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 PDFBibTeX XMLCite \textit{A. Safikhani} et al., J. Comput. Graph. Stat. 31, No. 1, 176--189 (2022; Zbl 07546468) Full Text: DOI
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 PDFBibTeX XMLCite \textit{M. Barczy} et al., Braz. J. Probab. Stat. 36, No. 2, 315--348 (2022; Zbl 1505.60043) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{S. R. Bapat}, Commun. Stat., Simulation Comput. 51, No. 6, 3252--3258 (2022; Zbl 1490.62227) Full Text: DOI
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 PDFBibTeX XMLCite \textit{V. Shikhman}, Set-Valued Var. Anal. 30, No. 2, 335--354 (2022; Zbl 1489.90142) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \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
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 PDFBibTeX XMLCite \textit{K. K. Korkas}, J. Korean Stat. Soc. 51, No. 1, 65--86 (2022; Zbl 1485.62121) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \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
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 PDFBibTeX XMLCite \textit{J. Shen} et al., Electron. J. Probab. 27, Paper No. 34, 56 p. (2022; Zbl 1507.60043) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{A. A. Ribeiro} et al., J. Optim. Theory Appl. 192, No. 3, 1067--1083 (2022; Zbl 1487.90608) Full Text: DOI
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 PDFBibTeX XMLCite \textit{C. Jentsch} and \textit{L. Reichmann}, J. Time Ser. Anal. 43, No. 2, 285--311 (2022; Zbl 1493.62527) Full Text: DOI
Szabados, Tamás Regular multidimensional stationary time series. (English) Zbl 1493.62536 J. Time Ser. Anal. 43, No. 2, 263-284 (2022); corrigendum ibid. 44, No. 3, 331-332 (2023). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{T. Szabados}, J. Time Ser. Anal. 43, No. 2, 263--284 (2022; Zbl 1493.62536) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{B. S. Almohaimeed}, Int. J. Math. Comput. Sci. 17, No. 2, 685--693 (2022; Zbl 1499.62338) Full Text: Link
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 PDFBibTeX XMLCite \textit{F. Blasques} et al., J. Econom. 227, No. 2, 325--346 (2022; Zbl 07491163) Full Text: DOI Link
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 PDFBibTeX XMLCite \textit{G. Wang} et al., J. Econom. 227, No. 1, 264--284 (2022; Zbl 07491159) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{C. Francq} and \textit{J.-M. Zakoïan}, J. Econom. 227, No. 1, 47--64 (2022; Zbl 07491148) Full Text: DOI Link
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 PDFBibTeX XMLCite \textit{S. Lämmel} and \textit{V. Shikhman}, J. Glob. Optim. 82, No. 2, 219--242 (2022; Zbl 1486.90191) Full Text: DOI arXiv
Lee, Sangyeol; Meintanis, Simos G.; Pretorius, Charl Monitoring procedures for strict stationarity based on the multivariate characteristic function. (English) Zbl 1520.62110 J. Multivariate Anal. 189, Article ID 104892, 20 p. (2022). MSC: 62M10 62G10 62G20 62H15 62M07 62G09 62P05 PDFBibTeX XMLCite \textit{S. Lee} et al., J. Multivariate Anal. 189, Article ID 104892, 20 p. (2022; Zbl 1520.62110) Full Text: DOI
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 PDFBibTeX XMLCite \textit{C. Kirches} et al., SIAM J. Optim. 32, No. 1, 75--99 (2022; Zbl 1484.90126) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{B. Bean} et al., Int. J. Approx. Reasoning 140, 31--51 (2022; Zbl 1483.86011) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{B. Li} and \textit{G. Pang}, Stochastic Processes Appl. 143, 285--339 (2022; Zbl 1480.60075) Full Text: DOI
Neumann, Michael H. Bootstrap for integer-valued GARCH\((p,q)\) processes. (English) Zbl 07801605 Stat. Neerl. 75, No. 3, 343-363 (2021). MSC: 62Gxx 62Mxx 60Gxx PDFBibTeX XMLCite \textit{M. H. Neumann}, Stat. Neerl. 75, No. 3, 343--363 (2021; Zbl 07801605) Full Text: DOI OA License
Vila, Roberto; Saulo, Helton; Roldan, Jamer On some properties of the bimodal normal distribution and its bivariate version. (English) Zbl 1527.62018 Chil. J. Stat. 12, No. 2, 125-144 (2021). MSC: 62E15 62F10 60F05 PDFBibTeX XMLCite \textit{R. Vila} et al., Chil. J. Stat. 12, No. 2, 125--144 (2021; Zbl 1527.62018) Full Text: arXiv Link
Shaw, Thomas; Møller, Jesper; Waagepetersen, Rasmus Plenge Globally intensity-reweighted estimators for \(K\)- and pair correlation functions. (English) Zbl 1521.62184 Aust. N. Z. J. Stat. 63, No. 1, 93-118 (2021). MSC: 62M30 60G55 62G07 62M09 PDFBibTeX XMLCite \textit{T. Shaw} et al., Aust. N. Z. J. Stat. 63, No. 1, 93--118 (2021; Zbl 1521.62184) Full Text: DOI arXiv
Cocchi, Guido; Lapucci, Matteo; Mansueto, Pierluigi Pareto front approximation through a multi-objective augmented Lagrangian method. (English) Zbl 1516.90081 EURO J. Comput. Optim. 9, Article ID 100008, 12 p. (2021). MSC: 90C29 90C30 PDFBibTeX XMLCite \textit{G. Cocchi} et al., EURO J. Comput. Optim. 9, Article ID 100008, 12 p. (2021; Zbl 1516.90081) Full Text: DOI
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 PDFBibTeX XMLCite \textit{K. U. Nitha} and \textit{S. D. Krishnarani}, Statistica 81, No. 4, 365--382 (2021; Zbl 07690426) Full Text: DOI
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 PDFBibTeX XMLCite \textit{S.-H. Hsu}, Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20180075, 18 p. (2021; Zbl 07676033) Full Text: DOI
Guhr, Thomas; Schell, Andreas Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations. (English) Zbl 1519.62020 J. Phys. A, Math. Theor. 54, No. 12, Article ID 125002, 35 p. (2021). MSC: 62M10 60B20 15B52 60G10 60G15 62H10 PDFBibTeX XMLCite \textit{T. Guhr} and \textit{A. Schell}, J. Phys. A, Math. Theor. 54, No. 12, Article ID 125002, 35 p. (2021; Zbl 1519.62020) Full Text: DOI arXiv
Godrèche, Claude Comment on: “Fluctuation-dominated phase ordering at a mixed order transition”. (English) Zbl 1519.82038 J. Phys. A, Math. Theor. 54, No. 3, Article ID 038001, 8 p. (2021). MSC: 82B26 60K05 PDFBibTeX XMLCite \textit{C. Godrèche}, J. Phys. A, Math. Theor. 54, No. 3, Article ID 038001, 8 p. (2021; Zbl 1519.82038) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{T. Omay} and \textit{D. Baleanu}, Adv. Difference Equ. 2021, Paper No. 167, 33 p. (2021; Zbl 1494.62018) Full Text: DOI
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 PDFBibTeX XMLCite \textit{K. Li} et al., Commun. Stat., Simulation Comput. 50, No. 9, 2705--2720 (2021; Zbl 1497.60112) Full Text: DOI arXiv Link
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 PDFBibTeX XMLCite \textit{V. Dimakopoulou}, Open Econ. Rev. 32, No. 4, 725--738 (2021; Zbl 1485.91149) Full Text: DOI
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 PDFBibTeX XMLCite \textit{B. Poignard} and \textit{J.-D. Fermanian}, Econom. Rev. 40, No. 1, 86--107 (2021; Zbl 1490.62264) Full Text: DOI
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 PDFBibTeX XMLCite \textit{L. Trapani}, Econom. Rev. 40, No. 3, 220--256 (2021; Zbl 1480.62182) Full Text: DOI arXiv Link
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 PDFBibTeX XMLCite \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
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 PDFBibTeX XMLCite \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
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 PDFBibTeX XMLCite \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
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 PDFBibTeX XMLCite \textit{C. M. Dahl} and \textit{E. M. Iglesias}, Stat. Pap. 62, No. 1, 117--135 (2021; Zbl 1477.62237) Full Text: DOI
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 PDFBibTeX XMLCite \textit{A. Bibi}, Commun. Math. Stat. 9, No. 4, 405--438 (2021; Zbl 1477.62234) Full Text: DOI
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 PDFBibTeX XMLCite \textit{A. Bibi}, Stat. Methods Appl. 30, No. 2, 477--514 (2021; Zbl 1476.62178) Full Text: DOI
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 PDFBibTeX XMLCite \textit{G. B. Asheim} et al., Econ. Theory 72, No. 2, 423--444 (2021; Zbl 1479.91116) Full Text: DOI
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 PDFBibTeX XMLCite \textit{R. E. Wilson} et al., Stat. Comput. 31, No. 2, Paper No. 18, 18 p. (2021; Zbl 1475.62067) Full Text: DOI
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 PDFBibTeX XMLCite \textit{E. Karachanskaya}, Springer Proc. Math. Stat. 358, 243--252 (2021; Zbl 1483.60055) Full Text: DOI
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 PDFBibTeX XMLCite \textit{V. Rockova} and \textit{K. McAlinn}, Bayesian Anal. 16, No. 1, 233--269 (2021; Zbl 1480.62132) Full Text: DOI arXiv Euclid
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 PDFBibTeX XMLCite \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
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 PDFBibTeX XMLCite \textit{C. Christof} and \textit{G. Wachsmuth}, Optimization 70, No. 10, 2247--2287 (2021; Zbl 1480.35248) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{G. Ferreira} et al., Test 30, No. 2, 341--363 (2021; Zbl 1474.62184) Full Text: DOI
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 PDFBibTeX XMLCite \textit{C. Launay} et al., SIAM J. Imaging Sci. 14, No. 1, 304--348 (2021; Zbl 1474.60134) Full Text: DOI
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 PDFBibTeX XMLCite \textit{L. Trapani}, Stat. Probab. Lett. 177, Article ID 109164, 9 p. (2021; Zbl 1473.62075) Full Text: DOI
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 PDFBibTeX XMLCite \textit{Z. M. Debaly} and \textit{L. Truquet}, Stat. Probab. Lett. 179, Article ID 109196, 7 p. (2021; Zbl 1473.62304) Full Text: DOI
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 PDFBibTeX XMLCite \textit{S. Zhang}, J. Stat. Plann. Inference 215, 109--126 (2021; Zbl 1477.62144) Full Text: DOI
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 PDFBibTeX XMLCite \textit{R. Qin} et al., Statistics 55, No. 3, 514--531 (2021; Zbl 1477.62227) Full Text: DOI
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 PDFBibTeX XMLCite \textit{C. Ke} et al., SIAM J. Sci. Comput. 43, No. 5, S655--S678 (2021; Zbl 1476.62157) Full Text: DOI
Hintermüller, Michael; Keil, Tobias Optimal control of geometric partial differential equations. (English) Zbl 1475.49005 Bonito, Andrea (ed.) et al., Geometric partial differential equations. Part 2. Amsterdam: Elsevier/North Holland. Handb. Numer. Anal. 22, 213-270 (2021). MSC: 49J20 49K20 49J40 35J87 35Q93 35Q35 35R35 90C33 90C46 76D45 76T10 65K10 65K15 PDFBibTeX XMLCite \textit{M. Hintermüller} and \textit{T. Keil}, Handb. Numer. Anal. 22, 213--270 (2021; Zbl 1475.49005) Full Text: DOI
Krulikovski, Evelin H. M.; Ribeiro, Ademir A.; Sachine, Mael On the weak stationarity conditions for mathematical programs with cardinality constraints: a unified approach. (English) Zbl 1478.90124 Appl. Math. Optim. 84, No. 3, 3451-3473 (2021). MSC: 90C30 90C33 90C46 PDFBibTeX XMLCite \textit{E. H. M. Krulikovski} et al., Appl. Math. Optim. 84, No. 3, 3451--3473 (2021; Zbl 1478.90124) Full Text: DOI arXiv
Cui, Yan; Levine, Michael; Zhou, Zhou Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach. (English) Zbl 1476.62077 Electron. J. Stat. 15, No. 2, 4264-4294 (2021). MSC: 62G10 62G15 62G05 PDFBibTeX XMLCite \textit{Y. Cui} et al., Electron. J. Stat. 15, No. 2, 4264--4294 (2021; Zbl 1476.62077) Full Text: DOI arXiv Link
van Delft, Anne; Characiejus, Vaidotas; Dette, Holger A nonparametric test for stationarity in functional time series. (English) Zbl 1475.62291 Stat. Sin. 31, No. 3, 1375-1395 (2021). MSC: 62R10 62M10 62M15 62G10 60G10 PDFBibTeX XMLCite \textit{A. van Delft} et al., Stat. Sin. 31, No. 3, 1375--1395 (2021; Zbl 1475.62291) Full Text: DOI arXiv
Ghezal, Ahmed QMLE for periodic time-varying asymmetric log GARCH models. (English) Zbl 1475.62237 Commun. Math. Stat. 9, No. 3, 273-297 (2021). MSC: 62M10 62M15 62F12 62P20 PDFBibTeX XMLCite \textit{A. Ghezal}, Commun. Math. Stat. 9, No. 3, 273--297 (2021; Zbl 1475.62237) Full Text: DOI
Shelah, S. Mutual stationarity and singular Jonsson cardinals. (English) Zbl 1488.03035 Acta Math. Hung. 163, No. 1, 140-148 (2021). MSC: 03E55 03E40 03E05 03E30 PDFBibTeX XMLCite \textit{S. Shelah}, Acta Math. Hung. 163, No. 1, 140--148 (2021; Zbl 1488.03035) Full Text: DOI
Allaoui, Soumaya; Bouzebda, Salim; Chesneau, Christophe; Liu, Jicheng Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence. (English) Zbl 1472.62031 J. Nonparametric Stat. 33, No. 2, 170-196 (2021). MSC: 62E20 62H12 62G09 42C40 PDFBibTeX XMLCite \textit{S. Allaoui} et al., J. Nonparametric Stat. 33, No. 2, 170--196 (2021; Zbl 1472.62031) Full Text: DOI
Günzel, Harald; Hernández Escobar, Daniel; Rückmann, Jan-J. MPCC: strong stability of \(m\)-stationary points. (English) Zbl 1479.90200 Set-Valued Var. Anal. 29, No. 3, 645-659 (2021). Reviewer: Juan-Enrique Martínez-Legaz (Barcelona) MSC: 90C33 90C46 90C31 PDFBibTeX XMLCite \textit{H. Günzel} et al., Set-Valued Var. Anal. 29, No. 3, 645--659 (2021; Zbl 1479.90200) Full Text: DOI
Kanzow, Christian; Raharja, Andreas B.; Schwartz, Alexandra An augmented Lagrangian method for cardinality-constrained optimization problems. (English) Zbl 1475.90103 J. Optim. Theory Appl. 189, No. 3, 793-813 (2021). MSC: 90C30 PDFBibTeX XMLCite \textit{C. Kanzow} et al., J. Optim. Theory Appl. 189, No. 3, 793--813 (2021; Zbl 1475.90103) Full Text: DOI
Beck, Amir; Teboulle, Marc Dual randomized coordinate descent method for solving a class of nonconvex problems. (English) Zbl 1472.90094 SIAM J. Optim. 31, No. 3, 1877-1896 (2021). MSC: 90C26 90C30 90C46 PDFBibTeX XMLCite \textit{A. Beck} and \textit{M. Teboulle}, SIAM J. Optim. 31, No. 3, 1877--1896 (2021; Zbl 1472.90094) Full Text: DOI
Christof, Constantin; Müller, Georg Multiobjective optimal control of a non-smooth semilinear elliptic partial differential equation. (English) Zbl 1468.35048 ESAIM, Control Optim. Calc. Var. 27, Suppl., Paper No. S13, 31 p. (2021). MSC: 35J20 49J52 49K20 58E17 90C29 PDFBibTeX XMLCite \textit{C. Christof} and \textit{G. Müller}, ESAIM, Control Optim. Calc. Var. 27, Paper No. S13, 31 p. (2021; Zbl 1468.35048) Full Text: DOI
Dong, Yanfeng; Chu, Dejian; Hu, Linyu; Hu, Qingjie A partly smoothing-regularization method for mathematical programs with vanishing constraints. (English) Zbl 1474.49030 Math. Appl. 34, No. 1, 163-175 (2021). MSC: 49J52 90C33 PDFBibTeX XMLCite \textit{Y. Dong} et al., Math. Appl. 34, No. 1, 163--175 (2021; Zbl 1474.49030)
Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph Mixtures of nonlinear Poisson autoregressions. (English) Zbl 1468.62334 J. Time Ser. Anal. 42, No. 1, 107-135 (2021). MSC: 62M10 62B10 60G15 60B12 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Time Ser. Anal. 42, No. 1, 107--135 (2021; Zbl 1468.62334) Full Text: DOI Link
Harder, Felix; Mehlitz, Patrick; Wachsmuth, Gerd Reformulation of the M-stationarity conditions as a system of discontinuous equations and its solution by a semismooth Newton method. (English) Zbl 1467.49024 SIAM J. Optim. 31, No. 2, 1459-1488 (2021). MSC: 49M05 49M15 90C30 90C33 PDFBibTeX XMLCite \textit{F. Harder} et al., SIAM J. Optim. 31, No. 2, 1459--1488 (2021; Zbl 1467.49024) Full Text: DOI arXiv
Chen-Mertens, William; Neeman, Itay On the relationship between mutual and tight stationarity. (English) Zbl 1489.03015 Ann. Pure Appl. Logic 172, No. 7, Article ID 102963, 24 p. (2021). Reviewer: Martin Weese (Potsdam) MSC: 03E35 03E04 03E05 03E55 PDFBibTeX XMLCite \textit{W. Chen-Mertens} and \textit{I. Neeman}, Ann. Pure Appl. Logic 172, No. 7, Article ID 102963, 24 p. (2021; Zbl 1489.03015) Full Text: DOI
Balázs, Márton; Busani, Ofer; Seppäläinen, Timo Local stationarity in exponential last-passage percolation. (English) Zbl 1483.60144 Probab. Theory Relat. Fields 180, No. 1-2, 113-162 (2021). MSC: 60K35 60K37 PDFBibTeX XMLCite \textit{M. Balázs} et al., Probab. Theory Relat. Fields 180, No. 1--2, 113--162 (2021; Zbl 1483.60144) Full Text: DOI arXiv
Wang, Yu Quantitative stratification of stationary connections. (English) Zbl 1469.53059 J. Reine Angew. Math. 775, 39-69 (2021). MSC: 53C05 81T13 PDFBibTeX XMLCite \textit{Y. Wang}, J. Reine Angew. Math. 775, 39--69 (2021; Zbl 1469.53059) Full Text: DOI arXiv
Sun, Yuying; Hong, Yongmiao; Lee, Tae-Hwy; Wang, Shouyang; Zhang, Xinyu Time-varying model averaging. (English) Zbl 1471.62543 J. Econom. 222, No. 2, 974-992 (2021). MSC: 62P20 62J05 62M10 62M20 PDFBibTeX XMLCite \textit{Y. Sun} et al., J. Econom. 222, No. 2, 974--992 (2021; Zbl 1471.62543) Full Text: DOI Link
Virta, Joni; Nordhausen, Klaus Determining the signal dimension in second order source separation. (English) Zbl 1464.62227 Stat. Sin. 31, No. 1, 135-156 (2021). MSC: 62F03 62F12 60H40 PDFBibTeX XMLCite \textit{J. Virta} and \textit{K. Nordhausen}, Stat. Sin. 31, No. 1, 135--156 (2021; Zbl 1464.62227) Full Text: arXiv
Khoshnevisan, Davar; Nualart, David; Pu, Fei Spatial stationarity, ergodicity, and CLT for parabolic Anderson model with delta initial condition in dimension \(d \geq 1\). (English) Zbl 1461.60048 SIAM J. Math. Anal. 53, No. 2, 2084-2133 (2021). MSC: 60H15 60H07 60F05 PDFBibTeX XMLCite \textit{D. Khoshnevisan} et al., SIAM J. Math. Anal. 53, No. 2, 2084--2133 (2021; Zbl 1461.60048) Full Text: DOI arXiv
Alberti, F.; Baake, E.; Letter, I.; Martínez, S. Solving the migration-recombination equation from a genealogical point of view. (English) Zbl 1465.92072 J. Math. Biol. 82, No. 5, Paper No. 41, 27 p. (2021). MSC: 92D15 60J20 PDFBibTeX XMLCite \textit{F. Alberti} et al., J. Math. Biol. 82, No. 5, Paper No. 41, 27 p. (2021; Zbl 1465.92072) Full Text: DOI arXiv
Nasari, Masoud M.; Ould-Haye, Mohamedou A consistent estimator for skewness of partial sums of dependent data. (English) Zbl 1461.62159 Stat. Probab. Lett. 171, Article ID 109021, 12 p. (2021). MSC: 62M10 62M09 62F10 60F05 PDFBibTeX XMLCite \textit{M. M. Nasari} and \textit{M. Ould-Haye}, Stat. Probab. Lett. 171, Article ID 109021, 12 p. (2021; Zbl 1461.62159) Full Text: DOI arXiv
Garcia, Nicolás; Kawan, Christoph; Yüksel, Serdar Ergodicity conditions for controlled stochastic nonlinear systems under information constraints: a volume growth approach. (English) Zbl 1472.93193 SIAM J. Control Optim. 59, No. 1, 534-560 (2021). Reviewer: Heinrich Hering (Rockenberg) MSC: 93E15 93C10 37A35 PDFBibTeX XMLCite \textit{N. Garcia} et al., SIAM J. Control Optim. 59, No. 1, 534--560 (2021; Zbl 1472.93193) Full Text: DOI arXiv
Qiao, Wanli Extremes of locally stationary Gaussian and chi fields on manifolds. (English) Zbl 1466.60106 Stochastic Processes Appl. 133, 166-192 (2021). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 60G15 60G60 PDFBibTeX XMLCite \textit{W. Qiao}, Stochastic Processes Appl. 133, 166--192 (2021; Zbl 1466.60106) Full Text: DOI arXiv
Mandjes, M.; Ravner, L. Hypothesis testing for a Lévy-driven storage system by Poisson sampling. (English) Zbl 1475.60191 Stochastic Processes Appl. 133, 41-73 (2021). MSC: 60K30 60G51 62G10 PDFBibTeX XMLCite \textit{M. Mandjes} and \textit{L. Ravner}, Stochastic Processes Appl. 133, 41--73 (2021; Zbl 1475.60191) Full Text: DOI arXiv
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 1475.60162 Stochastic Processes Appl. 132, 33-75 (2021). MSC: 60J80 62F12 60G55 PDFBibTeX XMLCite \textit{M. Barczy} et al., Stochastic Processes Appl. 132, 33--75 (2021; Zbl 1475.60162) Full Text: DOI arXiv
Voutilainen, Marko; Ilmonen, Pauliina; Torres, Soledad; Tudor, Ciprian; Viitasaari, Lauri On the ARCH model with stationary liquidity. (English) Zbl 1473.62318 Metrika 84, No. 2, 195-224 (2021). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{M. Voutilainen} et al., Metrika 84, No. 2, 195--224 (2021; Zbl 1473.62318) Full Text: DOI
Stein, Oliver Basics of convex analysis. (Grundzüge der konvexen Analysis.) (German) Zbl 1473.90121 Berlin: Springer Spektrum (ISBN 978-3-662-62756-3/pbk; 978-3-662-62757-0/ebook). x, 184 p. (2021). Reviewer: Paulo Mbunga (Kiel) MSC: 90C25 46N10 90C33 90C30 49J30 PDFBibTeX XMLCite \textit{O. Stein}, Grundzüge der konvexen Analysis. Berlin: Springer Spektrum (2021; Zbl 1473.90121) Full Text: DOI
Bakouch, Hassan S.; Sunecher, Y.; Mamode Khan, N.; Jowaheer, V. A non-stationary bivariate INAR(1) process with a simple cross-dependence: estimation with some properties. (English) Zbl 1521.62140 Aust. N. Z. J. Stat. 62, No. 1, 25-48 (2020). MSC: 62M10 62H12 62J12 PDFBibTeX XMLCite \textit{H. S. Bakouch} et al., Aust. N. Z. J. Stat. 62, No. 1, 25--48 (2020; Zbl 1521.62140) Full Text: DOI
Ielpo, Florian; Kniahin, Mikita Fundamental bubbles in equity markets. (English) Zbl 1497.91294 Soft Comput. 24, No. 18, 13769-13796 (2020). MSC: 91G15 62P05 62H25 PDFBibTeX XMLCite \textit{F. Ielpo} and \textit{M. Kniahin}, Soft Comput. 24, No. 18, 13769--13796 (2020; Zbl 1497.91294) Full Text: DOI
Pollock, Murray; Fearnhead, Paul; Johansen, Adam M.; Roberts, Gareth O. Quasi-stationary Monte Carlo and the ScaLE algorithm. (English) Zbl 07554789 J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 5, 1167-1221 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Pollock} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 5, 1167--1221 (2020; Zbl 07554789) Full Text: DOI arXiv
Wang, Xi; Chen, Songnian Semiparametric estimation of generalized transformation panel data models with nonstationary error. (English) Zbl 07546379 Econom. J. 23, No. 3, 386-402 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Wang} and \textit{S. Chen}, Econom. J. 23, No. 3, 386--402 (2020; Zbl 07546379) Full Text: DOI
Bapat, Sudeep R. A new correlation for bivariate time series with a higher order of integration. (English) Zbl 1489.62267 Commun. Stat., Simulation Comput. 49, No. 10, 2546-2558 (2020). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{S. R. Bapat}, Commun. Stat., Simulation Comput. 49, No. 10, 2546--2558 (2020; Zbl 1489.62267) Full Text: DOI
Mao, Yonghua Markov chains: ergodicity, quasi-stationarity and asymmetry. (Chinese. English summary) Zbl 1499.60255 Sci. Sin., Math. 50, No. 1, 101-118 (2020). MSC: 60J10 37A25 PDFBibTeX XMLCite \textit{Y. Mao}, Sci. Sin., Math. 50, No. 1, 101--118 (2020; Zbl 1499.60255) Full Text: DOI
Kheifets, Igor L.; Saikkonen, Pentti J. Stationarity and ergodicity of vector STAR models. (English) Zbl 1490.62255 Econom. Rev. 39, No. 4, 407-414 (2020). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{I. L. Kheifets} and \textit{P. J. Saikkonen}, Econom. Rev. 39, No. 4, 407--414 (2020; Zbl 1490.62255) Full Text: DOI arXiv
Sangaré, Harouna; Lo, Gane Samb; Traoré, Mamadou Cherif Moctar Arbitrary functional Glivenko-Cantelli classes and applications to different types of dependence. (English) Zbl 1490.60076 Far East J. Theor. Stat. 60, No. 1-2, 41-62 (2020). Reviewer: Viktor Ohanyan (Erevan) MSC: 60G10 60F15 62G20 PDFBibTeX XMLCite \textit{H. Sangaré} et al., Far East J. Theor. Stat. 60, No. 1--2, 41--62 (2020; Zbl 1490.60076) Full Text: DOI arXiv
Mehlitz, Patrick; Wachsmuth, Gerd Bilevel optimal control: existence results and stationarity conditions. (English) Zbl 1479.49083 Dempe, Stephan (ed.) et al., Bilevel optimization. Advances and next challenges. Cham: Springer. Springer Optim. Appl. 161, 451-484 (2020). MSC: 49N45 49J15 49J20 49J45 PDFBibTeX XMLCite \textit{P. Mehlitz} and \textit{G. Wachsmuth}, Springer Optim. Appl. 161, 451--484 (2020; Zbl 1479.49083) Full Text: DOI arXiv
Kim, Youngdae; Leyffer, Sven; Munson, Todd MPEC methods for bilevel optimization problems. (English) Zbl 1481.90291 Dempe, Stephan (ed.) et al., Bilevel optimization. Advances and next challenges. Cham: Springer. Springer Optim. Appl. 161, 335-360 (2020). MSC: 90C30 90C33 PDFBibTeX XMLCite \textit{Y. Kim} et al., Springer Optim. Appl. 161, 335--360 (2020; Zbl 1481.90291) Full Text: DOI
Lara, Idemauro A. R.; Moral, Rafael A.; Taconeli, Cesar A.; Reigada, Carolina; Hinde, John A generalized transition model for grouped longitudinal categorical data. (English) Zbl 1464.62451 Biom. J. 62, No. 8, 1837-1858 (2020). MSC: 62P10 PDFBibTeX XMLCite \textit{I. A. R. Lara} et al., Biom. J. 62, No. 8, 1837--1858 (2020; Zbl 1464.62451) Full Text: DOI Link
Chen, Huaping; Li, Qi; Zhu, Fukang Two classes of dynamic binomial integer-valued ARCH models. (English) Zbl 1467.62141 Braz. J. Probab. Stat. 34, No. 4, 685-711 (2020). MSC: 62M10 62N05 60G10 62P10 62P35 86A10 92B15 PDFBibTeX XMLCite \textit{H. Chen} et al., Braz. J. Probab. Stat. 34, No. 4, 685--711 (2020; Zbl 1467.62141) Full Text: DOI Euclid
Arapostathis, Ari; Borkar, Vivek S. A variational characterization of the optimal exit rate for controlled diffusions. (English) Zbl 1470.60221 Theory Probab. Math. Stat. 102, 5-19 (2020). MSC: 60J60 93E20 35P15 60F10 PDFBibTeX XMLCite \textit{A. Arapostathis} and \textit{V. S. Borkar}, Theory Probab. Math. Stat. 102, 5--19 (2020; Zbl 1470.60221) Full Text: DOI arXiv
García-Palomares, Ubaldo M. Non-monotone derivative-free algorithm for solving optimization models with linear constraints: extensions for solving nonlinearly constrained models via exact penalty methods. (English) Zbl 1467.90088 Top 28, No. 3, 599-625 (2020). MSC: 90C56 90-08 PDFBibTeX XMLCite \textit{U. M. García-Palomares}, Top 28, No. 3, 599--625 (2020; Zbl 1467.90088) Full Text: DOI
Ilmonen, Pauliina; Torres, Soledad; Viitasaari, Lauri Oscillating Gaussian processes. (English) Zbl 1459.60082 Stat. Inference Stoch. Process. 23, No. 3, 571-593 (2020). MSC: 60G15 60F05 60F25 62F10 62F12 PDFBibTeX XMLCite \textit{P. Ilmonen} et al., Stat. Inference Stoch. Process. 23, No. 3, 571--593 (2020; Zbl 1459.60082) Full Text: DOI arXiv
Chen, Jie; Politis, Dimitris N. Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals. (English) Zbl 07336611 J. Time Ser. Econom. 12, No. 2, Article ID 20190044, 36 p. (2020). MSC: 62P20 PDFBibTeX XMLCite \textit{J. Chen} and \textit{D. N. Politis}, J. Time Ser. Econom. 12, No. 2, Article ID 20190044, 36 p. (2020; Zbl 07336611) Full Text: DOI
Barsukow, Wasilij Stationary states of finite volume discretizations of multi-dimensional linear hyperbolic systems. (English) Zbl 1466.65089 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). AIMS Ser. Appl. Math. 10, 296-303 (2020). MSC: 65M08 65M06 35L40 39A70 76Q05 PDFBibTeX XMLCite \textit{W. Barsukow}, AIMS Ser. Appl. Math. 10, 296--303 (2020; Zbl 1466.65089)
Mehlitz, Patrick On the linear independence constraint qualification in disjunctive programming. (English) Zbl 1528.90258 Optimization 69, No. 10, 2241-2277 (2020). Reviewer: Ctirad Matonoha (Praha) MSC: 90C30 90C33 90C46 90C99 49J53 49K21 PDFBibTeX XMLCite \textit{P. Mehlitz}, Optimization 69, No. 10, 2241--2277 (2020; Zbl 1528.90258) Full Text: DOI arXiv
Mao, Huiyu; Zhu, Fukang; Cui, Yan A generalized mixture integer-valued GARCH model. (English) Zbl 1458.62205 Stat. Methods Appl. 29, No. 3, 527-552 (2020). MSC: 62M10 62H30 60G10 62P10 PDFBibTeX XMLCite \textit{H. Mao} et al., Stat. Methods Appl. 29, No. 3, 527--552 (2020; Zbl 1458.62205) 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 PDFBibTeX XMLCite \textit{Z. S. Szewczak}, Stat. Probab. Lett. 167, Article ID 108895, 4 p. (2020; Zbl 1453.60080) Full Text: DOI