Found 25,159 Documents (Results 1–100)
Detection and estimation of structural breaks in high-dimensional functional time series. (English) Zbl 07928794
Hypercontractivity and transport-information inequalities for Gaussian ARMA model. (English) Zbl 07927513
Time parallel time integration. (English) Zbl 07927272
CBMS-NSF Regional Conference Series in Applied Mathematics 99. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (ISBN 978-1-61197-801-8/pbk; 978-1-61197-802-5/ebook). xi, 260 p. (2024).
Modelling and diagnostic tests for Poisson and negative-binomial count time series. (English) Zbl 07926269
Probabilistic models and statistics for electronic financial markets in the digital age. (English) Zbl 07925703
Cramér’s moderate deviations for martingales with applications. (English. French summary) Zbl 07923688
Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence. (English) Zbl 07919208
Series2vec: similarity-based self-supervised representation learning for time series classification. (English) Zbl 07917030
Bake off redux: a review and experimental evaluation of recent time series classification algorithms. (English) Zbl 07917013
A blockwise empirical likelihood method for time series in frequency domain inference. (English) Zbl 07916575
High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation. (English) Zbl 07916570
Large deviations for the Yule-Walker estimator of near critical autoregressive processes. (English) Zbl 07913925
Reviewer: Ivan Podvigin (Novosibirsk)
Transformed-linear models for time series extremes. (English) Zbl 07912363
MSC:
62M10
Large-sample properties of non-stationary source separation for Gaussian signals. (English) Zbl 07905749
A fluctuation test for structural change detection in heterogeneous panel data models. (English) Zbl 07903353
Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling. (English) Zbl 07903271
Markovian analysis of U.S. treasury volatility: asymmetric responses to macroeconomic announcements. (English) Zbl 07902714
Functional relation field: a model-agnostic framework for multivariate time series forecasting. (English) Zbl 07901529
Trends by adaptive Fourier decomposition and application in prediction. (English) Zbl 07900501
Reviewer: Mohammed El Aïdi (Bogotá)
Frisch-Waugh-Lovell theorem-type results for the k-class and 2SGMM estimators. (English) Zbl 07898563
Efficient visibility algorithm for high-frequency time-series: application to fault diagnosis with graph convolutional network. (English) Zbl 07898273
Continuous-parameter time series. (English) Zbl 07896664
De Gruyter Studies in Mathematics 98. Berlin: De Gruyter (ISBN 978-3-11-132499-9/hbk; 978-3-11-132503-3/ebook). xxi, 498 p. (2024).
Empirical likelihood testing for memory parameter in Gaussian and non-Gaussion stationary time series. (Chinese. English summary) Zbl 07895235
Introduction to time series analysis and forecasting. 3rd edition. (English) Zbl 07894943
Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 978-1-394-18669-3/pbk; 978-1-394-18670-9/ebook). 736 p. (2024).
Valid Edgeworth expansion of the bootstrap t-statistic of the Whittle MLE for linear regression models with long-memory residuals. (English) Zbl 07892655
MSC:
62M10
The power of derivatives in portfolio optimization under affine GARCH models. (English) Zbl 07890795
Quasi maximum likelihood estimation of vector multiplicative error model using the ECCC-GARCH representation. (English) Zbl 1542.62117
Structured prior distributions for the covariance matrix in latent factor models. (English) Zbl 1542.62014
Optimization of the generalized covariance estimator in noncausal processes. (English) Zbl 1542.62008
A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method. (English) Zbl 1541.62238
Consistent two-stage estimation in heterogeneous network autoregressive model. (English) Zbl 07888227
Full Bayesian analysis of double seasonal autoregressive models with real applications. (English) Zbl 07887845
Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence. (English) Zbl 1541.62219
Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models. (English) Zbl 1541.62240
On analysis of complex administrative data: neural networks, modelling and prediction. (English) Zbl 07880483
The use of entropy of recurrence microstates and artificial intelligence to detect cardiac arrhythmia in ECG records. (English) Zbl 07879839
A communication-efficient, online changepoint detection method for monitoring distributed sensor networks. (English) Zbl 1541.62024
Cramér’s moderate deviations for the LS estimator of the autoregressive processes in the neighborhood of the unit root. (English) Zbl 1541.62229
Identifying common and idiosyncratic explosive behaviors in the large dimensional factor model with an application to U.S. state-level house prices. (English) Zbl 1541.62367
A mixture integer-valued autoregressive model with a structural break. (English) Zbl 07869474
MSC:
62M10
Using cross-validation methods to select time series models: promises and pitfalls. (English) Zbl 1540.62207
Asymptotic normality of spectral means of Hilbert space valued random processes. (English) Zbl 07869137
Publisher correction to: “Unit-Weibull autoregressive moving average models”. (English) Zbl 07866917
Unit-Weibull autoregressive moving average models. (English) Zbl 1541.62237
Test 33, No. 1, 204-229 (2024); publisher correction ibid. 33, No. 1, 358-359 (2024).
Identification of network interactions from time series data: an iterative approach. (English) Zbl 07864862
DEFM: delay-embedding-based forecast machine for time series forecasting by spatiotemporal information transformation. (English) Zbl 1540.37106
\(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM. (English) Zbl 1539.62273
A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes. (English) Zbl 1539.62277
Asymptotics of M-estimators for moderate deviations from a unit root model with possibly infinite variance. (English) Zbl 07859000
A novel copula-based approach for parametric estimation of univariate time series through its covariance decay. (English) Zbl 1539.62274
A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models. (English) Zbl 1539.62036
One-misrecorded Poisson INAR(1) model via two random operators with application to crime and economics data. (English) Zbl 07856753
MSC:
62M10
Clustering regions with dynamic time warping to model obesity prevalence disparities in the United States. (English) Zbl 07856535
Projection inference for high-dimensional covariance matrices with structured shrinkage targets. (English) Zbl 07855839
Asymptotic distribution of CLS estimators in the nearly unstable and unstable PINAR(1) model. (English) Zbl 07854476
Some reflected autoregressive processes with dependencies. (English) Zbl 1540.60201
Reviewer: Vyacheslav Abramov (Melbourne)
Hilbert space-valued fractionally integrated autoregressive moving average processes with long memory operators. (English) Zbl 07851465
On the adaptive Lasso estimator of AR(\(p\)) time series with applications to INAR(\(p\)) and Hawkes processes. (English) Zbl 1537.62038
Long-term wind power and global warming prediction using MARS, ANN, CART, LR, and RF. (English) Zbl 07846720
Grey system forecasting model with random disturbance term and its optimization. (English) Zbl 07846716
Supervised time series classification for anomaly detection in subsea engineering. (English) Zbl 07845391
Sequential change-point detection in time series models with conditional heteroscedasticity. (English) Zbl 1536.91244
A data-driven test approach to identify COVID-19 surge phases: an alert-warning tool. (English) Zbl 07842739
Learning dynamical systems from data: a simple cross-validation perspective. V: Sparse kernel flows for 132 chaotic dynamical systems. (English) Zbl 07842130
Large-scale unsupervised spatio-temporal semantic analysis of vast regions from satellite images sequences. (English) Zbl 1536.62006
The sparse dynamic factor model: a regularised quasi-maximum likelihood approach. (English) Zbl 1536.62018
Expectile hidden Markov regression models for analyzing cryptocurrency returns. (English) Zbl 1536.62007
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