Boldin, M. V. On the power of Pearson’s test under local alternatives in autoregression with outliers. (English) Zbl 1418.62189 Math. Methods Stat. 28, No. 1, 57-65 (2019). MSC: 62M10 62G10 62G20 62G35 PDFBibTeX XMLCite \textit{M. V. Boldin}, Math. Methods Stat. 28, No. 1, 57--65 (2019; Zbl 1418.62189) Full Text: DOI
Caron, E.; Dede, S. Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs. (English) Zbl 1425.62086 Math. Methods Stat. 27, No. 4, 268-293 (2018). Reviewer: Kazuho Watanabe (Toyohashi) MSC: 62J05 62M10 62M15 62E20 62F12 62K10 60F05 PDFBibTeX XMLCite \textit{E. Caron} and \textit{S. Dede}, Math. Methods Stat. 27, No. 4, 268--293 (2018; Zbl 1425.62086) Full Text: DOI arXiv
Bibi, A. Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models. (English) Zbl 1419.62219 Math. Methods Stat. 27, No. 3, 184-204 (2018). Reviewer: Kurt Marti (München) MSC: 62M10 62F12 62H12 PDFBibTeX XMLCite \textit{A. Bibi}, Math. Methods Stat. 27, No. 3, 184--204 (2018; Zbl 1419.62219) Full Text: DOI
Proïa, F.; Soltane, M. A test of correlation in the random coefficients of an autoregressive process. (English) Zbl 1401.62174 Math. Methods Stat. 27, No. 2, 119-144 (2018). MSC: 62M10 62F03 62F12 60G42 PDFBibTeX XMLCite \textit{F. Proïa} and \textit{M. Soltane}, Math. Methods Stat. 27, No. 2, 119--144 (2018; Zbl 1401.62174) Full Text: DOI arXiv
Kharin, Yu. S.; Voloshko, V. A.; Medved, E. A. Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series. (English) Zbl 1401.62159 Math. Methods Stat. 27, No. 2, 103-118 (2018). MSC: 62M10 62M05 62F12 PDFBibTeX XMLCite \textit{Yu. S. Kharin} et al., Math. Methods Stat. 27, No. 2, 103--118 (2018; Zbl 1401.62159) Full Text: DOI
Sharia, T.; Zhong, L. Asymptotic behavior of truncated stochastic approximation procedures. (English) Zbl 1377.62083 Math. Methods Stat. 26, No. 1, 37-54 (2017). MSC: 62F10 62F12 62M10 62L20 62F35 PDFBibTeX XMLCite \textit{T. Sharia} and \textit{L. Zhong}, Math. Methods Stat. 26, No. 1, 37--54 (2017; Zbl 1377.62083) Full Text: DOI arXiv
Aknouche, A. Estimation and strict stationarity testing of ARCH processes based on weighted least squares. (English) Zbl 1308.62166 Math. Methods Stat. 23, No. 2, 81-102 (2014). MSC: 62M10 62F12 62F05 PDFBibTeX XMLCite \textit{A. Aknouche}, Math. Methods Stat. 23, No. 2, 81--102 (2014; Zbl 1308.62166) Full Text: DOI
Esaulov, D. M. Residual empirical processes and their application to GM-testing for the autoregression order. (English) Zbl 1283.62181 Math. Methods Stat. 22, No. 4, 333-349 (2013). MSC: 62M10 62G10 62G20 62G35 PDFBibTeX XMLCite \textit{D. M. Esaulov}, Math. Methods Stat. 22, No. 4, 333--349 (2013; Zbl 1283.62181) Full Text: DOI
Kharin, Yu. S.; Voloshko, V. A. On asymptotic properties of the plug-in cepstrum estimator for Gaussian time series. (English) Zbl 1308.62174 Math. Methods Stat. 21, No. 1, 43-60 (2012). MSC: 62M10 62M15 62-07 PDFBibTeX XMLCite \textit{Yu. S. Kharin} and \textit{V. A. Voloshko}, Math. Methods Stat. 21, No. 1, 43--60 (2012; Zbl 1308.62174) Full Text: DOI
Barnard, R. W.; Hadjicostas, P. Banks’ criterion and symmetric stable laws with index of stability between one-half and one. (English) Zbl 1318.62064 Math. Methods Stat. 21, No. 4, 251-282 (2012). MSC: 62F10 62F12 26D07 26D15 PDFBibTeX XMLCite \textit{R. W. Barnard} and \textit{P. Hadjicostas}, Math. Methods Stat. 21, No. 4, 251--282 (2012; Zbl 1318.62064) Full Text: DOI
Wang, Li Hong \(L_1\)-estimation for the location parameters in stochastic volatility models. (English) Zbl 1308.62179 Math. Methods Stat. 20, No. 2, 165-170 (2011). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{L. H. Wang}, Math. Methods Stat. 20, No. 2, 165--170 (2011; Zbl 1308.62179) Full Text: DOI
Espinasse, T.; Gamboa, F.; Loubes, J.-M. Estimation error for blind Gaussian time series prediction. (English) Zbl 1226.62086 Math. Methods Stat. 20, No. 3, 206-223 (2011). MSC: 62M20 62M10 62G20 62G05 PDFBibTeX XMLCite \textit{T. Espinasse} et al., Math. Methods Stat. 20, No. 3, 206--223 (2011; Zbl 1226.62086) Full Text: DOI arXiv
Sharia, T. Efficient on-line estimation of autoregressive parameters. (English) Zbl 1282.62045 Math. Methods Stat. 19, No. 2, 163-186 (2010). MSC: 62F10 62F12 62M99 62F35 62M10 PDFBibTeX XMLCite \textit{T. Sharia}, Math. Methods Stat. 19, No. 2, 163--186 (2010; Zbl 1282.62045) Full Text: DOI
Weba, M. A quantitative weak law of large numbers and its application to the delta method. (English) Zbl 1282.62050 Math. Methods Stat. 18, No. 1, 84-95 (2009). MSC: 62F12 62G20 60F25 41A58 PDFBibTeX XMLCite \textit{M. Weba}, Math. Methods Stat. 18, No. 1, 84--95 (2009; Zbl 1282.62050) Full Text: DOI
Boldin, M. V.; Erlikh, I. G. Testing hypotheses on the “drift” of parameters in ARMA and ARCH models. (English) Zbl 1282.62114 Math. Methods Stat. 18, No. 1, 1-20 (2009). MSC: 62G10 62M10 62G20 PDFBibTeX XMLCite \textit{M. V. Boldin} and \textit{I. G. Erlikh}, Math. Methods Stat. 18, No. 1, 1--20 (2009; Zbl 1282.62114) Full Text: DOI
Xie, Y.; Yu, J.; Ranneby, B. A general autoregressive model with Markov switching: estimation and consistency. (English) Zbl 1231.62165 Math. Methods Stat. 17, No. 3, 228-240 (2008). MSC: 62M10 62M09 62F12 65C60 PDFBibTeX XMLCite \textit{Y. Xie} et al., Math. Methods Stat. 17, No. 3, 228--240 (2008; Zbl 1231.62165) Full Text: DOI
Dabo-Niang, S.; Yao, A.-F. Kernel regression estimation for continuous spatial processes. (English) Zbl 1140.62071 Math. Methods Stat. 16, No. 4, 298-317 (2007). MSC: 62M30 62G20 62G08 62G07 62M10 PDFBibTeX XMLCite \textit{S. Dabo-Niang} and \textit{A. F. Yao}, Math. Methods Stat. 16, No. 4, 298--317 (2007; Zbl 1140.62071) Full Text: DOI
Sorokin, A. A. Minimum distance estimates in the ARCH model. (English) Zbl 1129.62081 Math. Methods Stat. 13, No. 3, 329-355 (2004). MSC: 62M10 62G05 62G20 PDFBibTeX XMLCite \textit{A. A. Sorokin}, Math. Methods Stat. 13, No. 3, 329--355 (2004; Zbl 1129.62081)
Ivanov, A. V.; Leonenko, N. N. Asymptotic theory of nonlinear regression with long-range dependence. (English) Zbl 1132.62338 Math. Methods Stat. 13, No. 2, 153-178 (2004). MSC: 62J02 62M10 62G20 62G08 62E20 PDFBibTeX XMLCite \textit{A. V. Ivanov} and \textit{N. N. Leonenko}, Math. Methods Stat. 13, No. 2, 153--178 (2004; Zbl 1132.62338)
Comte, F.; Taupin, M.-L. Semiparametric estimation in the (auto)-regressive \(\beta\)-mixing model with errors-in-variables. (English) Zbl 1005.62036 Math. Methods Stat. 10, No. 2, 121-160 (2001). MSC: 62G08 62G20 62J02 62M10 PDFBibTeX XMLCite \textit{F. Comte} and \textit{M. L. Taupin}, Math. Methods Stat. 10, No. 2, 121--160 (2001; Zbl 1005.62036)
Pons, Odile Nonparametric estimation in a varying-coefficient Cox model. (English) Zbl 1011.62108 Math. Methods Stat. 9, No. 4, 376-398 (2000). MSC: 62N02 62G05 62E20 62M10 PDFBibTeX XMLCite \textit{O. Pons}, Math. Methods Stat. 9, No. 4, 376--398 (2000; Zbl 1011.62108)
Efromovich, S. On sharp adaptive estimation of multivariate curves. (English) Zbl 1006.62033 Math. Methods Stat. 9, No. 2, 117-139 (2000). MSC: 62G07 62G08 62G20 PDFBibTeX XMLCite \textit{S. Efromovich}, Math. Methods Stat. 9, No. 2, 117--139 (2000; Zbl 1006.62033)
Boldin, M. V. On empirical processes in heteroscedastic time series and their use for hypothesis testing and estimation. (English) Zbl 1006.62076 Math. Methods Stat. 9, No. 1, 65-89 (2000). MSC: 62M10 62G05 62E20 62G10 62G20 PDFBibTeX XMLCite \textit{M. V. Boldin}, Math. Methods Stat. 9, No. 1, 65--89 (2000; Zbl 1006.62076)
Basu, A. K.; Bhattacharya, D. On fixed width confidence intervals associated with maximum likelihood estimation of parameter under dependent setup. (English) Zbl 1103.62360 Math. Methods Stat. 7, No. 4, 466-478 (1998). MSC: 62L12 62M10 62M05 62F25 PDFBibTeX XMLCite \textit{A. K. Basu} and \textit{D. Bhattacharya}, Math. Methods Stat. 7, No. 4, 466--478 (1998; Zbl 1103.62360)
Konev, V. V.; Pergamenshchikov, S. M. On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. II: Purely explosive process. (English) Zbl 1103.62365 Math. Methods Stat. 7, No. 1, 27-59 (1998). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{V. V. Konev} and \textit{S. M. Pergamenshchikov}, Math. Methods Stat. 7, No. 1, 27--59 (1998; Zbl 1103.62365)
Boldin, M. V. On rank estimates and the empirical distribution function of residuals in autoregression with a possibly infinite variance. (English) Zbl 0926.62075 Math. Methods Stat. 6, No. 1, 70-91 (1997). MSC: 62M10 62G30 62G05 62G20 62G10 PDFBibTeX XMLCite \textit{M. V. Boldin}, Math. Methods Stat. 6, No. 1, 70--91 (1997; Zbl 0926.62075)
Poix, J. Stochastic approximation for semimartingale error. (English) Zbl 0860.62064 Math. Methods Stat. 5, No. 2, 227-236 (1996). MSC: 62L20 62J05 62M10 PDFBibTeX XMLCite \textit{J. Poix}, Math. Methods Stat. 5, No. 2, 227--236 (1996; Zbl 0860.62064)
Boldin, M. V. On nonparametric sign estimators in multiparameter autoregression. (English) Zbl 0859.62076 Math. Methods Stat. 5, No. 2, 154-172 (1996). MSC: 62M10 62G05 62G20 62G10 PDFBibTeX XMLCite \textit{M. V. Boldin}, Math. Methods Stat. 5, No. 2, 154--172 (1996; Zbl 0859.62076)
Konev, V. V.; Pergamenshchikov, S. M. On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. I: Stable process. (English) Zbl 0928.62074 Math. Methods Stat. 5, No. 2, 125-153 (1996). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{V. V. Konev} and \textit{S. M. Pergamenshchikov}, Math. Methods Stat. 5, No. 2, 125--153 (1996; Zbl 0928.62074)
Ango Nze, P.; Doukhan, P. Functional estimation for time series. I: Quadratic convergence properties. (English) Zbl 0893.62024 Math. Methods Stat. 5, No. 4, 404-423 (1996). MSC: 62G07 62M10 62J02 60G10 60G99 62G20 PDFBibTeX XMLCite \textit{P. Ango Nze} and \textit{P. Doukhan}, Math. Methods Stat. 5, No. 4, 404--423 (1996; Zbl 0893.62024)
Györfi, L.; Walk, H. On the strong universal consistency of a series type regression estimate. (English) Zbl 0874.62048 Math. Methods Stat. 5, No. 3, 332-342 (1996). MSC: 62G20 62L20 62G07 PDFBibTeX XMLCite \textit{L. Györfi} and \textit{H. Walk}, Math. Methods Stat. 5, No. 3, 332--342 (1996; Zbl 0874.62048)
Boldin, M. V.; Tyurin, Yu. N. On nonparametric sign procedures for autoregression models. (English) Zbl 0822.62032 Math. Methods Stat. 3, No. 4, 279-305 (1994). MSC: 62G10 62M10 PDFBibTeX XMLCite \textit{M. V. Boldin} and \textit{Yu. N. Tyurin}, Math. Methods Stat. 3, No. 4, 279--305 (1994; Zbl 0822.62032)
Boldin, M. V. On median estimates and tests in autoregressive models. (English) Zbl 0824.62039 Math. Methods Stat. 3, No. 2, 114-129 (1994). MSC: 62G10 62M10 62G20 62G05 PDFBibTeX XMLCite \textit{M. V. Boldin}, Math. Methods Stat. 3, No. 2, 114--129 (1994; Zbl 0824.62039)
Malinovskij, V. K. Asymptotic expansions in sequential estimation of an autoregressive parameter. (English) Zbl 0816.62069 Math. Methods Stat. 2, No. 3, 206-227 (1993). MSC: 62L12 62M10 PDFBibTeX XMLCite \textit{V. K. Malinovskij}, Math. Methods Stat. 2, No. 3, 206--227 (1993; Zbl 0816.62069)