Carbon, Michel; Duchesne, Thierry Multivariate frequency polygon for stationary random fields. (English) Zbl 07819550 Ann. Inst. Stat. Math. 76, No. 2, 263-287 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Carbon} and \textit{T. Duchesne}, Ann. Inst. Stat. Math. 76, No. 2, 263--287 (2024; Zbl 07819550) Full Text: DOI
Kamila, Kare Data-driven model selection for same-realization predictions in autoregressive processes. (English) Zbl 07712153 Ann. Inst. Stat. Math. 75, No. 4, 567-592 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{K. Kamila}, Ann. Inst. Stat. Math. 75, No. 4, 567--592 (2023; Zbl 07712153) Full Text: DOI
Kengne, William; Ngongo, Isidore S. Inference for nonstationary time series of counts with application to change-point problems. (English) Zbl 1497.62239 Ann. Inst. Stat. Math. 74, No. 4, 801-835 (2022). MSC: 62M10 62M20 60G55 PDFBibTeX XMLCite \textit{W. Kengne} and \textit{I. S. Ngongo}, Ann. Inst. Stat. Math. 74, No. 4, 801--835 (2022; Zbl 1497.62239) Full Text: DOI arXiv
Fasen-Hartmann, Vicky; Mayer, Celeste Whittle estimation for continuous-time stationary state space models with finite second moments. (English) Zbl 07502570 Ann. Inst. Stat. Math. 74, No. 2, 233-270 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{V. Fasen-Hartmann} and \textit{C. Mayer}, Ann. Inst. Stat. Math. 74, No. 2, 233--270 (2022; Zbl 07502570) Full Text: DOI
Cui, Yan; Li, Qi; Zhu, Fukang Flexible bivariate Poisson integer-valued GARCH model. (English) Zbl 1467.62142 Ann. Inst. Stat. Math. 72, No. 6, 1449-1477 (2020). Reviewer: Apostolos Batsidis (Ioannina) MSC: 62M10 62H10 62-08 PDFBibTeX XMLCite \textit{Y. Cui} et al., Ann. Inst. Stat. Math. 72, No. 6, 1449--1477 (2020; Zbl 1467.62142) Full Text: DOI
Doukhan, Paul; Grublytė, Ieva; Pommeret, Denys; Reboul, Laurence Comparing the marginal densities of two strictly stationary linear processes. (English) Zbl 1467.62143 Ann. Inst. Stat. Math. 72, No. 6, 1419-1447 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62G10 62M07 60G10 62P10 92B25 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Ann. Inst. Stat. Math. 72, No. 6, 1419--1447 (2020; Zbl 1467.62143) Full Text: DOI
Kim, Byungsoo; Lee, Sangyeol Robust estimation for general integer-valued time series models. (English) Zbl 1466.62388 Ann. Inst. Stat. Math. 72, No. 6, 1371-1396 (2020). MSC: 62M10 62G35 62G32 60F10 62P20 PDFBibTeX XMLCite \textit{B. Kim} and \textit{S. Lee}, Ann. Inst. Stat. Math. 72, No. 6, 1371--1396 (2020; Zbl 1466.62388) Full Text: DOI
Lee, Youngmi; Lee, Sangyeol CUSUM test for general nonlinear integer-valued GARCH models: comparison study. (English) Zbl 1431.62396 Ann. Inst. Stat. Math. 71, No. 5, 1033-1057 (2019). MSC: 62M10 65C05 PDFBibTeX XMLCite \textit{Y. Lee} and \textit{S. Lee}, Ann. Inst. Stat. Math. 71, No. 5, 1033--1057 (2019; Zbl 1431.62396) Full Text: DOI
Guo, Huijun; Liu, Youming Regression estimation under strong mixing data. (English) Zbl 1419.62085 Ann. Inst. Stat. Math. 71, No. 3, 553-576 (2019). MSC: 62G08 62G20 PDFBibTeX XMLCite \textit{H. Guo} and \textit{Y. Liu}, Ann. Inst. Stat. Math. 71, No. 3, 553--576 (2019; Zbl 1419.62085) Full Text: DOI
Liang, Han-Ying; Ould Saïd, Elias A weighted estimator of conditional hazard rate with left-truncated and dependent data. (English) Zbl 1383.62216 Ann. Inst. Stat. Math. 70, No. 1, 155-189 (2018). Reviewer: Denis Sidorov (Irkutsk) MSC: 62N02 62G05 62G07 62G20 62P10 PDFBibTeX XMLCite \textit{H.-Y. Liang} and \textit{E. Ould Saïd}, Ann. Inst. Stat. Math. 70, No. 1, 155--189 (2018; Zbl 1383.62216) Full Text: DOI
Jentsch, Carsten; Leucht, Anne Bootstrapping sample quantiles of discrete data. (English) Zbl 1432.62125 Ann. Inst. Stat. Math. 68, No. 3, 491-539 (2016). MSC: 62G09 60F05 62M10 PDFBibTeX XMLCite \textit{C. Jentsch} and \textit{A. Leucht}, Ann. Inst. Stat. Math. 68, No. 3, 491--539 (2016; Zbl 1432.62125) Full Text: DOI Link
Hwang, Eunju; Shin, Dong Wan Kernel estimators of mode under \(\psi\)-weak dependence. (English) Zbl 1440.62121 Ann. Inst. Stat. Math. 68, No. 2, 301-327 (2016). MSC: 62G07 62G20 62P20 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Ann. Inst. Stat. Math. 68, No. 2, 301--327 (2016; Zbl 1440.62121) Full Text: DOI
Chigansky, P.; Kutoyants, Yu. A. Estimation in threshold autoregressive models with correlated innovations. (English) Zbl 1273.62207 Ann. Inst. Stat. Math. 65, No. 5, 959-992 (2013). MSC: 62M10 62F12 62F15 62E20 62E10 PDFBibTeX XMLCite \textit{P. Chigansky} and \textit{Yu. A. Kutoyants}, Ann. Inst. Stat. Math. 65, No. 5, 959--992 (2013; Zbl 1273.62207) Full Text: DOI arXiv
Prokešová, Michaela; Jensen, Eva B. Vedel Asymptotic Palm likelihood theory for stationary point processes. (English) Zbl 1440.62343 Ann. Inst. Stat. Math. 65, No. 2, 387-412 (2013). MSC: 62M30 60G55 62E20 62G05 62G20 PDFBibTeX XMLCite \textit{M. Prokešová} and \textit{E. B. V. Jensen}, Ann. Inst. Stat. Math. 65, No. 2, 387--412 (2013; Zbl 1440.62343) Full Text: DOI Link
Honda, Toshio Nonparametric quantile regression with heavy-tailed and strongly dependent errors. (English) Zbl 1440.62330 Ann. Inst. Stat. Math. 65, No. 1, 23-47 (2013). MSC: 62M10 62G08 62G20 PDFBibTeX XMLCite \textit{T. Honda}, Ann. Inst. Stat. Math. 65, No. 1, 23--47 (2013; Zbl 1440.62330) Full Text: DOI Link
Liang, Han-Ying; de Uña-Álvarez, Jacobo Empirical likelihood for conditional quantile with left-truncated and dependent data. (English) Zbl 1254.62034 Ann. Inst. Stat. Math. 64, No. 4, 765-790 (2012). MSC: 62G05 62G15 62E20 62G10 62H12 65C60 PDFBibTeX XMLCite \textit{H.-Y. Liang} and \textit{J. de Uña-Álvarez}, Ann. Inst. Stat. Math. 64, No. 4, 765--790 (2012; Zbl 1254.62034) Full Text: DOI
Fokianos, Konstantinos; Tjøstheim, Dag Nonlinear Poisson autoregression. (English) Zbl 1253.62058 Ann. Inst. Stat. Math. 64, No. 6, 1205-1225 (2012). MSC: 62M10 62J02 62F12 65C60 PDFBibTeX XMLCite \textit{K. Fokianos} and \textit{D. Tjøstheim}, Ann. Inst. Stat. Math. 64, No. 6, 1205--1225 (2012; Zbl 1253.62058) Full Text: DOI
Yoshida, Nakahiro Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations. (English) Zbl 1333.62224 Ann. Inst. Stat. Math. 63, No. 3, 431-479 (2011). MSC: 62M40 62M09 60F10 60H10 PDFBibTeX XMLCite \textit{N. Yoshida}, Ann. Inst. Stat. Math. 63, No. 3, 431--479 (2011; Zbl 1333.62224) Full Text: DOI
Liang, Han-Ying; de Uña-Álvarez, Jacobo Asymptotic properties of conditional quantile estimator for censored dependent observations. (English) Zbl 1432.62076 Ann. Inst. Stat. Math. 63, No. 2, 267-289 (2011). MSC: 62G05 60F17 62G20 62G30 PDFBibTeX XMLCite \textit{H.-Y. Liang} and \textit{J. de Uña-Álvarez}, Ann. Inst. Stat. Math. 63, No. 2, 267--289 (2011; Zbl 1432.62076) Full Text: DOI
Munk, Axel; Stockis, Jean-Pierre; Valeinis, Janis; Giese, Götz Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data. (English) Zbl 1441.62224 Ann. Inst. Stat. Math. 63, No. 5, 939-959 (2011). MSC: 62M07 62G10 62M10 62P05 PDFBibTeX XMLCite \textit{A. Munk} et al., Ann. Inst. Stat. Math. 63, No. 5, 939--959 (2011; Zbl 1441.62224) Full Text: DOI Link
Honda, Toshio Nonparametric estimation of conditional medians for linear and related processes. (English) Zbl 1432.62074 Ann. Inst. Stat. Math. 62, No. 6, 995-1021 (2010). MSC: 62G05 62G20 62M10 60G10 PDFBibTeX XMLCite \textit{T. Honda}, Ann. Inst. Stat. Math. 62, No. 6, 995--1021 (2010; Zbl 1432.62074) Full Text: DOI Link
Sancetta, Alessio Bootstrap model selection for possibly dependent and heterogeneous data. (English) Zbl 1440.62144 Ann. Inst. Stat. Math. 62, No. 3, 515-546 (2010). MSC: 62G09 62G08 68T05 PDFBibTeX XMLCite \textit{A. Sancetta}, Ann. Inst. Stat. Math. 62, No. 3, 515--546 (2010; Zbl 1440.62144) Full Text: DOI
Honda, Toshio Nonparametric density estimation for linear processes with infinite variance. (English) Zbl 1332.62123 Ann. Inst. Stat. Math. 61, No. 2, 413-439 (2009). MSC: 62G07 60F05 60E07 62G20 62M10 PDFBibTeX XMLCite \textit{T. Honda}, Ann. Inst. Stat. Math. 61, No. 2, 413--439 (2009; Zbl 1332.62123) Full Text: DOI Link
Chan, Ngai Hang; Zhang, Rongmao M-estimation in nonparametric regression under strong dependence and infinite variance. (English) Zbl 1332.62129 Ann. Inst. Stat. Math. 61, No. 2, 391-411 (2009). MSC: 62G08 62G35 62G20 62M10 60E07 PDFBibTeX XMLCite \textit{N. H. Chan} and \textit{R. Zhang}, Ann. Inst. Stat. Math. 61, No. 2, 391--411 (2009; Zbl 1332.62129) Full Text: DOI
Davydov, Youri; Zitikis, Ričardas On weak convergence of random fields. (English) Zbl 1333.60098 Ann. Inst. Stat. Math. 60, No. 2, 345-365 (2008). MSC: 60G60 60F17 PDFBibTeX XMLCite \textit{Y. Davydov} and \textit{R. Zitikis}, Ann. Inst. Stat. Math. 60, No. 2, 345--365 (2008; Zbl 1333.60098) Full Text: DOI
Chanda, Kamal C. Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes. (English) Zbl 1100.62051 Ann. Inst. Stat. Math. 58, No. 3, 635-646 (2006). MSC: 62G20 60G10 62M99 62D05 PDFBibTeX XMLCite \textit{K. C. Chanda}, Ann. Inst. Stat. Math. 58, No. 3, 635--646 (2006; Zbl 1100.62051) Full Text: DOI
Delouille, Véronique; von Sachs, Rainer Estimation of nonlinear autoregressive models using design-adapted wavelets. (English) Zbl 1083.62085 Ann. Inst. Stat. Math. 57, No. 2, 235-253 (2005). MSC: 62M10 42C40 62G05 PDFBibTeX XMLCite \textit{V. Delouille} and \textit{R. von Sachs}, Ann. Inst. Stat. Math. 57, No. 2, 235--253 (2005; Zbl 1083.62085) Full Text: DOI
Ma, Chunsheng Semiparametric spatio-temporal covariance models with the ARMA temporal margin. (English) Zbl 1083.62092 Ann. Inst. Stat. Math. 57, No. 2, 221-233 (2005). MSC: 62M10 62M40 62M30 PDFBibTeX XMLCite \textit{C. Ma}, Ann. Inst. Stat. Math. 57, No. 2, 221--233 (2005; Zbl 1083.62092) Full Text: DOI
Lahiri, S. N.; Mukherjee, Kanchan Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs. (English) Zbl 1056.62031 Ann. Inst. Stat. Math. 56, No. 2, 225-250 (2004). MSC: 62F12 62M30 62J05 62E20 PDFBibTeX XMLCite \textit{S. N. Lahiri} and \textit{K. Mukherjee}, Ann. Inst. Stat. Math. 56, No. 2, 225--250 (2004; Zbl 1056.62031) Full Text: DOI
Lee, Sangyeol; Na, Okyoung; Na, Seongryong On the cusum of squares test for variance change in nonstationary and nonparametric time series models. (English) Zbl 1049.62051 Ann. Inst. Stat. Math. 55, No. 3, 467-485 (2003). MSC: 62G10 62G08 62M10 PDFBibTeX XMLCite \textit{S. Lee} et al., Ann. Inst. Stat. Math. 55, No. 3, 467--485 (2003; Zbl 1049.62051) Full Text: DOI