Boularouk, Yakoub; Bardet, Jean-Marc Generalized Gaussian quasi-maximum likelihood estimation for most common time series. (English) Zbl 07808608 Commun. Stat., Theory Methods 53, No. 4, 1459-1478 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Boularouk} and \textit{J.-M. Bardet}, Commun. Stat., Theory Methods 53, No. 4, 1459--1478 (2024; Zbl 07808608) Full Text: DOI
Ngatchou-Wandji, Joseph; Ltaifa, Marwa A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection. (English) Zbl 07806013 Stat. Inference Stoch. Process. 27, No. 1, 25-61 (2024). MSC: 62Mxx PDFBibTeX XMLCite \textit{J. Ngatchou-Wandji} and \textit{M. Ltaifa}, Stat. Inference Stoch. Process. 27, No. 1, 25--61 (2024; Zbl 07806013) Full Text: DOI
Bardet, Jean-Marc A new estimator for LARCH processes. (English) Zbl 07786781 J. Time Ser. Anal. 45, No. 1, 103-132 (2024). MSC: 62Mxx 62F12 62M10 91B84 PDFBibTeX XMLCite \textit{J.-M. Bardet}, J. Time Ser. Anal. 45, No. 1, 103--132 (2024; Zbl 07786781) Full Text: DOI arXiv
Chen, Huaping; Li, Qi; Zhu, Fukang A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application. (English) Zbl 07734491 Metrika 86, No. 7, 805-826 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{H. Chen} et al., Metrika 86, No. 7, 805--826 (2023; Zbl 07734491) Full Text: DOI
Kamila, Kare Data-driven model selection for same-realization predictions in autoregressive processes. (English) Zbl 07712153 Ann. Inst. Stat. Math. 75, No. 4, 567-592 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{K. Kamila}, Ann. Inst. Stat. Math. 75, No. 4, 567--592 (2023; Zbl 07712153) 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
Truquet, Lionel Strong mixing properties of discrete-valued time series with exogenous covariates. (English) Zbl 07686798 Stochastic Processes Appl. 160, 294-317 (2023). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{L. Truquet}, Stochastic Processes Appl. 160, 294--317 (2023; Zbl 07686798) Full Text: DOI arXiv
Kouassi, Ben Célestin; Hili, Ouagnina; Katchekpele, Edoh On nonparametric estimation of a nonparametric autoregressive conditionally heteroscedastic process. (English. French summary) Zbl 1510.62363 Afr. Stat. 17, No. 3, 3293-3319 (2022). MSC: 62M10 62G05 62E20 62G20 62P05 PDFBibTeX XMLCite \textit{B. C. Kouassi} et al., Afr. Stat. 17, No. 3, 3293--3319 (2022; Zbl 1510.62363) Full Text: DOI Link
Almohaimeed, Bader S. A negative binomial autoregression with a linear conditional variance-to-mean function. (English) Zbl 1528.62042 Fractals 30, No. 10, Article ID 2240239, 14 p. (2022). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{B. S. Almohaimeed}, Fractals 30, No. 10, Article ID 2240239, 14 p. (2022; Zbl 1528.62042) Full Text: DOI
Kengne, William; Ngongo, Isidore S. Inference for nonstationary time series of counts with application to change-point problems. (English) Zbl 1497.62239 Ann. Inst. Stat. Math. 74, No. 4, 801-835 (2022). MSC: 62M10 62M20 60G55 PDFBibTeX XMLCite \textit{W. Kengne} and \textit{I. S. Ngongo}, Ann. Inst. Stat. Math. 74, No. 4, 801--835 (2022; Zbl 1497.62239) Full Text: DOI arXiv
Bardet, Jean-Marc; Doukhan, Paul; Wintenberger, Olivier Contrast estimation of time-varying infinite memory processes. (English) Zbl 07577018 Stochastic Processes Appl. 152, 32-85 (2022). MSC: 62M10 62F12 60G10 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., Stochastic Processes Appl. 152, 32--85 (2022; Zbl 07577018) Full Text: DOI
Liu, Mengya; Zhu, Fukang; Zhu, Ke Modeling normalcy-dominant ordinal time series: an application to air quality level. (English) Zbl 07569202 J. Time Ser. Anal. 43, No. 3, 460-478 (2022). MSC: 62Mxx 62M10 37M10 PDFBibTeX XMLCite \textit{M. Liu} et al., J. Time Ser. Anal. 43, No. 3, 460--478 (2022; Zbl 07569202) Full Text: DOI
Aknouche, Abdelhakim; Francq, Christian Stationarity and ergodicity of Markov switching positive conditional mean models. (English) Zbl 07569201 J. Time Ser. Anal. 43, No. 3, 436-459 (2022). MSC: 62Mxx 37M10 60G10 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{C. Francq}, J. Time Ser. Anal. 43, No. 3, 436--459 (2022; Zbl 07569201) Full Text: DOI Link
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
Diop, Mamadou Lamine; Kengne, William Inference and model selection in general causal time series with exogenous covariates. (English) Zbl 1493.62517 Electron. J. Stat. 16, No. 1, 116-157 (2022). MSC: 62M10 62F05 62F12 PDFBibTeX XMLCite \textit{M. L. Diop} and \textit{W. Kengne}, Electron. J. Stat. 16, No. 1, 116--157 (2022; Zbl 1493.62517) Full Text: DOI arXiv Link
Kamila, Kare General Hannan and Quinn criterion for common time series. (English) Zbl 07491701 Statistics 56, No. 1, 222-241 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{K. Kamila}, Statistics 56, No. 1, 222--241 (2022; Zbl 07491701) Full Text: DOI arXiv
Djeddour-Djaballah, K.; Kerar, L. Quasi-maximum likelihood estimation of GARCH with Student distributed noise. (English) Zbl 1489.62272 Commun. Stat., Simulation Comput. 50, No. 5, 1249-1271 (2021). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{K. Djeddour-Djaballah} and \textit{L. Kerar}, Commun. Stat., Simulation Comput. 50, No. 5, 1249--1271 (2021; Zbl 1489.62272) Full Text: DOI
Chan, Ngai Hang; Ng, Wai Leong; Yau, Chun Yip; Yu, Haihan Optimal change-point estimation in time series. (English) Zbl 1480.62172 Ann. Stat. 49, No. 4, 2336-2355 (2021). MSC: 62M10 62G10 60F25 PDFBibTeX XMLCite \textit{N. H. Chan} et al., Ann. Stat. 49, No. 4, 2336--2355 (2021; Zbl 1480.62172) Full Text: DOI Link
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
Kengne, William Strongly consistent model selection for general causal time series. (English) Zbl 1461.62155 Stat. Probab. Lett. 171, Article ID 109000, 7 p. (2021). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{W. Kengne}, Stat. Probab. Lett. 171, Article ID 109000, 7 p. (2021; Zbl 1461.62155) Full Text: DOI arXiv
Hong, Seok Young; Linton, Oliver Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff. (English) Zbl 1464.62261 J. Econom. 219, No. 2, 389-424 (2020). MSC: 62G08 62G05 62G20 62M10 62P20 PDFBibTeX XMLCite \textit{S. Y. Hong} and \textit{O. Linton}, J. Econom. 219, No. 2, 389--424 (2020; Zbl 1464.62261) Full Text: DOI Link
Mao, Huiyu; Zhu, Fukang; Cui, Yan A generalized mixture integer-valued GARCH model. (English) Zbl 1458.62205 Stat. Methods Appl. 29, No. 3, 527-552 (2020). MSC: 62M10 62H30 60G10 62P10 PDFBibTeX XMLCite \textit{H. Mao} et al., Stat. Methods Appl. 29, No. 3, 527--552 (2020; Zbl 1458.62205) Full Text: DOI
Liu, Mengya; Li, Qi; Zhu, Fukang Self-excited hysteretic negative binomial autoregression. (English) Zbl 1457.62270 AStA, Adv. Stat. Anal. 104, No. 3, 385-415 (2020). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{M. Liu} et al., AStA, Adv. Stat. Anal. 104, No. 3, 385--415 (2020; Zbl 1457.62270) 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
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
Silva, Rodrigo B.; Barreto-Souza, Wagner Flexible and robust mixed Poisson INGARCH models. (English) Zbl 1431.62350 J. Time Ser. Anal. 40, No. 5, 788-814 (2019). MSC: 62M09 62M10 62P10 PDFBibTeX XMLCite \textit{R. B. Silva} and \textit{W. Barreto-Souza}, J. Time Ser. Anal. 40, No. 5, 788--814 (2019; Zbl 1431.62350) Full Text: DOI
Aknouche, Abdelhakim; Demmouche, Nacer Ergodicity conditions for a double mixed Poisson autoregression. (English) Zbl 1450.62107 Stat. Probab. Lett. 147, 6-11 (2019). MSC: 62M10 62M02 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{N. Demmouche}, Stat. Probab. Lett. 147, 6--11 (2019; Zbl 1450.62107) Full Text: DOI Link
Liu, Mengya; Li, Qi; Zhu, Fukang Threshold negative binomial autoregressive model. (English) Zbl 1414.62374 Statistics 53, No. 1, 1-25 (2019). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M10 62F12 62P05 62P12 PDFBibTeX XMLCite \textit{M. Liu} et al., Statistics 53, No. 1, 1--25 (2019; Zbl 1414.62374) Full Text: DOI
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
Aknouche, Abdelhakim; Bentarzi, Wissam; Demouche, Nacer On periodic ergodicity of a general periodic mixed Poisson autoregression. (English) Zbl 1440.62327 Stat. Probab. Lett. 134, 15-21 (2018). MSC: 62M10 62J05 60G55 PDFBibTeX XMLCite \textit{A. Aknouche} et al., Stat. Probab. Lett. 134, 15--21 (2018; Zbl 1440.62327) Full Text: DOI Link
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
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
Ziel, Florian Quasi-maximum likelihood estimation of periodic autoregressive, conditionally heteroscedastic time series. (English) Zbl 1351.62174 Steland, Ansgar (ed.) et al., Stochastic models, statistics and their applications. Collected papers based on the presentations at the 12th workshop, Wrocław, Poland, February 2015. Cham: Springer (ISBN 978-3-319-13880-0/hbk; 978-3-319-13881-7/ebook). Springer Proceedings in Mathematics & Statistics 122, 207-214 (2015). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{F. Ziel}, Springer Proc. Math. Stat. 122, 207--214 (2015; Zbl 1351.62174) Full Text: DOI
Xiao, Xiaoyong; Yin, Hongwei Oscillations and moduli of continuity of kernel density estimators under dependence. (English) Zbl 1344.60032 Rocky Mt. J. Math. 45, No. 5, 1659-1679 (2015). MSC: 60F15 62G07 60G10 60G42 PDFBibTeX XMLCite \textit{X. Xiao} and \textit{H. Yin}, Rocky Mt. J. Math. 45, No. 5, 1659--1679 (2015; Zbl 1344.60032) Full Text: DOI Euclid
Giraud, Christophe; Roueff, François; Sanchez-Perez, Andres Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes. (English) Zbl 1327.62478 Ann. Stat. 43, No. 6, 2412-2450 (2015). MSC: 62M20 62G99 62M10 68W27 PDFBibTeX XMLCite \textit{C. Giraud} et al., Ann. Stat. 43, No. 6, 2412--2450 (2015; Zbl 1327.62478) Full Text: DOI arXiv Euclid
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
Doukhan, Paul; Kengne, William Inference and testing for structural change in general Poisson autoregressive models. (English) Zbl 1349.62397 Electron. J. Stat. 9, No. 1, 1267-1314 (2015). MSC: 62M10 62F12 62F10 62F03 62F05 65C60 60F05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{W. Kengne}, Electron. J. Stat. 9, No. 1, 1267--1314 (2015; Zbl 1349.62397) Full Text: DOI arXiv Euclid
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
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
Bardet, Jean-Marc; Kengne, William Monitoring procedure for parameter change in causal time series. (English) Zbl 1280.62103 J. Multivariate Anal. 125, 204-221 (2014). MSC: 62M10 62L12 62L10 60F05 62P05 65C60 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{W. Kengne}, J. Multivariate Anal. 125, 204--221 (2014; Zbl 1280.62103) Full Text: DOI arXiv
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
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag Correction to “On weak dependence conditions for Poisson autoregressions”. (English) Zbl 1412.62100 Stat. Probab. Lett. 83, No. 8, 1926-1927 (2013). MSC: 62J12 62M10 62M09 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 83, No. 8, 1926--1927 (2013; Zbl 1412.62100) Full Text: DOI
Bardet, Jean-Marc; Kengne, William; Wintenberger, Olivier Multiple breaks detection in general causal time series using penalized quasi-likelihood. (English) Zbl 1337.62210 Electron. J. Stat. 6, 435-477 (2012). MSC: 62M07 62M10 62F12 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., Electron. J. Stat. 6, 435--477 (2012; Zbl 1337.62210) Full Text: DOI Euclid
Tjøstheim, Dag Rejoinder on: Some recent theory for autoregressive count time series. (English) Zbl 1362.62175 Test 21, No. 3, 469-476 (2012). MSC: 62M10 PDFBibTeX XMLCite \textit{D. Tjøstheim}, Test 21, No. 3, 469--476 (2012; Zbl 1362.62175) 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
Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin On weak dependence conditions: the case of discrete valued processes. (English) Zbl 1254.60036 Stat. Probab. Lett. 82, No. 11, 1941-1948 (2012); corrigendum ibid. 83, No. 2, 674-675 (2013). MSC: 60G09 60F17 62G05 62G09 62M10 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 82, No. 11, 1941--1948 (2012; Zbl 1254.60036) Full Text: DOI
Alquier, Pierre; Wintenberger, Olivier Model selection for weakly dependent time series forecasting. (English) Zbl 1243.62117 Bernoulli 18, No. 3, 883-913 (2012). MSC: 62M20 62M10 60E15 PDFBibTeX XMLCite \textit{P. Alquier} and \textit{O. Wintenberger}, Bernoulli 18, No. 3, 883--913 (2012; Zbl 1243.62117) Full Text: DOI arXiv Euclid
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag On weak dependence conditions for Poisson autoregressions. (English) Zbl 1241.62109 Stat. Probab. Lett. 82, No. 5, 942-948 (2012); correction ibid. 83, No. 8, 1926-1927 (2013). MSC: 62J12 62M10 62M09 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 82, No. 5, 942--948 (2012; Zbl 1241.62109) Full Text: DOI
Doukhan, Paul; Prohl, Silika; Robert, Christian Y. Rejoinder on: Subsampling weakly dependent time series and application to extremes. (English) Zbl 1367.62253 Test 20, No. 3, 499-502 (2011). MSC: 62M10 62G30 62G32 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Test 20, No. 3, 499--502 (2011; Zbl 1367.62253) Full Text: DOI
Doukhan, Paul; Prohl, Silika; Robert, Christian Y. Subsampling weakly dependent time series and application to extremes. (English) Zbl 1274.62586 Test 20, No. 3, 447-479 (2011). MSC: 62M10 62G30 62G32 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Test 20, No. 3, 447--479 (2011; Zbl 1274.62586) Full Text: DOI arXiv
Boussama, Farid; Fuchs, Florian; Stelzer, Robert Stationarity and geometric ergodicity of BEKK multivariate GARCH models. (English) Zbl 1250.62043 Stochastic Processes Appl. 121, No. 10, 2331-2360 (2011). Reviewer: Miroslav M. Ristic (Niš) MSC: 62M10 60J05 60B99 91G70 PDFBibTeX XMLCite \textit{F. Boussama} et al., Stochastic Processes Appl. 121, No. 10, 2331--2360 (2011; Zbl 1250.62043) Full Text: DOI arXiv
Gannaz, Irène; Wintenberger, Olivier Adaptive density estimation under weak dependence. (English) Zbl 1209.62056 ESAIM, Probab. Stat. 14, 151-172 (2010). MSC: 62G07 62G20 62M10 42C40 65C60 PDFBibTeX XMLCite \textit{I. Gannaz} and \textit{O. Wintenberger}, ESAIM, Probab. Stat. 14, 151--172 (2010; Zbl 1209.62056) Full Text: DOI arXiv EuDML
Wu, Wei Biao; Huang, Yinxiao; Huang, Yibi Kernel estimation for time series: an asymptotic theory. (English) Zbl 1201.62054 Stochastic Processes Appl. 120, No. 12, 2412-2431 (2010). MSC: 62G08 62M10 62G07 62G20 PDFBibTeX XMLCite \textit{W. B. Wu} et al., Stochastic Processes Appl. 120, No. 12, 2412--2431 (2010; Zbl 1201.62054) Full Text: DOI
Doukhan, Paul; Mayo, Nathanaël; Truquet, Lionel Weak dependence, models and some applications. (English) Zbl 1433.60017 Metrika 69, No. 2-3, 199-225 (2009). MSC: 60F17 60F05 60G07 60G60 62M09 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Metrika 69, No. 2--3, 199--225 (2009; Zbl 1433.60017) Full Text: DOI
Bardet, Jean-Marc; Wintenberger, Olivier Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes. (English) Zbl 1173.62063 Ann. Stat. 37, No. 5B, 2730-2759 (2009). MSC: 62M10 62F12 62H12 62G05 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{O. Wintenberger}, Ann. Stat. 37, No. 5B, 2730--2759 (2009; Zbl 1173.62063) Full Text: DOI arXiv