Carbon, Michel; Duchesne, Thierry Multivariate frequency polygon for stationary random fields. (English) Zbl 07819550 Ann. Inst. Stat. Math. 76, No. 2, 263-287 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Carbon} and \textit{T. Duchesne}, Ann. Inst. Stat. Math. 76, No. 2, 263--287 (2024; Zbl 07819550) Full Text: DOI
Wang, Tao Nonlinear kernel mode-based regression for dependent data. (English) Zbl 07804896 J. Time Ser. Anal. 45, No. 2, 189-213 (2024). MSC: 62Mxx PDFBibTeX XMLCite \textit{T. Wang}, J. Time Ser. Anal. 45, No. 2, 189--213 (2024; Zbl 07804896) Full Text: DOI
Neumann, Michael H. Estimation and bootstrap for stochastically monotone Markov processes. (English) Zbl 07790393 Metrika 87, No. 1, 31-59 (2024). MSC: 62G09 62M10 60G10 60J05 PDFBibTeX XMLCite \textit{M. H. Neumann}, Metrika 87, No. 1, 31--59 (2024; Zbl 07790393) Full Text: DOI OA License
Tong, Hongzhi; Ng, Michael Spectral algorithms for learning with dependent observations. (English) Zbl 07750615 J. Comput. Appl. Math. 437, Article ID 115437, 13 p. (2024). MSC: 68T05 62H30 62G08 46E22 62H25 PDFBibTeX XMLCite \textit{H. Tong} and \textit{M. Ng}, J. Comput. Appl. Math. 437, Article ID 115437, 13 p. (2024; Zbl 07750615) Full Text: DOI
Davison, Anthony C.; Padoan, Simone A.; Stupfler, Gilles Tail risk inference via expectiles in heavy-tailed time series. (English) Zbl 07813781 J. Bus. Econ. Stat. 41, No. 3, 876-889 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{A. C. Davison} et al., J. Bus. Econ. Stat. 41, No. 3, 876--889 (2023; Zbl 07813781) Full Text: DOI arXiv
Armillotta, Mirko; Fokianos, Konstantinos Nonlinear network autoregression. (English) Zbl 07783625 Ann. Stat. 51, No. 6, 2526-2552 (2023). MSC: 62M10 62J02 PDFBibTeX XMLCite \textit{M. Armillotta} and \textit{K. Fokianos}, Ann. Stat. 51, No. 6, 2526--2552 (2023; Zbl 07783625) Full Text: DOI arXiv Link
Fan, Yanqin; Han, Fang; Park, Hyeonseok Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model. (English) Zbl 07767707 J. Econom. 237, No. 1, Article ID 105513, 28 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Fan} et al., J. Econom. 237, No. 1, Article ID 105513, 28 p. (2023; Zbl 07767707) Full Text: DOI
Deng, Lu; Wheeler, William; Yu, Kai Mendelian randomization test of causal effect using high-dimensional summary data. (English) Zbl 07767611 Stat. Sin. 33, Spec. Iss., 1365-1387 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{L. Deng} et al., Stat. Sin. 33, 1365--1387 (2023; Zbl 07767611) Full Text: DOI
Dudnikova, T. V. On mixing conditions in proving the asymptotical normality for harmonic crystals. (English) Zbl 1526.60020 Lobachevskii J. Math. 44, No. 7, 2613-2629 (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60G07 62E20 PDFBibTeX XMLCite \textit{T. V. Dudnikova}, Lobachevskii J. Math. 44, No. 7, 2613--2629 (2023; Zbl 1526.60020) Full Text: DOI
Saadaoui, Allal; Benaissa, Fadila; Chouaf, Abdelhak On the local linear estimation of a generalized regression function with spatial functional data. (English) Zbl 07753673 Commun. Stat., Theory Methods 52, No. 21, 7752-7779 (2023). MSC: 62G05 62G20 62H11 PDFBibTeX XMLCite \textit{A. Saadaoui} et al., Commun. Stat., Theory Methods 52, No. 21, 7752--7779 (2023; Zbl 07753673) Full Text: DOI
Dudek, Anna E.; Lenart, Łukasz Spectral density estimation for nonstationary data with nonzero mean function. (English) Zbl 07751817 J. Am. Stat. Assoc. 118, No. 543, 1900-1910 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{A. E. Dudek} and \textit{Ł. Lenart}, J. Am. Stat. Assoc. 118, No. 543, 1900--1910 (2023; Zbl 07751817) Full Text: DOI
Davis, Richard A.; Fernandes, Leon; Fokianos, Konstantinos Clustering multivariate time series using energy distance. (English) Zbl 07731491 J. Time Ser. Anal. 44, No. 5-6, 487-504 (2023). MSC: 62Mxx 62M10 62H30 62H20 62H12 PDFBibTeX XMLCite \textit{R. A. Davis} et al., J. Time Ser. Anal. 44, No. 5--6, 487--504 (2023; Zbl 07731491) Full Text: DOI arXiv
Bravo, Francesco Local polynomial estimation of nonparametric general estimating equations. (English) Zbl 1524.62142 Stat. Probab. Lett. 197, Article ID 109805, 8 p. (2023). MSC: 62G05 62M10 62G07 62G20 PDFBibTeX XMLCite \textit{F. Bravo}, Stat. Probab. Lett. 197, Article ID 109805, 8 p. (2023; Zbl 1524.62142) Full Text: DOI
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
Su, Liangjun; Wang, Wuyi; Xu, Xingbai Identifying latent group structures in spatial dynamic panels. (English) Zbl 07704522 J. Econom. 235, No. 2, 1955-1980 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{L. Su} et al., J. Econom. 235, No. 2, 1955--1980 (2023; Zbl 07704522) Full Text: DOI
Kou, Junke; Cui, Kaili Multivariate wavelet density estimation for strong mixing stratified size-biased sample. (English) Zbl 07701386 Commun. Stat., Theory Methods 52, No. 6, 1888-1904 (2023). MSC: 62G20 62G07 42C40 PDFBibTeX XMLCite \textit{J. Kou} and \textit{K. Cui}, Commun. Stat., Theory Methods 52, No. 6, 1888--1904 (2023; Zbl 07701386) Full Text: DOI
Chu, Ba Local linear regression with nonparametrically generated covariates for weakly dependent data. (English) Zbl 1512.62045 J. Stat. Plann. Inference 225, 89-109 (2023). MSC: 62G08 62G20 62M10 62P05 PDFBibTeX XMLCite \textit{B. Chu}, J. Stat. Plann. Inference 225, 89--109 (2023; Zbl 1512.62045) Full Text: DOI
Hafouta, Yeor Explicit conditions for the CLT and related results for non-uniformly partially expanding random dynamical systems via effective RPF rates. (English) Zbl 1521.37050 Adv. Math. 426, Article ID 109109, 86 p. (2023). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 37H05 37H12 37A50 37D25 37D20 37D30 PDFBibTeX XMLCite \textit{Y. Hafouta}, Adv. Math. 426, Article ID 109109, 86 p. (2023; Zbl 1521.37050) Full Text: DOI arXiv
Aston, John; Dehay, Dominique; Dudek, Anna E.; Freyermuth, Jean-Marc; Szucs, Denes; Colling, Lincoln Spectrum inference for replicated spatial locally time-harmonizable time series. (English) Zbl 07690326 Electron. J. Stat. 17, No. 1, 1371-1410 (2023). MSC: 62G05 62G20 62M15 PDFBibTeX XMLCite \textit{J. Aston} et al., Electron. J. Stat. 17, No. 1, 1371--1410 (2023; Zbl 07690326) Full Text: DOI Link
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
Chen, Shukai On the exponential ergodicity of \((2+2)\)-affine processes in total variation distances. (English) Zbl 07686373 J. Theor. Probab. 36, No. 1, 315-330 (2023). MSC: 60H10 37A25 60J25 PDFBibTeX XMLCite \textit{S. Chen}, J. Theor. Probab. 36, No. 1, 315--330 (2023; Zbl 07686373) 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
Xu, Leshun; Lee, Alan; Lumley, Thomas A functional central limit theorem on non-stationary random fields with nested spatial structure. (English) Zbl 07672045 Stat. Inference Stoch. Process. 26, No. 1, 215-234 (2023). MSC: 62Mxx PDFBibTeX XMLCite \textit{L. Xu} et al., Stat. Inference Stoch. Process. 26, No. 1, 215--234 (2023; Zbl 07672045) Full Text: DOI
Asai, Manabu; So, Mike K. P. Realized BEKK-CAW models. (English) Zbl 07665511 J. Time Ser. Econom. 15, No. 1, 49-77 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{M. Asai} and \textit{M. K. P. So}, J. Time Ser. Econom. 15, No. 1, 49--77 (2023; Zbl 07665511) Full Text: DOI
Chen, Kun; Chan, Ngai Hang; Yau, Chun Yip; Hu, Jie Penalized Whittle likelihood for spatial data. (English) Zbl 1520.62114 J. Multivariate Anal. 195, Article ID 105156, 21 p. (2023). MSC: 62M15 62G07 62M30 PDFBibTeX XMLCite \textit{K. Chen} et al., J. Multivariate Anal. 195, Article ID 105156, 21 p. (2023; Zbl 1520.62114) Full Text: DOI
Chu, Ba A distance-based test of independence between two multivariate time series. (English) Zbl 1520.62107 J. Multivariate Anal. 195, Article ID 105151, 20 p. (2023). MSC: 62M10 62G09 62G10 62H15 62H20 PDFBibTeX XMLCite \textit{B. Chu}, J. Multivariate Anal. 195, Article ID 105151, 20 p. (2023; Zbl 1520.62107) Full Text: DOI
Kong, Cui-Juan; Liang, Han-Ying; Fan, Guo-Liang Local likelihood of quantile difference under left-truncated, right-censored and dependent assumptions. (English) Zbl 07659654 Statistics 57, No. 1, 71-93 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{C.-J. Kong} et al., Statistics 57, No. 1, 71--93 (2023; Zbl 07659654) Full Text: DOI
Atya, Shrief Prince; Abdel-Ghaly, Abdalla; Ebaid, Rasha A new limit result in change point analysis. (English) Zbl 07649558 Commun. Stat., Theory Methods 52, No. 1, 196-207 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. P. Atya} et al., Commun. Stat., Theory Methods 52, No. 1, 196--207 (2023; Zbl 07649558) Full Text: DOI
Cheng, Fuxia; Koul, Hira L. An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model. (English) Zbl 1506.62336 Metrika 86, No. 1, 27-56 (2023). MSC: 62J05 62G10 62G20 62M10 PDFBibTeX XMLCite \textit{F. Cheng} and \textit{H. L. Koul}, Metrika 86, No. 1, 27--56 (2023; Zbl 1506.62336) Full Text: DOI
Damek, Ewa; Mikosch, Thomas; Zhao, Yuwei; Zienkiewicz, Jacek Whittle estimation based on the extremal spectral density of a heavy-tailed random field. (English) Zbl 1504.60083 Stochastic Processes Appl. 155, 232-267 (2023). MSC: 60G70 62M40 60G10 60F05 62G32 60G60 PDFBibTeX XMLCite \textit{E. Damek} et al., Stochastic Processes Appl. 155, 232--267 (2023; Zbl 1504.60083) Full Text: DOI arXiv
Romano, Joseph P.; Tirlea, Marius A. Permutation testing for dependence in time series. (English) Zbl 07730965 J. Time Ser. Anal. 43, No. 5, 781-807 (2022). MSC: 62Mxx 62G10 62M10 PDFBibTeX XMLCite \textit{J. P. Romano} and \textit{M. A. Tirlea}, J. Time Ser. Anal. 43, No. 5, 781--807 (2022; Zbl 07730965) 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
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
Meitz, Mika; Saikkonen, Pentti Subgeometrically ergodic autoregressions. (English) Zbl 07622635 Econom. Theory 38, No. 5, 959-985 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{M. Meitz} and \textit{P. Saikkonen}, Econom. Theory 38, No. 5, 959--985 (2022; Zbl 07622635) Full Text: DOI arXiv
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
Chesneau, Christophe; El Kolei, Salima; Navarro, Fabien Parametric estimation of hidden Markov models by least squares type estimation and deconvolution. (English) Zbl 1497.62220 Stat. Pap. 63, No. 5, 1615-1648 (2022). MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{C. Chesneau} et al., Stat. Pap. 63, No. 5, 1615--1648 (2022; Zbl 1497.62220) Full Text: DOI
Morettin, Pedro A.; Porto, Rogério F. Estimation of nonparametric regression models by wavelets. (English) Zbl 07595683 São Paulo J. Math. Sci. 16, No. 1, 539-565 (2022). MSC: 62G08 62-02 PDFBibTeX XMLCite \textit{P. A. Morettin} and \textit{R. F. Porto}, São Paulo J. Math. Sci. 16, No. 1, 539--565 (2022; Zbl 07595683) Full Text: DOI
Bravo, Francesco Misspecified semiparametric model selection with weakly dependent observations. (English) Zbl 07570755 J. Time Ser. Anal. 43, No. 4, 558-586 (2022). MSC: 62Mxx 62E20 62M10 PDFBibTeX XMLCite \textit{F. Bravo}, J. Time Ser. Anal. 43, No. 4, 558--586 (2022; Zbl 07570755) Full Text: DOI
Bravo, Francesco Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data. (English) Zbl 07568840 Econom. Rev. 41, No. 6, 583-606 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{F. Bravo}, Econom. Rev. 41, No. 6, 583--606 (2022; Zbl 07568840) Full Text: DOI Link
N’drin, Julien Apala; Hili, Ouagnina Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator. (English) Zbl 1493.62188 J. Stat. Theory Pract. 16, No. 3, Paper No. 41, 29 p. (2022). MSC: 62G07 62G20 62F10 62F12 PDFBibTeX XMLCite \textit{J. A. N'drin} and \textit{O. Hili}, J. Stat. Theory Pract. 16, No. 3, Paper No. 41, 29 p. (2022; Zbl 1493.62188) Full Text: DOI
Phandoidaen, Nathawut; Richter, Stefan Empirical process theory for nonsmooth functions under functional dependence. (English) Zbl 1497.60047 Electron. J. Stat. 16, No. 1, 3385-3429 (2022). Reviewer: Pavel Stoynov (Sofia) MSC: 60F17 60F10 PDFBibTeX XMLCite \textit{N. Phandoidaen} and \textit{S. Richter}, Electron. J. Stat. 16, No. 1, 3385--3429 (2022; Zbl 1497.60047) Full Text: DOI arXiv Link
Amorino, Chiara; Dion-Blanc, Charlotte; Gloter, Arnaud; Lemler, Sarah On the nonparametric inference of coefficients of self-exciting jump-diffusion. (English) Zbl 1493.62152 Electron. J. Stat. 16, No. 1, 3212-3277 (2022). MSC: 62G05 60G55 PDFBibTeX XMLCite \textit{C. Amorino} et al., Electron. J. Stat. 16, No. 1, 3212--3277 (2022; Zbl 1493.62152) Full Text: DOI arXiv 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
Cheysson, Felix; Lang, Gabriel Spectral estimation of Hawkes processes from count data. (English) Zbl 1489.60082 Ann. Stat. 50, No. 3, 1722-1746 (2022). MSC: 60G55 37A25 62M15 PDFBibTeX XMLCite \textit{F. Cheysson} and \textit{G. Lang}, Ann. Stat. 50, No. 3, 1722--1746 (2022; Zbl 1489.60082) Full Text: DOI arXiv
Juodis, Artūras; Sarafidis, Vasilis An incidental parameters free inference approach for panels with common shocks. (English) Zbl 07538789 J. Econom. 229, No. 1, 19-54 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Juodis} and \textit{V. Sarafidis}, J. Econom. 229, No. 1, 19--54 (2022; Zbl 07538789) Full Text: DOI
El Kolei, Salima; Navarro, Fabien Contrast estimation for noisy observations of diffusion processes via closed-form density expansions. (English) Zbl 07535464 Stat. Inference Stoch. Process. 25, No. 2, 303-336 (2022). MSC: 62Mxx PDFBibTeX XMLCite \textit{S. El Kolei} and \textit{F. Navarro}, Stat. Inference Stoch. Process. 25, No. 2, 303--336 (2022; Zbl 07535464) Full Text: DOI
Rachdi, Mustapha; Laksaci, Ali; Al-Kandari, Noriah M. Expectile regression for spatial functional data analysis (sFDA). (English) Zbl 07532799 Metrika 85, No. 5, 627-655 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Rachdi} et al., Metrika 85, No. 5, 627--655 (2022; Zbl 07532799) Full Text: DOI
Wechsung, Maximilian; Neumann, Michael H. Consistency of a nonparametric least squares estimator in integer-valued GARCH models. (English) Zbl 1493.62246 J. Nonparametric Stat. 34, No. 2, 491-519 (2022). MSC: 62G20 62M10 PDFBibTeX XMLCite \textit{M. Wechsung} and \textit{M. H. Neumann}, J. Nonparametric Stat. 34, No. 2, 491--519 (2022; Zbl 1493.62246) 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
Benziadi, Fatima; Bouazza, Imane Consistency result of recursive conditional distribution estimate for dependent data under left truncation, with applications to the conditional quantile. (English) Zbl 1485.62041 Bull. Inst. Math., Acad. Sin. (N.S.) 17, No. 1, 53-81 (2022). MSC: 62G08 62G20 62N02 62G35 62E20 PDFBibTeX XMLCite \textit{F. Benziadi} and \textit{I. Bouazza}, Bull. Inst. Math., Acad. Sin. (N.S.) 17, No. 1, 53--81 (2022; Zbl 1485.62041) Full Text: DOI
Alquier, Pierre; Marie, Nicolas; Rosier, Amélie Tight risk bound for high dimensional time series completion. (English) Zbl 1493.62545 Electron. J. Stat. 16, No. 1, 3001-3035 (2022). MSC: 62M20 62H12 37A25 62H25 62M10 60B20 PDFBibTeX XMLCite \textit{P. Alquier} et al., Electron. J. Stat. 16, No. 1, 3001--3035 (2022; Zbl 1493.62545) Full Text: DOI arXiv Link
Zhang, Shibin Automatic estimation of spatial spectra via smoothing splines. (English) Zbl 1505.62442 Comput. Stat. 37, No. 2, 565-590 (2022). MSC: 62-08 62M15 PDFBibTeX XMLCite \textit{S. Zhang}, Comput. Stat. 37, No. 2, 565--590 (2022; Zbl 1505.62442) Full Text: DOI
Duerinckx, Mitia; Fischer, Julian; Gloria, Antoine Scaling limit of the homogenization commutator for Gaussian coefficient fields. (English) Zbl 1487.60006 Ann. Appl. Probab. 32, No. 2, 1179-1209 (2022). MSC: 60B12 35B27 60H07 60F05 60H25 PDFBibTeX XMLCite \textit{M. Duerinckx} et al., Ann. Appl. Probab. 32, No. 2, 1179--1209 (2022; Zbl 1487.60006) Full Text: DOI arXiv
Miguel, Sergio Brenner; Phandoidaen, Nathawut Multiplicative deconvolution in survival analysis under dependency. (English) Zbl 1493.62174 Statistics 56, No. 2, 297-328 (2022). MSC: 62G05 62N02 62C20 PDFBibTeX XMLCite \textit{S. B. Miguel} and \textit{N. Phandoidaen}, Statistics 56, No. 2, 297--328 (2022; Zbl 1493.62174) Full Text: DOI arXiv
Ling, Nengxiang; Cheng, Lilei; Vieu, Philippe; Ding, Hui Missing responses at random in functional single index model for time series data. (English) Zbl 07504807 Stat. Pap. 63, No. 2, 665-692 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{N. Ling} et al., Stat. Pap. 63, No. 2, 665--692 (2022; Zbl 07504807) Full Text: DOI
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
Amorino, Chiara; Nualart, Eulalia Optimal convergence rates for the invariant density estimation of jump-diffusion processes. (English) Zbl 1493.62185 ESAIM, Probab. Stat. 26, 126-151 (2022). MSC: 62G07 62G20 60J74 PDFBibTeX XMLCite \textit{C. Amorino} and \textit{E. Nualart}, ESAIM, Probab. Stat. 26, 126--151 (2022; Zbl 1493.62185) Full Text: DOI arXiv
Doukhan, Paul; Leucht, Anne; Neumann, Michael H. Mixing properties of non-stationary INGARCH(1, 1) processes. (English) Zbl 07467737 Bernoulli 28, No. 1, 663-688 (2022). MSC: 62Mxx 62Fxx 60Fxx PDFBibTeX XMLCite \textit{P. Doukhan} et al., Bernoulli 28, No. 1, 663--688 (2022; Zbl 07467737) Full Text: DOI arXiv Link
Phandoidaen, Nathawut; Richter, Stefan Empirical process theory for locally stationary processes. (English) Zbl 1486.60064 Bernoulli 28, No. 1, 453-480 (2022). Reviewer: Dongsheng Tu (Kingston) MSC: 60F17 60G10 PDFBibTeX XMLCite \textit{N. Phandoidaen} and \textit{S. Richter}, Bernoulli 28, No. 1, 453--480 (2022; Zbl 1486.60064) 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
Fokianos, Konstantinos; Fried, Roland; Kharin, Yuriy; Voloshko, Valeriy Statistical analysis of multivariate discrete-valued time series. (English) Zbl 1482.62090 J. Multivariate Anal. 188, Article ID 104805, 15 p. (2022). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M10 62M05 62H12 PDFBibTeX XMLCite \textit{K. Fokianos} et al., J. Multivariate Anal. 188, Article ID 104805, 15 p. (2022; Zbl 1482.62090) Full Text: DOI
Grünewälder, Steffen; Khaleghi, Azadeh Oblivious data for fairness with kernels. (English) Zbl 07626723 J. Mach. Learn. Res. 22, Paper No. 208, 36 p. (2021). MSC: 68T05 PDFBibTeX XMLCite \textit{S. Grünewälder} and \textit{A. Khaleghi}, J. Mach. Learn. Res. 22, Paper No. 208, 36 p. (2021; Zbl 07626723) Full Text: arXiv Link
Stelzer, Robert; Vestweber, Johanna Geometric ergodicity of the multivariate COGARCH(1,1) process. (English) Zbl 1500.60045 Stochastics 93, No. 7, 959-992 (2021). Reviewer: Romeo Negrea (Timişoara) MSC: 60J25 60G10 60G51 62M10 PDFBibTeX XMLCite \textit{R. Stelzer} and \textit{J. Vestweber}, Stochastics 93, No. 7, 959--992 (2021; Zbl 1500.60045) Full Text: DOI arXiv
Xiao, Jinghong; Tan, Zhongquan Almost sure limit theorems for the maxima of stochastic volatility models. (English) Zbl 1490.60068 Stochastics 93, No. 4, 513-527 (2021). MSC: 60F15 60G70 62P05 91B70 PDFBibTeX XMLCite \textit{J. Xiao} and \textit{Z. Tan}, Stochastics 93, No. 4, 513--527 (2021; Zbl 1490.60068) Full Text: DOI
Xiong, Xianzhu; Ou, Meijuan Non parametric estimation of the conditional density function with right-censored and dependent data. (English) Zbl 07530973 Commun. Stat., Theory Methods 50, No. 13, 3159-3178 (2021). MSC: 62G07 62N02 62-XX PDFBibTeX XMLCite \textit{X. Xiong} and \textit{M. Ou}, Commun. Stat., Theory Methods 50, No. 13, 3159--3178 (2021; Zbl 07530973) Full Text: DOI arXiv
Zhang, Shibin A spectral domain test of isotropic properties for irregularly spaced spatial data. (English) Zbl 07480672 J. Stat. Comput. Simulation 91, No. 1, 151-166 (2021). MSC: 62M30 62M40 62G10 62-XX PDFBibTeX XMLCite \textit{S. Zhang}, J. Stat. Comput. Simulation 91, No. 1, 151--166 (2021; Zbl 07480672) Full Text: DOI
Debaly, Zinsou Max; Truquet, Lionel Iterations of dependent random maps and exogeneity in nonlinear dynamics. (English) Zbl 1493.62599 Econom. Theory 37, No. 6, 1135-1172 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{Z. M. Debaly} and \textit{L. Truquet}, Econom. Theory 37, No. 6, 1135--1172 (2021; Zbl 1493.62599) Full Text: DOI arXiv
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
Jørgensen, Emil S.; Sørensen, Michael Prediction-based estimation for diffusion models with high-frequency data. (English) Zbl 1477.62222 Jpn. J. Stat. Data Sci. 4, No. 1, 483-511 (2021). MSC: 62M05 60J60 60H10 62E20 62F12 PDFBibTeX XMLCite \textit{E. S. Jørgensen} and \textit{M. Sørensen}, Jpn. J. Stat. Data Sci. 4, No. 1, 483--511 (2021; Zbl 1477.62222) Full Text: DOI arXiv
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
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
Davis, Richard A.; do Rêgo Sousa, Thiago; Klüppelberg, Claudia Indirect inference for time series using the empirical characteristic function and control variates. (English) Zbl 1476.62181 J. Time Ser. Anal. 42, No. 5-6, 653-684 (2021). MSC: 62M10 62E20 62G20 65C05 PDFBibTeX XMLCite \textit{R. A. Davis} et al., J. Time Ser. Anal. 42, No. 5--6, 653--684 (2021; Zbl 1476.62181) Full Text: DOI arXiv
Escanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur; Linton, Oliver; Srisuma, Sorawoot Nonparametric Euler equation identification and estimation. (English) Zbl 1479.62090 Econom. Theory 37, No. 5, 851-891 (2021). MSC: 62P20 62G05 65C05 PDFBibTeX XMLCite \textit{J. C. Escanciano} et al., Econom. Theory 37, No. 5, 851--891 (2021; Zbl 1479.62090) Full Text: DOI
Maillot, Bertrand; Chesneau, Christophe On the conditional density estimation for continuous time processes with values in functional spaces. (English) Zbl 1473.62122 Stat. Probab. Lett. 178, Article ID 109179, 5 p. (2021). MSC: 62G07 62C05 62E20 PDFBibTeX XMLCite \textit{B. Maillot} and \textit{C. Chesneau}, Stat. Probab. Lett. 178, Article ID 109179, 5 p. (2021; Zbl 1473.62122) Full Text: DOI
Wu, Yi; Yu, Wei; Wang, Xuejun; Shen, Aiting The rate of complete consistency for recursive probability density estimator under strong mixing samples. (English) Zbl 1473.62130 Stat. Probab. Lett. 176, Article ID 109130, 13 p. (2021). MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{Y. Wu} et al., Stat. Probab. Lett. 176, Article ID 109130, 13 p. (2021; Zbl 1473.62130) Full Text: DOI
Sun, S.; Zhu, W. Some asymptotic properties between smooth empirical and quantile processes for dependent random variables. (English) Zbl 1476.62071 Theory Probab. Appl. 66, No. 3, 455-468 (2021) and Teor. Veroyatn. Primen. 66, No. 3, 565-580 (2021). MSC: 62G07 62G30 60F15 60G07 PDFBibTeX XMLCite \textit{S. Sun} and \textit{W. Zhu}, Theory Probab. Appl. 66, No. 3, 455--468 (2021; Zbl 1476.62071) Full Text: DOI
Guðmundsson, Guðmundur Stefán; Brownlees, Christian Detecting groups in large vector autoregressions. (English) Zbl 07414278 J. Econom. 225, No. 1, 2-26 (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{G. S. Guðmundsson} and \textit{C. Brownlees}, J. Econom. 225, No. 1, 2--26 (2021; Zbl 07414278) Full Text: DOI
Hafouta, Yeor On Eagleson’s theorem in the non-stationary setup. (English) Zbl 1480.37011 Bull. Lond. Math. Soc. 53, No. 4, 991-1008 (2021). MSC: 37A30 37A05 37A50 PDFBibTeX XMLCite \textit{Y. Hafouta}, Bull. Lond. Math. Soc. 53, No. 4, 991--1008 (2021; Zbl 1480.37011) Full Text: DOI arXiv
Meitz, Mika; Saikkonen, Pentti Subgeometric ergodicity and \(\beta\)-mixing. (English) Zbl 1473.60102 J. Appl. Probab. 58, No. 3, 594-608 (2021). MSC: 60J05 37A25 PDFBibTeX XMLCite \textit{M. Meitz} and \textit{P. Saikkonen}, J. Appl. Probab. 58, No. 3, 594--608 (2021; Zbl 1473.60102) Full Text: DOI arXiv
Kulik, Rafal; Spodarev, Evgeny Long range dependence of heavy-tailed random functions. (English) Zbl 1477.60061 J. Appl. Probab. 58, No. 3, 569-593 (2021). MSC: 60G10 60G60 60G15 60F05 PDFBibTeX XMLCite \textit{R. Kulik} and \textit{E. Spodarev}, J. Appl. Probab. 58, No. 3, 569--593 (2021; Zbl 1477.60061) Full Text: DOI arXiv
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
Beutner, Eric; Heinemann, Alexander; Smeekes, Stephan A justification of conditional confidence intervals. (English) Zbl 1475.62234 Electron. J. Stat. 15, No. 1, 2517-2565 (2021). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62M20 62G15 60G10 60G25 PDFBibTeX XMLCite \textit{E. Beutner} et al., Electron. J. Stat. 15, No. 1, 2517--2565 (2021; Zbl 1475.62234) Full Text: DOI arXiv
Cui, Kaili; Kou, Junke Convergence rates of wavelet density estimators for strongly mixing samples. (English) Zbl 1466.62281 Bull. Iran. Math. Soc. 47, No. 3, 701-723 (2021). MSC: 62G07 62G20 42C40 PDFBibTeX XMLCite \textit{K. Cui} and \textit{J. Kou}, Bull. Iran. Math. Soc. 47, No. 3, 701--723 (2021; Zbl 1466.62281) Full Text: DOI
Yousuf, Kashif; Ng, Serena Boosting high dimensional predictive regressions with time varying parameters. (English) Zbl 07376508 J. Econom. 224, No. 1, 60-87 (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{K. Yousuf} and \textit{S. Ng}, J. Econom. 224, No. 1, 60--87 (2021; Zbl 07376508) Full Text: DOI arXiv
Amorino, Chiara; Gloter, Arnaud Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function. (English) Zbl 1469.62324 Stat. Inference Stoch. Process. 24, No. 1, 61-148 (2021). MSC: 62M05 60J60 60H10 PDFBibTeX XMLCite \textit{C. Amorino} and \textit{A. Gloter}, Stat. Inference Stoch. Process. 24, No. 1, 61--148 (2021; Zbl 1469.62324) Full Text: DOI arXiv HAL
Ding, Liwang; Chen, Ping Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors. (English) Zbl 1468.62265 Lith. Math. J. 61, No. 1, 13-36 (2021). MSC: 62G05 62J02 60G07 42C40 PDFBibTeX XMLCite \textit{L. Ding} and \textit{P. Chen}, Lith. Math. J. 61, No. 1, 13--36 (2021; Zbl 1468.62265) Full Text: DOI
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
Davydov, Y. A.; Novikov, S. M. Remarks on asymptotic independence. (English. Russian original) Zbl 1469.60009 Theory Probab. Appl. 66, No. 1, 44-57 (2021); translation from Teor. Veroyatn. Primen. 66, No. 1, 55-72 (2021). MSC: 60A05 60G10 PDFBibTeX XMLCite \textit{Y. A. Davydov} and \textit{S. M. Novikov}, Theory Probab. Appl. 66, No. 1, 44--57 (2021; Zbl 1469.60009); translation from Teor. Veroyatn. Primen. 66, No. 1, 55--72 (2021) Full Text: DOI arXiv
Xiong, Xianzhu; Ou, Meijuan; Chen, Ailian Reweighted Nadaraya-Watson estimation of conditional density function in the right-censored model. (English) Zbl 1456.62233 Stat. Probab. Lett. 168, Article ID 108933, 7 p. (2021). MSC: 62N02 62N01 62G05 62G07 PDFBibTeX XMLCite \textit{X. Xiong} et al., Stat. Probab. Lett. 168, Article ID 108933, 7 p. (2021; Zbl 1456.62233) Full Text: DOI
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
Khalfoune, Samia; Zerouati, Halima Almost complete convergence for the sequence of approximate solutions in linear calibration problem with \(\alpha\)-mixing random data. (English) Zbl 1498.47030 Filomat 34, No. 10, 3251-3264 (2020). MSC: 47A52 53C38 62L20 PDFBibTeX XMLCite \textit{S. Khalfoune} and \textit{H. Zerouati}, Filomat 34, No. 10, 3251--3264 (2020; Zbl 1498.47030) Full Text: DOI
Almanjahie, Ibrahim M.; Elmezouar, Zouaoui Chikr; Bachir, Bachir Ahmed; Kaid, Zoulikha Spatial local linear estimation of the \(L_1\)-conditional quantiles for functional regressors. (English) Zbl 07529978 Commun. Stat., Theory Methods 49, No. 23, 5666-5685 (2020). MSC: 62G08 62G10 62G35 62G07 62G32 62G30 62H12 62-XX PDFBibTeX XMLCite \textit{I. M. Almanjahie} et al., Commun. Stat., Theory Methods 49, No. 23, 5666--5685 (2020; Zbl 07529978) Full Text: DOI
Liang, Han-Ying; Zhou, Hong-Bing; Guo, Qiu-Li Asymptotic normality of conditional density estimation under truncated, censored and dependent data. (English) Zbl 07529960 Commun. Stat., Theory Methods 49, No. 22, 5371-5391 (2020). MSC: 62N01 62E20 62-XX PDFBibTeX XMLCite \textit{H.-Y. Liang} et al., Commun. Stat., Theory Methods 49, No. 22, 5371--5391 (2020; Zbl 07529960) Full Text: DOI
Haddad, Soraya; Belaide, Karima Local asymptotic normality for long-memory process with strong mixing noises. (English) Zbl 1511.62221 Commun. Stat., Theory Methods 49, No. 12, 2817-2830 (2020). MSC: 62M10 62E20 62G10 PDFBibTeX XMLCite \textit{S. Haddad} and \textit{K. Belaide}, Commun. Stat., Theory Methods 49, No. 12, 2817--2830 (2020; Zbl 1511.62221) Full Text: DOI
Abeidallah, M.; Mechab, B.; Merouan, T. Local linear estimate of the point at high risk: spatial functional data case. (English) Zbl 1511.62068 Commun. Stat., Theory Methods 49, No. 11, 2561-2584 (2020). MSC: 62G07 62G20 62M30 62R10 86A08 PDFBibTeX XMLCite \textit{M. Abeidallah} et al., Commun. Stat., Theory Methods 49, No. 11, 2561--2584 (2020; Zbl 1511.62068) Full Text: DOI
Kong, Cui-Juan; Liang, Han-Ying Empirical likelihood of conditional quantile difference with left-truncated and dependent data. (English) Zbl 1484.62119 J. Korean Stat. Soc. 49, No. 4, 1106-1130 (2020). MSC: 62N02 62G20 PDFBibTeX XMLCite \textit{C.-J. Kong} and \textit{H.-Y. Liang}, J. Korean Stat. Soc. 49, No. 4, 1106--1130 (2020; Zbl 1484.62119) Full Text: DOI
Sangaré, Harouna; Lo, Gane Samb; Traoré, Mamadou Cherif Moctar Arbitrary functional Glivenko-Cantelli classes and applications to different types of dependence. (English) Zbl 1490.60076 Far East J. Theor. Stat. 60, No. 1-2, 41-62 (2020). Reviewer: Viktor Ohanyan (Erevan) MSC: 60G10 60F15 62G20 PDFBibTeX XMLCite \textit{H. Sangaré} et al., Far East J. Theor. Stat. 60, No. 1--2, 41--62 (2020; Zbl 1490.60076) Full Text: DOI arXiv
Stehr, Mads; Kiderlen, Markus Asymptotic variance of Newton-Cotes quadratures based on randomized sampling points. (English) Zbl 07378199 Adv. Appl. Probab. 52, No. 4, 1284-1307 (2020). MSC: 65D30 60G55 60G10 60K05 65D32 PDFBibTeX XMLCite \textit{M. Stehr} and \textit{M. Kiderlen}, Adv. Appl. Probab. 52, No. 4, 1284--1307 (2020; Zbl 07378199) Full Text: DOI
Zhang, Shibin Nonparametric Bayesian inference for the spectral density based on irregularly spaced data. (English) Zbl 07345935 Comput. Stat. Data Anal. 151, Article ID 107019, 14 p. (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Zhang}, Comput. Stat. Data Anal. 151, Article ID 107019, 14 p. (2020; Zbl 07345935) Full Text: DOI
Slaoui, Yousri Recursive nonparametric regression estimation for dependent strong mixing functional data. (English) Zbl 1465.62076 Stat. Inference Stoch. Process. 23, No. 3, 665-697 (2020). MSC: 62G08 62R10 62L20 PDFBibTeX XMLCite \textit{Y. Slaoui}, Stat. Inference Stoch. Process. 23, No. 3, 665--697 (2020; Zbl 1465.62076) Full Text: DOI