Bean, Nigel G.; Nguyen, Giang T.; Nielsen, Bo F.; Peralta, Oscar RAP-modulated fluid processes: first passages and the stationary distribution. (English) Zbl 07527299 Stochastic Processes Appl. 149, 308-340 (2022). MSC: 60J25 60G17 60K25 PDF BibTeX XML Cite \textit{N. G. Bean} et al., Stochastic Processes Appl. 149, 308--340 (2022; Zbl 07527299) Full Text: DOI OpenURL
Behme, Anita; Sideris, Apostolos Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory. (English) Zbl 07526586 Bernoulli 28, No. 2, 1309-1339 (2022). MSC: 60Jxx 60Hxx 60Gxx PDF BibTeX XML Cite \textit{A. Behme} and \textit{A. Sideris}, Bernoulli 28, No. 2, 1309--1339 (2022; Zbl 07526586) Full Text: DOI Link OpenURL
Kurisu, Daisuke Nonparametric regression for locally stationary random fields under stochastic sampling design. (English) Zbl 07526583 Bernoulli 28, No. 2, 1250-1275 (2022). MSC: 62Gxx 62Mxx 60Gxx PDF BibTeX XML Cite \textit{D. Kurisu}, Bernoulli 28, No. 2, 1250--1275 (2022; Zbl 07526583) Full Text: DOI Link OpenURL
Douissi, Soukaina; Es-Sebaiy, Khalifa; Kerchev, George; Nourdin, Ivan Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency. (English) Zbl 07524937 Electron. J. Stat. 16, No. 1, 636-670 (2022). MSC: 60F05 60G15 60G10 62F12 62M09 PDF BibTeX XML Cite \textit{S. Douissi} et al., Electron. J. Stat. 16, No. 1, 636--670 (2022; Zbl 07524937) Full Text: DOI Link OpenURL
Diop, Mamadou Lamine; Kengne, William Inference and model selection in general causal time series with exogenous covariates. (English) Zbl 07524926 Electron. J. Stat. 16, No. 1, 116-157 (2022). MSC: 60G10 62M10 62F05 62F12 60G10 PDF BibTeX XML Cite \textit{M. L. Diop} and \textit{W. Kengne}, Electron. J. Stat. 16, No. 1, 116--157 (2022; Zbl 07524926) Full Text: DOI Link OpenURL
Aurzada, F.; Kilian, M. Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion. (English) Zbl 07523560 Theory Probab. Appl. 67, No. 1, 77-88 (2022) and Teor. Veroyatn. Primen. 67, No. 1, 100-114 (2022). MSC: 60-XX 70-XX PDF BibTeX XML Cite \textit{F. Aurzada} and \textit{M. Kilian}, Theory Probab. Appl. 67, No. 1, 77--88 (2022; Zbl 07523560) Full Text: DOI OpenURL
Adler, Mark; Johansson, Kurt; van Moerbeke, Pierre A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles. (English) Zbl 07522873 Ann. Appl. Probab. 32, No. 2, 1234-1294 (2022). MSC: 60G60 60G65 35Q53 60G10 35Q58 PDF BibTeX XML Cite \textit{M. Adler} et al., Ann. Appl. Probab. 32, No. 2, 1234--1294 (2022; Zbl 07522873) Full Text: DOI OpenURL
Nieto-Barajas, Luis E. Bayesian nonparametric dynamic hazard rates in evolutionary life tables. (English) Zbl 07522671 Lifetime Data Anal. 28, No. 2, 319-334 (2022). MSC: 62Nxx 62P10 PDF BibTeX XML Cite \textit{L. E. Nieto-Barajas}, Lifetime Data Anal. 28, No. 2, 319--334 (2022; Zbl 07522671) Full Text: DOI OpenURL
Bokes, Pavol Stationary and time-dependent molecular distributions in slow-fast feedback circuits. (English) Zbl 07518340 SIAM J. Appl. Dyn. Syst. 21, No. 2, 903-931 (2022). MSC: 92C40 41A60 60J28 PDF BibTeX XML Cite \textit{P. Bokes}, SIAM J. Appl. Dyn. Syst. 21, No. 2, 903--931 (2022; Zbl 07518340) Full Text: DOI OpenURL
Singh, Somya; Alajaji, Fady; Gharesifard, Bahman A finite memory interacting Pólya contagion network and its approximating dynamical systems. (English) Zbl 07516612 SIAM J. Control Optim. 60, No. 2, S347-S369 (2022). MSC: 92D30 92D30 60K35 37A50 PDF BibTeX XML Cite \textit{S. Singh} et al., SIAM J. Control Optim. 60, No. 2, S347--S369 (2022; Zbl 07516612) Full Text: DOI OpenURL
Velleret, Aurélien Unique quasi-stationary distribution, with a possibly stabilizing extinction. (English) Zbl 07515386 Stochastic Processes Appl. 148, 98-138 (2022). MSC: 60-XX PDF BibTeX XML Cite \textit{A. Velleret}, Stochastic Processes Appl. 148, 98--138 (2022; Zbl 07515386) Full Text: DOI OpenURL
Luz, M. M.; Moklyachuk, M. P. Minimax filtering of sequences with periodically stationary increments. (English. Ukrainian original) Zbl 07515002 Cybern. Syst. Anal. 58, No. 1, 126-143 (2022); translation from Kibern. Sist. Anal. 58, No. 1, 145-165 (2022). MSC: 62Mxx 60Gxx 93Exx PDF BibTeX XML Cite \textit{M. M. Luz} and \textit{M. P. Moklyachuk}, Cybern. Syst. Anal. 58, No. 1, 126--143 (2022; Zbl 07515002); translation from Kibern. Sist. Anal. 58, No. 1, 145--165 (2022) Full Text: DOI OpenURL
Zhao, Yiqiang Q. The kernel method tail asymptotics analytic approach for stationary probabilities of two-dimensional queueing systems. (English) Zbl 07506546 Queueing Syst. 100, No. 1-2, 95-131 (2022). MSC: 60K25 60J10 PDF BibTeX XML Cite \textit{Y. Q. Zhao}, Queueing Syst. 100, No. 1--2, 95--131 (2022; Zbl 07506546) Full Text: DOI OpenURL
Pascual-Escudero, Beatriz; Hoessly, Linard An algebraic approach to product-form stationary distributions for some reaction networks. (English) Zbl 07506060 SIAM J. Appl. Dyn. Syst. 21, No. 1, 588-615 (2022). MSC: 12D10 14P10 60J28 60K35 80A30 82C20 92C42 92B05 92E20 PDF BibTeX XML Cite \textit{B. Pascual-Escudero} and \textit{L. Hoessly}, SIAM J. Appl. Dyn. Syst. 21, No. 1, 588--615 (2022; Zbl 07506060) Full Text: DOI OpenURL
Fasen-Hartmann, Vicky; Mayer, Celeste A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies. (English) Zbl 1483.62151 J. Stat. Plann. Inference 219, 250-265 (2022). MSC: 62M10 62F12 60G10 62F10 PDF BibTeX XML Cite \textit{V. Fasen-Hartmann} and \textit{C. Mayer}, J. Stat. Plann. Inference 219, 250--265 (2022; Zbl 1483.62151) Full Text: DOI OpenURL
Dębicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew On the continuity of Pickands constants. (English) Zbl 07501657 J. Appl. Probab. 59, No. 1, 187-201 (2022). MSC: 60G10 60G70 PDF BibTeX XML Cite \textit{K. Dębicki} et al., J. Appl. Probab. 59, No. 1, 187--201 (2022; Zbl 07501657) Full Text: DOI OpenURL
Yuan, Linglong Kingman’s model with random mutation probabilities: convergence and condensation. I. (English) Zbl 07500631 Adv. Appl. Probab. 54, No. 1, 311-335 (2022). MSC: 92D15 92D25 60F05 60G10 PDF BibTeX XML Cite \textit{L. Yuan}, Adv. Appl. Probab. 54, No. 1, 311--335 (2022; Zbl 07500631) Full Text: DOI OpenURL
Bagchi, Amitabha; Gillani, Iqra Altaf; Vyavahare, Pooja A stochastic process on a network with connections to Laplacian systems of equations. (English) Zbl 07500629 Adv. Appl. Probab. 54, No. 1, 254-278 (2022). MSC: 60G10 60G50 60K25 PDF BibTeX XML Cite \textit{A. Bagchi} et al., Adv. Appl. Probab. 54, No. 1, 254--278 (2022; Zbl 07500629) Full Text: DOI OpenURL
Budhiraja, Amarjit; Fraiman, Nicolas; Waterbury, Adam Asymptotics of quasi-stationary distributions of small noise stochastic dynamical systems in unbounded domains. (English) Zbl 07500623 Adv. Appl. Probab. 54, No. 1, 64-110 (2022). MSC: 60J10 34F05 60F10 92D25 PDF BibTeX XML Cite \textit{A. Budhiraja} et al., Adv. Appl. Probab. 54, No. 1, 64--110 (2022; Zbl 07500623) Full Text: DOI OpenURL
Shen, Jinqi; Stoev, Stilian; Hsing, Tailen Tangent fields, intrinsic stationarity, and self similarity. (English) Zbl 07500297 Electron. J. Probab. 27, Paper No. 34, 56 p. (2022). MSC: 60G10 60G12 60G18 60G22 62R10 62H11 PDF BibTeX XML Cite \textit{J. Shen} et al., Electron. J. Probab. 27, Paper No. 34, 56 p. (2022; Zbl 07500297) Full Text: DOI OpenURL
Park, Hyunchul; Song, Renming Spectral heat content for \(\alpha \)-stable processes in \({C^{1,1}}\) open sets. (English) Zbl 07500280 Electron. J. Probab. 27, Paper No. 22, 19 p. (2022). MSC: 60G10 PDF BibTeX XML Cite \textit{H. Park} and \textit{R. Song}, Electron. J. Probab. 27, Paper No. 22, 19 p. (2022; Zbl 07500280) Full Text: DOI OpenURL
Komorowski, Tomasz; Talarczyk, Anna Non-Gaussian limit of a tracer motion in an incompressible flow. (English) Zbl 07500275 Stud. Math. 264, No. 1, 27-69 (2022). MSC: 60H25 60F17 76F25 60G18 PDF BibTeX XML Cite \textit{T. Komorowski} and \textit{A. Talarczyk}, Stud. Math. 264, No. 1, 27--69 (2022; Zbl 07500275) Full Text: DOI OpenURL
Ballif, Guillaume; Clément, Frédérique; Yvinec, Romain Averaging of a stochastic slow-fast model for population dynamics: application to the development of ovarian follicles. (English) Zbl 07495466 SIAM J. Appl. Math. 82, No. 1, 359-380 (2022). MSC: 92D25 92C15 60G10 60J28 PDF BibTeX XML Cite \textit{G. Ballif} et al., SIAM J. Appl. Math. 82, No. 1, 359--380 (2022; Zbl 07495466) Full Text: DOI OpenURL
Bach, Annika; Ruf, Matthias Fluctuation estimates for the multi-cell formula in stochastic homogenization of partitions. (English) Zbl 07495314 Calc. Var. Partial Differ. Equ. 61, No. 3, Paper No. 84, 30 p. (2022). MSC: 49J55 49Q20 49J45 60G10 PDF BibTeX XML Cite \textit{A. Bach} and \textit{M. Ruf}, Calc. Var. Partial Differ. Equ. 61, No. 3, Paper No. 84, 30 p. (2022; Zbl 07495314) Full Text: DOI OpenURL
Szabados, Tamás Regular multidimensional stationary time series. (English) Zbl 07492796 J. Time Ser. Anal. 43, No. 2, 263-284 (2022). MSC: 62M10 60G10 PDF BibTeX XML Cite \textit{T. Szabados}, J. Time Ser. Anal. 43, No. 2, 263--284 (2022; Zbl 07492796) Full Text: DOI arXiv OpenURL
Grigorescu, Ilie; Song, Yishu Hydrodynamic limit for the Bak-Sneppen branching diffusions. (English) Zbl 07491689 J. Stat. Phys. 187, No. 2, Paper No. 12, 27 p. (2022). MSC: 60K35 60J70 60J80 35K91 92D25 PDF BibTeX XML Cite \textit{I. Grigorescu} and \textit{Y. Song}, J. Stat. Phys. 187, No. 2, Paper No. 12, 27 p. (2022; Zbl 07491689) Full Text: DOI OpenURL
Komatsu, Takashi; Konno, Norio Stationary measure induced by the eigenvalue problem of the one-dimensional Hadamard walk. (English) Zbl 07491687 J. Stat. Phys. 187, No. 1, Paper No. 10, 24 p. (2022). MSC: 82-XX 60-XX PDF BibTeX XML Cite \textit{T. Komatsu} and \textit{N. Konno}, J. Stat. Phys. 187, No. 1, Paper No. 10, 24 p. (2022; Zbl 07491687) Full Text: DOI arXiv OpenURL
Zamparo, Marco Renewal model for dependent binary sequences. (English) Zbl 07491682 J. Stat. Phys. 187, No. 1, Paper No. 5, 34 p. (2022). MSC: 62B05 62H22 60G10 60G17 82B20 PDF BibTeX XML Cite \textit{M. Zamparo}, J. Stat. Phys. 187, No. 1, Paper No. 5, 34 p. (2022; Zbl 07491682) Full Text: DOI arXiv OpenURL
Ichiba, Tomoyuki; Pang, Guodong; Taqqu, Murad S. Path properties of a generalized fractional Brownian motion. (English) Zbl 07491646 J. Theor. Probab. 35, No. 1, 550-574 (2022). MSC: 60G05 60G15 60G17 60G18 60G22 PDF BibTeX XML Cite \textit{T. Ichiba} et al., J. Theor. Probab. 35, No. 1, 550--574 (2022; Zbl 07491646) Full Text: DOI arXiv OpenURL
Almohaimeed, Bader S. Moment conditions for the periodic integer-valued autoregressive model. (English) Zbl 07491405 Int. J. Math. Comput. Sci. 17, No. 2, 685-693 (2022). MSC: 62M20 60E05 60J80 60G10 PDF BibTeX XML Cite \textit{B. S. Almohaimeed}, Int. J. Math. Comput. Sci. 17, No. 2, 685--693 (2022; Zbl 07491405) Full Text: Link OpenURL
Mu, Xiaojie; Jiang, Daqing; Alsaedi, Ahmed Dynamical behavior of a stochastic microorganism flocculation model with nonlinear perturbation. (English) Zbl 07489707 Qual. Theory Dyn. Syst. 21, No. 2, Paper No. 42, 19 p. (2022). MSC: 34C60 92D25 92D40 34F05 60J25 34D05 PDF BibTeX XML Cite \textit{X. Mu} et al., Qual. Theory Dyn. Syst. 21, No. 2, Paper No. 42, 19 p. (2022; Zbl 07489707) Full Text: DOI OpenURL
McKinley, Scott A.; Nguyen, Hung D. On the Hölder regularity of a linear stochastic partial-integro-differential equation with memory. (English) Zbl 07488196 J. Fourier Anal. Appl. 28, No. 2, Paper No. 13, 31 p. (2022). MSC: 60-XX 35-XX PDF BibTeX XML Cite \textit{S. A. McKinley} and \textit{H. D. Nguyen}, J. Fourier Anal. Appl. 28, No. 2, Paper No. 13, 31 p. (2022; Zbl 07488196) Full Text: DOI arXiv OpenURL
Zhou, Baoquan; Jiang, Daqing; Han, Bingtao; Hayat, Tasawar Threshold dynamics and density function of a stochastic epidemic model with media coverage and mean-reverting Ornstein-Uhlenbeck process. (English) Zbl 07487717 Math. Comput. Simul. 196, 15-44 (2022). MSC: 92-XX 60-XX PDF BibTeX XML Cite \textit{B. Zhou} et al., Math. Comput. Simul. 196, 15--44 (2022; Zbl 07487717) Full Text: DOI OpenURL
Dendievel, Sarah; Latouche, Guy; Liu, Yuanyuan; Tang, Yingchun Singularly perturbed Markov modulated fluid queues. (English) Zbl 07487121 SIAM J. Matrix Anal. Appl. 43, No. 1, 377-404 (2022). MSC: 60K25 60J25 68Q87 PDF BibTeX XML Cite \textit{S. Dendievel} et al., SIAM J. Matrix Anal. Appl. 43, No. 1, 377--404 (2022; Zbl 07487121) Full Text: DOI OpenURL
Britnell, John R.; Wildon, Mark Involutive random walks on total orders and the anti-diagonal eigenvalue property. (English) Zbl 07485752 Linear Algebra Appl. 641, 1-47 (2022). MSC: 37H10 37A50 60G10 60J05 60G50 15A18 15B52 PDF BibTeX XML Cite \textit{J. R. Britnell} and \textit{M. Wildon}, Linear Algebra Appl. 641, 1--47 (2022; Zbl 07485752) Full Text: DOI arXiv OpenURL
Etminan, J.; Kamranfar, H.; Chahkandi, M.; Fouladirad, M. Analysis of time-to-failure data for a repairable system subject to degradation. (English) Zbl 07483284 J. Comput. Appl. Math. 408, Article ID 114098, 12 p. (2022). MSC: 62N05 60G10 PDF BibTeX XML Cite \textit{J. Etminan} et al., J. Comput. Appl. Math. 408, Article ID 114098, 12 p. (2022; Zbl 07483284) Full Text: DOI OpenURL
Leucht, Anne; Paparoditis, Efstathios; Rademacher, Daniel; Sapatinas, Theofanis Testing equality of spectral density operators for functional processes. (English) Zbl 07482257 J. Multivariate Anal. 189, Article ID 104889, 20 p. (2022). MSC: 62Hxx 62M10 62M15 60G10 PDF BibTeX XML Cite \textit{A. Leucht} et al., J. Multivariate Anal. 189, Article ID 104889, 20 p. (2022; Zbl 07482257) Full Text: DOI arXiv OpenURL
Boudou, Alain; Viguier-Pla, Sylvie Principal components analysis and cyclostationarity. (English) Zbl 07482244 J. Multivariate Anal. 189, Article ID 104875, 17 p. (2022). MSC: 62Hxx 60G57 60G10 60B15 60H05 PDF BibTeX XML Cite \textit{A. Boudou} and \textit{S. Viguier-Pla}, J. Multivariate Anal. 189, Article ID 104875, 17 p. (2022; Zbl 07482244) Full Text: DOI OpenURL
Monmarché, Pierre; Ramil, Mouad Overdamped limit at stationarity for non-equilibrium Langevin diffusions. (English) Zbl 07481560 Electron. Commun. Probab. 27, 1-8 (2022). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60J60 82C31 PDF BibTeX XML Cite \textit{P. Monmarché} and \textit{M. Ramil}, Electron. Commun. Probab. 27, 1--8 (2022; Zbl 07481560) Full Text: DOI arXiv OpenURL
Kosloff, Zemer; Volny, Dalibor Local limit theorem in deterministic systems. (English) Zbl 07481310 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 548-566 (2022). MSC: 37A05 37A50 60F05 60G10 28D05 PDF BibTeX XML Cite \textit{Z. Kosloff} and \textit{D. Volny}, Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 548--566 (2022; Zbl 07481310) Full Text: DOI arXiv OpenURL
Floreani, Simone; Redig, Frank; Sau, Federico Orthogonal polynomial duality of boundary driven particle systems and non-equilibrium correlations. (English) Zbl 07481301 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 220-247 (2022). MSC: 60K35 60K37 82C22 82C23 PDF BibTeX XML Cite \textit{S. Floreani} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 220--247 (2022; Zbl 07481301) Full Text: DOI arXiv OpenURL
Comte, Céline Stochastic non-bipartite matching models and order-independent loss queues. (English) Zbl 07476246 Stoch. Models 38, No. 1, 1-36 (2022). MSC: 60-XX 91-XX 90-XX PDF BibTeX XML Cite \textit{C. Comte}, Stoch. Models 38, No. 1, 1--36 (2022; Zbl 07476246) Full Text: DOI arXiv OpenURL
Chun, Dohyun; Kim, Donggyu State heterogeneity analysis of financial volatility using high-frequency financial data. (English) Zbl 07476229 J. Time Ser. Anal. 43, No. 1, 105-124 (2022). MSC: 60G10 62M10 91B84 PDF BibTeX XML Cite \textit{D. Chun} and \textit{D. Kim}, J. Time Ser. Anal. 43, No. 1, 105--124 (2022; Zbl 07476229) Full Text: DOI arXiv OpenURL
Song, Yuping; Hou, Weijie; Lin, Zhengyan Double smoothed volatility estimation of potentially non-stationary jump-diffusion model of shibor. (English) Zbl 07476227 J. Time Ser. Anal. 43, No. 1, 53-82 (2022). MSC: 62G20 62M05 60J75 62P20 PDF BibTeX XML Cite \textit{Y. Song} et al., J. Time Ser. Anal. 43, No. 1, 53--82 (2022; Zbl 07476227) Full Text: DOI OpenURL
Budhiraja, Amarjit; Fraiman, Nicolas; Waterbury, Adam Approximating quasi-stationary distributions with interacting reinforced random walks. (English) Zbl 1482.60097 ESAIM, Probab. Stat. 26, 69-125 (2022). MSC: 60J10 34F05 60F10 92D25 PDF BibTeX XML Cite \textit{A. Budhiraja} et al., ESAIM, Probab. Stat. 26, 69--125 (2022; Zbl 1482.60097) Full Text: DOI arXiv OpenURL
Azmoodeh, Ehsan; Ljungdahl, Mathias Mørck; Thäle, Christoph Multi-dimensional normal approximation of heavy-tailed moving averages. (English) Zbl 1482.60032 Stochastic Processes Appl. 145, 308-334 (2022). MSC: 60F05 60G10 60G15 60G51 60G55 60H07 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., Stochastic Processes Appl. 145, 308--334 (2022; Zbl 1482.60032) Full Text: DOI arXiv OpenURL
Ginovyan, Mamikon S.; Taqqu, Murad S. Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications. (English) Zbl 07467774 Probab. Surv. 19, 1-64 (2022). Reviewer: Julien Poisat (Paris) MSC: 60F05 60G10 60G15 62F12 62G05 PDF BibTeX XML Cite \textit{M. S. Ginovyan} and \textit{M. S. Taqqu}, Probab. Surv. 19, 1--64 (2022; Zbl 07467774) Full Text: DOI arXiv Link OpenURL
Phandoidaen, Nathawut; Richter, Stefan Empirical process theory for locally stationary processes. (English) Zbl 07467728 Bernoulli 28, No. 1, 453-480 (2022). Reviewer: Dongsheng Tu (Kingston) MSC: 60F17 60G10 PDF BibTeX XML Cite \textit{N. Phandoidaen} and \textit{S. Richter}, Bernoulli 28, No. 1, 453--480 (2022; Zbl 07467728) Full Text: DOI arXiv Link OpenURL
Petrov, Leonid; Saenz, Axel Mapping TASEP Back in time. (English) Zbl 07465485 Probab. Theory Relat. Fields 182, No. 1-2, 481-530 (2022). MSC: 60K35 05E05 60J60 82C22 82B23 PDF BibTeX XML Cite \textit{L. Petrov} and \textit{A. Saenz}, Probab. Theory Relat. Fields 182, No. 1--2, 481--530 (2022; Zbl 07465485) Full Text: DOI arXiv OpenURL
Zhang, Rui-Ray When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence. (English) Zbl 1478.60095 Stat. Probab. Lett. 181, Article ID 109272, 8 p. (2022). MSC: 60F05 60E15 05C80 60G10 PDF BibTeX XML Cite \textit{R.-R. Zhang}, Stat. Probab. Lett. 181, Article ID 109272, 8 p. (2022; Zbl 1478.60095) Full Text: DOI arXiv OpenURL
Krystecki, Konrad Parisian ruin probability for two-dimensional Brownian risk model. (English) Zbl 1478.60112 Stat. Probab. Lett. 182, Article ID 109327, 10 p. (2022). MSC: 60G15 60G51 91G05 60G70 PDF BibTeX XML Cite \textit{K. Krystecki}, Stat. Probab. Lett. 182, Article ID 109327, 10 p. (2022; Zbl 1478.60112) Full Text: DOI arXiv OpenURL
Nasr, Walid W. Inventory systems with stochastic and batch demand: computational approaches. (English) Zbl 1481.90029 Ann. Oper. Res. 309, No. 1, 163-187 (2022). MSC: 90B05 60K25 90B30 90C40 PDF BibTeX XML Cite \textit{W. W. Nasr}, Ann. Oper. Res. 309, No. 1, 163--187 (2022; Zbl 1481.90029) Full Text: DOI OpenURL
Baccelli, François; Ramesan, Nithin A computational framework for evaluating the role of mobility on the propagation of epidemics on point processes. (English) Zbl 1478.92176 J. Math. Biol. 84, No. 1-2, Paper No. 4, 40 p. (2022). MSC: 92D30 60G55 60K35 PDF BibTeX XML Cite \textit{F. Baccelli} and \textit{N. Ramesan}, J. Math. Biol. 84, No. 1--2, Paper No. 4, 40 p. (2022; Zbl 1478.92176) Full Text: DOI arXiv OpenURL
Tempelman, Arkady Randomized multivariate central limit theorems for ergodic homogeneous random fields. (English) Zbl 1479.60052 Stochastic Processes Appl. 143, 89-105 (2022). MSC: 60F05 60G10 37A30 PDF BibTeX XML Cite \textit{A. Tempelman}, Stochastic Processes Appl. 143, 89--105 (2022; Zbl 1479.60052) Full Text: DOI OpenURL
Durieu, Olivier; Wang, Yizao Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise. (English) Zbl 07444672 Stochastic Processes Appl. 143, 55-88 (2022). Reviewer: Fabrizio Durante (Lecce) MSC: 60G70 60F17 60G57 PDF BibTeX XML Cite \textit{O. Durieu} and \textit{Y. Wang}, Stochastic Processes Appl. 143, 55--88 (2022; Zbl 07444672) Full Text: DOI arXiv OpenURL
Ryabko, Boris Asymptotically most powerful tests for random number generators. (English) Zbl 1478.62014 J. Stat. Plann. Inference 217, 1-7 (2022). MSC: 62B10 62F03 60G10 65C10 94A29 PDF BibTeX XML Cite \textit{B. Ryabko}, J. Stat. Plann. Inference 217, 1--7 (2022; Zbl 1478.62014) Full Text: DOI OpenURL
Iksanov, Alexander; Kabluchko, Zakhar; Kotelnikova, Valeriya A functional limit theorem for nested Karlin’s occupancy scheme generated by discrete Weibull-like distributions. (English) Zbl 1479.60028 J. Math. Anal. Appl. 507, No. 2, Article ID 125798, 24 p. (2022). MSC: 60E05 60F17 60G15 60J80 60B12 PDF BibTeX XML Cite \textit{A. Iksanov} et al., J. Math. Anal. Appl. 507, No. 2, Article ID 125798, 24 p. (2022; Zbl 1479.60028) Full Text: DOI arXiv OpenURL
Silva, Jorge F. Compressibility analysis of asymptotically mean stationary processes. (English) Zbl 1475.60068 Appl. Comput. Harmon. Anal. 56, 61-97 (2022). MSC: 60G10 94A12 PDF BibTeX XML Cite \textit{J. F. Silva}, Appl. Comput. Harmon. Anal. 56, 61--97 (2022; Zbl 1475.60068) Full Text: DOI arXiv OpenURL
Qiu, Yanqi; Wang, Zipeng Hyper-positive definite functions I: scalar case, branching-type stationary stochastic processes. (English) Zbl 07424003 J. Funct. Anal. 282, No. 1, Article ID 109266, 45 p. (2022). MSC: 60G10 60G25 43A35 30H10 47B35 PDF BibTeX XML Cite \textit{Y. Qiu} and \textit{Z. Wang}, J. Funct. Anal. 282, No. 1, Article ID 109266, 45 p. (2022; Zbl 07424003) Full Text: DOI arXiv OpenURL
N’dri, Aubin Yao; Kamagaté, Amadou; Hili, Ouagnina Parametric estimation of long memory multivariate Gaussian random fields. (English. French summary) Zbl 07525329 Afr. Stat. 16, No. 2, 2749-2766 (2021). MSC: 60G10 60G15 60G60 62F12 PDF BibTeX XML Cite \textit{A. Y. N'dri} et al., Afr. Stat. 16, No. 2, 2749--2766 (2021; Zbl 07525329) Full Text: DOI Link OpenURL
Chen, Xin; Chen, Zheng-Qing; Kumagai, Takashi; Wang, Jian Homogenization of symmetric jump processes in random media. (English) Zbl 07523888 Rev. Roum. Math. Pures Appl. 66, No. 1, 83-105 (2021). MSC: 60G52 60J25 60J76 PDF BibTeX XML Cite \textit{X. Chen} et al., Rev. Roum. Math. Pures Appl. 66, No. 1, 83--105 (2021; Zbl 07523888) OpenURL
Settati, A.; Lahrouz, A.; Zahri, M.; Tridane, A.; El Fatini, M.; El Mahjour, H.; Seaid, M. A stochastic threshold to predict extinction and persistence of an epidemic SIRS system with a general incidence rate. (English) Zbl 07514546 Chaos Solitons Fractals 144, Article ID 110690, 17 p. (2021). MSC: 92-XX 60-XX PDF BibTeX XML Cite \textit{A. Settati} et al., Chaos Solitons Fractals 144, Article ID 110690, 17 p. (2021; Zbl 07514546) Full Text: DOI OpenURL
Chen, Chaodong; Gao, Dapeng; Guo, Peng The stationary distribution of a stochastic rumor spreading model. (English) Zbl 07514446 AIMS Math. 6, No. 2, 1234-1248 (2021). MSC: 91D30 60H10 60J70 60G10 60J65 PDF BibTeX XML Cite \textit{C. Chen} et al., AIMS Math. 6, No. 2, 1234--1248 (2021; Zbl 07514446) Full Text: DOI OpenURL
Abdel-Rehim, E. A.; Hassan, R. M.; El-Sayed, A. M. A. On simulating the short and long memory of ergodic Markov and non-Markov genetic diffusion processes on the long run. (English) Zbl 07511361 Chaos Solitons Fractals 142, Article ID 110478, 16 p. (2021). MSC: 60G05 60G10 60H30 60H35 60J10 60J20 60J60 60J75 60J85 60J80 65M06 PDF BibTeX XML Cite \textit{E. A. Abdel-Rehim} et al., Chaos Solitons Fractals 142, Article ID 110478, 16 p. (2021; Zbl 07511361) Full Text: DOI OpenURL
Wang, Zhaojuan; Deng, Meiling; Liu, Meng Stationary distribution of a stochastic ratio-dependent predator-prey system with regime-switching. (English) Zbl 07511349 Chaos Solitons Fractals 142, Article ID 110462, 10 p. (2021). MSC: 92-XX 60-XX PDF BibTeX XML Cite \textit{Z. Wang} et al., Chaos Solitons Fractals 142, Article ID 110462, 10 p. (2021; Zbl 07511349) Full Text: DOI OpenURL
Ginovyan, M. S.; Sahakyan, A. A. Statistical estimation for stationary models with tapered data. (English) Zbl 1482.62095 J. Contemp. Math. Anal., Armen. Acad. Sci. 56, No. 6, 347-367 (2021) and Izv. Nats. Akad. Nauk Armen., Mat. 56, No. 6, 12-38 (2021). MSC: 62M15 62F10 62F12 62G05 60G10 PDF BibTeX XML Cite \textit{M. S. Ginovyan} and \textit{A. A. Sahakyan}, J. Contemp. Math. Anal., Armen. Acad. Sci. 56, No. 6, 347--367 (2021; Zbl 1482.62095) Full Text: DOI arXiv OpenURL
Vladimirov, Igor G.; Petersen, Ian R.; James, Matthew R. Quadratic-exponential functionals of Gaussian quantum processes. (English) Zbl 07484156 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 4, Article ID 2150024, 40 p. (2021). MSC: 81S22 81S25 81P16 81S05 81R15 47B35 81Q10 37L40 60G15 81Q93 93B35 94A17 PDF BibTeX XML Cite \textit{I. G. Vladimirov} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 4, Article ID 2150024, 40 p. (2021; Zbl 07484156) Full Text: DOI arXiv OpenURL
Curien, Nicolas; Marzouk, Cyril Infinite stable Boltzmann planar maps are subdiffusive. (English) Zbl 1483.05164 Probab. Math. Phys. 2, No. 1, 1-26 (2021). MSC: 05C81 60D05 05C80 60G10 82B41 PDF BibTeX XML Cite \textit{N. Curien} and \textit{C. Marzouk}, Probab. Math. Phys. 2, No. 1, 1--26 (2021; Zbl 1483.05164) Full Text: DOI arXiv OpenURL
Kozak, P. S.; Luz, M. M.; Moklyachuk, M. P. Minimax prediction of sequences with periodically stationary increments. (English) Zbl 1480.60085 Carpathian Math. Publ. 13, No. 2, 352-376 (2021). MSC: 60G10 60G25 60G35 62M20 93E11 PDF BibTeX XML Cite \textit{P. S. Kozak} et al., Carpathian Math. Publ. 13, No. 2, 352--376 (2021; Zbl 1480.60085) Full Text: DOI OpenURL
Mohammadzadeh, Mohsen; Saadati, Samira Spatio-temporal prediction of a nonstationary and nonseparable random fields with Tucker decomposition of covariance tensor. (Persian. English summary) Zbl 07481995 JAMM, J. Adv. Math. Model. 11, No. 3, 433-445 (2021). MSC: 62H11 62M20 PDF BibTeX XML Cite \textit{M. Mohammadzadeh} and \textit{S. Saadati}, JAMM, J. Adv. Math. Model. 11, No. 3, 433--445 (2021; Zbl 07481995) Full Text: DOI OpenURL
Basrak, Bojan; Cho, Yeonok; Heiny, Johannes; Jung, Paul Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices. (English) Zbl 07481280 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 2100-2127 (2021). MSC: 60B20 60F05 60F10 60G10 60G55 60G70 PDF BibTeX XML Cite \textit{B. Basrak} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 2100--2127 (2021; Zbl 07481280) Full Text: DOI arXiv OpenURL
Aurzada, Frank; Mukherjee, Sumit; Zeitouni, Ofer Persistence exponents in Markov chains. (English) Zbl 1483.60041 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1411-1441 (2021). MSC: 60F10 60J05 45C05 47A75 PDF BibTeX XML Cite \textit{F. Aurzada} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1411--1441 (2021; Zbl 1483.60041) Full Text: DOI arXiv OpenURL
Biermé, Hermine; Desolneux, Agnès The effect of discretization on the mean geometry of a 2D random field. (Effet de la discrétisation sur la géométrie moyenne des champs aléatoires 2D.) (English. French summary) Zbl 07480736 Ann. Henri Lebesgue 4, 1295-1345 (2021). MSC: 26B15 28A75 60G60 60D05 62M40 60G10 68R01 60G22 PDF BibTeX XML Cite \textit{H. Biermé} and \textit{A. Desolneux}, Ann. Henri Lebesgue 4, 1295--1345 (2021; Zbl 07480736) Full Text: DOI OpenURL
Lee, Jeonghwa Generalized Bernoulli process: simulation, estimation, and application. (English) Zbl 07478929 Depend. Model. 9, 141-155 (2021). MSC: 60G10 60G20 PDF BibTeX XML Cite \textit{J. Lee}, Depend. Model. 9, 141--155 (2021; Zbl 07478929) Full Text: DOI OpenURL
Berzin, Corinne Estimation of local anisotropy based on level sets. (English) Zbl 07478687 Electron. J. Probab. 26, Paper No. 152, 72 p. (2021). MSC: 62G10 53C65 62F12 60G60 60G10 60G15 PDF BibTeX XML Cite \textit{C. Berzin}, Electron. J. Probab. 26, Paper No. 152, 72 p. (2021; Zbl 07478687) Full Text: DOI arXiv OpenURL
Baccelli, François; Haji-Mirsadeghi, Mir-Omid; Khezeli, Ali Unimodular Hausdorff and Minkowski dimensions. (English) Zbl 1483.60016 Electron. J. Probab. 26, Paper No. 155, 64 p. (2021). MSC: 60D05 05C63 05C80 60G50 28A78 60G55 60J80 PDF BibTeX XML Cite \textit{F. Baccelli} et al., Electron. J. Probab. 26, Paper No. 155, 64 p. (2021; Zbl 1483.60016) Full Text: DOI arXiv OpenURL
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei Spatial ergodicity for SPDEs via Poincaré-type inequalities. (English) Zbl 1483.60091 Electron. J. Probab. 26, Paper No. 140, 37 p. (2021). MSC: 60H15 37A25 60H07 60G10 PDF BibTeX XML Cite \textit{L. Chen} et al., Electron. J. Probab. 26, Paper No. 140, 37 p. (2021; Zbl 1483.60091) Full Text: DOI arXiv OpenURL
Carinci, Gioia; Giardinà, Cristian; Redig, Frank Consistent particle systems and duality. (English) Zbl 07478665 Electron. J. Probab. 26, Paper No. 125, 31 p. (2021). MSC: 60K35 60J25 PDF BibTeX XML Cite \textit{G. Carinci} et al., Electron. J. Probab. 26, Paper No. 125, 31 p. (2021; Zbl 07478665) Full Text: DOI arXiv OpenURL
Morvai, Gusztáv; Weiss, Benjamin Intermittent estimation for finite alphabet finitarily Markovian processes with exponential tails. (English) Zbl 07478632 Kybernetika 57, No. 4, 628-646 (2021). MSC: 62G05 60G25 60G10 PDF BibTeX XML Cite \textit{G. Morvai} and \textit{B. Weiss}, Kybernetika 57, No. 4, 628--646 (2021; Zbl 07478632) Full Text: DOI OpenURL
Abaach, Mariem; Biermé, Hermine; Di Bernardino, Elena Testing marginal symmetry of digital noise images through the perimeter of excursion sets. (English) Zbl 07471532 Electron. J. Stat. 15, No. 2, 6429-6460 (2021). MSC: 68U10 68Qxx 62G10 60G60 60G10 62F03 PDF BibTeX XML Cite \textit{M. Abaach} et al., Electron. J. Stat. 15, No. 2, 6429--6460 (2021; Zbl 07471532) Full Text: DOI Link OpenURL
Aleandri, Michele; Colangeli, Matteo; Gabrielli, Davide A combinatorial representation for the invariant measure of diffusion processes on metric graphs. (English) Zbl 1480.60083 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1773-1799 (2021). MSC: 60G10 60J60 60C05 PDF BibTeX XML Cite \textit{M. Aleandri} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1773--1799 (2021; Zbl 1480.60083) Full Text: arXiv Link OpenURL
Manzo, Francesco; Quattropani, Matteo; Scoppola, Elisabetta A probabilistic proof of Cooper & Frieze’s “First Visit Time Lemma”. (English) Zbl 1482.60099 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1739-1758 (2021). MSC: 60J10 60J28 PDF BibTeX XML Cite \textit{F. Manzo} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1739--1758 (2021; Zbl 1482.60099) Full Text: arXiv Link OpenURL
Rao, M. M.; Swift, R. J. From additive to second-order processes. (English) Zbl 07465312 Swift, Randall J. (ed.) et al., Stochastic processes and functional analysis. New perspectives. AMS special session celebrating M. M. Rao’s many mathematical contributions as he turns 90 years old. University of California, Riverside, California, November 9–10, 2019. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 774, 205-215 (2021). MSC: 60G55 60G52 PDF BibTeX XML Cite \textit{M. M. Rao} and \textit{R. J. Swift}, Contemp. Math. 774, 205--215 (2021; Zbl 07465312) Full Text: DOI OpenURL
Kakihara, Yûichirô Banach space valued weak second order stochastic processes. (English) Zbl 07465307 Swift, Randall J. (ed.) et al., Stochastic processes and functional analysis. New perspectives. AMS special session celebrating M. M. Rao’s many mathematical contributions as he turns 90 years old. University of California, Riverside, California, November 9–10, 2019. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 774, 71-96 (2021). MSC: 60G10 46E25 PDF BibTeX XML Cite \textit{Y. Kakihara}, Contemp. Math. 774, 71--96 (2021; Zbl 07465307) Full Text: DOI OpenURL
Banerjee, Sayan; Sankararaman, Abishek Ergodicity and steady state analysis for interference queueing networks. (English) Zbl 07465303 Swift, Randall J. (ed.) et al., Stochastic processes and functional analysis. New perspectives. AMS special session celebrating M. M. Rao’s many mathematical contributions as he turns 90 years old. University of California, Riverside, California, November 9–10, 2019. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 774, 9-23 (2021). MSC: 60K25 60K35 60B10 90B18 28D05 PDF BibTeX XML Cite \textit{S. Banerjee} and \textit{A. Sankararaman}, Contemp. Math. 774, 9--23 (2021; Zbl 07465303) Full Text: DOI arXiv OpenURL
Honda, Fumiaki; Kurosawa, Takeshi Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model. (English) Zbl 1478.62256 Mod. Stoch., Theory Appl. 8, No. 4, 435-463 (2021). MSC: 62M10 62F10 60G10 PDF BibTeX XML Cite \textit{F. Honda} and \textit{T. Kurosawa}, Mod. Stoch., Theory Appl. 8, No. 4, 435--463 (2021; Zbl 1478.62256) Full Text: DOI OpenURL
Abdel-Rehim, E. A.; Hassan, R. M.; El-Sayed, A. M. A. Markov and non-Markov hereditary processes in asexual and random mating sexual populations. (English) Zbl 07458990 J. Fract. Calc. Appl. 12, No. 3, Article 2, 14 p. (2021). MSC: 60G05 60G10 60H30 60H35 60J10 60J20 60J60 60J75 60J85 60J80 65M06 35Q84 35Q92 65C20 PDF BibTeX XML Cite \textit{E. A. Abdel-Rehim} et al., J. Fract. Calc. Appl. 12, No. 3, Article 2, 14 p. (2021; Zbl 07458990) Full Text: Link OpenURL
Abraham, Romain; Delmas, Jean-François Exact simulation of the genealogical tree for a stationary branching population and application to the asymptotics of its total length. (English) Zbl 07458573 Adv. Appl. Probab. 53, No. 2, 537-574 (2021). Reviewer: Isamu Dôku (Saitama) MSC: 60J80 60J85 PDF BibTeX XML Cite \textit{R. Abraham} and \textit{J.-F. Delmas}, Adv. Appl. Probab. 53, No. 2, 537--574 (2021; Zbl 07458573) Full Text: DOI arXiv OpenURL
Hingant, Erwan; Yvinec, Romain Quasi-stationary distribution and metastability for the stochastic Becker-Döring model. (English) Zbl 1479.60156 Electron. Commun. Probab. 26, Paper No. 43, 14 p. (2021). MSC: 60J27 82C26 PDF BibTeX XML Cite \textit{E. Hingant} and \textit{R. Yvinec}, Electron. Commun. Probab. 26, Paper No. 43, 14 p. (2021; Zbl 1479.60156) Full Text: DOI arXiv OpenURL
Scheutzow, Michael; Schindler, Dominik Convergence of Markov chain transition probabilities. (English) Zbl 1479.60152 Electron. Commun. Probab. 26, Paper No. 27, 13 p. (2021). MSC: 60J10 60G10 PDF BibTeX XML Cite \textit{M. Scheutzow} and \textit{D. Schindler}, Electron. Commun. Probab. 26, Paper No. 27, 13 p. (2021; Zbl 1479.60152) Full Text: DOI arXiv OpenURL
Aristov, A. I. Exact solutions of three Sobolev equations containing fourth-order pseudo-Laplacians. (English. Russian original) Zbl 1480.35085 Differ. Equ. 57, No. 10, 1396-1401 (2021); translation from Differ. Uravn. 57, No. 10, 1421-1425 (2021). MSC: 35C05 35K25 35K55 35K70 PDF BibTeX XML Cite \textit{A. I. Aristov}, Differ. Equ. 57, No. 10, 1396--1401 (2021; Zbl 1480.35085); translation from Differ. Uravn. 57, No. 10, 1421--1425 (2021) Full Text: DOI OpenURL
Nielsen, Mikkel Slot; Rohde, Victor On nonnegative solutions of SDDEs with an application to CARMA processes. (English) Zbl 07450958 Mod. Stoch., Theory Appl. 8, No. 3, 309-328 (2021). MSC: 60G10 60G17 60H05 60H10 PDF BibTeX XML Cite \textit{M. S. Nielsen} and \textit{V. Rohde}, Mod. Stoch., Theory Appl. 8, No. 3, 309--328 (2021; Zbl 07450958) Full Text: DOI arXiv OpenURL
Kawka, Rafael Limit theorems for locally stationary processes. (English) Zbl 07450917 Stat. Pap. 62, No. 6, 2557-2571 (2021). MSC: 60G10 60F15 60F05 PDF BibTeX XML Cite \textit{R. Kawka}, Stat. Pap. 62, No. 6, 2557--2571 (2021; Zbl 07450917) Full Text: DOI OpenURL
Golichenko, I. I.; Masyutka, O. Yu.; Moklyachuk, M. P. Extrapolation problem for periodically correlated stochastic sequences with missing observations. (English) Zbl 07450270 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 39-52 (2021). MSC: 60G10 60G25 60G35 62M20 62C20 93E10 93E11 PDF BibTeX XML Cite \textit{I. I. Golichenko} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 39--52 (2021; Zbl 07450270) Full Text: DOI arXiv OpenURL
Rhodes, John; Schilling, Anne Markov chains through semigroup graph expansions (a survey). (English) Zbl 07450048 Romeo, P. G. (ed.) et al., Semigroups, categories, and partial algebras. ICSAA 2019. Proceedings of the conference, Kochi, India, December 9–12, 2019. Singapore: Springer. Springer Proc. Math. Stat. 345, 141-159 (2021). MSC: 20M30 60J10 20M05 60B15 60C05 PDF BibTeX XML Cite \textit{J. Rhodes} and \textit{A. Schilling}, Springer Proc. Math. Stat. 345, 141--159 (2021; Zbl 07450048) Full Text: DOI arXiv OpenURL
Auld, Graeme; Papastathopoulos, Ioannis Extremal clustering in non-stationary random sequences. (English) Zbl 07449512 Extremes 24, No. 4, 725-752 (2021). MSC: 60G70 PDF BibTeX XML Cite \textit{G. Auld} and \textit{I. Papastathopoulos}, Extremes 24, No. 4, 725--752 (2021; Zbl 07449512) Full Text: DOI arXiv OpenURL
Akashi, Fumiya; Taniguchi, Masanobu; Tanida, Yoshiyuki Estimation of linear functional of large spectral density matrix and application to Whittle’s approach. (English) Zbl 1477.62232 Jpn. J. Stat. Data Sci. 4, No. 1, 449-474 (2021). MSC: 62M10 62H12 62M15 PDF BibTeX XML Cite \textit{F. Akashi} et al., Jpn. J. Stat. Data Sci. 4, No. 1, 449--474 (2021; Zbl 1477.62232) Full Text: DOI OpenURL
Kunitomo, Naoto; Sato, Seisho A robust-filtering method for noisy non-stationary multivariate time series with econometric applications. (English) Zbl 1477.62261 Jpn. J. Stat. Data Sci. 4, No. 1, 373-410 (2021). MSC: 62M20 62M10 62P20 PDF BibTeX XML Cite \textit{N. Kunitomo} and \textit{S. Sato}, Jpn. J. Stat. Data Sci. 4, No. 1, 373--410 (2021; Zbl 1477.62261) Full Text: DOI OpenURL
Gehringer, Johann Rudolf Functional limit theorems for power series with rapid decay of moving averages of Hermite processes. (English) Zbl 1483.60051 Stoch. Dyn. 21, No. 7, Article ID 2150043, 46 p. (2021). MSC: 60F17 60G22 60F05 60G10 PDF BibTeX XML Cite \textit{J. R. Gehringer}, Stoch. Dyn. 21, No. 7, Article ID 2150043, 46 p. (2021; Zbl 1483.60051) Full Text: DOI OpenURL
Alves, José F.; Dias, Carla L.; Vilarinho, Helder On the liftability of expanding stationary measures. (English) Zbl 07447258 Stoch. Dyn. 21, No. 6, Article ID 2150039, 26 p. (2021). MSC: 37A05 37H15 37A50 37D35 60G52 PDF BibTeX XML Cite \textit{J. F. Alves} et al., Stoch. Dyn. 21, No. 6, Article ID 2150039, 26 p. (2021; Zbl 07447258) Full Text: DOI arXiv OpenURL