Girardin, V.; Senoussi, R. Time changes and stationarity issues for extended scalar autoregressive models. (English) Zbl 07817617 J. Stat. Plann. Inference 230, Article ID 106112, 15 p. (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{V. Girardin} and \textit{R. Senoussi}, J. Stat. Plann. Inference 230, Article ID 106112, 15 p. (2024; Zbl 07817617) Full Text: DOI
Liang, Yan-Chao; Lin, Gui-Hua Relaxed method for optimization problems with cardinality constraints. (English) Zbl 07805313 J. Glob. Optim. 88, No. 2, 359-375 (2024). MSC: 90C30 90C33 90C46 PDFBibTeX XMLCite \textit{Y.-C. Liang} and \textit{G.-H. Lin}, J. Glob. Optim. 88, No. 2, 359--375 (2024; Zbl 07805313) Full Text: DOI
Emery, Xavier; Porcu, Emilio Integral representations, extension theorems and walks through dimensions under radial exponential convexity. (English) Zbl 07803436 Comput. Appl. Math. 43, No. 1, Paper No. 28, 16 p. (2024). MSC: 60G10 26E40 32A50 PDFBibTeX XMLCite \textit{X. Emery} and \textit{E. Porcu}, Comput. Appl. Math. 43, No. 1, Paper No. 28, 16 p. (2024; Zbl 07803436) Full Text: DOI
Peng, Jianwen; Ren, Jie; Yao, Jen-Chih Proximal quasi-Newton methods for the composite multiobjective optimization problems. (English) Zbl 07803076 J. Nonlinear Convex Anal. 25, No. 1, 207-221 (2024). MSC: 90C29 90C53 49M15 PDFBibTeX XMLCite \textit{J. Peng} et al., J. Nonlinear Convex Anal. 25, No. 1, 207--221 (2024; Zbl 07803076) Full Text: Link
Bongarti, Marcelo; Hintermüller, Michael Optimal boundary control of the isothermal semilinear Euler equation for gas dynamics on a network. (English) Zbl 07801986 Appl. Math. Optim. 89, No. 2, Paper No. 36, 48 p. (2024). MSC: 76N25 76N10 35Q35 93C20 PDFBibTeX XMLCite \textit{M. Bongarti} and \textit{M. Hintermüller}, Appl. Math. Optim. 89, No. 2, Paper No. 36, 48 p. (2024; Zbl 07801986) Full Text: DOI arXiv OA License
Xia, Jiaqi; Chen, Yu; Guo, Xiao Inference for high-dimensional linear models with locally stationary error processes. (English) Zbl 07786780 J. Time Ser. Anal. 45, No. 1, 78-102 (2024). MSC: 62Mxx 62-XX PDFBibTeX XMLCite \textit{J. Xia} et al., J. Time Ser. Anal. 45, No. 1, 78--102 (2024; Zbl 07786780) Full Text: DOI
Hintermüller, Michael; Keil, Tobias Strong stationarity conditions for the optimal control of a Cahn-Hilliard-Navier-Stokes system. (English) Zbl 07783074 Appl. Math. Optim. 89, No. 1, Paper No. 12, 28 p. (2024). MSC: 49K20 35Q30 49J40 35J87 90C46 76T10 PDFBibTeX XMLCite \textit{M. Hintermüller} and \textit{T. Keil}, Appl. Math. Optim. 89, No. 1, Paper No. 12, 28 p. (2024; Zbl 07783074) Full Text: DOI
Walsh, Christopher; Vogt, Michael Locally stationary multiplicative volatility modeling. (English) Zbl 07813298 J. Bus. Econ. Stat. 41, No. 2, 497-508 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{C. Walsh} and \textit{M. Vogt}, J. Bus. Econ. Stat. 41, No. 2, 497--508 (2023; Zbl 07813298) Full Text: DOI
Motta, Giovanni; Wu, Wei Biao; Pourahmadi, Mohsen \(\sqrt{2}\)-estimation for smooth eigenvectors of matrix-valued functions. (English) Zbl 07801368 Biometrika 110, No. 4, 1077-1098 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Motta} et al., Biometrika 110, No. 4, 1077--1098 (2023; Zbl 07801368) Full Text: DOI
Foss, Sergey; Konstantopoulos, Takis; Mallein, Bastien; Ramassamy, Sanjay Estimation of the last passage percolation constant in a charged complete directed acyclic graph via perfect simulation. (English) Zbl 07799661 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 547-560 (2023). MSC: 82M31 60K15 60G10 05C80 PDFBibTeX XMLCite \textit{S. Foss} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 547--560 (2023; Zbl 07799661) Full Text: arXiv Link
Corujo, Josué On the spectrum and ergodicity of a neutral multi-allelic Moran model. (English) Zbl 07799660 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 505-546 (2023). MSC: 60J27 37A30 92D10 33C50 PDFBibTeX XMLCite \textit{J. Corujo}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 505--546 (2023; Zbl 07799660) Full Text: arXiv Link
Ghezal, Ahmed A doubly Markov switching AR model: some probabilistic properties and strong consistency. (English) Zbl 07798130 J. Math. Sci., New York 271, No. 1, Series A, 66-75 (2023). MSC: 62F12 62M05 PDFBibTeX XMLCite \textit{A. Ghezal}, J. Math. Sci., New York 271, No. 1, 66--75 (2023; Zbl 07798130) Full Text: DOI
Last, Günter Tail processes and tail measures: an approach via Palm calculus. (English) Zbl 07784962 Extremes 26, No. 4, 715-746 (2023). MSC: 60G70 60G57 PDFBibTeX XMLCite \textit{G. Last}, Extremes 26, No. 4, 715--746 (2023; Zbl 07784962) Full Text: DOI arXiv OA License
Khadim, Aneeqa; Hussain, Tassaddaq; Bakouch, Hassan S.; Saghir, Aamir A probability distribution for precipitation data analysis. (English) Zbl 07781322 Math. Methods Appl. Sci. 46, No. 2, 2709-2728 (2023). MSC: 62E15 62F10 60Exx PDFBibTeX XMLCite \textit{A. Khadim} et al., Math. Methods Appl. Sci. 46, No. 2, 2709--2728 (2023; Zbl 07781322) Full Text: DOI
Sabbar, Yassine; Kiouach, Driss New method to obtain the acute sill of an ecological model with complex polynomial perturbation. (English) Zbl 07781310 Math. Methods Appl. Sci. 46, No. 2, 2455-2474 (2023). MSC: 92D40 92D25 37H15 60H30 PDFBibTeX XMLCite \textit{Y. Sabbar} and \textit{D. Kiouach}, Math. Methods Appl. Sci. 46, No. 2, 2455--2474 (2023; Zbl 07781310) Full Text: DOI
Kanga, S.-H. Arnaud; Hili, Ouagnina; Dabo-Niang, Sophie; N’Guessan, Assi Asymptotic properties of nonparametric quantile estimation with spatial dependency. (English) Zbl 07778718 Stat. Neerl. 77, No. 3, 254-283 (2023). MSC: 62Gxx 62Mxx 62Hxx PDFBibTeX XMLCite \textit{S. H. A. Kanga} et al., Stat. Neerl. 77, No. 3, 254--283 (2023; Zbl 07778718) Full Text: DOI
Dmitruk, A. V. Variations of \(v\)-change of time in an optimal control problem with state and mixed constraints. (English. Russian original) Zbl 07773485 Izv. Math. 87, No. 4, 726-767 (2023); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 87, No. 4, 91-132 (2023). Reviewer: Nicolae Cîndea (Aubière) MSC: 49K15 49K27 PDFBibTeX XMLCite \textit{A. V. Dmitruk}, Izv. Math. 87, No. 4, 726--767 (2023; Zbl 07773485); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 87, No. 4, 91--132 (2023) Full Text: DOI MNR
Lescheb, Ines; Slimani, Walid On the stationarity and existence of moments of the periodic EGARCH process. (English) Zbl 07773423 Monte Carlo Methods Appl. 29, No. 4, 333-350 (2023). MSC: 62F12 62M10 91B84 PDFBibTeX XMLCite \textit{I. Lescheb} and \textit{W. Slimani}, Monte Carlo Methods Appl. 29, No. 4, 333--350 (2023; Zbl 07773423) Full Text: DOI
Bai, Yue; Safikhani, Abolfazl A unified framework for change point detection in high-dimensional linear models. (English) Zbl 07767626 Stat. Sin. 33, Spec. Iss., 1721-1748 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Bai} and \textit{A. Safikhani}, Stat. Sin. 33, 1721--1748 (2023; Zbl 07767626) Full Text: DOI arXiv
Wang, Daren; Yu, Yi; Willett, Rebecca Detecting abrupt changes in high-dimensional self-exciting Poisson processes. (English) Zbl 07767623 Stat. Sin. 33, Spec. Iss., 1653-1671 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Wang} et al., Stat. Sin. 33, 1653--1671 (2023; Zbl 07767623) Full Text: DOI arXiv
Lapucci, Matteo; Levato, Tommaso; Rinaldi, Francesco; Sciandrone, Marco A unifying framework for sparsity-constrained optimization. (English) Zbl 07763160 J. Optim. Theory Appl. 199, No. 2, 663-692 (2023). MSC: 90C30 90C46 65K05 PDFBibTeX XMLCite \textit{M. Lapucci} et al., J. Optim. Theory Appl. 199, No. 2, 663--692 (2023; Zbl 07763160) Full Text: DOI arXiv OA License
Bouza, Gemayqzel; Quintana, Ernest; Still, Georg One-parametric schemes for solving mathematical programs with complementarity constraints: theoretical properties. (English) Zbl 07762726 Rev. Invest. Oper. 44, No. 2, 206-230 (2023). MSC: 90C30 PDFBibTeX XMLCite \textit{G. Bouza} et al., Rev. Invest. Oper. 44, No. 2, 206--230 (2023; Zbl 07762726) Full Text: Link
Betz, Livia Strong stationarity for the control of viscous history-dependent evolutionary VIs arising in applications. (English) Zbl 07762605 Ann. Acad. Rom. Sci., Math. Appl. 15, No. 1-2, 250-285 (2023). MSC: 34G25 34K35 49J40 49K21 74R99 PDFBibTeX XMLCite \textit{L. Betz}, Ann. Acad. Rom. Sci., Math. Appl. 15, No. 1--2, 250--285 (2023; Zbl 07762605) Full Text: DOI arXiv
Antil, Harbir; Betz, Livia; Wachsmuth, Daniel Strong stationarity for optimal control problems with non-smooth integral equation constraints: application to a continuous DNN. (English) Zbl 1526.49007 Appl. Math. Optim. 88, No. 3, Paper No. 84, 33 p. (2023). MSC: 49J52 49J15 34A08 45D05 49J21 PDFBibTeX XMLCite \textit{H. Antil} et al., Appl. Math. Optim. 88, No. 3, Paper No. 84, 33 p. (2023; Zbl 1526.49007) Full Text: DOI arXiv OA License
Zhang, Fuli; Chan, Kung-Sik Random projection ensemble classification with high-dimensional time series. (English) Zbl 1522.62286 Biometrics 79, No. 2, 964-974 (2023). MSC: 62P10 PDFBibTeX XMLCite \textit{F. Zhang} and \textit{K.-S. Chan}, Biometrics 79, No. 2, 964--974 (2023; Zbl 1522.62286) Full Text: DOI
Lämmel, Sebastian; Shikhman, Vladimir Cardinality-constrained optimization problems in general position and beyond. (English) Zbl 1522.90130 Pure Appl. Funct. Anal. 8, No. 4, 1107-1133 (2023). MSC: 90C26 90C46 PDFBibTeX XMLCite \textit{S. Lämmel} and \textit{V. Shikhman}, Pure Appl. Funct. Anal. 8, No. 4, 1107--1133 (2023; Zbl 1522.90130) Full Text: arXiv Link
Olikier, Guillaume; Absil, P.-A. An apocalypse-free first-order low-rank optimization algorithm with at most one rank reduction attempt per iteration. (English) Zbl 1522.90138 SIAM J. Matrix Anal. Appl. 44, No. 3, 1421-1435 (2023). MSC: 90C26 14M12 65K10 90C30 90C52 PDFBibTeX XMLCite \textit{G. Olikier} and \textit{P. A. Absil}, SIAM J. Matrix Anal. Appl. 44, No. 3, 1421--1435 (2023; Zbl 1522.90138) Full Text: DOI arXiv
Betz, Livia Strong stationarity for a highly nonsmooth optimization problem with control constraints. (English) Zbl 1522.49023 Math. Control Relat. Fields 13, No. 4, 1500-1528 (2023). MSC: 49K20 35Q93 49J52 PDFBibTeX XMLCite \textit{L. Betz}, Math. Control Relat. Fields 13, No. 4, 1500--1528 (2023; Zbl 1522.49023) Full Text: DOI
Stein, Oliver; Volk, Maximilian Generalized polarity and weakest constraint qualifications in multiobjective optimization. (English) Zbl 1522.90185 J. Optim. Theory Appl. 198, No. 3, 1156-1190 (2023). MSC: 90C29 90C46 PDFBibTeX XMLCite \textit{O. Stein} and \textit{M. Volk}, J. Optim. Theory Appl. 198, No. 3, 1156--1190 (2023; Zbl 1522.90185) Full Text: DOI
Lee, Bu Hyoung; Wei, William W. S. The use of temporally aggregated data in modeling and testing a variance change in a time series. (English) Zbl 07739069 Commun. Stat., Simulation Comput. 52, No. 7, 3183-3200 (2023). MSC: 62M10 PDFBibTeX XMLCite \textit{B. H. Lee} and \textit{W. W. S. Wei}, Commun. Stat., Simulation Comput. 52, No. 7, 3183--3200 (2023; Zbl 07739069) Full Text: DOI
Cui, Ying; Liu, Junyi; Pang, Jong-Shi The minimization of piecewise functions: pseudo stationarity. (English) Zbl 1522.90118 J. Convex Anal. 30, No. 3, 793-834 (2023). MSC: 90C26 90C59 PDFBibTeX XMLCite \textit{Y. Cui} et al., J. Convex Anal. 30, No. 3, 793--834 (2023; Zbl 1522.90118) Full Text: arXiv Link
Davis, Richard A.; Fernandes, Leon; Fokianos, Konstantinos Clustering multivariate time series using energy distance. (English) Zbl 07731491 J. Time Ser. Anal. 44, No. 5-6, 487-504 (2023). MSC: 62Mxx 62M10 62H30 62H20 62H12 PDFBibTeX XMLCite \textit{R. A. Davis} et al., J. Time Ser. Anal. 44, No. 5--6, 487--504 (2023; Zbl 07731491) Full Text: DOI arXiv
Szabados, Tamás Corrigendum to: “Regular multidimensional stationary time series”. (English) Zbl 1518.62013 J. Time Ser. Anal. 44, No. 3, 331-332 (2023). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{T. Szabados}, J. Time Ser. Anal. 44, No. 3, 331--332 (2023; Zbl 1518.62013) Full Text: DOI
Brokate, Martin; Christof, Constantin Strong stationarity conditions for optimal control problems governed by a rate-independent evolution variational inequality. (English) Zbl 1519.49007 SIAM J. Control Optim. 61, No. 4, 2222-2250 (2023). MSC: 49J40 47J40 34C55 49K21 49K27 PDFBibTeX XMLCite \textit{M. Brokate} and \textit{C. Christof}, SIAM J. Control Optim. 61, No. 4, 2222--2250 (2023; Zbl 1519.49007) Full Text: DOI arXiv
Allaoui, Soumaya; Bouzebda, Salim; Liu, Jicheng Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence. (English) Zbl 07716096 J. Math. Inequal. 17, No. 2, 481-515 (2023). MSC: 62E20 60F05 62G08 62H12 62G09 PDFBibTeX XMLCite \textit{S. Allaoui} et al., J. Math. Inequal. 17, No. 2, 481--515 (2023; Zbl 07716096) Full Text: DOI
Kanzow, Christian; Lapucci, Matteo Inexact penalty decomposition methods for optimization problems with geometric constraints. (English) Zbl 1522.90079 Comput. Optim. Appl. 85, No. 3, 937-971 (2023). MSC: 90C22 90C30 90C33 49J53 65K10 PDFBibTeX XMLCite \textit{C. Kanzow} and \textit{M. Lapucci}, Comput. Optim. Appl. 85, No. 3, 937--971 (2023; Zbl 1522.90079) Full Text: DOI arXiv
Manaa, Abderrahmen; Bentarzi, Mohamed On a periodic SETINAR model. (English) Zbl 07713643 Commun. Stat., Simulation Comput. 52, No. 3, 596-620 (2023). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{A. Manaa} and \textit{M. Bentarzi}, Commun. Stat., Simulation Comput. 52, No. 3, 596--620 (2023; Zbl 07713643) Full Text: DOI
Li, Gaoxi; Guo, Lei Mordukhovich stationarity for mathematical programs with switching constraints under weak constraint qualifications. (English) Zbl 07712954 Optimization 72, No. 7, 1817-1838 (2023). MSC: 90Cxx 49-XX PDFBibTeX XMLCite \textit{G. Li} and \textit{L. Guo}, Optimization 72, No. 7, 1817--1838 (2023; Zbl 07712954) Full Text: DOI
Pandey, Yogendra Optimality and duality for nonsmooth optimization problems with switching constraints. (English) Zbl 1519.49013 Jayswal, Anurag (ed.) et al., Continuous optimization and variational inequalities. Boca Raton, FL: CRC Press. 25-37 (2023). Reviewer: Sorin-Mihai Grad (Paris) MSC: 49J52 49N15 90C46 PDFBibTeX XMLCite \textit{Y. Pandey}, in: Continuous optimization and variational inequalities. Boca Raton, FL: CRC Press. 25--37 (2023; Zbl 1519.49013) Full Text: DOI
Bastianello, Lorenzo; Faro, José Heleno Choquet expected discounted utility. (English) Zbl 1522.91118 Econ. Theory 75, No. 4, 1071-1098 (2023). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 91B16 PDFBibTeX XMLCite \textit{L. Bastianello} and \textit{J. H. Faro}, Econ. Theory 75, No. 4, 1071--1098 (2023; Zbl 1522.91118) Full Text: DOI
Tao, Min; Zhang, Xiao-Ping Study on \(L_1\) over \(L_2\) Minimization for nonnegative signal recovery. (English) Zbl 1519.90196 J. Sci. Comput. 95, No. 3, Paper No. 94, 24 p. (2023). MSC: 90C26 90C32 90C90 49N45 PDFBibTeX XMLCite \textit{M. Tao} and \textit{X.-P. Zhang}, J. Sci. Comput. 95, No. 3, Paper No. 94, 24 p. (2023; Zbl 1519.90196) Full Text: DOI
Maddanu, Federico Forecasting highly persistent time series with bounded spectrum processes. (English) Zbl 07697714 Stat. Pap. 64, No. 1, 285-319 (2023). MSC: 60G10 62M10 PDFBibTeX XMLCite \textit{F. Maddanu}, Stat. Pap. 64, No. 1, 285--319 (2023; Zbl 07697714) Full Text: DOI
Barsukow, Wasilij Stationarity preservation properties of the active flux scheme on Cartesian grids. (English) Zbl 1524.35378 Commun. Appl. Math. Comput. 5, No. 2, 638-652 (2023). MSC: 35L65 35L45 65M08 PDFBibTeX XMLCite \textit{W. Barsukow}, Commun. Appl. Math. Comput. 5, No. 2, 638--652 (2023; Zbl 1524.35378) Full Text: DOI
Truquet, Lionel Strong mixing properties of discrete-valued time series with exogenous covariates. (English) Zbl 07686798 Stochastic Processes Appl. 160, 294-317 (2023). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{L. Truquet}, Stochastic Processes Appl. 160, 294--317 (2023; Zbl 07686798) Full Text: DOI arXiv
Zhang, Zhongwei; Krainski, Elias; Zhong, Peng; Rue, Harvard; Huser, Raphaël Joint modeling and prediction of massive spatio-temporal wildfire count and burnt area data with the INLA-SPDE approach. (English) Zbl 07685224 Extremes 26, No. 2, 339-351 (2023). MSC: 62P12 62M30 60G70 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Extremes 26, No. 2, 339--351 (2023; Zbl 07685224) Full Text: DOI arXiv
Gerencsér, Balázs Analysis of a non-reversible Markov chain speedup by a single edge. (English) Zbl 1514.60081 J. Appl. Probab. 60, No. 2, 642-660 (2023). Reviewer: Ecaterina Sava-Huss (Innsbruck) MSC: 60J10 37A25 PDFBibTeX XMLCite \textit{B. Gerencsér}, J. Appl. Probab. 60, No. 2, 642--660 (2023; Zbl 1514.60081) Full Text: DOI arXiv
Oçafrain, William An ergodic theorem for asymptotically periodic time-inhomogeneous Markov processes, with application to quasi-stationarity with moving boundaries. (English) Zbl 1512.60049 Adv. Appl. Probab. 55, No. 2, 672-700 (2023). MSC: 60J25 60F25 60J55 60J60 60J65 60J70 PDFBibTeX XMLCite \textit{W. Oçafrain}, Adv. Appl. Probab. 55, No. 2, 672--700 (2023; Zbl 1512.60049) Full Text: DOI arXiv
Meynard, Adrien; Torrésani, Bruno Synthesis-based time-scale transforms for non-stationary signals. (English) Zbl 1512.94028 Appl. Comput. Harmon. Anal. 65, 112-136 (2023). MSC: 94A12 62M10 62M15 PDFBibTeX XMLCite \textit{A. Meynard} and \textit{B. Torrésani}, Appl. Comput. Harmon. Anal. 65, 112--136 (2023; Zbl 1512.94028) Full Text: DOI arXiv
Jia, Xiaoxi; Kanzow, Christian; Mehlitz, Patrick; Wachsmuth, Gerd An augmented Lagrangian method for optimization problems with structured geometric constraints. (English) Zbl 1518.90060 Math. Program. 199, No. 1-2 (A), 1365-1415 (2023). MSC: 90C22 90C30 90C33 65K10 PDFBibTeX XMLCite \textit{X. Jia} et al., Math. Program. 199, No. 1--2 (A), 1365--1415 (2023; Zbl 1518.90060) Full Text: DOI arXiv
Levin, Eitan; Kileel, Joe; Boumal, Nicolas Finding stationary points on bounded-rank matrices: a geometric hurdle and a smooth remedy. (English) Zbl 07681267 Math. Program. 199, No. 1-2 (A), 831-864 (2023). MSC: 65K10 49J53 90C26 90C46 PDFBibTeX XMLCite \textit{E. Levin} et al., Math. Program. 199, No. 1--2 (A), 831--864 (2023; Zbl 07681267) Full Text: DOI arXiv
Kelty-Stephen, Damian G.; Mangalam, Madhur Multifractal descriptors ergodically characterize non-ergodic multiplicative cascade processes. (English) Zbl 07679940 Physica A 617, Article ID 128651, 23 p. (2023). MSC: 82-XX PDFBibTeX XMLCite \textit{D. G. Kelty-Stephen} and \textit{M. Mangalam}, Physica A 617, Article ID 128651, 23 p. (2023; Zbl 07679940) Full Text: DOI
Cavicchioli, Maddalena Spectral analysis of Markov switching GARCH models with statistical inference. (English) Zbl 07677031 Scand. J. Stat. 50, No. 1, 102-119 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Cavicchioli}, Scand. J. Stat. 50, No. 1, 102--119 (2023; Zbl 07677031) Full Text: DOI
Im, Kyung So; Pesaran, M. Hashem; Shin, Yongcheol Reflections on “Testing for unit roots in heterogeneous panels”. (English) Zbl 07674643 J. Econom. 234, Suppl., 111-114 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{K. S. Im} et al., J. Econom. 234, 111--114 (2023; Zbl 07674643) Full Text: DOI
Es-Sebaiy, Khalifa Gaussian and Hermite Ornstein-Uhlenbeck processes. (English) Zbl 1515.60184 Stochastic Anal. Appl. 41, No. 2, 394-423 (2023). MSC: 60H10 60G15 60G10 60G22 PDFBibTeX XMLCite \textit{K. Es-Sebaiy}, Stochastic Anal. Appl. 41, No. 2, 394--423 (2023; Zbl 1515.60184) Full Text: DOI arXiv
Lämmel, S.; Shikhman, V. Critical point theory for sparse recovery. (English) Zbl 1514.90188 Optimization 72, No. 2, 521-549 (2023). MSC: 90C26 90C46 PDFBibTeX XMLCite \textit{S. Lämmel} and \textit{V. Shikhman}, Optimization 72, No. 2, 521--549 (2023; Zbl 1514.90188) Full Text: DOI arXiv
Lämmel, S.; Shikhman, V. Optimality conditions for mathematical programs with orthogonality type constraints. (English) Zbl 1518.90076 Set-Valued Var. Anal. 31, No. 1, Paper No. 9, 21 p. (2023). Reviewer: Samir Kumar Neogy (New Delhi) MSC: 90C26 PDFBibTeX XMLCite \textit{S. Lämmel} and \textit{V. Shikhman}, Set-Valued Var. Anal. 31, No. 1, Paper No. 9, 21 p. (2023; Zbl 1518.90076) Full Text: DOI arXiv
Tanabe, Hiroki; Fukuda, Ellen H.; Yamashita, Nobuo Convergence rates analysis of a multiobjective proximal gradient method. (English) Zbl 1514.90212 Optim. Lett. 17, No. 2, 333-350 (2023). MSC: 90C29 90C52 PDFBibTeX XMLCite \textit{H. Tanabe} et al., Optim. Lett. 17, No. 2, 333--350 (2023; Zbl 1514.90212) Full Text: DOI arXiv
Planinić, Hrvoje Palm theory for extremes of stationary regularly varying time series and random fields. (English) Zbl 07658859 Extremes 26, No. 1, 45-82 (2023). MSC: 62Exx PDFBibTeX XMLCite \textit{H. Planinić}, Extremes 26, No. 1, 45--82 (2023; Zbl 07658859) Full Text: DOI arXiv
Dzahini, Kwassi Joseph; Kokkolaras, Michael; Le Digabel, Sébastien Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates. (English) Zbl 1512.90148 Math. Program. 198, No. 1 (A), 675-732 (2023). MSC: 90C15 90C30 90C56 PDFBibTeX XMLCite \textit{K. J. Dzahini} et al., Math. Program. 198, No. 1 (A), 675--732 (2023; Zbl 1512.90148) Full Text: DOI arXiv
Meyers, Bennet E.; Boyd, Stephen P. Signal decomposition using masked proximal operators. (English) Zbl 1508.94029 Found. Trends Signal Process. 17, No. 1, 1-78 (2023). Reviewer: Yuehua Wu (Toronto) MSC: 94A12 PDFBibTeX XMLCite \textit{B. E. Meyers} and \textit{S. P. Boyd}, Found. Trends Signal Process. 17, No. 1, 1--78 (2023; Zbl 1508.94029) Full Text: DOI arXiv
Garbuzov, Boris; Zhou, Zhou Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series. (English) Zbl 1498.62054 J. Stat. Plann. Inference 223, 53-62 (2023). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{B. Garbuzov} and \textit{Z. Zhou}, J. Stat. Plann. Inference 223, 53--62 (2023; Zbl 1498.62054) Full Text: DOI
Tan, Songhua; Zhu, Qianqian On dual-asymmetry linear double AR models. (English) Zbl 07585559 Stat. Interface 16, No. 1, 3-16 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Tan} and \textit{Q. Zhu}, Stat. Interface 16, No. 1, 3--16 (2023; Zbl 07585559) Full Text: DOI
Ren, Jie; Peng, Jianwen Proximal Newton methods for multiobjective optimization problems. (Chinese. English summary) Zbl 07800959 Acta Math. Appl. Sin. 45, No. 2, 222-237 (2022). MSC: 90C29 90C30 PDFBibTeX XMLCite \textit{J. Ren} and \textit{J. Peng}, Acta Math. Appl. Sin. 45, No. 2, 222--237 (2022; Zbl 07800959) Full Text: Link
Silveira, A. G.; Mattos, V. L. D.; Nakamura, L. R.; Amaral, M. C.; Konrath, A. C.; Bornia, A. C. Analysis of \(p\)-value determined using the \(\tau\)-statistic in the application of the augmented Dickey-Fuller test. (Análise do valor-\(p\) determinado pela estatística \(\tau\) na aplicação do teste de Dickey-Fuller aumentado.) (Portuguese. English summary) Zbl 1525.62039 Trends Comput. Appl. Math. 23, No. 2, 283-298 (2022). MSC: 62M10 PDFBibTeX XMLCite \textit{A. G. Silveira} et al., Trends Comput. Appl. Math. 23, No. 2, 283--298 (2022; Zbl 1525.62039) Full Text: Link
Bourguin, Solesne; Dang, Thanh High-dimensional regimes of non-stationary Gaussian correlated Wishart matrices. (English) Zbl 1526.60030 Random Matrices Theory Appl. 11, No. 1, Article ID 2250006, 43 p. (2022). MSC: 60G15 60G22 60B20 60F05 60H07 PDFBibTeX XMLCite \textit{S. Bourguin} and \textit{T. Dang}, Random Matrices Theory Appl. 11, No. 1, Article ID 2250006, 43 p. (2022; Zbl 1526.60030) Full Text: DOI arXiv
Benedetti, Marco H.; Berrocal, Veronica J.; Narisetty, Naveen N. Identifying regions of inhomogeneities in spatial processes via an M-RA and mixture priors. (English) Zbl 1520.62135 Biometrics 78, No. 2, 798-811 (2022). MSC: 62P10 PDFBibTeX XMLCite \textit{M. H. Benedetti} et al., Biometrics 78, No. 2, 798--811 (2022; Zbl 1520.62135) Full Text: DOI arXiv
Huang, Xin; Shang, Han Lin; Pitt, David Permutation entropy and its variants for measuring temporal dependence. (English) Zbl 1521.62149 Aust. N. Z. J. Stat. 64, No. 4, 442-477 (2022). MSC: 62M10 62B10 62P20 PDFBibTeX XMLCite \textit{X. Huang} et al., Aust. N. Z. J. Stat. 64, No. 4, 442--477 (2022; Zbl 1521.62149) Full Text: DOI OA License
Quineche, Ricardo Consumption, aggregate wealth and expected stock returns: a quantile cointegration approach. (English) Zbl 07681753 Stud. Nonlinear Dyn. Econom. 26, No. 5, 693-703 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{R. Quineche}, Stud. Nonlinear Dyn. Econom. 26, No. 5, 693--703 (2022; Zbl 07681753) Full Text: DOI
Gogebakan, Kemal Caglar Rescaled variance tests for seasonal stationarity. (English) Zbl 07681747 Stud. Nonlinear Dyn. Econom. 26, No. 4, 617-633 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{K. C. Gogebakan}, Stud. Nonlinear Dyn. Econom. 26, No. 4, 617--633 (2022; Zbl 07681747) Full Text: DOI
Nazlioglu, Saban; Lee, Junsoo; Karul, Cagin; You, Yu Testing for stationarity with covariates: more powerful tests with non-normal errors. (English) Zbl 07679713 Stud. Nonlinear Dyn. Econom. 26, No. 2, 191-203 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Nazlioglu} et al., Stud. Nonlinear Dyn. Econom. 26, No. 2, 191--203 (2022; Zbl 07679713) Full Text: DOI
Safikhani, Abolfazl; Shojaie, Ali Joint structural break detection and parameter estimation in high-dimensional nonstationary VAR models. (English) Zbl 1506.62372 J. Am. Stat. Assoc. 117, No. 537, 251-264 (2022). MSC: 62M10 62F10 62F12 PDFBibTeX XMLCite \textit{A. Safikhani} and \textit{A. Shojaie}, J. Am. Stat. Assoc. 117, No. 537, 251--264 (2022; Zbl 1506.62372) Full Text: DOI arXiv
Ruiz, Esther; Poncela, Pilar Factor extraction in dynamic factor models: Kalman filter versus principal components. (English) Zbl 07644938 Found. Trends Econom. 12, No. 2, 121-231 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{E. Ruiz} and \textit{P. Poncela}, Found. Trends Econom. 12, No. 2, 121--231 (2022; Zbl 07644938) Full Text: DOI
Kelty-Stephen, Damian G.; Mangalam, Madhur Fractal and multifractal descriptors restore ergodicity broken by non-Gaussianity in time series. (English) Zbl 1507.37004 Chaos Solitons Fractals 163, Article ID 112568, 14 p. (2022). MSC: 37A25 28A80 37M10 PDFBibTeX XMLCite \textit{D. G. Kelty-Stephen} and \textit{M. Mangalam}, Chaos Solitons Fractals 163, Article ID 112568, 14 p. (2022; Zbl 1507.37004) Full Text: DOI arXiv
Neitzel, Ira; Wachsmuth, Gerd First-order conditions for the optimal control of the obstacle problem with state constraints. (English) Zbl 1505.49019 Pure Appl. Funct. Anal. 7, No. 5, 1881-1911 (2022). MSC: 49K21 35J86 PDFBibTeX XMLCite \textit{I. Neitzel} and \textit{G. Wachsmuth}, Pure Appl. Funct. Anal. 7, No. 5, 1881--1911 (2022; Zbl 1505.49019) Full Text: arXiv Link
Maldonado, Andre Desiderio; Yousept, Irwin Optimal control of non-smooth wave equations. (English) Zbl 1505.35264 Pure Appl. Funct. Anal. 7, No. 5, 1813-1833 (2022). MSC: 35L60 34K35 35Q93 PDFBibTeX XMLCite \textit{A. D. Maldonado} and \textit{I. Yousept}, Pure Appl. Funct. Anal. 7, No. 5, 1813--1833 (2022; Zbl 1505.35264) Full Text: Link
Németh, László; Hübnerová, Zuzana; Zempléni, András Comparison of trend detection methods in GEV models. (English) Zbl 07632212 Commun. Stat., Simulation Comput. 51, No. 11, 6398-6413 (2022). MSC: 62G32 62F40 60G70 62M10 PDFBibTeX XMLCite \textit{L. Németh} et al., Commun. Stat., Simulation Comput. 51, No. 11, 6398--6413 (2022; Zbl 07632212) Full Text: DOI
Elayouty, Amira; Scott, Marian; Miller, Claire Time-varying functional principal components for non-stationary \(\text{EpCO}_2\) in freshwater systems. (English) Zbl 07632107 J. Agric. Biol. Environ. Stat. 27, No. 3, 506-522 (2022). MSC: 62P12 PDFBibTeX XMLCite \textit{A. Elayouty} et al., J. Agric. Biol. Environ. Stat. 27, No. 3, 506--522 (2022; Zbl 07632107) Full Text: DOI
Persiau, Floris; De Bock, Jasper; de Cooman, Gert On the (dis)similarities between stationary imprecise and non-stationary precise uncertainty models in algorithmic randomness. (English) Zbl 07629284 Int. J. Approx. Reasoning 151, 272-291 (2022). MSC: 68T37 PDFBibTeX XMLCite \textit{F. Persiau} et al., Int. J. Approx. Reasoning 151, 272--291 (2022; Zbl 07629284) Full Text: DOI arXiv
Li, Qingna; Li, Zhen; Zemkoho, Alain Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method. (English) Zbl 1508.90102 Math. Methods Oper. Res. 96, No. 3, 315-350 (2022). MSC: 90C33 90C90 49M20 PDFBibTeX XMLCite \textit{Q. Li} et al., Math. Methods Oper. Res. 96, No. 3, 315--350 (2022; Zbl 1508.90102) Full Text: DOI arXiv
Christof, Constantin; Meyer, Christian; Schweizer, Ben; Turek, Stefan Strong stationarity for optimal control of variational inequalities of the second kind. (English) Zbl 1502.49008 Hintermüller, Michael (ed.) et al., Non-smooth and complementarity-based distributed parameter systems. Simulation and hierarchical optimization. Cham: Birkhäuser. ISNM, Int. Ser. Numer. Math. 172, 307-327 (2022). MSC: 49J40 49Q12 49K27 35J86 90C31 49J27 PDFBibTeX XMLCite \textit{C. Christof} et al., ISNM, Int. Ser. Numer. Math. 172, 307--327 (2022; Zbl 1502.49008) Full Text: DOI
Terdik, György H. Spatiotemporal covariance functions for Laplacian ARMA fields in higher dimensions. (English) Zbl 07618875 Theory Probab. Math. Stat. 107, 111-132 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{G. H. Terdik}, Theory Probab. Math. Stat. 107, 111--132 (2022; Zbl 07618875) Full Text: DOI
Pang, Guodong; Sarantsev, Andrey; Suhov, Yuri Birth and death processes in interactive random environments. (English) Zbl 1515.60292 Queueing Syst. 102, No. 1-2, 269-307 (2022). MSC: 60K25 60J80 60J10 60J60 PDFBibTeX XMLCite \textit{G. Pang} et al., Queueing Syst. 102, No. 1--2, 269--307 (2022; Zbl 1515.60292) Full Text: DOI arXiv
Hannebicque, Brice; Herbin, Érick Regularity of an abstract Wiener integral. (English) Zbl 1510.60042 Stochastic Processes Appl. 154, 154-196 (2022). MSC: 60H05 60G10 60G17 60G20 60G51 60G55 60G57 PDFBibTeX XMLCite \textit{B. Hannebicque} and \textit{É. Herbin}, Stochastic Processes Appl. 154, 154--196 (2022; Zbl 1510.60042) Full Text: DOI
Movahedian, N.; Nobakhtian, S.; Sarabadan, M. Sparsity constrained optimization problems via disjunctive programming. (English) Zbl 1503.90100 Optimization 71, No. 10, 2979-3005 (2022). MSC: 90C26 90C46 90C90 PDFBibTeX XMLCite \textit{N. Movahedian} et al., Optimization 71, No. 10, 2979--3005 (2022; Zbl 1503.90100) Full Text: DOI
Shahela, Fahmida Akter; Uddin, Nizam Transfer function model for COVID-19 deaths in USA using case counts as input series. (English) Zbl 1496.62192 Bull. Malays. Math. Sci. Soc. (2) 45, Suppl. 1, 461-475 (2022). MSC: 62P10 62M10 62M20 PDFBibTeX XMLCite \textit{F. A. Shahela} and \textit{N. Uddin}, Bull. Malays. Math. Sci. Soc. (2) 45, 461--475 (2022; Zbl 1496.62192) Full Text: DOI
Bernreuther, Marco; Müller, Georg; Volkwein, Stefan Efficient scalarization in multiobjective optimal control of a nonsmooth PDE. (English) Zbl 1502.49013 Comput. Optim. Appl. 83, No. 2, 435-464 (2022). MSC: 49J52 49J20 49M15 PDFBibTeX XMLCite \textit{M. Bernreuther} et al., Comput. Optim. Appl. 83, No. 2, 435--464 (2022; Zbl 1502.49013) Full Text: DOI
Hoheisel, Tim; Pablos, Blanca; Pooladian, Aram; Schwartz, Alexandra; Steverango, Luke A study of one-parameter regularization methods for mathematical programs with vanishing constraints. (English) Zbl 1517.65047 Optim. Methods Softw. 37, No. 2, 503-545 (2022). MSC: 65K05 90C30 90C31 49J15 49M20 PDFBibTeX XMLCite \textit{T. Hoheisel} et al., Optim. Methods Softw. 37, No. 2, 503--545 (2022; Zbl 1517.65047) Full Text: DOI arXiv
Qi, Zhengling; Cui, Ying; Liu, Yufeng; Pang, Jong-Shi Asymptotic properties of stationary solutions of coupled nonconvex nonsmooth empirical risk minimization. (English) Zbl 07592368 Math. Oper. Res. 47, No. 3, 2034-2064 (2022). MSC: 62F12 90C26 49J52 PDFBibTeX XMLCite \textit{Z. Qi} et al., Math. Oper. Res. 47, No. 3, 2034--2064 (2022; Zbl 07592368) Full Text: DOI arXiv
Cohen, E. A. K.; Gibberd, A. J. Wavelet spectra for multivariate point processes. (English) Zbl 07582655 Biometrika 109, No. 3, 837-851 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{E. A. K. Cohen} and \textit{A. J. Gibberd}, Biometrika 109, No. 3, 837--851 (2022; Zbl 07582655) Full Text: DOI arXiv
Heckens, Anton J.; Guhr, Thomas New collectivity measures for financial covariances and correlations. (English) Zbl 07582070 Physica A 604, Article ID 127704, 25 p. (2022). MSC: 82-XX PDFBibTeX XMLCite \textit{A. J. Heckens} and \textit{T. Guhr}, Physica A 604, Article ID 127704, 25 p. (2022; Zbl 07582070) Full Text: DOI arXiv
Chen, Liwen; Peng, Xiaofan Extrema of a Gaussian random field: Berman’s sojourn time method. (English) Zbl 1513.60054 Acta Math. Sci., Ser. B, Engl. Ed. 42, No. 5, 1831-1842 (2022). MSC: 60G60 60G15 60G70 PDFBibTeX XMLCite \textit{L. Chen} and \textit{X. Peng}, Acta Math. Sci., Ser. B, Engl. Ed. 42, No. 5, 1831--1842 (2022; Zbl 1513.60054) Full Text: DOI
Kruger, Alexander Y.; Mehlitz, Patrick Optimality conditions, approximate stationarity, and applications – a story beyond Lipschitzness. (English) Zbl 1494.49005 ESAIM, Control Optim. Calc. Var. 28, Paper No. 42, 35 p. (2022). MSC: 49J45 49J50 49K27 90C30 90C48 58E30 PDFBibTeX XMLCite \textit{A. Y. Kruger} and \textit{P. Mehlitz}, ESAIM, Control Optim. Calc. Var. 28, Paper No. 42, 35 p. (2022; Zbl 1494.49005) Full Text: DOI arXiv
Alphonse, Amal; Hintermüller, Michael; Rautenberg, Carlos N. Optimal control and directional differentiability for elliptic quasi-variational inequalities. (English) Zbl 07563231 Set-Valued Var. Anal. 30, No. 3, 873-922 (2022). MSC: 47J20 49J21 49J40 49K21 46G05 PDFBibTeX XMLCite \textit{A. Alphonse} et al., Set-Valued Var. Anal. 30, No. 3, 873--922 (2022; Zbl 07563231) Full Text: DOI arXiv
Ravagli, Davide; Boshnakov, Georgi N. Bayesian analysis of mixture autoregressive models covering the complete parameter space. (English) Zbl 1505.62333 Comput. Stat. 37, No. 3, 1399-1433 (2022). MSC: 62-08 62M10 62F15 PDFBibTeX XMLCite \textit{D. Ravagli} and \textit{G. N. Boshnakov}, Comput. Stat. 37, No. 3, 1399--1433 (2022; Zbl 1505.62333) Full Text: DOI arXiv
Li, Jie; Wang, Jiangyan; Yang, Lijian Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function. (English) Zbl 1505.62246 Comput. Stat. 37, No. 3, 1015-1039 (2022). MSC: 62-08 62G08 62G07 62G15 62M10 PDFBibTeX XMLCite \textit{J. Li} et al., Comput. Stat. 37, No. 3, 1015--1039 (2022; Zbl 1505.62246) Full Text: DOI
Huillet, Thierry; Martinez, Servet Revisiting John Lamperti’s maximal branching process. (English) Zbl 1492.60238 Stochastics 94, No. 2, 277-310 (2022). MSC: 60J80 PDFBibTeX XMLCite \textit{T. Huillet} and \textit{S. Martinez}, Stochastics 94, No. 2, 277--310 (2022; Zbl 1492.60238) Full Text: DOI arXiv
Chen, Huaping; Li, Qi; Zhu, Fukang A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation. (English) Zbl 1490.62235 AStA, Adv. Stat. Anal. 106, No. 2, 243-270 (2022). MSC: 62M10 62F12 62P10 PDFBibTeX XMLCite \textit{H. Chen} et al., AStA, Adv. Stat. Anal. 106, No. 2, 243--270 (2022; Zbl 1490.62235) Full Text: DOI
Presno, María José; Landajo, Manuel; Fernandez-Gonzalez, Paula Nonparametric panel stationarity testing with an application to crude oil production. (English) Zbl 07549103 J. Appl. Stat. 49, No. 4, 1033-1048 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{M. J. Presno} et al., J. Appl. Stat. 49, No. 4, 1033--1048 (2022; Zbl 07549103) Full Text: DOI
Guo, Lei; Deng, Zhibin A new augmented Lagrangian method for MPCCs – theoretical and numerical comparison with existing augmented Lagrangian methods. (English) Zbl 1489.90197 Math. Oper. Res. 47, No. 2, 1229-1246 (2022). MSC: 90C33 65K05 49M37 90C30 90C52 PDFBibTeX XMLCite \textit{L. Guo} and \textit{Z. Deng}, Math. Oper. Res. 47, No. 2, 1229--1246 (2022; Zbl 1489.90197) Full Text: DOI
Zheng, Xiaotian; Kottas, Athanasios; Sansó, Bruno On construction and estimation of stationary mixture transition distribution models. (English) Zbl 07546476 J. Comput. Graph. Stat. 31, No. 1, 283-293 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Zheng} et al., J. Comput. Graph. Stat. 31, No. 1, 283--293 (2022; Zbl 07546476) Full Text: DOI arXiv