Hoga, Yannick Extremal dependence-based specification testing of time series. (English) Zbl 07813814 J. Bus. Econ. Stat. 41, No. 4, 1274-1287 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{Y. Hoga}, J. Bus. Econ. Stat. 41, No. 4, 1274--1287 (2023; Zbl 07813814) Full Text: DOI arXiv
Sandoval-Moreno, Gabriela; Galea, Manuel; Arellano-Valle, Reinaldo Inference in multivariate regression models with measurement errors. (English) Zbl 07739740 J. Stat. Comput. Simulation 93, No. 12, 1997-2025 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Sandoval-Moreno} et al., J. Stat. Comput. Simulation 93, No. 12, 1997--2025 (2023; Zbl 07739740) Full Text: DOI
Leong, Soon Heng; Urga, Giovanni A practical multivariate approach to testing volatility spillover. (English) Zbl 07737404 J. Econ. Dyn. Control 153, Article ID 104694, 29 p. (2023). MSC: 91G15 91G70 PDFBibTeX XMLCite \textit{S. H. Leong} and \textit{G. Urga}, J. Econ. Dyn. Control 153, Article ID 104694, 29 p. (2023; Zbl 07737404) Full Text: DOI
Agyarko, Kofi; Frempong, Nana Kena; Wiah, Eric Neebo Hybrid model for stock market volatility. (English) Zbl 07707858 J. Probab. Stat. 2023, Article ID 6124649, 10 p. (2023). MSC: 62Mxx 91Bxx 62Pxx PDFBibTeX XMLCite \textit{K. Agyarko} et al., J. Probab. Stat. 2023, Article ID 6124649, 10 p. (2023; Zbl 07707858) Full Text: DOI
Royer, Julien Conditional asymmetry in power ARCH\((\infty)\) models. (English) Zbl 07674654 J. Econom. 234, No. 1, 178-204 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Royer}, J. Econom. 234, No. 1, 178--204 (2023; Zbl 07674654) Full Text: DOI
Boubacar Maïnassara, Yacouba; Kadmiri, Othman; Saussereau, Bruno Portmanteau test for a class of multivariate asymmetric power GARCH model. (English) Zbl 07730975 J. Time Ser. Anal. 43, No. 6, 964-1002 (2022). MSC: 62Mxx PDFBibTeX XMLCite \textit{Y. Boubacar Maïnassara} et al., J. Time Ser. Anal. 43, No. 6, 964--1002 (2022; Zbl 07730975) Full Text: DOI
Giménez, Patricia; Guarracino, Lucas; Galea, Manuel Robust estimation in functional comparative calibration models via maximum \(\mathrm{L}q\)-likelihood. (English) Zbl 07644491 Braz. J. Probab. Stat. 36, No. 4, 725-750 (2022). MSC: 62-XX 93-XX PDFBibTeX XMLCite \textit{P. Giménez} et al., Braz. J. Probab. Stat. 36, No. 4, 725--750 (2022; Zbl 07644491) Full Text: DOI
Casquilho, Miguel; Buescu, Jorge Standard deviation estimation from sums of unequal size samples. (English) Zbl 07583914 Monte Carlo Methods Appl. 28, No. 3, 235-253 (2022). MSC: 62-07 62F10 62F25 62P30 65C05 PDFBibTeX XMLCite \textit{M. Casquilho} and \textit{J. Buescu}, Monte Carlo Methods Appl. 28, No. 3, 235--253 (2022; Zbl 07583914) Full Text: DOI
Abdullahi, Umar Kabir; Ugwuowo, Fidelis Ifeanyi On efficient median-based linear regression estimator for population mean. (English) Zbl 07565475 Commun. Stat., Theory Methods 51, No. 15, 5012-5024 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{U. K. Abdullahi} and \textit{F. I. Ugwuowo}, Commun. Stat., Theory Methods 51, No. 15, 5012--5024 (2022; Zbl 07565475) Full Text: DOI
Liao, Yuanyuan; Wang, Lihong Asymptotics of the adaptive elastic net estimation for conditional heteroscedastic time series models. (English) Zbl 1491.62110 REVSTAT 20, No. 2, 179-198 (2022). MSC: 62M10 62J07 PDFBibTeX XMLCite \textit{Y. Liao} and \textit{L. Wang}, REVSTAT 20, No. 2, 179--198 (2022; Zbl 1491.62110)
Gimenez, Patricia; Guarracino, Lucas; Galea, Manuel Maximum \(\mathrm{L}_q\)-likelihood estimation in functional measurement error models. (English) Zbl 1524.62133 Stat. Sin. 32, No. 3, 1723-1743 (2022). MSC: 62F35 62J05 62H12 62R10 PDFBibTeX XMLCite \textit{P. Gimenez} et al., Stat. Sin. 32, No. 3, 1723--1743 (2022; Zbl 1524.62133) Full Text: DOI
Boubacar Maïnassara, Yacouba; Kadmiri, Othman; Saussereau, Bruno Portmanteau test for the asymmetric power GARCH model when the power is unknown. (English) Zbl 1490.62230 Stat. Pap. 63, No. 3, 755-793 (2022). MSC: 62M10 62F03 62F05 91B84 62P05 PDFBibTeX XMLCite \textit{Y. Boubacar Maïnassara} et al., Stat. Pap. 63, No. 3, 755--793 (2022; Zbl 1490.62230) Full Text: DOI arXiv
Eappen, Christin Variathu; Sedory, Stephen A.; Singh, Sarjinder Ratio and regression type estimators of a new measure of coefficient of dispersion. (English) Zbl 1524.62034 Commun. Stat., Simulation Comput. 51, No. 4, 1899-1920 (2022). MSC: 62D05 PDFBibTeX XMLCite \textit{C. V. Eappen} et al., Commun. Stat., Simulation Comput. 51, No. 4, 1899--1920 (2022; Zbl 1524.62034) Full Text: DOI
Shabbir, Javid; Ahmed, Aneel Estimation of interquartile range in stratified sampling under non-linear cost function. (English) Zbl 1524.62042 Commun. Stat., Simulation Comput. 51, No. 4, 1891-1898 (2022). MSC: 62D05 PDFBibTeX XMLCite \textit{J. Shabbir} and \textit{A. Ahmed}, Commun. Stat., Simulation Comput. 51, No. 4, 1891--1898 (2022; Zbl 1524.62042) Full Text: DOI
Shabbir, Javid; Gupta, Sat; Narjis, Ghulam On improved class of difference type estimators for population median in survey sampling. (English) Zbl 07535594 Commun. Stat., Theory Methods 51, No. 10, 3334-3354 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Shabbir} et al., Commun. Stat., Theory Methods 51, No. 10, 3334--3354 (2022; Zbl 07535594) Full Text: DOI
Martínez, S.; Rueda, M.; Illescas, M. The optimization problem of quantile and poverty measures estimation based on calibration. (English) Zbl 1478.62026 J. Comput. Appl. Math. 405, Article ID 113054, 14 p. (2022). MSC: 62D05 PDFBibTeX XMLCite \textit{S. Martínez} et al., J. Comput. Appl. Math. 405, Article ID 113054, 14 p. (2022; Zbl 1478.62026) Full Text: DOI Link
Ahmed, Aneel; Shabbir, Javid On estimation of coefficient of dispersion using the auxiliary information. (English) Zbl 1497.62038 Commun. Stat., Simulation Comput. 50, No. 11, 3590-3606 (2021). MSC: 62D05 PDFBibTeX XMLCite \textit{A. Ahmed} and \textit{J. Shabbir}, Commun. Stat., Simulation Comput. 50, No. 11, 3590--3606 (2021; Zbl 1497.62038) Full Text: DOI
Ziaei, Abdol Rasoul; Zare, Karim; Sheikhi, Ayoub Performance of ridge regression approach in linear measurement error models with replicated data. (English) Zbl 1478.62198 J. Math. Ext. 15, No. 4, Paper No. 3, 23 p. (2021). MSC: 62J05 62J07 PDFBibTeX XMLCite \textit{A. R. Ziaei} et al., J. Math. Ext. 15, No. 4, Paper No. 3, 23 p. (2021; Zbl 1478.62198) Full Text: DOI Link
Hokama, Julio; Morettin, Pedro; Bolfarine, Heleno; Galea, Manuel Inference in a linear functional relationship with replications. (English) Zbl 1479.62053 Braz. J. Probab. Stat. 35, No. 3, 569-589 (2021). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62J05 62H12 62R10 62F12 62P10 PDFBibTeX XMLCite \textit{J. Hokama} et al., Braz. J. Probab. Stat. 35, No. 3, 569--589 (2021; Zbl 1479.62053) Full Text: DOI
Jiang, Feiyu; Li, Dong; Zhu, Ke Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model. (English) Zbl 07414269 J. Econom. 224, No. 2, 306-329 (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{F. Jiang} et al., J. Econom. 224, No. 2, 306--329 (2021; Zbl 07414269) Full Text: DOI arXiv
Zhang, Mengli; Bai, Yang On the use of repeated measurement errors in linear regression models. (English) Zbl 1472.62115 Metrika 84, No. 5, 779-803 (2021). MSC: 62J05 62J15 62P10 PDFBibTeX XMLCite \textit{M. Zhang} and \textit{Y. Bai}, Metrika 84, No. 5, 779--803 (2021; Zbl 1472.62115) Full Text: DOI
Singh, Rajesh; Vishwakarma, Gautam Kumar; Mishra, Prabhakar A note on the estimators for coefficient of dispersion using auxiliary information. (English) Zbl 07552801 Commun. Stat., Simulation Comput. 49, No. 9, 2347-2356 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{R. Singh} et al., Commun. Stat., Simulation Comput. 49, No. 9, 2347--2356 (2020; Zbl 07552801) Full Text: DOI
Baig, Afifa; Masood, Saadia; Tarray, Tanveer Ahmed Improved class of difference-type estimators for population median in survey sampling. (English) Zbl 07529983 Commun. Stat., Theory Methods 49, No. 23, 5778-5793 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Baig} et al., Commun. Stat., Theory Methods 49, No. 23, 5778--5793 (2020; Zbl 07529983) Full Text: DOI
Yaqub, Mazhar; Shabbir, Javid Estimation of population distribution function involving measurement error in the presence of non response. (English) Zbl 1511.62029 Commun. Stat., Theory Methods 49, No. 10, 2540-2559 (2020). MSC: 62D05 PDFBibTeX XMLCite \textit{M. Yaqub} and \textit{J. Shabbir}, Commun. Stat., Theory Methods 49, No. 10, 2540--2559 (2020; Zbl 1511.62029) Full Text: DOI
Koutsouri, Aikaterini; Petch, Michael; Knottenbelt, William J. Stress testing diversified portfolios: the case of the CoinShares gold and cryptoassets index. (English) Zbl 1457.91345 Pardalos, Panos (ed.) et al., Mathematical research for blockchain economy. Proceedings of the 2nd international conference on mathematical research for blockchain economy, MARBLE 2020, Vilamoura, Portugal, June 8–10, 2020. Cham: Springer. Springer Proc. Bus. Econ., 43-64 (2020). MSC: 91G10 PDFBibTeX XMLCite \textit{A. Koutsouri} et al., in: Mathematical research for blockchain economy. Proceedings of the 2nd international conference on mathematical research for blockchain economy, MARBLE 2020, Vilamoura, Portugal, June 8--10, 2020. Cham: Springer. 43--64 (2020; Zbl 1457.91345) Full Text: DOI Link
Rice, Gregory; Wirjanto, Tony; Zhao, Yuqian Tests for conditional heteroscedasticity of functional data. (English) Zbl 1458.62325 J. Time Ser. Anal. 41, No. 6, 733-758 (2020). Reviewer: Frank Werner (Würzburg) MSC: 62R10 62G10 62M10 62P20 91B84 PDFBibTeX XMLCite \textit{G. Rice} et al., J. Time Ser. Anal. 41, No. 6, 733--758 (2020; Zbl 1458.62325) Full Text: DOI
Ben, Youhong; Jiang, Feiyu A note on portmanteau tests for conditional heteroscedastistic models. (English) Zbl 1443.62244 Econ. Lett. 192, Article ID 109159, 4 p. (2020). MSC: 62M10 62F03 62F05 PDFBibTeX XMLCite \textit{Y. Ben} and \textit{F. Jiang}, Econ. Lett. 192, Article ID 109159, 4 p. (2020; Zbl 1443.62244) Full Text: DOI
Bardet, Jean-Marc; Kamila, Kare; Kengne, William Consistent model selection criteria and goodness-of-fit test for common time series models. (English) Zbl 1434.62180 Electron. J. Stat. 14, No. 1, 2009-2052 (2020). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., Electron. J. Stat. 14, No. 1, 2009--2052 (2020; Zbl 1434.62180) Full Text: DOI arXiv Euclid
Bedoui, Adel; Lazar, Nicole A. Bayesian empirical likelihood for ridge and Lasso regressions. (English) Zbl 1510.62307 Comput. Stat. Data Anal. 145, Article ID 106917, 15 p. (2020). MSC: 62J07 62G05 62F15 62-08 PDFBibTeX XMLCite \textit{A. Bedoui} and \textit{N. A. Lazar}, Comput. Stat. Data Anal. 145, Article ID 106917, 15 p. (2020; Zbl 1510.62307) Full Text: DOI
Jiang, Feiyu; Li, Dong; Zhu, Ke Non-standard inference for augmented double autoregressive models with null volatility coefficients. (English) Zbl 1456.62198 J. Econom. 215, No. 1, 165-183 (2020). MSC: 62M10 62F12 62E20 62G20 62P20 PDFBibTeX XMLCite \textit{F. Jiang} et al., J. Econom. 215, No. 1, 165--183 (2020; Zbl 1456.62198) Full Text: DOI arXiv
Vacca, Gianmarco; Zoia, Maria Grazia Kurtosis analysis in GARCH models with Gram-Charlier-like innovations. (English) Zbl 1427.62123 Econ. Lett. 183, Article ID 108552, 5 p. (2019). MSC: 62P05 62M10 PDFBibTeX XMLCite \textit{G. Vacca} and \textit{M. G. Zoia}, Econ. Lett. 183, Article ID 108552, 5 p. (2019; Zbl 1427.62123) Full Text: DOI
Francq, Christian; Thieu, Le Quyen QML inference for volatility models with covariates. (English) Zbl 1415.62078 Econom. Theory 35, No. 1, 37-72 (2019). MSC: 62P05 62M10 PDFBibTeX XMLCite \textit{C. Francq} and \textit{L. Q. Thieu}, Econom. Theory 35, No. 1, 37--72 (2019; Zbl 1415.62078) Full Text: DOI
Zhao, Zhi-Wen; Li, Yang; Peng, Cui-Xin; Fu, Zhi-Hui Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions. (English) Zbl 1408.62153 J. Comput. Appl. Math. 348, 146-160 (2019). MSC: 62M10 60G05 62G20 PDFBibTeX XMLCite \textit{Z.-W. Zhao} et al., J. Comput. Appl. Math. 348, 146--160 (2019; Zbl 1408.62153) Full Text: DOI
Ambati, Sai Kiran; Sedory, Stephen A.; Singh, Sarjinder Estimation of coefficient of dispersion using auxiliary information. (English) Zbl 07550081 Commun. Stat., Simulation Comput. 47, No. 7, 1996-2009 (2018). MSC: 62D05 PDFBibTeX XMLCite \textit{S. K. Ambati} et al., Commun. Stat., Simulation Comput. 47, No. 7, 1996--2009 (2018; Zbl 07550081) Full Text: DOI
Wang, Xuexin A general approach to conditional moment specification testing with projections. (English) Zbl 1490.62488 Econom. Rev. 37, No. 2, 140-165 (2018). MSC: 62P20 62M10 62F03 62H15 PDFBibTeX XMLCite \textit{X. Wang}, Econom. Rev. 37, No. 2, 140--165 (2018; Zbl 1490.62488) Full Text: DOI
Anvar, P. Muhammed; Balakrishna, N. Some weighted mixed portmanteau tests for diagnostic checking in linear time series models. (English) Zbl 07192700 J. Stat. Comput. Simulation 88, No. 15, 3000-3017 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{P. M. Anvar} and \textit{N. Balakrishna}, J. Stat. Comput. Simulation 88, No. 15, 3000--3017 (2018; Zbl 07192700) Full Text: DOI
Mak, T. K.; Nebebe, F. Estimating nonlinear structural relationships. (English) Zbl 1422.62090 Adv. Appl. Stat. 52, No. 5, 327-338 (2018). MSC: 62F10 62E17 PDFBibTeX XMLCite \textit{T. K. Mak} and \textit{F. Nebebe}, Adv. Appl. Stat. 52, No. 5, 327--338 (2018; Zbl 1422.62090) Full Text: DOI
Erhardt, Robert; Engler, David An extension of spatial dependence models for estimating short-term temperature portfolio risk. (English) Zbl 1416.91174 N. Am. Actuar. J. 22, No. 3, 473-490 (2018). MSC: 91B30 91-04 62P05 62M10 PDFBibTeX XMLCite \textit{R. Erhardt} and \textit{D. Engler}, N. Am. Actuar. J. 22, No. 3, 473--490 (2018; Zbl 1416.91174) Full Text: DOI
John, Nimitha; Narayana, Balakrishna Cointegration models with non Gaussian GARCH innovations. (English) Zbl 1416.62501 Metron 76, No. 1, 83-98 (2018). MSC: 62M10 62H12 PDFBibTeX XMLCite \textit{N. John} and \textit{B. Narayana}, Metron 76, No. 1, 83--98 (2018; Zbl 1416.62501) Full Text: DOI
Francq, Christian; Wintenberger, Olivier; Zakoïan, Jean-Michel Goodness-of-fit tests for Log-GARCH and EGARCH models. (English) Zbl 06852281 Test 27, No. 1, 27-51 (2018). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{C. Francq} et al., Test 27, No. 1, 27--51 (2018; Zbl 06852281) Full Text: DOI arXiv
Ghoudi, Kilani; Rémillard, Bruno Serial independence tests for innovations of conditional mean and variance models. (English) Zbl 1390.60085 Test 27, No. 1, 3-26 (2018). MSC: 60F05 62G09 62G30 PDFBibTeX XMLCite \textit{K. Ghoudi} and \textit{B. Rémillard}, Test 27, No. 1, 3--26 (2018; Zbl 1390.60085) Full Text: DOI
Li, Dong; Zhang, Xingfa; Zhu, Ke; Ling, Shiqing The ZD-GARCH model: a new way to study heteroscedasticity. (English) Zbl 1378.62076 J. Econom. 202, No. 1, 1-17 (2018). MSC: 62M10 62G05 62G20 62P05 PDFBibTeX XMLCite \textit{D. Li} et al., J. Econom. 202, No. 1, 1--17 (2018; Zbl 1378.62076) Full Text: DOI Link
Catani, Paul; Teräsvirta, Timo; Yin, Meiqun A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model. (English) Zbl 1524.62416 Econom. Rev. 36, No. 6-9, 599-621 (2017). MSC: 62M10 62F03 62P20 PDFBibTeX XMLCite \textit{P. Catani} et al., Econom. Rev. 36, No. 6--9, 599--621 (2017; Zbl 1524.62416) Full Text: DOI Link
Amado, Cristina; Teräsvirta, Timo Specification and testing of multiplicative time-varying GARCH models with applications. (English) Zbl 1524.62403 Econom. Rev. 36, No. 4, 421-446 (2017). MSC: 62M10 62F03 62P20 PDFBibTeX XMLCite \textit{C. Amado} and \textit{T. Teräsvirta}, Econom. Rev. 36, No. 4, 421--446 (2017; Zbl 1524.62403) Full Text: DOI Link
Galea, Manuel; de Castro, Mário Robust inference in a linear functional model with replications using the \(t\) distribution. (English) Zbl 1373.62352 J. Multivariate Anal. 160, 134-145 (2017). MSC: 62J05 62F05 PDFBibTeX XMLCite \textit{M. Galea} and \textit{M. de Castro}, J. Multivariate Anal. 160, 134--145 (2017; Zbl 1373.62352) Full Text: DOI
Mahmood, Munir; King, Maxwell L. On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model. (English) Zbl 1528.62015 Stat. Neerl. 70, No. 4, 332-355 (2016). MSC: 62F10 62H12 62J05 PDFBibTeX XMLCite \textit{M. Mahmood} and \textit{M. L. King}, Stat. Neerl. 70, No. 4, 332--355 (2016; Zbl 1528.62015) Full Text: DOI
Lönnbark, Carl Approximation methods for multiple period value at risk and expected shortfall prediction. (English) Zbl 1468.91194 Quant. Finance 16, No. 6, 947-968 (2016). MSC: 91G70 62M10 PDFBibTeX XMLCite \textit{C. Lönnbark}, Quant. Finance 16, No. 6, 947--968 (2016; Zbl 1468.91194) Full Text: DOI
Shalabh; Tsai, Jia-Ren; Liau, Pen-Hwang Immaculating the inconsistent estimator of slope parameter in measurement error model with replicated data. (English) Zbl 07184803 J. Stat. Comput. Simulation 86, No. 17, 3371-3387 (2016). MSC: 62-XX PDFBibTeX XMLCite \textit{Shalabh} et al., J. Stat. Comput. Simulation 86, No. 17, 3371--3387 (2016; Zbl 07184803) Full Text: DOI
Ng, F. C.; Li, W. K.; Yu, Philip L. H. Diagnostic checking of the vector multiplicative error model. (English) Zbl 1468.62146 Comput. Stat. Data Anal. 94, 86-97 (2016). MSC: 62-08 62M10 62M07 62P05 PDFBibTeX XMLCite \textit{F. C. Ng} et al., Comput. Stat. Data Anal. 94, 86--97 (2016; Zbl 1468.62146) Full Text: DOI
Ziel, Florian Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes. (English) Zbl 1466.62234 Comput. Stat. Data Anal. 100, 773-793 (2016). MSC: 62-08 62M10 62P20 PDFBibTeX XMLCite \textit{F. Ziel}, Comput. Stat. Data Anal. 100, 773--793 (2016; Zbl 1466.62234) Full Text: DOI arXiv
Zheng, Yao; Li, Yang; Li, Wai Keung; Li, Guodong Diagnostic checking for Weibull autoregressive conditional duration models. (English) Zbl 1367.62269 Li, Wai Keung (ed.) et al., Advances in time series methods and applications. The A. Ian McLeod festschrift, University of Ontario, ON, Canada, June 2–3, 2014. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-6567-0/hbk; 978-1-4939-6568-7/ebook). Fields Institute Communications 78, 107-114 (2016). MSC: 62M10 91B84 PDFBibTeX XMLCite \textit{Y. Zheng} et al., Fields Inst. Commun. 78, 107--114 (2016; Zbl 1367.62269) Full Text: DOI
Duchesne, Pierre; Hong, Yongmiao On diagnostic checking autoregressive conditional duration models with wavelet-based spectral density estimators. (English) Zbl 1367.62254 Li, Wai Keung (ed.) et al., Advances in time series methods and applications. The A. Ian McLeod festschrift, University of Ontario, ON, Canada, June 2–3, 2014. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-6567-0/hbk; 978-1-4939-6568-7/ebook). Fields Institute Communications 78, 47-106 (2016). MSC: 62M10 62M15 62E20 62P05 PDFBibTeX XMLCite \textit{P. Duchesne} and \textit{Y. Hong}, Fields Inst. Commun. 78, 47--106 (2016; Zbl 1367.62254) Full Text: DOI
Li, W. K. Ian McLeod’s contribution to time series analysis – a tribute. (English) Zbl 1367.62009 Li, Wai Keung (ed.) et al., Advances in time series methods and applications. The A. Ian McLeod festschrift, University of Ontario, ON, Canada, June 2–3, 2014. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-6567-0/hbk; 978-1-4939-6568-7/ebook). Fields Institute Communications 78, 1-16 (2016). MSC: 62-03 62M10 01A70 PDFBibTeX XMLCite \textit{W. K. Li}, Fields Inst. Commun. 78, 1--16 (2016; Zbl 1367.62009) Full Text: DOI
Chen, Yi-Ting; Qu, Zhongjun \(M\) tests with a new normalization matrix. (English) Zbl 1491.62195 Econom. Rev. 34, No. 5, 617-652 (2015). MSC: 62P20 62M10 62H15 62E20 PDFBibTeX XMLCite \textit{Y.-T. Chen} and \textit{Z. Qu}, Econom. Rev. 34, No. 5, 617--652 (2015; Zbl 1491.62195) Full Text: DOI
Peng, Cuixin; Wang, Dehui; Zhao, Zhiwen Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions. (English) Zbl 1333.62215 J. Inequal. Appl. 2015, Paper No. 218, 13 p. (2015). MSC: 62M10 62M05 PDFBibTeX XMLCite \textit{C. Peng} et al., J. Inequal. Appl. 2015, Paper No. 218, 13 p. (2015; Zbl 1333.62215) Full Text: DOI
Li, Muyi; Li, Wai Keung; Li, Guodong A new hyperbolic GARCH model. (English) Zbl 1337.62273 J. Econom. 189, No. 2, 428-436 (2015). MSC: 62M10 62F12 62P20 91B84 PDFBibTeX XMLCite \textit{M. Li} et al., J. Econom. 189, No. 2, 428--436 (2015; Zbl 1337.62273) Full Text: DOI Link
Chen, Min; Zhu, Ke Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations. (English) Zbl 1337.62248 J. Econom. 189, No. 2, 313-320 (2015). MSC: 62M10 62G10 62E20 62P05 PDFBibTeX XMLCite \textit{M. Chen} and \textit{K. Zhu}, J. Econom. 189, No. 2, 313--320 (2015; Zbl 1337.62248) Full Text: DOI Link
Solanki, Ramkrishna S.; Singh, Housila P. Some classes of estimators for median estimation in survey sampling. (English) Zbl 1319.62021 Commun. Stat., Theory Methods 44, No. 7, 1450-1465 (2015). MSC: 62D05 PDFBibTeX XMLCite \textit{R. S. Solanki} and \textit{H. P. Singh}, Commun. Stat., Theory Methods 44, No. 7, 1450--1465 (2015; Zbl 1319.62021) Full Text: DOI
Andreou, Elena; Werker, Bas J. M. Residual-based rank specification tests for AR-GARCH type models. (English) Zbl 1332.62307 J. Econom. 185, No. 2, 305-331 (2015). MSC: 62M10 62F12 62E20 91B82 91G70 PDFBibTeX XMLCite \textit{E. Andreou} and \textit{B. J. M. Werker}, J. Econom. 185, No. 2, 305--331 (2015; Zbl 1332.62307) Full Text: DOI
Gallagher, Colin M.; Fisher, Thomas J. On weighted portmanteau tests for time-series goodness-of-fit. (English) Zbl 1308.62163 J. Time Ser. Anal. 36, No. 1, 67-83 (2015). MSC: 62M07 62M10 62P20 PDFBibTeX XMLCite \textit{C. M. Gallagher} and \textit{T. J. Fisher}, J. Time Ser. Anal. 36, No. 1, 67--83 (2015; Zbl 1308.62163) Full Text: DOI
Velasco, Carlos; Wang, Xuexin A joint portmanteau test for conditional mean and variance time-series models. (English) Zbl 1311.62156 J. Time Ser. Anal. 36, No. 1, 39-60 (2015). MSC: 62M10 62J20 62M07 PDFBibTeX XMLCite \textit{C. Velasco} and \textit{X. Wang}, J. Time Ser. Anal. 36, No. 1, 39--60 (2015; Zbl 1311.62156) Full Text: DOI Link
Martínez, S.; Rueda, M.; Martínez, H.; Arcos, A. Determining \(P\) optimum calibration points to construct calibration estimators of the distribution function. (English) Zbl 1334.62019 J. Comput. Appl. Math. 275, 281-293 (2015). MSC: 62D05 PDFBibTeX XMLCite \textit{S. Martínez} et al., J. Comput. Appl. Math. 275, 281--293 (2015; Zbl 1334.62019) Full Text: DOI
Muñoz, J. F.; Arcos, A.; Álvarez, E.; Rueda, M. New ratio and difference estimators of the finite population distribution function. (English) Zbl 07312613 Math. Comput. Simul. 102, 51-61 (2014). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. F. Muñoz} et al., Math. Comput. Simul. 102, 51--61 (2014; Zbl 07312613) Full Text: DOI
Muñoz, J. F.; Álvarez, E.; Rueda, M. Optimum design-based ratio estimators of the distribution function. (English) Zbl 1514.62766 J. Appl. Stat. 41, No. 7, 1395-1407 (2014). MSC: 62-XX PDFBibTeX XMLCite \textit{J. F. Muñoz} et al., J. Appl. Stat. 41, No. 7, 1395--1407 (2014; Zbl 1514.62766) Full Text: DOI
Melo, Tatiane F. N.; Ferrari, Silvia L. P.; Patriota, Alexandre G. Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error. (English) Zbl 1453.62570 J. Stat. Comput. Simulation 84, No. 10, 2233-2247 (2014). MSC: 62J05 62F05 62P10 PDFBibTeX XMLCite \textit{T. F. N. Melo} et al., J. Stat. Comput. Simulation 84, No. 10, 2233--2247 (2014; Zbl 1453.62570) Full Text: DOI arXiv
Ghoudi, Kilani; Rémillard, Bruno Comparison of specification tests for GARCH models. (English) Zbl 1506.62067 Comput. Stat. Data Anal. 76, 291-300 (2014). MSC: 62-08 62M10 62G10 PDFBibTeX XMLCite \textit{K. Ghoudi} and \textit{B. Rémillard}, Comput. Stat. Data Anal. 76, 291--300 (2014; Zbl 1506.62067) Full Text: DOI
Melo, Tatiane F. N.; Ferrari, Silvia L. P. Adjusted likelihood inference in an elliptical multivariate errors-in-variables model. (English) Zbl 1308.62027 Commun. Stat., Theory Methods 43, No. 24, 5226-5240 (2014). MSC: 62F03 62F05 62J05 PDFBibTeX XMLCite \textit{T. F. N. Melo} and \textit{S. L. P. Ferrari}, Commun. Stat., Theory Methods 43, No. 24, 5226--5240 (2014; Zbl 1308.62027) Full Text: DOI arXiv
Singh, Sukhbir; Jain, Kanchan; Sharma, Suresh Replicated measurement error model under exact linear restrictions. (English) Zbl 1297.62156 Stat. Pap. 55, No. 2, 253-274 (2014). MSC: 62J05 62H12 PDFBibTeX XMLCite \textit{S. Singh} et al., Stat. Pap. 55, No. 2, 253--274 (2014; Zbl 1297.62156) Full Text: DOI
Guo, Shaojun; Ling, Shiqing; Zhu, Ke Factor double autoregressive models with application to simultaneous causality testing. (English) Zbl 1282.62195 J. Stat. Plann. Inference 148, 82-94 (2014). MSC: 62M10 62G10 62G05 62G20 62P05 PDFBibTeX XMLCite \textit{S. Guo} et al., J. Stat. Plann. Inference 148, 82--94 (2014; Zbl 1282.62195) Full Text: DOI Link
de Castro, Mário; Bolfarine, Heleno; Galea, M. Bayesian inference in measurement error models for replicated data. (English) Zbl 1525.62097 Environmetrics 24, No. 1, 22-30 (2013). MSC: 62P12 PDFBibTeX XMLCite \textit{M. de Castro} et al., Environmetrics 24, No. 1, 22--30 (2013; Zbl 1525.62097) Full Text: DOI
Tchahou, Herbert Nkwimi; Duchesne, Pierre On testing for causality in variance between two multivariate time series. (English) Zbl 1453.62647 J. Stat. Comput. Simulation 83, No. 11, 2064-2092 (2013). MSC: 62M10 62H15 62P05 PDFBibTeX XMLCite \textit{H. N. Tchahou} and \textit{P. Duchesne}, J. Stat. Comput. Simulation 83, No. 11, 2064--2092 (2013; Zbl 1453.62647) Full Text: DOI
Lv, Xiaofeng; Li, Rui Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information. (English) Zbl 1486.62117 Stat. Methodol. 15, 46-54 (2013). MSC: 62G08 62G15 62G05 PDFBibTeX XMLCite \textit{X. Lv} and \textit{R. Li}, Stat. Methodol. 15, 46--54 (2013; Zbl 1486.62117) Full Text: DOI
Mak, Tak K.; Nebebe, Fassil On a general class of probability distributions and its applications. (English) Zbl 1306.65094 Comput. Stat. 28, No. 5, 2211-2230 (2013). MSC: 62-08 PDFBibTeX XMLCite \textit{T. K. Mak} and \textit{F. Nebebe}, Comput. Stat. 28, No. 5, 2211--2230 (2013; Zbl 1306.65094) Full Text: DOI
Lin, Jin-Guan; Cao, Chun-Zheng On estimation of measurement error models with replication under heavy-tailed distributions. (English) Zbl 1305.65053 Comput. Stat. 28, No. 2, 809-829 (2013). MSC: 62-08 PDFBibTeX XMLCite \textit{J.-G. Lin} and \textit{C.-Z. Cao}, Comput. Stat. 28, No. 2, 809--829 (2013; Zbl 1305.65053) Full Text: DOI
Singh, Housila P.; Solanki, Ramkrishna S. Some classes of estimators for the population median using auxiliary information. (English) Zbl 1459.62020 Commun. Stat., Theory Methods 42, No. 23, 4222-4238 (2013). MSC: 62D05 PDFBibTeX XMLCite \textit{H. P. Singh} and \textit{R. S. Solanki}, Commun. Stat., Theory Methods 42, No. 23, 4222--4238 (2013; Zbl 1459.62020) Full Text: DOI
Zhu, Ke. A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach. (English) Zbl 1274.62149 J. Time Ser. Anal. 34, No. 2, 230-237 (2013). MSC: 62F03 62M10 62J05 62P20 PDFBibTeX XMLCite \textit{Ke. Zhu}, J. Time Ser. Anal. 34, No. 2, 230--237 (2013; Zbl 1274.62149) Full Text: DOI
Iqbal, Farhat Diagnostic checking for GARCH-type models. (English) Zbl 1347.62037 Commun. Stat., Theory Methods 42, No. 6, 934-953 (2013). MSC: 62F05 62M10 PDFBibTeX XMLCite \textit{F. Iqbal}, Commun. Stat., Theory Methods 42, No. 6, 934--953 (2013; Zbl 1347.62037) Full Text: DOI
Fisher, Thomas J.; Gallagher, Colin M. New weighted portmanteau statistics for time series goodness of fit testing. (English) Zbl 1261.62079 J. Am. Stat. Assoc. 107, No. 498, 777-787 (2012). MSC: 62M10 62G10 62J20 65C60 PDFBibTeX XMLCite \textit{T. J. Fisher} and \textit{C. M. Gallagher}, J. Am. Stat. Assoc. 107, No. 498, 777--787 (2012; Zbl 1261.62079) Full Text: DOI
Baek, J. S.; Park, J. A.; Hwang, S. Y. Preliminary test of fit in a general class of conditionally heteroscedastic nonlinear time series. (English) Zbl 1431.62352 J. Stat. Comput. Simulation 82, No. 5, 763-781 (2012). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{J. S. Baek} et al., J. Stat. Comput. Simulation 82, No. 5, 763--781 (2012; Zbl 1431.62352) Full Text: DOI
Kwan, Wilson; Li, Wai Keung; Li, Guodong On the estimation and diagnostic checking of the ARFIMA-HYGARCH model. (English) Zbl 1255.62261 Comput. Stat. Data Anal. 56, No. 11, 3632-3644 (2012). MSC: 62M10 62F12 62E20 62F03 65C60 PDFBibTeX XMLCite \textit{W. Kwan} et al., Comput. Stat. Data Anal. 56, No. 11, 3632--3644 (2012; Zbl 1255.62261) Full Text: DOI
Broniatowski, Michel; Keziou, Amor Divergences and duality for estimation and test under moment condition models. (English) Zbl 1253.62016 J. Stat. Plann. Inference 142, No. 9, 2554-2573 (2012). MSC: 62G05 62G10 62E20 PDFBibTeX XMLCite \textit{M. Broniatowski} and \textit{A. Keziou}, J. Stat. Plann. Inference 142, No. 9, 2554--2573 (2012; Zbl 1253.62016) Full Text: DOI arXiv
Singh, Sukhbir; Jain, Kanchan; Sharma, Suresh Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model. (English) Zbl 1259.62023 J. Multivariate Anal. 111, 198-212 (2012). MSC: 62G08 62J05 62H12 62F30 PDFBibTeX XMLCite \textit{S. Singh} et al., J. Multivariate Anal. 111, 198--212 (2012; Zbl 1259.62023) Full Text: DOI
Hejazi, Taha Hossein; Bashiri, Mahdi; Dıáz-Garcıá, José A.; Noghondarian, Kazem Optimization of probabilistic multiple response surfaces. (English) Zbl 1243.90194 Appl. Math. Modelling 36, No. 3, 1275-1285 (2012). MSC: 90C29 62K20 PDFBibTeX XMLCite \textit{T. H. Hejazi} et al., Appl. Math. Modelling 36, No. 3, 1275--1285 (2012; Zbl 1243.90194) Full Text: DOI
Mainassara, Y. Boubacar; Carbon, M.; Francq, C. Computing and estimating information matrices of weak ARMA models. (English) Zbl 1239.62107 Comput. Stat. Data Anal. 56, No. 2, 345-361 (2012). MSC: 62M10 62H12 15B99 65C60 62P05 PDFBibTeX XMLCite \textit{Y. B. Mainassara} et al., Comput. Stat. Data Anal. 56, No. 2, 345--361 (2012; Zbl 1239.62107) Full Text: DOI HAL
Tang, Cheng Yong; Leng, Chenlei An empirical likelihood approach to quantile regression with auxiliary information. (English) Zbl 1229.62049 Stat. Probab. Lett. 82, No. 1, 29-36 (2012). MSC: 62G08 62G05 65C60 PDFBibTeX XMLCite \textit{C. Y. Tang} and \textit{C. Leng}, Stat. Probab. Lett. 82, No. 1, 29--36 (2012; Zbl 1229.62049) Full Text: DOI
Chatterjee, Arindam Asymptotic properties of sample quantiles from a finite population. (English) Zbl 1432.62022 Ann. Inst. Stat. Math. 63, No. 1, 157-179 (2011). MSC: 62D05 62F40 62G05 62G20 PDFBibTeX XMLCite \textit{A. Chatterjee}, Ann. Inst. Stat. Math. 63, No. 1, 157--179 (2011; Zbl 1432.62022) Full Text: DOI
Wang, Qihua; Lai, Peng Empirical likelihood calibration estimation for the median treatment difference in observational studies. (English) Zbl 1328.62035 Comput. Stat. Data Anal. 55, No. 4, 1596-1609 (2011). MSC: 62-07 62F10 62P20 PDFBibTeX XMLCite \textit{Q. Wang} and \textit{P. Lai}, Comput. Stat. Data Anal. 55, No. 4, 1596--1609 (2011; Zbl 1328.62035) Full Text: DOI
Labra, F. V.; Aoki, R.; Garibay, V.; Lachos, V. H. Skew-normal distribution in the multivariate null intercept measurement error model. (English) Zbl 1298.62116 Braz. J. Probab. Stat. 25, No. 2, 145-170 (2011). MSC: 62J05 62H12 62H15 62P10 PDFBibTeX XMLCite \textit{F. V. Labra} et al., Braz. J. Probab. Stat. 25, No. 2, 145--170 (2011; Zbl 1298.62116) Full Text: DOI Euclid
Martínez Puertas, Sergio; Rueda García, Maria del Mar; Arcos Cebrián, Antonio; Martínez Puertas, Helena; Sánchez-Borrego, I. R. Post-stratified calibration method for estimating quantiles. (English) Zbl 1247.62109 Comput. Stat. Data Anal. 55, No. 1, 838-851 (2011). MSC: 62G05 65C60 PDFBibTeX XMLCite \textit{S. Martínez Puertas} et al., Comput. Stat. Data Anal. 55, No. 1, 838--851 (2011; Zbl 1247.62109) Full Text: DOI
Liu, Shuangzhe; Heyde, Chris C.; Wong, Wing-Keung Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models. (English) Zbl 1234.62121 Stat. Pap. 52, No. 3, 621-632 (2011). MSC: 62M10 62H10 62H99 65C60 PDFBibTeX XMLCite \textit{S. Liu} et al., Stat. Pap. 52, No. 3, 621--632 (2011; Zbl 1234.62121) Full Text: DOI
Patriota, Alexandre G.; Bolfarine, Heleno; Arellano-Valle, Reinaldo B. A multivariate ultrastructural errors-in-variables model with equation error. (English) Zbl 1352.62045 J. Multivariate Anal. 102, No. 2, 386-392 (2011). MSC: 62F12 62H12 62J05 PDFBibTeX XMLCite \textit{A. G. Patriota} et al., J. Multivariate Anal. 102, No. 2, 386--392 (2011; Zbl 1352.62045) Full Text: DOI
Melo, Tatiane F. N.; Ferrari, Silvia L. P. A modified signed likelihood ratio test in elliptical structural models. (English) Zbl 1443.62202 AStA, Adv. Stat. Anal. 94, No. 1, 75-87 (2010). MSC: 62J05 62F03 PDFBibTeX XMLCite \textit{T. F. N. Melo} and \textit{S. L. P. Ferrari}, AStA, Adv. Stat. Anal. 94, No. 1, 75--87 (2010; Zbl 1443.62202) Full Text: DOI
Francq, Christian; Zakoïan, Jean-Michel Inconsistency of the MLE and inference based on weighted LS for LARCH models. (English) Zbl 1431.62372 J. Econom. 159, No. 1, 151-165 (2010). MSC: 62M10 62F12 62E20 62P20 PDFBibTeX XMLCite \textit{C. Francq} and \textit{J.-M. Zakoïan}, J. Econom. 159, No. 1, 151--165 (2010; Zbl 1431.62372) Full Text: DOI HAL
Wang, Hung-Jen; Ho, Chia-Wen Estimating fixed-effect panel stochastic frontier models by model transformation. (English) Zbl 1431.62672 J. Econom. 157, No. 2, 286-296 (2010). MSC: 62P20 91B38 PDFBibTeX XMLCite \textit{H.-J. Wang} and \textit{C.-W. Ho}, J. Econom. 157, No. 2, 286--296 (2010; Zbl 1431.62672) Full Text: DOI Link
de Castro, Mário; Galea, Manuel Robust inference in an heteroscedastic measurement error model. (English) Zbl 1294.62165 J. Korean Stat. Soc. 39, No. 4, 439-447 (2010). MSC: 62J99 62F35 62F99 PDFBibTeX XMLCite \textit{M. de Castro} and \textit{M. Galea}, J. Korean Stat. Soc. 39, No. 4, 439--447 (2010; Zbl 1294.62165) Full Text: DOI Link
Lachos, Victor H.; Cancho, Vicente G.; Aoki, Reiko Bayesian analysis of skew-\(t\) multivariate null intercept measurement error model. (English) Zbl 1247.62169 Stat. Pap. 51, No. 3, 531-545 (2010). MSC: 62J05 62H10 62F15 65C40 62P10 PDFBibTeX XMLCite \textit{V. H. Lachos} et al., Stat. Pap. 51, No. 3, 531--545 (2010; Zbl 1247.62169) Full Text: DOI
Wu, JianHong; Zhu, LiXing Diagnostic checking for conditional heteroscedasticity models. (English) Zbl 1233.62163 Sci. China, Math. 53, No. 10, 2773-2790 (2010). MSC: 62M10 62H15 62G10 62F05 65C60 PDFBibTeX XMLCite \textit{J. Wu} and \textit{L. Zhu}, Sci. China, Math. 53, No. 10, 2773--2790 (2010; Zbl 1233.62163) Full Text: DOI
Galea, Manuel; Giménez, Patricia Estimation and testing in elliptical functional measurement error models. (English) Zbl 1318.62187 Commun. Stat., Theory Methods 39, No. 11, 2031-2045 (2010). MSC: 62H15 62J05 62F03 62F12 PDFBibTeX XMLCite \textit{M. Galea} and \textit{P. Giménez}, Commun. Stat., Theory Methods 39, No. 11, 2031--2045 (2010; Zbl 1318.62187) Full Text: DOI Link
Escanciano, J. Carlos Asymptotic distribution-free diagnostic tests for heteroskedastic time series models. (English) Zbl 1191.62085 Econom. Theory 26, No. 3, 744-773 (2010). MSC: 62G10 62E20 62M10 91G70 65C05 62P05 PDFBibTeX XMLCite \textit{J. C. Escanciano}, Econom. Theory 26, No. 3, 744--773 (2010; Zbl 1191.62085) Full Text: DOI
Zhu, Fukang; Wang, Dehui Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations. (English) Zbl 1464.62200 Comput. Stat. Data Anal. 54, No. 2, 496-508 (2010). MSC: 62-08 62M10 62G10 62E20 PDFBibTeX XMLCite \textit{F. Zhu} and \textit{D. Wang}, Comput. Stat. Data Anal. 54, No. 2, 496--508 (2010; Zbl 1464.62200) Full Text: DOI