• Suche: "STATIONARY processes"

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1

Testing mean stationarity of intraday volatility curves.
Andersen, Torben G. ; Tan, Yingwen ; Todorov, Viktor ; et al.
Quantitative Economics. Jul2025, Vol. 16 Issue 3, p1059-1091. 33p.

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2

Are real interest rates stationary? New evidence from the multivariate ARDL unit root test.
Goh, Soo Khoon ; Sam, Chung Yan ; Goh, Kim-Leng
Applied Economics Letters. Aug2025, Vol. 32 Issue 14, p2010-2014. 5p.

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3

Estimation for time-varying coefficient smoothed quantile regression.
Hu, Lixia ; You, Jinhong ; Huang, Qian ; et al.
Journal of Applied Statistics. Jul2025, Vol. 52 Issue 9, p1825-1846. 22p.

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4

Leadbetter-type conditions for bounding the Hausdorff metric of compactly supported stationary sequences.
Louhichi, Sana
Extremes. Dec2025, Vol. 28 Issue 4, p739-761. 23p.

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5

Sample-continuous stationary independent increment processes in uncertainty theory.
He, Binhao ; Liu, Baoding
Journal of Industrial & Management Optimization. Dec2025, Vol. 21 Issue 12, p1-7. 7p.

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6

A non-linear integer-valued autoregressive model with zero-inflated data series.
Popović, Predrag M. ; Bakouch, Hassan S. ; Ristić, Miroslav M.
Journal of Applied Statistics. May2025, Vol. 52 Issue 6, p1195-1218. 24p.

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7

The Dual Frequency Spectral Density Function of Locally Periodic Stationary Processes With an Application to Testing for Correlation Between Different Frequency Bands of a Time Series.
Bagchi, Pramita ; Bolanos, Noah ; Lee, Jaeseon ; et al.
Journal of Time Series Analysis. Jan2026, Vol. 47 Issue 1, p158-173. 16p.

NONPARAMETRIC estimation STATIONARY processes SPECTRAL energy distribu... ANALYSIS of covariance TIME series analysis
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8

Robust Quickest Change Detection in Multi-Stream Non-Stationary Processes
Hou, Y. ; Bidkhori, H. ; Banerjee, T.
IEEE Transactions on Information Theory IEEE Trans. Inform. Theory Information Theory, IEEE Transactions on. 71(11):8818-8839 Nov, 2025

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9

Re-examining the real interest rate parity hypothesis under temporary gradual breaks and nonlinear convergence.
Hasanov, Mübariz ; Omay, Tolga ; Abioglu, Vasif
Portuguese Economic Journal. Sep2024, Vol. 23 Issue 3, p355-382. 28p.

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10

The effect of correlated errors on the performance of local linear estimation of regression function based on random functional design.
Benhenni, Karim ; Hajj Hassan, Ali ; Su, Yingcai
Statistical Papers. Aug2024, Vol. 65 Issue 6, p3395-3423. 29p.

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11

Spectral density estimation for random processes with stationary increments.
Chen, Wei ; Huang, Chunfeng ; Zhang, Haimeng ; et al.
Applied Stochastic Models in Business & Industry. Jul2024, Vol. 40 Issue 4, p960-978. 19p.

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12

Inflation forecasting with rolling windows: An appraisal.
Hall, Stephen G. ; Tavlas, George S. ; Yongli Wang ; et al.
Journal of Forecasting. Jul2024, Vol. 43 Issue 4, p827-851. 25p.

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13

From Letters to Words and Back: Invertible Coding of Stationary Measures
Debowski, L.
IEEE Transactions on Information Theory IEEE Trans. Inform. Theory Information Theory, IEEE Transactions on. 71(6):4306-4316 Jun, 2025

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14

The Gaussian Central Limit Theorem for a Stationary Time Series With Infinite Variance.
Matsui, Muneya ; Mikosch, Thomas
Journal of Time Series Analysis. Oct2025, p1. 13p.

CENTRAL limit theorem STATIONARY processes DISTRIBUTION (Probabilit... MATHEMATICAL statistics MARGINAL distributions STOCHASTIC processes
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15

Persistence and ball exponents for Gaussian stationary processes.
Feldheim, Naomi D. ; Feldheim, Ohad N. ; Mukherjee, Sumit
Communications on Pure & Applied Mathematics. Oct2025, Vol. 78 Issue 10, p1949-2000. 52p.

GAUSSIAN processes STATIONARY processes SPECTRAL energy distribu... REAL variables
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16

Almost sure diffusion approximation in averaging: Direct proofs with rough paths flavors.
Kifer, Yuri
Stochastics & Dynamics. Sep2025, Vol. 25 Issue 6, p1-32. 32p.

STATIONARY processes STOCHASTIC processes MATRIX functions VECTOR valued functions SETUP time
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17

TURNPIKE AND DISSIPATIVITY IN GENERALIZED DISCRETE-TIME STOCHASTIC LINEAR-QUADRATIC OPTIMAL CONTROL.
SCHIEßL, JONAS ; OU, RUCHUAN ; FAULWASSER, TIMM ; et al.
SIAM Journal on Control & Optimization. 2025, Vol. 63 Issue 2, p1432-1457. 26p.

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18

Asymptotically optimal routing of a many-server parallel queueing system with long-run average criterion.
Cao, Ping ; Zhong, Zhiheng
European Journal of Operational Research. Mar2025, Vol. 321 Issue 2, p462-475. 14p.

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19

Bootstrap Inference for Linear Time-Varying Coefficient Models in Locally Stationary Time Series.
Lin, Yicong ; Song, Mingxuan ; van der Sluis, Bernhard
Journal of Computational & Graphical Statistics. Apr-Jun2025, Vol. 34 Issue 2, p654-667. 14p.

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20

An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process.
Assaf, Eran ; Buckley, Jeremiah ; Feldheim, Naomi
Probability Theory & Related Fields. Dec2023, Vol. 187 Issue 3/4, p999-1036. 38p.

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