, No. 4, 1036-1056 (2009); correction ibid. 18, No. 2, 746 (2012). MSC: 62K05 62J05 PDFBibTeX XMLCite \textit{H. Dette} et al., Bernoulli 15, No. 4, 1036--1056 (2009; Zbl 1200.62084) Full Text: DOI arXiv
Davis, Richard A.; Mikosch, Thomas The extremogram: a correlogram for extreme events. (English) Zbl 1200.62104 Bernoulli 15, No. 4, 977-1009 (2009). MSC: 62M10 62G32 62P05 62F05 62M15 PDFBibTeX XMLCite \textit{R. A. Davis} and \textit{T. Mikosch}, Bernoulli 15, No. 4, 977--1009 (2009; Zbl 1200.62104) Full Text: DOI arXiv
Kim, Moosup; Lee, Sangyeol Test for tail index change in stationary time series with Pareto-type marginal distribution. (English) Zbl 1200.62054 Bernoulli 15, No. 2, 325-356 (2009). MSC: 62G32 62M10 62M07 62E20 65C60 62G10 PDFBibTeX XMLCite \textit{M. Kim} and \textit{S. Lee}, Bernoulli 15, No. 2, 325--356 (2009; Zbl 1200.62054) Full Text: DOI arXiv
Butucea, C.; Comte, F. Adaptive estimation of linear functionals in the convolution model and applications. (English) Zbl 1200.62022 Bernoulli 15, No. 1, 69-98 (2009). MSC: 62G05 62M10 62P05 PDFBibTeX XMLCite \textit{C. Butucea} and \textit{F. Comte}, Bernoulli 15, No. 1, 69--98 (2009; Zbl 1200.62022) Full Text: DOI arXiv
Neumann, Michael H.; Paparoditis, Efstathios Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations. (English) Zbl 1155.62058 Bernoulli 14, No. 1, 14-46 (2008). MSC: 62M02 60F05 62M10 62G10 62G09 62G20 PDFBibTeX XMLCite \textit{M. H. Neumann} and \textit{E. Paparoditis}, Bernoulli 14, No. 1, 14--46 (2008; Zbl 1155.62058) Full Text: DOI arXiv
Hörmann, Siegfried Augmented GARCH sequences: Dependence structure and asymptotics. (English) Zbl 1155.62066 Bernoulli 14, No. 2, 543-561 (2008). MSC: 62M10 60F17 62E20 PDFBibTeX XMLCite \textit{S. Hörmann}, Bernoulli 14, No. 2, 543--561 (2008; Zbl 1155.62066) Full Text: DOI arXiv
Bardet, Jean-Marc; Bibi, Hatem; Jouini, Abdellatif Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes. (English) Zbl 1155.62060 Bernoulli 14, No. 3, 691-724 (2008). MSC: 62M09 42C40 60F05 62G05 62G20 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., Bernoulli 14, No. 3, 691--724 (2008; Zbl 1155.62060) Full Text: DOI arXiv
Kulik, Rafał Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes. (English) Zbl 1232.62073 Bernoulli 13, No. 4, 1071-1090 (2007). MSC: 62G20 60F15 62M99 PDFBibTeX XMLCite \textit{R. Kulik}, Bernoulli 13, No. 4, 1071--1090 (2007; Zbl 1232.62073) Full Text: DOI arXiv Euclid
Lu, Zudi; Lundervold, Arvid; Tjøstheim, Dag; Yao, Qiwei Exploring spatial nonlinearity using additive approximation. (English) Zbl 1127.62087 Bernoulli 13, No. 2, 447-472 (2007). MSC: 62M30 62G20 62G07 65C60 PDFBibTeX XMLCite \textit{Z. Lu} et al., Bernoulli 13, No. 2, 447--472 (2007; Zbl 1127.62087) Full Text: DOI arXiv
Marquardt, Tina Fractional Lévy processes with an application to long memory moving average processes. (English) Zbl 1126.60038 Bernoulli 12, No. 6, 1099-1126 (2006). Reviewer: Elisaveta Pancheva (Sofia) MSC: 60G51 62M10 PDFBibTeX XMLCite \textit{T. Marquardt}, Bernoulli 12, No. 6, 1099--1126 (2006; Zbl 1126.60038) Full Text: DOI Euclid
Kallabis, Raoul S.; Neumann, Michael H. An exponential inequality under weak dependence. (English) Zbl 1126.62039 Bernoulli 12, No. 2, 333-350 (2006). MSC: 62G20 60E15 62M09 PDFBibTeX XMLCite \textit{R. S. Kallabis} and \textit{M. H. Neumann}, Bernoulli 12, No. 2, 333--350 (2006; Zbl 1126.62039) Full Text: DOI Euclid
Nobel, Andrew B. Hypothesis testing for families of ergodic processes. (English) Zbl 1099.62097 Bernoulli 12, No. 2, 251-269 (2006). MSC: 62M07 60G10 62M09 60F05 PDFBibTeX XMLCite \textit{A. B. Nobel}, Bernoulli 12, No. 2, 251--269 (2006; Zbl 1099.62097) Full Text: DOI Euclid
Butucea, Cristina; Neumann, Michael H. Exact asymptotics for estimating the marginal density of discretely observed diffusion processes. (English) Zbl 1069.62062 Bernoulli 11, No. 3, 411-444 (2005). MSC: 62M05 62G07 62G20 PDFBibTeX XMLCite \textit{C. Butucea} and \textit{M. H. Neumann}, Bernoulli 11, No. 3, 411--444 (2005; Zbl 1069.62062) Full Text: DOI
Vandekerkhove, Pierre Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models. (English) Zbl 1060.62093 Bernoulli 11, No. 1, 103-129 (2005). MSC: 62M05 62F12 60F15 65C05 62M10 PDFBibTeX XMLCite \textit{P. Vandekerkhove}, Bernoulli 11, No. 1, 103--129 (2005; Zbl 1060.62093) Full Text: DOI