Subjects:Statistics + Keywords:62M10
DOI, TITLE, PUBLICATION, YEAR,AUTHORS
"10.1007/s00362-019-01091-1","Pseudo-maximum likelihood estimators in linear regression models with fractional time series","Statistical Papers","2019","Hu, Hongchang; Hu, Weifu; Yu, Xinxin"
"10.1007/s00362-015-0710-2","On linear regression models in infinite dimensional spaces with scalar response","Statistical Papers","2017","Ghiglietti, Andrea; Ieva, Francesca; Paganoni, Anna Maria; Aletti, Giacomo"
"10.3103/S1066530715030011","Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: Asymptotic results","Mathematical Methods of Statistics","2015","Bouzebda, S.; Didi, S.; El Hajj, L."
"10.1080/15598608.2008.10411898","Improved Nonlinear Multivariate Financial Time Series Prediction with Mixed-State Latent Factor Models","Journal of Statistical Theory and Practice","2008","Saidane, Mohamed; Lavergne, Christian"
"10.1007/s00362-007-0115-y","Kernel type smoothed quantile estimation under long memory","Statistical Papers","2008","Wang, Lihong"
"10.1007/s00184-016-0592-x","Asymptotics of self-weighted M-estimators for autoregressive models","Metrika","2017","Wang, Xinghui; Hu, Shuhe"
"10.1007/s00362-007-0096-x","Testing interaction in some predator–prey populations","Statistical Papers","2009","Nkurunziza, Sévérien"
"10.1186/s40488-018-0086-7","Parameters of stochastic models for electroencephalogram data as biomarkers for child’s neurodevelopment after cerebral malaria","Journal of Statistical Distributions and Applications","2018","Veretennikova, Maria A.; Sikorskii, Alla; Boivin, Michael J."
"10.1007/s00180-011-0259-z","Multi–regime models for nonlinear nonstationary time series","Computational Statistics","2012","Battaglia, Francesco; Protopapas, Mattheos K."
"10.1080/15598608.2014.977981","Development of hybrid models for forecasting time-series data using nonlinear SVR enhanced by PSO","Journal of Statistical Theory and Practice","2015","Kumar, T. L. Mohan; Prajneshu"
"10.1007/s00362-015-0734-7","Application of the delta method to functions of the sample mean when observations are dependent","Statistical Papers","2017","Weba, Michael; Dörmann, Nora"
"10.1007/s10260-018-00431-z","Testing for an excessive number of zeros in time series of bounded counts","Statistical Methods & Applications","2018","Kim, Hee-Young; Weiß, Christian H.; Möller, Tobias A."
"10.1007/978-1-4939-6568-7_3","On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators","Advances in Time Series Methods and Applications","2016","Duchesne, Pierre; Hong, Yongmiao"
"10.1007/s00180-009-0168-6","Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models","Computational Statistics","2010","Jach, Agnieszka; Kokoszka, Piotr"
"10.1007/BF02595819","Testing for stationarity in series with a shift in the mean. A fredholm approach","Test","2003","Presno, María José; López, Anna Jusés"
"10.1007/s13571-013-0066-3","On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data","Sankhya B","2014","Beran, Jan; Weiershäuser, Arno; Galizia, C. Giovanni; Rein, Julia; Smith, Brian H.; Strauch, Martin"
"10.1007/s11009-010-9166-y","Local Unit Roots and Global Stationarity of TARMA Models","Methodology and Computing in Applied Probability","2012","Niglio, Marcella; Vitale, Cosimo Damiano"
"10.1080/15598608.2010.10411991","Statistical Inference for Spatial Auto-Linear Processes","Journal of Statistical Theory and Practice","2010","Dimitriou-Fakalou, Chrysoula"
"10.1007/s00180-013-0419-4","Non-monotonic penalizing for the number of structural breaks","Computational Statistics","2013","Reschenhofer, Erhard; Preinerstorfer, David; Steinberger, Lukas"
"10.1007/BF02613694","An outlier test for linear processes","Metrika","1993","Flak, Thomas; Schmid, Wolfgang"
"10.1007/s00362-019-01141-8","Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors","Statistical Papers","2019","Fu, Ke-Ang; Li, Ting; Ni, Chang; He, Wenkai; Wu, Renshui"
"10.1007/BF02863638","Sobre la interpretacion de modelos ARIMA univariantes","Trabajos de Estadistica","1989","Peña, D."
"10.1007/s00362-020-01165-5","Estimating variances in time series kriging using convex optimization and empirical BLUPs","Statistical Papers","2020","Hančová, Martina; Gajdoš, Andrej; Hanč, Jozef; Vozáriková, Gabriela"
"10.1007/BF02595864","An overview of bootstrap methods for estimating and predicting in time series","Test","1999","Cao, Ricardo"
"10.1007/s42519-018-0028-1","Model Diagnostics for Poisson INARMA Processes Using Bivariate Dispersion Indexes","Journal of Statistical Theory and Practice","2019","Weiß, Christian H.; Aleksandrov, Boris"
"10.1007/BF02595741","Asymptotically efficient order selection in nonstationary AR processes","Test","2000","Karagrigoriou, Alex"
"10.1080/15598608.2017.1292484","Seasonal time-series modeling and forecasting of monthly mean temperature for decision making in the Kurdistan Region of Iraq","Journal of Statistical Theory and Practice","2017","Chawsheen, Tara Ahmed; Broom, Mark"
"10.1007/s00362-020-01171-7","Order patterns, their variation and change points in financial time series and Brownian motion","Statistical Papers","2020","Bandt, Christoph"
"10.1007/s11009-016-9498-3","Modified Unit Root Tests with Nuisance Parameter Free Asymptotic Distributions","Methodology and Computing in Applied Probability","2017","Wang, Gaowen"
"10.1007/s00362-015-0667-1","A bivariate INAR(1) model with different thinning parameters","Statistical Papers","2016","Popović, Predrag M."
"10.1007/s11634-014-0166-6","Simplicial band depth for multivariate functional data","Advances in Data Analysis and Classification","2014","López-Pintado, Sara; Sun, Ying; Lin, Juan K.; Genton, Marc G."
"10.1007/BF02595778","Effect of outliers on forecasting temporally aggregated flow variables","Test","2004","Hotta, Luiz K.; Pereira, Pedro L. Valls; Ota, Rissa"
"10.1007/s00362-018-0980-6","Single-index partially functional linear regression model","Statistical Papers","2018","Yu, Ping; Du, Jiang; Zhang, Zhongzhan"
"10.1007/BF02595704","Residual analysis for ARCH(p)-time series","Test","2001","Stute, Winfried"
"10.1007/s00362-014-0643-1","Improved bootstrap prediction intervals for SETAR models","Statistical Papers","2016","Staszewska-Bystrova, Anna; Winker, Peter"
"10.1007/s11749-014-0364-8","Auto-association measures for stationary time series of categorical data","TEST","2014","Biswas, Atanu; Carmen Pardo, Maria; Guha, Apratim"
"10.1007/s00362-017-0919-3","Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis","Statistical Papers","2020","Hai, Tran Hoang"
"10.3103/S1066530717010033","Asymptotic behavior of truncated stochastic approximation procedures","Mathematical Methods of Statistics","2017","Sharia, T.; Zhong, L."
"10.1007/s00362-019-01086-y","Asymptotic normality of the MLE in the level-effect ARCH model","Statistical Papers","2019","Dahl, Christian M.; Iglesias, Emma M."
"10.1007/s10182-014-0242-4","Influence diagnostics in log-linear integer-valued GARCH models","AStA Advances in Statistical Analysis","2015","Zhu, Fukang; Shi, Lei; Liu, Shuangzhe"
"10.1007/s00362-015-0711-1","Forecasting in nonlinear univariate time series using penalized splines","Statistical Papers","2017","Wegener, Michael; Kauermann, Göran"
"10.1007/s41096-018-0047-y","Buys-Ballot Technique for the Analysis of Time Series with a Cubic-Trend Component","Journal of the Indian Society for Probability and Statistics","2018","Okereke, Emmanuel W.; Omekara, Chukwuemeka O.; Ekezie, Charles K."
"10.1007/s10687-019-00367-x","Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds","Extremes","2020","Drees, Holger; Knežević, Miran"
"10.3103/S106653071803002X","Asymptotic Properties of QML Estimation of Multivariate Periodic CCC − GARCH Models","Mathematical Methods of Statistics","2018","Bibi, A."
"10.1007/s11009-017-9577-0","Modeling Zero Inflation in Count Data Time Series with Bounded Support","Methodology and Computing in Applied Probability","2018","Möller, Tobias A.; H. Weiß, Christian; Kim, Hee-Young; Sirchenko, Andrei"
"10.3103/S1066530718040026","Asymptotic Distribution of Least Squares Estimators for Linear Models with Dependent Errors: Regular Designs","Mathematical Methods of Statistics","2018","Caron, E.; Dede, S."
"10.1007/s00362-008-0173-9","Marshall–Olkin q-Weibull distribution and max–min processes","Statistical Papers","2010","Jose, K. K.; Naik, Shanoja R.; Ristić, Miroslav M."
"10.1007/s00362-016-0741-3","A mixed stationary autoregressive model with exponential marginals","Statistical Papers","2017","Popović, Božidar V.; Ristić, Miroslav M.; Balakrishna, Narayana"
"10.1080/15598608.2011.10412023","Seasonal Adjustment of an Aggregate Series using Univariate and Multivariate Basic Structural Models","Journal of Statistical Theory and Practice","2011","Birrell, Carole L.; Steel, David G.; Lin, Yan-Xia"
"10.1007/s11009-011-9270-7","Weak Convergence of Marked Empirical Processes for Focused Inference on AR(p) vs AR(p + 1) Stationary Time Series","Methodology and Computing in Applied Probability","2012","Cabaña, Alejandra; Cabaña, Enrique M.; Scavino, Marco"
"10.1007/s11009-017-9560-9","On Eigenvalues of the Transition Matrix of Some Count-Data Markov Chains","Methodology and Computing in Applied Probability","2017","Weiß, Christian H."
"10.1007/BF02595424","Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test","TEST","2006","Arranz, Miguel A.; Escribano, Alvaro"
"10.1007/s11749-007-0058-6","Partial sums of lagged cross-products of AR residuals and a test for white noise","TEST","2008","Gooijer, Jan G."
"10.3103/S1066530715020040","Baxter’s inequality for triangular arrays","Mathematical Methods of Statistics","2015","Meyer, M.; McMurry, T.; Politis, D."
"10.1007/s11634-013-0160-4","Clustering of financial time series in risky scenarios","Advances in Data Analysis and Classification","2014","Durante, Fabrizio; Pappadà, Roberta; Torelli, Nicola"
"10.1016/j.jkss.2016.12.002","Generalized information criterion for the AR model","Journal of the Korean Statistical Society","2017","Na, Okyoung"
"10.1007/s11749-016-0510-6","Asymptotic normality and parameter change test for bivariate Poisson INGARCH models","TEST","2018","Lee, Youngmi; Lee, Sangyeol; Tjøstheim, Dag"
"10.1007/s11749-014-0359-5","On the empirical characteristic function process of the residuals in GARCH models and applications","TEST","2014","Jiménez Gamero, M. Dolores"
"10.1007/BF02884330","Un algoritmo iterativo para la estimacion de modelos arma con ausencia de observaciones","Trabajos de Estadistica","1988","Cristóbal, A. Cristóbal"
"10.1007/s11749-012-0296-0","Some recent theory for autoregressive count time series","TEST","2012","Tjøstheim, Dag"
"10.1007/s11749-016-0506-2","Goodness-of-fit tests for Log-GARCH and EGARCH models","TEST","2018","Francq, Christian; Wintenberger, Olivier; Zakoïan, Jean-Michel"
"10.1007/978-3-319-55789-2_12","Mixed AR(1) Time Series Models with Marginals Having Approximated Beta Distribution","Advances in Time Series Analysis and Forecasting","2017","Pogány, Tibor K."
"10.1007/s11749-019-00659-1","Nuisance-parameter-free changepoint detection in non-stationary series","TEST","2019","Pešta, Michal; Wendler, Martin"
"10.1007/s11009-011-9209-z","MARM Processes Part I: General Theory","Methodology and Computing in Applied Probability","2013","Melamed, Benjamin; Zhao, Xiang"
"10.1007/s10182-018-00333-1","Order selection for possibly infinite-order non-stationary time series","AStA Advances in Statistical Analysis","2019","Sin, Chor-yiu; Yu, Shu-Hui"
"10.1007/s00362-014-0652-0","A moment closed form estimator for the autoregressive conditional duration model","Statistical Papers","2016","Lu, Wanbo; Ke, Rui; Liang, Jingwen"
"10.1007/s00362-020-01162-8","Estimating change points in nonparametric time series regression models","Statistical Papers","2020","Mohr, Maria; Selk, Leonie"
"10.1007/s42952-019-00010-2","A new thinning-based INAR(1) process for underdispersed or overdispersed counts","Journal of the Korean Statistical Society","2020","Kang, Yao; Wang, Dehui; Yang, Kai; Zhang, Yulin"
"10.1007/s11749-017-0541-7","Spatio-temporal analysis with short- and long-memory dependence: a state-space approach","TEST","2018","Ferreira, Guillermo; Mateu, Jorge; Porcu, Emilio"
"10.1007/BF02595713","Robust estimation in time series","Test","2002","Mentz, Raúl P.; Martínez, Carlos I."
"10.1080/15598608.2018.1470046","A skew integer-valued time-series process with generalized Poisson difference marginal distribution","Journal of Statistical Theory and Practice","2018","Taveira da Cunha, Enai; Vasconcellos, Klaus L. P.; Bourguignon, Marcelo"
"10.1007/978-1-4939-6568-7_2","The Doubly Adaptive LASSO for Vector Autoregressive Models","Advances in Time Series Methods and Applications","2016","Liu, Zi Zhen; Kulperger, Reg; Yu, Hao"
"10.1007/s10687-014-0180-2","A spatio-temporal dynamic regression model for extreme wind speeds","Extremes","2014","Mahmoudian, Behzad; Mohammadzadeh, Mohsen"
"10.1007/s10260-017-0403-1","Adjusted blockwise empirical likelihood for long memory time series models","Statistical Methods & Applications","2018","Jiang, Feifan; Wang, Lihong"
"10.1007/s11009-007-9045-3","Quasi-Monte Carlo for Highly Structured Generalised Response Models","Methodology and Computing in Applied Probability","2007","Kuo, F. Y.; Dunsmuir, W. T. M.; Sloan, I. H.; Wand, M. P.; Womersley, R. S."
"10.1007/s11009-011-9210-6","MARM Processes Part II: The Empirically-Based Subclass","Methodology and Computing in Applied Probability","2013","Melamed, Benjamin; Zhao, Xiang"
"10.1007/s00362-012-0487-5","On robustifying some second order blind source separation methods for nonstationary time series","Statistical Papers","2014","Nordhausen, Klaus"
"10.1007/s11009-015-9472-5","Sample Path Generation of Lévy-Driven Continuous-Time Autoregressive Moving Average Processes","Methodology and Computing in Applied Probability","2017","Kawai, Reiichiro"
"10.1007/s10687-016-0254-4","On the measurement and treatment of extremes in time series","Extremes","2016","McElroy, Tucker"
"10.1007/s00362-015-0705-z","Assessing white noise assumption with semi-parametric additive partial linear models","Statistical Papers","2017","Zhang, Tianyong; Yuan, Demei; Ma, Jiali; Hu, Xuemei"
"10.1007/s11009-019-09762-0","ECM Algorithm for Auto-Regressive Multivariate Skewed Variance Gamma Model with Unbounded Density","Methodology and Computing in Applied Probability","2019","Nitithumbundit, Thanakorn; Chan, Jennifer S. K."
"10.1007/s00362-017-0884-x","Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model","Statistical Papers","2019","Awale, Manik; Balakrishna, N.; Ramanathan, T. V."
"10.1007/s00362-012-0479-5","Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes","Statistical Papers","2014","Kustosz, Christoph P.; Müller, Christine H."
"10.1080/15598608.2010.10412010","Change-Point Problems: Bibliography and Review","Journal of Statistical Theory and Practice","2010","Lee, Tze-San"
"10.1007/s00362-017-0974-9","Lack of fit test for long memory regression models","Statistical Papers","2017","Wang, Lihong"
"10.1007/BF02595701","Asymptotic properties in partial linear models under dependence","Test","2001","Aneiros, Germán; Quintela, Alejandro"
"10.1007/s11009-013-9320-4","Testing Serial Independence via Density-Based Measures of Divergence","Methodology and Computing in Applied Probability","2014","Bagnato, Luca; De Capitani, Lucio; Punzo, Antonio"
"10.1007/s10687-010-0103-9","Veraverbeke’s theorem at large: on the maximum of some processes with negative drift and heavy tail innovations","Extremes","2011","Barbe, Ph.; McCormick, W. P."
"10.1007/s11634-013-0154-2","A comparison of some criteria for states selection in the latent Markov model for longitudinal data","Advances in Data Analysis and Classification","2014","Bacci, S.; Pandolfi, S.; Pennoni, F."
"10.1007/s11749-016-0513-3","Dating multiple change points in the correlation matrix","TEST","2017","Galeano, Pedro; Wied, Dominik"
"10.1080/15598608.2016.1185387","Statistical process control for autocorrelated data on grid","Journal of Statistical Theory and Practice","2016","Chaturvedi, Anoop; Dubey, Ashutosh Kumar; Gulati, Chandra"
"10.3103/S1066530718020035","A Test of Correlation in the Random Coefficients of an Autoregressive Process","Mathematical Methods of Statistics","2018","Proïa, F.; Soltane, M."
"10.1007/s11634-011-0098-3","A tail dependence-based dissimilarity measure for financial time series clustering","Advances in Data Analysis and Classification","2011","De Luca, Giovanni; Zuccolotto, Paola"
"10.1007/s11634-017-0294-x","Signal classification with a point process distance on the space of persistence diagrams","Advances in Data Analysis and Classification","2018","Marchese, Andrew; Maroulas, Vasileios"
"10.3103/S1066530712010036","On asymptotic properties of the plug-in cepstrum estimator for Gaussian time series","Mathematical Methods of Statistics","2012","Kharin, Yu. S.; Voloshko, V. A."
"10.1007/s11749-014-0368-4","Extensions of some classical methods in change point analysis","TEST","2014","Horváth, Lajos; Rice, Gregory"
"10.1080/15598608.2008.10411888","Some Developments in Semiparametric Statistics","Journal of Statistical Theory and Practice","2008","Schick, Anton; Wefelmeyer, Wolfgang"
"10.1080/15598608.2017.1305922","Nonparametric dynamic state space modeling of observed circular time series with circular latent states: A Bayesian perspective","Journal of Statistical Theory and Practice","2017","Mazumder, Satyaki; Bhattacharya, Sourabh"
"10.1007/s11749-013-0348-0","Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression","TEST","2014","Arevalillo, Jorge M."
"10.1007/s11749-008-0112-z","Beta autoregressive moving average models","TEST","2008","Rocha, Andréa V.; Cribari-Neto, Francisco"
"10.1016/j.jkss.2010.09.004","Asymptotic behaviour of the LS estimator in a nonlinear model with long memory","Journal of the Korean Statistical Society","2011","Ciuperca, Gabriela"
"10.1007/s00362-015-0722-y","Cumulative sum estimator for change-point in panel data","Statistical Papers","2017","Chen, Zhuoheng; Hu, Yijun"
"10.1007/s10260-019-00499-1","Nearest neighbors estimation for long memory functional data","Statistical Methods & Applications","2019","Wang, Lihong"
"10.1007/BF02595729","On inference for threshold autoregressive models","Test","2002","Stramer, Osnat; Lin, Yu-Jau"
"10.1080/15598608.2010.10411985","Maximum Likelihood Estimation and Unit Root Test for First Order Random Coefficient AutoRegressive Models","Journal of Statistical Theory and Practice","2010","Wang, Dazhe; Ghosh, Sujit K.; Pantula, Sastry G."
"10.1007/s00362-005-0282-7","Introducing model uncertainty by moving blocks bootstrap","Statistical Papers","2006","Alonso, Andrés M.; Peña, Daniel; Romo, Juan"
"10.1007/s11749-019-00655-5","Oracally efficient estimation for dense functional data with holiday effects","TEST","2020","Cai, Li; Li, Lisha; Huang, Simin; Ma, Liang; Yang, Lijian"
"10.1007/s10260-007-0056-6","Recent advances to model anisotropic space–time data","Statistical Methods and Applications","2008","Mateu, J.; Porcu, E.; Gregori, P."
"10.1007/s00362-014-0605-7","Clustering of time series via non-parametric tail dependence estimation","Statistical Papers","2015","Durante, Fabrizio; Pappadà, Roberta; Torelli, Nicola"
"10.1016/j.jkss.2008.02.003","Large bandwidth asymptotics for Nadaraya—Watson auto-regression estimator","Journal of the Korean Statistical Society","2008","Kim, Tae Yoon; Moon, Myung Sang; Lee, Sangyeol"
"10.1080/15598608.2009.10411959","Filtered Log-periodogram Regression of Long Memory Processes","Journal of Statistical Theory and Practice","2009","Feng, Yuanhua; Beran, Jan"
"10.1007/s11009-017-9588-x","Interventions in GARCE Branching Processes with Application to Ebola Virus Data","Methodology and Computing in Applied Probability","2018","Hueter, Irene"
"10.1007/s00362-016-0744-0","Wild bootstrap tests for autocorrelation in vector autoregressive models","Statistical Papers","2017","Ahlgren, Niklas; Catani, Paul"
"10.1007/s11749-017-0573-z","The max-INAR(1) model for count processes","TEST","2018","Scotto, Manuel G.; Weiß, Christian H.; Möller, Tobias A.; Gouveia, Sónia"
"10.1007/s11009-011-9230-2","Autocopulas: Investigating the Interdependence Structure of Stationary Time Series","Methodology and Computing in Applied Probability","2012","Rakonczai, Pál; Márkus, László; Zempléni, András"
"10.1016/j.jkss.2017.09.001","Mildly explosive autoregression with mixing innovations","Journal of the Korean Statistical Society","2018","Oh, Haejune; Lee, Sangyeol; Chan, Ngai Hang"
"10.1007/s00362-016-0830-3","A generalized least squares estimation method for the autoregressive conditional duration model","Statistical Papers","2019","Lu, Wanbo; Ke, Rui"
"10.1007/s11009-018-9642-3","An Algorithm for Prior Elicitation in Dynamic Bayesian Models for Proportions with the Logit Link Function","Methodology and Computing in Applied Probability","2019","Santos, James D.; Costa, José M. J."
"10.1007/s11749-008-0123-9","Effect of aggregation on estimators in AR(1) sequence","TEST","2008","Horváth, Lajos; Leipus, Remigijus"
"10.1080/15598608.2008.10411878","Introduction to Semiparametric Methods","Journal of Statistical Theory and Practice","2008","Kedem, Benjamin; Lu, Guanhua"
"10.1007/BF02603000","Bayesian prediction in threshold autoregressive models with exponential white noise","Test","2004","Pereira, Isabel M. S.; Antonia Amaral-Turkman, M."
"10.1016/j.jkss.2017.11.001","On change point test for ARMA-GARCH models: Bootstrap approach","Journal of the Korean Statistical Society","2018","Oh, Haejune; Lee, Sangyeol"
"10.1007/s00184-018-0674-z","Goodness-of-fit testing of a count time series’ marginal distribution","Metrika","2018","Weiß, Christian H."
"10.1007/s10260-019-00472-y","A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process","Statistical Methods & Applications","2020","Cavicchioli, Maddalena"
"10.1007/s10687-009-0084-8","High-level dependence in time series models","Extremes","2010","Fasen, Vicky; Klüppelberg, Claudia; Schlather, Martin"
"10.1007/s10687-019-00368-w","Dynamic tail inference with log-Laplace volatility","Extremes","2020","Chavez, Gordon V."
"10.1007/s00184-015-0574-4","On multi-step MLE-process for Markov sequences","Metrika","2016","Kutoyants, Yu. A.; Motrunich, A."
"10.1007/s00362-015-0712-0","Testing epidemic change in nearly nonstationary process with statistics based on residuals","Statistical Papers","2017","Markevičiūtė, Jurgita; Račkauskas, Alfredas; Suquet, Charles"
"10.1007/s00362-014-0630-6","Estimation and inference in multivariate Markov chains","Statistical Papers","2015","Nicolau, João; Riedlinger, Flavio Ivo"
"10.1007/s11749-019-00653-7","Parameter estimation and diagnostic tests for INMA(1) processes","TEST","2020","Aleksandrov, Boris; Weiß, Christian H."
"10.1007/s00184-013-0474-4","Hermite ranks and $$U$$ U -statistics","Metrika","2014","Lévy-Leduc, C.; Taqqu, M. S."
"10.1007/s11749-012-0311-5","Optimal designs for some stochastic processes whose covariance is a function of the mean","TEST","2013","Amo-Salas, Mariano; López-Fidalgo, Jesús; Porcu, Emilio"
"10.1007/s00362-016-0839-7","Estimation methods for the LRD parameter under a change in the mean","Statistical Papers","2019","Rooch, Aeneas; Zelo, Ieva; Fried, Roland"
"10.1007/s00362-011-0408-z","The ARL of modified Shewhart control charts for conditionally heteroskedastic models","Statistical Papers","2013","Gonçalves, Esmeralda; Leite, Joana; Mendes-Lopes, Nazaré"
"10.1007/s00362-009-0223-y","Truncating estimation for the change in stochastic trend with heavy-tailed innovations","Statistical Papers","2011","Qin, Ruibing; Tian, Zheng; Jin, Hao"
"10.1007/s41096-018-0045-0","Hurwicz Estimator for Autoregressive Model with Generalized Error Distributed Innovations","Journal of the Indian Society for Probability and Statistics","2018","Sri Ranganath, C. G."
"10.1080/15598608.2013.813415","Extreme Value Autoregressive Model and its Applications","Journal of Statistical Theory and Practice","2014","Balakrishna, N.; Shiji, K."
"10.1007/s11749-011-0265-z","Monitoring changes in the error distribution of autoregressive models based on Fourier methods","TEST","2012","Hlávka, Zdeněk; Hušková, Marie; Kirch, Claudia; Meintanis, Simos G."
"10.1016/j.jkss.2010.03.006","Monitoring parameter changes for random coefficient autoregressive models","Journal of the Korean Statistical Society","2010","Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol"
"10.1007/s11634-011-0100-0","Panel data analysis: a survey on model-based clustering of time series","Advances in Data Analysis and Classification","2011","Frühwirth-Schnatter, Sylvia"
"10.1007/s11634-011-0095-6","Model-based clustering of time series in group-specific functional subspaces","Advances in Data Analysis and Classification","2011","Bouveyron, Charles; Jacques, Julien"
"10.1007/s11749-017-0536-4","An INAR(1) process for modeling count time series with equidispersion, underdispersion and overdispersion","TEST","2017","Bourguignon, Marcelo; Weiß, Christian H."
"10.1007/s11749-006-0005-y","Bootstrap tests for nonparametric comparison of regression curves with dependent errors","TEST","2007","Vilar-Fernández, J. M.; Vilar-Fernández, J. A.; González-Manteiga, W."
"10.1007/BF02565111","The Kriged Kalman filter","Test","1998","Mardia, Kanti V.; Goodall, Colin; Redfern, Edwin J.; Alonso, Francisco J."
"10.1007/s11749-012-0306-2","Functional projection pursuit regression","TEST","2013","Ferraty, F.; Goia, A.; Salinelli, E.; Vieu, P."
"10.1007/s11634-020-00384-w","A robust spatial autoregressive scalar-on-function regression with t-distribution","Advances in Data Analysis and Classification","2020","Huang, Tingting; Saporta, Gilbert; Wang, Huiwen; Wang, Shanshan"
"10.1007/s11222-016-9712-8","Bootstrap methods for stationary functional time series","Statistics and Computing","2018","Shang, Han Lin"
"10.1007/BF02863592","Una clase de estimadores para los parametros de un proceso AR(1), obtenidos a partir de estimaciones no parametricas previas","Trabajos de Estadistica","1987","Manteiga, W. González; Fernández, J. M. Vilar"
"10.1007/s00362-015-0677-z","A geometric bivariate time series with different marginal parameters","Statistical Papers","2016","Popović, Predrag M.; Ristić, Miroslav M.; Nastić, Aleksandar S."
"10.1007/s11749-009-0156-8","Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors","TEST","2010","Raïssi, Hamdi"
"10.1007/s00362-018-1056-3","Bayesian inference of smooth transition autoregressive (STAR)(k)–GARCH(l, m) models","Statistical Papers","2018","Livingston, Glen, Jr; Nur, Darfiana"
"10.1080/15598608.2012.719816","A Parametric Study for the First-Order Signed Integer-Valued Autoregressive Process","Journal of Statistical Theory and Practice","2012","Chesneau, Christophe; Kachour, Maher"
"10.1007/s11749-011-0264-0","Interval estimation of the tail index of a GARCH(1,1) model","TEST","2012","Chan, Ngai Hang; Peng, Liang; Zhang, Rongmao"
"10.1007/s11634-018-0314-5","Clustering space-time series: FSTAR as a flexible STAR approach","Advances in Data Analysis and Classification","2019","Otranto, Edoardo; Mucciardi, Massimo"
"10.1007/s11634-019-00382-7","Interval forecasts based on regression trees for streaming data","Advances in Data Analysis and Classification","2019","Zhao, Xin; Barber, Stuart; Taylor, Charles C.; Milan, Zoka"
"10.1016/j.jkss.2014.06.004","Empirical likelihood for linear and log-linear INGARCH models","Journal of the Korean Statistical Society","2015","Zhu, Fukang; Wang, Dehui"
"10.1016/j.jkss.2008.09.003","Extended complex error correction models for seasonal cointegration","Journal of the Korean Statistical Society","2009","Seong, Byeongchan"
"10.1007/BF02595413","On the asymptotic distribution of residual autocovariances in VARX models with applications","TEST","2005","Duchesne, Pierre"
"10.1007/s11634-019-00365-8","A fragmented-periodogram approach for clustering big data time series","Advances in Data Analysis and Classification","2020","Caiado, Jorge; Crato, Nuno; Poncela, Pilar"
"10.1007/s11009-011-9258-3","Effect of Data Transformations on Predictive Risk Indicators","Methodology and Computing in Applied Probability","2012","Alonso, Francisco Javier; Bueso, María del Carmen; Angulo, José Miguel"
"10.1007/s00362-011-0399-9","Diagnostic checks for integer-valued autoregressive models using expected residuals","Statistical Papers","2012","Park, Yousung; Kim, Hee-Young"
"10.1007/s00184-017-0617-0","Testing the compounding structure of the CP-INARCH model","Metrika","2017","Weiß, Christian H.; Gonçalves, Esmeralda; Lopes, Nazaré Mendes"
"10.1016/j.jkss.2012.04.003","On the Bahadur representation of sample quantiles and order statistics for NA sequences","Journal of the Korean Statistical Society","2013","Xu, ShouFang; Ge, Li; Miao, Yu"
"10.1007/s11634-015-0208-8","Clustering of time series using quantile autocovariances","Advances in Data Analysis and Classification","2016","Lafuente-Rego, Borja; Vilar, José A."
"10.1007/s10687-007-0051-1","Some aspects of extreme value statistics under serial dependence","Extremes","2008","Drees, Holger"
"10.1080/15598608.2015.1100562","Bayesian nonparametric dynamic state space modeling with circular latent states","Journal of Statistical Theory and Practice","2016","Mazumder, Satyaki; Bhattacharya, Sourabh"
"10.1007/s11749-017-0552-4","A new bivariate integer-valued GARCH model allowing for negative cross-correlation","TEST","2018","Cui, Yan; Zhu, Fukang"
"10.1080/15598608.2008.10411879","On Exponentially Weighted Recursive Least Squares for Estimating Time-Varying Parameters and its Application to Computer Workload Forecasting","Journal of Statistical Theory and Practice","2008","Li, Ta-Hsin"
"10.1007/s11009-008-9105-3","Robust Wavelet-Domain Estimation of the Fractional Difference Parameter in Heavy-Tailed Time Series: An Empirical Study","Methodology and Computing in Applied Probability","2010","Jach, Agnieszka; Kokoszka, Piotr"
"10.3103/S1066530711020062","L 1-estimation for the location parameters in stochastic volatility models","Mathematical Methods of Statistics","2011","Wang, L."
"10.1007/s11009-016-9487-6","A Copula-Based Method to Build Diffusion Models with Prescribed Marginal and Serial Dependence","Methodology and Computing in Applied Probability","2016","Bibbona, Enrico; Sacerdote, Laura; Torre, Emiliano"
"10.1007/s00362-015-0704-0","Modeling time series of counts with a new class of INAR(1) model","Statistical Papers","2017","Khoo, Wooi Chen; Ong, Seng Huat; Biswas, Atanu"
"10.1007/s00362-018-0992-2","Markov switching asymmetric GARCH model: stability and forecasting","Statistical Papers","2018","Alemohammad, N.; Rezakhah, S.; Alizadeh, S. H."
"10.1080/15598608.2008.10411862","Efficient Estimation in Smooth Threshold Autoregressive(1) Models","Journal of Statistical Theory and Practice","2008","Nur, D.; Nair, G. M.; Yatawara, N. D."
"10.1007/BF02873522","Una familia de distribuciones conjugadas para un proceso ARE (1)","Trabajos de Estadistica","1991","Caro, E.; Domínguez, J. I.; Girón, F. J."
"10.1007/s42952-019-00032-w","Explosive AR(1) process with independent but not identically distributed errors","Journal of the Korean Statistical Society","2020","Kim, Tae Yoon; Hwang, Sun Young; Oh, Haejune"
"10.1007/s11634-011-0096-5","Model-based clustering and segmentation of time series with changes in regime","Advances in Data Analysis and Classification","2011","Samé, Allou; Chamroukhi, Faicel; Govaert, Gérard; Aknin, Patrice"