Yahia, Rakia Ahmed; Benchaabane, Abbes; Zeghdoudi, Halim Existence results for second-order neutral stochastic equations driven by Rosenblatt process. (English) Zbl 1513.93012 Methods Funct. Anal. Topol. 27, No. 4, 384-400 (2021). MSC: 93B05 93E03 93C27 93C23 34K50 60G12 PDFBibTeX XMLCite \textit{R. A. Yahia} et al., Methods Funct. Anal. Topol. 27, No. 4, 384--400 (2021; Zbl 1513.93012) Full Text: DOI
Araya, Héctor; Garzón, Johanna; Roa, Tania Non symmetric Rosenblatt process over a compact. (English) Zbl 07532212 Commun. Stat., Theory Methods 50, No. 23, 5517-5529 (2021). MSC: 60G18 60G12 62M86 62-XX PDFBibTeX XMLCite \textit{H. Araya} et al., Commun. Stat., Theory Methods 50, No. 23, 5517--5529 (2021; Zbl 07532212) Full Text: DOI
Khan, Tahir Ullah; Khan, Muhammad Adil New generalized mean square stochastic fractional operators with applications. (English) Zbl 1496.60030 Chaos Solitons Fractals 142, Article ID 110452, 13 p. (2021). MSC: 60G12 26A33 26D15 PDFBibTeX XMLCite \textit{T. U. Khan} and \textit{M. A. Khan}, Chaos Solitons Fractals 142, Article ID 110452, 13 p. (2021; Zbl 1496.60030) Full Text: DOI
Gonçalves, E.; Mendes-Lopes, N.; Silva, F. On the estimation for compound Poisson INARCH processes. (English) Zbl 1478.62253 REVSTAT 19, No. 2, 207-236 (2021). MSC: 62M10 60G12 62F10 PDFBibTeX XMLCite \textit{E. Gonçalves} et al., REVSTAT 19, No. 2, 207--236 (2021; Zbl 1478.62253) Full Text: Link
Sakhno, L. M.; Vasylyk, O. I. Investigation of solutions to higher-order dispersive equations with \(\varphi\)-sub-Gaussian initial conditions. (English) Zbl 1488.60079 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 78-84 (2021). MSC: 60G12 35K58 35R60 PDFBibTeX XMLCite \textit{L. M. Sakhno} and \textit{O. I. Vasylyk}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 78--84 (2021; Zbl 1488.60079) Full Text: DOI
Dias, Fabio S.; Peters, Gareth W. Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence. (English) Zbl 1510.91163 Appl. Math. Comput. 411, Article ID 126484, 18 p. (2021). MSC: 91G20 60G12 62-08 62M10 91G60 PDFBibTeX XMLCite \textit{F. S. Dias} and \textit{G. W. Peters}, Appl. Math. Comput. 411, Article ID 126484, 18 p. (2021; Zbl 1510.91163) Full Text: DOI
Azrak, Rajae; Mélard, Guy Asymptotic properties of conditional least-squares estimators for array time series. (English) Zbl 1477.62233 Stat. Inference Stoch. Process. 24, No. 3, 525-547 (2021). MSC: 62M10 62H12 62B10 60K35 60G12 PDFBibTeX XMLCite \textit{R. Azrak} and \textit{G. Mélard}, Stat. Inference Stoch. Process. 24, No. 3, 525--547 (2021; Zbl 1477.62233) Full Text: DOI Link
Soize, C.; Ghanem, R. Probabilistic learning on manifolds constrained by nonlinear partial differential equations for small datasets. (English) Zbl 1506.65175 Comput. Methods Appl. Mech. Eng. 380, Article ID 113777, 38 p. (2021). MSC: 65M75 35R60 60G12 62R30 PDFBibTeX XMLCite \textit{C. Soize} and \textit{R. Ghanem}, Comput. Methods Appl. Mech. Eng. 380, Article ID 113777, 38 p. (2021; Zbl 1506.65175) Full Text: DOI arXiv
Borisova, Galina Commuting non-selfadjoint operators. Open systems, and wave equations. (English) Zbl 1484.47041 C. R. Acad. Bulg. Sci. 74, No. 2, 157-165 (2021). Reviewer: Angela Slavova (Sofia) MSC: 47B28 47B44 47A48 60G12 47F05 PDFBibTeX XMLCite \textit{G. Borisova}, C. R. Acad. Bulg. Sci. 74, No. 2, 157--165 (2021; Zbl 1484.47041) Full Text: DOI
Zhu, Bin; Ferrante, Augusto; Karlsson, Johan; Zorzi, Mattia \(M^2\) spectral estimation: a flexible approach ensuring rational solutions. (English) Zbl 1471.42016 SIAM J. Control Optim. 59, No. 4, 2977-2996 (2021). MSC: 42A70 30E05 47A57 60G12 PDFBibTeX XMLCite \textit{B. Zhu} et al., SIAM J. Control Optim. 59, No. 4, 2977--2996 (2021; Zbl 1471.42016) Full Text: DOI arXiv
Borisova, Galina S. Solitonic combinations, commuting nonselfadjoint operators, and applications. (English) Zbl 07355807 Complex Anal. Oper. Theory 15, No. 3, Paper No. 45, 57 p. (2021). MSC: 47A48 60G12 47F05 PDFBibTeX XMLCite \textit{G. S. Borisova}, Complex Anal. Oper. Theory 15, No. 3, Paper No. 45, 57 p. (2021; Zbl 07355807) Full Text: DOI arXiv
Hong, Shaoxin; Zhang, Zhengyi; Cai, Zongwu Testing heteroskedasticity for predictive regressions with nonstationary regressors. (English) Zbl 1462.62339 Econ. Lett. 201, Article ID 109781, 4 p. (2021). MSC: 62H15 62M20 62J02 60G12 62P05 PDFBibTeX XMLCite \textit{S. Hong} et al., Econ. Lett. 201, Article ID 109781, 4 p. (2021; Zbl 1462.62339) Full Text: DOI Link
Zhang, Danna; Wu, Wei Biao Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes. (English) Zbl 1461.62165 Ann. Stat. 49, No. 1, 233-254 (2021). MSC: 62M10 62M15 60G12 PDFBibTeX XMLCite \textit{D. Zhang} and \textit{W. B. Wu}, Ann. Stat. 49, No. 1, 233--254 (2021; Zbl 1461.62165) Full Text: DOI Euclid
Azmoodeh, Ehsan; Sottinen, Tommi; Tudor, Ciprian A.; Viitasaari, Lauri Integration-by-parts characterizations of Gaussian processes. (English) Zbl 1468.60042 Collect. Math. 72, No. 1, 25-41 (2021). MSC: 60G15 60G12 60H07 PDFBibTeX XMLCite \textit{E. Azmoodeh} et al., Collect. Math. 72, No. 1, 25--41 (2021; Zbl 1468.60042) Full Text: DOI arXiv
Li, Qi; Mukherjee, Amitava; Song, Zhi; Zhang, Jiujun Phase-II monitoring of exponentially distributed process based on type-II censored data for a possible shift in location-scale. (English) Zbl 1460.62202 J. Comput. Appl. Math. 389, Article ID 113315, 18 p. (2021). MSC: 62P30 62N01 60G12 PDFBibTeX XMLCite \textit{Q. Li} et al., J. Comput. Appl. Math. 389, Article ID 113315, 18 p. (2021; Zbl 1460.62202) Full Text: DOI
Rao, M. M. Stochastic processes. Harmonizable theory. (English) Zbl 1468.60002 Series on Multivariate Analysis 12. Hackensack, NJ: World Scientific (ISBN 978-981-12-1365-6/hbk; 978-981-12-1367-0/ebook). xii, 328 p. (2021). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60-02 60Gxx 60G10 60G12 60G70 60G99 62Mxx PDFBibTeX XMLCite \textit{M. M. Rao}, Stochastic processes. Harmonizable theory. Hackensack, NJ: World Scientific (2021; Zbl 1468.60002) Full Text: DOI
Kakihara, Yûichirô Hilbert and Banach space-valued stochastic processes. (English) Zbl 1515.60013 Series on Multivariate Analysis 13. Singapore: World Scientific (ISBN 978-981-12-1174-4/hbk; 978-981-12-1176-8/ebook). xi, 526 p. (2021). MSC: 60-02 43A35 46N30 47N30 60F15 60G12 60G25 60G60 PDFBibTeX XMLCite \textit{Y. Kakihara}, Hilbert and Banach space-valued stochastic processes. Singapore: World Scientific (2021; Zbl 1515.60013) Full Text: DOI
Henderson, Iain; Noble, Pascal; Roustant, Olivier Stochastic Processes Under Linear Differential Constraints : Application to Gaussian Process Regression for the 3 Dimensional Free Space Wave Equation. arXiv:2111.12035 Preprint, arXiv:2111.12035 [math.ST] (2021). MSC: 60G12 60G17 62F15 65M32 35L15 60G15 46E22 BibTeX Cite \textit{I. Henderson} et al., ``Stochastic Processes Under Linear Differential Constraints : Application to Gaussian Process Regression for the 3 Dimensional Free Space Wave Equation'', Preprint, arXiv:2111.12035 [math.ST] (2021) Full Text: arXiv OA License