Образец цитирования:
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Xin Huang, Han Lin Shang, Tak Kuen Siu, “An IID Test for Functional Time Series with Applications to High-Frequency VIX Index Data”, Risks, 13:2 (2025), 25
Oussama Bouanani, Salim Bouzebda, “Limit theorems for local polynomial estimation of regression for functional dependent data”, MATH, 9:9 (2024), 23651
David Lun, Svenja Fischer, Alberto Viglione, Günter Blöschl, “Significance testing of rank cross-correlations between autocorrelated time series with short-range dependence”, Journal of Applied Statistics, 50:14 (2023), 2934
Joanna Kułaga-Przymus, Michał D. Lemańczyk, “Entropy rate of product of independent processes”, Monatsh Math, 200:1 (2023), 131
Leif Döring, Lukas Trottner, “Stability of overshoots of Markov additive processes”, Ann. Appl. Probab., 33:6B (2023)
Azadeh Khaleghi, Gabor Lugosi, “Inferring the Mixing Properties of a Stationary Ergodic Process From a Single Sample-Path”, IEEE Trans. Inform. Theory, 69:6 (2023), 4014
Eran Assaf, Jeremiah Buckley, Naomi Feldheim, “An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process”, Probab. Theory Relat. Fields, 187:3-4 (2023), 999
Mika Meitz, Pentti Saikkonen, “Subgeometric ergodicity and β-mixing”, J. Appl. Probab., 58:3 (2021), 594
Fabio Gobbi, Sabrina Mulinacci, “Mixing and moments properties of a non-stationary copula-based Markov process”, Communications in Statistics - Theory and Methods, 49:18 (2020), 4559
Fen Chen, Bin Zou, Na Chen, “The consistency of least-square regularized regression with negative association sequence”, Int. J. Wavelets Multiresolut Inf. Process., 16:03 (2018), 1850019
Christophe Gallesco, Sandro Gallo, Daniel Y. Takahashi, “Dynamic uniqueness for stochastic chains with unbounded memory”, Stochastic Processes and their Applications, 128:2 (2018), 689
Sojourns and Extremes of Stochastic Processes, 2017, 289
Hanyuan Hang, Yunlong Feng, Ingo Steinwart, Johan A. K. Suykens, “Learning Theory Estimates with Observations from General Stationary Stochastic Processes”, Neural Computation, 28:12 (2016), 2853
Ted Juhl, Zhijie Xiao, “NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY”, Econom. Theory, 29:1 (2013), 90
Vicky Fasen, Handbook of Financial Time Series, 2009, 653
Maxim Raginsky, “Joint Universal Lossy Coding and Identification of Stationary Mixing Sources With General Alphabets”, IEEE Trans. Inform. Theory, 55:5 (2009), 1945
Patrick Ango Nze, Paul Doukhan, “WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS”, Econ. Theory, 20:06 (2004)
J.M.P. Albin, Encyclopedia of Actuarial Science, 2004
Jeffrey T. Terpstra, “GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS”, Communications in Statistics - Theory and Methods, 31:3 (2002), 367
Цитирование в формате AMSBIB
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