Statistics and Its Interface

Newest issue

Volume 16 (2023)

Number 1

Contents

Editorial: Special issue on recent developments in complex time series analysis – Part I

Robert T. Krafty, Guodong Li, Anatoly Zhigljavsky, Ming-Hui Chen, and Yuedong Wang

pp. 1-2

On dual-asymmetry linear double AR models

Songhua Tan and Qianqian Zhu

pp. 3-16

Generalized Gaussian time series model for increments of EEG data

Nikolai N. Leonenko, Željka Salinger, Alla Sikorskii, Nenad Šuvak, and Michael Boivin

pp. 17-29

Forecasting industrial production indices with a new singular spectrum analysis forecasting algorithm

Sofia Borodich Suarez, Saeed Heravi, and Andrey Pepelyshev

pp. 31-42

Testing threshold effect in single-index models

Zhaoxing Gao, Zichuan Mi, and Shiqing Ling

pp. 43-56

The elliptical Ornstein–Uhlenbeck process

Adam Sykulski, Sofia Olhede, and Hanna Sykulska-Lawrence

pp. 133-146