Aue, Alexander; Dette, Holger; Rice, Greg Two-sample tests for relevant differences in the eigenfunctions of covariance operators. (English) Zbl 07688214 Stat. Sin. 33, No. 1, 353-379 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Aue} et al., Stat. Sin. 33, No. 1, 353--379 (2023; Zbl 07688214) Full Text: DOI arXiv
Najjari, Vadoud Using copulas to model dependence between crude oil prices of west Texas intermediate and Brent-Europe. (English) Zbl 1474.62171 Sahand Commun. Math. Anal. 17, No. 4, 49-59 (2020). MSC: 62H05 62H12 62H20 62B10 62P20 PDFBibTeX XMLCite \textit{V. Najjari}, Sahand Commun. Math. Anal. 17, No. 4, 49--59 (2020; Zbl 1474.62171) Full Text: DOI
Beran, Jan On the effect of long-range dependence on extreme value copula estimation with fixed marginals. (English) Zbl 1349.62393 Commun. Stat., Theory Methods 45, No. 19, 5590-5618 (2016). MSC: 62M10 62G32 60F17 62G20 PDFBibTeX XMLCite \textit{J. Beran}, Commun. Stat., Theory Methods 45, No. 19, 5590--5618 (2016; Zbl 1349.62393) Full Text: DOI
Ferrani, Yacine; Saïd, Elias Ould; Tatachak, Abdelkader On kernel density and mode estimates for associated and censored data. (English) Zbl 1338.62081 Commun. Stat., Theory Methods 45, No. 7, 1853-1862 (2016). MSC: 62G05 62G07 62G20 PDFBibTeX XMLCite \textit{Y. Ferrani} et al., Commun. Stat., Theory Methods 45, No. 7, 1853--1862 (2016; Zbl 1338.62081) Full Text: DOI
Lahiri, S. N.; Robinson, Peter M. Central limit theorems for long range dependent spatial linear processes. (English) Zbl 1333.60032 Bernoulli 22, No. 1, 345-375 (2016). MSC: 60F05 PDFBibTeX XMLCite \textit{S. N. Lahiri} and \textit{P. M. Robinson}, Bernoulli 22, No. 1, 345--375 (2016; Zbl 1333.60032) Full Text: DOI arXiv Euclid
Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities. (English) Zbl 1325.60038 Stochastic Processes Appl. 125, No. 4, 1629-1652 (2015). MSC: 60F17 60F05 60G60 60G10 60G15 62M10 62M15 PDFBibTeX XMLCite \textit{F. Avram} et al., Stochastic Processes Appl. 125, No. 4, 1629--1652 (2015; Zbl 1325.60038) Full Text: DOI arXiv
Truquet, Lionel On a family of contrasts for parametric inference in degenerate ARCH models. (English) Zbl 1314.62211 Econom. Theory 30, No. 6, 1165-1206 (2014). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{L. Truquet}, Econom. Theory 30, No. 6, 1165--1206 (2014; Zbl 1314.62211) Full Text: DOI
Lavancier, Frédéric; Leipus, Remigijus; Philippe, Anne; Surgailis, Donatas Detection of nonconstant long memory parameter. (English) Zbl 1290.62062 Econom. Theory 29, No. 5, 1009-1056 (2013). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{F. Lavancier} et al., Econom. Theory 29, No. 5, 1009--1056 (2013; Zbl 1290.62062) Full Text: DOI arXiv
Escobar, Marcos; Olivares, Pablo Pricing of mountain range derivatives under a principal component stochastic volatility model. (English) Zbl 1286.91134 Appl. Stoch. Models Bus. Ind. 29, No. 1, 31-44 (2013). MSC: 91G20 60J70 62H25 91B70 91G30 PDFBibTeX XMLCite \textit{M. Escobar} and \textit{P. Olivares}, Appl. Stoch. Models Bus. Ind. 29, No. 1, 31--44 (2013; Zbl 1286.91134) Full Text: DOI
Doukhan, Paul; Madre, Hélène; Rosenbaum, Mathieu Weak dependence for infinite ARCH-type bilinear models. (English) Zbl 1125.62100 Statistics 41, No. 1, 31-45 (2007). MSC: 62M10 60F17 60F05 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Statistics 41, No. 1, 31--45 (2007; Zbl 1125.62100) Full Text: DOI HAL