Bardet, Jean-Marc; Doukhan, Paul Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity. (English) Zbl 1403.62155 Electron. J. Stat. 12, No. 2, 2323-2354 (2018). MSC: 62M10 62G05 60F05 60G10 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{P. Doukhan}, Electron. J. Stat. 12, No. 2, 2323--2354 (2018; Zbl 1403.62155) Full Text: DOI arXiv Euclid
Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia A class of random field memory models for mortality forecasting. (English) Zbl 1422.62309 Insur. Math. Econ. 77, 97-110 (2017). MSC: 62P05 62M40 62F12 91B30 60G60 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Insur. Math. Econ. 77, 97--110 (2017; Zbl 1422.62309) Full Text: DOI HAL
Grublytė, Ieva; Surgailis, Donatas; Škarnulis, Andrius QMLE for quadratic ARCH model with long memory. (English) Zbl 1367.62061 J. Time Ser. Anal. 38, No. 4, 535-551 (2017). MSC: 62F12 62M10 62P20 PDFBibTeX XMLCite \textit{I. Grublytė} et al., J. Time Ser. Anal. 38, No. 4, 535--551 (2017; Zbl 1367.62061) Full Text: DOI
Grublytė, Ieva; Škarnulis, Andrius A generalized nonlinear model for long memory conditional heteroscedasticity. (English) Zbl 1372.62038 Statistics 51, No. 1, 123-140 (2017). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{I. Grublytė} and \textit{A. Škarnulis}, Statistics 51, No. 1, 123--140 (2017; Zbl 1372.62038) Full Text: DOI arXiv