Alberti, F.; Baake, E.; Letter, I.; Martínez, S. Solving the migration-recombination equation from a genealogical point of view. (English) Zbl 07331662 J. Math. Biol. 82, No. 5, Paper No. 41, 27 p. (2021). MSC: 60J75 92D15 60C05 05C80 37N25 PDF BibTeX XML Cite \textit{F. Alberti} et al., J. Math. Biol. 82, No. 5, Paper No. 41, 27 p. (2021; Zbl 07331662) Full Text: DOI
Nasari, Masoud M.; Ould-Haye, Mohamedou A consistent estimator for skewness of partial sums of dependent data. (English) Zbl 07325870 Stat. Probab. Lett. 171, Article ID 109021, 12 p. (2021). MSC: 62M10 62M09 62F10 60F05 PDF BibTeX XML Cite \textit{M. M. Nasari} and \textit{M. Ould-Haye}, Stat. Probab. Lett. 171, Article ID 109021, 12 p. (2021; Zbl 07325870) Full Text: DOI
Garcia, Nicolás; Kawan, Christoph; Yüksel, Serdar Ergodicity conditions for controlled stochastic nonlinear systems under information constraints: a volume growth approach. (English) Zbl 07315933 SIAM J. Control Optim. 59, No. 1, 534-560 (2021). MSC: 93E15 93C10 37A35 PDF BibTeX XML Cite \textit{N. Garcia} et al., SIAM J. Control Optim. 59, No. 1, 534--560 (2021; Zbl 07315933) Full Text: DOI
Qiao, Wanli Extremes of locally stationary Gaussian and chi fields on manifolds. (English) Zbl 07312688 Stochastic Processes Appl. 133, 166-192 (2021). MSC: 60G70 60G15 PDF BibTeX XML Cite \textit{W. Qiao}, Stochastic Processes Appl. 133, 166--192 (2021; Zbl 07312688) Full Text: DOI
Mandjes, M.; Ravner, L. Hypothesis testing for a Lévy-driven storage system by Poisson sampling. (English) Zbl 07312684 Stochastic Processes Appl. 133, 41-73 (2021). MSC: 60 PDF BibTeX XML Cite \textit{M. Mandjes} and \textit{L. Ravner}, Stochastic Processes Appl. 133, 41--73 (2021; Zbl 07312684) Full Text: DOI
Barczy, Mátyás; Basrak, Bojan; Kevei, Péter; Pap, Gyula; Planinić, Hrvoje Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration. (English) Zbl 07312674 Stochastic Processes Appl. 132, 33-75 (2021). MSC: 60J80 62F12 60G55 PDF BibTeX XML Cite \textit{M. Barczy} et al., Stochastic Processes Appl. 132, 33--75 (2021; Zbl 07312674) Full Text: DOI
Voutilainen, Marko; Ilmonen, Pauliina; Torres, Soledad; Tudor, Ciprian; Viitasaari, Lauri On the ARCH model with stationary liquidity. (English) Zbl 07308649 Metrika 84, No. 2, 195-224 (2021). MSC: 60G10 62M10 62G05 PDF BibTeX XML Cite \textit{M. Voutilainen} et al., Metrika 84, No. 2, 195--224 (2021; Zbl 07308649) Full Text: DOI
van Delft, Anne; Dette, Holger A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing. (English) Zbl 07282858 Bernoulli 27, No. 1, 469-501 (2021). MSC: 60 62 PDF BibTeX XML Cite \textit{A. van Delft} and \textit{H. Dette}, Bernoulli 27, No. 1, 469--501 (2021; Zbl 07282858) Full Text: DOI Euclid
Barsukow, Wasilij Stationary states of finite volume discretizations of multi-dimensional linear hyperbolic systems. (English) Zbl 07315474 Bressan, Alberto (ed.) et al., Hyperbolic problems: theory, numerics, applications. Proceedings of the 17th international conference, HYP2018, Pennsylvania State University, University Park, PA, USA, June 25–29, 2018. Springfield, MO: American Institute of Mathematical Sciences (AIMS) (ISBN 978-1-60133-023-9). AIMS Series on Applied Mathematics 10, 296-303 (2020). MSC: 65M06 35L40 65M08 39A70 PDF BibTeX XML Cite \textit{W. Barsukow}, AIMS Ser. Appl. Math. 10, 296--303 (2020; Zbl 07315474)
Mehlitz, Patrick On the linear independence constraint qualification in disjunctive programming. (English) Zbl 07313432 Optimization 69, No. 10, 2241-2277 (2020). MSC: 90C30 90C33 PDF BibTeX XML Cite \textit{P. Mehlitz}, Optimization 69, No. 10, 2241--2277 (2020; Zbl 07313432) Full Text: DOI
Mao, Huiyu; Zhu, Fukang; Cui, Yan A generalized mixture integer-valued GARCH model. (English) Zbl 07300196 Stat. Methods Appl. 29, No. 3, 527-552 (2020). MSC: 62M10 62H30 60G10 62P10 PDF BibTeX XML Cite \textit{H. Mao} et al., Stat. Methods Appl. 29, No. 3, 527--552 (2020; Zbl 07300196) Full Text: DOI
Szewczak, Zbigniew S. On the Marcinkiewicz-Zygmund strong laws for arbitrary dependent sequences. (English) Zbl 1453.60080 Stat. Probab. Lett. 167, Article ID 108895, 4 p. (2020). MSC: 60F15 60E15 PDF BibTeX XML Cite \textit{Z. S. Szewczak}, Stat. Probab. Lett. 167, Article ID 108895, 4 p. (2020; Zbl 1453.60080) Full Text: DOI
Feigin, Paul D. Correction to: “Random coefficient autoregressive processes: a Markov chain analysis of stationarity and finiteness of moments”. (English) Zbl 07276164 J. Time Ser. Anal. 41, No. 6, 899-900 (2020). MSC: 00B 62M10 60J05 PDF BibTeX XML Cite \textit{P. D. Feigin}, J. Time Ser. Anal. 41, No. 6, 899--900 (2020; Zbl 07276164) Full Text: DOI
Liu, Junyi; Cui, Ying; Pang, Jong-Shi; Sen, Suvrajeet Two-stage stochastic programming with linearly bi-parameterized quadratic recourse. (English) Zbl 1451.90106 SIAM J. Optim. 30, No. 3, 2530-2558 (2020). MSC: 90C15 90C26 PDF BibTeX XML Cite \textit{J. Liu} et al., SIAM J. Optim. 30, No. 3, 2530--2558 (2020; Zbl 1451.90106) Full Text: DOI
Truquet, Lionel A perturbation analysis of Markov chains models with time-varying parameters. (English) Zbl 1455.60092 Bernoulli 26, No. 4, 2876-2906 (2020). MSC: 60J05 62G05 PDF BibTeX XML Cite \textit{L. Truquet}, Bernoulli 26, No. 4, 2876--2906 (2020; Zbl 1455.60092) Full Text: DOI Euclid
Nouiehed, Maher; Razaviyayn, Meisam A trust region method for finding second-order stationarity in linearly constrained nonconvex optimization. (English) Zbl 1450.90035 SIAM J. Optim. 30, No. 3, 2501-2529 (2020). MSC: 90C26 90C30 PDF BibTeX XML Cite \textit{M. Nouiehed} and \textit{M. Razaviyayn}, SIAM J. Optim. 30, No. 3, 2501--2529 (2020; Zbl 1450.90035) Full Text: DOI
Sun, Yan; Lian, Guanghua; Lu, Zudi; Loveland, Jennifer; Blackhurst, Isaac Modeling the variance of return intervals toward volatility prediction. (English) Zbl 1450.62116 J. Time Ser. Anal. 41, No. 4, 492-519 (2020). MSC: 62M10 62M20 37M10 91B84 62P05 PDF BibTeX XML Cite \textit{Y. Sun} et al., J. Time Ser. Anal. 41, No. 4, 492--519 (2020; Zbl 1450.62116) Full Text: DOI
Markovich, Natalia M.; Rodionov, Igor V. Maxima and sums of non-stationary random length sequences. (English) Zbl 07246201 Extremes 23, No. 3, 451-464 (2020). MSC: 60G70 62G32 PDF BibTeX XML Cite \textit{N. M. Markovich} and \textit{I. V. Rodionov}, Extremes 23, No. 3, 451--464 (2020; Zbl 07246201) Full Text: DOI
Pešta, Michal; Wendler, Martin Nuisance-parameter-free changepoint detection in non-stationary series. (English) Zbl 1447.62021 Test 29, No. 2, 379-408 (2020). MSC: 62F03 62E20 62F05 62M10 60G12 62F12 62P05 62P35 PDF BibTeX XML Cite \textit{M. Pešta} and \textit{M. Wendler}, Test 29, No. 2, 379--408 (2020; Zbl 1447.62021) Full Text: DOI
Cui, Ying; Chang, Tsung-Hui; Hong, Mingyi; Pang, Jong-Shi A study of piecewise linear-quadratic programs. (English) Zbl 07239445 J. Optim. Theory Appl. 186, No. 2, 523-553 (2020). MSC: 90C20 90C26 68Q25 PDF BibTeX XML Cite \textit{Y. Cui} et al., J. Optim. Theory Appl. 186, No. 2, 523--553 (2020; Zbl 07239445) Full Text: DOI
Cato, Susumu Quasi-stationary social welfare functions. (English) Zbl 1447.91054 Theory Decis. 89, No. 1, 85-106 (2020). MSC: 91B15 91B14 PDF BibTeX XML Cite \textit{S. Cato}, Theory Decis. 89, No. 1, 85--106 (2020; Zbl 1447.91054) Full Text: DOI
Christof, Constantin; De los Reyes, Juan Carlos; Meyer, Christian A nonsmooth trust-region method for locally Lipschitz functions with application to optimization problems constrained by variational inequalities. (English) Zbl 1446.49006 SIAM J. Optim. 30, No. 3, 2163-2196 (2020). MSC: 49J40 49J52 65K05 90C26 90C56 PDF BibTeX XML Cite \textit{C. Christof} et al., SIAM J. Optim. 30, No. 3, 2163--2196 (2020; Zbl 1446.49006) Full Text: DOI
Lu, Tianshi; Ma, Chunsheng Isotropic covariance matrix functions on compact two-point homogeneous spaces. (English) Zbl 07229217 J. Theor. Probab. 33, No. 3, 1630-1656 (2020). MSC: 60G60 62M10 62M30 PDF BibTeX XML Cite \textit{T. Lu} and \textit{C. Ma}, J. Theor. Probab. 33, No. 3, 1630--1656 (2020; Zbl 07229217) Full Text: DOI
Cocchi, G.; Lapucci, M. An augmented Lagrangian algorithm for multi-objective optimization. (English) Zbl 1447.90055 Comput. Optim. Appl. 77, No. 1, 29-56 (2020). MSC: 90C29 PDF BibTeX XML Cite \textit{G. Cocchi} and \textit{M. Lapucci}, Comput. Optim. Appl. 77, No. 1, 29--56 (2020; Zbl 1447.90055) Full Text: DOI
Towe, Ross; Tawn, Jonathan; Eastoe, Emma; Lamb, Rob Modelling the clustering of extreme events for short-term risk assessment. (English) Zbl 07225439 J. Agric. Biol. Environ. Stat. 25, No. 1, 32-53 (2020). MSC: 62P12 PDF BibTeX XML Cite \textit{R. Towe} et al., J. Agric. Biol. Environ. Stat. 25, No. 1, 32--53 (2020; Zbl 07225439) Full Text: DOI
Boxma, Onno; Löpker, Andreas; Mandjes, Michel On two classes of reflected autoregressive processes. (English) Zbl 1444.62098 J. Appl. Probab. 57, No. 2, 657-678 (2020). MSC: 62M10 60K10 60K25 PDF BibTeX XML Cite \textit{O. Boxma} et al., J. Appl. Probab. 57, No. 2, 657--678 (2020; Zbl 1444.62098) Full Text: DOI
Karmalita, Viaceslav Stochastic dynamics of economic cycles. (English) Zbl 1454.91002 Berlin: De Gruyter (ISBN 978-3-11-070698-7/hbk; 978-3-11-070702-1/ebook). viii, 98 p. (2020). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91-02 91B55 91B70 91B82 PDF BibTeX XML Cite \textit{V. Karmalita}, Stochastic dynamics of economic cycles. Berlin: De Gruyter (2020; Zbl 1454.91002) Full Text: DOI
Pešta, Michal; Peštová, Barbora; Maciak, Matúš Changepoint estimation for dependent and non-stationary panels. (English) Zbl 07217112 Appl. Math., Praha 65, No. 3, 299-310 (2020). MSC: 62F10 62H12 62P05 PDF BibTeX XML Cite \textit{M. Pešta} et al., Appl. Math., Praha 65, No. 3, 299--310 (2020; Zbl 07217112) Full Text: DOI
Moon, Ji Eun; Park, Cheolyong; Ha, Jeongcheol; Hwang, Sun Young; Kim, Tae Yoon Stationarity test based on density approach. (English) Zbl 1444.62060 J. Nonparametric Stat. 32, No. 2, 345-366 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62M10 62M07 60G10 62G07 PDF BibTeX XML Cite \textit{J. E. Moon} et al., J. Nonparametric Stat. 32, No. 2, 345--366 (2020; Zbl 1444.62060) Full Text: DOI
Rauls, Anne-Therese; Wachsmuth, Gerd Generalized derivatives for the solution operator of the obstacle problem. (English) Zbl 1442.49030 Set-Valued Var. Anal. 28, No. 2, 259-285 (2020). Reviewer: Tullio Zolezzi (Genova) MSC: 49K40 47J20 58C20 PDF BibTeX XML Cite \textit{A.-T. Rauls} and \textit{G. Wachsmuth}, Set-Valued Var. Anal. 28, No. 2, 259--285 (2020; Zbl 1442.49030) Full Text: DOI
Hegerhorst-Schultchen, L. C.; Kirches, C.; Steinbach, M. C. On the relation between MPECs and optimization problems in abs-normal form. (English) Zbl 1440.90073 Optim. Methods Softw. 35, No. 3, 560-575 (2020). MSC: 90C30 90C33 90C46 PDF BibTeX XML Cite \textit{L. C. Hegerhorst-Schultchen} et al., Optim. Methods Softw. 35, No. 3, 560--575 (2020; Zbl 1440.90073) Full Text: DOI
Hu, Jianhua; Ding, Hao; Liu, Liangyuan; Feng, Jingyan Statistical inference of locally stationary functional coefficient models. (English) Zbl 1441.62099 J. Stat. Plann. Inference 209, 27-43 (2020). MSC: 62G08 62M10 62J02 62R10 62P05 62P10 92C60 PDF BibTeX XML Cite \textit{J. Hu} et al., J. Stat. Plann. Inference 209, 27--43 (2020; Zbl 1441.62099) Full Text: DOI
Barzegar, Zahra; Rivaz, Firoozeh A scalable Bayesian nonparametric model for large spatio-temporal data. (English) Zbl 07206117 Comput. Stat. 35, No. 1, 153-173 (2020). MSC: 65C60 PDF BibTeX XML Cite \textit{Z. Barzegar} and \textit{F. Rivaz}, Comput. Stat. 35, No. 1, 153--173 (2020; Zbl 07206117) Full Text: DOI
Li, Dong; Zhu, Ke Inference for asymmetric exponentially weighted moving average models. (English) Zbl 07205086 J. Time Ser. Anal. 41, No. 1, 154-162 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M20 62F03 62P20 93E12 62-08 PDF BibTeX XML Cite \textit{D. Li} and \textit{K. Zhu}, J. Time Ser. Anal. 41, No. 1, 154--162 (2020; Zbl 07205086) Full Text: DOI
Jentsch, Carsten; Leucht, Anne; Meyer, Marco; Beering, Carina Empirical characteristic functions-based estimation and distance correlation for locally stationary processes. (English) Zbl 1445.62057 J. Time Ser. Anal. 41, No. 1, 110-133 (2020). Reviewer: Dimitrios Bagkavos (Ioannina) MSC: 62G05 62G20 62M10 62H20 60G10 62P05 60F05 PDF BibTeX XML Cite \textit{C. Jentsch} et al., J. Time Ser. Anal. 41, No. 1, 110--133 (2020; Zbl 1445.62057) Full Text: DOI
Jiang, Bibo; Lu, Ye; Park, Joon Y. Testing for stationarity at high frequency. (English) Zbl 07202727 J. Econom. 215, No. 2, 341-374 (2020). MSC: 62M10 62M07 62P20 PDF BibTeX XML Cite \textit{B. Jiang} et al., J. Econom. 215, No. 2, 341--374 (2020; Zbl 07202727) Full Text: DOI
Pang, Guodong; Sarantsev, Andrey; Belopolskaya, Yana; Suhov, Yuri Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment. (English) Zbl 1439.60088 Queueing Syst. 94, No. 3-4, 357-392 (2020). Reviewer: Hans Daduna (Hamburg) MSC: 60K25 60K30 60K35 60K37 90B22 60J60 60J65 37A25 PDF BibTeX XML Cite \textit{G. Pang} et al., Queueing Syst. 94, No. 3--4, 357--392 (2020; Zbl 1439.60088) Full Text: DOI
Chan, Ngai Hang; Palma, Wilfredo On the estimation of locally stationary long-memory processes. (English) Zbl 1444.62101 Stat. Sin. 30, No. 1, 111-134 (2020). MSC: 62M10 60G10 PDF BibTeX XML Cite \textit{N. H. Chan} and \textit{W. Palma}, Stat. Sin. 30, No. 1, 111--134 (2020; Zbl 1444.62101) Full Text: DOI
Drouhin, Nicolas Non-stationary additive utility and time consistency. (English) Zbl 1435.91075 J. Math. Econ. 86, 1-14 (2020). Reviewer: Gerasimos Soldatos (Thessaloniki) MSC: 91B08 91B16 91B62 PDF BibTeX XML Cite \textit{N. Drouhin}, J. Math. Econ. 86, 1--14 (2020; Zbl 1435.91075) Full Text: DOI
Ma, Chunsheng; Malyarenko, Anatoliy Time-varying isotropic vector random fields on compact two-point homogeneous spaces. (English) Zbl 1444.60042 J. Theor. Probab. 33, No. 1, 319-339 (2020). MSC: 60G60 62M10 62M30 PDF BibTeX XML Cite \textit{C. Ma} and \textit{A. Malyarenko}, J. Theor. Probab. 33, No. 1, 319--339 (2020; Zbl 1444.60042) Full Text: DOI
Cao, Dan Recursive equilibrium in Krusell and Smith (1998). (English) Zbl 1432.91077 J. Econ. Theory 186, Article ID 104978, 71 p. (2020). MSC: 91B62 91B69 PDF BibTeX XML Cite \textit{D. Cao}, J. Econ. Theory 186, Article ID 104978, 71 p. (2020; Zbl 1432.91077) Full Text: DOI
Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Wang, Shixuan Sequential monitoring for changes from stationarity to mild non-stationarity. (English) Zbl 07167859 J. Econom. 215, No. 1, 209-238 (2020). MSC: 62M10 62M07 62P20 62P05 PDF BibTeX XML Cite \textit{L. Horváth} et al., J. Econom. 215, No. 1, 209--238 (2020; Zbl 07167859) Full Text: DOI
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul Multivariate count autoregression. (English) Zbl 07140506 Bernoulli 26, No. 1, 471-499 (2020). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J12 62F12 62H05 62M10 62H12 PDF BibTeX XML Cite \textit{K. Fokianos} et al., Bernoulli 26, No. 1, 471--499 (2020; Zbl 07140506) Full Text: DOI Euclid
Mao, Huiyu; Li, Qi INAR(1) model on integer value \(\mathbb{Z}\) with mixed signed thinning operator. (Chinese. English summary) Zbl 1449.62189 J. Jilin Univ., Sci. 57, No. 6, 1379-1384 (2019). MSC: 62M10 62F10 PDF BibTeX XML Cite \textit{H. Mao} and \textit{Q. Li}, J. Jilin Univ., Sci. 57, No. 6, 1379--1384 (2019; Zbl 1449.62189) Full Text: DOI
Zografi, Mimoza; Xekalaki, Evdokia Modeling spatial overdispersion via the generalized Waring point process. (English) Zbl 1444.62070 Scand. J. Stat. 46, No. 4, 1098-1116 (2019). MSC: 62M30 60G55 PDF BibTeX XML Cite \textit{M. Zografi} and \textit{E. Xekalaki}, Scand. J. Stat. 46, No. 4, 1098--1116 (2019; Zbl 1444.62070) Full Text: DOI
Emelianenko, Maria; Maggioni, Viviana Mathematical challenges in measuring variability patterns for precipitation analysis. (English) Zbl 1436.86004 Kaper, Hans G. (ed.) et al., Mathematics of planet Earth. Protecting our planet, learning from the past, safeguarding for the future. Cham: Springer. Math. Planet Earth 5, 55-74 (2019). MSC: 86A32 PDF BibTeX XML Cite \textit{M. Emelianenko} and \textit{V. Maggioni}, Math. Planet Earth 5, 55--74 (2019; Zbl 1436.86004) Full Text: DOI
Aliat, Billel; Hamdi, Fayçal Probabilistic properties of a Markov-switching periodic GARCH process. (English) Zbl 07217219 Kybernetika 55, No. 6, 915-942 (2019). Reviewer: Petr Volf (Praha) MSC: 62M10 62M02 60G10 PDF BibTeX XML Cite \textit{B. Aliat} and \textit{F. Hamdi}, Kybernetika 55, No. 6, 915--942 (2019; Zbl 07217219) Full Text: DOI
Shen, Yi; Wirjanto, Tony S. Stationarity as a path property. (English) Zbl 1447.60060 Probab. Math. Stat. 39, No. 2, 403-422 (2019). MSC: 60G10 60G17 62M10 PDF BibTeX XML Cite \textit{Y. Shen} and \textit{T. S. Wirjanto}, Probab. Math. Stat. 39, No. 2, 403--422 (2019; Zbl 1447.60060) Full Text: DOI
Kohli, Bhawna Necessary and sufficient optimality conditions using convexifactors for mathematical programs with equilibrium constraints. (English) Zbl 1431.90151 RAIRO, Oper. Res. 53, No. 5, 1617-1632 (2019). MSC: 90C30 90C46 49J52 PDF BibTeX XML Cite \textit{B. Kohli}, RAIRO, Oper. Res. 53, No. 5, 1617--1632 (2019; Zbl 1431.90151) Full Text: DOI
Sigman, Karl; Whitt, Ward Marked point processes in discrete time. (English) Zbl 1427.60060 Queueing Syst. 92, No. 1-2, 47-81 (2019). MSC: 60G10 60G55 60K25 90B22 PDF BibTeX XML Cite \textit{K. Sigman} and \textit{W. Whitt}, Queueing Syst. 92, No. 1--2, 47--81 (2019; Zbl 1427.60060) Full Text: DOI
Betz, Livia M. Strong stationarity for optimal control of a nonsmooth coupled system: application to a viscous evolutionary variational inequality coupled with an elliptic PDE. (English) Zbl 1431.49028 SIAM J. Optim. 29, No. 4, 3069-3099 (2019). MSC: 49K20 34G25 34K35 49J20 49J27 PDF BibTeX XML Cite \textit{L. M. Betz}, SIAM J. Optim. 29, No. 4, 3069--3099 (2019; Zbl 1431.49028) Full Text: DOI
Barzegar, Zahra; Rivaz, Firoozeh; Khaledi, Majid Jafari A skew-Gaussian spatio-temporal process with non-stationary correlation structure. (English) Zbl 1438.62104 J. Iran. Stat. Soc. JIRSS 18, No. 2, 63-85 (2019). MSC: 62H11 60G12 62P12 PDF BibTeX XML Cite \textit{Z. Barzegar} et al., J. Iran. Stat. Soc. JIRSS 18, No. 2, 63--85 (2019; Zbl 1438.62104) Full Text: DOI
Cerqueti, Roy; Costantini, Mauro; Gutierrez, Luciano; Westerlund, Joakim Panel stationary tests against changes in persistence. (English) Zbl 1432.62293 Stat. Pap. 60, No. 4, 1079-1100 (2019). MSC: 62M10 62H25 PDF BibTeX XML Cite \textit{R. Cerqueti} et al., Stat. Pap. 60, No. 4, 1079--1100 (2019; Zbl 1432.62293) Full Text: DOI
Vicuña, M. Ignacia; Palma, Wilfredo; Olea, Ricardo Minimum distance estimation of locally stationary moving average processes. (English) Zbl 07132588 Comput. Stat. Data Anal. 140, 1-20 (2019). MSC: 62 PDF BibTeX XML Cite \textit{M. I. Vicuña} et al., Comput. Stat. Data Anal. 140, 1--20 (2019; Zbl 07132588) Full Text: DOI
Iftimi, A.; Cronie, O.; Montes, F. Second-order analysis of marked inhomogeneous spatiotemporal point processes: applications to earthquake data. (English) Zbl 1434.62232 Scand. J. Stat. 46, No. 3, 661-685 (2019). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 62P12 62H12 62H11 60G55 62G05 86A15 PDF BibTeX XML Cite \textit{A. Iftimi} et al., Scand. J. Stat. 46, No. 3, 661--685 (2019; Zbl 1434.62232) Full Text: DOI
Konno, Norio A new time-series model based on quantum walk. (English) Zbl 1423.60044 Quantum Stud. Math. Found. 6, No. 1, 61-72 (2019). MSC: 60F05 60G50 82B41 81Q99 PDF BibTeX XML Cite \textit{N. Konno}, Quantum Stud. Math. Found. 6, No. 1, 61--72 (2019; Zbl 1423.60044) Full Text: DOI
Silva, Rodrigo B.; Barreto-Souza, Wagner Flexible and robust mixed Poisson INGARCH models. (English) Zbl 1431.62350 J. Time Ser. Anal. 40, No. 5, 788-814 (2019). MSC: 62M09 62M10 62P10 PDF BibTeX XML Cite \textit{R. B. Silva} and \textit{W. Barreto-Souza}, J. Time Ser. Anal. 40, No. 5, 788--814 (2019; Zbl 1431.62350) Full Text: DOI
Gfrerer, Helmut Linearized M-stationarity conditions for general optimization problems. (English) Zbl 1430.90556 Set-Valued Var. Anal. 27, No. 3, 819-840 (2019). Reviewer: Dumitru Motreanu (Perpignan) MSC: 90C46 90C30 PDF BibTeX XML Cite \textit{H. Gfrerer}, Set-Valued Var. Anal. 27, No. 3, 819--840 (2019; Zbl 1430.90556) Full Text: DOI arXiv
Kley, Tobias; Preuß, Philip; Fryzlewicz, Piotr Predictive, finite-sample model choice for time series under stationarity and non-stationarity. (English) Zbl 1432.62323 Electron. J. Stat. 13, No. 2, 3710-3774 (2019). Reviewer: Alexander Lindner (Ulm) MSC: 62M20 62M10 62P20 PDF BibTeX XML Cite \textit{T. Kley} et al., Electron. J. Stat. 13, No. 2, 3710--3774 (2019; Zbl 1432.62323) Full Text: DOI Euclid arXiv
Ramos, Alberto Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications. (English) Zbl 1434.90215 J. Optim. Theory Appl. 183, No. 2, 566-591 (2019). MSC: 90C46 90C30 90C33 PDF BibTeX XML Cite \textit{A. Ramos}, J. Optim. Theory Appl. 183, No. 2, 566--591 (2019; Zbl 1434.90215) Full Text: DOI
Griewank, Andreas; Walther, Andrea Finite convergence of an active signature method to local minima of piecewise linear functions. (English) Zbl 1428.90177 Optim. Methods Softw. 34, No. 5, 1035-1055 (2019). MSC: 90C56 49J52 PDF BibTeX XML Cite \textit{A. Griewank} and \textit{A. Walther}, Optim. Methods Softw. 34, No. 5, 1035--1055 (2019; Zbl 1428.90177) Full Text: DOI
Nasri, Bouchra R.; Rémillard, Bruno N.; Bouezmarni, Taoufik Semi-parametric copula-based models under non-stationarity. (English) Zbl 1422.62189 J. Multivariate Anal. 173, 347-365 (2019). MSC: 62H12 62H15 PDF BibTeX XML Cite \textit{B. R. Nasri} et al., J. Multivariate Anal. 173, 347--365 (2019; Zbl 1422.62189) Full Text: DOI
Wheatley, Spencer; Wehrli, Alexander; Sornette, Didier The endo-exo problem in high frequency financial price fluctuations and rejecting criticality. (English) Zbl 1420.91558 Quant. Finance 19, No. 7, 1165-1178 (2019). MSC: 91G99 62P05 60G55 PDF BibTeX XML Cite \textit{S. Wheatley} et al., Quant. Finance 19, No. 7, 1165--1178 (2019; Zbl 1420.91558) Full Text: DOI
Ristić, Miroslav M.; Popović, Božidar V. A new bivariate binomial time series model. (English) Zbl 1433.62268 Markov Process. Relat. Fields 25, No. 2, 301-328 (2019). Reviewer: Anatoli Mogulskii (Novosibirsk) MSC: 62M10 60G10 62F12 62H10 62P12 PDF BibTeX XML Cite \textit{M. M. Ristić} and \textit{B. V. Popović}, Markov Process. Relat. Fields 25, No. 2, 301--328 (2019; Zbl 1433.62268)
Rosengren, Sebastian; Trapman, Pieter A dynamic Erdős-Rényi graph model. (English) Zbl 1422.05094 Markov Process. Relat. Fields 25, No. 2, 275-300 (2019). MSC: 05C80 60G99 60J10 PDF BibTeX XML Cite \textit{S. Rosengren} and \textit{P. Trapman}, Markov Process. Relat. Fields 25, No. 2, 275--300 (2019; Zbl 1422.05094)
Diehn, Manuel; Munk, Axel; Rudolf, Daniel Maximum likelihood estimation in hidden Markov models with inhomogeneous noise. (English) Zbl 1422.62099 ESAIM, Probab. Stat. 23, 492-523 (2019). MSC: 62F12 62M05 62F35 PDF BibTeX XML Cite \textit{M. Diehn} et al., ESAIM, Probab. Stat. 23, 492--523 (2019; Zbl 1422.62099) Full Text: DOI arXiv
Bui, Hoa T.; Kruger, Alexander Y. Extremality, stationarity and generalized separation of collections of sets. (English) Zbl 1425.49007 J. Optim. Theory Appl. 182, No. 1, 211-264 (2019). Reviewer: Alfred Göpfert (Leipzig) MSC: 49J52 49J53 49K40 90C30 PDF BibTeX XML Cite \textit{H. T. Bui} and \textit{A. Y. Kruger}, J. Optim. Theory Appl. 182, No. 1, 211--264 (2019; Zbl 1425.49007) Full Text: DOI
Truquet, Lionel Local stationarity and time-inhomogeneous Markov chains. (English) Zbl 1429.62372 Ann. Stat. 47, No. 4, 2023-2050 (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62M05 60J10 62G08 62M10 PDF BibTeX XML Cite \textit{L. Truquet}, Ann. Stat. 47, No. 4, 2023--2050 (2019; Zbl 1429.62372) Full Text: DOI Euclid arXiv
Francq, Christian; Zakoian, Jean-Michel GARCH models. Structure, statistical inference and financial applications. 2nd edition. (English) Zbl 1431.62004 Hoboken, NJ: John Wiley & Sons (ISBN 978-1-119-31357-1/hbk; 978-1-119-31347-2/ebook). xvi, 487 p. (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62-02 62M10 62P05 PDF BibTeX XML Cite \textit{C. Francq} and \textit{J.-M. Zakoian}, GARCH models. Structure, statistical inference and financial applications. 2nd edition. Hoboken, NJ: John Wiley \& Sons (2019; Zbl 1431.62004) Full Text: DOI
Guo, Shaojun; Li, Dong; Li, Muyi Strict stationarity testing and GLAD estimation of double autoregressive models. (English) Zbl 1452.62641 J. Econom. 211, No. 2, 319-337 (2019). MSC: 62M10 62F12 62P20 PDF BibTeX XML Cite \textit{S. Guo} et al., J. Econom. 211, No. 2, 319--337 (2019; Zbl 1452.62641) Full Text: DOI arXiv
Fu, Zhonghao; Hong, Yongmiao A model-free consistent test for structural change in regression possibly with endogeneity. (English) Zbl 1452.62907 J. Econom. 211, No. 1, 206-242 (2019). MSC: 62P20 62G08 62G10 62G20 62M10 PDF BibTeX XML Cite \textit{Z. Fu} and \textit{Y. Hong}, J. Econom. 211, No. 1, 206--242 (2019; Zbl 1452.62907) Full Text: DOI
Zhang, Peng; Zhang, Jin; Lin, Gui-Hua; Yang, Xinmin New constraint qualifications for S-stationarity for MPEC with nonsmooth objective. (English) Zbl 1415.90131 Asia-Pac. J. Oper. Res. 36, No. 2, Article ID 1940001, 16 p. (2019). MSC: 90C33 PDF BibTeX XML Cite \textit{P. Zhang} et al., Asia-Pac. J. Oper. Res. 36, No. 2, Article ID 1940001, 16 p. (2019; Zbl 1415.90131) Full Text: DOI
Zhang, Peng; Zhang, Jin; Lin, Gui-Hua; Yang, Xinmin Some kind of Pareto stationarity for multiobjective problems with equilibrium constraints. (English) Zbl 1415.90124 Optimization 68, No. 6, 1245-1260 (2019). MSC: 90C30 90C33 90C46 PDF BibTeX XML Cite \textit{P. Zhang} et al., Optimization 68, No. 6, 1245--1260 (2019; Zbl 1415.90124) Full Text: DOI
Pang, Liping; Xu, Na; Lv, Jian The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints. (English) Zbl 1415.90122 J. Ind. Manag. Optim. 15, No. 1, 59-79 (2019). MSC: 90C30 90C33 90C46 PDF BibTeX XML Cite \textit{L. Pang} et al., J. Ind. Manag. Optim. 15, No. 1, 59--79 (2019; Zbl 1415.90122) Full Text: DOI
Chan, Kung-sik; Goracci, Greta On the ergodicity of first-order threshold autoregressive moving-average processes. (English) Zbl 1419.62222 J. Time Ser. Anal. 40, No. 2, 256-264 (2019). MSC: 62M10 37M10 60J10 PDF BibTeX XML Cite \textit{K.-s. Chan} and \textit{G. Goracci}, J. Time Ser. Anal. 40, No. 2, 256--264 (2019; Zbl 1419.62222) Full Text: DOI
Tanabe, Hiroki; Fukuda, Ellen H.; Yamashita, Nobuo Proximal gradient methods for multiobjective optimization and their applications. (English) Zbl 1420.90065 Comput. Optim. Appl. 72, No. 2, 339-361 (2019). MSC: 90C29 90C47 PDF BibTeX XML Cite \textit{H. Tanabe} et al., Comput. Optim. Appl. 72, No. 2, 339--361 (2019; Zbl 1420.90065) Full Text: DOI
Zhu, Xide; Zhang, Jin; Zhou, Jinchuan; Yang, Xinmin Mathematical programs with second-order cone complementarity constraints: strong stationarity and approximation method. (English) Zbl 1414.90335 J. Optim. Theory Appl. 181, No. 2, 521-540 (2019). MSC: 90C30 90C33 90C46 PDF BibTeX XML Cite \textit{X. Zhu} et al., J. Optim. Theory Appl. 181, No. 2, 521--540 (2019; Zbl 1414.90335) Full Text: DOI
Bertoin, Jean Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes. (English) Zbl 07062622 Stochastic Processes Appl. 129, No. 4, 1443-1454 (2019). MSC: 60G10 60G18 60G51 37A10 PDF BibTeX XML Cite \textit{J. Bertoin}, Stochastic Processes Appl. 129, No. 4, 1443--1454 (2019; Zbl 07062622) Full Text: DOI
Broemeling, Lyle D. Bayesian analysis of time series. (English) Zbl 1426.62001 Boca Raton, FL: CRC Press (ISBN 978-1-138-59152-3/hbk; 978-0-429-48844-3/ebook). xi, 280 p. (2019). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62-01 62M10 62F15 62M15 62Pxx 92B15 PDF BibTeX XML Cite \textit{L. D. Broemeling}, Bayesian analysis of time series. Boca Raton, FL: CRC Press (2019; Zbl 1426.62001) Full Text: DOI
Fernández, José L.; Ferri, Enrico; Vázquez, Carlos Asymptotic stability of empirical processes and related functionals. (English) Zbl 1418.62057 J. Math. Anal. Appl. 475, No. 1, 755-768 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62E20 60G10 60F05 62P05 PDF BibTeX XML Cite \textit{J. L. Fernández} et al., J. Math. Anal. Appl. 475, No. 1, 755--768 (2019; Zbl 1418.62057) Full Text: DOI arXiv
Harder, Felix; Wachsmuth, Gerd Optimality conditions for a class of inverse optimal control problems with partial differential equations. (English) Zbl 1418.49025 Optimization 68, No. 2-3, 615-643 (2019). Reviewer: Christian Clason (Graz) MSC: 49K20 90C31 PDF BibTeX XML Cite \textit{F. Harder} and \textit{G. Wachsmuth}, Optimization 68, No. 2--3, 615--643 (2019; Zbl 1418.49025) Full Text: DOI
Eberle, Andreas; Guillin, Arnaud; Zimmer, Raphael Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes. (English) Zbl 07051080 Trans. Am. Math. Soc. 371, No. 10, 7135-7173 (2019). MSC: 60J60 60H10 PDF BibTeX XML Cite \textit{A. Eberle} et al., Trans. Am. Math. Soc. 371, No. 10, 7135--7173 (2019; Zbl 07051080) Full Text: DOI arXiv
Cerovecki, Clément; Francq, Christian; Hörmann, Siegfried; Zakoïan, Jean-Michel Functional GARCH models: the quasi-likelihood approach and its applications. (English) Zbl 1452.62988 J. Econom. 209, No. 2, 353-375 (2019). MSC: 62R10 62M10 62F12 62P05 62P20 PDF BibTeX XML Cite \textit{C. Cerovecki} et al., J. Econom. 209, No. 2, 353--375 (2019; Zbl 1452.62988) Full Text: DOI
Barsukow, Wasilij Stationarity preserving schemes for multi-dimensional linear systems. (English) Zbl 1415.65207 Math. Comput. 88, No. 318, 1621-1645 (2019). MSC: 65M08 65M06 39A70 35L65 76M20 76M12 PDF BibTeX XML Cite \textit{W. Barsukow}, Math. Comput. 88, No. 318, 1621--1645 (2019; Zbl 1415.65207) Full Text: DOI arXiv
Ben-Neria, Omer On singular stationarity. II: Tight stationarity and extenders-based methods. (English) Zbl 1436.03243 J. Symb. Log. 84, No. 1, 320-342 (2019). Reviewer: Martin Weese (Potsdam) MSC: 03E04 03E35 03E55 PDF BibTeX XML Cite \textit{O. Ben-Neria}, J. Symb. Log. 84, No. 1, 320--342 (2019; Zbl 1436.03243) Full Text: DOI arXiv
Wachsmuth, Gerd A guided tour of polyhedric sets: basic properties, new results on intersections and applications. (English) Zbl 1412.52006 J. Convex Anal. 26, No. 1, 153-188 (2019). Reviewer: Sorin-Mihai Grad (Vienna) MSC: 52A21 46A55 46N10 PDF BibTeX XML Cite \textit{G. Wachsmuth}, J. Convex Anal. 26, No. 1, 153--188 (2019; Zbl 1412.52006) Full Text: Link
Bücher, Axel; Fermanian, Jean-David; Kojadinovic, Ivan Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. (English) Zbl 1418.62305 J. Time Ser. Anal. 40, No. 1, 124-150 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62M10 62G10 62E20 62G09 62H05 62G20 PDF BibTeX XML Cite \textit{A. Bücher} et al., J. Time Ser. Anal. 40, No. 1, 124--150 (2019; Zbl 1418.62305) Full Text: DOI
Huang, Chunfeng; Zhang, Haimeng; Robeson, Scott M.; Shields, Jacob Intrinsic random functions on the sphere. (English) Zbl 1453.60101 Stat. Probab. Lett. 146, 7-14 (2019). MSC: 60G60 62M30 60-08 PDF BibTeX XML Cite \textit{C. Huang} et al., Stat. Probab. Lett. 146, 7--14 (2019; Zbl 1453.60101) Full Text: DOI arXiv
Arvanitis, Stelios Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model. (English) Zbl 07026269 Stat. Probab. Lett. 145, 166-172 (2019). MSC: 62M10 62F12 62P05 60G12 PDF BibTeX XML Cite \textit{S. Arvanitis}, Stat. Probab. Lett. 145, 166--172 (2019; Zbl 07026269) Full Text: DOI
Christof, Constantin Sensitivity analysis and optimal control of obstacle-type evolution variational inequalities. (English) Zbl 1408.35094 SIAM J. Control Optim. 57, No. 1, 192-218 (2019). Reviewer: Vyacheslav I. Maksimov (Ekaterinburg) MSC: 35K85 49K40 35B30 90C31 90C48 PDF BibTeX XML Cite \textit{C. Christof}, SIAM J. Control Optim. 57, No. 1, 192--218 (2019; Zbl 1408.35094) Full Text: DOI
Ning, Bo; Ghosal, Subhashis; Thomas, Jewell Bayesian method for causal inference in spatially-correlated multivariate time series. (English) Zbl 1409.62178 Bayesian Anal. 14, No. 1, 1-28 (2019). MSC: 62M10 62F15 62P20 PDF BibTeX XML Cite \textit{B. Ning} et al., Bayesian Anal. 14, No. 1, 1--28 (2019; Zbl 1409.62178) Full Text: DOI Euclid
Aseev, Sergey M. An optimal control problem with a risk zone. (English) Zbl 1443.49002 Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 11th international conference, LSSC 2017, Sozopol, Bulgaria, June 5–9, 2017. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 10665, 185-192 (2018). MSC: 49J10 PDF BibTeX XML Cite \textit{S. M. Aseev}, Lect. Notes Comput. Sci. 10665, 185--192 (2018; Zbl 1443.49002) Full Text: DOI
Ferreira, Guillermo; Piña, Nicolas; Porcu, Emilio Estimation of slowly time-varying trend function in long memory regression models. (English) Zbl 07192638 J. Stat. Comput. Simulation 88, No. 10, 1903-1920 (2018). MSC: 62 PDF BibTeX XML Cite \textit{G. Ferreira} et al., J. Stat. Comput. Simulation 88, No. 10, 1903--1920 (2018; Zbl 07192638) Full Text: DOI
Boussaha, Nadia; Hamdi, Fayçal On periodic autoregressive stochastic volatility models: structure and estimation. (English) Zbl 07192623 J. Stat. Comput. Simulation 88, No. 9, 1637-1668 (2018). MSC: 62M10 62G05 PDF BibTeX XML Cite \textit{N. Boussaha} and \textit{F. Hamdi}, J. Stat. Comput. Simulation 88, No. 9, 1637--1668 (2018; Zbl 07192623) Full Text: DOI
Thorisson, Hermann On the modified Palm version. (English) Zbl 1444.60040 Adv. Appl. Probab. 50, No. A, 271-280 (2018). MSC: 60G57 60G55 60G60 PDF BibTeX XML Cite \textit{H. Thorisson}, Adv. Appl. Probab. 50, No. A, 271--280 (2018; Zbl 1444.60040) Full Text: DOI
Wang, Wei-Min; Wang, Jing Nonparametric hypothesis of drift function in locally stationary diffusion models. (English) Zbl 1435.62156 Far East J. Appl. Math. 100, No. 3, 181-196 (2018). MSC: 62G10 60J60 62E20 62M07 PDF BibTeX XML Cite \textit{W.-M. Wang} and \textit{J. Wang}, Far East J. Appl. Math. 100, No. 3, 181--196 (2018; Zbl 1435.62156) Full Text: DOI
Nelson, J. D. B.; Gibberd, A. J.; Nafornita, C.; Kingsbury, N. The locally stationary dual-tree complex wavelet model. (English) Zbl 1430.62214 Stat. Comput. 28, No. 6, 1139-1154 (2018). MSC: 62M40 42C40 PDF BibTeX XML Cite \textit{J. D. B. Nelson} et al., Stat. Comput. 28, No. 6, 1139--1154 (2018; Zbl 1430.62214) Full Text: DOI
Suárez-Vega, Rafael; Gutiérrez-Acuña, José Luis; Rodríguez-Díaz, Manuel Locating a shopping centre by considering demand disaggregated by categories. (English) Zbl 07110054 IMA J. Manag. Math. 29, No. 4, 435-456 (2018). MSC: 90 91 PDF BibTeX XML Cite \textit{R. Suárez-Vega} et al., IMA J. Manag. Math. 29, No. 4, 435--456 (2018; Zbl 07110054) Full Text: DOI
Fokianos, K.; Pitsillou, Maria Testing independence for multivariate time series via the auto-distance correlation matrix. (English) Zbl 07072416 Biometrika 105, No. 2, 337-352 (2018). MSC: 62P10 PDF BibTeX XML Cite \textit{K. Fokianos} and \textit{M. Pitsillou}, Biometrika 105, No. 2, 337--352 (2018; Zbl 07072416) Full Text: DOI
Lee, S.; Meintanis, S. G.; Pretorius, C. Fourier-type monitoring procedures for strict stationarity. (English) Zbl 1414.62373 Bertail, Patrice (ed.) et al., Nonparametric statistics. 3rd ISNPS, Avignon, France, June 2016. Seleced papers of the 3rd conference of the International Society for Nonparametric Statistics (ISNPS), Avignon, France, June 11–16, 2016. Cham: Springer. Springer Proc. Math. Stat. 250, 323-336 (2018). MSC: 62M10 62P05 60G10 PDF BibTeX XML Cite \textit{S. Lee} et al., Springer Proc. Math. Stat. 250, 323--336 (2018; Zbl 1414.62373) Full Text: DOI