Liu, Yan; Tanida, Yoshiyuki; Taniguchi, Masanobu Shrinkage estimation for multivariate time series. (English) Zbl 1477.62251 Stat. Inference Stoch. Process. 24, No. 3, 733-751 (2021). MSC: 62M10 62M15 62H12 60G10 62P20 PDFBibTeX XMLCite \textit{Y. Liu} et al., Stat. Inference Stoch. Process. 24, No. 3, 733--751 (2021; Zbl 1477.62251) Full Text: DOI
Caponera, Alessia SPHARMA approximations for stationary functional time series on the sphere. (English) Zbl 1477.62396 Stat. Inference Stoch. Process. 24, No. 3, 609-634 (2021). MSC: 62R10 62M15 62M10 62M40 60F05 60G15 60G60 PDFBibTeX XMLCite \textit{A. Caponera}, Stat. Inference Stoch. Process. 24, No. 3, 609--634 (2021; Zbl 1477.62396) Full Text: DOI arXiv
Boubacar Maïnassara, Yacouba; Esstafa, Youssef; Saussereau, Bruno Estimating FARIMA models with uncorrelated but non-independent error terms. (English) Zbl 1478.62248 Stat. Inference Stoch. Process. 24, No. 3, 549-608 (2021). MSC: 62M10 62M15 62F12 62P05 PDFBibTeX XMLCite \textit{Y. Boubacar Maïnassara} et al., Stat. Inference Stoch. Process. 24, No. 3, 549--608 (2021; Zbl 1478.62248) Full Text: DOI arXiv HAL
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
Tanaka, Katsuto Comparison of the LS-based estimators and the MLE for the fractional Ornstein-Uhlenbeck process. (English) Zbl 1448.60117 Stat. Inference Stoch. Process. 23, No. 2, 415-434 (2020). MSC: 60H05 60H35 62M10 PDFBibTeX XMLCite \textit{K. Tanaka}, Stat. Inference Stoch. Process. 23, No. 2, 415--434 (2020; Zbl 1448.60117) Full Text: DOI
Kaino, Yusuke; Nakakita, Shogo H.; Uchida, Masayuki Hybrid estimation for ergodic diffusion processes based on noisy discrete observations. (English) Zbl 1437.62099 Stat. Inference Stoch. Process. 23, No. 1, 171-198 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62F10 62M10 60J60 60H15 PDFBibTeX XMLCite \textit{Y. Kaino} et al., Stat. Inference Stoch. Process. 23, No. 1, 171--198 (2020; Zbl 1437.62099) Full Text: DOI arXiv
Ivanov, A. V.; Leonenko, N. N.; Orlovskyi, I. V. On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models. (English) Zbl 1436.62429 Stat. Inference Stoch. Process. 23, No. 1, 129-169 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62M15 62J02 60G65 PDFBibTeX XMLCite \textit{A. V. Ivanov} et al., Stat. Inference Stoch. Process. 23, No. 1, 129--169 (2020; Zbl 1436.62429) Full Text: DOI arXiv
Maïnassara, Yacouba Boubacar; Rabehasaina, Landy Estimation of weak ARMA models with regime changes. (English) Zbl 1436.62432 Stat. Inference Stoch. Process. 23, No. 1, 1-52 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62M10 62F03 62F05 91B84 62P05 PDFBibTeX XMLCite \textit{Y. B. Maïnassara} and \textit{L. Rabehasaina}, Stat. Inference Stoch. Process. 23, No. 1, 1--52 (2020; Zbl 1436.62432) Full Text: DOI arXiv
Abry, Patrice; Didier, Gustavo; Li, Hui Two-step wavelet-based estimation for Gaussian mixed fractional processes. (English) Zbl 1420.62366 Stat. Inference Stoch. Process. 22, No. 2, 157-185 (2019). MSC: 62M10 60G18 42C40 60G22 62H12 62P10 PDFBibTeX XMLCite \textit{P. Abry} et al., Stat. Inference Stoch. Process. 22, No. 2, 157--185 (2019; Zbl 1420.62366) Full Text: DOI arXiv
Azimmohseni, M.; Khalafi, M.; Kordkatuli, M. Time series analysis of covariance based on linear transfer function models. (English) Zbl 1512.62076 Stat. Inference Stoch. Process. 22, No. 1, 1-16 (2019). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{M. Azimmohseni} et al., Stat. Inference Stoch. Process. 22, No. 1, 1--16 (2019; Zbl 1512.62076) Full Text: DOI
Nagahata, Hideaki; Taniguchi, Masanobu Analysis of variance for high-dimensional time series. (English) Zbl 1450.62114 Stat. Inference Stoch. Process. 21, No. 2, 455-468 (2018). MSC: 62M10 62F12 62J10 PDFBibTeX XMLCite \textit{H. Nagahata} and \textit{M. Taniguchi}, Stat. Inference Stoch. Process. 21, No. 2, 455--468 (2018; Zbl 1450.62114) Full Text: DOI
Hallin, Marc; Hörmann, Siegfried; Lippi, Marco Optimal dimension reduction for high-dimensional and functional time series. (English) Zbl 1450.62111 Stat. Inference Stoch. Process. 21, No. 2, 385-398 (2018). MSC: 62M10 62R10 62H25 62G08 PDFBibTeX XMLCite \textit{M. Hallin} et al., Stat. Inference Stoch. Process. 21, No. 2, 385--398 (2018; Zbl 1450.62111) Full Text: DOI Link
Maïnassara, Yacouba Boubacar; Kokonendji, Célestin C. Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models. (English) Zbl 1356.62151 Stat. Inference Stoch. Process. 19, No. 2, 199-217 (2016). MSC: 62M10 62H12 PDFBibTeX XMLCite \textit{Y. B. Maïnassara} and \textit{C. C. Kokonendji}, Stat. Inference Stoch. Process. 19, No. 2, 199--217 (2016; Zbl 1356.62151) Full Text: DOI
Tanaka, Katsuto Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process. (English) Zbl 1325.60055 Stat. Inference Stoch. Process. 18, No. 3, 315-332 (2015). MSC: 60G22 62M09 62M10 60H10 60H05 60H35 PDFBibTeX XMLCite \textit{K. Tanaka}, Stat. Inference Stoch. Process. 18, No. 3, 315--332 (2015; Zbl 1325.60055) Full Text: DOI
Tanaka, Katsuto Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process. (English) Zbl 1283.62175 Stat. Inference Stoch. Process. 16, No. 3, 173-192 (2013). MSC: 62M05 62E15 60G22 62F12 60H35 62M10 65C60 PDFBibTeX XMLCite \textit{K. Tanaka}, Stat. Inference Stoch. Process. 16, No. 3, 173--192 (2013; Zbl 1283.62175) Full Text: DOI
Pchelintsev, Evgeny Improved estimation in a non-Gaussian parametric regression. (English) Zbl 1259.62082 Stat. Inference Stoch. Process. 16, No. 1, 15-28 (2013). MSC: 62M10 62H12 62M05 PDFBibTeX XMLCite \textit{E. Pchelintsev}, Stat. Inference Stoch. Process. 16, No. 1, 15--28 (2013; Zbl 1259.62082) Full Text: DOI arXiv
Naito, Tomohito; Asai, Kohei; Amano, Tomoyuki; Taniguchi, Masanobu Local Whittle likelihood estimators and tests for non-Gaussian stationary processes. (English) Zbl 1209.62207 Stat. Inference Stoch. Process. 13, No. 3, 163-174 (2010). MSC: 62M15 62M09 62M07 62E20 62M10 PDFBibTeX XMLCite \textit{T. Naito} et al., Stat. Inference Stoch. Process. 13, No. 3, 163--174 (2010; Zbl 1209.62207) Full Text: DOI
Levine, Michael; Torres, Soledad; Viens, Frederi Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion. (English) Zbl 1205.91175 Stat. Inference Stoch. Process. 12, No. 3, 221-250 (2009). MSC: 91G70 60G22 62M09 60G18 62M10 91B84 PDFBibTeX XMLCite \textit{M. Levine} et al., Stat. Inference Stoch. Process. 12, No. 3, 221--250 (2009; Zbl 1205.91175) Full Text: DOI
Davydov, Youri; Paulauskas, Vygantas On estimation of parameters for spatial autoregressive model. (English) Zbl 1204.62157 Stat. Inference Stoch. Process. 11, No. 3, 237-247 (2008). MSC: 62M10 62M30 62F12 62M40 PDFBibTeX XMLCite \textit{Y. Davydov} and \textit{V. Paulauskas}, Stat. Inference Stoch. Process. 11, No. 3, 237--247 (2008; Zbl 1204.62157) Full Text: DOI
Ibáñez, M. Victoria; Simó, Amelia Estimation of the defect status on visual field longitudinal data. (English) Zbl 1089.62134 Stat. Inference Stoch. Process. 8, No. 3, 255-281 (2005). MSC: 62P10 62F15 62M10 62M40 92C50 PDFBibTeX XMLCite \textit{M. V. Ibáñez} and \textit{A. Simó}, Stat. Inference Stoch. Process. 8, No. 3, 255--281 (2005; Zbl 1089.62134) Full Text: DOI
Dehling, Herold; Sharipov, Olimjon Sh. Estimation of mean and covariance operator for Banach space valued autoregressive processes with dependent innovations. (English) Zbl 1079.62084 Stat. Inference Stoch. Process. 8, No. 2, 137-149 (2005). MSC: 62M10 60B11 46N30 PDFBibTeX XMLCite \textit{H. Dehling} and \textit{O. Sh. Sharipov}, Stat. Inference Stoch. Process. 8, No. 2, 137--149 (2005; Zbl 1079.62084) Full Text: DOI
Damon, Julien; Guillas, Serge Estimation and simulation of autoregressive Hilbertian processes with exogenous variables. (English) Zbl 1076.62087 Stat. Inference Stoch. Process. 8, No. 2, 185-204 (2005). MSC: 62M10 46N30 PDFBibTeX XMLCite \textit{J. Damon} and \textit{S. Guillas}, Stat. Inference Stoch. Process. 8, No. 2, 185--204 (2005; Zbl 1076.62087) Full Text: DOI
Kessler, M.; Rahbek, A. Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions. (English) Zbl 1056.62092 Stat. Inference Stoch. Process. 7, No. 2, 137-151 (2004). MSC: 62M05 62M02 62M10 62F30 62H15 PDFBibTeX XMLCite \textit{M. Kessler} and \textit{A. Rahbek}, Stat. Inference Stoch. Process. 7, No. 2, 137--151 (2004; Zbl 1056.62092) Full Text: DOI
Bosq, Denis Estimation of mean and covariance operator of autoregressive processes in Banach spaces. (English) Zbl 1028.62070 Stat. Inference Stoch. Process. 5, No. 3, 287-306 (2002). MSC: 62M10 60B11 46N30 60F05 60F15 PDFBibTeX XMLCite \textit{D. Bosq}, Stat. Inference Stoch. Process. 5, No. 3, 287--306 (2002; Zbl 1028.62070) Full Text: DOI
McCrorie, J. Roderick The likelihood of the parameters of a continuous time vector autoregressive model. (English) Zbl 1024.62036 Stat. Inference Stoch. Process. 5, No. 3, 273-286 (2002). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{J. R. McCrorie}, Stat. Inference Stoch. Process. 5, No. 3, 273--286 (2002; Zbl 1024.62036) Full Text: DOI
Leonenko, Nikolai N.; Sakhno, Ludmila M. On the Kaplan-Meier estimator of long-range dependent sequences. (English) Zbl 1092.62510 Stat. Inference Stoch. Process. 4, No. 1, 17-40 (2001). MSC: 62E20 62M10 62G07 62N02 PDFBibTeX XMLCite \textit{N. N. Leonenko} and \textit{L. M. Sakhno}, Stat. Inference Stoch. Process. 4, No. 1, 17--40 (2001; Zbl 1092.62510) Full Text: DOI
Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; Schmidt, Peter Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient. (English) Zbl 0981.62035 Stat. Inference Stoch. Process. 3, No. 3, 263-276 (2000). MSC: 62G09 91B84 62G10 62P05 62M10 91B28 PDFBibTeX XMLCite \textit{P. Hall} et al., Stat. Inference Stoch. Process. 3, No. 3, 263--276 (2000; Zbl 0981.62035) Full Text: DOI