Ngatchou-Wandji, Joseph; Ltaifa, Marwa A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection. (English) Zbl 07806013 Stat. Inference Stoch. Process. 27, No. 1, 25-61 (2024). MSC: 62Mxx PDFBibTeX XMLCite \textit{J. Ngatchou-Wandji} and \textit{M. Ltaifa}, Stat. Inference Stoch. Process. 27, No. 1, 25--61 (2024; Zbl 07806013) Full Text: DOI
Kengne, William On consistency for time series model selection. (English) Zbl 07707702 Stat. Inference Stoch. Process. 26, No. 2, 437-458 (2023). MSC: 62M10 62F07 62F12 PDFBibTeX XMLCite \textit{W. Kengne}, Stat. Inference Stoch. Process. 26, No. 2, 437--458 (2023; Zbl 07707702) Full Text: DOI arXiv
Xu, Leshun; Lee, Alan; Lumley, Thomas A functional central limit theorem on non-stationary random fields with nested spatial structure. (English) Zbl 07672045 Stat. Inference Stoch. Process. 26, No. 1, 215-234 (2023). MSC: 62Mxx PDFBibTeX XMLCite \textit{L. Xu} et al., Stat. Inference Stoch. Process. 26, No. 1, 215--234 (2023; Zbl 07672045) Full Text: DOI
Pommeret, Denys; Reboul, Laurence; Yao, Anne-francoise Testing the equality of the laws of two strictly stationary processes. (English) Zbl 07672044 Stat. Inference Stoch. Process. 26, No. 1, 193-214 (2023). MSC: 62Mxx PDFBibTeX XMLCite \textit{D. Pommeret} et al., Stat. Inference Stoch. Process. 26, No. 1, 193--214 (2023; Zbl 07672044) Full Text: DOI
El Kolei, Salima; Navarro, Fabien Contrast estimation for noisy observations of diffusion processes via closed-form density expansions. (English) Zbl 07535464 Stat. Inference Stoch. Process. 25, No. 2, 303-336 (2022). MSC: 62Mxx PDFBibTeX XMLCite \textit{S. El Kolei} and \textit{F. Navarro}, Stat. Inference Stoch. Process. 25, No. 2, 303--336 (2022; Zbl 07535464) Full Text: DOI
Boubacar Maïnassara, Yacouba; Esstafa, Youssef; Saussereau, Bruno Estimating FARIMA models with uncorrelated but non-independent error terms. (English) Zbl 1478.62248 Stat. Inference Stoch. Process. 24, No. 3, 549-608 (2021). MSC: 62M10 62M15 62F12 62P05 PDFBibTeX XMLCite \textit{Y. Boubacar Maïnassara} et al., Stat. Inference Stoch. Process. 24, No. 3, 549--608 (2021; Zbl 1478.62248) Full Text: DOI arXiv HAL
Azrak, Rajae; Mélard, Guy Asymptotic properties of conditional least-squares estimators for array time series. (English) Zbl 1477.62233 Stat. Inference Stoch. Process. 24, No. 3, 525-547 (2021). MSC: 62M10 62H12 62B10 60K35 60G12 PDFBibTeX XMLCite \textit{R. Azrak} and \textit{G. Mélard}, Stat. Inference Stoch. Process. 24, No. 3, 525--547 (2021; Zbl 1477.62233) Full Text: DOI Link
Amorino, Chiara; Gloter, Arnaud Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function. (English) Zbl 1469.62324 Stat. Inference Stoch. Process. 24, No. 1, 61-148 (2021). MSC: 62M05 60J60 60H10 PDFBibTeX XMLCite \textit{C. Amorino} and \textit{A. Gloter}, Stat. Inference Stoch. Process. 24, No. 1, 61--148 (2021; Zbl 1469.62324) Full Text: DOI arXiv HAL
Slaoui, Yousri Recursive nonparametric regression estimation for dependent strong mixing functional data. (English) Zbl 1465.62076 Stat. Inference Stoch. Process. 23, No. 3, 665-697 (2020). MSC: 62G08 62R10 62L20 PDFBibTeX XMLCite \textit{Y. Slaoui}, Stat. Inference Stoch. Process. 23, No. 3, 665--697 (2020; Zbl 1465.62076) Full Text: DOI
Ivanov, A. V.; Leonenko, N. N.; Orlovskyi, I. V. On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models. (English) Zbl 1436.62429 Stat. Inference Stoch. Process. 23, No. 1, 129-169 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62M15 62J02 60G65 PDFBibTeX XMLCite \textit{A. V. Ivanov} et al., Stat. Inference Stoch. Process. 23, No. 1, 129--169 (2020; Zbl 1436.62429) Full Text: DOI arXiv
Ngatchou-Wandji, Joseph; Puri, Madan L.; Harel, Michel; Elharfaoui, Echarif Testing nonstationary and absolutely regular nonlinear time series models. (English) Zbl 1431.62404 Stat. Inference Stoch. Process. 22, No. 3, 557-593 (2019). MSC: 62M10 60F17 62J02 PDFBibTeX XMLCite \textit{J. Ngatchou-Wandji} et al., Stat. Inference Stoch. Process. 22, No. 3, 557--593 (2019; Zbl 1431.62404) Full Text: DOI
Karcher, Wolfgang; Roth, Stefan; Spodarev, Evgeny; Walk, Corinna An inverse problem for infinitely divisible moving average random fields. (English) Zbl 1425.62130 Stat. Inference Stoch. Process. 22, No. 2, 263-306 (2019). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M40 62G08 62G05 60G51 PDFBibTeX XMLCite \textit{W. Karcher} et al., Stat. Inference Stoch. Process. 22, No. 2, 263--306 (2019; Zbl 1425.62130) Full Text: DOI arXiv
Steland, Ansgar Asymptotics for random functions moderated by dependent noise. (English) Zbl 1350.60035 Stat. Inference Stoch. Process. 19, No. 3, 363-387 (2016). MSC: 60F17 60F05 62E20 60G40 62L10 PDFBibTeX XMLCite \textit{A. Steland}, Stat. Inference Stoch. Process. 19, No. 3, 363--387 (2016; Zbl 1350.60035) Full Text: DOI
Kitromilidou, Stella; Fokianos, Konstantinos Mallows’ quasi-likelihood estimation for log-linear Poisson autoregressions. (English) Zbl 1349.62409 Stat. Inference Stoch. Process. 19, No. 3, 337-361 (2016). MSC: 62M10 62F35 PDFBibTeX XMLCite \textit{S. Kitromilidou} and \textit{K. Fokianos}, Stat. Inference Stoch. Process. 19, No. 3, 337--361 (2016; Zbl 1349.62409) Full Text: DOI
Wieczorek, Barbara Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations. (English) Zbl 1356.62058 Stat. Inference Stoch. Process. 19, No. 1, 111-129 (2016). MSC: 62G09 60F05 60F17 62E20 62G20 PDFBibTeX XMLCite \textit{B. Wieczorek}, Stat. Inference Stoch. Process. 19, No. 1, 111--129 (2016; Zbl 1356.62058) Full Text: DOI
Guyon, Xavier; Hardouin, Cécile Misparametrization subsets for penalized least squares model selection. (English) Zbl 1306.62071 Stat. Inference Stoch. Process. 17, No. 3, 283-294 (2014). MSC: 62F12 62M10 62P12 PDFBibTeX XMLCite \textit{X. Guyon} and \textit{C. Hardouin}, Stat. Inference Stoch. Process. 17, No. 3, 283--294 (2014; Zbl 1306.62071) Full Text: DOI HAL
Bibi, Abdelouahab; Kimouche, Karima On stationarity and second-order properties of bilinear random fields. (English) Zbl 1306.60057 Stat. Inference Stoch. Process. 17, No. 3, 221-244 (2014). MSC: 60G60 60G15 60G10 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{K. Kimouche}, Stat. Inference Stoch. Process. 17, No. 3, 221--244 (2014; Zbl 1306.60057) Full Text: DOI
Ngatchou-Wandji, Joseph; Harel, Michel A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models. (English) Zbl 1292.62130 Stat. Inference Stoch. Process. 16, No. 3, 207-236 (2013). MSC: 62M10 60F17 62G10 PDFBibTeX XMLCite \textit{J. Ngatchou-Wandji} and \textit{M. Harel}, Stat. Inference Stoch. Process. 16, No. 3, 207--236 (2013; Zbl 1292.62130) Full Text: DOI
Chan, Ngai Hang; Kutoyants, Yury A. On parameter estimation of threshold autoregressive models. (English) Zbl 1236.62099 Stat. Inference Stoch. Process. 15, No. 1, 81-104 (2012). MSC: 62M10 62F15 62F12 62E20 65C60 PDFBibTeX XMLCite \textit{N. H. Chan} and \textit{Y. A. Kutoyants}, Stat. Inference Stoch. Process. 15, No. 1, 81--104 (2012; Zbl 1236.62099) Full Text: DOI arXiv
Breton, Jean-Christophe; Coeurjolly, Jean-François Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size. (English) Zbl 1236.62096 Stat. Inference Stoch. Process. 15, No. 1, 1-26 (2012). MSC: 62M05 60G22 65C60 PDFBibTeX XMLCite \textit{J.-C. Breton} and \textit{J.-F. Coeurjolly}, Stat. Inference Stoch. Process. 15, No. 1, 1--26 (2012; Zbl 1236.62096) Full Text: DOI arXiv
El Machkouri, Mohamed Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields. (English) Zbl 1274.62235 Stat. Inference Stoch. Process. 14, No. 1, 73-84 (2011). MSC: 62G05 62G07 60G60 PDFBibTeX XMLCite \textit{M. El Machkouri}, Stat. Inference Stoch. Process. 14, No. 1, 73--84 (2011; Zbl 1274.62235) Full Text: DOI arXiv
Küchler, Uwe; Sørensen, Michael A simple estimator for discrete-time samples from affine stochastic delay differential equations. (English) Zbl 1209.62198 Stat. Inference Stoch. Process. 13, No. 2, 125-132 (2010). MSC: 62M09 62M99 60H30 34K50 PDFBibTeX XMLCite \textit{U. Küchler} and \textit{M. Sørensen}, Stat. Inference Stoch. Process. 13, No. 2, 125--132 (2010; Zbl 1209.62198) Full Text: DOI
Bensaïd, Nadia; Dabo-Niang, Sophie Frequency polygons for continuous random fields. (English) Zbl 1205.62142 Stat. Inference Stoch. Process. 13, No. 1, 55-80 (2010). MSC: 62M40 62M30 62G07 62G20 PDFBibTeX XMLCite \textit{N. Bensaïd} and \textit{S. Dabo-Niang}, Stat. Inference Stoch. Process. 13, No. 1, 55--80 (2010; Zbl 1205.62142) Full Text: DOI
Doukhan, Paul; Fermanian, Jean-David; Lang, Gabriel An empirical central limit theorem with applications to copulas under weak dependence. (English) Zbl 1333.62207 Stat. Inference Stoch. Process. 12, No. 1, 65-87 (2009). MSC: 62M10 62G07 60F17 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Inference Stoch. Process. 12, No. 1, 65--87 (2009; Zbl 1333.62207) Full Text: DOI
Sancetta, Alessio Strong law of large numbers for pairwise positive quadrant dependent random variables. (English) Zbl 1205.60065 Stat. Inference Stoch. Process. 12, No. 1, 55-64 (2009). MSC: 60F15 PDFBibTeX XMLCite \textit{A. Sancetta}, Stat. Inference Stoch. Process. 12, No. 1, 55--64 (2009; Zbl 1205.60065) Full Text: DOI
Schick, Anton; Wefelmeyer, Wolfgang Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes. (English) Zbl 1204.62151 Stat. Inference Stoch. Process. 11, No. 3, 281-310 (2008). MSC: 62M09 62G07 60F17 62G20 62M10 PDFBibTeX XMLCite \textit{A. Schick} and \textit{W. Wefelmeyer}, Stat. Inference Stoch. Process. 11, No. 3, 281--310 (2008; Zbl 1204.62151) Full Text: DOI
Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael A functional limit theorem for \(\eta \)-weakly dependent processes and its applications. (English) Zbl 1204.60026 Stat. Inference Stoch. Process. 11, No. 3, 265-280 (2008). MSC: 60F05 62F12 62M10 60F17 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., Stat. Inference Stoch. Process. 11, No. 3, 265--280 (2008; Zbl 1204.60026) Full Text: DOI HAL
van Zanten, Harry; Zareba, Pawel A note on wavelet density deconvolution for weakly dependent data. (English) Zbl 1204.62051 Stat. Inference Stoch. Process. 11, No. 2, 207-219 (2008). MSC: 62G05 42C40 62G20 62P05 PDFBibTeX XMLCite \textit{H. van Zanten} and \textit{P. Zareba}, Stat. Inference Stoch. Process. 11, No. 2, 207--219 (2008; Zbl 1204.62051) Full Text: DOI
Lardjane, Salim Nonparametric density estimation for nonmixing approximable stochastic processes. (English) Zbl 1131.62029 Stat. Inference Stoch. Process. 10, No. 3, 209-221 (2007). MSC: 62G07 62M09 62M10 PDFBibTeX XMLCite \textit{S. Lardjane}, Stat. Inference Stoch. Process. 10, No. 3, 209--221 (2007; Zbl 1131.62029) Full Text: DOI
Lavancier, Frédéric Invariance principles for non-isotropic long memory random fields. (English) Zbl 1143.62058 Stat. Inference Stoch. Process. 10, No. 3, 255-282 (2007). Reviewer: Alexander V. Bulinski (Moskva) MSC: 62M40 60F17 60G60 62M20 62M15 60F05 PDFBibTeX XMLCite \textit{F. Lavancier}, Stat. Inference Stoch. Process. 10, No. 3, 255--282 (2007; Zbl 1143.62058) Full Text: DOI
El Machkouri, Mohamed Nonparametric regression estimation for random fields in a fixed-design. (English) Zbl 1110.62052 Stat. Inference Stoch. Process. 10, No. 1, 29-47 (2007). MSC: 62G08 62M40 62G20 PDFBibTeX XMLCite \textit{M. El Machkouri}, Stat. Inference Stoch. Process. 10, No. 1, 29--47 (2007; Zbl 1110.62052) Full Text: DOI arXiv HAL