Miettinen, Jari; Matilainen, Markus; Nordhausen, Klaus; Taskinen, Sara Extracting conditionally heteroskedastic components using independent component analysis. (English) Zbl 1447.62104 J. Time Ser. Anal. 41, No. 2, 293-311 (2020). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62M10 60G10 62H25 62P05 91B84 PDFBibTeX XMLCite \textit{J. Miettinen} et al., J. Time Ser. Anal. 41, No. 2, 293--311 (2020; Zbl 1447.62104) Full Text: DOI arXiv
Benth, Fred Espen; Rohde, Victor On non-negative modeling with CARMA processes. (English) Zbl 1435.62315 J. Math. Anal. Appl. 476, No. 1, 196-214 (2019). Reviewer: Oscar Bustos (Córdoba) with Patricia Kisbye MSC: 62M10 91B70 60G51 62P05 60H10 PDFBibTeX XMLCite \textit{F. E. Benth} and \textit{V. Rohde}, J. Math. Anal. Appl. 476, No. 1, 196--214 (2019; Zbl 1435.62315) Full Text: DOI Link
Arratia, Argimiro; Cabaña, Alejandra; Cabaña, Enrique M. Embedding in law of discrete time ARMA processes in continuous time stationary processes. (English) Zbl 1432.62287 J. Stat. Plann. Inference 197, 156-167 (2018). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{A. Arratia} et al., J. Stat. Plann. Inference 197, 156--167 (2018; Zbl 1432.62287) Full Text: DOI Link
Lindgren, Georg; Rootzén, Holger; Sandsten, Maria Stationary stochastic processes for scientists and engineers. (English) Zbl 1312.60001 Boca Raton, FL: CRC Press (ISBN 978-1-4665-8618-5/hbk). xvi, 314 p. (2014). Reviewer: Miroslav M. Ristić (Niš) MSC: 60-01 60G10 62M10 60G15 60G55 60G51 62M15 62M20 60G35 PDFBibTeX XMLCite \textit{G. Lindgren} et al., Stationary stochastic processes for scientists and engineers. Boca Raton, FL: CRC Press (2014; Zbl 1312.60001)
Thornton, Michael A.; Chambers, Marcus J. Continuous-time autoregressive moving average processes in discrete time: representation and embeddability. (English) Zbl 1282.62204 J. Time Ser. Anal. 34, No. 5, 552-561 (2013). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{M. A. Thornton} and \textit{M. J. Chambers}, J. Time Ser. Anal. 34, No. 5, 552--561 (2013; Zbl 1282.62204) Full Text: DOI
Brockwell, Peter; Lindner, Alexander; Vollenbröker, Bernd Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise. (English) Zbl 1253.62057 Ann. Inst. Stat. Math. 64, No. 6, 1089-1119 (2012). MSC: 62M10 60G10 62H99 62H05 PDFBibTeX XMLCite \textit{P. Brockwell} et al., Ann. Inst. Stat. Math. 64, No. 6, 1089--1119 (2012; Zbl 1253.62057) Full Text: DOI arXiv
Schlemm, Eckhard; Stelzer, Robert Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes. (English) Zbl 1248.60039 Bernoulli 18, No. 1, 46-63 (2012). Reviewer: Miroslav M. Ristic (Niš) MSC: 60G10 PDFBibTeX XMLCite \textit{E. Schlemm} and \textit{R. Stelzer}, Bernoulli 18, No. 1, 46--63 (2012; Zbl 1248.60039) Full Text: DOI arXiv
Bartkiewicz, Katarzyna; Jakubowski, Adam; Mikosch, Thomas; Wintenberger, Olivier Stable limits for sums of dependent infinite variance random variables. (English) Zbl 1231.60017 Probab. Theory Relat. Fields 150, No. 3-4, 337-372 (2011). Reviewer: Pavel Gapeev (London) MSC: 60F05 60G52 60G70 PDFBibTeX XMLCite \textit{K. Bartkiewicz} et al., Probab. Theory Relat. Fields 150, No. 3--4, 337--372 (2011; Zbl 1231.60017) Full Text: DOI arXiv
Ivanoff, B. Gail; Weber, N. C. Asymptotic results for spatial causal ARMA models. (English) Zbl 1298.62075 Electron. J. Stat. 4, 15-35 (2010); corrigendum ibid. 8, 1086-1087 (2014). MSC: 62G30 60F17 62M10 60G60 PDFBibTeX XMLCite \textit{B. G. Ivanoff} and \textit{N. C. Weber}, Electron. J. Stat. 4, 15--35 (2010; Zbl 1298.62075) Full Text: DOI Euclid
Grage, Halfdan; Holst, Jan; Lindgren, Georg; Saklak, Mietek Level crossing prediction with neural networks. (English) Zbl 1200.62119 Methodol. Comput. Appl. Probab. 12, No. 4, 623-645 (2010). MSC: 62M45 62M20 60G15 62M10 60G10 PDFBibTeX XMLCite \textit{H. Grage} et al., Methodol. Comput. Appl. Probab. 12, No. 4, 623--645 (2010; Zbl 1200.62119) Full Text: DOI
Lund, Robert; Zhao, Ying; Kiessler, Peter C. Shapes of stationary autocovariances. (English) Zbl 1132.60309 J. Appl. Probab. 43, No. 4, 1186-1193 (2006). MSC: 60G10 60G20 PDFBibTeX XMLCite \textit{R. Lund} et al., J. Appl. Probab. 43, No. 4, 1186--1193 (2006; Zbl 1132.60309) Full Text: DOI
Brockwell, Peter J. Representations of continuous-time ARMA processes. (English) Zbl 1052.60024 J. Appl. Probab. 41A, Spec. Iss., 375-382 (2004). MSC: 60G10 62P05 PDFBibTeX XMLCite \textit{P. J. Brockwell}, J. Appl. Probab. 41A, 375--382 (2004; Zbl 1052.60024) Full Text: DOI
Truong-Van, B. Iterated logarithm law for sample generalized partial autocorrelations. (English) Zbl 0904.60023 Stat. Probab. Lett. 33, No. 2, 217-223 (1997). MSC: 60F15 62M10 62J05 PDFBibTeX XMLCite \textit{B. Truong-Van}, Stat. Probab. Lett. 33, No. 2, 217--223 (1997; Zbl 0904.60023) Full Text: DOI
Li, Benglin; Gao, Shesheng On the spectrum of ARMA process with two parameters on spatial lattice. (Chinese. English summary) Zbl 0866.60031 Pure Appl. Math. 11, No. 2, 120-124 (1995). MSC: 60G10 PDFBibTeX XMLCite \textit{B. Li} and \textit{S. Gao}, Pure Appl. Math. 11, No. 2, 120--124 (1995; Zbl 0866.60031)
Bratishchenko, V. V. An autoregressive-moving-average process with integer coefficients on a circle. (English. Russian original) Zbl 0798.60037 Theory Probab. Appl. 38, No. 1, 136-142 (1993); translation from Teor. Veroyatn. Primen. 38, No. 1, 162-168 (1993). Reviewer: T.Cipra (Praha) MSC: 60G10 PDFBibTeX XMLCite \textit{V. V. Bratishchenko}, Teor. Veroyatn. Primen. 38, No. 1, 162--168 (1993; Zbl 0798.60037); translation from Teor. Veroyatn. Primen. 38, No. 1, 162--168 (1993)
Nsiri, Saïd; Roy, Roch On the invertibility of multivariate linear processes. (English) Zbl 0769.60036 J. Time Ser. Anal. 14, No. 3, 305-316 (1993). MSC: 60G10 PDFBibTeX XMLCite \textit{S. Nsiri} and \textit{R. Roy}, J. Time Ser. Anal. 14, No. 3, 305--316 (1993; Zbl 0769.60036) Full Text: DOI
Hu, Yupu A class of two-parameter processes – EARMA processes. (Chinese. English summary) Zbl 0785.62087 J. Math., Wuhan Univ. 12, No. 3, 297-310 (1992). MSC: 62M10 60F15 62M09 PDFBibTeX XMLCite \textit{Y. Hu}, J. Math., Wuhan Univ. 12, No. 3, 297--310 (1992; Zbl 0785.62087)
Bougerol, Philippe; Picard, Nico Strict stationarity of generalized autoregressive processes. (English) Zbl 0763.60015 Ann. Probab. 20, No. 4, 1714-1730 (1992). Reviewer: M.Iosifescu (Bucureşti) MSC: 60G10 62M10 60J10 93E03 PDFBibTeX XMLCite \textit{P. Bougerol} and \textit{N. Picard}, Ann. Probab. 20, No. 4, 1714--1730 (1992; Zbl 0763.60015) Full Text: DOI
Akiyama, Toshiyuki; Ihara, Shunsuke On minimization of the relative entropy rate. (English) Zbl 0723.60035 Mem. Fac. Sci., Kochi Univ., Ser. A 12, 67-84 (1991). Reviewer: S.Ihara (Nagoya) MSC: 60G10 94A17 28D20 62B10 62M15 PDFBibTeX XMLCite \textit{T. Akiyama} and \textit{S. Ihara}, Mem. Fac. Sci., Kochi Univ., Ser. A 12, 67--84 (1991; Zbl 0723.60035)
Huhn, Edit Recursive algorithm for evaluation of the likelihood function of ARMA processes. (Hungarian. English summary) Zbl 0767.60040 Alkalmazott Mat. Lapok 15, No. 3-4, 303-307 (1991). MSC: 60G35 60G10 60G15 62M10 PDFBibTeX XMLCite \textit{E. Huhn}, Alkalmazott Mat. Lapok 15, No. 3--4, 303--307 (1991; Zbl 0767.60040)
Lasser, R.; Rösler, M. Linear mean estimation of weakly stationary stochastic processes under the aspects of optimality and asymptotic optimality. (English) Zbl 0738.62083 Stochastic Processes Appl. 38, No. 2, 279-293 (1991). Reviewer: E.McKenzie (Glasgow) MSC: 62M09 62M10 60G12 PDFBibTeX XMLCite \textit{R. Lasser} and \textit{M. Rösler}, Stochastic Processes Appl. 38, No. 2, 279--293 (1991; Zbl 0738.62083) Full Text: DOI
Moklyachuk, M. P. Minimax extrapolation and autoregression-moving average processes. (English. Russian original) Zbl 0721.62092 Theory Probab. Math. Stat. 41, 77-84 (1990); translation from Teor. Veroyatn. Mat. Stat., Kiev 41, 66-74 (1989). MSC: 62M15 62M10 60G10 PDFBibTeX XMLCite \textit{M. P. Moklyachuk}, Theory Probab. Math. Stat. 41, 77--84 (1990; Zbl 0721.62092); translation from Teor. Veroyatn. Mat. Stat., Kiev 41, 66--74 (1989)
Lee, A. C.; Huang, K. A. Some contributions on the characterization of one-dimensional spatial processes. (English) Zbl 0716.60033 Inf. Sci. 52, No. 2, 153-164 (1990). Reviewer: T.Cipra MSC: 60G10 62M15 PDFBibTeX XMLCite \textit{A. C. Lee} and \textit{K. A. Huang}, Inf. Sci. 52, No. 2, 153--164 (1990; Zbl 0716.60033) Full Text: DOI
Davis, Richard A.; Resnick, Sidney I. Basic properties and prediction of max-ARMA processes. (English) Zbl 0716.62098 Adv. Appl. Probab. 21, No. 4, 781-803 (1989). Reviewer: M.P.Mokljacuk MSC: 62M20 60G35 93E10 PDFBibTeX XMLCite \textit{R. A. Davis} and \textit{S. I. Resnick}, Adv. Appl. Probab. 21, No. 4, 781--803 (1989; Zbl 0716.62098) Full Text: DOI Link
Moklyachuk, M. P. Minimax extrapolation and autoregressive-moving average processes. (Russian) Zbl 0704.62086 Teor. Veroyatn. Mat. Stat., Kiev 41, 66-74 (1989). Reviewer: J.Anděl MSC: 62M20 60G10 62M10 PDFBibTeX XMLCite \textit{M. P. Moklyachuk}, Teor. Veroyatn. Mat. Stat., Kiev 41, 66--74 (1989; Zbl 0704.62086)
An, Hongzhi Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters. (English) Zbl 0682.62065 Acta Math. Appl. Sin., Engl. Ser. 5, No. 2, 148-168 (1989). MSC: 62M10 60G10 62F12 60F99 62M09 PDFBibTeX XMLCite \textit{H. An}, Acta Math. Appl. Sin., Engl. Ser. 5, No. 2, 148--168 (1989; Zbl 0682.62065) Full Text: DOI
Le Breton, Alain Représentation A.R.M.A. d’un processus Gaussien à temps continu stationnaire de densité spectrale rationelle. (A.R.M.A. representation of a continuous time stationary Gaussian process with rational spectral density). (French) Zbl 0648.60041 C. R. Acad. Sci., Paris, Sér. I 307, No. 6, 267-270 (1988). Reviewer: A.Le Breton MSC: 60G10 60G15 93E12 PDFBibTeX XMLCite \textit{A. Le Breton}, C. R. Acad. Sci., Paris, Sér. I 307, No. 6, 267--270 (1988; Zbl 0648.60041)
Hannan, E. J.; Poskitt, D. S. Unit canonical correlations between future and past. (English) Zbl 0646.62082 Ann. Stat. 16, No. 2, 784-790 (1988). Reviewer: T.Cipra MSC: 62M20 62M10 60G10 60G25 PDFBibTeX XMLCite \textit{E. J. Hannan} and \textit{D. S. Poskitt}, Ann. Stat. 16, No. 2, 784--790 (1988; Zbl 0646.62082) Full Text: DOI
Egozcue, J. J.; Griful, E. Equations of model decomposition of ARMA processes. (Spanish) Zbl 0681.62077 Stochastica 11, No. 2-3, 121-136 (1987). Reviewer: M.Piccioni MSC: 62M10 60G10 62M15 PDFBibTeX XMLCite \textit{J. J. Egozcue} and \textit{E. Griful}, Stochastica 11, No. 2--3, 121--136 (1987; Zbl 0681.62077)
Lindgren, Georg; Rootzén, Holger Extreme values: Theory and technical applications. (English) Zbl 0669.62091 Scand. J. Stat., Theory Appl. 14, No. 4, 241-279 (1987). Reviewer: W.Dziubdziela MSC: 62N99 60G10 62M99 74J99 74H50 62G30 62P99 PDFBibTeX XMLCite \textit{G. Lindgren} and \textit{H. Rootzén}, Scand. J. Stat. 14, 241--279 (1987; Zbl 0669.62091)
Ballerini, Rocco; Resnick, Sidney I. Records in the presence of a linear trend. (English) Zbl 0652.62091 Adv. Appl. Probab. 19, 801-828 (1987). Reviewer: J.Anděl MSC: 62M99 60F05 62J99 62M10 PDFBibTeX XMLCite \textit{R. Ballerini} and \textit{S. I. Resnick}, Adv. Appl. Probab. 19, 801--828 (1987; Zbl 0652.62091) Full Text: DOI
Porat, Boaz; Friedlander, Benjamin Parameter estimation of continuous-time stationary Gaussian processes with rational spectra. (English) Zbl 0637.93067 Circuits Syst. Signal Process. 6, 107-119 (1987). MSC: 93E10 60G15 62M10 60G10 93C57 62J10 62M15 PDFBibTeX XMLCite \textit{B. Porat} and \textit{B. Friedlander}, Circuits Syst. Signal Process. 6, 107--119 (1987; Zbl 0637.93067) Full Text: DOI
Huhn, Edit The exact likelihood function of an autoregressive-moving average process. (English) Zbl 0636.62097 Found. Control Eng. 12, No. 3, 131-141 (1987). MSC: 62M20 60G15 62M10 PDFBibTeX XMLCite \textit{E. Huhn}, Found. Control Eng. 12, No. 3, 131--141 (1987; Zbl 0636.62097)
Pötscher, B. M. Convergence results for maximum likelihood type estimators in multivariable ARMA models. (English) Zbl 0626.62089 J. Multivariate Anal. 21, 29-52 (1987). Reviewer: E.J.Hannan MSC: 62M10 60F15 62M09 62M15 PDFBibTeX XMLCite \textit{B. M. Pötscher}, J. Multivariate Anal. 21, 29--52 (1987; Zbl 0626.62089) Full Text: DOI
McKenzie, Ed Autoregressive moving-average processes with negative-binomial and geometric marginal distributions. (English) Zbl 0603.62100 Adv. Appl. Probab. 18, 679-705 (1986). Reviewer: P.A.Morettin MSC: 62M15 60G10 PDFBibTeX XMLCite \textit{E. McKenzie}, Adv. Appl. Probab. 18, 679--705 (1986; Zbl 0603.62100) Full Text: DOI
Jewell, Nicholas P.; Bloomfield, Peter Canonical correlations of past and future for time series: Definitions and theory. (English) Zbl 0519.62084 Ann. Stat. 11, 837-847 (1983). MSC: 62M20 62H20 60G10 62M10 PDFBibTeX XMLCite \textit{N. P. Jewell} and \textit{P. Bloomfield}, Ann. Stat. 11, 837--847 (1983; Zbl 0519.62084) Full Text: DOI
An, Hong-Zhi; Chen, Zhao-Guo; Hannan, E. J. A note on ARMA estimation. (English) Zbl 0517.62089 J. Time Ser. Anal. 4, 9-17 (1983). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{H.-Z. An} et al., J. Time Ser. Anal. 4, 9--17 (1983; Zbl 0517.62089) Full Text: DOI
Sheel, Satya; Biswas, K. K.; Sinha, A. K. Modelling and prediction of stochastic processes involving periodicity. (English) Zbl 0474.62090 Appl. Math. Modelling 5, 241-245 (1981). MSC: 62M20 62M10 60G25 PDFBibTeX XMLCite \textit{S. Sheel} et al., Appl. Math. Modelling 5, 241--245 (1981; Zbl 0474.62090) Full Text: DOI