Kong, Deru; Shen, Wei; Zhao, Shengli; Wang, WenWu Robust and efficient derivative estimation under correlated errors. (English) Zbl 07858471 J. Korean Stat. Soc. 53, No. 1, 149-168 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Fritz, Marlon; Gries, Thomas; Wiechers, Lukas An early indicator for anomalous stock market performance. (English) Zbl 1536.91314 Quant. Finance 24, No. 1, 105-118 (2024). MSC: 91G15 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Sisheng; Kong, Xiaoli A generalized correlated \(C_p\) criterion for derivative estimation with dependent errors. (English) Zbl 1543.62323 Comput. Stat. Data Anal. 171, Article ID 107473, 23 p. (2022). MSC: 62G08 62G05 62G07 × Cite Format Result Cite Review PDF Full Text: DOI
Beran, Jan; Steffens, Britta; Ghosh, Sucharita Testing for the expected number of exceedances in strongly dependent seasonal time series. (English) Zbl 07463892 J. Nonparametric Stat. 33, No. 3-4, 417-434 (2021). MSC: 62Gxx × Cite Format Result Cite Review PDF Full Text: DOI
Caron, Emmanuel; Dedecker, Jérôme; Michel, Bertrand Gaussian linear model selection in a dependent context. (English) Zbl 1471.62310 Electron. J. Stat. 15, No. 2, 4823-4867 (2021). MSC: 62G07 62G08 62M10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Feng, Yuanhua; Gries, Thomas; Fritz, Marlon Data-driven local polynomial for the trend and its derivatives in economic time series. (English) Zbl 1444.62104 J. Nonparametric Stat. 32, No. 2, 510-533 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62M10 62M15 62G07 62P20 91B84 × Cite Format Result Cite Review PDF Full Text: DOI Link
Beran, Jan; Steffens, Britta; Ghosh, Sucharita On local trigonometric regression under dependence. (English) Zbl 1416.62471 J. Time Ser. Anal. 39, No. 4, 592-617 (2018). MSC: 62M09 62M10 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Gao, Jiti; Robinson, Peter M. Inference on nonstationary time series with moving mean. (English) Zbl 1441.62697 Econom. Theory 32, No. 2, 431-457 (2016). MSC: 62P20 62M10 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Beran, Jan; Liu, Haiyan; Telkmann, Klaus On two sample inference for eigenspaces in functional data analysis with dependent errors. (English) Zbl 1353.62042 J. Stat. Plann. Inference 174, 20-37 (2016). MSC: 62G08 62G07 62H25 62M10 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models. (English) Zbl 1378.62058 Stat. Pap. 56, No. 2, 431-451 (2015). MSC: 62M10 62G32 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Grillenzoni, Carlo Sequential smoothing for turning point detection with application to financial decisions. (English) Zbl 07879452 Appl. Stoch. Models Bus. Ind. 30, No. 2, 132-140 (2014). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Beran, Jan; Liu, Haiyan On estimation of mean and covariance functions in repeated time series with long-memory errors. (English) Zbl 1307.62108 Lith. Math. J. 54, No. 1, 8-34 (2014). MSC: 62G08 62G20 62M09 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Beran, Jan; Weiershäuser, Arno; Galizia, C. Giovanni; Rein, Julia; Smith, Brian H.; Strauch, Martin On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data. (English) Zbl 1305.62318 Sankhyā, Ser. B 76, No. 1, 49-81 (2014). MSC: 62M09 62M10 60G22 62M99 62J02 × Cite Format Result Cite Review PDF Full Text: DOI Link
Zhao, Zhibiao; Zhang, Yiyun; Li, Runze Non-parametric estimation under strong dependence. (English) Zbl 1301.62044 J. Time Ser. Anal. 35, No. 1, 4-15 (2014). MSC: 62G08 62G05 62G20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Feng, Yuanhua An iterative plug-in algorithm for decomposing seasonal time series using the Berlin method. (English) Zbl 1514.62563 J. Appl. Stat. 40, No. 2, 266-281 (2013). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Feng, Yuanhua; Beran, Jan Optimal convergence rates in non-parametric regression with fractional time series errors. (English) Zbl 1274.62280 J. Time Ser. Anal. 34, No. 1, 30-39 (2013). MSC: 62G08 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Grillenzoni, Carlo Evaluation of recursive detection methods for turning points in financial time series. (English) Zbl 1335.91114 Aust. N. Z. J. Stat. 54, No. 3, 325-342 (2012). MSC: 91G70 91B84 62-07 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Jing Modelling time trend via spline confidence band. (English) Zbl 1238.62108 Ann. Inst. Stat. Math. 64, No. 2, 275-301 (2012). MSC: 62M10 62F25 65D07 62P12 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Beran, Jan; Shumeyko, Yevgen On asymptotically optimal wavelet estimation of trend functions under long-range dependence. (English) Zbl 1235.62124 Bernoulli 18, No. 1, 137-176 (2012). MSC: 62M10 62G08 42C40 62G20 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Beran, Jan; Shumeyko, Yevgen Bootstrap testing for discontinuities under long-range dependence. (English) Zbl 1236.62036 J. Multivariate Anal. 105, No. 1, 322-347 (2012). MSC: 62G10 62G08 62M10 62G09 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Beran, Jan; Weiershäuser, Arno On spline regression under Gaussian subordination with long memory. (English) Zbl 1327.62459 J. Multivariate Anal. 102, No. 2, 315-335 (2011). MSC: 62M10 62F12 62J02 62P10 62M09 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kulik, Rafał; Lorek, Paweł Some results on random design regression with long memory errors and predictors. (English) Zbl 1197.62037 J. Stat. Plann. Inference 141, No. 1, 508-523 (2011). MSC: 62G08 62G20 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Li; Yang, Lijian Simultaneous confidence bands for time-series prediction function. (English) Zbl 1203.62092 J. Nonparametric Stat. 22, No. 8, 999-1018 (2010). MSC: 62G15 62G08 62G20 62M20 62M10 65C60 62P12 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Beran, Jan; Feng, Yuanhua; Heiler, Siegfried Modifying the double smoothing bandwidth selector in nonparametric regression. (English) Zbl 1463.62116 Stat. Methodol. 6, No. 5, 447-465 (2009). MSC: 62G08 62G20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kato, Risa; Shiohama, Takayuki Model and variable selection procedures for semiparametric time series regression. (English) Zbl 1201.62101 J. Probab. Stat. 2009, Article ID 487194, 37 p. (2009). MSC: 62M10 62G08 62G20 65C60 62F10 × Cite Format Result Cite Review PDF Full Text: DOI EuDML OA License
Tsai, Henghsiu On continuous-time autoregressive fractionally integrated moving average processes. (English) Zbl 1200.62111 Bernoulli 15, No. 1, 178-194 (2009). MSC: 62M10 60J70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kulik, Rafał; Raimondo, Marc Wavelet regression in random design with heteroscedastic dependent errors. (English) Zbl 1369.62074 Ann. Stat. 37, No. 6A, 3396-3430 (2009). MSC: 62G08 62G07 62G20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Burman, Prabir; Shumway, Robert H. Estimation of trend in state-space models: asymptotic mean square error and rate of convergence. (English) Zbl 1360.62452 Ann. Stat. 37, No. 6B, 3715-3742 (2009). MSC: 62M10 62G07 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kulik, Rafał Nonparametric deconvolution problem for dependent sequences. (English) Zbl 1320.62073 Electron. J. Stat. 2, 722-740 (2008). MSC: 62G05 62G07 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Beran, Jan; Feng, Yuanhua Weighted averages and local polynomial estimation for fractional linear ARCH processes. (English) Zbl 1155.62063 J. Stat. Theory Pract. 1, No. 2, 149-166 (2007). MSC: 62M10 62G08 60F05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Bondon, Pascal; Palma, Wilfredo A class of antipersistent processes. (English) Zbl 1150.62040 J. Time Ser. Anal. 28, No. 2, 261-273 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Feng, Yuanhua On the asymptotic variance in nonparametric regression with fractional time-series errors. (English) Zbl 1128.62048 J. Nonparametric Stat. 19, No. 2, 63-76 (2007). MSC: 62G08 62G20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Feng, Yuanhua Simultaneously modeling conditional heteroskedasticity and scale change. (English) Zbl 1061.62133 Econom. Theory 20, No. 3, 563-596 (2004). MSC: 62M10 62G05 62G20 62P05 62G08 × Cite Format Result Cite Review PDF Full Text: DOI
Sibbertsen, Philipp Long memory versus structural breaks: an overview. (English) Zbl 1055.62098 Stat. Pap. 45, No. 4, 465-515 (2004). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI