Jirak, Moritz Edgeworth expansions for volatility models. (English) Zbl 07790271 Electron. J. Probab. 28, Paper No. 171, 18 p. (2023). MSC: 60F05 60F25 60G10 PDFBibTeX XMLCite \textit{M. Jirak}, Electron. J. Probab. 28, Paper No. 171, 18 p. (2023; Zbl 07790271) Full Text: DOI arXiv
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
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
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
Prasangika, K. D.; Tang, Wan; Yao, Zeng; Zuo, Guoxin Double smoothing local linear estimation in nonlinear time series. (English) Zbl 07706285 Commun. Stat., Theory Methods 52, No. 5, 1385-1399 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{K. D. Prasangika} et al., Commun. Stat., Theory Methods 52, No. 5, 1385--1399 (2023; Zbl 07706285) 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
Horváth, Lajos; Rice, Gregory Limit results for \(L^p\) functionals of weighted CUSUM processes. (English) Zbl 1497.62234 Balakrishnan, Narayanaswamy (ed.) et al., Trends in mathematical, information and data sciences. A tribute to Leandro Pardo. Based on the presentations at the symposium on information theory with applications to statistical inference, Madrid, Spain, December 2, 2019. Cham: Springer. Stud. Syst. Decis. Control 445, 51-62 (2023). MSC: 62M10 62E20 62G20 60F25 60F17 PDFBibTeX XMLCite \textit{L. Horváth} and \textit{G. Rice}, Stud. Syst. Decis. Control 445, 51--62 (2023; Zbl 1497.62234) Full Text: DOI arXiv
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
Tchazino, Tchamiè; Dabo-Niang, Sophie; Diop, Aliou Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data. (English) Zbl 07665186 Math. Methods Stat. 31, No. 4, 135-164 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{T. Tchazino} et al., Math. Methods Stat. 31, No. 4, 135--164 (2022; Zbl 07665186) Full Text: DOI
Nadjet, Bellatrach; Wahiba, Bouabsa; Kadi, Attouch Mohammed; Omar, Fetitah M-regression estimation with the k nearest neighbors smoothing under quasi-associated data in functional statistics. (English) Zbl 1513.62078 Appl. Appl. Math. 17, No. 2, 333-365 (2022). MSC: 62G08 62G20 62G35 62R10 PDFBibTeX XMLCite \textit{B. Nadjet} et al., Appl. Appl. Math. 17, No. 2, 333--365 (2022; Zbl 1513.62078) Full Text: Link
Slaoui, Yousri Recursive kernel regression estimation under \(\alpha\)-mixing data. (English) Zbl 07633412 Commun. Stat., Theory Methods 51, No. 24, 8459-8475 (2022). MSC: 62G05 62G08 62G20 62L20 62H20 65D10 PDFBibTeX XMLCite \textit{Y. Slaoui}, Commun. Stat., Theory Methods 51, No. 24, 8459--8475 (2022; Zbl 07633412) Full Text: DOI
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
El Moumen, AbdelKader; Benslimane, Salim; Rahmani, Samir Robbins-Monro algorithm with \(\psi\)-mixing random errors. (English) Zbl 07615072 Math. Methods Stat. 31, No. 3, 105-119 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{A. El Moumen} et al., Math. Methods Stat. 31, No. 3, 105--119 (2022; Zbl 07615072) 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
Dexheimer, Niklas; Strauch, Claudia; Trottner, Lukas Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk. (English. French summary) Zbl 07599769 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 4, 2029-2064 (2022). MSC: 62M05 62G20 60G10 60J25 62G05 PDFBibTeX XMLCite \textit{N. Dexheimer} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 4, 2029--2064 (2022; Zbl 07599769) Full Text: DOI Link
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
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
Kurisu, Daisuke Nonparametric regression for locally stationary random fields under stochastic sampling design. (English) Zbl 07526583 Bernoulli 28, No. 2, 1250-1275 (2022). MSC: 62Gxx 62Mxx 60Gxx PDFBibTeX XMLCite \textit{D. Kurisu}, Bernoulli 28, No. 2, 1250--1275 (2022; Zbl 07526583) Full Text: DOI arXiv Link
Garnier, Rémy; Langhendries, Raphaël Concentration inequalities for non-causal random fields. (English) Zbl 1490.60129 Electron. J. Stat. 16, No. 1, 1681-1725 (2022). MSC: 60G60 60G48 60E15 68Q32 62M45 PDFBibTeX XMLCite \textit{R. Garnier} and \textit{R. Langhendries}, Electron. J. Stat. 16, No. 1, 1681--1725 (2022; Zbl 1490.60129) 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
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
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
Lehéricy, Luc Nonasymptotic control of the MLE for misspecified nonparametric hidden Markov models. (English) Zbl 1493.62509 Electron. J. Stat. 15, No. 2, 4916-4965 (2021). MSC: 62M09 62G20 62G35 PDFBibTeX XMLCite \textit{L. Lehéricy}, Electron. J. Stat. 15, No. 2, 4916--4965 (2021; Zbl 1493.62509) Full Text: DOI arXiv Link
Kadiri, Nadia; Rabhi, Abbes; Khardani, Salah; Akkal, Fatima CLT for single functional index quantile regression under dependence structure. (English) Zbl 1476.62074 Acta Univ. Sapientiae, Math. 13, No. 1, 45-77 (2021). MSC: 62G08 62G05 62M10 62G20 PDFBibTeX XMLCite \textit{N. Kadiri} et al., Acta Univ. Sapientiae, Math. 13, No. 1, 45--77 (2021; Zbl 1476.62074) Full Text: DOI
Khardani, Salah; Benkhaled, Abdelkader A nonparametric estimation of the conditional ageing intensity function in censored data: a local linear approach. (English) Zbl 1478.60078 Math. Slovaca 71, No. 2, 429-438 (2021). MSC: 60E15 62G07 62G08 62N05 60E05 PDFBibTeX XMLCite \textit{S. Khardani} and \textit{A. Benkhaled}, Math. Slovaca 71, No. 2, 429--438 (2021; Zbl 1478.60078) Full Text: DOI
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
Dehling, H.; Giraudo, D.; Sharipov, O. Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data. (English) Zbl 1488.60030 Acta Math. Hung. 164, No. 2, 377-412 (2021). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F05 60F17 62E20 PDFBibTeX XMLCite \textit{H. Dehling} et al., Acta Math. Hung. 164, No. 2, 377--412 (2021; Zbl 1488.60030) 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
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
Hafouta, Yeor Limit theorems for some skew products with mixing base maps. (English) Zbl 1475.60052 Ergodic Theory Dyn. Syst. 41, No. 1, 241-271 (2021). MSC: 60F05 37H99 60K37 37D20 37A25 PDFBibTeX XMLCite \textit{Y. Hafouta}, Ergodic Theory Dyn. Syst. 41, No. 1, 241--271 (2021; Zbl 1475.60052) Full Text: DOI arXiv
Doukhan, Paul; Grublytė, Ieva; Pommeret, Denys; Reboul, Laurence Comparing the marginal densities of two strictly stationary linear processes. (English) Zbl 1467.62143 Ann. Inst. Stat. Math. 72, No. 6, 1419-1447 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62G10 62M07 60G10 62P10 92B25 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Ann. Inst. Stat. Math. 72, No. 6, 1419--1447 (2020; Zbl 1467.62143) Full Text: DOI
Goehry, Benjamin Random forests for time-dependent processes. (English) Zbl 1455.62172 ESAIM, Probab. Stat. 24, 801-826 (2020). MSC: 62M10 62H30 68T05 62G05 62G20 60G12 PDFBibTeX XMLCite \textit{B. Goehry}, ESAIM, Probab. Stat. 24, 801--826 (2020; Zbl 1455.62172) Full Text: DOI
Truquet, Lionel Coupling and perturbation techniques for categorical time series. (English) Zbl 1462.62555 Bernoulli 26, No. 4, 3249-3279 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62H20 60G10 PDFBibTeX XMLCite \textit{L. Truquet}, Bernoulli 26, No. 4, 3249--3279 (2020; Zbl 1462.62555) Full Text: DOI arXiv Euclid
Doukhan, Paul; Roueff, François; Rynkiewicz, Joseph Spectral estimation for non-linear long range dependent discrete time trawl processes. (English) Zbl 1451.62099 Electron. J. Stat. 14, No. 2, 3157-3191 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62M10 62M15 62F12 60K35 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Electron. J. Stat. 14, No. 2, 3157--3191 (2020; Zbl 1451.62099) Full Text: DOI arXiv Euclid
Alquier, Pierre; Bertin, Karine; Doukhan, Paul; Garnier, Rémy High-dimensional VAR with low-rank transition. (English) Zbl 1448.62130 Stat. Comput. 30, No. 4, 1139-1153 (2020). MSC: 62M10 62M20 62P20 PDFBibTeX XMLCite \textit{P. Alquier} et al., Stat. Comput. 30, No. 4, 1139--1153 (2020; Zbl 1448.62130) Full Text: DOI arXiv
Zanin Zambom, Adriano; Gel, Yulia R. Testing for local covariate trend effects in volatility models. (English) Zbl 1450.62119 Electron. J. Stat. 14, No. 2, 2529-2550 (2020). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62M10 62G10 62G20 62J10 91B84 62P20 PDFBibTeX XMLCite \textit{A. Zanin Zambom} and \textit{Y. R. Gel}, Electron. J. Stat. 14, No. 2, 2529--2550 (2020; Zbl 1450.62119) Full Text: DOI Euclid
Han, Fang; Li, Yicheng Moment bounds for large autocovariance matrices under dependence. (English) Zbl 1464.60013 J. Theor. Probab. 33, No. 3, 1445-1492 (2020). MSC: 60E15 60B20 60F10 PDFBibTeX XMLCite \textit{F. Han} and \textit{Y. Li}, J. Theor. Probab. 33, No. 3, 1445--1492 (2020; Zbl 1464.60013) Full Text: DOI arXiv
Hafouta, Yeor Nonconventional moderate deviations theorems and exponential concentration inequalities. (English. French summary) Zbl 1434.60090 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 428-448 (2020). MSC: 60F10 60F05 37D20 37D25 37A25 PDFBibTeX XMLCite \textit{Y. Hafouta}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 428--448 (2020; Zbl 1434.60090) Full Text: DOI arXiv Euclid
Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Wang, Shixuan Sequential monitoring for changes from stationarity to mild non-stationarity. (English) Zbl 1456.62192 J. Econom. 215, No. 1, 209-238 (2020). MSC: 62M10 62M07 62P20 62P05 PDFBibTeX XMLCite \textit{L. Horváth} et al., J. Econom. 215, No. 1, 209--238 (2020; Zbl 1456.62192) 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
Alquier, Pierre; Doukhan, Paul; Fan, Xiequan Exponential inequalities for nonstationary Markov chains. (English) Zbl 1434.60171 Depend. Model. 7, 150-168 (2019). MSC: 60J05 60E15 62M05 62M10 62M20 68Q32 PDFBibTeX XMLCite \textit{P. Alquier} et al., Depend. Model. 7, 150--168 (2019; Zbl 1434.60171) Full Text: DOI arXiv
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
Alquier, Pierre; Marie, Nicolas Matrix factorization for multivariate time series analysis. (English) Zbl 1442.62195 Electron. J. Stat. 13, No. 2, 4346-4366 (2019). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62H25 62H12 62G08 93E14 60G35 60B20 15B52 PDFBibTeX XMLCite \textit{P. Alquier} and \textit{N. Marie}, Electron. J. Stat. 13, No. 2, 4346--4366 (2019; Zbl 1442.62195) Full Text: DOI arXiv Euclid
Loertscher, Simon; Mezzetti, Claudio The deficit on each trade in a Vickrey double auction is at least as large as the Walrasian price gap. (English) Zbl 1427.91139 J. Math. Econ. 84, 101-106 (2019). MSC: 91B26 PDFBibTeX XMLCite \textit{S. Loertscher} and \textit{C. Mezzetti}, J. Math. Econ. 84, 101--106 (2019; Zbl 1427.91139) Full Text: DOI Link
Hagemann, Andreas Placebo inference on treatment effects when the number of clusters is small. (English) Zbl 1456.62286 J. Econom. 213, No. 1, 190-209 (2019). MSC: 62P20 62M10 62G10 62G20 PDFBibTeX XMLCite \textit{A. Hagemann}, J. Econom. 213, No. 1, 190--209 (2019; Zbl 1456.62286) Full Text: DOI arXiv
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
Khardani, Salah; Slaoui, Yousri Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data. (English) Zbl 1426.62114 J. Stat. Theory Pract. 13, No. 2, Paper No. 36, 21 p. (2019). MSC: 62G07 62G05 62G08 62G20 62L20 PDFBibTeX XMLCite \textit{S. Khardani} and \textit{Y. Slaoui}, J. Stat. Theory Pract. 13, No. 2, Paper No. 36, 21 p. (2019; Zbl 1426.62114) Full Text: DOI
Doukhan, Paul; Neumann, Michael H. Absolute regularity of semi-contractive GARCH-type processes. (English) Zbl 1418.60029 J. Appl. Probab. 56, No. 1, 91-115 (2019). MSC: 60G10 60J05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{M. H. Neumann}, J. Appl. Probab. 56, No. 1, 91--115 (2019; Zbl 1418.60029) Full Text: DOI arXiv
Barrera, David; Gobet, Emmanuel Quantitative bounds for concentration-of-measure inequalities and empirical regression: the independent case. (English) Zbl 1429.62171 J. Complexity 52, 45-81 (2019). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62G30 60E15 PDFBibTeX XMLCite \textit{D. Barrera} and \textit{E. Gobet}, J. Complexity 52, 45--81 (2019; Zbl 1429.62171) Full Text: DOI HAL
Truquet, Lionel Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models. (English) Zbl 1466.62391 Bernoulli 25, No. 3, 2107-2136 (2019). MSC: 62M10 62G07 62G20 PDFBibTeX XMLCite \textit{L. Truquet}, Bernoulli 25, No. 3, 2107--2136 (2019; Zbl 1466.62391) Full Text: DOI arXiv Euclid
Roueff, François; von Sachs, Rainer Time-frequency analysis of locally stationary Hawkes processes. (English) Zbl 1464.60048 Bernoulli 25, No. 2, 1355-1385 (2019). Reviewer: H. N. Nagaraja (Columbus) MSC: 60G55 62G05 62M15 PDFBibTeX XMLCite \textit{F. Roueff} and \textit{R. von Sachs}, Bernoulli 25, No. 2, 1355--1385 (2019; Zbl 1464.60048) 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
Roueff, Françcois; Sánchez-Pérez, Andrés Prediction of weakly locally stationary processes by auto-regression. (English) Zbl 1404.62094 ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 2, 1215-1239 (2018). MSC: 62M20 62M10 PDFBibTeX XMLCite \textit{F. Roueff} and \textit{A. Sánchez-Pérez}, ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 2, 1215--1239 (2018; Zbl 1404.62094) Full Text: arXiv Link
Seo, Juwon Tests of stochastic monotonicity with improved power. (English) Zbl 1452.62321 J. Econom. 207, No. 1, 53-70 (2018). MSC: 62G10 62E20 62G30 PDFBibTeX XMLCite \textit{J. Seo}, J. Econom. 207, No. 1, 53--70 (2018; Zbl 1452.62321) Full Text: DOI
Amiri, Aboubacar; Thiam, Baba Regression estimation by local polynomial fitting for multivariate data streams. (English) Zbl 1401.62048 Stat. Pap. 59, No. 2, 813-843 (2018). Reviewer: Allan Gut (Uppsala) MSC: 62G07 62G08 62L12 62L20 62G20 62H05 PDFBibTeX XMLCite \textit{A. Amiri} and \textit{B. Thiam}, Stat. Pap. 59, No. 2, 813--843 (2018; Zbl 1401.62048) Full Text: DOI Link
Alquier, Pierre; Guedj, Benjamin Simpler PAC-Bayesian bounds for hostile data. (English) Zbl 1464.62238 Mach. Learn. 107, No. 5, 887-902 (2018). MSC: 62F15 68T05 PDFBibTeX XMLCite \textit{P. Alquier} and \textit{B. Guedj}, Mach. Learn. 107, No. 5, 887--902 (2018; Zbl 1464.62238) Full Text: DOI arXiv
Geller, Juliane; Neumann, Michael H. Improved local polynomial estimation in time series regression. (English) Zbl 1415.62020 J. Nonparametric Stat. 30, No. 1, 1-27 (2018). Reviewer: Carlos Narciso Bouza Herrera (Habana) MSC: 62G08 62M10 60F05 PDFBibTeX XMLCite \textit{J. Geller} and \textit{M. H. Neumann}, J. Nonparametric Stat. 30, No. 1, 1--27 (2018; Zbl 1415.62020) Full Text: DOI
Liang, Han-Ying; Ould Saïd, Elias A weighted estimator of conditional hazard rate with left-truncated and dependent data. (English) Zbl 1383.62216 Ann. Inst. Stat. Math. 70, No. 1, 155-189 (2018). Reviewer: Denis Sidorov (Irkutsk) MSC: 62N02 62G05 62G07 62G20 62P10 PDFBibTeX XMLCite \textit{H.-Y. Liang} and \textit{E. Ould Saïd}, Ann. Inst. Stat. Math. 70, No. 1, 155--189 (2018; Zbl 1383.62216) Full Text: DOI
Akinyemi, M. I.; Boshnakov, G. N. On the geometric ergodicity of the mixture autoregressive model. (English) Zbl 1474.37005 J. Niger. Math. Soc. 36, No. 1, 307-317 (2017). MSC: 37A25 PDFBibTeX XMLCite \textit{M. I. Akinyemi} and \textit{G. N. Boshnakov}, J. Niger. Math. Soc. 36, No. 1, 307--317 (2017; Zbl 1474.37005) Full Text: Link
Koch, Erwan Spatial risk measures and applications to max-stable processes. (English) Zbl 1387.60086 Extremes 20, No. 3, 635-670 (2017). MSC: 60G70 91B30 PDFBibTeX XMLCite \textit{E. Koch}, Extremes 20, No. 3, 635--670 (2017; Zbl 1387.60086) Full Text: DOI arXiv
Jirak, Moritz On weak invariance principles for partial sums. (English) Zbl 1395.60038 J. Theor. Probab. 30, No. 3, 703-728 (2017). MSC: 60F17 60F25 62G10 60G15 60B10 PDFBibTeX XMLCite \textit{M. Jirak}, J. Theor. Probab. 30, No. 3, 703--728 (2017; Zbl 1395.60038) Full Text: DOI
Rudzkis, Rimantas; Bakshaev, Aleksej General theorems on large deviations for random vectors. (English) Zbl 1374.60038 Lith. Math. J. 57, No. 3, 367-390 (2017). MSC: 60F10 PDFBibTeX XMLCite \textit{R. Rudzkis} and \textit{A. Bakshaev}, Lith. Math. J. 57, No. 3, 367--390 (2017; Zbl 1374.60038) 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
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
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
Mikosch, Thomas; Wintenberger, Olivier A large deviations approach to limit theory for heavy-tailed time series. (English) Zbl 1350.60024 Probab. Theory Relat. Fields 166, No. 1-2, 233-269 (2016). Reviewer: Seenith Sivasundaram (Daytona Beach) MSC: 60F10 60F05 60G50 60G70 60G55 62M10 PDFBibTeX XMLCite \textit{T. Mikosch} and \textit{O. Wintenberger}, Probab. Theory Relat. Fields 166, No. 1--2, 233--269 (2016; Zbl 1350.60024) Full Text: DOI arXiv
Chen, Xiaohong; Shao, Qi-Man; Wu, Wei Biao; Xu, Lihu Self-normalized Cramér-type moderate deviations under dependence. (English) Zbl 1359.62060 Ann. Stat. 44, No. 4, 1593-1617 (2016). MSC: 62E20 60F10 62M10 PDFBibTeX XMLCite \textit{X. Chen} et al., Ann. Stat. 44, No. 4, 1593--1617 (2016; Zbl 1359.62060) Full Text: DOI arXiv Euclid
Lyubchich, Vyacheslav; Gel, Yulia R. A local factor nonparametric test for trend synchronism in multiple time series. (English) Zbl 1347.62198 J. Multivariate Anal. 150, 91-104 (2016). MSC: 62M10 62M07 62G10 62P05 PDFBibTeX XMLCite \textit{V. Lyubchich} and \textit{Y. R. Gel}, J. Multivariate Anal. 150, 91--104 (2016; Zbl 1347.62198) 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
Attaoui, Said; Ling, Nengxiang Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications. (English) Zbl 1351.62061 Metrika 79, No. 5, 485-511 (2016). MSC: 62E20 62G20 62G05 62G08 62M10 62P20 PDFBibTeX XMLCite \textit{S. Attaoui} and \textit{N. Ling}, Metrika 79, No. 5, 485--511 (2016; Zbl 1351.62061) 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
Yaskov, P. Variance inequalities for quadratic forms with applications. (English) Zbl 1334.60096 Math. Methods Stat. 24, No. 4, 309-319 (2015). MSC: 60G99 60F05 60B20 60G10 62M10 PDFBibTeX XMLCite \textit{P. Yaskov}, Math. Methods Stat. 24, No. 4, 309--319 (2015; Zbl 1334.60096) Full Text: DOI arXiv
Attaoui, Said; Laksaci, Ali; Ould Saïd, Elias Asymptotic results for an \(M\)-estimator of the regression function for quasi-associated processes. (English) Zbl 1331.62263 Ould Saïd, Elias (ed.) et al., Functional statistics and applications. Selected papers from Marrakesh international conference on probability and statistics, MICPS-2013, December 2013. Cham: Springer (ISBN 978-3-319-22475-6/hbk; 978-3-319-22476-3/ebook). Contributions to Statistics, 3-28 (2015). MSC: 62G35 62G05 62G20 PDFBibTeX XMLCite \textit{S. Attaoui} et al., in: Functional statistics and applications. Selected papers from Marrakesh international conference on probability and statistics, MICPS-2013, December 2013. Cham: Springer. 3--28 (2015; Zbl 1331.62263) Full Text: DOI
McDonald, Daniel J.; Shalizi, Cosma Rohilla; Schervish, Mark Estimating beta-mixing coefficients via histograms. (English) Zbl 1330.62344 Electron. J. Stat. 9, No. 2, 2855-2883 (2015). MSC: 62M10 62M05 62G20 PDFBibTeX XMLCite \textit{D. J. McDonald} et al., Electron. J. Stat. 9, No. 2, 2855--2883 (2015; Zbl 1330.62344) Full Text: DOI arXiv Euclid
Okolewski, A.; Kaluszka, M. Stability of expected \(L\)-statistics against weak dependence of observations. (English) Zbl 1398.62119 Stat. Probab. Lett. 106, 157-164 (2015). MSC: 62G30 62G05 PDFBibTeX XMLCite \textit{A. Okolewski} and \textit{M. Kaluszka}, Stat. Probab. Lett. 106, 157--164 (2015; Zbl 1398.62119) Full Text: DOI
Doukhan, Paul; Jakubowski, Adam; Lang, Gabriel Phantom distribution functions for some stationary sequences. (English) Zbl 1337.60049 Extremes 18, No. 4, 697-725 (2015). MSC: 60G10 60G70 60F99 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Extremes 18, No. 4, 697--725 (2015; Zbl 1337.60049) Full Text: DOI arXiv
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
Christou, Vasiliki; Fokianos, Konstantinos Estimation and testing linearity for non-linear mixed Poisson autoregressions. (English) Zbl 1327.62456 Electron. J. Stat. 9, No. 1, 1357-1377 (2015). MSC: 62M09 62M10 PDFBibTeX XMLCite \textit{V. Christou} and \textit{K. Fokianos}, Electron. J. Stat. 9, No. 1, 1357--1377 (2015; Zbl 1327.62456) Full Text: DOI Euclid
Benrabah, Ouafae; Ould Saïd, Elias; Tatachak, Abdelkader A kernel mode estimate under random left truncation and time series model: asymptotic normality. (English) Zbl 1332.60041 Stat. Pap. 56, No. 3, 887-910 (2015). MSC: 60F05 62F12 62G20 PDFBibTeX XMLCite \textit{O. Benrabah} et al., Stat. Pap. 56, No. 3, 887--910 (2015; Zbl 1332.60041) Full Text: DOI
Jentsch, Carsten; Politis, Dimitris N. Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension. (English) Zbl 1320.62099 Ann. Stat. 43, No. 3, 1117-1140 (2015). MSC: 62G09 62M10 62H12 62M15 PDFBibTeX XMLCite \textit{C. Jentsch} and \textit{D. N. Politis}, Ann. Stat. 43, No. 3, 1117--1140 (2015; Zbl 1320.62099) Full Text: DOI arXiv Euclid
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
Hezarkhani, Behzad; Kubiak, Wieslaw; Hartman, Bruce Asymptotic behavior of optimal quantities in symmetric transshipment coalitions. (English) Zbl 1408.90012 Oper. Res. Lett. 42, No. 6-7, 438-443 (2014). MSC: 90B05 90B06 91A80 PDFBibTeX XMLCite \textit{B. Hezarkhani} et al., Oper. Res. Lett. 42, No. 6--7, 438--443 (2014; Zbl 1408.90012) Full Text: DOI
Lee, Oesook; Lee, Jungwha The functional central limit theorem for the multivariate MS-ARMA-GARCH model. (English) Zbl 1311.62146 Econ. Lett. 125, No. 3, 331-335 (2014). MSC: 62M10 60F17 60J10 PDFBibTeX XMLCite \textit{O. Lee} and \textit{J. Lee}, Econ. Lett. 125, No. 3, 331--335 (2014; Zbl 1311.62146) Full Text: DOI
Horváth, Lajos; Rice, Gregory Extensions of some classical methods in change point analysis. (English) Zbl 1305.62310 Test 23, No. 2, 219-255 (2014). MSC: 62M07 60F17 62L20 62M10 62P20 62F05 62P12 PDFBibTeX XMLCite \textit{L. Horváth} and \textit{G. Rice}, Test 23, No. 2, 219--255 (2014; Zbl 1305.62310) Full Text: DOI
Biermé, Hermine; Durieu, Olivier Invariance principles for self-similar set-indexed random fields. (English) Zbl 1330.60055 Trans. Am. Math. Soc. 366, No. 11, 5963-5989 (2014). Reviewer: Jurgita Markeviciute (Vilnius) MSC: 60F17 60G60 60G18 60F05 60G10 60G52 60G51 60G22 PDFBibTeX XMLCite \textit{H. Biermé} and \textit{O. Durieu}, Trans. Am. Math. Soc. 366, No. 11, 5963--5989 (2014; Zbl 1330.60055) Full Text: DOI
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
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
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
Berkes, István; Liu, Weidong; Wu, Wei Biao Komlós-Major-Tusnády approximation under dependence. (English) Zbl 1308.60037 Ann. Probab. 42, No. 2, 794-817 (2014). Reviewer: Jurgita Markeviciute (Vilnius) MSC: 60F17 60G10 60J65 PDFBibTeX XMLCite \textit{I. Berkes} et al., Ann. Probab. 42, No. 2, 794--817 (2014; Zbl 1308.60037) Full Text: DOI arXiv Euclid
Dembińska, Anna Asymptotic behavior of central order statistics from stationary processes. (English) Zbl 1285.60027 Stochastic Processes Appl. 124, No. 1, 348-372 (2014). MSC: 60F15 60G10 62G30 62G20 PDFBibTeX XMLCite \textit{A. Dembińska}, Stochastic Processes Appl. 124, No. 1, 348--372 (2014; Zbl 1285.60027) Full Text: DOI
Alquier, Pierre; Li, Xiaoyin; Wintenberger, Olivier Prediction of time series by statistical learning: general losses and fast rates. (English) Zbl 06297673 Depend. Model. 1, 65-93 (2013). MSC: 62M20 60G25 62M10 62P20 68Q32 68T05 PDFBibTeX XMLCite \textit{P. Alquier} et al., Depend. Model. 1, 65--93 (2013; Zbl 06297673) Full Text: DOI arXiv
Fasen, V. Statistical inference of spectral estimation for continuous-time MA processes with finite second moments. (English) Zbl 1283.62191 Math. Methods Stat. 22, No. 4, 283-309 (2013). MSC: 62M15 62F12 62G07 62G20 PDFBibTeX XMLCite \textit{V. Fasen}, Math. Methods Stat. 22, No. 4, 283--309 (2013; Zbl 1283.62191) Full Text: DOI
El Kolei, Salima Parametric estimation of hidden stochastic model by contrast minimization and deconvolution. (English) Zbl 1365.62077 Metrika 76, No. 8, 1031-1081 (2013). MSC: 62F10 62M05 62M09 PDFBibTeX XMLCite \textit{S. El Kolei}, Metrika 76, No. 8, 1031--1081 (2013; Zbl 1365.62077) Full Text: DOI arXiv
Dedecker, Jérôme; Merlevède, Florence; Rio, Emmanuel Strong approximation results for the empirical process of stationary sequences. (English) Zbl 1284.60069 Ann. Probab. 41, No. 5, 3658-3696 (2013). Reviewer: Martin Wendler (Bochum) MSC: 60F17 60G10 PDFBibTeX XMLCite \textit{J. Dedecker} et al., Ann. Probab. 41, No. 5, 3658--3696 (2013; Zbl 1284.60069) Full Text: DOI arXiv Euclid
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