Ayache, Antoine; Bouly, Florent Uniformly and strongly consistent estimation for the random Hurst function of a multifractional process. (English) Zbl 07799702 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1587-1614 (2023). MSC: 60G22 62G05 60H07 PDFBibTeX XMLCite \textit{A. Ayache} and \textit{F. Bouly}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1587--1614 (2023; Zbl 07799702) Full Text: Link
Doukhan, Paul; Khan, Naushad Mamode; Neumann, Michael H. Mixing properties of integer-valued GARCH processes. (English) Zbl 1464.62380 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 401-420 (2021). MSC: 62M10 60J10 PDFBibTeX XMLCite \textit{P. Doukhan} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 401--420 (2021; Zbl 1464.62380) Full Text: Link
Roueff, Françcois; Sánchez-Pérez, Andrés Prediction of weakly locally stationary processes by auto-regression. (English) Zbl 1404.62094 ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 2, 1215-1239 (2018). MSC: 62M20 62M10 PDFBibTeX XMLCite \textit{F. Roueff} and \textit{A. Sánchez-Pérez}, ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 2, 1215--1239 (2018; Zbl 1404.62094) Full Text: arXiv Link