A simple method of estimation and testing based on \(Q\)-\(Q\) plots. (English) Zbl 07928103
MSC:
62-XX
Found 1,705 Documents (Results 1–100)
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
Efficiently realized approximate models of random functions in stochastic problems of the theory of particle transfer. (Russian. English summary) Zbl 07881463
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).
Iteratively reweighted least squares method for estimating polyserial and polychoric correlation coefficients. (English) Zbl 07862327
MSC:
62-XX
Estimation of structural parameters in balanced Bühlmann credibility model with correlation risk. (English) Zbl 07850719
MSC:
62-XX
Linearized maximum rank correlation estimation when covariates are functional. (English) Zbl 07846375
Edgeworth expansion of the t-statistic of the Whittle MLE for linear regression processes with long-memory disturbances. (English) Zbl 07833900
MSC:
62M10
Exponential bounds and convergence rates of sieve estimators for functional autoregressive processes. (English) Zbl 07812671
Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise. (English) Zbl 07803298
A novel first-order autoregressive moving average model to analyze discrete-time series irregularly observed. (English) Zbl 07910579
Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 91-103 (2023).
Maximum likelihood based multi-innovation stochastic gradient identification algorithms for bilinear stochastic systems with ARMA noise. (English) Zbl 07843557
Softplus beta negative binomial integer-valued GARCH model. (Chinese. English summary) Zbl 07828150
MSC:
62M10
Alternative procedures in dependent counting INAR process with application on COVID-19. (English) Zbl 07792993
Exponential control of the trajectories of iterated function systems with application to semi-strong \(\mathrm{GARCH}(p,q)\) models. (English) Zbl 1533.60118
Bootstrap choice of non-nested autoregressive model with non-normal innovations. (English) Zbl 07739196
Matrix-variate data analysis by two-way factor model with replicated observations. (English) Zbl 07734000
The strong consistency of quasi-maximum likelihood estimators for \(p\)-order random coefficient autoregressive (RCA) models. (English) Zbl 07730312
Random matrix time series. (English) Zbl 1521.15034
Exponential family QMLE-based CUSUM test for integer-valued time series. (English) Zbl 07714133
MSC:
62M10
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables. (English) Zbl 1520.62106
Realized BEKK-CAW models. (English) Zbl 1541.62213
Linearized maximum rank correlation estimation. (English) Zbl 07658481
MSC:
62-XX
Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market. (English) Zbl 1524.62459
Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models. (English) Zbl 1541.62384
Computational methods for a copula-based Markov chain model with a binomial time series. (English) Zbl 07872090
A negative binomial autoregression with a linear conditional variance-to-mean function. (English) Zbl 1528.62042
Unbiased parameters estimation and mis-specification analysis of Wiener process-based degradation model with random effects. (English) Zbl 1505.62465
A comparison of parameter estimation methods for the first-order of random coefficient autoregressive model. (English) Zbl 1496.62147
Autoregressive time series analysis of variance with skew normal innovations. (English) Zbl 1496.62152
A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework. (English) Zbl 1493.62500
Reliability of maximum spanning tree identification in correlation-based market networks. (English) Zbl 07562503
Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures. (English) Zbl 1524.62577
KM-MIC: an improved maximum information coefficient based on K-medoids clustering. (English) Zbl 1493.62408
A method to enhance the noise robustness of correlation velocity measurement using discrete wavelet transform. (English) Zbl 1491.76065
Reviewer: Yankui Sun (Beijing)
Inference and model selection in general causal time series with exogenous covariates. (English) Zbl 1493.62517
Understanding nonsense correlation between (independent) random walks in finite samples. (English) Zbl 1490.60107
Poisson QMLE for change-point detection in general integer-valued time series models. (English) Zbl 1493.62516
Softplus INGARCH model. (English) Zbl 1524.62457
State heterogeneity analysis of financial volatility using high-frequency financial data. (English) Zbl 1492.91351
Correlation measure, linear complexity and maximum order complexity for families of binary sequences. (English) Zbl 1481.94092
MSC:
94A60
The effect of a Durbin-Watson pretest on confidence intervals in regression. (English) Zbl 1541.62223
Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang. (English) Zbl 1527.62064
A flexible spatial autoregressive modelling framework for mixed covariates of multiple data types. (English) Zbl 1497.62255
Weighted rank estimation for nonparametric transformation models with doubly truncated data. (English) Zbl 1485.62035
Network influence analysis. (English) Zbl 1524.62463
Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators. (English) Zbl 1486.62238
The construction of multilayer stock network model. (English) Zbl 07464414
MSC:
82-XX
Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model. (English) Zbl 1478.62256
Pseudo-maximum likelihood estimators in linear regression models with fractional time series. (English) Zbl 1477.62246
Analyzing financial correlation matrix based on the eigenvector-eigenvalue identity. (English) Zbl 07456741
MSC:
82-XX
Estimating variances in time series kriging using convex optimization and empirical BLUPs. (English) Zbl 1477.62243
Daily GARCH model estimation using high frequency data. (Chinese. English summary) Zbl 1488.62183
Non-Gaussian autoregressive-type time series. (English) Zbl 1504.62003
Singapore: Springer (ISBN 978-981-16-8161-5/hbk; 978-981-16-8162-2/ebook). xviii, 225 p. (2021).
Pseudo-noise sequences. (English) Zbl 1489.94080
Huffman, W. Cary (ed.) et al., Concise encyclopedia of coding theory. Boca Raton, FL: CRC Press. 613-644 (2021).
New correlative randomized algorithms for statistical modelling of radiation transfer in stochastic medium. (English) Zbl 1486.65004
Misspecified diffusion models with high-frequency observations and an application to neural networks. (English) Zbl 1476.62191
Analysis of dependent data aggregated into intervals. (English) Zbl 1521.62172
Reviewer: Morteza Pakdaman (Mashhad)
Research on the correlation characteristics of stock market based on nonlinear volatility network. (Chinese. English summary) Zbl 1488.91133
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