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 PDF BibTeX XML Cite \textit{L. Truquet}, Stochastic Processes Appl. 160, 294--317 (2023; Zbl 07686798) Full Text: DOI arXiv OpenURL
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: 60G70 62M30 62P12 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Extremes 26, No. 2, 339--351 (2023; Zbl 07685224) Full Text: DOI arXiv OpenURL
Oçafrain, William An ergodic theorem for asymptotically periodic time-inhomogeneous Markov processes, with application to quasi-stationarity with moving boundaries. (English) Zbl 07682796 Adv. Appl. Probab. 55, No. 2, 672-700 (2023). MSC: 60J25 60F25 60J55 60J60 60J65 60J70 PDF BibTeX XML Cite \textit{W. Oçafrain}, Adv. Appl. Probab. 55, No. 2, 672--700 (2023; Zbl 07682796) Full Text: DOI arXiv OpenURL
Meynard, Adrien; Torrésani, Bruno Synthesis-based time-scale transforms for non-stationary signals. (English) Zbl 07681442 Appl. Comput. Harmon. Anal. 65, 112-136 (2023). MSC: 94A12 62M10 62M15 PDF BibTeX XML Cite \textit{A. Meynard} and \textit{B. Torrésani}, Appl. Comput. Harmon. Anal. 65, 112--136 (2023; Zbl 07681442) Full Text: DOI arXiv OpenURL
Jia, Xiaoxi; Kanzow, Christian; Mehlitz, Patrick; Wachsmuth, Gerd An augmented Lagrangian method for optimization problems with structured geometric constraints. (English) Zbl 07681278 Math. Program. 199, No. 1-2 (A), 1365-1415 (2023). MSC: 90C22 90C30 90C33 65K10 PDF BibTeX XML Cite \textit{X. Jia} et al., Math. Program. 199, No. 1--2 (A), 1365--1415 (2023; Zbl 07681278) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{E. Levin} et al., Math. Program. 199, No. 1--2 (A), 831--864 (2023; Zbl 07681267) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{D. G. Kelty-Stephen} and \textit{M. Mangalam}, Physica A 617, Article ID 128651, 23 p. (2023; Zbl 07679940) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{M. Cavicchioli}, Scand. J. Stat. 50, No. 1, 102--119 (2023; Zbl 07677031) Full Text: DOI OpenURL
Im, Kyung So; Pesaran, M. Hashem; Shin, Yongcheol Reflections on “Testing for unit roots in heterogeneous panels”. (English) Zbl 07674643 J. Econom. 234, Supplement, 111-114 (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{K. S. Im} et al., J. Econom. 234, 111--114 (2023; Zbl 07674643) Full Text: DOI OpenURL
Es-Sebaiy, Khalifa Gaussian and Hermite Ornstein-Uhlenbeck processes. (English) Zbl 07661022 Stochastic Anal. Appl. 41, No. 2, 394-423 (2023). MSC: 60H10 60G15 60G10 60G22 PDF BibTeX XML Cite \textit{K. Es-Sebaiy}, Stochastic Anal. Appl. 41, No. 2, 394--423 (2023; Zbl 07661022) Full Text: DOI arXiv OpenURL
Lämmel, S.; Shikhman, V. Critical point theory for sparse recovery. (English) Zbl 07661010 Optimization 72, No. 2, 521-549 (2023). MSC: 90C26 90C46 PDF BibTeX XML Cite \textit{S. Lämmel} and \textit{V. Shikhman}, Optimization 72, No. 2, 521--549 (2023; Zbl 07661010) Full Text: DOI arXiv OpenURL
Lämmel, S.; Shikhman, V. Optimality conditions for mathematical programs with orthogonality type constraints. (English) Zbl 07660563 Set-Valued Var. Anal. 31, No. 1, Paper No. 9, 21 p. (2023). MSC: 90C26 PDF BibTeX XML Cite \textit{S. Lämmel} and \textit{V. Shikhman}, Set-Valued Var. Anal. 31, No. 1, Paper No. 9, 21 p. (2023; Zbl 07660563) Full Text: DOI arXiv OpenURL
Tanabe, Hiroki; Fukuda, Ellen H.; Yamashita, Nobuo Convergence rates analysis of a multiobjective proximal gradient method. (English) Zbl 07659736 Optim. Lett. 17, No. 2, 333-350 (2023). MSC: 90C29 90C52 PDF BibTeX XML Cite \textit{H. Tanabe} et al., Optim. Lett. 17, No. 2, 333--350 (2023; Zbl 07659736) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{H. Planinić}, Extremes 26, No. 1, 45--82 (2023; Zbl 07658859) Full Text: DOI arXiv OpenURL
Dzahini, Kwassi Joseph; Kokkolaras, Michael; Le Digabel, Sébastien Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates. (English) Zbl 07658262 Math. Program. 198, No. 1 (A), 675-732 (2023). MSC: 90C15 90C30 90C56 PDF BibTeX XML Cite \textit{K. J. Dzahini} et al., Math. Program. 198, No. 1 (A), 675--732 (2023; Zbl 07658262) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \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 OpenURL
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 PDF BibTeX XML Cite \textit{B. Garbuzov} and \textit{Z. Zhou}, J. Stat. Plann. Inference 223, 53--62 (2023; Zbl 1498.62054) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{S. Tan} and \textit{Q. Zhu}, Stat. Interface 16, No. 1, 3--16 (2023; Zbl 07585559) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{R. Quineche}, Stud. Nonlinear Dyn. Econom. 26, No. 5, 693--703 (2022; Zbl 07681753) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{K. C. Gogebakan}, Stud. Nonlinear Dyn. Econom. 26, No. 4, 617--633 (2022; Zbl 07681747) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{S. Nazlioglu} et al., Stud. Nonlinear Dyn. Econom. 26, No. 2, 191--203 (2022; Zbl 07679713) Full Text: DOI OpenURL
Sheremet’eva, Ol’ga Vladimirovna; Shevtsov, Boris Mikhaĭlovich Approximation of the waiting times distribution laws for foreshocks based on a fractional model of deformation activity. (Russian. English summary) Zbl 07667799 Vestn. KRAUNTS, Fiz.-Mat. Nauki 40, No. 3, 137-152 (2022). MSC: 60G22 37M10 60J80 33E12 PDF BibTeX XML Cite \textit{O. V. Sheremet'eva} and \textit{B. M. Shevtsov}, Vestn. KRAUNTS, Fiz.-Mat. Nauki 40, No. 3, 137--152 (2022; Zbl 07667799) Full Text: DOI MNR OpenURL
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 PDF BibTeX XML Cite \textit{A. Safikhani} and \textit{A. Shojaie}, J. Am. Stat. Assoc. 117, No. 537, 251--264 (2022; Zbl 1506.62372) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{E. Ruiz} and \textit{P. Poncela}, Found. Trends Econom. 12, No. 2, 121--231 (2022; Zbl 07644938) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \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 OpenURL
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 PDF BibTeX XML Cite \textit{I. Neitzel} and \textit{G. Wachsmuth}, Pure Appl. Funct. Anal. 7, No. 5, 1881--1911 (2022; Zbl 1505.49019) Full Text: arXiv Link OpenURL
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 PDF BibTeX XML Cite \textit{A. D. Maldonado} and \textit{I. Yousept}, Pure Appl. Funct. Anal. 7, No. 5, 1813--1833 (2022; Zbl 1505.35264) Full Text: Link OpenURL
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 PDF BibTeX XML Cite \textit{L. Németh} et al., Commun. Stat., Simulation Comput. 51, No. 11, 6398--6413 (2022; Zbl 07632212) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{A. Elayouty} et al., J. Agric. Biol. Environ. Stat. 27, No. 3, 506--522 (2022; Zbl 07632107) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{F. Persiau} et al., Int. J. Approx. Reasoning 151, 272--291 (2022; Zbl 07629284) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{Q. Li} et al., Math. Methods Oper. Res. 96, No. 3, 315--350 (2022; Zbl 1508.90102) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{C. Christof} et al., ISNM, Int. Ser. Numer. Math. 172, 307--327 (2022; Zbl 1502.49008) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{G. H. Terdik}, Theory Probab. Math. Stat. 107, 111--132 (2022; Zbl 07618875) Full Text: DOI OpenURL
Pang, Guodong; Sarantsev, Andrey; Suhov, Yuri Birth and death processes in interactive random environments. (English) Zbl 07613933 Queueing Syst. 102, No. 1-2, 269-307 (2022). MSC: 60H10 60J60 60K25 90B22 PDF BibTeX XML Cite \textit{G. Pang} et al., Queueing Syst. 102, No. 1--2, 269--307 (2022; Zbl 07613933) Full Text: DOI arXiv OpenURL
Hannebicque, Brice; Herbin, Érick Regularity of an abstract Wiener integral. (English) Zbl 07608414 Stochastic Processes Appl. 154, 154-196 (2022). MSC: 60H05 60G10 60G17 60G20 60G51 60G55 60G57 PDF BibTeX XML Cite \textit{B. Hannebicque} and \textit{É. Herbin}, Stochastic Processes Appl. 154, 154--196 (2022; Zbl 07608414) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{N. Movahedian} et al., Optimization 71, No. 10, 2979--3005 (2022; Zbl 1503.90100) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{F. A. Shahela} and \textit{N. Uddin}, Bull. Malays. Math. Sci. Soc. (2) 45, 461--475 (2022; Zbl 1496.62192) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{M. Bernreuther} et al., Comput. Optim. Appl. 83, No. 2, 435--464 (2022; Zbl 1502.49013) Full Text: DOI OpenURL
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 07595252 Optim. Methods Softw. 37, No. 2, 503-545 (2022). MSC: 65K05 90C30 90C31 49J15 49M20 PDF BibTeX XML Cite \textit{T. Hoheisel} et al., Optim. Methods Softw. 37, No. 2, 503--545 (2022; Zbl 07595252) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{Z. Qi} et al., Math. Oper. Res. 47, No. 3, 2034--2064 (2022; Zbl 07592368) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{E. A. K. Cohen} and \textit{A. J. Gibberd}, Biometrika 109, No. 3, 837--851 (2022; Zbl 07582655) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{A. J. Heckens} and \textit{T. Guhr}, Physica A 604, Article ID 127704, 25 p. (2022; Zbl 07582070) Full Text: DOI arXiv OpenURL
Chen, Liwen; Peng, Xiaofan Extrema of a Gaussian random field: Berman’s sojourn time method. (English) Zbl 07567991 Acta Math. Sci., Ser. B, Engl. Ed. 42, No. 5, 1831-1842 (2022). MSC: 60G60 60G15 60G70 PDF BibTeX XML Cite \textit{L. Chen} and \textit{X. Peng}, Acta Math. Sci., Ser. B, Engl. Ed. 42, No. 5, 1831--1842 (2022; Zbl 07567991) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \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 OpenURL
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 PDF BibTeX XML Cite \textit{A. Alphonse} et al., Set-Valued Var. Anal. 30, No. 3, 873--922 (2022; Zbl 07563231) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{D. Ravagli} and \textit{G. N. Boshnakov}, Comput. Stat. 37, No. 3, 1399--1433 (2022; Zbl 1505.62333) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{J. Li} et al., Comput. Stat. 37, No. 3, 1015--1039 (2022; Zbl 1505.62246) Full Text: DOI OpenURL
Huillet, Thierry; Martinez, Servet Revisiting John Lamperti’s maximal branching process. (English) Zbl 1492.60238 Stochastics 94, No. 2, 277-310 (2022). MSC: 60J80 PDF BibTeX XML Cite \textit{T. Huillet} and \textit{S. Martinez}, Stochastics 94, No. 2, 277--310 (2022; Zbl 1492.60238) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{H. Chen} et al., AStA, Adv. Stat. Anal. 106, No. 2, 243--270 (2022; Zbl 1490.62235) Full Text: DOI OpenURL
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: 62Pxx PDF BibTeX XML Cite \textit{M. J. Presno} et al., J. Appl. Stat. 49, No. 4, 1033--1048 (2022; Zbl 07549103) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{L. Guo} and \textit{Z. Deng}, Math. Oper. Res. 47, No. 2, 1229--1246 (2022; Zbl 1489.90197) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{X. Zheng} et al., J. Comput. Graph. Stat. 31, No. 1, 283--293 (2022; Zbl 07546476) Full Text: DOI arXiv OpenURL
Safikhani, Abolfazl; Bai, Yue; Michailidis, George Fast and scalable algorithm for detection of structural breaks in big VAR models. (English) Zbl 07546468 J. Comput. Graph. Stat. 31, No. 1, 176-189 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Safikhani} et al., J. Comput. Graph. Stat. 31, No. 1, 176--189 (2022; Zbl 07546468) Full Text: DOI OpenURL
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula Convergence of partial sum processes to stable processes with application for aggregation of branching processes. (English) Zbl 1505.60043 Braz. J. Probab. Stat. 36, No. 2, 315-348 (2022). Reviewer: Heinrich Hering (Rockenberg) MSC: 60G10 60G52 60J80 PDF BibTeX XML Cite \textit{M. Barczy} et al., Braz. J. Probab. Stat. 36, No. 2, 315--348 (2022; Zbl 1505.60043) Full Text: DOI arXiv OpenURL
Bapat, Sudeep R. An alternative measure of positive correlation for bivariate time series. (English) Zbl 1490.62227 Commun. Stat., Simulation Comput. 51, No. 6, 3252-3258 (2022). MSC: 62M10 62H20 PDF BibTeX XML Cite \textit{S. R. Bapat}, Commun. Stat., Simulation Comput. 51, No. 6, 3252--3258 (2022; Zbl 1490.62227) Full Text: DOI OpenURL
Shikhman, Vladimir Topological approach to mathematical programs with switching constraints. (English) Zbl 1489.90142 Set-Valued Var. Anal. 30, No. 2, 335-354 (2022). MSC: 90C26 90C31 PDF BibTeX XML Cite \textit{V. Shikhman}, Set-Valued Var. Anal. 30, No. 2, 335--354 (2022; Zbl 1489.90142) Full Text: DOI arXiv OpenURL
Menegatto, V. A.; Oliveira, C. P. Positive definite functions on products via Fourier transforms: old and new. (English) Zbl 1490.42012 Numer. Funct. Anal. Optim. 43, No. 6, 631-649 (2022). MSC: 42A82 42A38 42A16 43A35 PDF BibTeX XML Cite \textit{V. A. Menegatto} and \textit{C. P. Oliveira}, Numer. Funct. Anal. Optim. 43, No. 6, 631--649 (2022; Zbl 1490.42012) Full Text: DOI OpenURL
Korkas, Karolos K. Ensemble binary segmentation for irregularly spaced data with change-points. (English) Zbl 1485.62121 J. Korean Stat. Soc. 51, No. 1, 65-86 (2022). MSC: 62M10 PDF BibTeX XML Cite \textit{K. K. Korkas}, J. Korean Stat. Soc. 51, No. 1, 65--86 (2022; Zbl 1485.62121) Full Text: DOI arXiv OpenURL
Harder, Felix; Wachsmuth, Gerd M-stationarity for a class of MPCCs in Lebesgue spaces. (English) Zbl 1498.49063 J. Math. Anal. Appl. 512, No. 2, Article ID 126167, 28 p. (2022). MSC: 49N45 90C05 PDF BibTeX XML Cite \textit{F. Harder} and \textit{G. Wachsmuth}, J. Math. Anal. Appl. 512, No. 2, Article ID 126167, 28 p. (2022; Zbl 1498.49063) Full Text: DOI arXiv OpenURL
Shen, Jinqi; Stoev, Stilian; Hsing, Tailen Tangent fields, intrinsic stationarity, and self similarity. (English) Zbl 1507.60043 Electron. J. Probab. 27, Paper No. 34, 56 p. (2022). Reviewer: Alexander Lindner (Ulm) MSC: 60G10 60G12 60G18 60G22 PDF BibTeX XML Cite \textit{J. Shen} et al., Electron. J. Probab. 27, Paper No. 34, 56 p. (2022; Zbl 1507.60043) Full Text: DOI arXiv OpenURL
Ribeiro, Ademir A.; Sachine, Mael; Krulikovski, Evelin H. M. A comparative study of sequential optimality conditions for mathematical programs with cardinality constraints. (English) Zbl 1487.90608 J. Optim. Theory Appl. 192, No. 3, 1067-1083 (2022). MSC: 90C30 90C33 90C46 PDF BibTeX XML Cite \textit{A. A. Ribeiro} et al., J. Optim. Theory Appl. 192, No. 3, 1067--1083 (2022; Zbl 1487.90608) Full Text: DOI OpenURL
Jentsch, Carsten; Reichmann, Lena Generalized binary vector autoregressive processes. (English) Zbl 1493.62527 J. Time Ser. Anal. 43, No. 2, 285-311 (2022). MSC: 62M10 62H12 62F40 62M20 PDF BibTeX XML Cite \textit{C. Jentsch} and \textit{L. Reichmann}, J. Time Ser. Anal. 43, No. 2, 285--311 (2022; Zbl 1493.62527) Full Text: DOI OpenURL
Szabados, Tamás Regular multidimensional stationary time series. (English) Zbl 1493.62536 J. Time Ser. Anal. 43, No. 2, 263-284 (2022). MSC: 62M10 60G10 PDF BibTeX XML Cite \textit{T. Szabados}, J. Time Ser. Anal. 43, No. 2, 263--284 (2022; Zbl 1493.62536) Full Text: DOI arXiv OpenURL
Almohaimeed, Bader S. Moment conditions for the periodic integer-valued autoregressive model. (English) Zbl 1499.62338 Int. J. Math. Comput. Sci. 17, No. 2, 685-693 (2022). MSC: 62M20 60E05 60J80 60G10 PDF BibTeX XML Cite \textit{B. S. Almohaimeed}, Int. J. Math. Comput. Sci. 17, No. 2, 685--693 (2022; Zbl 1499.62338) Full Text: Link OpenURL
Blasques, Francisco; van Brummelen, Janneke; Koopman, Siem Jan; Lucas, André Maximum likelihood estimation for score-driven models. (English) Zbl 07491163 J. Econom. 227, No. 2, 325-346 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{F. Blasques} et al., J. Econom. 227, No. 2, 325--346 (2022; Zbl 07491163) Full Text: DOI Link OpenURL
Wang, Guochang; Zhu, Ke; Li, Guodong; Li, Wai Keung Hybrid quantile estimation for asymmetric power GARCH models. (English) Zbl 07491159 J. Econom. 227, No. 1, 264-284 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{G. Wang} et al., J. Econom. 227, No. 1, 264--284 (2022; Zbl 07491159) Full Text: DOI arXiv OpenURL
Francq, Christian; Zakoïan, Jean-Michel Testing the existence of moments for GARCH processes. (English) Zbl 07491148 J. Econom. 227, No. 1, 47-64 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{C. Francq} and \textit{J.-M. Zakoïan}, J. Econom. 227, No. 1, 47--64 (2022; Zbl 07491148) Full Text: DOI Link OpenURL
Lämmel, S.; Shikhman, V. On nondegenerate M-stationary points for sparsity constrained nonlinear optimization. (English) Zbl 1486.90191 J. Glob. Optim. 82, No. 2, 219-242 (2022). MSC: 90C30 PDF BibTeX XML Cite \textit{S. Lämmel} and \textit{V. Shikhman}, J. Glob. Optim. 82, No. 2, 219--242 (2022; Zbl 1486.90191) Full Text: DOI arXiv OpenURL
Lee, Sangyeol; Meintanis, Simos G.; Pretorius, Charl Monitoring procedures for strict stationarity based on the multivariate characteristic function. (English) Zbl 07482260 J. Multivariate Anal. 189, Article ID 104892, 20 p. (2022). MSC: 62Hxx 62G10 62G20 62H15 PDF BibTeX XML Cite \textit{S. Lee} et al., J. Multivariate Anal. 189, Article ID 104892, 20 p. (2022; Zbl 07482260) Full Text: DOI OpenURL
Kirches, Christian; Larson, Jeffrey; Leyffer, Sven; Manns, Paul Sequential linearization method for bound-constrained mathematical programs with complementarity constraints. (English) Zbl 1484.90126 SIAM J. Optim. 32, No. 1, 75-99 (2022). MSC: 90C33 90C55 PDF BibTeX XML Cite \textit{C. Kirches} et al., SIAM J. Optim. 32, No. 1, 75--99 (2022; Zbl 1484.90126) Full Text: DOI arXiv OpenURL
Bean, Brennan; Sun, Yan; Maguire, Marc Interval-valued kriging for geostatistical mapping with imprecise inputs. (English) Zbl 1483.86011 Int. J. Approx. Reasoning 140, 31-51 (2022). Reviewer: Wolfgang Näther (Freiberg) MSC: 86A32 65G40 62J86 62M30 62P12 PDF BibTeX XML Cite \textit{B. Bean} et al., Int. J. Approx. Reasoning 140, 31--51 (2022; Zbl 1483.86011) Full Text: DOI arXiv OpenURL
Li, Bo; Pang, Guodong Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime. (English) Zbl 1480.60075 Stochastic Processes Appl. 143, 285-339 (2022). MSC: 60F17 60F15 60G55 60J80 PDF BibTeX XML Cite \textit{B. Li} and \textit{G. Pang}, Stochastic Processes Appl. 143, 285--339 (2022; Zbl 1480.60075) Full Text: DOI OpenURL
Nitha, Kunnathully Unnikrishnan; Krishnarani, Sreekrishnanilayam Devakiamma On a class of time series model with double Lindley distribution as marginals. (English) Zbl 07690426 Statistica 81, No. 4, 365-382 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{K. U. Nitha} and \textit{S. D. Krishnarani}, Statistica 81, No. 4, 365--382 (2021; Zbl 07690426) Full Text: DOI OpenURL
Hsu, Shih-Hsun Disentangling the source of non-stationarity in a panel of seasonal data. (English) Zbl 07676033 Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20180075, 18 p. (2021). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{S.-H. Hsu}, Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20180075, 18 p. (2021; Zbl 07676033) Full Text: DOI OpenURL
Guhr, Thomas; Schell, Andreas Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations. (English) Zbl 07649080 J. Phys. A, Math. Theor. 54, No. 12, Article ID 125002, 35 p. (2021). MSC: 81-XX 82-XX PDF BibTeX XML Cite \textit{T. Guhr} and \textit{A. Schell}, J. Phys. A, Math. Theor. 54, No. 12, Article ID 125002, 35 p. (2021; Zbl 07649080) Full Text: DOI arXiv OpenURL
Godrèche, Claude Comment on: “Fluctuation-dominated phase ordering at a mixed order transition”. (English) Zbl 07648052 J. Phys. A, Math. Theor. 54, No. 3, Article ID 038001, 8 p. (2021). MSC: 81-XX 82-XX PDF BibTeX XML Cite \textit{C. Godrèche}, J. Phys. A, Math. Theor. 54, No. 3, Article ID 038001, 8 p. (2021; Zbl 07648052) Full Text: DOI arXiv OpenURL
Omay, Tolga; Baleanu, Dumitru Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19. (English) Zbl 1494.62018 Adv. Difference Equ. 2021, Paper No. 167, 33 p. (2021). MSC: 62M10 62M07 62M15 62P05 92D30 PDF BibTeX XML Cite \textit{T. Omay} and \textit{D. Baleanu}, Adv. Difference Equ. 2021, Paper No. 167, 33 p. (2021; Zbl 1494.62018) Full Text: DOI OpenURL
Li, Kexuan; Polunchenko, Aleksey S.; Pepelyshev, Andrey Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval. (English) Zbl 1497.60112 Commun. Stat., Simulation Comput. 50, No. 9, 2705-2720 (2021). MSC: 60J60 60J65 62L10 PDF BibTeX XML Cite \textit{K. Li} et al., Commun. Stat., Simulation Comput. 50, No. 9, 2705--2720 (2021; Zbl 1497.60112) Full Text: DOI arXiv Link OpenURL
Dimakopoulou, Vasiliki Stationarity-inducing techniques in small open economy models with collateral constraints. (English) Zbl 1485.91149 Open Econ. Rev. 32, No. 4, 725-738 (2021). MSC: 91B64 91G30 PDF BibTeX XML Cite \textit{V. Dimakopoulou}, Open Econ. Rev. 32, No. 4, 725--738 (2021; Zbl 1485.91149) Full Text: DOI OpenURL
Poignard, Benjamin; Fermanian, Jean-David High-dimensional penalized ARCH processes. (English) Zbl 1490.62264 Econom. Rev. 40, No. 1, 86-107 (2021). MSC: 62M10 62H12 62J07 62P05 91G10 PDF BibTeX XML Cite \textit{B. Poignard} and \textit{J.-D. Fermanian}, Econom. Rev. 40, No. 1, 86--107 (2021; Zbl 1490.62264) Full Text: DOI OpenURL
Trapani, Lorenzo Testing for strict stationarity in a random coefficient autoregressive model. (English) Zbl 1480.62182 Econom. Rev. 40, No. 3, 220-256 (2021). MSC: 62M10 62G10 62P20 PDF BibTeX XML Cite \textit{L. Trapani}, Econom. Rev. 40, No. 3, 220--256 (2021; Zbl 1480.62182) Full Text: DOI arXiv Link OpenURL
Cui, Ying; Pang, Jong-Shi Modern nonconvex nondifferentiable optimization. (English) Zbl 1489.90001 MOS/SIAM Series on Optimization 29. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (ISBN 978-1-61197-673-1/hbk; 978-1-61197-674-8/ebook). xx, 756 p. (2021). Reviewer: Alfred Göpfert (Leipzig) MSC: 90-01 90C26 90-02 91-08 90C90 90C17 90C15 90C20 90C30 90C32 90C56 PDF BibTeX XML Cite \textit{Y. Cui} and \textit{J.-S. Pang}, Modern nonconvex nondifferentiable optimization. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (2021; Zbl 1489.90001) Full Text: DOI OpenURL
Aleandri, Michele; Colangeli, Matteo; Gabrielli, Davide A combinatorial representation for the invariant measure of diffusion processes on metric graphs. (English) Zbl 1480.60083 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1773-1799 (2021). MSC: 60G10 60J60 60C05 PDF BibTeX XML Cite \textit{M. Aleandri} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1773--1799 (2021; Zbl 1480.60083) Full Text: arXiv Link OpenURL
Manzo, Francesco; Quattropani, Matteo; Scoppola, Elisabetta A probabilistic proof of Cooper & Frieze’s “First Visit Time Lemma”. (English) Zbl 1482.60099 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1739-1758 (2021). MSC: 60J10 60J28 PDF BibTeX XML Cite \textit{F. Manzo} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1739--1758 (2021; Zbl 1482.60099) Full Text: arXiv Link OpenURL
Dahl, Christian M.; Iglesias, Emma M. Asymptotic normality of the MLE in the level-effect ARCH model. (English) Zbl 1477.62237 Stat. Pap. 62, No. 1, 117-135 (2021). MSC: 62M10 62F12 62P20 PDF BibTeX XML Cite \textit{C. M. Dahl} and \textit{E. M. Iglesias}, Stat. Pap. 62, No. 1, 117--135 (2021; Zbl 1477.62237) Full Text: DOI OpenURL
Bibi, Abdelouahab QML estimation of asymmetric Markov switching GARCH(\(p,q\)) processes. (English) Zbl 1477.62234 Commun. Math. Stat. 9, No. 4, 405-438 (2021). MSC: 62M10 62M05 62F12 62P20 PDF BibTeX XML Cite \textit{A. Bibi}, Commun. Math. Stat. 9, No. 4, 405--438 (2021; Zbl 1477.62234) Full Text: DOI OpenURL
Bibi, Abdelouahab Asymptotic properties of QMLE for seasonal threshold GARCH model with periodic coefficients. (English) Zbl 1476.62178 Stat. Methods Appl. 30, No. 2, 477-514 (2021). MSC: 62M10 62F12 62P20 PDF BibTeX XML Cite \textit{A. Bibi}, Stat. Methods Appl. 30, No. 2, 477--514 (2021; Zbl 1476.62178) Full Text: DOI OpenURL
Asheim, Geir B.; Banerjee, Kuntal; Mitra, Tapan How stationarity contradicts intergenerational equity. (English) Zbl 1479.91116 Econ. Theory 72, No. 2, 423-444 (2021). MSC: 91B15 PDF BibTeX XML Cite \textit{G. B. Asheim} et al., Econ. Theory 72, No. 2, 423--444 (2021; Zbl 1479.91116) Full Text: DOI OpenURL
Wilson, Rebecca E.; Eckley, Idris A.; Nunes, Matthew A.; Park, Timothy A wavelet-based approach for imputation in nonstationary multivariate time series. (English) Zbl 1475.62067 Stat. Comput. 31, No. 2, Paper No. 18, 18 p. (2021). MSC: 62-08 62D10 62M10 PDF BibTeX XML Cite \textit{R. E. Wilson} et al., Stat. Comput. 31, No. 2, Paper No. 18, 18 p. (2021; Zbl 1475.62067) Full Text: DOI OpenURL
Karachanskaya, Elena Random harmonic processes with new properties. (English) Zbl 1483.60055 Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 243-252 (2021). MSC: 60G10 62M15 PDF BibTeX XML Cite \textit{E. Karachanskaya}, Springer Proc. Math. Stat. 358, 243--252 (2021; Zbl 1483.60055) Full Text: DOI OpenURL
Rockova, Veronika; McAlinn, Kenichiro Dynamic variable selection with spike-and-slab process priors. (English) Zbl 1480.62132 Bayesian Anal. 16, No. 1, 233-269 (2021). MSC: 62H30 62M10 62F07 PDF BibTeX XML Cite \textit{V. Rockova} and \textit{K. McAlinn}, Bayesian Anal. 16, No. 1, 233--269 (2021; Zbl 1480.62132) Full Text: DOI arXiv Euclid OpenURL
Smetanina, Ekaterina; Wu, Wei Biao Asymptotic theory for QMLE for the real-time GARCH\((1,1)\) model. (English) Zbl 1476.62193 J. Time Ser. Anal. 42, No. 5-6, 752-776 (2021). MSC: 62M10 62F12 62E20 PDF BibTeX XML Cite \textit{E. Smetanina} and \textit{W. B. Wu}, J. Time Ser. Anal. 42, No. 5--6, 752--776 (2021; Zbl 1476.62193) Full Text: DOI OpenURL
Christof, Constantin; Wachsmuth, Gerd On second-order optimality conditions for optimal control problems governed by the obstacle problem. (English) Zbl 1480.35248 Optimization 70, No. 10, 2247-2287 (2021). MSC: 35J86 49J40 49K21 PDF BibTeX XML Cite \textit{C. Christof} and \textit{G. Wachsmuth}, Optimization 70, No. 10, 2247--2287 (2021; Zbl 1480.35248) Full Text: DOI arXiv OpenURL
Ferreira, Guillermo; Mateu, Jorge; Vilar, Jose A.; Muñoz, Joel Bootstrapping regression models with locally stationary disturbances. (English) Zbl 1474.62184 Test 30, No. 2, 341-363 (2021). MSC: 62H12 62J05 62M10 PDF BibTeX XML Cite \textit{G. Ferreira} et al., Test 30, No. 2, 341--363 (2021; Zbl 1474.62184) Full Text: DOI OpenURL
Launay, Claire; Desolneux, Agnès; Galerne, Bruno Determinantal point processes for image processing. (English) Zbl 1474.60134 SIAM J. Imaging Sci. 14, No. 1, 304-348 (2021). MSC: 60G55 62M40 68U10 94A08 PDF BibTeX XML Cite \textit{C. Launay} et al., SIAM J. Imaging Sci. 14, No. 1, 304--348 (2021; Zbl 1474.60134) Full Text: DOI OpenURL
Trapani, Lorenzo A test for strict stationarity in a random coefficient autoregressive model of order 1. (English) Zbl 1473.62075 Stat. Probab. Lett. 177, Article ID 109164, 9 p. (2021). MSC: 62F05 62M10 PDF BibTeX XML Cite \textit{L. Trapani}, Stat. Probab. Lett. 177, Article ID 109164, 9 p. (2021; Zbl 1473.62075) Full Text: DOI OpenURL
Debaly, Zinsou Max; Truquet, Lionel A note on the stability of multivariate non-linear time series with an application to time series of counts. (English) Zbl 1473.62304 Stat. Probab. Lett. 179, Article ID 109196, 7 p. (2021). MSC: 62M10 60G10 PDF BibTeX XML Cite \textit{Z. M. Debaly} and \textit{L. Truquet}, Stat. Probab. Lett. 179, Article ID 109196, 7 p. (2021; Zbl 1473.62304) Full Text: DOI OpenURL
Zhang, Shibin A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics. (English) Zbl 1477.62144 J. Stat. Plann. Inference 215, 109-126 (2021). MSC: 62H15 62M15 62M10 PDF BibTeX XML Cite \textit{S. Zhang}, J. Stat. Plann. Inference 215, 109--126 (2021; Zbl 1477.62144) Full Text: DOI OpenURL
Qin, Ruibing; Luo, Xinxin; Yang, Wei Wilcoxon rank test for change in persistence. (English) Zbl 1477.62227 Statistics 55, No. 3, 514-531 (2021). MSC: 62M07 62M10 62P20 PDF BibTeX XML Cite \textit{R. Qin} et al., Statistics 55, No. 3, 514--531 (2021; Zbl 1477.62227) Full Text: DOI OpenURL
Ke, Chengyu; Ahn, Miju; Shin, Sunyoung; Lou, Yifei Iteratively reweighted group Lasso based on log-composite regularization. (English) Zbl 1476.62157 SIAM J. Sci. Comput. 43, No. 5, S655-S678 (2021). MSC: 62J07 62-08 65K05 90C26 92C60 92D10 PDF BibTeX XML Cite \textit{C. Ke} et al., SIAM J. Sci. Comput. 43, No. 5, S655--S678 (2021; Zbl 1476.62157) Full Text: DOI OpenURL