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
Chan, Ngai Hang; Gao, Linhao; Palma, Wilfredo Simultaneous variable selection and structural identification for time-varying coefficient models. (English) Zbl 07570753 J. Time Ser. Anal. 43, No. 4, 511-531 (2022). MSC: 62Mxx 62M10 PDFBibTeX XMLCite \textit{N. H. Chan} et al., J. Time Ser. Anal. 43, No. 4, 511--531 (2022; Zbl 07570753) Full Text: DOI
Azrak, Rajae; Mélard, Guy Asymptotic properties of conditional least-squares estimators for array time series. (English) Zbl 1477.62233 Stat. Inference Stoch. Process. 24, No. 3, 525-547 (2021). MSC: 62M10 62H12 62B10 60K35 60G12 PDFBibTeX XMLCite \textit{R. Azrak} and \textit{G. Mélard}, Stat. Inference Stoch. Process. 24, No. 3, 525--547 (2021; Zbl 1477.62233) Full Text: DOI Link
Löcherbach, E. Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity. (English) Zbl 1469.60263 J. Theor. Probab. 33, No. 4, 2280-2314 (2020). MSC: 60J76 60J60 60J35 PDFBibTeX XMLCite \textit{E. Löcherbach}, J. Theor. Probab. 33, No. 4, 2280--2314 (2020; Zbl 1469.60263) Full Text: DOI arXiv
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
Dedecker, Jérôme; Doukhan, Paul; Fan, Xiequan Deviation inequalities for separately Lipschitz functionals of composition of random functions. (English) Zbl 1479.60041 J. Math. Anal. Appl. 479, No. 2, 1549-1568 (2019). MSC: 60E15 60J10 62M10 PDFBibTeX XMLCite \textit{J. Dedecker} et al., J. Math. Anal. Appl. 479, No. 2, 1549--1568 (2019; Zbl 1479.60041) Full Text: DOI arXiv