Kimura, Masato; van Meurs, Patrick Quantitative estimate of the continuum approximations of interacting particle systems in one dimension. (English) Zbl 07309964 SIAM J. Math. Anal. 53, No. 1, 681-709 (2021). MSC: 82C22 74Q05 35A15 74G10 PDF BibTeX XML Cite \textit{M. Kimura} and \textit{P. van Meurs}, SIAM J. Math. Anal. 53, No. 1, 681--709 (2021; Zbl 07309964) Full Text: DOI
Popović, Predrag M.; Bakouch, Hassan S.; Ristić, Miroslav M. A non-linear random environment \(\mathrm{INAR}(1)\) model. (English) Zbl 07309654 J. Comput. Appl. Math. 390, Article ID 113408, 11 p. (2021). MSC: 62M10 62F12 62P10 92C60 PDF BibTeX XML Cite \textit{P. M. Popović} et al., J. Comput. Appl. Math. 390, Article ID 113408, 11 p. (2021; Zbl 07309654) Full Text: DOI
Franses, Philip Hans Time-varying lag cointegration. (English) Zbl 07309629 J. Comput. Appl. Math. 390, Article ID 113272, 7 p. (2021). MSC: 62P20 62M10 91B84 PDF BibTeX XML Cite \textit{P. H. Franses}, J. Comput. Appl. Math. 390, Article ID 113272, 7 p. (2021; Zbl 07309629) Full Text: DOI
Jiang, Rongjie; Wang, Liming; Bai, Yang Optimal model averaging estimator for semi-functional partially linear models. (English) Zbl 07308648 Metrika 84, No. 2, 167-194 (2021). MSC: 62R10 62M10 62P10 62P12 PDF BibTeX XML Cite \textit{R. Jiang} et al., Metrika 84, No. 2, 167--194 (2021; Zbl 07308648) Full Text: DOI
Bastianin, Andrea; Manera, Matteo A test of symmetry based on L-moments with an application to the business cycles of the G7 economies. (English) Zbl 07308201 Econ. Lett. 198, Article ID 109662, 7 p. (2021). MSC: 91B84 91B62 62P20 PDF BibTeX XML Cite \textit{A. Bastianin} and \textit{M. Manera}, Econ. Lett. 198, Article ID 109662, 7 p. (2021; Zbl 07308201) Full Text: DOI
Poudyal, Chudamani Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution. (English) Zbl 07305232 J. Comput. Appl. Math. 388, Article ID 113310, 19 p. (2021). MSC: 62G35 62N01 62P05 91B84 PDF BibTeX XML Cite \textit{C. Poudyal}, J. Comput. Appl. Math. 388, Article ID 113310, 19 p. (2021; Zbl 07305232) Full Text: DOI
Zhang, Kong-Sheng; Zhao, Yan-Yong Modeling dynamic dependence between crude oil and natural gas return rates: a time-varying geometric copula approach. (English) Zbl 07305155 J. Comput. Appl. Math. 386, Article ID 113243, 15 p. (2021). MSC: 62P20 62M10 62H05 91B84 PDF BibTeX XML Cite \textit{K.-S. Zhang} and \textit{Y.-Y. Zhao}, J. Comput. Appl. Math. 386, Article ID 113243, 15 p. (2021; Zbl 07305155) Full Text: DOI
Prado, Raquel; Ferreira, Marco A. R.; West, Mike Time series. Modeling, computation, and inference (to appear). 2nd edition. (English) Zbl 07303313 Chapman & Hall/CRC Texts in Statistical Science Series. Boca Raton, FL: CRC Press (ISBN 978-1-4987-4702-8/hbk). 472 p. (2021). MSC: 62-02 62M10 62F15 65C40 65C05 PDF BibTeX XML Cite \textit{R. Prado} et al., Time series. Modeling, computation, and inference (to appear). 2nd edition. Boca Raton, FL: CRC Press (2021; Zbl 07303313)
Kayar, Zeynep; Kaymakçalan, Billur; Pelen, Neslihan Nesliye Bennett-Leindler type inequalities for nabla time scale calculus. (English) Zbl 07302077 Mediterr. J. Math. 18, No. 1, Paper No. 14, 18 p. (2021). MSC: 26D10 26D15 26E70 PDF BibTeX XML Cite \textit{Z. Kayar} et al., Mediterr. J. Math. 18, No. 1, Paper No. 14, 18 p. (2021; Zbl 07302077) Full Text: DOI
Prass, Taiane Schaedler; Pumi, Guilherme On the behavior of the DFA and DCCA in trend-stationary processes. (English) Zbl 07301924 J. Multivariate Anal. 182, Article ID 104703, 16 p. (2021). MSC: 62H20 62H12 62M10 62F12 60G10 65C05 91B84 62P20 PDF BibTeX XML Cite \textit{T. S. Prass} and \textit{G. Pumi}, J. Multivariate Anal. 182, Article ID 104703, 16 p. (2021; Zbl 07301924) Full Text: DOI
Zhang, Boyi; Shang, Pengjian; Liu, Jinzhao Transition-based complexity-entropy causality diagram: a novel method to characterize complex systems. (English) Zbl 07299054 Commun. Nonlinear Sci. Numer. Simul. 95, Article ID 105660, 18 p. (2021). MSC: 62M10 62B10 62P10 62P05 PDF BibTeX XML Cite \textit{B. Zhang} et al., Commun. Nonlinear Sci. Numer. Simul. 95, Article ID 105660, 18 p. (2021; Zbl 07299054) Full Text: DOI
Bertail, Patrice; Dudek, Anna E. Consistency of the frequency domain bootstrap for differentiable functionals. (English) Zbl 07298084 Electron. J. Stat. 15, No. 1, 1-36 (2021). Reviewer: Dimitrios Bagkavos (Ioannina) MSC: 62M15 62M10 62G09 62G20 PDF BibTeX XML Cite \textit{P. Bertail} and \textit{A. E. Dudek}, Electron. J. Stat. 15, No. 1, 1--36 (2021; Zbl 07298084) Full Text: DOI Euclid
McElroy, Tucker; Roy, Anindya Testing for adequacy of seasonal adjustment in the frequency domain. (English) Zbl 07290648 J. Stat. Plann. Inference 211, 241-255 (2021). MSC: 62M10 62M15 62G10 PDF BibTeX XML Cite \textit{T. McElroy} and \textit{A. Roy}, J. Stat. Plann. Inference 211, 241--255 (2021; Zbl 07290648) Full Text: DOI
Li, Huiqin; Yin, Yanqing; Zheng, Shurong Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications. (English) Zbl 07290637 J. Stat. Plann. Inference 211, 80-89 (2021). MSC: 62M15 62M10 62M30 62H12 60F05 60H40 PDF BibTeX XML Cite \textit{H. Li} et al., J. Stat. Plann. Inference 211, 80--89 (2021; Zbl 07290637) Full Text: DOI
Nadarajah, K.; Martin, Gael M.; Poskitt, D. S. Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach. (English) Zbl 07290636 J. Stat. Plann. Inference 211, 41-79 (2021). MSC: 62M10 62M15 62G09 PDF BibTeX XML Cite \textit{K. Nadarajah} et al., J. Stat. Plann. Inference 211, 41--79 (2021; Zbl 07290636) Full Text: DOI
Ding, Peng The Frisch-Waugh-Lovell theorem for standard errors. (English) Zbl 07290497 Stat. Probab. Lett. 168, Article ID 108945, 6 p. (2021). MSC: 62H12 62H30 62J05 62M10 PDF BibTeX XML Cite \textit{P. Ding}, Stat. Probab. Lett. 168, Article ID 108945, 6 p. (2021; Zbl 07290497) Full Text: DOI
Tseng, K. C.; Kwon, Ojoung; Tjung, Luna C. Time series and neural network analysis. (English) Zbl 07283324 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific (ISBN 978-981-12-0244-5/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 3887-3931 (2021). MSC: 91G15 62P05 62M20 68T05 PDF BibTeX XML Cite \textit{K. C. Tseng} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3887--3931 (2021; Zbl 07283324) Full Text: DOI
Gil-Alana, Luis Alberiko; Carcel, Hector ASEAN economic community: analysis based on fractional integration and cointegration. (English) Zbl 07283235 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific (ISBN 978-981-12-0241-4/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 889-915 (2021). MSC: 91B60 91B84 62P20 PDF BibTeX XML Cite \textit{L. A. Gil-Alana} and \textit{H. Carcel}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 889--915 (2021; Zbl 07283235) Full Text: DOI
van Delft, Anne; Dette, Holger A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing. (English) Zbl 07282858 Bernoulli 27, No. 1, 469-501 (2021). MSC: 60 62 PDF BibTeX XML Cite \textit{A. van Delft} and \textit{H. Dette}, Bernoulli 27, No. 1, 469--501 (2021; Zbl 07282858) Full Text: DOI Euclid
Barros, Marcelo M.; Venturelli, Felipe C. V.; Bevilacqua, Luiz Characterization of complex data functions through local persistence of increments. (English) Zbl 1451.62096 Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105590, 11 p. (2021). MSC: 62M10 28A80 91B84 PDF BibTeX XML Cite \textit{M. M. Barros} et al., Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105590, 11 p. (2021; Zbl 1451.62096) Full Text: DOI
Wang, Fang; Fan, Qingju Coupling correlation detrended analysis for multiple nonstationary series. (English) Zbl 07280115 Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105579, 16 p. (2021). MSC: 62M10 62H20 62P12 86A10 PDF BibTeX XML Cite \textit{F. Wang} and \textit{Q. Fan}, Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105579, 16 p. (2021; Zbl 07280115) Full Text: DOI
Shang, Du; Shang, Pengjian; Zhang, Zuoquan Efficient synchronization estimation for complex time series using refined cross-sample entropy measure. (English) Zbl 07280101 Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105556, 16 p. (2021). MSC: 37M10 62M10 PDF BibTeX XML Cite \textit{D. Shang} et al., Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105556, 16 p. (2021; Zbl 07280101) Full Text: DOI
Neverova, Galina P.; Frisman, E. Ya. Dynamic modes of population size and its genetic structure for species with nonoverlapping generations and stage development. (English) Zbl 07280099 Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105554, 21 p. (2021). MSC: 62M10 62P10 92D25 PDF BibTeX XML Cite \textit{G. P. Neverova} and \textit{E. Ya. Frisman}, Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105554, 21 p. (2021; Zbl 07280099) Full Text: DOI
Hirata, Yoshito Recurrence plots for characterizing random dynamical systems. (English) Zbl 07280097 Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105552, 21 p. (2021). MSC: 62M10 62A09 37M10 PDF BibTeX XML Cite \textit{Y. Hirata}, Commun. Nonlinear Sci. Numer. Simul. 94, Article ID 105552, 21 p. (2021; Zbl 07280097) Full Text: DOI
Nguyen Ngoc Thach (ed.); Kreinovich, Vladik (ed.); Nguyen Duc Trung (ed.) Data science for financial econometrics. (English) Zbl 07247160 Studies in Computational Intelligence 898. Cham: Springer (ISBN 978-3-030-48852-9/hbk; 978-3-030-48853-6/ebook). x, 633 p. (2021). MSC: 62-06 62P05 62R07 62M10 91B84 00B15 PDF BibTeX XML Cite \textit{Nguyen Ngoc Thach (ed.)} et al., Data science for financial econometrics. Cham: Springer (2021; Zbl 07247160) Full Text: DOI
Papana, Angeliki; Papana-Dagiasis, Ariadni; Siggiridou, Elsa Shortcomings of transfer entropy and partial transfer entropy: extending them to escape the curse of dimensionality. (English) Zbl 07306782 Int. J. Bifurcation Chaos Appl. Sci. Eng. 30, No. 16, Article ID 2050250, 23 p. (2020). MSC: 62M10 62H30 62P05 91B84 PDF BibTeX XML Cite \textit{A. Papana} et al., Int. J. Bifurcation Chaos Appl. Sci. Eng. 30, No. 16, Article ID 2050250, 23 p. (2020; Zbl 07306782) Full Text: DOI
Hirata, Yoshito; Aihara, Kazuyuki Deep learning for nonlinear time series: examples for inferring slow driving forces. (English) Zbl 07306754 Int. J. Bifurcation Chaos Appl. Sci. Eng. 30, No. 15, Article ID 2050226, 13 p. (2020). MSC: 37 PDF BibTeX XML Cite \textit{Y. Hirata} and \textit{K. Aihara}, Int. J. Bifurcation Chaos Appl. Sci. Eng. 30, No. 15, Article ID 2050226, 13 p. (2020; Zbl 07306754) Full Text: DOI
Currey, B.; Oussa, V. Translates of functions on the Heisenberg group and the HRT conjecture. (English) Zbl 07303617 Can. Math. Bull. 63, No. 4, 871-881 (2020). MSC: 42C15 42C40 42C10 43A80 22E25 PDF BibTeX XML Cite \textit{B. Currey} and \textit{V. Oussa}, Can. Math. Bull. 63, No. 4, 871--881 (2020; Zbl 07303617) Full Text: DOI
Aguillon, Nina; Guihéneuf, Pierre-Antoine Dynamical behavior of a nondiffusive scheme for the advection equation. (English) Zbl 07303550 Confluentes Math. 12, No. 1, 3-29 (2020). MSC: 37M10 65M15 65P40 PDF BibTeX XML Cite \textit{N. Aguillon} and \textit{P.-A. Guihéneuf}, Confluentes Math. 12, No. 1, 3--29 (2020; Zbl 07303550) Full Text: DOI
Sun, Xiaowei; Ding, Jieli; Sun, Liuquan A semiparametric additive rates model for the weighted composite endpoint of recurrent and terminal events. (English) Zbl 07303194 Lifetime Data Anal. 26, No. 3, 471-492 (2020). MSC: 62N05 62M10 62P10 PDF BibTeX XML Cite \textit{X. Sun} et al., Lifetime Data Anal. 26, No. 3, 471--492 (2020; Zbl 07303194) Full Text: DOI
Washington, Simon; Karlaftis, Matthew; Mannering, Fred; Anastasopoulos, Panagiotis Statistical and econometric methods for transportation data analysis. 3rd edition. (English) Zbl 1453.62009 Chapman & Hall/CRC Interdisciplinary Statistics Series. Boca Raton, FL: CRC Press (ISBN 978-0-367-19902-9/hbk; 978-0-429-24401-8/ebook). xviii, 477 p. (2020). MSC: 62-02 62P30 62P20 62R07 62M10 90B06 PDF BibTeX XML Cite \textit{S. Washington} et al., Statistical and econometric methods for transportation data analysis. 3rd edition. Boca Raton, FL: CRC Press (2020; Zbl 1453.62009) Full Text: DOI
Savostyanov, Anton; Shapoval, Alexander; Shnirman, Mikhail The inverse problem for the Kuramoto model of two nonlinear coupled oscillators driven by applications to solar activity. (English) Zbl 1453.34025 Physica D 401, Article ID 132160, 12 p. (2020). MSC: 34A55 34C15 34D06 37M10 85A05 PDF BibTeX XML Cite \textit{A. Savostyanov} et al., Physica D 401, Article ID 132160, 12 p. (2020; Zbl 1453.34025) Full Text: DOI
Katsoulakis, Markos A.; Vilanova, Pedro Data-driven, variational model reduction of high-dimensional reaction networks. (English) Zbl 1453.62637 J. Comput. Phys. 401, Article ID 108997, 39 p. (2020). MSC: 62M10 37M10 60H10 92E20 68T05 PDF BibTeX XML Cite \textit{M. A. Katsoulakis} and \textit{P. Vilanova}, J. Comput. Phys. 401, Article ID 108997, 39 p. (2020; Zbl 1453.62637) Full Text: DOI
Agiwal, Varun; Kumar, Jitendra Bayesian estimation for threshold autoregressive model with multiple structural breaks. (English) Zbl 07301395 Metron 78, No. 3, 361-382 (2020). MSC: 62M10 37M10 62G10 65C05 86A08 86-11 62P35 62P12 PDF BibTeX XML Cite \textit{V. Agiwal} and \textit{J. Kumar}, Metron 78, No. 3, 361--382 (2020; Zbl 07301395) Full Text: DOI
Munion, Ascher K.; Butner, Jonathan E. Book review of: R. S. Tsay and R. Chen, Nonlinear time series analysis. (English) Zbl 07300523 Psychometrika 85, No. 3, 812-814 (2020). MSC: 00A17 62-02 62M10 62J02 91B84 PDF BibTeX XML Cite \textit{A. K. Munion} and \textit{J. E. Butner}, Psychometrika 85, No. 3, 812--814 (2020; Zbl 07300523) Full Text: DOI
Khan, Zareen A.; Ahmad, Hijaz; Rashid, Saima; Kaynak, Kadir; Wang, Miao-Kun Some nonlinear integral inequalities connected with retarded terms on time scales. (English) Zbl 07300508 J. Funct. Spaces 2020, Article ID 6639743, 10 p. (2020). MSC: 26D15 26E70 PDF BibTeX XML Cite \textit{Z. A. Khan} et al., J. Funct. Spaces 2020, Article ID 6639743, 10 p. (2020; Zbl 07300508) Full Text: DOI
Kruis, Joost; Borsboom, Denny Book review of: P. Mair, Modern psychometrics with R. (English) Zbl 07300268 Psychometrika 85, No. 2, 437-438 (2020). MSC: 00A17 62-02 62P15 62H25 62H20 68N15 91E45 62M10 62H30 92C55 PDF BibTeX XML Cite \textit{J. Kruis} and \textit{D. Borsboom}, Psychometrika 85, No. 2, 437--438 (2020; Zbl 07300268) Full Text: DOI
Wang, Lihong Nearest neighbors estimation for long memory functional data. (English) Zbl 07300203 Stat. Methods Appl. 29, No. 4, 709-725 (2020). MSC: 62M10 62R10 PDF BibTeX XML Cite \textit{L. Wang}, Stat. Methods Appl. 29, No. 4, 709--725 (2020; Zbl 07300203) Full Text: DOI
Mao, Huiyu; Zhu, Fukang; Cui, Yan A generalized mixture integer-valued GARCH model. (English) Zbl 07300196 Stat. Methods Appl. 29, No. 3, 527-552 (2020). MSC: 62M10 62H30 60G10 62P10 PDF BibTeX XML Cite \textit{H. Mao} et al., Stat. Methods Appl. 29, No. 3, 527--552 (2020; Zbl 07300196) Full Text: DOI
Giordano, Francesco; Coretto, Pietro A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models. (English) Zbl 07300194 Stat. Methods Appl. 29, No. 3, 483-514 (2020). MSC: 62D05 62M10 62G07 62E10 65C05 60G35 62P10 PDF BibTeX XML Cite \textit{F. Giordano} and \textit{P. Coretto}, Stat. Methods Appl. 29, No. 3, 483--514 (2020; Zbl 07300194) Full Text: DOI
Horenko, Illia; Marchenko, Ganna; Gagliardini, Patrick On a computationally scalable sparse formulation of the multidimensional and nonstationary maximum entropy principle. (English) Zbl 07299368 Commun. Appl. Math. Comput. Sci. 15, No. 2, 129-146 (2020). MSC: 37M10 37M25 91B84 PDF BibTeX XML Cite \textit{I. Horenko} et al., Commun. Appl. Math. Comput. Sci. 15, No. 2, 129--146 (2020; Zbl 07299368) Full Text: DOI
Uwilingiyimana, Charline; Diongue, Abdou Kâ; Ogouyandjou, Carlos Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation. (English. French summary) Zbl 07298612 Afr. Stat. 15, No. 4, 2511-2528 (2020). MSC: 62M10 62F10 62H30 PDF BibTeX XML Cite \textit{C. Uwilingiyimana} et al., Afr. Stat. 15, No. 4, 2511--2528 (2020; Zbl 07298612) Full Text: DOI Euclid
Bersimis, Sotiris; Triantafyllopoulos, Kostas Dynamic non-parametric monitoring of air-pollution. (English) Zbl 07297565 Methodol. Comput. Appl. Probab. 22, No. 4, 1457-1479 (2020). MSC: 62H12 62G05 62M10 62P12 62P30 PDF BibTeX XML Cite \textit{S. Bersimis} and \textit{K. Triantafyllopoulos}, Methodol. Comput. Appl. Probab. 22, No. 4, 1457--1479 (2020; Zbl 07297565) Full Text: DOI
Nitithumbundit, Thanakorn; Chan, Jennifer S. K. ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density. (English) Zbl 07297553 Methodol. Comput. Appl. Probab. 22, No. 3, 1169-1191 (2020). MSC: 62H12 62F10 62M10 62P05 91B84 PDF BibTeX XML Cite \textit{T. Nitithumbundit} and \textit{J. S. K. Chan}, Methodol. Comput. Appl. Probab. 22, No. 3, 1169--1191 (2020; Zbl 07297553) Full Text: DOI
Baghfalaki, Taban; Ganjali, Mojtaba A transition model for analyzing multivariate longitudinal data using Gaussian copula approach. (English) Zbl 07297164 AStA, Adv. Stat. Anal. 104, No. 2, 169-223 (2020). MSC: 62H05 62H11 62M10 62M30 62P10 PDF BibTeX XML Cite \textit{T. Baghfalaki} and \textit{M. Ganjali}, AStA, Adv. Stat. Anal. 104, No. 2, 169--223 (2020; Zbl 07297164) Full Text: DOI
Wang, Hongjun; Wang, Ruihua Research and application of M-Copula model in financial time series analysis. (Chinese. English summary) Zbl 07295850 J. Syst. Sci. Math. Sci. 40, No. 6, 1117-1132 (2020). MSC: 62P05 91B84 62H05 PDF BibTeX XML Cite \textit{H. Wang} and \textit{R. Wang}, J. Syst. Sci. Math. Sci. 40, No. 6, 1117--1132 (2020; Zbl 07295850)
Gao, Yan; Zhou, Jianhong; Wang, Haitao; Zhang, Huanhuan Forecasting Chinese ports container throughput based on the jackknife model averaging method. (Chinese. English summary) Zbl 07295826 J. Syst. Sci. Math. Sci. 40, No. 4, 729-737 (2020). MSC: 62M10 62M20 62F40 62H12 62P30 PDF BibTeX XML Cite \textit{Y. Gao} et al., J. Syst. Sci. Math. Sci. 40, No. 4, 729--737 (2020; Zbl 07295826)
Shen, Dehua; Kong, Xiangyu Dynamic cross-correlations analysis on economic policy uncertainty: evidence from US and UK stock markets. (Chinese. English summary) Zbl 07295824 J. Syst. Sci. Math. Sci. 40, No. 4, 701-713 (2020). MSC: 62M10 91B84 62P20 PDF BibTeX XML Cite \textit{D. Shen} and \textit{X. Kong}, J. Syst. Sci. Math. Sci. 40, No. 4, 701--713 (2020; Zbl 07295824)
Chen, Houji; Hu, Xiaobing; Deng, Xi A short-term macroeconomic forecasting model based on GMDH. (Chinese. English summary) Zbl 07295729 J. Sichuan Univ., Nat. Sci. Ed. 57, No. 5, 915-919 (2020). MSC: 91B64 91B84 62M20 PDF BibTeX XML Cite \textit{H. Chen} et al., J. Sichuan Univ., Nat. Sci. Ed. 57, No. 5, 915--919 (2020; Zbl 07295729) Full Text: DOI
Nagahata, Hideaki Higher order approximation of the distribution of ANOVA tests for high-dimensional time series. (English) Zbl 07293461 Sci. Math. Jpn. 83, No. 1, 39-57 (2020). MSC: 62J10 62M10 PDF BibTeX XML Cite \textit{H. Nagahata}, Sci. Math. Jpn. 83, No. 1, 39--57 (2020; Zbl 07293461)
Kamalov, Firuz A note on the autocovariance of p-series linear process. (English) Zbl 07293361 Gulf J. Math. 9, No. 2, 40-45 (2020). MSC: 62M10 91B84 PDF BibTeX XML Cite \textit{F. Kamalov}, Gulf J. Math. 9, No. 2, 40--45 (2020; Zbl 07293361) Full Text: Link
Sahir, Muhammad Jibril Shahab Analogy of classical and dynamic inequalities merging on time scales. (English) Zbl 1451.26031 J. Math. Appl. 43, 139-152 (2020). MSC: 26D15 26D20 34N05 26E70 PDF BibTeX XML Cite \textit{M. J. S. Sahir}, J. Math. Appl. 43, 139--152 (2020; Zbl 1451.26031) Full Text: DOI
Guo, Ruosi; Zhang, Chunming; Zhang, Zhengjun Maximum independent component analysis with application to EEG data. (English) Zbl 07292501 Stat. Sci. 35, No. 1, 145-157 (2020). MSC: 62 PDF BibTeX XML Cite \textit{R. Guo} et al., Stat. Sci. 35, No. 1, 145--157 (2020; Zbl 07292501) Full Text: DOI Euclid
Alberti, Tommaso; Consolini, Giuseppe; Ditlevsen, Peter D.; Donner, Reik V.; Quattrociocchi, Virgilio Multiscale measures of phase-space trajectories. (English) Zbl 1451.37100 Chaos 30, No. 12, 123116, 15 p. (2020). MSC: 37M10 62M10 PDF BibTeX XML Cite \textit{T. Alberti} et al., Chaos 30, No. 12, 123116, 15 p. (2020; Zbl 1451.37100) Full Text: DOI
Kumari, S.; Chugh, R. A novel four-step feedback procedure for rapid control of chaotic behavior of the logistic map and unstable traffic on the road. (English) Zbl 07291832 Chaos 30, No. 12, 123115, 11 p. (2020). Reviewer: Carlo Laing (Auckland) MSC: 37M05 37M10 37M20 37N35 PDF BibTeX XML Cite \textit{S. Kumari} and \textit{R. Chugh}, Chaos 30, No. 12, 123115, 11 p. (2020; Zbl 07291832) Full Text: DOI
Gavrilov, A.; Kravtsov, S.; Mukhin, D. Analysis of 20th century surface air temperature using linear dynamical modes. (English) Zbl 1451.86006 Chaos 30, No. 12, 123110, 14 p. (2020). MSC: 86A08 37N10 37M10 PDF BibTeX XML Cite \textit{A. Gavrilov} et al., Chaos 30, No. 12, 123110, 14 p. (2020; Zbl 1451.86006) Full Text: DOI
Moriña, David; Leyva-Moral, Juan M.; Feijoo-Cid, Maria Intervention analysis for low-count time series with applications in public health. (English) Zbl 07290026 Stat. Model. 20, No. 1, 58-70 (2020). MSC: 62 PDF BibTeX XML Cite \textit{D. Moriña} et al., Stat. Model. 20, No. 1, 58--70 (2020; Zbl 07290026) Full Text: DOI
Beyaztas, Beste Hamiye; Beyaztas, Ufuk Block bootstrap prediction intervals for GARCH processes. (English) Zbl 07289299 REVSTAT 18, No. 4, 397-414 (2020). MSC: 62F40 62M10 62M20 62P05 91B84 PDF BibTeX XML Cite \textit{B. H. Beyaztas} and \textit{U. Beyaztas}, REVSTAT 18, No. 4, 397--414 (2020; Zbl 07289299) Full Text: Link
Güney, Yeşim; Jurečková, Jana; Arslan, Olcay Averaged autoregression quantiles in autoregressive model. (English) Zbl 07287460 Maciak, Matúš (ed.) et al., Analytical methods in statistics. AMISTAT. Proceedings of the workshop, Liberec, Czech Republic, September 16–19, 2019. Cham: Springer (ISBN 978-3-030-48813-0/hbk; 978-3-030-48814-7/ebook). Springer Proceedings in Mathematics & Statistics 329, 1-15 (2020). MSC: 62H15 62G07 62G08 62M10 62M45 PDF BibTeX XML Cite \textit{Y. Güney} et al., in: Analytical methods in statistics. AMISTAT. Proceedings of the workshop, Liberec, Czech Republic, September 16--19, 2019. Cham: Springer. 1--15 (2020; Zbl 07287460) Full Text: DOI
Peng, Kun; Shang, Pengjian; Yin, Yi Characterizing dynamics of time series via Hill-index complexity measure. (English) Zbl 07287051 Chaos 30, No. 11, 113139, 20 p. (2020). MSC: 37M10 37N40 PDF BibTeX XML Cite \textit{K. Peng} et al., Chaos 30, No. 11, 113139, 20 p. (2020; Zbl 07287051) Full Text: DOI
Dai, Min; Gao, Ting; Lu, Yubin; Zheng, Yayun; Duan, Jinqiao Detecting the maximum likelihood transition path from data of stochastic dynamical systems. (English) Zbl 07287036 Chaos 30, No. 11, 113124, 10 p. (2020). MSC: 37H10 37M05 37M10 60H40 PDF BibTeX XML Cite \textit{M. Dai} et al., Chaos 30, No. 11, 113124, 10 p. (2020; Zbl 07287036) Full Text: DOI
Liu, Jin-Long; Yu, Zu-Guo; Leung, Yee; Fung, Tung; Zhou, Yu Fractal analysis of recurrence networks constructed from the two-dimensional fractional Brownian motions. (English) Zbl 1451.37102 Chaos 30, No. 11, 113123, 11 p. (2020). MSC: 37M10 37B20 28A80 PDF BibTeX XML Cite \textit{J.-L. Liu} et al., Chaos 30, No. 11, 113123, 11 p. (2020; Zbl 1451.37102) Full Text: DOI
Zhang, Yanxia; Duan, Jinqiao; Jin, Yanfei; Li, Yang Extracting non-Gaussian governing laws from data on mean exit time. (English) Zbl 07287024 Chaos 30, No. 11, 113112, 9 p. (2020). MSC: 37M10 62M10 60G51 60G65 60J65 PDF BibTeX XML Cite \textit{Y. Zhang} et al., Chaos 30, No. 11, 113112, 9 p. (2020; Zbl 07287024) Full Text: DOI
González, Joaquín; Nieto, Fabio H. Bayesian analysis of multiplicative seasonal threshold autoregressive processes. (English) Zbl 07286588 Rev. Colomb. Estad. 43, No. 2, 251-285 (2020). MSC: 62M10 62M20 62P20 PDF BibTeX XML Cite \textit{J. González} and \textit{F. H. Nieto}, Rev. Colomb. Estad. 43, No. 2, 251--285 (2020; Zbl 07286588) Full Text: DOI
Goehry, Benjamin Random forests for time-dependent processes. (English) Zbl 07285915 ESAIM, Probab. Stat. 24, 801-826 (2020). MSC: 62M10 62H30 62G05 62G20 60G12 PDF BibTeX XML Cite \textit{B. Goehry}, ESAIM, Probab. Stat. 24, 801--826 (2020; Zbl 07285915) Full Text: DOI
Dovgyi, S. O.; Yurikov, O. I.; Zozyuk, M. O. On one statistical model of error rate in the stream of packet data transmission through communication channels. (English. Russian original) Zbl 07285407 Cybern. Syst. Anal. 56, No. 5, 739-744 (2020); translation from Kibern. Sist. Anal. 2020, No. 5, 63-69 (2020). MSC: 62J10 62M10 62P30 60J60 PDF BibTeX XML Cite \textit{S. O. Dovgyi} et al., Cybern. Syst. Anal. 56, No. 5, 739--744 (2020; Zbl 07285407); translation from Kibern. Sist. Anal. 2020, No. 5, 63--69 (2020) Full Text: DOI
Wang, Runmin; Shao, Xiaofeng Hypothesis testing for high-dimensional time series via self-normalization. (English) Zbl 07285312 Ann. Stat. 48, No. 5, 2728-2758 (2020). MSC: 62H15 62M10 60K35 60G44 62G10 62G20 PDF BibTeX XML Cite \textit{R. Wang} and \textit{X. Shao}, Ann. Stat. 48, No. 5, 2728--2758 (2020; Zbl 07285312) Full Text: DOI Euclid
Aue, Alexander; van Delft, Anne Testing for stationarity of functional time series in the frequency domain. (English) Zbl 07285304 Ann. Stat. 48, No. 5, 2505-2547 (2020). MSC: 62R10 62M10 62M15 62P35 62P12 PDF BibTeX XML Cite \textit{A. Aue} and \textit{A. van Delft}, Ann. Stat. 48, No. 5, 2505--2547 (2020; Zbl 07285304) Full Text: DOI Euclid
Meyer, Marco; Paparoditis, Efstathios; Kreiss, Jens-Peter Extending the validity of frequency domain bootstrap methods to general stationary processes. (English) Zbl 07285299 Ann. Stat. 48, No. 4, 2404-2427 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M10 62M15 62G09 60G10 PDF BibTeX XML Cite \textit{M. Meyer} et al., Ann. Stat. 48, No. 4, 2404--2427 (2020; Zbl 07285299) Full Text: DOI Euclid
Mukhopadhyay, Sumona; Banerjee, Santo Learning dynamical systems in noise using convolutional neural networks. (English) Zbl 1451.37103 Chaos 30, No. 10, 103125, 31 p. (2020). MSC: 37M10 37D45 37H05 PDF BibTeX XML Cite \textit{S. Mukhopadhyay} and \textit{S. Banerjee}, Chaos 30, No. 10, 103125, 31 p. (2020; Zbl 1451.37103) Full Text: DOI
Lin, Zi-Fei; Li, Jiao-Rui; Wu, Juan; Pham, Viet-Thanh; Kapitaniak, Tomasz Effect of the policy and consumption delay on the amplitude and length of business cycle. (English) Zbl 07284327 Chaos 30, No. 10, 103124, 18 p. (2020). MSC: 91B62 91B84 PDF BibTeX XML Cite \textit{Z.-F. Lin} et al., Chaos 30, No. 10, 103124, 18 p. (2020; Zbl 07284327) Full Text: DOI
Gonzalez, Christopher E.; Lainscsek, Claudia; Sejnowski, Terrence J.; Letellier, Christophe Assessing observability of chaotic systems using delay differential analysis. (English) Zbl 07284316 Chaos 30, No. 10, 103113, 11 p. (2020). MSC: 37M10 37M05 34K23 PDF BibTeX XML Cite \textit{C. E. Gonzalez} et al., Chaos 30, No. 10, 103113, 11 p. (2020; Zbl 07284316) Full Text: DOI
Hirata, Yoshito; Sato, Yuzuru; Faranda, Davide Permutations uniquely identify states and unknown external forces in non-autonomous dynamical systems. (English) Zbl 07284306 Chaos 30, No. 10, 103103, 10 p. (2020). MSC: 37M10 37C60 PDF BibTeX XML Cite \textit{Y. Hirata} et al., Chaos 30, No. 10, 103103, 10 p. (2020; Zbl 07284306) Full Text: DOI
Telesca, Luciano; Czechowski, Zbigniew Clustering of extreme events in time series generated by the fractional Ornstein-Uhlenbeck equation. (English) Zbl 07284294 Chaos 30, No. 9, 093140, 10 p. (2020). MSC: 62M10 62G32 62H30 60G22 PDF BibTeX XML Cite \textit{L. Telesca} and \textit{Z. Czechowski}, Chaos 30, No. 9, 093140, 10 p. (2020; Zbl 07284294) Full Text: DOI
Goldmann, Mirko; Köster, Felix; Lüdge, Kathy; Yanchuk, Serhiy Deep time-delay reservoir computing: dynamics and memory capacity. (English) Zbl 1451.37101 Chaos 30, No. 9, 093124, 12 p. (2020). MSC: 37M10 37M25 PDF BibTeX XML Cite \textit{M. Goldmann} et al., Chaos 30, No. 9, 093124, 12 p. (2020; Zbl 1451.37101) Full Text: DOI
Shamsan, Abdulrahman; Wu, Xiaodan; Liu, Pengyu; Cheng, Changqing Intrinsic recurrence quantification analysis of nonlinear and nonstationary short-term time series. (English) Zbl 1451.37105 Chaos 30, No. 9, 093104, 14 p. (2020). MSC: 37M10 PDF BibTeX XML Cite \textit{A. Shamsan} et al., Chaos 30, No. 9, 093104, 14 p. (2020; Zbl 1451.37105) Full Text: DOI
Denuit, Michel; Hainaut, Donatien; Trufin, Julien Effective statistical learning methods for actuaries II. Tree-based methods and extensions. (English) Zbl 1451.62003 Springer Actuarial. Lecture Notes. Cham: Springer (ISBN 978-3-030-57555-7/pbk; 978-3-030-57556-4/ebook). x, 228 p. (2020). MSC: 62-01 62P05 62J12 62M10 68T05 62H30 91-01 91G05 PDF BibTeX XML Cite \textit{M. Denuit} et al., Effective statistical learning methods for actuaries II. Tree-based methods and extensions. Cham: Springer (2020; Zbl 1451.62003) Full Text: DOI
Golyandina, Nina; Zhigljavsky, Anatoly Singular spectrum analysis for time series. 2nd updated edition. (English) Zbl 1453.62007 SpringerBriefs in Statistics. Berlin: Springer (ISBN 978-3-662-62435-7/pbk; 978-3-662-62436-4/ebook). ix, 146 p. (2020). MSC: 62-02 62M10 62M15 60G25 PDF BibTeX XML Cite \textit{N. Golyandina} and \textit{A. Zhigljavsky}, Singular spectrum analysis for time series. 2nd updated edition. Berlin: Springer (2020; Zbl 1453.62007) Full Text: DOI
Dempster, Angus; Petitjean, François; Webb, Geoffrey I. ROCKET: exceptionally fast and accurate time series classification using random convolutional kernels. (English) Zbl 07276820 Data Min. Knowl. Discov. 34, No. 5, 1454-1495 (2020). MSC: 62M10 62M45 62H30 62R07 60G60 62-08 68T05 PDF BibTeX XML Cite \textit{A. Dempster} et al., Data Min. Knowl. Discov. 34, No. 5, 1454--1495 (2020; Zbl 07276820) Full Text: DOI
Stauskas, Ovidijus On the limit theory of mixed to unity VARs: panel setting with weakly dependent errors. (English) Zbl 07276163 J. Time Ser. Anal. 41, No. 6, 892-898 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62M10 62J05 62D20 91B84 60F05 PDF BibTeX XML Cite \textit{O. Stauskas}, J. Time Ser. Anal. 41, No. 6, 892--898 (2020; Zbl 07276163) Full Text: DOI
Rubín, Tomáš; Panaretos, Victor M. Functional lagged regression with sparse noisy observations. (English) Zbl 07276161 J. Time Ser. Anal. 41, No. 6, 858-882 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62R10 62G08 62H25 62M10 62M15 60G10 62P35 86A32 PDF BibTeX XML Cite \textit{T. Rubín} and \textit{V. M. Panaretos}, J. Time Ser. Anal. 41, No. 6, 858--882 (2020; Zbl 07276161) Full Text: DOI
Taniguchi, Masanobu; Kato, Shogo; Ogata, Hiroaki; Pewsey, Arthur Models for circular data from time series spectra. (English) Zbl 07276159 J. Time Ser. Anal. 41, No. 6, 808-829 (2020). MSC: 37M10 62H11 PDF BibTeX XML Cite \textit{M. Taniguchi} et al., J. Time Ser. Anal. 41, No. 6, 808--829 (2020; Zbl 07276159) Full Text: DOI
Zhao, Wenjie; Prado, Raquel Efficient Bayesian PARCOR approaches for dynamic modeling of multivariate time series. (English) Zbl 07276157 J. Time Ser. Anal. 41, No. 6, 759-784 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62M10 62M15 62H12 62P10 62P12 PDF BibTeX XML Cite \textit{W. Zhao} and \textit{R. Prado}, J. Time Ser. Anal. 41, No. 6, 759--784 (2020; Zbl 07276157) Full Text: DOI
Rice, Gregory; Wirjanto, Tony; Zhao, Yuqian Tests for conditional heteroscedasticity of functional data. (English) Zbl 07276156 J. Time Ser. Anal. 41, No. 6, 733-758 (2020). Reviewer: Frank Werner (Würzburg) MSC: 62R10 62G10 62M10 62P20 91B84 PDF BibTeX XML Cite \textit{G. Rice} et al., J. Time Ser. Anal. 41, No. 6, 733--758 (2020; Zbl 07276156) Full Text: DOI
Xia, Qiang; Zhang, Zhiqiang; Li, Wai Keung A portmanteau test for smooth transition autoregressive models. (English) Zbl 1453.62524 J. Time Ser. Anal. 41, No. 5, 722-730 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H15 62F03 62F05 62M02 62M10 PDF BibTeX XML Cite \textit{Q. Xia} et al., J. Time Ser. Anal. 41, No. 5, 722--730 (2020; Zbl 1453.62524) Full Text: DOI
Aktekin, Tevfik; Polson, Nicholas G.; Soyer, Refik A family of multivariate non-Gaussian time series models. (English) Zbl 1453.62625 J. Time Ser. Anal. 41, No. 5, 691-721 (2020). MSC: 62M10 62M20 62H20 62P05 91B84 PDF BibTeX XML Cite \textit{T. Aktekin} et al., J. Time Ser. Anal. 41, No. 5, 691--721 (2020; Zbl 1453.62625) Full Text: DOI
Kejriwal, Mohitosh; Yu, Xuewen; Perron, Pierre Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (English) Zbl 1452.91238 J. Time Ser. Anal. 41, No. 5, 676-690 (2020). MSC: 91B84 62F40 PDF BibTeX XML Cite \textit{M. Kejriwal} et al., J. Time Ser. Anal. 41, No. 5, 676--690 (2020; Zbl 1452.91238) Full Text: DOI
Efromovich, Sam Missing not at random and the nonparametric estimation of the spectral density. (English) Zbl 07276152 J. Time Ser. Anal. 41, No. 5, 652-675 (2020). Reviewer: Frank Werner (Würzburg) MSC: 62G07 62M30 62M15 62M10 62D10 62P10 PDF BibTeX XML Cite \textit{S. Efromovich}, J. Time Ser. Anal. 41, No. 5, 652--675 (2020; Zbl 07276152) Full Text: DOI
Robbins, Michael W. A fully flexible changepoint test for regression models with stationary errors. (English) Zbl 1453.62472 Stat. Sin. 30, No. 3, 1657-1683 (2020). MSC: 62G10 62G08 62M10 62P12 86A08 PDF BibTeX XML Cite \textit{M. W. Robbins}, Stat. Sin. 30, No. 3, 1657--1683 (2020; Zbl 1453.62472) Full Text: DOI
Li, Xiang; Li, Quefeng; Zeng, Donglin; Marder, Karen; Paulsen, Jane; Wang, Yuanjia Time-varying hazards model for incorporating irregularly measured high-dimensional biomarkers. (English) Zbl 1453.62731 Stat. Sin. 30, No. 3, 1605-1632 (2020). MSC: 62P10 62M10 PDF BibTeX XML Cite \textit{X. Li} et al., Stat. Sin. 30, No. 3, 1605--1632 (2020; Zbl 1453.62731) Full Text: DOI
Gao, Xu; Shen, Weining; Shahbaba, Babak; Fortin, Norbert J.; Ombao, Hernando Evolutionary state-space model and its application to time-frequency analysis of local field potentials. (English) Zbl 1453.62724 Stat. Sin. 30, No. 3, 1561-1582 (2020). MSC: 62P10 62M15 62M10 PDF BibTeX XML Cite \textit{X. Gao} et al., Stat. Sin. 30, No. 3, 1561--1582 (2020; Zbl 1453.62724) Full Text: DOI
Tu, Yundong; Yao, Qiwei; Zhang, Rongmao Error-correction factor models for high-dimensional cointegrated time series. (English) Zbl 07274753 Stat. Sin. 30, No. 3, 1463-1484 (2020). Reviewer: Glauber Márcio Silveira Pereira (Ceará) MSC: 62M10 60G18 46N30 62P20 PDF BibTeX XML Cite \textit{Y. Tu} et al., Stat. Sin. 30, No. 3, 1463--1484 (2020; Zbl 07274753) Full Text: DOI
Karmakar, Sayar; Wu, Wei Biao Optimal Gaussian approximation for multiple time series. (English) Zbl 07274750 Stat. Sin. 30, No. 3, 1399-1417 (2020). Reviewer: Kurt Marti (München) MSC: 62R10 60F17 62M10 PDF BibTeX XML Cite \textit{S. Karmakar} and \textit{W. B. Wu}, Stat. Sin. 30, No. 3, 1399--1417 (2020; Zbl 07274750) Full Text: DOI
Luo, Gaofei; Mukherjee, Sayan In search of chaos and complexity of a cognitive language-learning system. (English) Zbl 1451.91161 Complexity 2020, Article ID 7169597, 10 p. (2020). MSC: 91E40 37D45 37M10 PDF BibTeX XML Cite \textit{G. Luo} and \textit{S. Mukherjee}, Complexity 2020, Article ID 7169597, 10 p. (2020; Zbl 1451.91161) Full Text: DOI
Davis, Richard A.; Nielsen, Mikkel S. Modeling of time series using random forests: theoretical developments. (English) Zbl 07270273 Electron. J. Stat. 14, No. 2, 3644-3671 (2020). Reviewer: Andriy Olenko (Melbourne) MSC: 62G05 62G08 62M05 62M10 62H30 60G10 60J05 PDF BibTeX XML Cite \textit{R. A. Davis} and \textit{M. S. Nielsen}, Electron. J. Stat. 14, No. 2, 3644--3671 (2020; Zbl 07270273) Full Text: DOI Euclid
Ayad, Somia; Laksaci, Ali; Rahmani, Saâdia; Rouane, Rachida On the local linear modelization of the conditional density for functional and ergodic data. (English) Zbl 1452.62262 Metron 78, No. 2, 237-254 (2020). MSC: 62G07 62G05 62G08 62G20 62G35 62H12 62M10 62R10 62P12 PDF BibTeX XML Cite \textit{S. Ayad} et al., Metron 78, No. 2, 237--254 (2020; Zbl 1452.62262) Full Text: DOI
Lowther, Aaron P.; Fearnhead, Paul; Nunes, Matthew A.; Jensen, Kjeld Semi-automated simultaneous predictor selection for regression-SARIMA models. (English) Zbl 1452.62502 Stat. Comput. 30, No. 6, 1759-1778 (2020). MSC: 62J05 62H12 62M10 PDF BibTeX XML Cite \textit{A. P. Lowther} et al., Stat. Comput. 30, No. 6, 1759--1778 (2020; Zbl 1452.62502) Full Text: DOI
Sanna Passino, Francesco; Heard, Nicholas A. Classification of periodic arrivals in event time data for filtering computer network traffic. (English) Zbl 1452.62465 Stat. Comput. 30, No. 5, 1241-1254 (2020). MSC: 62H30 62M10 62M20 62P30 PDF BibTeX XML Cite \textit{F. Sanna Passino} and \textit{N. A. Heard}, Stat. Comput. 30, No. 5, 1241--1254 (2020; Zbl 1452.62465) Full Text: DOI
Shen, Yifan Measuring macroeconomic uncertainty: a historical perspective. (English) Zbl 1451.91141 Econ. Lett. 196, Article ID 109592, 5 p. (2020). MSC: 91B82 91B84 PDF BibTeX XML Cite \textit{Y. Shen}, Econ. Lett. 196, Article ID 109592, 5 p. (2020; Zbl 1451.91141) Full Text: DOI
Hao, Yijun; Su, Hao; Zhu, Xiaoneng Rare disaster concerns and economic fluctuations. (English) Zbl 1445.91014 Econ. Lett. 195, Article ID 109454, 5 p. (2020). MSC: 91B05 91B84 PDF BibTeX XML Cite \textit{Y. Hao} et al., Econ. Lett. 195, Article ID 109454, 5 p. (2020; Zbl 1445.91014) Full Text: DOI