Zevallos, Mauricio On the asymptotic distribution of sample autocovariance differences of long-memory processes. (English) Zbl 07733563 Braz. J. Probab. Stat. 37, No. 2, 313-328 (2023). MSC: 62-XX 93-XX PDFBibTeX XMLCite \textit{M. Zevallos}, Braz. J. Probab. Stat. 37, No. 2, 313--328 (2023; Zbl 07733563) Full Text: DOI
Wu, Yaxin; Song, Yunquan; Liang, Xijun; Gai, Yujie Exponential squared loss based robust variable selection of AR models. (English) Zbl 1503.62071 Braz. J. Probab. Stat. 36, No. 2, 220-242 (2022). MSC: 62M10 62J07 62F12 62P12 PDFBibTeX XMLCite \textit{Y. Wu} et al., Braz. J. Probab. Stat. 36, No. 2, 220--242 (2022; Zbl 1503.62071) Full Text: DOI
Gugushvili, Shota; van der Meulen, Frank; Schauer, Moritz; Spreij, Peter Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient. (English) Zbl 1445.62071 Braz. J. Probab. Stat. 34, No. 3, 537-579 (2020). MSC: 62G07 60J60 60J70 60H10 62P20 91B84 PDFBibTeX XMLCite \textit{S. Gugushvili} et al., Braz. J. Probab. Stat. 34, No. 3, 537--579 (2020; Zbl 1445.62071) Full Text: DOI arXiv Euclid
Ilić, Ivana; Veličković, Vladica M. Simple tail index estimation for dependent and heterogeneous data with missing values. (English) Zbl 1414.62420 Braz. J. Probab. Stat. 33, No. 1, 192-203 (2019). MSC: 62P05 62G32 PDFBibTeX XMLCite \textit{I. Ilić} and \textit{V. M. Veličković}, Braz. J. Probab. Stat. 33, No. 1, 192--203 (2019; Zbl 1414.62420) Full Text: DOI Euclid
Zhang, Jun; Niu, Cuizhen; Li, Gaorong Exploring the constant coefficient of a single-index variation. (English) Zbl 1414.62139 Braz. J. Probab. Stat. 33, No. 1, 57-86 (2019). MSC: 62G08 62G10 62E20 62G09 62G20 PDFBibTeX XMLCite \textit{J. Zhang} et al., Braz. J. Probab. Stat. 33, No. 1, 57--86 (2019; Zbl 1414.62139) Full Text: DOI Euclid
Gimenez, Yanina; Giussani, Guido Searching for the core variables in principal components analysis. (English) Zbl 1404.62064 Braz. J. Probab. Stat. 32, No. 4, 730-754 (2018). MSC: 62H25 62G05 PDFBibTeX XMLCite \textit{Y. Gimenez} and \textit{G. Giussani}, Braz. J. Probab. Stat. 32, No. 4, 730--754 (2018; Zbl 1404.62064) Full Text: DOI arXiv Euclid
Stojanović, Vladica; Randjelović, Dragan; Kuk, Kristijan Noise-indicator nonnegative integer-valued autoregressive time series of the first order. (English) Zbl 1404.62093 Braz. J. Probab. Stat. 32, No. 1, 147-171 (2018). MSC: 62M10 62F10 62F12 PDFBibTeX XMLCite \textit{V. Stojanović} et al., Braz. J. Probab. Stat. 32, No. 1, 147--171 (2018; Zbl 1404.62093) Full Text: DOI Euclid
Zhang, Jun; Zhou, Nanguang; Chen, Qian; Chu, Tianyue Nonlinear measurement errors models subject to partial linear additive distortion. (English) Zbl 1404.62042 Braz. J. Probab. Stat. 32, No. 1, 86-116 (2018). MSC: 62G08 62J02 62G05 62G10 62G15 62G20 62P10 PDFBibTeX XMLCite \textit{J. Zhang} et al., Braz. J. Probab. Stat. 32, No. 1, 86--116 (2018; Zbl 1404.62042) Full Text: DOI Euclid
Wei, Zhenghong; Fan, Yongbin; Zhang, Jun Statistical inference on restricted linear regression models with partial distortion measurement errors. (English) Zbl 1381.62233 Braz. J. Probab. Stat. 30, No. 3, 464-484 (2016). MSC: 62J05 62F12 62F40 62G05 62H15 PDFBibTeX XMLCite \textit{Z. Wei} et al., Braz. J. Probab. Stat. 30, No. 3, 464--484 (2016; Zbl 1381.62233) Full Text: DOI Euclid
Barndorff-Nielsen, Ole E. Stationary infinitely divisible processes. (English) Zbl 1244.60037 Braz. J. Probab. Stat. 25, No. 3, 294-322 (2011). Reviewer: Miroslav M. Ristic (Niš) MSC: 60G10 60E07 60G51 PDFBibTeX XMLCite \textit{O. E. Barndorff-Nielsen}, Braz. J. Probab. Stat. 25, No. 3, 294--322 (2011; Zbl 1244.60037) Full Text: DOI
Koenker, Roger Additive models for quantile regression: model selection and confidence bands. (English) Zbl 1236.62031 Braz. J. Probab. Stat. 25, No. 3, 239-262 (2011). MSC: 62G08 62G15 65C60 PDFBibTeX XMLCite \textit{R. Koenker}, Braz. J. Probab. Stat. 25, No. 3, 239--262 (2011; Zbl 1236.62031) Full Text: DOI