Wang, Tao Nonlinear kernel mode-based regression for dependent data. (English) Zbl 07804896 J. Time Ser. Anal. 45, No. 2, 189-213 (2024). MSC: 62Mxx PDFBibTeX XMLCite \textit{T. Wang}, J. Time Ser. Anal. 45, No. 2, 189--213 (2024; Zbl 07804896) Full Text: DOI
Bardet, Jean-Marc A new estimator for LARCH processes. (English) Zbl 07786781 J. Time Ser. Anal. 45, No. 1, 103-132 (2024). MSC: 62Mxx 62F12 62M10 91B84 PDFBibTeX XMLCite \textit{J.-M. Bardet}, J. Time Ser. Anal. 45, No. 1, 103--132 (2024; Zbl 07786781) Full Text: DOI arXiv
Aknouche, Abdelhakim; Scotto, Manuel G. A multiplicative thinning-based integer-valued GARCH model. (English) Zbl 07786777 J. Time Ser. Anal. 45, No. 1, 4-26 (2024). MSC: 62Mxx 62M10 62M20 62F12 62P05 60G10 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{M. G. Scotto}, J. Time Ser. Anal. 45, No. 1, 4--26 (2024; Zbl 07786777) Full Text: DOI
Tavakoli, Shahin; Nisol, Gilles; Hallin, Marc Factor models for high-dimensional functional time series. II: Estimation and forecasting. (English) Zbl 07731496 J. Time Ser. Anal. 44, No. 5-6, 601-621 (2023). MSC: 62Mxx 62M10 62H25 60G10 62P05 PDFBibTeX XMLCite \textit{S. Tavakoli} et al., J. Time Ser. Anal. 44, No. 5--6, 601--621 (2023; Zbl 07731496) Full Text: DOI
Davis, Richard A.; Fernandes, Leon; Fokianos, Konstantinos Clustering multivariate time series using energy distance. (English) Zbl 07731491 J. Time Ser. Anal. 44, No. 5-6, 487-504 (2023). MSC: 62Mxx 62M10 62H30 62H20 62H12 PDFBibTeX XMLCite \textit{R. A. Davis} et al., J. Time Ser. Anal. 44, No. 5--6, 487--504 (2023; Zbl 07731491) Full Text: DOI arXiv
Piancastelli, Luiza S. C.; Barreto-Souza, Wagner; Ombao, Hernando Flexible bivariate INGARCH process with a broad range of contemporaneous correlation. (English) Zbl 07731468 J. Time Ser. Anal. 44, No. 2, 206-222 (2023). MSC: 62Mxx 62M10 62F10 62F12 PDFBibTeX XMLCite \textit{L. S. C. Piancastelli} et al., J. Time Ser. Anal. 44, No. 2, 206--222 (2023; Zbl 07731468) Full Text: DOI arXiv
Romano, Joseph P.; Tirlea, Marius A. Permutation testing for dependence in time series. (English) Zbl 07730965 J. Time Ser. Anal. 43, No. 5, 781-807 (2022). MSC: 62Mxx 62G10 62M10 PDFBibTeX XMLCite \textit{J. P. Romano} and \textit{M. A. Tirlea}, J. Time Ser. Anal. 43, No. 5, 781--807 (2022; Zbl 07730965) Full Text: DOI arXiv
Bravo, Francesco Misspecified semiparametric model selection with weakly dependent observations. (English) Zbl 07570755 J. Time Ser. Anal. 43, No. 4, 558-586 (2022). MSC: 62Mxx 62E20 62M10 PDFBibTeX XMLCite \textit{F. Bravo}, J. Time Ser. Anal. 43, No. 4, 558--586 (2022; Zbl 07570755) Full Text: DOI
Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. Regularized estimation of high-dimensional vector autoregressions with weakly dependent innovations. (English) Zbl 07570754 J. Time Ser. Anal. 43, No. 4, 532-557 (2022). MSC: 62Mxx 62M10 PDFBibTeX XMLCite \textit{R. P. Masini} et al., J. Time Ser. Anal. 43, No. 4, 532--557 (2022; Zbl 07570754) Full Text: DOI arXiv
Chan, Ngai Hang; Gao, Linhao; Palma, Wilfredo Simultaneous variable selection and structural identification for time-varying coefficient models. (English) Zbl 07570753 J. Time Ser. Anal. 43, No. 4, 511-531 (2022). MSC: 62Mxx 62M10 PDFBibTeX XMLCite \textit{N. H. Chan} et al., J. Time Ser. Anal. 43, No. 4, 511--531 (2022; Zbl 07570753) Full Text: DOI
Xu, Yue; Zhu, Fukang A new GJR-GARCH model for \(\mathbb{Z}\)-valued time series. (English) Zbl 07569204 J. Time Ser. Anal. 43, No. 3, 490-500 (2022). MSC: 62Mxx 62M10 62M05 PDFBibTeX XMLCite \textit{Y. Xu} and \textit{F. Zhu}, J. Time Ser. Anal. 43, No. 3, 490--500 (2022; Zbl 07569204) Full Text: DOI
Liu, Mengya; Zhu, Fukang; Zhu, Ke Modeling normalcy-dominant ordinal time series: an application to air quality level. (English) Zbl 07569202 J. Time Ser. Anal. 43, No. 3, 460-478 (2022). MSC: 62Mxx 62M10 37M10 PDFBibTeX XMLCite \textit{M. Liu} et al., J. Time Ser. Anal. 43, No. 3, 460--478 (2022; Zbl 07569202) Full Text: DOI
Aknouche, Abdelhakim; Francq, Christian Stationarity and ergodicity of Markov switching positive conditional mean models. (English) Zbl 07569201 J. Time Ser. Anal. 43, No. 3, 436-459 (2022). MSC: 62Mxx 37M10 60G10 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{C. Francq}, J. Time Ser. Anal. 43, No. 3, 436--459 (2022; Zbl 07569201) Full Text: DOI Link
Jentsch, Carsten; Reichmann, Lena Generalized binary vector autoregressive processes. (English) Zbl 1493.62527 J. Time Ser. Anal. 43, No. 2, 285-311 (2022). MSC: 62M10 62H12 62F40 62M20 PDFBibTeX XMLCite \textit{C. Jentsch} and \textit{L. Reichmann}, J. Time Ser. Anal. 43, No. 2, 285--311 (2022; Zbl 1493.62527) Full Text: DOI
Hu, Xiaofei; Andrews, Beth Integer-valued asymmetric GARCH modeling. (English) Zbl 1476.62185 J. Time Ser. Anal. 42, No. 5-6, 737-751 (2021). MSC: 62M10 62E20 62F12 PDFBibTeX XMLCite \textit{X. Hu} and \textit{B. Andrews}, J. Time Ser. Anal. 42, No. 5--6, 737--751 (2021; Zbl 1476.62185) Full Text: DOI
Davis, Richard A.; do Rêgo Sousa, Thiago; Klüppelberg, Claudia Indirect inference for time series using the empirical characteristic function and control variates. (English) Zbl 1476.62181 J. Time Ser. Anal. 42, No. 5-6, 653-684 (2021). MSC: 62M10 62E20 62G20 65C05 PDFBibTeX XMLCite \textit{R. A. Davis} et al., J. Time Ser. Anal. 42, No. 5--6, 653--684 (2021; Zbl 1476.62181) Full Text: DOI arXiv
Das, Sourav; Rao, Suhasini Subba; Yang, Junho Spectral methods for small sample time series: a complete periodogram approach. (English) Zbl 1476.62180 J. Time Ser. Anal. 42, No. 5-6, 597-621 (2021). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{S. Das} et al., J. Time Ser. Anal. 42, No. 5--6, 597--621 (2021; Zbl 1476.62180) Full Text: DOI arXiv
Braumann, Alexander; Kreiss, Jens-Peter; Meyer, Marco Simultaneous inference for autocovariances based on autoregressive sieve bootstrap. (English) Zbl 1476.62179 J. Time Ser. Anal. 42, No. 5-6, 534-553 (2021). MSC: 62M10 62G09 62G15 PDFBibTeX XMLCite \textit{A. Braumann} et al., J. Time Ser. Anal. 42, No. 5--6, 534--553 (2021; Zbl 1476.62179) Full Text: DOI
Parente, Paulo M. D. C.; Smith, Richard J. Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models. (English) Zbl 1469.62346 J. Time Ser. Anal. 42, No. 4, 377-405 (2021). MSC: 62M10 62G09 PDFBibTeX XMLCite \textit{P. M. D. C. Parente} and \textit{R. J. Smith}, J. Time Ser. Anal. 42, No. 4, 377--405 (2021; Zbl 1469.62346) Full Text: DOI
Makogin, Vitalii; Oesting, Marco; Rapp, Albert; Spodarev, Evgeny Long range dependence for stable random processes. (English) Zbl 1484.60041 J. Time Ser. Anal. 42, No. 2, 161-185 (2021). MSC: 60G10 60G52 60G70 PDFBibTeX XMLCite \textit{V. Makogin} et al., J. Time Ser. Anal. 42, No. 2, 161--185 (2021; Zbl 1484.60041) Full Text: DOI arXiv
Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph Mixtures of nonlinear Poisson autoregressions. (English) Zbl 1468.62334 J. Time Ser. Anal. 42, No. 1, 107-135 (2021). MSC: 62M10 62B10 60G15 60B12 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Time Ser. Anal. 42, No. 1, 107--135 (2021; Zbl 1468.62334) Full Text: DOI Link
Gösmann, Josua; Kley, Tobias; Dette, Holger A new approach for open-end sequential change point monitoring. (English) Zbl 1468.62338 J. Time Ser. Anal. 42, No. 1, 63-84 (2021). MSC: 62M10 62H15 62L12 62G10 PDFBibTeX XMLCite \textit{J. Gösmann} et al., J. Time Ser. Anal. 42, No. 1, 63--84 (2021; Zbl 1468.62338) Full Text: DOI arXiv
Efromovich, Sam Missing not at random and the nonparametric estimation of the spectral density. (English) Zbl 1458.62197 J. Time Ser. Anal. 41, No. 5, 652-675 (2020). Reviewer: Frank Werner (Würzburg) MSC: 62M10 62G07 62M15 62M30 62D10 62P10 PDFBibTeX XMLCite \textit{S. Efromovich}, J. Time Ser. Anal. 41, No. 5, 652--675 (2020; Zbl 1458.62197) Full Text: DOI
Silva, Rodrigo B.; Barreto-Souza, Wagner Flexible and robust mixed Poisson INGARCH models. (English) Zbl 1431.62350 J. Time Ser. Anal. 40, No. 5, 788-814 (2019). MSC: 62M09 62M10 62P10 PDFBibTeX XMLCite \textit{R. B. Silva} and \textit{W. Barreto-Souza}, J. Time Ser. Anal. 40, No. 5, 788--814 (2019; Zbl 1431.62350) Full Text: DOI
Lahiri, Soumendra N.; Das, Ujjwal; Nordman, Daniel J. Empirical likelihood for a long range dependent process subordinated to a Gaussian process. (English) Zbl 1421.62124 J. Time Ser. Anal. 40, No. 4, 447-466 (2019). MSC: 62M10 62E20 62J05 60G15 60F10 PDFBibTeX XMLCite \textit{S. N. Lahiri} et al., J. Time Ser. Anal. 40, No. 4, 447--466 (2019; Zbl 1421.62124) Full Text: DOI
Efromovich, Sam On two-stage estimation of the spectral density with assigned risk in presence of missing data. (English) Zbl 1425.62118 J. Time Ser. Anal. 40, No. 2, 203-224 (2019). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62L12 62L10 62H10 62M10 PDFBibTeX XMLCite \textit{S. Efromovich}, J. Time Ser. Anal. 40, No. 2, 203--224 (2019; Zbl 1425.62118) Full Text: DOI
Tewes, Johannes Block bootstrap for the empirical process of long-range dependent data. (English) Zbl 1416.62239 J. Time Ser. Anal. 39, No. 1, 28-53 (2018). MSC: 62G09 62G10 PDFBibTeX XMLCite \textit{J. Tewes}, J. Time Ser. Anal. 39, No. 1, 28--53 (2018; Zbl 1416.62239) Full Text: DOI arXiv
Grublytė, Ieva; Surgailis, Donatas; Škarnulis, Andrius QMLE for quadratic ARCH model with long memory. (English) Zbl 1367.62061 J. Time Ser. Anal. 38, No. 4, 535-551 (2017). MSC: 62F12 62M10 62P20 PDFBibTeX XMLCite \textit{I. Grublytė} et al., J. Time Ser. Anal. 38, No. 4, 535--551 (2017; Zbl 1367.62061) Full Text: DOI
Didier, Gustavo; Zhang, Kui The asymptotic distribution of the pathwise mean squared displacement in single particle tracking experiments. (English) Zbl 1370.92039 J. Time Ser. Anal. 38, No. 3, 395-416 (2017). MSC: 92C35 62P10 82B31 74F10 60G22 PDFBibTeX XMLCite \textit{G. Didier} and \textit{K. Zhang}, J. Time Ser. Anal. 38, No. 3, 395--416 (2017; Zbl 1370.92039) Full Text: DOI arXiv
Jesus, Joao; Chandler, Richard E. Inference with the Whittle likelihood: a tractable approach using estimating functions. (English) Zbl 1360.62458 J. Time Ser. Anal. 38, No. 2, 204-224 (2017). MSC: 62M10 62M15 62E20 62F12 PDFBibTeX XMLCite \textit{J. Jesus} and \textit{R. E. Chandler}, J. Time Ser. Anal. 38, No. 2, 204--224 (2017; Zbl 1360.62458) Full Text: DOI Link
Jach, Agnieszka; McElroy, Tucker S.; Politis, Dimitris N. Corrigendum to: “Subsampling inference for the mean of heavy-tailed long-memory time series”. (English) Zbl 1416.62499 J. Time Ser. Anal. 37, No. 5, 713-720 (2016). MSC: 62M10 62M09 62G32 62P30 PDFBibTeX XMLCite \textit{A. Jach} et al., J. Time Ser. Anal. 37, No. 5, 713--720 (2016; Zbl 1416.62499) Full Text: DOI
Ahmad, Ali; Francq, Christian Poisson QMLE of count time series models. (English) Zbl 1381.62244 J. Time Ser. Anal. 37, No. 3, 291-314 (2016). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{A. Ahmad} and \textit{C. Francq}, J. Time Ser. Anal. 37, No. 3, 291--314 (2016; Zbl 1381.62244) Full Text: DOI Link
Cheng, Raymond; Harris, Charles B. Mixed-norm spaces and prediction of \(\mathrm{S}\alpha\mathrm{S}\) moving averages. (English) Zbl 1334.60059 J. Time Ser. Anal. 36, No. 6, 853-875 (2015). Reviewer: Vjacheslav Vasiliev (Tomsk) MSC: 60G25 60G52 62M20 62M10 46N30 46E35 PDFBibTeX XMLCite \textit{R. Cheng} and \textit{C. B. Harris}, J. Time Ser. Anal. 36, No. 6, 853--875 (2015; Zbl 1334.60059) Full Text: DOI
Grose, Simone D.; Martin, Gael M.; Poskitt, Donald S. Bias correction of persistence measures in fractionally integrated models. (English) Zbl 1329.62377 J. Time Ser. Anal. 36, No. 5, 721-740 (2015). MSC: 62M10 62G20 62G09 PDFBibTeX XMLCite \textit{S. D. Grose} et al., J. Time Ser. Anal. 36, No. 5, 721--740 (2015; Zbl 1329.62377) Full Text: DOI arXiv
Gonçalves, E.; Mendes-Lopes, N.; Silva, F. Infinitely divisible distributions in integer-valued GARCH models. (English) Zbl 1325.62165 J. Time Ser. Anal. 36, No. 4, 503-527 (2015). MSC: 62M10 PDFBibTeX XMLCite \textit{E. Gonçalves} et al., J. Time Ser. Anal. 36, No. 4, 503--527 (2015; Zbl 1325.62165) Full Text: DOI Link
Bertail, Patrice; Clémençon, Stéphan; Tressou, Jessica Bootstrapping robust statistics for Markovian data applications to regenerative \(R\)-statistics and \(L\)-statistics. (English) Zbl 1325.62161 J. Time Ser. Anal. 36, No. 3, 462-480 (2015). MSC: 62M10 62F40 62F35 62F05 PDFBibTeX XMLCite \textit{P. Bertail} et al., J. Time Ser. Anal. 36, No. 3, 462--480 (2015; Zbl 1325.62161) Full Text: DOI
Gregory, Karl B.; Lahiri, Soumendra N.; Nordman, Daniel J. A smooth block bootstrap for statistical functionals and time series. (English) Zbl 1325.62166 J. Time Ser. Anal. 36, No. 3, 442-461 (2015). MSC: 62M10 62F40 PDFBibTeX XMLCite \textit{K. B. Gregory} et al., J. Time Ser. Anal. 36, No. 3, 442--461 (2015; Zbl 1325.62166) Full Text: DOI
Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, Michael H. Dependent wild bootstrap for the empirical process. (English) Zbl 1325.62065 J. Time Ser. Anal. 36, No. 3, 290-314 (2015). MSC: 62F40 62M10 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Time Ser. Anal. 36, No. 3, 290--314 (2015; Zbl 1325.62065) Full Text: DOI Link
Kalliovirta, Leena; Meitz, Mika; Saikkonen, Pentti A Gaussian mixture autoregressive model for univariate time series. (English) Zbl 1320.62201 J. Time Ser. Anal. 36, No. 2, 247-266 (2015). MSC: 62M10 PDFBibTeX XMLCite \textit{L. Kalliovirta} et al., J. Time Ser. Anal. 36, No. 2, 247--266 (2015; Zbl 1320.62201) Full Text: DOI Link
Kechagias, Stefanos; Pipiras, Vladas Definitions and representations of multivariate long-range dependent time series. (English) Zbl 1308.62173 J. Time Ser. Anal. 36, No. 1, 1-25 (2015). MSC: 62M10 62M15 60G22 42A16 PDFBibTeX XMLCite \textit{S. Kechagias} and \textit{V. Pipiras}, J. Time Ser. Anal. 36, No. 1, 1--25 (2015; Zbl 1308.62173) Full Text: DOI
Elsaied, Hanan; Fried, Roland Robust fitting of INARCH models. (English) Zbl 1311.62144 J. Time Ser. Anal. 35, No. 6, 517-535 (2014). MSC: 62M10 62F35 62P10 PDFBibTeX XMLCite \textit{H. Elsaied} and \textit{R. Fried}, J. Time Ser. Anal. 35, No. 6, 517--535 (2014; Zbl 1311.62144) Full Text: DOI
Blasques, Francisco Transformed polynomials for nonlinear autoregressive models of the conditional mean. (English) Zbl 1302.62191 J. Time Ser. Anal. 35, No. 3, 218-238 (2014). MSC: 62M10 62P20 62P30 PDFBibTeX XMLCite \textit{F. Blasques}, J. Time Ser. Anal. 35, No. 3, 218--238 (2014; Zbl 1302.62191) Full Text: DOI Link
Christou, Vasiliki; Fokianos, Konstantinos Quasi-likelihood inference for negative binomial time series models. (English) Zbl 1301.62084 J. Time Ser. Anal. 35, No. 1, 55-78 (2014). MSC: 62M10 62J12 62J20 62M09 62F10 PDFBibTeX XMLCite \textit{V. Christou} and \textit{K. Fokianos}, J. Time Ser. Anal. 35, No. 1, 55--78 (2014; Zbl 1301.62084) Full Text: DOI
Zhao, Zhibiao; Zhang, Yiyun; Li, Runze Non-parametric estimation under strong dependence. (English) Zbl 1301.62044 J. Time Ser. Anal. 35, No. 1, 4-15 (2014). MSC: 62G08 62G05 62G20 62M10 PDFBibTeX XMLCite \textit{Z. Zhao} et al., J. Time Ser. Anal. 35, No. 1, 4--15 (2014; Zbl 1301.62044) Full Text: DOI Link
Bai, Shuyang; Taqqu, Murad S. Multivariate limit theorems in the context of long-range dependence. (English) Zbl 1291.62160 J. Time Ser. Anal. 34, No. 6, 717-743 (2013). Reviewer: Pedro A. Morettin (São Paulo) MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, J. Time Ser. Anal. 34, No. 6, 717--743 (2013; Zbl 1291.62160) Full Text: DOI arXiv
Ristić, Miroslav M.; Nastić, Aleksandar S.; Miletić Ilić, Ana V. A geometric time series model with dependent Bernoulli counting series. (English) Zbl 1275.62068 J. Time Ser. Anal. 34, No. 4, 466-476 (2013). MSC: 62M10 62F10 62F12 62P25 PDFBibTeX XMLCite \textit{M. M. Ristić} et al., J. Time Ser. Anal. 34, No. 4, 466--476 (2013; Zbl 1275.62068) Full Text: DOI
Neumeyer, Natalie; Selk, Leonie A note on non-parametric testing for Gaussian innovations in AR-ARCH models. (English) Zbl 1273.62218 J. Time Ser. Anal. 34, No. 3, 362-367 (2013). MSC: 62M10 62G10 PDFBibTeX XMLCite \textit{N. Neumeyer} and \textit{L. Selk}, J. Time Ser. Anal. 34, No. 3, 362--367 (2013; Zbl 1273.62218) Full Text: DOI arXiv
Aue, Alexander; Horváth, Lajos Structural breaks in time series. (English) Zbl 1274.62553 J. Time Ser. Anal. 34, No. 1, 1-16 (2013). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{A. Aue} and \textit{L. Horváth}, J. Time Ser. Anal. 34, No. 1, 1--16 (2013; Zbl 1274.62553) Full Text: DOI
Kirch, Claudia; Kamgaing, Joseph Tadjuidje Testing for parameter stability in nonlinear autoregressive models. (English) Zbl 1301.62088 J. Time Ser. Anal. 33, No. 3, 365-385 (2012). MSC: 62M10 62M45 62G10 62G08 62L10 62P20 PDFBibTeX XMLCite \textit{C. Kirch} and \textit{J. T. Kamgaing}, J. Time Ser. Anal. 33, No. 3, 365--385 (2012; Zbl 1301.62088) Full Text: DOI
Baek, Changryong; Pipiras, Vladas Statistical tests for a single change in mean against long-range dependence. (English) Zbl 1300.62065 J. Time Ser. Anal. 33, No. 1, 131-151 (2012). MSC: 62M10 62M07 60G18 62M09 PDFBibTeX XMLCite \textit{C. Baek} and \textit{V. Pipiras}, J. Time Ser. Anal. 33, No. 1, 131--151 (2012; Zbl 1300.62065) Full Text: DOI
Jach, Agnieszka; McElroy, Tucker; Politis, Dimitris N. Subsampling inference for the mean of heavy-tailed long-memory time series. (English) Zbl 1300.62075 J. Time Ser. Anal. 33, No. 1, 96-111 (2012); corrigendum ibid. 37, No. 5, 713-720 (2016). MSC: 62M10 62M09 62G32 62P30 PDFBibTeX XMLCite \textit{A. Jach} et al., J. Time Ser. Anal. 33, No. 1, 96--111 (2012; Zbl 1300.62075) Full Text: DOI
Chu, Ba Limit theorems for the discount sums of moving averages. (English) Zbl 1300.62072 J. Time Ser. Anal. 33, No. 1, 1-12 (2012). MSC: 62M10 60F05 60G50 PDFBibTeX XMLCite \textit{B. Chu}, J. Time Ser. Anal. 33, No. 1, 1--12 (2012; Zbl 1300.62072) Full Text: DOI
McElroy, Tucker; Jach, Agnieszka Subsampling inference for the autocovariances and autocorrelations of long-memory heavy-tailed linear time series. (English) Zbl 1281.62201 J. Time Ser. Anal. 33, No. 6, 935-953 (2012). MSC: 62M10 62D05 62G32 62G20 62P05 PDFBibTeX XMLCite \textit{T. McElroy} and \textit{A. Jach}, J. Time Ser. Anal. 33, No. 6, 935--953 (2012; Zbl 1281.62201) Full Text: DOI
Franke, Jürgen; Kirch, Claudia; Tadjuidje Kamgaing, Joseph Changepoints in times series of counts. (English) Zbl 1281.62181 J. Time Ser. Anal. 33, No. 5, 757-770 (2012). MSC: 62M07 62M10 62P10 62F10 62F05 PDFBibTeX XMLCite \textit{J. Franke} et al., J. Time Ser. Anal. 33, No. 5, 757--770 (2012; Zbl 1281.62181) Full Text: DOI
Didier, Gustavo; McKinley, Scott A.; Hill, David B.; Fricks, John Statistical challenges in microrheology. (English) Zbl 1282.62232 J. Time Ser. Anal. 33, No. 5, 724-743 (2012). MSC: 62P10 60G15 62M09 60J70 92C35 PDFBibTeX XMLCite \textit{G. Didier} et al., J. Time Ser. Anal. 33, No. 5, 724--743 (2012; Zbl 1282.62232) Full Text: DOI arXiv
Yau, Chun Yip; Davis, Richard A. Likelihood inference for discriminating between long-memory and change-point models. (English) Zbl 1282.62208 J. Time Ser. Anal. 33, No. 4, 649-664 (2012). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{C. Y. Yau} and \textit{R. A. Davis}, J. Time Ser. Anal. 33, No. 4, 649--664 (2012; Zbl 1282.62208) Full Text: DOI
Hwang, Eunju; Shin, Dong Wan Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model. (English) Zbl 1290.62077 J. Time Ser. Anal. 32, No. 3, 292-303 (2011). MSC: 62M10 62G05 62G08 62F40 62M05 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, J. Time Ser. Anal. 32, No. 3, 292--303 (2011; Zbl 1290.62077) Full Text: DOI
Narukawa, Masaki; Matsuda, Yasumasa Broadband semi-parametric estimation of long-memory time series by fractional exponential models. (English) Zbl 1290.62066 J. Time Ser. Anal. 32, No. 2, 175-193 (2011). MSC: 62M09 62G05 60G10 PDFBibTeX XMLCite \textit{M. Narukawa} and \textit{Y. Matsuda}, J. Time Ser. Anal. 32, No. 2, 175--193 (2011; Zbl 1290.62066) Full Text: DOI
Lévy-Leduc, Céline; Boistard, Hélène; Moulines, Eric; Taqqu, Murad S.; Reisen, Valderio A. Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes. (English) Zbl 1290.62082 J. Time Ser. Anal. 32, No. 2, 135-156 (2011). MSC: 62M10 60G15 60F05 62M09 62G35 PDFBibTeX XMLCite \textit{C. Lévy-Leduc} et al., J. Time Ser. Anal. 32, No. 2, 135--156 (2011; Zbl 1290.62082) Full Text: DOI arXiv Link
Bravo, Francesco Improved generalized method of moments estimators for weakly dependent observations. (English) Zbl 1273.62097 J. Time Ser. Anal. 32, No. 6, 680-698 (2011). MSC: 62G09 62F10 62G05 62F12 62F40 62M10 62P20 PDFBibTeX XMLCite \textit{F. Bravo}, J. Time Ser. Anal. 32, No. 6, 680--698 (2011; Zbl 1273.62097) Full Text: DOI
Shao, Xiaofeng A simple test of changes in mean in the possible presence of long-range dependence. (English) Zbl 1273.62223 J. Time Ser. Anal. 32, No. 6, 598-606 (2011). MSC: 62M10 62P12 62M07 PDFBibTeX XMLCite \textit{X. Shao}, J. Time Ser. Anal. 32, No. 6, 598--606 (2011; Zbl 1273.62223) Full Text: DOI
McMurry, Timothy L.; Politis, Dimitris N. Banded and tapered estimates for autocovariance matrices and the linear process bootstrap. (English) Zbl 1226.60052 J. Time Ser. Anal. 31, No. 6, 471-482 (2010). MSC: 60G10 62M10 62G09 62G20 62H12 PDFBibTeX XMLCite \textit{T. L. McMurry} and \textit{D. N. Politis}, J. Time Ser. Anal. 31, No. 6, 471--482 (2010; Zbl 1226.60052) Full Text: DOI Link
Wang, Lihong; Cai, Haiyan Wavelet change point estimation for long memory non-parametric random design models. (English) Zbl 1223.62052 J. Time Ser. Anal. 31, No. 2, 86-97 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62G08 62M10 42C40 62G20 62G30 PDFBibTeX XMLCite \textit{L. Wang} and \textit{H. Cai}, J. Time Ser. Anal. 31, No. 2, 86--97 (2010; Zbl 1223.62052) Full Text: DOI
Reisen, Valdério A.; Moulines, Eric; Soulier, Philippe; Franco, Glaura C. On the properties of the periodogram of a stationary long-memory process over different epochs with applications. (English) Zbl 1224.62078 J. Time Ser. Anal. 31, No. 1, 20-36 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M15 65T50 62M10 60G10 PDFBibTeX XMLCite \textit{V. A. Reisen} et al., J. Time Ser. Anal. 31, No. 1, 20--36 (2010; Zbl 1224.62078) Full Text: DOI
Kachour, M.; Yao, J. F. First-order rounded integer-valued autoregressive (RINAR(l)) process. (English) Zbl 1224.62060 J. Time Ser. Anal. 30, No. 4, 417-448 (2009). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62F12 65G50 65C60 PDFBibTeX XMLCite \textit{M. Kachour} and \textit{J. F. Yao}, J. Time Ser. Anal. 30, No. 4, 417--448 (2009; Zbl 1224.62060) Full Text: DOI arXiv
Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle’s estimate. (English) Zbl 1198.62087 J. Time Ser. Anal. 29, No. 5, 906-945 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M09 60F05 60F15 62M15 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., J. Time Ser. Anal. 29, No. 5, 906--945 (2008; Zbl 1198.62087) Full Text: DOI arXiv HAL
Psaradakis, Zacharias Assessing time-reversibility under minimal assumptions. (English) Zbl 1199.60116 J. Time Ser. Anal. 29, No. 5, 881-905 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G10 62M10 62G09 91G80 91G70 PDFBibTeX XMLCite \textit{Z. Psaradakis}, J. Time Ser. Anal. 29, No. 5, 881--905 (2008; Zbl 1199.60116) Full Text: DOI
Boutahar, Mohamed Identification of persistent cycles in non-Gaussian long-memory time series. (English) Zbl 1198.62089 J. Time Ser. Anal. 29, No. 4, 653-672 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62E20 60F17 PDFBibTeX XMLCite \textit{M. Boutahar}, J. Time Ser. Anal. 29, No. 4, 653--672 (2008; Zbl 1198.62089) Full Text: DOI
Bianco, Ana; Boente, Graciela Robust estimator under semi-parametric partly linear autoregression: asymptotic behaviour and bandwidth selection. (English) Zbl 1150.62038 J. Time Ser. Anal. 28, No. 2, 274-306 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62G05 62G35 62G20 PDFBibTeX XMLCite \textit{A. Bianco} and \textit{G. Boente}, J. Time Ser. Anal. 28, No. 2, 274--306 (2007; Zbl 1150.62038) Full Text: DOI
Bondon, Pascal; Palma, Wilfredo A class of antipersistent processes. (English) Zbl 1150.62040 J. Time Ser. Anal. 28, No. 2, 261-273 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 PDFBibTeX XMLCite \textit{P. Bondon} and \textit{W. Palma}, J. Time Ser. Anal. 28, No. 2, 261--273 (2007; Zbl 1150.62040) Full Text: DOI
Darolles, Serge; Gourieroux, Christian; Jasiak, Joann Structural Laplace transform and compound autoregressive models. (English) Zbl 1112.62090 J. Time Ser. Anal. 27, No. 4, 477-503 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 44A10 62M20 62P05 PDFBibTeX XMLCite \textit{S. Darolles} et al., J. Time Ser. Anal. 27, No. 4, 477--503 (2006; Zbl 1112.62090) Full Text: DOI Link
Liebscher, Eckhard Towards a unified approach for proving geometric ergodicity and mixing properties of nonlinear autoregressive processes. (English) Zbl 1092.62091 J. Time Ser. Anal. 26, No. 5, 669-689 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62J02 PDFBibTeX XMLCite \textit{E. Liebscher}, J. Time Ser. Anal. 26, No. 5, 669--689 (2005; Zbl 1092.62091) Full Text: DOI
Biscay, R. J.; Lavielle, Marc; Ludeña, Carenne Estimation of nonparametric autoregressive time series models under dynamical constraints. (English) Zbl 1091.62026 J. Time Ser. Anal. 26, No. 3, 371-397 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62G08 62M10 62P10 62G20 PDFBibTeX XMLCite \textit{R. J. Biscay} et al., J. Time Ser. Anal. 26, No. 3, 371--397 (2005; Zbl 1091.62026) Full Text: DOI
Audrino, Francesco Local likelihood for non-parametric ARCH(1) models. (English) Zbl 1091.62067 J. Time Ser. Anal. 26, No. 2, 251-278 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62G08 62G20 PDFBibTeX XMLCite \textit{F. Audrino}, J. Time Ser. Anal. 26, No. 2, 251--278 (2005; Zbl 1091.62067) Full Text: DOI
Comte, Fabienne Kernel deconvolution of stochastic volatility models. (English) Zbl 1062.62166 J. Time Ser. Anal. 25, No. 4, 563-582 (2004). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62P05 62G08 PDFBibTeX XMLCite \textit{F. Comte}, J. Time Ser. Anal. 25, No. 4, 563--582 (2004; Zbl 1062.62166) Full Text: DOI
Kokoszka, Piotr; Wolf, Michael Subsampling the mean of heavy-tailed dependent observations. (English) Zbl 1051.62078 J. Time Ser. Anal. 25, No. 2, 217-234 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 PDFBibTeX XMLCite \textit{P. Kokoszka} and \textit{M. Wolf}, J. Time Ser. Anal. 25, No. 2, 217--234 (2004; Zbl 1051.62078) Full Text: DOI Link
Dette, Holger; Spreckelsen, Ingrid Some comments on specification tests in nonparametric absolutely regular processes. (English) Zbl 1051.62043 J. Time Ser. Anal. 25, No. 2, 159-172 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 62G10 62G20 62G08 PDFBibTeX XMLCite \textit{H. Dette} and \textit{I. Spreckelsen}, J. Time Ser. Anal. 25, No. 2, 159--172 (2004; Zbl 1051.62043) Full Text: DOI Link
Franke, Jürgen; Kreiss, J.-P.; Mammen, E.; Neumann, M. H. Properties of the nonparametric autoregressive bootstrap. (English) Zbl 1062.62173 J. Time Ser. Anal. 23, No. 5, 555-585 (2002). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 62G09 62G20 62F40 PDFBibTeX XMLCite \textit{J. Franke} et al., J. Time Ser. Anal. 23, No. 5, 555--585 (2002; Zbl 1062.62173) Full Text: DOI Link
Muler, Nora; Yohai, Victor J. Robust estimates for ARCH processes. (English. English summary) Zbl 1022.62083 J. Time Ser. Anal. 23, No. 3, 341-375 (2002). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62M10 62F35 PDFBibTeX XMLCite \textit{N. Muler} and \textit{V. J. Yohai}, J. Time Ser. Anal. 23, No. 3, 341--375 (2002; Zbl 1022.62083) Full Text: DOI