Feigin, Paul D. Correction to: “Random coefficient autoregressive processes: a Markov chain analysis of stationarity and finiteness of moments”. (English) Zbl 07276164 J. Time Ser. Anal. 41, No. 6, 899-900 (2020). MSC: 62M10 60J05 PDFBibTeX XMLCite \textit{P. D. Feigin}, J. Time Ser. Anal. 41, No. 6, 899--900 (2020; Zbl 07276164) Full Text: DOI
Liu, Junyi; Cui, Ying; Pang, Jong-Shi; Sen, Suvrajeet Two-stage stochastic programming with linearly bi-parameterized quadratic recourse. (English) Zbl 1451.90106 SIAM J. Optim. 30, No. 3, 2530-2558 (2020). MSC: 90C15 90C26 PDFBibTeX XMLCite \textit{J. Liu} et al., SIAM J. Optim. 30, No. 3, 2530--2558 (2020; Zbl 1451.90106) Full Text: DOI
Truquet, Lionel A perturbation analysis of Markov chains models with time-varying parameters. (English) Zbl 1455.60092 Bernoulli 26, No. 4, 2876-2906 (2020). MSC: 60J05 62G05 PDFBibTeX XMLCite \textit{L. Truquet}, Bernoulli 26, No. 4, 2876--2906 (2020; Zbl 1455.60092) Full Text: DOI arXiv Euclid
Nouiehed, Maher; Razaviyayn, Meisam A trust region method for finding second-order stationarity in linearly constrained nonconvex optimization. (English) Zbl 1450.90035 SIAM J. Optim. 30, No. 3, 2501-2529 (2020). MSC: 90C26 90C30 PDFBibTeX XMLCite \textit{M. Nouiehed} and \textit{M. Razaviyayn}, SIAM J. Optim. 30, No. 3, 2501--2529 (2020; Zbl 1450.90035) Full Text: DOI arXiv
Sun, Yan; Lian, Guanghua; Lu, Zudi; Loveland, Jennifer; Blackhurst, Isaac Modeling the variance of return intervals toward volatility prediction. (English) Zbl 1450.62116 J. Time Ser. Anal. 41, No. 4, 492-519 (2020). MSC: 62M10 62M20 37M10 91B84 62P05 PDFBibTeX XMLCite \textit{Y. Sun} et al., J. Time Ser. Anal. 41, No. 4, 492--519 (2020; Zbl 1450.62116) Full Text: DOI Link
Markovich, Natalia M.; Rodionov, Igor V. Maxima and sums of non-stationary random length sequences. (English) Zbl 1457.60078 Extremes 23, No. 3, 451-464 (2020). MSC: 60G70 62G32 PDFBibTeX XMLCite \textit{N. M. Markovich} and \textit{I. V. Rodionov}, Extremes 23, No. 3, 451--464 (2020; Zbl 1457.60078) Full Text: DOI
Pešta, Michal; Wendler, Martin Nuisance-parameter-free changepoint detection in non-stationary series. (English) Zbl 1447.62021 Test 29, No. 2, 379-408 (2020). MSC: 62F03 62E20 62F05 62M10 60G12 62F12 62P05 62P35 PDFBibTeX XMLCite \textit{M. Pešta} and \textit{M. Wendler}, Test 29, No. 2, 379--408 (2020; Zbl 1447.62021) Full Text: DOI arXiv
Cui, Ying; Chang, Tsung-Hui; Hong, Mingyi; Pang, Jong-Shi A study of piecewise linear-quadratic programs. (English) Zbl 1491.90110 J. Optim. Theory Appl. 186, No. 2, 523-553 (2020). MSC: 90C20 90C26 68Q25 PDFBibTeX XMLCite \textit{Y. Cui} et al., J. Optim. Theory Appl. 186, No. 2, 523--553 (2020; Zbl 1491.90110) Full Text: DOI arXiv
Cato, Susumu Quasi-stationary social welfare functions. (English) Zbl 1447.91054 Theory Decis. 89, No. 1, 85-106 (2020). MSC: 91B15 91B14 PDFBibTeX XMLCite \textit{S. Cato}, Theory Decis. 89, No. 1, 85--106 (2020; Zbl 1447.91054) Full Text: DOI
Christof, Constantin; De los Reyes, Juan Carlos; Meyer, Christian A nonsmooth trust-region method for locally Lipschitz functions with application to optimization problems constrained by variational inequalities. (English) Zbl 1446.49006 SIAM J. Optim. 30, No. 3, 2163-2196 (2020). MSC: 49J40 49J52 65K05 90C26 90C56 PDFBibTeX XMLCite \textit{C. Christof} et al., SIAM J. Optim. 30, No. 3, 2163--2196 (2020; Zbl 1446.49006) Full Text: DOI arXiv
Lu, Tianshi; Ma, Chunsheng Isotropic covariance matrix functions on compact two-point homogeneous spaces. (English) Zbl 1464.60051 J. Theor. Probab. 33, No. 3, 1630-1656 (2020). MSC: 60G60 62M10 62M30 PDFBibTeX XMLCite \textit{T. Lu} and \textit{C. Ma}, J. Theor. Probab. 33, No. 3, 1630--1656 (2020; Zbl 1464.60051) Full Text: DOI arXiv
Cocchi, G.; Lapucci, M. An augmented Lagrangian algorithm for multi-objective optimization. (English) Zbl 1447.90055 Comput. Optim. Appl. 77, No. 1, 29-56 (2020). MSC: 90C29 PDFBibTeX XMLCite \textit{G. Cocchi} and \textit{M. Lapucci}, Comput. Optim. Appl. 77, No. 1, 29--56 (2020; Zbl 1447.90055) Full Text: DOI
Towe, Ross; Tawn, Jonathan; Eastoe, Emma; Lamb, Rob Modelling the clustering of extreme events for short-term risk assessment. (English) Zbl 07225439 J. Agric. Biol. Environ. Stat. 25, No. 1, 32-53 (2020). MSC: 62P12 PDFBibTeX XMLCite \textit{R. Towe} et al., J. Agric. Biol. Environ. Stat. 25, No. 1, 32--53 (2020; Zbl 07225439) Full Text: DOI arXiv
Boxma, Onno; Löpker, Andreas; Mandjes, Michel On two classes of reflected autoregressive processes. (English) Zbl 1444.62098 J. Appl. Probab. 57, No. 2, 657-678 (2020). MSC: 62M10 60K10 60K25 PDFBibTeX XMLCite \textit{O. Boxma} et al., J. Appl. Probab. 57, No. 2, 657--678 (2020; Zbl 1444.62098) Full Text: DOI Link
Karmalita, Viaceslav Stochastic dynamics of economic cycles. (English) Zbl 1454.91002 Berlin: De Gruyter (ISBN 978-3-11-070698-7/hbk; 978-3-11-070702-1/ebook). viii, 98 p. (2020). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91-02 91B55 91B70 91B82 PDFBibTeX XMLCite \textit{V. Karmalita}, Stochastic dynamics of economic cycles. Berlin: De Gruyter (2020; Zbl 1454.91002) Full Text: DOI
Pešta, Michal; Peštová, Barbora; Maciak, Matúš Changepoint estimation for dependent and non-stationary panels. (English) Zbl 07217112 Appl. Math., Praha 65, No. 3, 299-310 (2020). MSC: 62F10 62H12 62P05 PDFBibTeX XMLCite \textit{M. Pešta} et al., Appl. Math., Praha 65, No. 3, 299--310 (2020; Zbl 07217112) Full Text: DOI
Moon, Ji Eun; Park, Cheolyong; Ha, Jeongcheol; Hwang, Sun Young; Kim, Tae Yoon Stationarity test based on density approach. (English) Zbl 1444.62060 J. Nonparametric Stat. 32, No. 2, 345-366 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62M10 62M07 60G10 62G07 PDFBibTeX XMLCite \textit{J. E. Moon} et al., J. Nonparametric Stat. 32, No. 2, 345--366 (2020; Zbl 1444.62060) Full Text: DOI
Rauls, Anne-Therese; Wachsmuth, Gerd Generalized derivatives for the solution operator of the obstacle problem. (English) Zbl 1442.49030 Set-Valued Var. Anal. 28, No. 2, 259-285 (2020). Reviewer: Tullio Zolezzi (Genova) MSC: 49K40 47J20 58C20 PDFBibTeX XMLCite \textit{A.-T. Rauls} and \textit{G. Wachsmuth}, Set-Valued Var. Anal. 28, No. 2, 259--285 (2020; Zbl 1442.49030) Full Text: DOI arXiv
Hegerhorst-Schultchen, L. C.; Kirches, C.; Steinbach, M. C. On the relation between MPECs and optimization problems in abs-normal form. (English) Zbl 1440.90073 Optim. Methods Softw. 35, No. 3, 560-575 (2020). MSC: 90C30 90C33 90C46 PDFBibTeX XMLCite \textit{L. C. Hegerhorst-Schultchen} et al., Optim. Methods Softw. 35, No. 3, 560--575 (2020; Zbl 1440.90073) Full Text: DOI
Hu, Jianhua; Ding, Hao; Liu, Liangyuan; Feng, Jingyan Statistical inference of locally stationary functional coefficient models. (English) Zbl 1441.62099 J. Stat. Plann. Inference 209, 27-43 (2020). MSC: 62G08 62M10 62J02 62R10 62P05 62P10 92C60 PDFBibTeX XMLCite \textit{J. Hu} et al., J. Stat. Plann. Inference 209, 27--43 (2020; Zbl 1441.62099) Full Text: DOI
Barzegar, Zahra; Rivaz, Firoozeh A scalable Bayesian nonparametric model for large spatio-temporal data. (English) Zbl 1505.62051 Comput. Stat. 35, No. 1, 153-173 (2020). MSC: 62-08 62M30 62F15 62P12 PDFBibTeX XMLCite \textit{Z. Barzegar} and \textit{F. Rivaz}, Comput. Stat. 35, No. 1, 153--173 (2020; Zbl 1505.62051) Full Text: DOI
Li, Dong; Zhu, Ke Inference for asymmetric exponentially weighted moving average models. (English) Zbl 1456.62205 J. Time Ser. Anal. 41, No. 1, 154-162 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M20 62F03 62P20 93E12 62-08 PDFBibTeX XMLCite \textit{D. Li} and \textit{K. Zhu}, J. Time Ser. Anal. 41, No. 1, 154--162 (2020; Zbl 1456.62205) Full Text: DOI
Jentsch, Carsten; Leucht, Anne; Meyer, Marco; Beering, Carina Empirical characteristic functions-based estimation and distance correlation for locally stationary processes. (English) Zbl 1445.62057 J. Time Ser. Anal. 41, No. 1, 110-133 (2020). Reviewer: Dimitrios Bagkavos (Ioannina) MSC: 62G05 62G20 62M10 62H20 60G10 62P05 60F05 PDFBibTeX XMLCite \textit{C. Jentsch} et al., J. Time Ser. Anal. 41, No. 1, 110--133 (2020; Zbl 1445.62057) Full Text: DOI
Jiang, Bibo; Lu, Ye; Park, Joon Y. Testing for stationarity at high frequency. (English) Zbl 1456.62197 J. Econom. 215, No. 2, 341-374 (2020). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{B. Jiang} et al., J. Econom. 215, No. 2, 341--374 (2020; Zbl 1456.62197) Full Text: DOI
Pang, Guodong; Sarantsev, Andrey; Belopolskaya, Yana; Suhov, Yuri Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment. (English) Zbl 1439.60088 Queueing Syst. 94, No. 3-4, 357-392 (2020). Reviewer: Hans Daduna (Hamburg) MSC: 60K25 60K30 60K35 60K37 90B22 60J60 60J65 37A25 PDFBibTeX XMLCite \textit{G. Pang} et al., Queueing Syst. 94, No. 3--4, 357--392 (2020; Zbl 1439.60088) Full Text: DOI arXiv
Chan, Ngai Hang; Palma, Wilfredo On the estimation of locally stationary long-memory processes. (English) Zbl 1444.62101 Stat. Sin. 30, No. 1, 111-134 (2020). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{N. H. Chan} and \textit{W. Palma}, Stat. Sin. 30, No. 1, 111--134 (2020; Zbl 1444.62101) Full Text: DOI
Drouhin, Nicolas Non-stationary additive utility and time consistency. (English) Zbl 1435.91075 J. Math. Econ. 86, 1-14 (2020). Reviewer: Gerasimos Soldatos (Thessaloniki) MSC: 91B08 91B16 91B62 PDFBibTeX XMLCite \textit{N. Drouhin}, J. Math. Econ. 86, 1--14 (2020; Zbl 1435.91075) Full Text: DOI
Ma, Chunsheng; Malyarenko, Anatoliy Time-varying isotropic vector random fields on compact two-point homogeneous spaces. (English) Zbl 1444.60042 J. Theor. Probab. 33, No. 1, 319-339 (2020). MSC: 60G60 62M10 62M30 PDFBibTeX XMLCite \textit{C. Ma} and \textit{A. Malyarenko}, J. Theor. Probab. 33, No. 1, 319--339 (2020; Zbl 1444.60042) Full Text: DOI arXiv
Cao, Dan Recursive equilibrium in Krusell and Smith (1998). (English) Zbl 1432.91077 J. Econ. Theory 186, Article ID 104978, 71 p. (2020). MSC: 91B62 91B69 PDFBibTeX XMLCite \textit{D. Cao}, J. Econ. Theory 186, Article ID 104978, 71 p. (2020; Zbl 1432.91077) Full Text: DOI
Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Wang, Shixuan Sequential monitoring for changes from stationarity to mild non-stationarity. (English) Zbl 1456.62192 J. Econom. 215, No. 1, 209-238 (2020). MSC: 62M10 62M07 62P20 62P05 PDFBibTeX XMLCite \textit{L. Horváth} et al., J. Econom. 215, No. 1, 209--238 (2020; Zbl 1456.62192) Full Text: DOI
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul Multivariate count autoregression. (English) Zbl 1456.62155 Bernoulli 26, No. 1, 471-499 (2020). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J12 62F12 62H05 62M10 62H12 PDFBibTeX XMLCite \textit{K. Fokianos} et al., Bernoulli 26, No. 1, 471--499 (2020; Zbl 1456.62155) Full Text: DOI arXiv Euclid
Tsong, Ching-Chuan; Lee, Cheng-Feng; Tsai, Li Ju A parametric stationarity test with smooth breaks. (English) Zbl 07675486 Stud. Nonlinear Dyn. Econom. 23, No. 2, Article ID 20150091, 14 p. (2019). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{C.-C. Tsong} et al., Stud. Nonlinear Dyn. Econom. 23, No. 2, Article ID 20150091, 14 p. (2019; Zbl 07675486) Full Text: DOI
Bibi, Abdelouahab; Kimouche, Karima Whittle estimation in multivariate CCC-GARCH processes. (English) Zbl 07539754 Commun. Stat., Theory Methods 48, No. 15, 3921-3940 (2019). MSC: 62M10 62F10 62F12 62P20 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{K. Kimouche}, Commun. Stat., Theory Methods 48, No. 15, 3921--3940 (2019; Zbl 07539754) Full Text: DOI
Bibi, Abdelouahab; Ghezal, Ahmed QMLE of periodic time-varying bilinear-GARCH models. (English) Zbl 07539713 Commun. Stat., Theory Methods 48, No. 13, 3291-3310 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Ghezal}, Commun. Stat., Theory Methods 48, No. 13, 3291--3310 (2019; Zbl 07539713) Full Text: DOI
Guerbyenne, Hafida; Kessira, Abderrahim Power periodic threshold GARCH model: structure and estimation. (English) Zbl 1511.62219 Commun. Stat., Theory Methods 48, No. 19, 4834-4860 (2019). MSC: 62M10 60G10 60J05 62F12 62P20 PDFBibTeX XMLCite \textit{H. Guerbyenne} and \textit{A. Kessira}, Commun. Stat., Theory Methods 48, No. 19, 4834--4860 (2019; Zbl 1511.62219) Full Text: DOI
Antoch, Jaromír; Hanousek, Jan; Horváth, Lajos; Hušková, Marie; Wang, Shixuan Structural breaks in panel data: large number of panels and short length time series. (English) Zbl 1490.62224 Econom. Rev. 38, No. 7, 828-855 (2019). MSC: 62M10 62M07 62F05 62P20 PDFBibTeX XMLCite \textit{J. Antoch} et al., Econom. Rev. 38, No. 7, 828--855 (2019; Zbl 1490.62224) Full Text: DOI Link
Gayer, Gabi; Lieberman, Offer; Yaffe, Omer Similarity-based model for ordered categorical data. (English) Zbl 1490.62440 Econom. Rev. 38, No. 3, 263-278 (2019). MSC: 62P20 62M10 62J02 62F12 PDFBibTeX XMLCite \textit{G. Gayer} et al., Econom. Rev. 38, No. 3, 263--278 (2019; Zbl 1490.62440) Full Text: DOI
Mao, Huiyu; Li, Qi INAR(1) model on integer value \(\mathbb{Z}\) with mixed signed thinning operator. (Chinese. English summary) Zbl 1449.62189 J. Jilin Univ., Sci. 57, No. 6, 1379-1384 (2019). MSC: 62M10 62F10 PDFBibTeX XMLCite \textit{H. Mao} and \textit{Q. Li}, J. Jilin Univ., Sci. 57, No. 6, 1379--1384 (2019; Zbl 1449.62189) Full Text: DOI
Zografi, Mimoza; Xekalaki, Evdokia Modeling spatial overdispersion via the generalized Waring point process. (English) Zbl 1444.62070 Scand. J. Stat. 46, No. 4, 1098-1116 (2019). MSC: 62M30 60G55 PDFBibTeX XMLCite \textit{M. Zografi} and \textit{E. Xekalaki}, Scand. J. Stat. 46, No. 4, 1098--1116 (2019; Zbl 1444.62070) Full Text: DOI arXiv
Emelianenko, Maria; Maggioni, Viviana Mathematical challenges in measuring variability patterns for precipitation analysis. (English) Zbl 1436.86004 Kaper, Hans G. (ed.) et al., Mathematics of planet Earth. Protecting our planet, learning from the past, safeguarding for the future. Cham: Springer. Math. Planet Earth 5, 55-74 (2019). MSC: 86A32 PDFBibTeX XMLCite \textit{M. Emelianenko} and \textit{V. Maggioni}, Math. Planet Earth 5, 55--74 (2019; Zbl 1436.86004) Full Text: DOI
Aliat, Billel; Hamdi, Fayçal Probabilistic properties of a Markov-switching periodic GARCH process. (English) Zbl 1463.62254 Kybernetika 55, No. 6, 915-942 (2019). Reviewer: Petr Volf (Praha) MSC: 62M10 62M02 60G10 PDFBibTeX XMLCite \textit{B. Aliat} and \textit{F. Hamdi}, Kybernetika 55, No. 6, 915--942 (2019; Zbl 1463.62254) Full Text: DOI Link
Shen, Yi; Wirjanto, Tony S. Stationarity as a path property. (English) Zbl 1447.60060 Probab. Math. Stat. 39, No. 2, 403-422 (2019). MSC: 60G10 60G17 62M10 PDFBibTeX XMLCite \textit{Y. Shen} and \textit{T. S. Wirjanto}, Probab. Math. Stat. 39, No. 2, 403--422 (2019; Zbl 1447.60060) Full Text: DOI
Kohli, Bhawna Necessary and sufficient optimality conditions using convexifactors for mathematical programs with equilibrium constraints. (English) Zbl 1431.90151 RAIRO, Oper. Res. 53, No. 5, 1617-1632 (2019). MSC: 90C30 90C46 49J52 PDFBibTeX XMLCite \textit{B. Kohli}, RAIRO, Oper. Res. 53, No. 5, 1617--1632 (2019; Zbl 1431.90151) Full Text: DOI
Sigman, Karl; Whitt, Ward Marked point processes in discrete time. (English) Zbl 1427.60060 Queueing Syst. 92, No. 1-2, 47-81 (2019). MSC: 60G10 60G55 60K25 90B22 PDFBibTeX XMLCite \textit{K. Sigman} and \textit{W. Whitt}, Queueing Syst. 92, No. 1--2, 47--81 (2019; Zbl 1427.60060) Full Text: DOI
Betz, Livia M. Strong stationarity for optimal control of a nonsmooth coupled system: application to a viscous evolutionary variational inequality coupled with an elliptic PDE. (English) Zbl 1431.49028 SIAM J. Optim. 29, No. 4, 3069-3099 (2019). MSC: 49K20 34G25 34K35 49J20 49J27 PDFBibTeX XMLCite \textit{L. M. Betz}, SIAM J. Optim. 29, No. 4, 3069--3099 (2019; Zbl 1431.49028) Full Text: DOI
Barzegar, Zahra; Rivaz, Firoozeh; Khaledi, Majid Jafari A skew-Gaussian spatio-temporal process with non-stationary correlation structure. (English) Zbl 1438.62104 J. Iran. Stat. Soc. JIRSS 18, No. 2, 63-85 (2019). MSC: 62H11 60G12 62P12 PDFBibTeX XMLCite \textit{Z. Barzegar} et al., J. Iran. Stat. Soc. JIRSS 18, No. 2, 63--85 (2019; Zbl 1438.62104) Full Text: DOI
Cerqueti, Roy; Costantini, Mauro; Gutierrez, Luciano; Westerlund, Joakim Panel stationary tests against changes in persistence. (English) Zbl 1432.62293 Stat. Pap. 60, No. 4, 1079-1100 (2019). MSC: 62M10 62H25 PDFBibTeX XMLCite \textit{R. Cerqueti} et al., Stat. Pap. 60, No. 4, 1079--1100 (2019; Zbl 1432.62293) Full Text: DOI
Vicuña, M. Ignacia; Palma, Wilfredo; Olea, Ricardo Minimum distance estimation of locally stationary moving average processes. (English) Zbl 1496.62146 Comput. Stat. Data Anal. 140, 1-20 (2019). MSC: 62M09 60G10 PDFBibTeX XMLCite \textit{M. I. Vicuña} et al., Comput. Stat. Data Anal. 140, 1--20 (2019; Zbl 1496.62146) Full Text: DOI
Iftimi, A.; Cronie, O.; Montes, F. Second-order analysis of marked inhomogeneous spatiotemporal point processes: applications to earthquake data. (English) Zbl 1434.62232 Scand. J. Stat. 46, No. 3, 661-685 (2019). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 62P12 62H12 62H11 60G55 62G05 86A15 PDFBibTeX XMLCite \textit{A. Iftimi} et al., Scand. J. Stat. 46, No. 3, 661--685 (2019; Zbl 1434.62232) Full Text: DOI
Konno, Norio A new time-series model based on quantum walk. (English) Zbl 1423.60044 Quantum Stud. Math. Found. 6, No. 1, 61-72 (2019). MSC: 60F05 60G50 82B41 81Q99 PDFBibTeX XMLCite \textit{N. Konno}, Quantum Stud. Math. Found. 6, No. 1, 61--72 (2019; Zbl 1423.60044) Full Text: DOI arXiv
Silva, Rodrigo B.; Barreto-Souza, Wagner Flexible and robust mixed Poisson INGARCH models. (English) Zbl 1431.62350 J. Time Ser. Anal. 40, No. 5, 788-814 (2019). MSC: 62M09 62M10 62P10 PDFBibTeX XMLCite \textit{R. B. Silva} and \textit{W. Barreto-Souza}, J. Time Ser. Anal. 40, No. 5, 788--814 (2019; Zbl 1431.62350) Full Text: DOI
Gfrerer, Helmut Linearized M-stationarity conditions for general optimization problems. (English) Zbl 1430.90556 Set-Valued Var. Anal. 27, No. 3, 819-840 (2019). Reviewer: Dumitru Motreanu (Perpignan) MSC: 90C46 90C30 PDFBibTeX XMLCite \textit{H. Gfrerer}, Set-Valued Var. Anal. 27, No. 3, 819--840 (2019; Zbl 1430.90556) Full Text: DOI arXiv
Kley, Tobias; Preuß, Philip; Fryzlewicz, Piotr Predictive, finite-sample model choice for time series under stationarity and non-stationarity. (English) Zbl 1432.62323 Electron. J. Stat. 13, No. 2, 3710-3774 (2019). Reviewer: Alexander Lindner (Ulm) MSC: 62M20 62M10 62P20 PDFBibTeX XMLCite \textit{T. Kley} et al., Electron. J. Stat. 13, No. 2, 3710--3774 (2019; Zbl 1432.62323) Full Text: DOI arXiv Euclid
Ramos, Alberto Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications. (English) Zbl 1434.90215 J. Optim. Theory Appl. 183, No. 2, 566-591 (2019). MSC: 90C46 90C30 90C33 PDFBibTeX XMLCite \textit{A. Ramos}, J. Optim. Theory Appl. 183, No. 2, 566--591 (2019; Zbl 1434.90215) Full Text: DOI
Griewank, Andreas; Walther, Andrea Finite convergence of an active signature method to local minima of piecewise linear functions. (English) Zbl 1428.90177 Optim. Methods Softw. 34, No. 5, 1035-1055 (2019). MSC: 90C56 49J52 PDFBibTeX XMLCite \textit{A. Griewank} and \textit{A. Walther}, Optim. Methods Softw. 34, No. 5, 1035--1055 (2019; Zbl 1428.90177) Full Text: DOI
Nasri, Bouchra R.; Rémillard, Bruno N.; Bouezmarni, Taoufik Semi-parametric copula-based models under non-stationarity. (English) Zbl 1422.62189 J. Multivariate Anal. 173, 347-365 (2019). MSC: 62H12 62H15 PDFBibTeX XMLCite \textit{B. R. Nasri} et al., J. Multivariate Anal. 173, 347--365 (2019; Zbl 1422.62189) Full Text: DOI
Wheatley, Spencer; Wehrli, Alexander; Sornette, Didier The endo-exo problem in high frequency financial price fluctuations and rejecting criticality. (English) Zbl 1420.91558 Quant. Finance 19, No. 7, 1165-1178 (2019). MSC: 91G99 62P05 60G55 PDFBibTeX XMLCite \textit{S. Wheatley} et al., Quant. Finance 19, No. 7, 1165--1178 (2019; Zbl 1420.91558) Full Text: DOI
Ristić, Miroslav M.; Popović, Božidar V. A new bivariate binomial time series model. (English) Zbl 1433.62268 Markov Process. Relat. Fields 25, No. 2, 301-328 (2019). Reviewer: Anatoli Mogulskii (Novosibirsk) MSC: 62M10 60G10 62F12 62H10 62P12 PDFBibTeX XMLCite \textit{M. M. Ristić} and \textit{B. V. Popović}, Markov Process. Relat. Fields 25, No. 2, 301--328 (2019; Zbl 1433.62268)
Rosengren, Sebastian; Trapman, Pieter A dynamic Erdős-Rényi graph model. (English) Zbl 1422.05094 Markov Process. Relat. Fields 25, No. 2, 275-300 (2019). MSC: 05C80 60G99 60J10 PDFBibTeX XMLCite \textit{S. Rosengren} and \textit{P. Trapman}, Markov Process. Relat. Fields 25, No. 2, 275--300 (2019; Zbl 1422.05094) Full Text: arXiv
Diehn, Manuel; Munk, Axel; Rudolf, Daniel Maximum likelihood estimation in hidden Markov models with inhomogeneous noise. (English) Zbl 1422.62099 ESAIM, Probab. Stat. 23, 492-523 (2019). MSC: 62F12 62M05 62F35 PDFBibTeX XMLCite \textit{M. Diehn} et al., ESAIM, Probab. Stat. 23, 492--523 (2019; Zbl 1422.62099) Full Text: DOI arXiv
Bui, Hoa T.; Kruger, Alexander Y. Extremality, stationarity and generalized separation of collections of sets. (English) Zbl 1425.49007 J. Optim. Theory Appl. 182, No. 1, 211-264 (2019). Reviewer: Alfred Göpfert (Leipzig) MSC: 49J52 49J53 49K40 90C30 PDFBibTeX XMLCite \textit{H. T. Bui} and \textit{A. Y. Kruger}, J. Optim. Theory Appl. 182, No. 1, 211--264 (2019; Zbl 1425.49007) Full Text: DOI arXiv Link
Truquet, Lionel Local stationarity and time-inhomogeneous Markov chains. (English) Zbl 1429.62372 Ann. Stat. 47, No. 4, 2023-2050 (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62M05 60J10 62G08 62M10 PDFBibTeX XMLCite \textit{L. Truquet}, Ann. Stat. 47, No. 4, 2023--2050 (2019; Zbl 1429.62372) Full Text: DOI arXiv Euclid
Francq, Christian; Zakoian, Jean-Michel GARCH models. Structure, statistical inference and financial applications. 2nd edition. (English) Zbl 1431.62004 Hoboken, NJ: John Wiley & Sons (ISBN 978-1-119-31357-1/hbk; 978-1-119-31347-2/ebook). xvi, 487 p. (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62-02 62M10 62P05 PDFBibTeX XMLCite \textit{C. Francq} and \textit{J.-M. Zakoian}, GARCH models. Structure, statistical inference and financial applications. 2nd edition. Hoboken, NJ: John Wiley \& Sons (2019; Zbl 1431.62004) Full Text: DOI
Guo, Shaojun; Li, Dong; Li, Muyi Strict stationarity testing and GLAD estimation of double autoregressive models. (English) Zbl 1452.62641 J. Econom. 211, No. 2, 319-337 (2019). MSC: 62M10 62F12 62P20 PDFBibTeX XMLCite \textit{S. Guo} et al., J. Econom. 211, No. 2, 319--337 (2019; Zbl 1452.62641) Full Text: DOI arXiv
Fu, Zhonghao; Hong, Yongmiao A model-free consistent test for structural change in regression possibly with endogeneity. (English) Zbl 1452.62907 J. Econom. 211, No. 1, 206-242 (2019). MSC: 62P20 62G08 62G10 62G20 62M10 PDFBibTeX XMLCite \textit{Z. Fu} and \textit{Y. Hong}, J. Econom. 211, No. 1, 206--242 (2019; Zbl 1452.62907) Full Text: DOI
Zhang, Peng; Zhang, Jin; Lin, Gui-Hua; Yang, Xinmin New constraint qualifications for S-stationarity for MPEC with nonsmooth objective. (English) Zbl 1415.90131 Asia-Pac. J. Oper. Res. 36, No. 2, Article ID 1940001, 16 p. (2019). MSC: 90C33 PDFBibTeX XMLCite \textit{P. Zhang} et al., Asia-Pac. J. Oper. Res. 36, No. 2, Article ID 1940001, 16 p. (2019; Zbl 1415.90131) Full Text: DOI
Zhang, Peng; Zhang, Jin; Lin, Gui-Hua; Yang, Xinmin Some kind of Pareto stationarity for multiobjective problems with equilibrium constraints. (English) Zbl 1415.90124 Optimization 68, No. 6, 1245-1260 (2019). MSC: 90C30 90C33 90C46 PDFBibTeX XMLCite \textit{P. Zhang} et al., Optimization 68, No. 6, 1245--1260 (2019; Zbl 1415.90124) Full Text: DOI
Pang, Liping; Xu, Na; Lv, Jian The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints. (English) Zbl 1415.90122 J. Ind. Manag. Optim. 15, No. 1, 59-79 (2019). MSC: 90C30 90C33 90C46 PDFBibTeX XMLCite \textit{L. Pang} et al., J. Ind. Manag. Optim. 15, No. 1, 59--79 (2019; Zbl 1415.90122) Full Text: DOI
Chan, Kung-sik; Goracci, Greta On the ergodicity of first-order threshold autoregressive moving-average processes. (English) Zbl 1419.62222 J. Time Ser. Anal. 40, No. 2, 256-264 (2019). MSC: 62M10 37M10 60J10 PDFBibTeX XMLCite \textit{K.-s. Chan} and \textit{G. Goracci}, J. Time Ser. Anal. 40, No. 2, 256--264 (2019; Zbl 1419.62222) Full Text: DOI
Tanabe, Hiroki; Fukuda, Ellen H.; Yamashita, Nobuo Proximal gradient methods for multiobjective optimization and their applications. (English) Zbl 1420.90065 Comput. Optim. Appl. 72, No. 2, 339-361 (2019). MSC: 90C29 90C47 PDFBibTeX XMLCite \textit{H. Tanabe} et al., Comput. Optim. Appl. 72, No. 2, 339--361 (2019; Zbl 1420.90065) Full Text: DOI
Zhu, Xide; Zhang, Jin; Zhou, Jinchuan; Yang, Xinmin Mathematical programs with second-order cone complementarity constraints: strong stationarity and approximation method. (English) Zbl 1414.90335 J. Optim. Theory Appl. 181, No. 2, 521-540 (2019). MSC: 90C30 90C33 90C46 PDFBibTeX XMLCite \textit{X. Zhu} et al., J. Optim. Theory Appl. 181, No. 2, 521--540 (2019; Zbl 1414.90335) Full Text: DOI
Bertoin, Jean Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes. (English) Zbl 1488.60077 Stochastic Processes Appl. 129, No. 4, 1443-1454 (2019). MSC: 60G10 60G18 60G51 37A10 PDFBibTeX XMLCite \textit{J. Bertoin}, Stochastic Processes Appl. 129, No. 4, 1443--1454 (2019; Zbl 1488.60077) Full Text: DOI arXiv
Broemeling, Lyle D. Bayesian analysis of time series. (English) Zbl 1426.62001 Boca Raton, FL: CRC Press (ISBN 978-1-138-59152-3/hbk; 978-0-429-48844-3/ebook). xi, 280 p. (2019). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62-01 62M10 62F15 62M15 62Pxx 92B15 PDFBibTeX XMLCite \textit{L. D. Broemeling}, Bayesian analysis of time series. Boca Raton, FL: CRC Press (2019; Zbl 1426.62001) Full Text: DOI
Fernández, José L.; Ferri, Enrico; Vázquez, Carlos Asymptotic stability of empirical processes and related functionals. (English) Zbl 1418.62057 J. Math. Anal. Appl. 475, No. 1, 755-768 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62E20 60G10 60F05 62P05 PDFBibTeX XMLCite \textit{J. L. Fernández} et al., J. Math. Anal. Appl. 475, No. 1, 755--768 (2019; Zbl 1418.62057) Full Text: DOI arXiv
Harder, Felix; Wachsmuth, Gerd Optimality conditions for a class of inverse optimal control problems with partial differential equations. (English) Zbl 1418.49025 Optimization 68, No. 2-3, 615-643 (2019). Reviewer: Christian Clason (Graz) MSC: 49K20 90C31 PDFBibTeX XMLCite \textit{F. Harder} and \textit{G. Wachsmuth}, Optimization 68, No. 2--3, 615--643 (2019; Zbl 1418.49025) Full Text: DOI
Eberle, Andreas; Guillin, Arnaud; Zimmer, Raphael Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes. (English) Zbl 1481.60154 Trans. Am. Math. Soc. 371, No. 10, 7135-7173 (2019). MSC: 60J60 60H10 PDFBibTeX XMLCite \textit{A. Eberle} et al., Trans. Am. Math. Soc. 371, No. 10, 7135--7173 (2019; Zbl 1481.60154) Full Text: DOI arXiv
Cerovecki, Clément; Francq, Christian; Hörmann, Siegfried; Zakoïan, Jean-Michel Functional GARCH models: the quasi-likelihood approach and its applications. (English) Zbl 1452.62988 J. Econom. 209, No. 2, 353-375 (2019). MSC: 62R10 62M10 62F12 62P05 62P20 PDFBibTeX XMLCite \textit{C. Cerovecki} et al., J. Econom. 209, No. 2, 353--375 (2019; Zbl 1452.62988) Full Text: DOI Link
Barsukow, Wasilij Stationarity preserving schemes for multi-dimensional linear systems. (English) Zbl 1415.65207 Math. Comput. 88, No. 318, 1621-1645 (2019). MSC: 65M08 65M06 39A70 35L65 76M20 76M12 PDFBibTeX XMLCite \textit{W. Barsukow}, Math. Comput. 88, No. 318, 1621--1645 (2019; Zbl 1415.65207) Full Text: DOI arXiv
Ben-Neria, Omer On singular stationarity. II: Tight stationarity and extenders-based methods. (English) Zbl 1436.03243 J. Symb. Log. 84, No. 1, 320-342 (2019). Reviewer: Martin Weese (Potsdam) MSC: 03E04 03E35 03E55 PDFBibTeX XMLCite \textit{O. Ben-Neria}, J. Symb. Log. 84, No. 1, 320--342 (2019; Zbl 1436.03243) Full Text: DOI arXiv
Wachsmuth, Gerd A guided tour of polyhedric sets: basic properties, new results on intersections and applications. (English) Zbl 1412.52006 J. Convex Anal. 26, No. 1, 153-188 (2019). Reviewer: Sorin-Mihai Grad (Vienna) MSC: 52A21 46A55 46N10 PDFBibTeX XMLCite \textit{G. Wachsmuth}, J. Convex Anal. 26, No. 1, 153--188 (2019; Zbl 1412.52006) Full Text: Link
Bücher, Axel; Fermanian, Jean-David; Kojadinovic, Ivan Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. (English) Zbl 1418.62305 J. Time Ser. Anal. 40, No. 1, 124-150 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62M10 62G10 62E20 62G09 62H05 62G20 PDFBibTeX XMLCite \textit{A. Bücher} et al., J. Time Ser. Anal. 40, No. 1, 124--150 (2019; Zbl 1418.62305) Full Text: DOI arXiv
Huang, Chunfeng; Zhang, Haimeng; Robeson, Scott M.; Shields, Jacob Intrinsic random functions on the sphere. (English) Zbl 1453.60101 Stat. Probab. Lett. 146, 7-14 (2019). MSC: 60G60 62M30 60-08 PDFBibTeX XMLCite \textit{C. Huang} et al., Stat. Probab. Lett. 146, 7--14 (2019; Zbl 1453.60101) Full Text: DOI arXiv
Arvanitis, Stelios Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model. (English) Zbl 1457.62255 Stat. Probab. Lett. 145, 166-172 (2019). MSC: 62M10 62F12 62P05 60G12 PDFBibTeX XMLCite \textit{S. Arvanitis}, Stat. Probab. Lett. 145, 166--172 (2019; Zbl 1457.62255) Full Text: DOI
Christof, Constantin Sensitivity analysis and optimal control of obstacle-type evolution variational inequalities. (English) Zbl 1408.35094 SIAM J. Control Optim. 57, No. 1, 192-218 (2019). Reviewer: Vyacheslav I. Maksimov (Ekaterinburg) MSC: 35K85 49K40 35B30 90C31 90C48 PDFBibTeX XMLCite \textit{C. Christof}, SIAM J. Control Optim. 57, No. 1, 192--218 (2019; Zbl 1408.35094) Full Text: DOI
Ning, Bo; Ghosal, Subhashis; Thomas, Jewell Bayesian method for causal inference in spatially-correlated multivariate time series. (English) Zbl 1409.62178 Bayesian Anal. 14, No. 1, 1-28 (2019). MSC: 62M10 62F15 62P20 PDFBibTeX XMLCite \textit{B. Ning} et al., Bayesian Anal. 14, No. 1, 1--28 (2019; Zbl 1409.62178) Full Text: DOI arXiv Euclid
Harder, Felix; Wachsmuth, Gerd Comparison of optimality systems for the optimal control of the obstacle problem. (English) Zbl 1525.49022 GAMM-Mitt. 40, No. 4, 312-338 (2018). MSC: 49K20 49J40 90C33 PDFBibTeX XMLCite \textit{F. Harder} and \textit{G. Wachsmuth}, GAMM-Mitt. 40, No. 4, 312--338 (2018; Zbl 1525.49022) Full Text: DOI
Escobar, Marcos A stochastic volatility factor model of Heston type. Statistical properties and estimation. (English) Zbl 1498.60282 Stochastics 90, No. 2, 172-199 (2018). MSC: 60H30 62P05 PDFBibTeX XMLCite \textit{M. Escobar}, Stochastics 90, No. 2, 172--199 (2018; Zbl 1498.60282) Full Text: DOI
Aseev, Sergey M. An optimal control problem with a risk zone. (English) Zbl 1443.49002 Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 11th international conference, LSSC 2017, Sozopol, Bulgaria, June 5–9, 2017. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 10665, 185-192 (2018). MSC: 49J10 PDFBibTeX XMLCite \textit{S. M. Aseev}, Lect. Notes Comput. Sci. 10665, 185--192 (2018; Zbl 1443.49002) Full Text: DOI
Ferreira, Guillermo; Piña, Nicolas; Porcu, Emilio Estimation of slowly time-varying trend function in long memory regression models. (English) Zbl 07192638 J. Stat. Comput. Simulation 88, No. 10, 1903-1920 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Ferreira} et al., J. Stat. Comput. Simulation 88, No. 10, 1903--1920 (2018; Zbl 07192638) Full Text: DOI
Boussaha, Nadia; Hamdi, Fayçal On periodic autoregressive stochastic volatility models: structure and estimation. (English) Zbl 07192623 J. Stat. Comput. Simulation 88, No. 9, 1637-1668 (2018). MSC: 62M10 62G05 PDFBibTeX XMLCite \textit{N. Boussaha} and \textit{F. Hamdi}, J. Stat. Comput. Simulation 88, No. 9, 1637--1668 (2018; Zbl 07192623) Full Text: DOI
Thorisson, Hermann On the modified Palm version. (English) Zbl 1444.60040 Adv. Appl. Probab. 50, No. A, 271-280 (2018). MSC: 60G57 60G55 60G60 PDFBibTeX XMLCite \textit{H. Thorisson}, Adv. Appl. Probab. 50, No. A, 271--280 (2018; Zbl 1444.60040) Full Text: DOI
Wang, Wei-Min; Wang, Jing Nonparametric hypothesis of drift function in locally stationary diffusion models. (English) Zbl 1435.62156 Far East J. Appl. Math. 100, No. 3, 181-196 (2018). MSC: 62G10 60J60 62E20 62M07 PDFBibTeX XMLCite \textit{W.-M. Wang} and \textit{J. Wang}, Far East J. Appl. Math. 100, No. 3, 181--196 (2018; Zbl 1435.62156) Full Text: DOI
Nelson, J. D. B.; Gibberd, A. J.; Nafornita, C.; Kingsbury, N. The locally stationary dual-tree complex wavelet model. (English) Zbl 1430.62214 Stat. Comput. 28, No. 6, 1139-1154 (2018). MSC: 62M40 42C40 PDFBibTeX XMLCite \textit{J. D. B. Nelson} et al., Stat. Comput. 28, No. 6, 1139--1154 (2018; Zbl 1430.62214) Full Text: DOI
Suárez-Vega, Rafael; Gutiérrez-Acuña, José Luis; Rodríguez-Díaz, Manuel Locating a shopping centre by considering demand disaggregated by categories. (English) Zbl 07110054 IMA J. Manag. Math. 29, No. 4, 435-456 (2018). MSC: 90-XX 91-XX PDFBibTeX XMLCite \textit{R. Suárez-Vega} et al., IMA J. Manag. Math. 29, No. 4, 435--456 (2018; Zbl 07110054) Full Text: DOI Link
Fokianos, K.; Pitsillou, Maria Testing independence for multivariate time series via the auto-distance correlation matrix. (English) Zbl 07072416 Biometrika 105, No. 2, 337-352 (2018). MSC: 62P10 PDFBibTeX XMLCite \textit{K. Fokianos} and \textit{M. Pitsillou}, Biometrika 105, No. 2, 337--352 (2018; Zbl 07072416) Full Text: DOI Link
Lee, S.; Meintanis, S. G.; Pretorius, C. Fourier-type monitoring procedures for strict stationarity. (English) Zbl 1414.62373 Bertail, Patrice (ed.) et al., Nonparametric statistics. 3rd ISNPS, Avignon, France, June 2016. Seleced papers of the 3rd conference of the International Society for Nonparametric Statistics (ISNPS), Avignon, France, June 11–16, 2016. Cham: Springer. Springer Proc. Math. Stat. 250, 323-336 (2018). MSC: 62M10 62P05 60G10 PDFBibTeX XMLCite \textit{S. Lee} et al., Springer Proc. Math. Stat. 250, 323--336 (2018; Zbl 1414.62373) Full Text: DOI arXiv
Liu, Yan; Akashi, Fumiya; Taniguchi, Masanobu Empirical likelihood and quantile methods for time series. Efficiency, robustness, optimality, and prediction. (English) Zbl 1418.62012 SpringerBriefs in Statistics. JSS Research Series in Statistics. Singapore: Springer (ISBN 978-981-10-0151-2/pbk; 978-981-10-0152-9/ebook). x, 136 p. (2018). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62-02 62M10 62G05 62G08 62G20 PDFBibTeX XMLCite \textit{Y. Liu} et al., Empirical likelihood and quantile methods for time series. Efficiency, robustness, optimality, and prediction. Singapore: Springer (2018; Zbl 1418.62012) Full Text: DOI
Ribeiro, Ademir A.; Sachine, Mael; Santos, Sandra A. On the approximate solutions of augmented subproblems within sequential methods for nonlinear programming. (English) Zbl 1413.90269 Comput. Appl. Math. 37, No. 5, 6601-6618 (2018). MSC: 90C30 65K05 49M37 PDFBibTeX XMLCite \textit{A. A. Ribeiro} et al., Comput. Appl. Math. 37, No. 5, 6601--6618 (2018; Zbl 1413.90269) Full Text: DOI
Hintermüller, Michael; Keil, Tobias Some recent developments in optimal control of multiphase flows. (English) Zbl 1407.49008 Schulz, Volker (ed.) et al., Shape optimization, homogenization and optimal control. DFG-AIMS workshop held at the AIMS Center Sénégal, Mbour, Sénégal, March 13–16, 2017. Cham: Birkhäuser. ISNM, Int. Ser. Numer. Math. 169, 113-142 (2018). MSC: 49J20 49K20 49M30 49J52 65M60 65K05 65K10 PDFBibTeX XMLCite \textit{M. Hintermüller} and \textit{T. Keil}, ISNM, Int. Ser. Numer. Math. 169, 113--142 (2018; Zbl 1407.49008) Full Text: DOI
Christof, Constantin; Meyer, Christian; Walther, Stephan; Clason, Christian Optimal control of a non-smooth semilinear elliptic equation. (English) Zbl 1407.49026 Math. Control Relat. Fields 8, No. 1, 247-276 (2018). MSC: 49K20 49J52 49M15 35J61 PDFBibTeX XMLCite \textit{C. Christof} et al., Math. Control Relat. Fields 8, No. 1, 247--276 (2018; Zbl 1407.49026) Full Text: DOI arXiv