Allaoui, Soumaya; Bouzebda, Salim; Liu, Jicheng Multivariate wavelet estimators for weakly dependent processes: strong consistency rate. (English) Zbl 07767127 Commun. Stat., Theory Methods 52, No. 23, 8317-8350 (2023). MSC: 62E20 62G09 PDFBibTeX XMLCite \textit{S. Allaoui} et al., Commun. Stat., Theory Methods 52, No. 23, 8317--8350 (2023; Zbl 07767127) Full Text: DOI
Zemoul, Sara-Imane; Berkoun, Youcef Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations. (English) Zbl 07753674 Commun. Stat., Theory Methods 52, No. 21, 7780-7787 (2023). MSC: 62F12 60F05 PDFBibTeX XMLCite \textit{S.-I. Zemoul} and \textit{Y. Berkoun}, Commun. Stat., Theory Methods 52, No. 21, 7780--7787 (2023; Zbl 07753674) Full Text: DOI
Bey, Siham; Guessoum, Zohra; Tatachak, Abdelkader Kernel regression estimation for LTRC and associated data. (English) Zbl 07720162 Commun. Stat., Theory Methods 52, No. 18, 6381-6406 (2023). MSC: 62G05 62G20 PDFBibTeX XMLCite \textit{S. Bey} et al., Commun. Stat., Theory Methods 52, No. 18, 6381--6406 (2023; Zbl 07720162) Full Text: DOI
Allaoui, Soumaya; Bouzebda, Salim; Liu, Jicheng Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence. (English) Zbl 07716096 J. Math. Inequal. 17, No. 2, 481-515 (2023). MSC: 62E20 60F05 62G08 62H12 62G09 PDFBibTeX XMLCite \textit{S. Allaoui} et al., J. Math. Inequal. 17, No. 2, 481--515 (2023; Zbl 07716096) Full Text: DOI
Diop, Mamadou Lamine; Kengne, William A general procedure for change-point detection in multivariate time series. (English) Zbl 1516.62074 Test 32, No. 1, 1-33 (2023). MSC: 62M10 62F05 62F12 PDFBibTeX XMLCite \textit{M. L. Diop} and \textit{W. Kengne}, Test 32, No. 1, 1--33 (2023; Zbl 1516.62074) Full Text: DOI arXiv
Rih, Soumia; Tatachak, Abdelkader Kernel conditional density and mode estimation for psi-weakly dependent observations. (English) Zbl 07702495 Commun. Stat., Theory Methods 52, No. 7, 2072-2098 (2023). MSC: 62G05 62G20 PDFBibTeX XMLCite \textit{S. Rih} and \textit{A. Tatachak}, Commun. Stat., Theory Methods 52, No. 7, 2072--2098 (2023; Zbl 07702495) Full Text: DOI
Bouzebda, Salim; Laksaci, Ali; Mohammedi, Mustapha The \(k\)-nearest neighbors method in single index regression model for functional quasi-associated time series data. (English) Zbl 1524.62413 Rev. Mat. Complut. 36, No. 2, 361-391 (2023). MSC: 62M10 62G07 62G08 62G20 62R10 PDFBibTeX XMLCite \textit{S. Bouzebda} et al., Rev. Mat. Complut. 36, No. 2, 361--391 (2023; Zbl 1524.62413) Full Text: DOI
Brandes, Dirk-Philip; Curato, Imma Valentina; Stelzer, Robert Inheritance of strong mixing and weak dependence under renewal sampling. (English) Zbl 1516.60015 J. Appl. Probab. 60, No. 2, 435-451 (2023). MSC: 60F05 60F17 62M15 60G60 PDFBibTeX XMLCite \textit{D.-P. Brandes} et al., J. Appl. Probab. 60, No. 2, 435--451 (2023; Zbl 1516.60015) Full Text: DOI arXiv
Bouzebda, Salim; Laksaci, Ali; Mohammedi, Mustapha Single index regression model for functional quasi-associated times series data. (English) Zbl 1516.62047 REVSTAT 20, No. 5, 605-631 (2022). MSC: 62G05 62G08 62L12 62G20 PDFBibTeX XMLCite \textit{S. Bouzebda} et al., REVSTAT 20, No. 5, 605--631 (2022; Zbl 1516.62047) Full Text: DOI
Bobbia, Benjamin; Doukhan, Paul; Fan, Xiequan Selected topics on weak dependence conditions. (English) Zbl 07709548 Grad. J. Math. 7, No. 2, 76-94 (2022). MSC: 62-XX 60-XX PDFBibTeX XMLCite \textit{B. Bobbia} et al., Grad. J. Math. 7, No. 2, 76--94 (2022; Zbl 07709548) Full Text: Link
Velasco, Carlos Estimation of time series models using residuals dependence measures. (English) Zbl 07628850 Ann. Stat. 50, No. 5, 3039-3063 (2022). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{C. Velasco}, Ann. Stat. 50, No. 5, 3039--3063 (2022; Zbl 07628850) Full Text: DOI
Lee, Oesook; Kim, Jooyoung Asymptotics for semi-strong augmented GARCH(1,1) model. (English) Zbl 07613942 Commun. Stat., Theory Methods 51, No. 23, 8093-8109 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{O. Lee} and \textit{J. Kim}, Commun. Stat., Theory Methods 51, No. 23, 8093--8109 (2022; Zbl 07613942) Full Text: DOI
Curato, Imma Valentina; Stelzer, Robert; Ströh, Bennet Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields. (English) Zbl 1503.60061 Ann. Appl. Probab. 32, No. 3, 1814-1861 (2022). MSC: 60G60 60F05 60F17 60G10 62M40 62F10 62M30 PDFBibTeX XMLCite \textit{I. V. Curato} et al., Ann. Appl. Probab. 32, No. 3, 1814--1861 (2022; Zbl 1503.60061) Full Text: DOI arXiv
Douge, Lahcen A Berry-Esseen theorem for sample quantiles under association. (English) Zbl 07571140 Commun. Stat., Theory Methods 51, No. 18, 6515-6528 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{L. Douge}, Commun. Stat., Theory Methods 51, No. 18, 6515--6528 (2022; Zbl 07571140) Full Text: DOI arXiv
De la Pena, Victor; Doukhan, Paul; Salhi, Yahia A dynamic Taylor’s law. (English) Zbl 1490.60134 J. Appl. Probab. 59, No. 2, 584-607 (2022). MSC: 60G99 60F05 62P12 PDFBibTeX XMLCite \textit{V. De la Pena} et al., J. Appl. Probab. 59, No. 2, 584--607 (2022; Zbl 1490.60134) Full Text: DOI arXiv
Benhenni, Karim; Girard, Didier A.; Louhichi, Sana On bandwidth selection problems in nonparametric trend estimation under martingale difference errors. (English) Zbl 07467726 Bernoulli 28, No. 1, 395-423 (2022). MSC: 62Gxx 60Fxx 62Jxx PDFBibTeX XMLCite \textit{K. Benhenni} et al., Bernoulli 28, No. 1, 395--423 (2022; Zbl 07467726) Full Text: DOI arXiv Link
Chérief-Abdellatif, Badr-Eddine; Alquier, Pierre Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence. (English) Zbl 07467718 Bernoulli 28, No. 1, 181-213 (2022). MSC: 62-XX 65-XX PDFBibTeX XMLCite \textit{B.-E. Chérief-Abdellatif} and \textit{P. Alquier}, Bernoulli 28, No. 1, 181--213 (2022; Zbl 07467718) Full Text: DOI arXiv Link
Assia, Mezhoud Kenza Almost sure convergence of recursive kernel estimatiors of the density and the regression under \(\eta\)-weak dependence. (English) Zbl 07531789 Commun. Stat., Theory Methods 50, No. 17, 3913-3927 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{M. K. Assia}, Commun. Stat., Theory Methods 50, No. 17, 3913--3927 (2021; Zbl 07531789) Full Text: DOI
Ekra, Sylvestre Placide; Monsan, Vincent Asymptotic property of spectral density estimators of a continuous time process almost periodically correlated low dependent by Poisson. (English) Zbl 1499.62123 Far East J. Theor. Stat. 61, No. 2, 145-189 (2021). MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{S. P. Ekra} and \textit{V. Monsan}, Far East J. Theor. Stat. 61, No. 2, 145--189 (2021; Zbl 1499.62123) Full Text: DOI
Chakraborty, Shubhadeep; Zhang, Xianyang A new framework for distance and kernel-based metrics in high dimensions. (English) Zbl 1498.62092 Electron. J. Stat. 15, No. 2, 5455-5522 (2021). MSC: 62G10 62H20 62H15 62G20 PDFBibTeX XMLCite \textit{S. Chakraborty} and \textit{X. Zhang}, Electron. J. Stat. 15, No. 2, 5455--5522 (2021; Zbl 1498.62092) Full Text: DOI arXiv Link
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
Allaoui, Soumaya; Bouzebda, Salim; Chesneau, Christophe; Liu, Jicheng Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence. (English) Zbl 1472.62031 J. Nonparametric Stat. 33, No. 2, 170-196 (2021). MSC: 62E20 62H12 62G09 42C40 PDFBibTeX XMLCite \textit{S. Allaoui} et al., J. Nonparametric Stat. 33, No. 2, 170--196 (2021; Zbl 1472.62031) Full Text: DOI
Hwang, Eunju Weak convergence for stationary bootstrap empirical processes of associated sequences. (English) Zbl 1469.62244 J. Korean Math. Soc. 58, No. 1, 237-264 (2021). MSC: 62G09 62G20 60F15 60G15 PDFBibTeX XMLCite \textit{E. Hwang}, J. Korean Math. Soc. 58, No. 1, 237--264 (2021; Zbl 1469.62244) Full Text: DOI
Belomestny, Denis; Iosipoi, Leonid; Moulines, Eric; Naumov, Alexey; Samsonov, Sergey Variance reduction for dependent sequences with applications to stochastic gradient MCMC. (English) Zbl 1478.60206 SIAM/ASA J. Uncertain. Quantif. 9, 507-535 (2021). MSC: 60J20 65C40 PDFBibTeX XMLCite \textit{D. Belomestny} et al., SIAM/ASA J. Uncertain. Quantif. 9, 507--535 (2021; Zbl 1478.60206) Full Text: DOI arXiv
Kojevnikov, Denis; Marmer, Vadim; Song, Kyungchul Limit theorems for network dependent random variables. (English) Zbl 1471.62536 J. Econom. 222, No. 2, 882-908 (2021). MSC: 62P20 60F05 62M30 91D30 PDFBibTeX XMLCite \textit{D. Kojevnikov} et al., J. Econom. 222, No. 2, 882--908 (2021; Zbl 1471.62536) Full Text: DOI arXiv
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
Benhenni, Karim; Girard, Didier A.; Louhichi, Sana On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation. (English) Zbl 07732660 Adv. Pure Appl. Math. 12, No. 3, 15-35 (2021). MSC: 62G08 62G20 60G10 PDFBibTeX XMLCite \textit{K. Benhenni} et al., Adv. Pure Appl. Math. 12, No. 3, 15--35 (2020; Zbl 07732660) Full Text: DOI
Hamza, Daoudi; Mechab, Boubaker; Chikr Elmezouar, Zouaoui Asymptotic normality of a conditional hazard function estimate in the single index for quasi-associated data. (English) Zbl 07549048 Commun. Stat., Theory Methods 49, No. 3, 513-530 (2020). MSC: 60G25 62G05 62G08 62G20 62N02 PDFBibTeX XMLCite \textit{D. Hamza} et al., Commun. Stat., Theory Methods 49, No. 3, 513--530 (2020; Zbl 07549048) Full Text: DOI
Olenko, Andriy; Omari, Dareen Reduction principle for functionals of strong-weak dependent vector random fields. (English) Zbl 1484.60058 Braz. J. Probab. Stat. 34, No. 4, 885-908 (2020). Reviewer: Utkir A. Rozikov (Tashkent) MSC: 60G60 60F05 60F17 60G10 PDFBibTeX XMLCite \textit{A. Olenko} and \textit{D. Omari}, Braz. J. Probab. Stat. 34, No. 4, 885--908 (2020; Zbl 1484.60058) Full Text: DOI arXiv Euclid
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
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul Multivariate count autoregression. (English) Zbl 1456.62155 Bernoulli 26, No. 1, 471-499 (2020). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J12 62F12 62H05 62M10 62H12 PDFBibTeX XMLCite \textit{K. Fokianos} et al., Bernoulli 26, No. 1, 471--499 (2020; Zbl 1456.62155) Full Text: DOI arXiv Euclid
Adjoudj, Latifa; Tatachak, Abdelkader Conditional quantile estimation for truncated and associated data. (English) Zbl 1508.62083 Commun. Stat., Theory Methods 48, No. 18, 4598-4641 (2019). MSC: 62G07 62E20 62G20 PDFBibTeX XMLCite \textit{L. Adjoudj} and \textit{A. Tatachak}, Commun. Stat., Theory Methods 48, No. 18, 4598--4641 (2019; Zbl 1508.62083) Full Text: DOI
Djelladj, Wafaa; Tatachak, Abdelkader Strong uniform consistency of a kernel conditional quantile estimator for censored and associated data. (English) Zbl 1471.62313 Hacet. J. Math. Stat. 48, No. 1, 290-311 (2019). MSC: 62G07 62G20 62N05 PDFBibTeX XMLCite \textit{W. Djelladj} and \textit{A. Tatachak}, Hacet. J. Math. Stat. 48, No. 1, 290--311 (2019; Zbl 1471.62313) Full Text: Link
Arab, I.; Oliveira, P. E. Asymptotic results for certain weak dependent variables. (English) Zbl 1431.60028 Theory Probab. Math. Stat. 99, 19-37 (2019) and Teor. Jmovirn. Mat. Stat. 99, 19-36 (2018). MSC: 60F10 60F05 60F17 PDFBibTeX XMLCite \textit{I. Arab} and \textit{P. E. Oliveira}, Theory Probab. Math. Stat. 99, 19--37 (2019; Zbl 1431.60028) Full Text: DOI arXiv Link
Krampe, Jonas Time series modeling on dynamic networks. (English) Zbl 1434.62188 Electron. J. Stat. 13, No. 2, 4945-4976 (2019). MSC: 62M10 90B15 62P20 PDFBibTeX XMLCite \textit{J. Krampe}, Electron. J. Stat. 13, No. 2, 4945--4976 (2019; Zbl 1434.62188) Full Text: DOI arXiv Euclid
Blanchard, Gilles; Zadorozhnyi, Oleksandr Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods. (English) Zbl 1428.62185 Bernoulli 25, No. 4B, 3421-3458 (2019). MSC: 60E15 60B11 68T05 PDFBibTeX XMLCite \textit{G. Blanchard} and \textit{O. Zadorozhnyi}, Bernoulli 25, No. 4B, 3421--3458 (2019; Zbl 1428.62185) Full Text: DOI arXiv Euclid
Poinas, Arnaud; Delyon, Bernard; Lavancier, Frédéric Mixing properties and central limit theorem for associated point processes. (English) Zbl 1466.60101 Bernoulli 25, No. 3, 1724-1754 (2019). MSC: 60G55 60F05 PDFBibTeX XMLCite \textit{A. Poinas} et al., Bernoulli 25, No. 3, 1724--1754 (2019; Zbl 1466.60101) Full Text: DOI arXiv Euclid
Curato, Imma Valentina; Stelzer, Robert Weak dependence and GMM estimation of supOU and mixed moving average processes. (English) Zbl 1406.60028 Electron. J. Stat. 13, No. 1, 310-360 (2019). MSC: 60E07 60G10 60G51 60G57 62F12 PDFBibTeX XMLCite \textit{I. V. Curato} and \textit{R. Stelzer}, Electron. J. Stat. 13, No. 1, 310--360 (2019; Zbl 1406.60028) Full Text: DOI arXiv Euclid
Hu, Hongchang Bahadur representations of M-estimators and their applications in general linear models. (English) Zbl 1497.62168 J. Inequal. Appl. 2018, Paper No. 123, 32 p. (2018). MSC: 62J05 62M10 62F12 60F05 60F17 PDFBibTeX XMLCite \textit{H. Hu}, J. Inequal. Appl. 2018, Paper No. 123, 32 p. (2018; Zbl 1497.62168) Full Text: DOI
Manel, Kacem; Véronique, Maume-Deschamps Estimation of the limit variance for sums under a new weak dependence condition. (English) Zbl 1459.60063 Statistics 52, No. 2, 273-287 (2018). MSC: 60F05 60F17 PDFBibTeX XMLCite \textit{K. Manel} and \textit{M.-D. Véronique}, Statistics 52, No. 2, 273--287 (2018; Zbl 1459.60063) Full Text: DOI
Carvalho, Carlos; Masini, Ricardo; Medeiros, Marcelo C. ArCo: an artificial counterfactual approach for high-dimensional panel time-series data. (English) Zbl 1452.62891 J. Econom. 207, No. 2, 352-380 (2018). MSC: 62P20 62M10 62J07 62H12 62F12 PDFBibTeX XMLCite \textit{C. Carvalho} et al., J. Econom. 207, No. 2, 352--380 (2018; Zbl 1452.62891) Full Text: DOI Link
Hayashi, Takaki; Koike, Yuta Wavelet-based methods for high-frequency lead-lag analysis. (English) Zbl 1419.91649 SIAM J. Financ. Math. 9, No. 4, 1208-1248 (2018). MSC: 91G60 65T60 62P05 62M10 PDFBibTeX XMLCite \textit{T. Hayashi} and \textit{Y. Koike}, SIAM J. Financ. Math. 9, No. 4, 1208--1248 (2018; Zbl 1419.91649) Full Text: DOI arXiv
Bai, Shuyang; Taqqu, Murad S. How the instability of ranks under long memory affects large-sample inference. (English) Zbl 1407.62274 Stat. Sci. 33, No. 1, 96-116 (2018). MSC: 62J10 60F05 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, Stat. Sci. 33, No. 1, 96--116 (2018; Zbl 1407.62274) Full Text: DOI arXiv Euclid
Menni, Nassira; Tatachak, Abdelkader A note on estimating the conditional expectation under censoring and association: strong uniform consistency. (English) Zbl 1401.62052 Stat. Pap. 59, No. 3, 1009-1030 (2018). MSC: 62G07 62N02 62G05 62G20 PDFBibTeX XMLCite \textit{N. Menni} and \textit{A. Tatachak}, Stat. Pap. 59, No. 3, 1009--1030 (2018; Zbl 1401.62052) Full Text: DOI
Gómez, José G. Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals. (English) Zbl 1394.60016 Statistics 52, No. 5, 955-979 (2018). MSC: 60F05 60G70 60F17 62G32 PDFBibTeX XMLCite \textit{J. G. Gómez}, Statistics 52, No. 5, 955--979 (2018; Zbl 1394.60016) Full Text: DOI
Ogihara, Teppei Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise. (English) Zbl 1415.62064 Bernoulli 24, No. 4B, 3318-3383 (2018). MSC: 62M05 60J60 62F12 62F15 62P20 PDFBibTeX XMLCite \textit{T. Ogihara}, Bernoulli 24, No. 4B, 3318--3383 (2018; Zbl 1415.62064) Full Text: DOI arXiv Euclid
Xu, Xingbai; Lee, Lung-fei Sieve maximum likelihood estimation of the spatial autoregressive Tobit model. (English) Zbl 1386.62032 J. Econom. 203, No. 1, 96-112 (2018). MSC: 62M30 62M10 62G05 62G20 62P20 PDFBibTeX XMLCite \textit{X. Xu} and \textit{L.-f. Lee}, J. Econom. 203, No. 1, 96--112 (2018; Zbl 1386.62032) Full Text: DOI
Bahamonde, Natalia; Doukhan, Paul Spectral estimation in the presence of missing data. (English) Zbl 1411.62249 Theory Probab. Math. Stat. 95, 59-79 (2017) and Teor. Jmovirn. Mat. Stat. 95, 55-74 (2016). MSC: 62M10 62M15 62F12 PDFBibTeX XMLCite \textit{N. Bahamonde} and \textit{P. Doukhan}, Theory Probab. Math. Stat. 95, 59--79 (2017; Zbl 1411.62249) Full Text: DOI
Bertin, Karine; Klutchnikoff, Nicolas Pointwise adaptive estimation of the marginal density of a weakly dependent process. (English) Zbl 1391.62056 J. Stat. Plann. Inference 187, 115-129 (2017). MSC: 62G07 62C20 PDFBibTeX XMLCite \textit{K. Bertin} and \textit{N. Klutchnikoff}, J. Stat. Plann. Inference 187, 115--129 (2017; Zbl 1391.62056) Full Text: DOI arXiv
Li, Xiaoyin; Doukhan, Paul; Feugeas, Jean-Paul Statistical inference for DNA sequences of promoters: a non-stationary qualitative model. (English) Zbl 1369.62296 Statistics 51, No. 1, 154-166 (2017). MSC: 62P10 62M10 62G10 62G20 92D20 PDFBibTeX XMLCite \textit{X. Li} et al., Statistics 51, No. 1, 154--166 (2017; Zbl 1369.62296) Full Text: DOI
Bardet, Jean-Marc (ed.); Fokianos, Konstantinos (ed.); Neumann, Michael H. (ed.) Editorial for the special issue in honour of Paul Doukhan. (English) Zbl 1368.01033 Statistics 51, No. 1, 1-2 (2017). MSC: 01A70 00B30 62-06 PDFBibTeX XMLCite \textit{J.-M. Bardet} (ed.) et al., Statistics 51, No. 1, 1--2 (2017; Zbl 1368.01033) Full Text: DOI
Guessoum, Z.; Hamrani, F. Convergence rate of the kernel regression estimator for associated and truncated data. (English) Zbl 1369.62071 J. Nonparametric Stat. 29, No. 2, 425-446 (2017). MSC: 62G08 62G07 62G20 PDFBibTeX XMLCite \textit{Z. Guessoum} and \textit{F. Hamrani}, J. Nonparametric Stat. 29, No. 2, 425--446 (2017; Zbl 1369.62071) Full Text: DOI
Cui, Yunwei; Zheng, Qi Conditional maximum likelihood estimation for a class of observation-driven time series models for count data. (English) Zbl 1417.62241 Stat. Probab. Lett. 123, 193-201 (2017). MSC: 62M10 62F12 62M09 PDFBibTeX XMLCite \textit{Y. Cui} and \textit{Q. Zheng}, Stat. Probab. Lett. 123, 193--201 (2017; Zbl 1417.62241) Full Text: DOI
Hudecová, Šárka; Hušková, Marie; Meintanis, Simos Change detection in INARCH time series of counts. (English) Zbl 1366.62066 Cao, Ricardo (ed.) et al., Nonparametric statistics. 2nd ISNPS, Cádiz, June 2014. Selected papers based on the presentations at the second conference of the International Society for Nonparametric Statistic, ISNPS, Cádiz, Spain, June 12–16, 2014. Cham: Springer (ISBN 978-3-319-41581-9/hbk; 978-3-319-41582-6/ebook). Springer Proceedings in Mathematics & Statistics 175, 47-58 (2016). MSC: 62M10 62L10 62G10 62G20 PDFBibTeX XMLCite \textit{Š. Hudecová} et al., Springer Proc. Math. Stat. 175, 47--58 (2016; Zbl 1366.62066) Full Text: DOI
Strohriegl, Katharina; Hable, Robert Qualitative robustness of estimators on stochastic processes. (English) Zbl 1356.62064 Metrika 79, No. 8, 895-917 (2016). MSC: 62G35 60B05 62L12 PDFBibTeX XMLCite \textit{K. Strohriegl} and \textit{R. Hable}, Metrika 79, No. 8, 895--917 (2016; Zbl 1356.62064) Full Text: DOI
Hoffmann-Jørgensen, Jørgen Maximal inequalities for dependent random variables. (English) Zbl 1382.60038 Houdré, Christian (ed.) et al., High dimensional probability VII. The Cargèse volume. Selected papers based on the presentations at the 7th conference, HDP VII, Institut d’Études Scientifiques de Cargèse, IESC, Fance, May 26–30, 2014. Basel: Birkhäuser/Springer (ISBN 978-3-319-40517-9/hbk; 978-3-319-40519-3/ebook). Progress in Probability 71, 61-104 (2016). MSC: 60E15 60F15 PDFBibTeX XMLCite \textit{J. Hoffmann-Jørgensen}, Prog. Probab. 71, 61--104 (2016; Zbl 1382.60038) Full Text: DOI
Doukhan, Paul; Lang, Gabriel Weak dependence of point processes and application to second-order statistics. (English) Zbl 1355.60063 Statistics 50, No. 6, 1221-1235 (2016). MSC: 60G55 60F05 62M30 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{G. Lang}, Statistics 50, No. 6, 1221--1235 (2016; Zbl 1355.60063) 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
Oberhofer, Walter; Haupt, Harry Asymptotic theory for nonlinear quantile regression under weak dependence. (English) Zbl 1441.62822 Econom. Theory 32, No. 3, 686-713 (2016). MSC: 62P20 PDFBibTeX XMLCite \textit{W. Oberhofer} and \textit{H. Haupt}, Econom. Theory 32, No. 3, 686--713 (2016; Zbl 1441.62822) Full Text: DOI
Kacem, Manel; Loisel, Stéphane; Maume-Deschamps, Véronique Some mixing properties of conditionally independent processes. (English) Zbl 1338.60070 Commun. Stat., Theory Methods 45, No. 5, 1241-1259 (2016). MSC: 60F05 60E15 60G10 91B30 PDFBibTeX XMLCite \textit{M. Kacem} et al., Commun. Stat., Theory Methods 45, No. 5, 1241--1259 (2016; Zbl 1338.60070) Full Text: DOI
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
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
Sancetta, Alessio Greedy algorithms for prediction. (English) Zbl 1388.62209 Bernoulli 22, No. 2, 1227-1277 (2016). MSC: 62J05 62G07 62G20 62J07 PDFBibTeX XMLCite \textit{A. Sancetta}, Bernoulli 22, No. 2, 1227--1277 (2016; Zbl 1388.62209) Full Text: DOI arXiv Euclid
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
Doukhan, P.; Pommeret, D.; Reboul, L. Data driven smooth test of comparison for dependent sequences. (English) Zbl 1328.62263 J. Multivariate Anal. 139, 147-165 (2015). MSC: 62G10 62E20 62M07 62M10 62P05 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Multivariate Anal. 139, 147--165 (2015; Zbl 1328.62263) 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
Hwang, Eunju; Shin, Dong Wan Infinite-order, long-memory heterogeneous autoregressive models. (English) Zbl 1506.62086 Comput. Stat. Data Anal. 76, 339-358 (2014). MSC: 62-08 62M10 62F12 62P05 62P20 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Comput. Stat. Data Anal. 76, 339--358 (2014; Zbl 1506.62086) Full Text: DOI
Attaoui, Said Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data. (English) Zbl 1443.62080 AStA, Adv. Stat. Anal. 98, No. 3, 257-286 (2014). MSC: 62G07 62M10 62G08 62G20 62E20 PDFBibTeX XMLCite \textit{S. Attaoui}, AStA, Adv. Stat. Anal. 98, No. 3, 257--286 (2014; Zbl 1443.62080) 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
Kontorovich, A.; Brockwell, A. A strong law of large numbers for strongly mixing processes. (English) Zbl 1301.60031 Commun. Stat., Theory Methods 43, No. 18, 3777-3796 (2014). MSC: 60F15 60G35 60J10 PDFBibTeX XMLCite \textit{A. Kontorovich} and \textit{A. Brockwell}, Commun. Stat., Theory Methods 43, No. 18, 3777--3796 (2014; Zbl 1301.60031) Full Text: DOI arXiv
Hwang, Eunju; Shin, Dong Wan Block bootstrapping for kernel density estimators under {\(\psi\)}-weak dependence. (English) Zbl 1302.62093 Commun. Stat., Theory Methods 43, No. 17, 3751-3761 (2014). MSC: 62G08 62M05 62F40 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Commun. Stat., Theory Methods 43, No. 17, 3751--3761 (2014; Zbl 1302.62093) 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
Durieu, Olivier; Tusche, Marco An empirical process central limit theorem for multidimensional dependent data. (English) Zbl 1335.62084 J. Theor. Probab. 27, No. 1, 249-277 (2014). MSC: 62G30 60F17 60G10 PDFBibTeX XMLCite \textit{O. Durieu} and \textit{M. Tusche}, J. Theor. Probab. 27, No. 1, 249--277 (2014; Zbl 1335.62084) Full Text: DOI arXiv
Moysiadis, Theodoros; Fokianos, Konstantinos On binary and categorical time series models with feedback. (English) Zbl 1298.62155 J. Multivariate Anal. 131, 209-228 (2014). MSC: 62M10 62F12 62J12 PDFBibTeX XMLCite \textit{T. Moysiadis} and \textit{K. Fokianos}, J. Multivariate Anal. 131, 209--228 (2014; Zbl 1298.62155) Full Text: DOI arXiv
Ogihara, Teppei; Yoshida, Nakahiro Quasi-likelihood analysis for nonsynchronously observed diffusion processes. (English) Zbl 1329.60283 Stochastic Processes Appl. 124, No. 9, 2954-3008 (2014). MSC: 60J60 60H10 62M05 60F10 PDFBibTeX XMLCite \textit{T. Ogihara} and \textit{N. Yoshida}, Stochastic Processes Appl. 124, No. 9, 2954--3008 (2014; Zbl 1329.60283) Full Text: DOI arXiv
Mezhoud, Kenza Assia; Mohdeb, Zaher; Louhichi, Sana Recursive kernel estimation of the density under \(\eta\)-weak dependence. (English) Zbl 1306.62097 J. Korean Stat. Soc. 43, No. 3, 403-414 (2014). MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{K. A. Mezhoud} et al., J. Korean Stat. Soc. 43, No. 3, 403--414 (2014; Zbl 1306.62097) Full Text: DOI
Lee, O. Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes. (English) Zbl 1306.60024 J. Korean Stat. Soc. 43, No. 3, 393-401 (2014). MSC: 60F17 60F05 60G10 62M10 PDFBibTeX XMLCite \textit{O. Lee}, J. Korean Stat. Soc. 43, No. 3, 393--401 (2014; Zbl 1306.60024) Full Text: DOI
Hwang, Eunju The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences. (English) Zbl 1306.62102 J. Korean Stat. Soc. 43, No. 2, 225-233 (2014). MSC: 62G09 60G10 62E20 PDFBibTeX XMLCite \textit{E. Hwang}, J. Korean Stat. Soc. 43, No. 2, 225--233 (2014; Zbl 1306.62102) Full Text: DOI
Dehling, Herold; Durieu, Olivier; Tusche, Marco Approximating class approach for empirical processes of dependent sequences indexed by functions. (English) Zbl 1307.60027 Bernoulli 20, No. 3, 1372-1403 (2014). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F17 60B12 60G10 60G15 62E20 PDFBibTeX XMLCite \textit{H. Dehling} et al., Bernoulli 20, No. 3, 1372--1403 (2014; Zbl 1307.60027) Full Text: DOI arXiv Euclid
Mikosch, Thomas; Wintenberger, Olivier The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains. (English) Zbl 1304.60034 Probab. Theory Relat. Fields 159, No. 1-2, 157-196 (2014). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F05 60F10 60J05 PDFBibTeX XMLCite \textit{T. Mikosch} and \textit{O. Wintenberger}, Probab. Theory Relat. Fields 159, No. 1--2, 157--196 (2014; Zbl 1304.60034) Full Text: DOI arXiv
Blacher, René Proved random numbers obtained from hardware devices. (English) Zbl 1302.65022 Commun. Stat., Simulation Comput. 43, No. 5, 1020-1035 (2014). MSC: 65C10 11B39 PDFBibTeX XMLCite \textit{R. Blacher}, Commun. Stat., Simulation Comput. 43, No. 5, 1020--1035 (2014; Zbl 1302.65022) Full Text: DOI
Ziemba, Maciej Tightness criterion and weak convergence for the generalized empirical process in \(D[0, 1]\). (English) Zbl 1303.60009 ISRN Probab. Stat. 2013, Article ID 543723, 12 p. (2013). MSC: 60B10 60F17 60F15 PDFBibTeX XMLCite \textit{M. Ziemba}, ISRN Probab. Stat. 2013, Article ID 543723, 12 p. (2013; Zbl 1303.60009) Full Text: DOI
McElroy, Tucker; Politis, Dimitris N. Distribution theory for the Studentized mean for long, short, and negative memory time series. (English) Zbl 1285.62108 J. Econom. 177, No. 1, 60-74 (2013). MSC: 62M10 62G05 62G20 91B84 PDFBibTeX XMLCite \textit{T. McElroy} and \textit{D. N. Politis}, J. Econom. 177, No. 1, 60--74 (2013; Zbl 1285.62108) Full Text: DOI
Hwang, Eunju; Shin, Dong Wan Stationary bootstrapping realized volatility. (English) Zbl 1279.62101 Stat. Probab. Lett. 83, No. 9, 2045-2051 (2013). MSC: 62G09 60G10 62E20 65C05 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Stat. Probab. Lett. 83, No. 9, 2045--2051 (2013; Zbl 1279.62101) Full Text: DOI
Meng, MeiXia; Ai, ChunRong Some uniform convergence results for kernel estimators. (English) Zbl 1280.62058 Sci. China, Math. 56, No. 9, 1945-1956 (2013). MSC: 62G20 62G08 PDFBibTeX XMLCite \textit{M. Meng} and \textit{C. Ai}, Sci. China, Math. 56, No. 9, 1945--1956 (2013; Zbl 1280.62058) 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
Hwang, Eunju; Shin, Dong Wan Stationary bootstrapping realized volatility under market microstructure noise. (English) Zbl 1273.62249 Electron. J. Stat. 7, 2032-2053 (2013). MSC: 62P05 62G09 62P20 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Electron. J. Stat. 7, 2032--2053 (2013; Zbl 1273.62249) Full Text: DOI Euclid
Forzani, Liliana; Fraiman, Ricardo; Llop, Pamela Density estimation for spatial-temporal models. (English) Zbl 1270.91069 Test 22, No. 2, 321-342 (2013). MSC: 62G07 62M40 62G20 PDFBibTeX XMLCite \textit{L. Forzani} et al., Test 22, No. 2, 321--342 (2013; Zbl 1270.91069) Full Text: DOI
Dudziński, Marcin; Górka, Przemysław The almost sure central limit theorems for the maxima of sums under some new weak dependence assumptions. (English) Zbl 1261.60036 Acta Math. Sin., Engl. Ser. 29, No. 3, 429-448 (2013). MSC: 60F15 60F05 PDFBibTeX XMLCite \textit{M. Dudziński} and \textit{P. Górka}, Acta Math. Sin., Engl. Ser. 29, No. 3, 429--448 (2013; Zbl 1261.60036) Full Text: DOI
Jenish, Nazgul; Prucha, Ingmar R. On spatial processes and asymptotic inference under near-epoch dependence. (English) Zbl 1443.62472 J. Econom. 170, No. 1, 178-190 (2012). MSC: 62P20 60F05 62M30 PDFBibTeX XMLCite \textit{N. Jenish} and \textit{I. R. Prucha}, J. Econom. 170, No. 1, 178--190 (2012; Zbl 1443.62472) Full Text: DOI Link Link
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
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
Hwang, Eunju; Shin, Dong Wan Random central limit theorems for linear processes with weakly dependent innovations. (English) Zbl 1296.60057 J. Korean Stat. Soc. 41, No. 3, 313-322 (2012). MSC: 60F05 62E20 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, J. Korean Stat. Soc. 41, No. 3, 313--322 (2012; Zbl 1296.60057) 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
Gupta, Shuva A note on the asymptotic distribution of lasso estimator for correlated data. (English) Zbl 1281.62157 Sankhyā, Ser. A 74, No. 1, 10-28 (2012). MSC: 62J07 60F15 62E20 PDFBibTeX XMLCite \textit{S. Gupta}, Sankhyā, Ser. A 74, No. 1, 10--28 (2012; Zbl 1281.62157) Full Text: DOI
Kokoszka, Piotr Dependent functional data. (English) Zbl 06169714 ISRN Probab. Stat. 2012, Article ID 958254, 30 p. (2012). MSC: 62-XX 91-XX 92-XX PDFBibTeX XMLCite \textit{P. Kokoszka}, ISRN Probab. Stat. 2012, Article ID 958254, 30 p. (2012; Zbl 06169714) Full Text: DOI
Doukhan, Paul Comments on: Some recent theory for autoregressive count time series. (English) Zbl 1362.62166 Test 21, No. 3, 447-450 (2012). MSC: 62M10 PDFBibTeX XMLCite \textit{P. Doukhan}, Test 21, No. 3, 447--450 (2012; Zbl 1362.62166) Full Text: DOI
Aneiros, Germán Comments on: Some recent theory for autoregressive count time series. (English) Zbl 1362.62162 Test 21, No. 3, 439-441 (2012). MSC: 62M10 PDFBibTeX XMLCite \textit{G. Aneiros}, Test 21, No. 3, 439--441 (2012; Zbl 1362.62162) Full Text: DOI
Tjøstheim, Dag Some recent theory for autoregressive count time series. (English) Zbl 1362.62174 Test 21, No. 3, 413-438 (2012). MSC: 62M10 60F05 60G10 62F12 PDFBibTeX XMLCite \textit{D. Tjøstheim}, Test 21, No. 3, 413--438 (2012; Zbl 1362.62174) Full Text: DOI