Harder, Felix; Wachsmuth, Gerd The limiting normal cone of a complementarity set in Sobolev spaces. (English) Zbl 1407.49010 Optimization 67, No. 10, 1579-1603 (2018). Reviewer: Vasile Postolică (Piatra Neamt) MSC: 49J27 35B27 49K99 PDFBibTeX XMLCite \textit{F. Harder} and \textit{G. Wachsmuth}, Optimization 67, No. 10, 1579--1603 (2018; Zbl 1407.49010) Full Text: DOI Backlinks: MO
Polunchenko, Aleksey S.; Pepelyshev, Andrey Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval. (English) Zbl 1408.60070 Stat. Pap. 59, No. 4, 1351-1377 (2018). MSC: 60J60 60J25 PDFBibTeX XMLCite \textit{A. S. Polunchenko} and \textit{A. Pepelyshev}, Stat. Pap. 59, No. 4, 1351--1377 (2018; Zbl 1408.60070) Full Text: DOI arXiv Link
van Lieshout, M. N. M. Nonparametric indices of dependence between components for inhomogeneous multivariate random measures and marked sets. (English) Zbl 1408.62157 Scand. J. Stat. 45, No. 4, 985-1015 (2018). MSC: 62M30 60G55 PDFBibTeX XMLCite \textit{M. N. M. van Lieshout}, Scand. J. Stat. 45, No. 4, 985--1015 (2018; Zbl 1408.62157) Full Text: DOI arXiv
Dissanayake, G. S.; Peiris, M. S.; Proietti, T. Fractionally differenced Gegenbauer processes with long memory: a review. (English) Zbl 1403.62160 Stat. Sci. 33, No. 3, 413-426 (2018). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{G. S. Dissanayake} et al., Stat. Sci. 33, No. 3, 413--426 (2018; Zbl 1403.62160) Full Text: DOI Euclid
Bianchi, M.; Konnov, I. V.; Pini, R. Limit vector variational inequality problems via scalarization. (English) Zbl 1476.90324 J. Glob. Optim. 72, No. 3, 579-590 (2018). Reviewer: Jian Wen Peng (Chongqing) MSC: 90C33 49J40 PDFBibTeX XMLCite \textit{M. Bianchi} et al., J. Glob. Optim. 72, No. 3, 579--590 (2018; Zbl 1476.90324) Full Text: DOI
Richard, Alexandre; Orio, Patricio; Tanré, Etienne An integrate-and-fire model to generate spike trains with long-range dependence. (English) Zbl 1402.92110 J. Comput. Neurosci. 44, No. 3, 297-312 (2018). MSC: 92C20 PDFBibTeX XMLCite \textit{A. Richard} et al., J. Comput. Neurosci. 44, No. 3, 297--312 (2018; Zbl 1402.92110) Full Text: DOI arXiv
Le Courtois, Olivier Some further results on the tempered multistable approach. (English) Zbl 1418.91611 Asia-Pac. Financ. Mark. 25, No. 2, 87-109 (2018). MSC: 91G70 60G44 60G52 PDFBibTeX XMLCite \textit{O. Le Courtois}, Asia-Pac. Financ. Mark. 25, No. 2, 87--109 (2018; Zbl 1418.91611) Full Text: DOI
Maghri, Mounir El; Elboulqe, Youssef Reduced Jacobian method. (English) Zbl 1402.90171 J. Optim. Theory Appl. 179, No. 3, 917-943 (2018). MSC: 90C29 90C30 90C52 PDFBibTeX XMLCite \textit{M. E. Maghri} and \textit{Y. Elboulqe}, J. Optim. Theory Appl. 179, No. 3, 917--943 (2018; Zbl 1402.90171) Full Text: DOI
Benita, Francisco; Mehlitz, Patrick Optimal control problems with terminal complementarity constraints. (English) Zbl 1404.49011 SIAM J. Optim. 28, No. 4, 3079-3104 (2018). MSC: 49K15 49K27 90C30 90C33 PDFBibTeX XMLCite \textit{F. Benita} and \textit{P. Mehlitz}, SIAM J. Optim. 28, No. 4, 3079--3104 (2018; Zbl 1404.49011) Full Text: DOI
Lu, Jay; Saito, Kota Random intertemporal choice. (English) Zbl 1417.91166 J. Econ. Theory 177, 780-815 (2018). MSC: 91B06 91B16 PDFBibTeX XMLCite \textit{J. Lu} and \textit{K. Saito}, J. Econ. Theory 177, 780--815 (2018; Zbl 1417.91166) Full Text: DOI Link
Adolf, Dominik; Cox, Sean; Welch, Philip Lower consistency bounds for mutual stationarity with divergent uncountable cofinalities. (English) Zbl 1425.03021 Isr. J. Math. 228, No. 1, 1-19 (2018). Reviewer: Yair Hayut (Jerusalem) MSC: 03E55 03E35 03E04 03E05 03E45 PDFBibTeX XMLCite \textit{D. Adolf} et al., Isr. J. Math. 228, No. 1, 1--19 (2018; Zbl 1425.03021) Full Text: DOI arXiv
Rapaport, Ariel A dimension gap for continued fractions with independent digits – the non stationary case. (English) Zbl 1454.11140 Isr. J. Math. 227, No. 2, 911-930 (2018). MSC: 11K55 28A80 60J10 PDFBibTeX XMLCite \textit{A. Rapaport}, Isr. J. Math. 227, No. 2, 911--930 (2018; Zbl 1454.11140) Full Text: DOI arXiv
Gerber, Anke; Rohde, Kirsten I. M. Weighted temporal utility. (English) Zbl 1416.91115 Econ. Theory 66, No. 1, 187-212 (2018). MSC: 91B16 91B08 PDFBibTeX XMLCite \textit{A. Gerber} and \textit{K. I. M. Rohde}, Econ. Theory 66, No. 1, 187--212 (2018; Zbl 1416.91115) Full Text: DOI
Wang, Hui; Pan, Jiazhu A scalar dynamic conditional correlation model: structure and estimation. (English) Zbl 1400.37103 Sci. China, Math. 61, No. 10, 1881-1906 (2018). MSC: 37M10 62F12 PDFBibTeX XMLCite \textit{H. Wang} and \textit{J. Pan}, Sci. China, Math. 61, No. 10, 1881--1906 (2018; Zbl 1400.37103) Full Text: DOI Link
Chen, Jianyu; Yang, Yun; Zhang, Hong-Kun Non-stationary almost sure invariance principle for hyperbolic systems with singularities. (English) Zbl 1401.37044 J. Stat. Phys. 172, No. 6, 1499-1524 (2018). MSC: 37D50 37A25 60F17 PDFBibTeX XMLCite \textit{J. Chen} et al., J. Stat. Phys. 172, No. 6, 1499--1524 (2018; Zbl 1401.37044) Full Text: DOI arXiv
Chang, Jinyuan; Guo, Bin; Yao, Qiwei Principal component analysis for second-order stationary vector time series. (English) Zbl 1454.62255 Ann. Stat. 46, No. 5, 2094-2124 (2018). MSC: 62M10 62H25 PDFBibTeX XMLCite \textit{J. Chang} et al., Ann. Stat. 46, No. 5, 2094--2124 (2018; Zbl 1454.62255) Full Text: DOI arXiv Euclid
Vollert, Natalie; Ortner, Michael; Pilz, Jürgen Benefits and application of tree structures in Gaussian process models to optimize magnetic field shaping problems. (English) Zbl 1397.62616 Pilz, Jürgen (ed.) et al., Statistics and simulation. Contributions given at the 8th international workshop on simulation, IWS 8, Vienna, Austria, September 21–25, 2015. Cham: Springer (ISBN 978-3-319-76034-6/hbk; 978-3-319-76035-3/ebook). Springer Proceedings in Mathematics & Statistics 231, 161-170 (2018). MSC: 62P35 60G15 PDFBibTeX XMLCite \textit{N. Vollert} et al., Springer Proc. Math. Stat. 231, 161--170 (2018; Zbl 1397.62616) Full Text: DOI
Davison, A. C. “The life of man, solitary, poore, nasty, brutish, and short”: discussion of the paper by Rootzén and Zholud. (English) Zbl 1402.62266 Extremes 21, No. 3, 365-372 (2018). MSC: 62P10 62N05 62G32 60G70 PDFBibTeX XMLCite \textit{A. C. Davison}, Extremes 21, No. 3, 365--372 (2018; Zbl 1402.62266) Full Text: DOI Link
Andreani, Roberto; Secchin, Leonardo D.; Silva, Paulo J. S. Convergence properties of a second order augmented Lagrangian method for mathematical programs with complementarity constraints. (English) Zbl 1406.90114 SIAM J. Optim. 28, No. 3, 2574-2600 (2018). MSC: 90C30 90C33 65K05 49M37 PDFBibTeX XMLCite \textit{R. Andreani} et al., SIAM J. Optim. 28, No. 3, 2574--2600 (2018; Zbl 1406.90114) Full Text: DOI
Proïa, F.; Soltane, M. A test of correlation in the random coefficients of an autoregressive process. (English) Zbl 1401.62174 Math. Methods Stat. 27, No. 2, 119-144 (2018). MSC: 62M10 62F03 62F12 60G42 PDFBibTeX XMLCite \textit{F. Proïa} and \textit{M. Soltane}, Math. Methods Stat. 27, No. 2, 119--144 (2018; Zbl 1401.62174) Full Text: DOI arXiv
Del Piero, Gianpietro The variational structure of classical plasticity. (English) Zbl 1401.74052 Math. Mech. Complex Syst. 6, No. 3, 137-180 (2018). MSC: 74C15 74G65 74A20 74E15 74L10 PDFBibTeX XMLCite \textit{G. Del Piero}, Math. Mech. Complex Syst. 6, No. 3, 137--180 (2018; Zbl 1401.74052) Full Text: DOI
Shamolin, M. V. Phase portraits of dynamical equations of motion of a rigid body in a resistive medium. (English. Russian original) Zbl 1423.70015 J. Math. Sci., New York 233, No. 3, 398-425 (2018); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 135 (2017). MSC: 70E15 70K05 34D20 37N20 PDFBibTeX XMLCite \textit{M. V. Shamolin}, J. Math. Sci., New York 233, No. 3, 398--425 (2018; Zbl 1423.70015); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 135 (2017) Full Text: DOI
Saadatjouy, Azam; Taheriyoun, Ali Reza; Vahidi-Asl, Mohammad Q. Testing the zonal stationarity of spatial point processes: applied to prostate tissues and trees locations. (English) Zbl 06938718 Stat. Interface 11, No. 3, 491-501 (2018). MSC: 60G55 62M15 62F15 PDFBibTeX XMLCite \textit{A. Saadatjouy} et al., Stat. Interface 11, No. 3, 491--501 (2018; Zbl 06938718) Full Text: DOI arXiv
Bucher, Max; Schwartz, Alexandra Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems. (English) Zbl 1394.90475 J. Optim. Theory Appl. 178, No. 2, 383-410 (2018). MSC: 90C27 90C30 90C33 90C46 65K05 PDFBibTeX XMLCite \textit{M. Bucher} and \textit{A. Schwartz}, J. Optim. Theory Appl. 178, No. 2, 383--410 (2018; Zbl 1394.90475) Full Text: DOI arXiv
Zhao, Chunming Extremes of order statistics of stationary Gaussian processes. (English) Zbl 1410.60041 Probab. Math. Stat. 38, No. 1, 61-75 (2018). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{C. Zhao}, Probab. Math. Stat. 38, No. 1, 61--75 (2018; Zbl 1410.60041) Full Text: Link
Proïa, Frédéric Stationarity against integration in the autoregressive process with polynomial trend. (English) Zbl 1410.62162 Probab. Math. Stat. 38, No. 1, 1-26 (2018). MSC: 62M10 62M07 91B84 60G10 PDFBibTeX XMLCite \textit{F. Proïa}, Probab. Math. Stat. 38, No. 1, 1--26 (2018; Zbl 1410.62162) Full Text: arXiv Link
Bardet, Jean-Marc; Doukhan, Paul Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity. (English) Zbl 1403.62155 Electron. J. Stat. 12, No. 2, 2323-2354 (2018). MSC: 62M10 62G05 60F05 60G10 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{P. Doukhan}, Electron. J. Stat. 12, No. 2, 2323--2354 (2018; Zbl 1403.62155) Full Text: DOI arXiv Euclid
Gupta, Ankit; Khammash, Mustafa Computational identification of irreducible state-spaces for stochastic reaction networks. (English) Zbl 1393.60079 SIAM J. Appl. Dyn. Syst. 17, No. 2, 1213-1266 (2018). MSC: 60J22 60J27 60H35 65C05 PDFBibTeX XMLCite \textit{A. Gupta} and \textit{M. Khammash}, SIAM J. Appl. Dyn. Syst. 17, No. 2, 1213--1266 (2018; Zbl 1393.60079) Full Text: DOI arXiv
Chen, Xiaojun; Kelley, C. T.; Xu, Fengmin; Zhang, Zaikun A smoothing direct search method for Monte Carlo-based bound constrained composite nonsmooth optimization. (English) Zbl 1461.65138 SIAM J. Sci. Comput. 40, No. 4, A2174-A2199 (2018). MSC: 65K05 65K10 90C30 65C05 PDFBibTeX XMLCite \textit{X. Chen} et al., SIAM J. Sci. Comput. 40, No. 4, A2174--A2199 (2018; Zbl 1461.65138) Full Text: DOI
Joki, Kaisa; Bagirov, Adil M.; Karmitsa, Napsu; Mäkelä, Marko M.; Taheri, Sona Double bundle method for finding Clarke stationary points in nonsmooth DC programming. (English) Zbl 1401.90170 SIAM J. Optim. 28, No. 2, 1892-1919 (2018). MSC: 90C26 49J52 65K05 PDFBibTeX XMLCite \textit{K. Joki} et al., SIAM J. Optim. 28, No. 2, 1892--1919 (2018; Zbl 1401.90170) Full Text: DOI
Carmon, Yair; Duchi, John C.; Hinder, Oliver; Sidford, Aaron Accelerated methods for nonconvex optimization. (English) Zbl 1400.90250 SIAM J. Optim. 28, No. 2, 1751-1772 (2018). MSC: 90C26 90C06 90C30 PDFBibTeX XMLCite \textit{Y. Carmon} et al., SIAM J. Optim. 28, No. 2, 1751--1772 (2018; Zbl 1400.90250) Full Text: DOI arXiv
Wu, Weichi; Zhou, Zhou Gradient-based structural change detection for nonstationary time series M-estimation. (English) Zbl 1392.62280 Ann. Stat. 46, No. 3, 1197-1224 (2018). MSC: 62M10 62G09 62G10 PDFBibTeX XMLCite \textit{W. Wu} and \textit{Z. Zhou}, Ann. Stat. 46, No. 3, 1197--1224 (2018; Zbl 1392.62280) Full Text: DOI Euclid
Cavicchioli, Maddalena On mixture autoregressive conditional heteroskedasticity. (English) Zbl 1432.62292 J. Stat. Plann. Inference 197, 35-50 (2018). MSC: 62M10 62F10 62F12 62M20 PDFBibTeX XMLCite \textit{M. Cavicchioli}, J. Stat. Plann. Inference 197, 35--50 (2018; Zbl 1432.62292) Full Text: DOI
Bibi, Abdelouahab; Ghezal, Ahmed QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations. (English) Zbl 1449.62179 Kybernetika 54, No. 2, 375-399 (2018). MSC: 62M10 62F12 62M15 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Ghezal}, Kybernetika 54, No. 2, 375--399 (2018; Zbl 1449.62179) Full Text: DOI Link
McAleer, Michael Stationarity and invertibility of a dynamic correlation matrix. (English) Zbl 1449.62270 Kybernetika 54, No. 2, 363-374 (2018). MSC: 62P20 62M10 62H20 PDFBibTeX XMLCite \textit{M. McAleer}, Kybernetika 54, No. 2, 363--374 (2018; Zbl 1449.62270) Full Text: DOI Link
Behme, Anita; Schnurr, Alexander Laplace symbols and invariant distributions. (English) Zbl 1406.60108 Stat. Probab. Lett. 137, 217-223 (2018). MSC: 60J25 60G51 PDFBibTeX XMLCite \textit{A. Behme} and \textit{A. Schnurr}, Stat. Probab. Lett. 137, 217--223 (2018; Zbl 1406.60108) Full Text: DOI arXiv
Bui, Hoa T.; Kruger, Alexander Y. About extensions of the extremal principle. (English) Zbl 1391.49024 Vietnam J. Math. 46, No. 2, 215-242 (2018). MSC: 49J52 49J53 49K40 90C30 90C46 PDFBibTeX XMLCite \textit{H. T. Bui} and \textit{A. Y. Kruger}, Vietnam J. Math. 46, No. 2, 215--242 (2018; Zbl 1391.49024) Full Text: DOI arXiv Link
Branda, Martin; Bucher, Max; Červinka, Michal; Schwartz, Alexandra Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization. (English) Zbl 1418.90252 Comput. Optim. Appl. 70, No. 2, 503-530 (2018). MSC: 90C30 91G10 PDFBibTeX XMLCite \textit{M. Branda} et al., Comput. Optim. Appl. 70, No. 2, 503--530 (2018; Zbl 1418.90252) Full Text: DOI arXiv
Al-Najjar, Nabil I.; Shmaya, Eran Learning the fundamentals in a stationary environment. (English) Zbl 1390.91066 Games Econ. Behav. 109, 616-624 (2018). MSC: 91A26 62C10 60G10 PDFBibTeX XMLCite \textit{N. I. Al-Najjar} and \textit{E. Shmaya}, Games Econ. Behav. 109, 616--624 (2018; Zbl 1390.91066) Full Text: DOI
Zhang, Peng; Zhang, Jin; Lin, Gui-Hua; Yang, Xinmin Constraint qualifications and proper Pareto optimality conditions for multiobjective problems with equilibrium constraints. (English) Zbl 1391.90571 J. Optim. Theory Appl. 176, No. 3, 763-782 (2018). MSC: 90C29 90C33 90C46 PDFBibTeX XMLCite \textit{P. Zhang} et al., J. Optim. Theory Appl. 176, No. 3, 763--782 (2018; Zbl 1391.90571) Full Text: DOI
Baccelli, Francois; Haji-Mirsadeghi, Mir-Omid Point-shift foliation of a point process. (English) Zbl 1454.60061 Electron. J. Probab. 23, Paper No. 19, 25 p. (2018). MSC: 60G55 37C85 60G10 60G57 PDFBibTeX XMLCite \textit{F. Baccelli} and \textit{M.-O. Haji-Mirsadeghi}, Electron. J. Probab. 23, Paper No. 19, 25 p. (2018; Zbl 1454.60061) Full Text: DOI arXiv Euclid
Benko, Matúš; Gfrerer, Helmut New verifiable stationarity concepts for a class of mathematical programs with disjunctive constraints. (English) Zbl 1398.90169 Optimization 67, No. 1, 1-23 (2018). MSC: 90C30 PDFBibTeX XMLCite \textit{M. Benko} and \textit{H. Gfrerer}, Optimization 67, No. 1, 1--23 (2018; Zbl 1398.90169) Full Text: DOI arXiv
Jowaheer, V.; Khan, N. Mamode; Sunecher, Y. A BINAR(1) time-series model with cross-correlated COM-Poisson innovations. (English) Zbl 1402.62201 Commun. Stat., Theory Methods 47, No. 5, 1133-1154 (2018). MSC: 62M10 62H12 62P30 PDFBibTeX XMLCite \textit{V. Jowaheer} et al., Commun. Stat., Theory Methods 47, No. 5, 1133--1154 (2018; Zbl 1402.62201) Full Text: DOI
Aliat, Billel; Hamdi, Fayçal On Markov-switching periodic ARMA models. (English) Zbl 1462.62519 Commun. Stat., Theory Methods 47, No. 2, 344-364 (2018). MSC: 62M10 62M05 PDFBibTeX XMLCite \textit{B. Aliat} and \textit{F. Hamdi}, Commun. Stat., Theory Methods 47, No. 2, 344--364 (2018; Zbl 1462.62519) Full Text: DOI
Bibi, Abdelouahab; Ghezal, Ahmed Markov-switching BILINEAR-GARCH models: structure and estimation. (English) Zbl 1462.62526 Commun. Stat., Theory Methods 47, No. 2, 307-323 (2018). MSC: 62M10 62M05 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Ghezal}, Commun. Stat., Theory Methods 47, No. 2, 307--323 (2018; Zbl 1462.62526) Full Text: DOI
Cardinali, Alessandro; Nason, Guy P. Practical powerful wavelet packet tests for second-order stationarity. (English) Zbl 1387.62099 Appl. Comput. Harmon. Anal. 44, No. 3, 558-583 (2018). MSC: 62M10 42C40 62M15 PDFBibTeX XMLCite \textit{A. Cardinali} and \textit{G. P. Nason}, Appl. Comput. Harmon. Anal. 44, No. 3, 558--583 (2018; Zbl 1387.62099) Full Text: DOI Link
Xu, Na; Zhu, Xide; Pang, Li-Ping; Lv, Jian Improved convergence properties of the relaxation schemes of Kadrani et al. and Kanzow and Schwartz for MPEC. (English) Zbl 1394.90535 Asia-Pac. J. Oper. Res. 35, No. 1, Article ID 1850008, 20 p. (2018). MSC: 90C30 90C33 90C46 PDFBibTeX XMLCite \textit{N. Xu} et al., Asia-Pac. J. Oper. Res. 35, No. 1, Article ID 1850008, 20 p. (2018; Zbl 1394.90535) Full Text: DOI
Freitas, Ana Cristina Moreira; Freitas, Jorge Milhazes; Vaienti, Sandro Extreme value laws for sequences of intermittent maps. (English) Zbl 1383.37006 Proc. Am. Math. Soc. 146, No. 5, 2103-2116 (2018). MSC: 37A50 60G70 37B20 37A25 PDFBibTeX XMLCite \textit{A. C. M. Freitas} et al., Proc. Am. Math. Soc. 146, No. 5, 2103--2116 (2018; Zbl 1383.37006) Full Text: DOI arXiv
Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Luo, Li On generalised Piterbarg constants. (English) Zbl 1390.60133 Methodol. Comput. Appl. Probab. 20, No. 1, 137-164 (2018). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{L. Bai} et al., Methodol. Comput. Appl. Probab. 20, No. 1, 137--164 (2018; Zbl 1390.60133) Full Text: DOI
Norwood, Ben; Killick, Rebecca Long memory and changepoint models: a spectral classification procedure. (English) Zbl 1384.62293 Stat. Comput. 28, No. 2, 291-302 (2018). MSC: 62M10 42C40 62P05 62M15 PDFBibTeX XMLCite \textit{B. Norwood} and \textit{R. Killick}, Stat. Comput. 28, No. 2, 291--302 (2018; Zbl 1384.62293) Full Text: DOI
Aknouche, Abdelhakim; Bentarzi, Wissam; Demouche, Nacer On periodic ergodicity of a general periodic mixed Poisson autoregression. (English) Zbl 1440.62327 Stat. Probab. Lett. 134, 15-21 (2018). MSC: 62M10 62J05 60G55 PDFBibTeX XMLCite \textit{A. Aknouche} et al., Stat. Probab. Lett. 134, 15--21 (2018; Zbl 1440.62327) Full Text: DOI Link
Qiao, Wanli; Polonik, Wolfgang Extrema of rescaled locally stationary Gaussian fields on manifolds. (English) Zbl 1429.60039 Bernoulli 24, No. 3, 1834-1859 (2018). MSC: 60G15 60G60 60G70 PDFBibTeX XMLCite \textit{W. Qiao} and \textit{W. Polonik}, Bernoulli 24, No. 3, 1834--1859 (2018; Zbl 1429.60039) Full Text: DOI Euclid
Jiang, Suhong; Zhang, Jin; Chen, Caihua; Lin, Guihua Smoothing partial exact penalty splitting method for mathematical programs with equilibrium constraints. (English) Zbl 1394.90469 J. Glob. Optim. 70, No. 1, 223-236 (2018). MSC: 90C26 90C33 90C55 PDFBibTeX XMLCite \textit{S. Jiang} et al., J. Glob. Optim. 70, No. 1, 223--236 (2018; Zbl 1394.90469) Full Text: DOI
Boubaker, Heni A generalized ARFIMA model with smooth transition fractional integration parameter. (English) Zbl 1499.62300 J. Time Ser. Econom. 10, No. 1, Article No. 20150001, 20 p. (2018). MSC: 62M10 91B84 PDFBibTeX XMLCite \textit{H. Boubaker}, J. Time Ser. Econom. 10, No. 1, Article No. 20150001, 20 p. (2018; Zbl 1499.62300) Full Text: DOI
Herwartz, Helmut; Walle, Yabibal M. A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility. (English) Zbl 1417.62246 Comput. Stat. 33, No. 1, 379-411 (2018). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{H. Herwartz} and \textit{Y. M. Walle}, Comput. Stat. 33, No. 1, 379--411 (2018; Zbl 1417.62246) Full Text: DOI
Wang, Jiangyan; Yang, Miao; Majumdar, Anandamayee Comparative study and sensitivity analysis of skewed spatial processes. (English) Zbl 1417.62272 Comput. Stat. 33, No. 1, 75-98 (2018). MSC: 62M30 62H05 62H10 62F15 PDFBibTeX XMLCite \textit{J. Wang} et al., Comput. Stat. 33, No. 1, 75--98 (2018; Zbl 1417.62272) Full Text: DOI
Pang, Guodong; Zhou, Yuhang Functional limit theorems for a new class of non-stationary shot noise processes. (English) Zbl 1380.60041 Stochastic Processes Appl. 128, No. 2, 505-544 (2018). MSC: 60F17 60G55 60F05 PDFBibTeX XMLCite \textit{G. Pang} and \textit{Y. Zhou}, Stochastic Processes Appl. 128, No. 2, 505--544 (2018; Zbl 1380.60041) Full Text: DOI
Liu, Weihua Extended de Finetti theorems for Boolean independence and monotone independence. (English) Zbl 1391.46070 Trans. Am. Math. Soc. 370, No. 3, 1959-2003 (2018). Reviewer: Uwe Franz (Besançon) MSC: 46L53 46L54 60G09 PDFBibTeX XMLCite \textit{W. Liu}, Trans. Am. Math. Soc. 370, No. 3, 1959--2003 (2018; Zbl 1391.46070) Full Text: DOI arXiv
Zhang, Hui-Guo; Mei, Chang-Lin Discussion on: “Statistical scale space methods”. (English) Zbl 07763508 Int. Stat. Rev. 85, No. 1, 38-40 (2017). MSC: 62-XX PDFBibTeX XMLCite \textit{H.-G. Zhang} and \textit{C.-L. Mei}, Int. Stat. Rev. 85, No. 1, 38--40 (2017; Zbl 07763508) Full Text: DOI
Ferrer-Pérez, H.; Ayuda, M. I.; Aznar, A. A comparison of two modified stationarity tests. A Monte Carlo study. (English) Zbl 07313789 Math. Comput. Simul. 134, 28-36 (2017). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{H. Ferrer-Pérez} et al., Math. Comput. Simul. 134, 28--36 (2017; Zbl 07313789) Full Text: DOI Link
Zhu, Xi; Kliemann, Wolfgang; Li, Chunfa; Feng, Enmin; Xiu, Zhilong Global behavior analysis for stochastic system of 1,3-PD continuous fermentation. (English) Zbl 1510.92085 Commun. Nonlinear Sci. Numer. Simul. 53, 228-248 (2017). MSC: 92C40 PDFBibTeX XMLCite \textit{X. Zhu} et al., Commun. Nonlinear Sci. Numer. Simul. 53, 228--248 (2017; Zbl 1510.92085) Full Text: DOI
De Lara, Idemauro Antonio Rodrigues; Hinde, John; Taconeli, Cesar Augusto An alternative method for evaluating stationarity in transition models. (English) Zbl 07192105 J. Stat. Comput. Simulation 87, No. 15, 2962-2980 (2017). MSC: 62F03 62J12 PDFBibTeX XMLCite \textit{I. A. R. De Lara} et al., J. Stat. Comput. Simulation 87, No. 15, 2962--2980 (2017; Zbl 07192105) Full Text: DOI
Ferreira, Guillermo; Navarrete, Jean P.; Rodríguez-Cortés, Francisco J.; Mateu, Jorge Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach. (English) Zbl 07192071 J. Stat. Comput. Simulation 87, No. 12, 2430-2449 (2017). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Ferreira} et al., J. Stat. Comput. Simulation 87, No. 12, 2430--2449 (2017; Zbl 07192071) Full Text: DOI
Wang, Wentao; Li, Dengkui Structure identification and variable selection in geographically weighted regression models. (English) Zbl 07192049 J. Stat. Comput. Simulation 87, No. 10, 2050-2068 (2017). MSC: 62-XX PDFBibTeX XMLCite \textit{W. Wang} and \textit{D. Li}, J. Stat. Comput. Simulation 87, No. 10, 2050--2068 (2017; Zbl 07192049) Full Text: DOI
Arvanitis, Stelios Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski’s FPT. (English) Zbl 1438.39028 Cogent Math. 4, Article ID 1380392, 7 p. (2017). MSC: 39A50 37H10 PDFBibTeX XMLCite \textit{S. Arvanitis}, Cogent Math. 4, Article ID 1380392, 7 p. (2017; Zbl 1438.39028) Full Text: DOI
Pezo Villar, Danilo Local stationarity for spatial data. (English) Zbl 1412.60005 Kaiserslautern: TU Kaiserslautern, Fachbereich Mathematik (Diss.). xvi, 79 p. (2017). MSC: 60-02 62-02 60G60 60G10 60G15 62M10 PDFBibTeX XMLCite \textit{D. Pezo Villar}, Local stationarity for spatial data. Kaiserslautern: TU Kaiserslautern, Fachbereich Mathematik (Diss.) (2017; Zbl 1412.60005) Full Text: Link
Bommier, Antoine; Kochov, Asen; Le Grand, François On monotone recursive preferences. (English) Zbl 1420.91048 Econometrica 85, No. 5, 1433-1466 (2017). MSC: 91B08 91B16 PDFBibTeX XMLCite \textit{A. Bommier} et al., Econometrica 85, No. 5, 1433--1466 (2017; Zbl 1420.91048) Full Text: DOI
Henrion, René Calmness as a constraint qualification for M-stationarity conditions in MPECs. (English) Zbl 1427.90262 Aussel, Didier (ed.) et al., Generalized Nash equilibrium problems, bilevel programming and MPEC. Based on lectures given at the international center for pure and applied mathematics (CIMPA) school, Delhi, India, November 25 – December 6, 2013. Singapore: Springer. Forum Interdiscip. Math., 21-41 (2017). MSC: 90C30 90C33 PDFBibTeX XMLCite \textit{R. Henrion}, in: Generalized Nash equilibrium problems, bilevel programming and MPEC. Based on lectures given at the international center for pure and applied mathematics (CIMPA) school, Delhi, India, November 25 -- December 6, 2013. Singapore: Springer. 21--41 (2017; Zbl 1427.90262) Full Text: DOI
Arvanitis, Stelios; Louka, Alexandros Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model. (English) Zbl 1398.91676 Econ. Lett. 161, 135-137 (2017). MSC: 91G70 62M10 60G44 60F99 PDFBibTeX XMLCite \textit{S. Arvanitis} and \textit{A. Louka}, Econ. Lett. 161, 135--137 (2017; Zbl 1398.91676) Full Text: DOI
Beran, Jan Mathematical foundations of time series analysis. A concise introduction. (English) Zbl 1414.62001 Cham: Springer (ISBN 978-3-319-74378-3/hbk; 978-3-319-74380-6/ebook). ix, 307 p. (2017). Reviewer: Ludwig Paditz (Dresden) MSC: 62-01 62M10 PDFBibTeX XMLCite \textit{J. Beran}, Mathematical foundations of time series analysis. A concise introduction. Cham: Springer (2017; Zbl 1414.62001) Full Text: DOI
Hong, Yongmiao; Wang, Xia; Wang, Shouyang Testing strict stationarity with applications to macroeconomic time series. (English) Zbl 1403.91275 Int. Econ. Rev. 58, No. 4, 1227-1277 (2017). MSC: 91B84 60E10 62G05 PDFBibTeX XMLCite \textit{Y. Hong} et al., Int. Econ. Rev. 58, No. 4, 1227--1277 (2017; Zbl 1403.91275) Full Text: DOI
Messer, Michael; Costa, Kauê M.; Roeper, Jochen; Schneider, Gaby Multi-scale detection of rate changes in spike trains with weak dependencies. (English) Zbl 1382.92068 J. Comput. Neurosci. 42, No. 2, 187-201 (2017). MSC: 92C20 62P10 PDFBibTeX XMLCite \textit{M. Messer} et al., J. Comput. Neurosci. 42, No. 2, 187--201 (2017; Zbl 1382.92068) Full Text: DOI arXiv
DeYoreo, Maria; Kottas, Athanasios A Bayesian nonparametric Markovian model for non-stationary time series. (English) Zbl 1384.62287 Stat. Comput. 27, No. 6, 1525-1538 (2017). MSC: 62M10 62G05 62F15 62P12 PDFBibTeX XMLCite \textit{M. DeYoreo} and \textit{A. Kottas}, Stat. Comput. 27, No. 6, 1525--1538 (2017; Zbl 1384.62287) Full Text: DOI arXiv
Rachinskaya, Maria; Fedotkin, Mikhail Stationarity conditions for the control systems that provide service to the conflicting batch Poisson flows. (English) Zbl 1383.60090 Rykov, Vladimir V. (ed.) et al., Analytical and computational methods in probability theory. First international conference, ACMPT 2017, Moscow, Russia, October 23–27, 2017. Proceedings. Cham: Springer (ISBN 978-3-319-71503-2/pbk; 978-3-319-71504-9/ebook). Lecture Notes in Computer Science 10684, 43-53 (2017). MSC: 60K25 60J20 90B20 PDFBibTeX XMLCite \textit{M. Rachinskaya} and \textit{M. Fedotkin}, Lect. Notes Comput. Sci. 10684, 43--53 (2017; Zbl 1383.60090) Full Text: DOI
Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; Dette, Holger; Hallin, Marc Quantile spectral analysis for locally stationary time series. (English) Zbl 06840449 J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 5, 1619-1643 (2017). MSC: 62M10 62M15 62H05 60G10 PDFBibTeX XMLCite \textit{S. Birr} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 5, 1619--1643 (2017; Zbl 06840449) Full Text: DOI arXiv
Lips, Johannes Do they still matter? – Impact of fossil fuels on electricity prices in the light of increased renewable generation. (English) Zbl 1462.62727 J. Time Ser. Econom. 9, No. 2, Article No. 20160018, 30 p. (2017). MSC: 62P20 91B84 PDFBibTeX XMLCite \textit{J. Lips}, J. Time Ser. Econom. 9, No. 2, Article No. 20160018, 30 p. (2017; Zbl 1462.62727) Full Text: DOI Link
Konnov, I. V.; Salahuddin Two-level iterative method for non-stationary mixed variational inequalities. (English. Russian original) Zbl 1383.49011 Russ. Math. 61, No. 10, 44-53 (2017); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2017, No. 10, 50-61 (2017). MSC: 49J40 49J53 PDFBibTeX XMLCite \textit{I. V. Konnov} and \textit{Salahuddin}, Russ. Math. 61, No. 10, 44--53 (2017; Zbl 1383.49011); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2017, No. 10, 50--61 (2017) Full Text: DOI
Segers, Johan; Zhao, Yuwei; Meinguet, Thomas Polar decomposition of regularly varying time series in star-shaped metric spaces. (English) Zbl 1387.60087 Extremes 20, No. 3, 539-566 (2017). MSC: 60G70 60G60 PDFBibTeX XMLCite \textit{J. Segers} et al., Extremes 20, No. 3, 539--566 (2017; Zbl 1387.60087) Full Text: DOI arXiv
Matsushita, Yutaka A generalized extensive structure that is equipped with a right action and its representation. (English) Zbl 1397.91142 J. Math. Psychol. 81, 28-39 (2017). MSC: 91B06 PDFBibTeX XMLCite \textit{Y. Matsushita}, J. Math. Psychol. 81, 28--39 (2017; Zbl 1397.91142) Full Text: DOI
Banica, Teodor; Chirvasitu, Alexandru Thoma type results for discrete quantum groups. (English) Zbl 1458.46057 Int. J. Math. 28, No. 14, Article ID 1750103, 23 p. (2017). MSC: 46L67 46L54 60B15 PDFBibTeX XMLCite \textit{T. Banica} and \textit{A. Chirvasitu}, Int. J. Math. 28, No. 14, Article ID 1750103, 23 p. (2017; Zbl 1458.46057) Full Text: DOI arXiv
Müller, Georg; Schiela, Anton On the control of time discretized dynamic contact problems. (English) Zbl 1383.49002 Comput. Optim. Appl. 68, No. 2, 243-287 (2017). MSC: 49J20 49M25 65K15 74H15 PDFBibTeX XMLCite \textit{G. Müller} and \textit{A. Schiela}, Comput. Optim. Appl. 68, No. 2, 243--287 (2017; Zbl 1383.49002) Full Text: DOI Link Backlinks: MO
Ikeda, Shin S. A note on mixingale limit theorems and stable convergence in law. (English) Zbl 1386.60017 Commun. Stat., Theory Methods 46, No. 19, 9377-9387 (2017). MSC: 60B10 60F05 60F17 PDFBibTeX XMLCite \textit{S. S. Ikeda}, Commun. Stat., Theory Methods 46, No. 19, 9377--9387 (2017; Zbl 1386.60017) Full Text: DOI
Nessah, Rabia; Parvulescu, Raluca On the existence of Pareto efficient Nash equilibria in discontinuous games. (English) Zbl 1415.91017 Int. Game Theory Rev. 19, No. 3, Article ID 1750014, 13 p. (2017). MSC: 91A10 PDFBibTeX XMLCite \textit{R. Nessah} and \textit{R. Parvulescu}, Int. Game Theory Rev. 19, No. 3, Article ID 1750014, 13 p. (2017; Zbl 1415.91017) Full Text: DOI
Nåsell, Ingemar An alternative to moment closure. (English) Zbl 1372.92090 Bull. Math. Biol. 79, No. 9, 2088-2108 (2017). MSC: 92D25 60J28 PDFBibTeX XMLCite \textit{I. Nåsell}, Bull. Math. Biol. 79, No. 9, 2088--2108 (2017; Zbl 1372.92090) Full Text: DOI arXiv
Rinot, Assaf Same graph, different universe. (English) Zbl 1417.03265 Arch. Math. Logic 56, No. 7-8, 783-796 (2017). MSC: 03E35 05C15 05C63 03E05 PDFBibTeX XMLCite \textit{A. Rinot}, Arch. Math. Logic 56, No. 7--8, 783--796 (2017; Zbl 1417.03265) Full Text: DOI
D’Ercole, Roberto Structural and hidden properties of 1D point processes: a wavelet-based study. (English) Zbl 1372.60068 Int. J. Wavelets Multiresolut. Inf. Process. 15, No. 5, Article ID 1750041, 33 p. (2017). MSC: 60G55 60G57 62M07 62M30 62P12 PDFBibTeX XMLCite \textit{R. D'Ercole}, Int. J. Wavelets Multiresolut. Inf. Process. 15, No. 5, Article ID 1750041, 33 p. (2017; Zbl 1372.60068) Full Text: DOI
Marin, A.; Rossi, S. On the relations between Markov chain lumpability and reversibility. (English) Zbl 1398.60085 Acta Inf. 54, No. 5, 447-485 (2017). Reviewer: Alexander Yu. Veretennikov (Leeds) MSC: 60J27 60J28 PDFBibTeX XMLCite \textit{A. Marin} and \textit{S. Rossi}, Acta Inf. 54, No. 5, 447--485 (2017; Zbl 1398.60085) Full Text: DOI
Zhitnikov, V. P.; Sherykhalina, N. M.; Zaripov, A. A.; Sokolova, A. A. Quasi-stationary solution of a problem of electrochemical copying of a cogged surface. (English. Russian original) Zbl 1375.78032 Russ. Math. 61, No. 8, 76-80 (2017); translation from Izv. Vyssh. Uchebn. Zaved., Mat. No. 8, 86-91 (2017). MSC: 78A57 PDFBibTeX XMLCite \textit{V. P. Zhitnikov} et al., Russ. Math. 61, No. 8, 76--80 (2017; Zbl 1375.78032); translation from Izv. Vyssh. Uchebn. Zaved., Mat. No. 8, 86--91 (2017) Full Text: DOI
Tarasyuk, Igor Valerievich; Buchholz, Peter Equivalences for fluid stochastic Petri nets. (English) Zbl 1373.68299 Sib. Èlektron. Mat. Izv. 14, 317-366 (2017). MSC: 68Q85 68Q87 PDFBibTeX XMLCite \textit{I. V. Tarasyuk} and \textit{P. Buchholz}, Sib. Èlektron. Mat. Izv. 14, 317--366 (2017; Zbl 1373.68299) Full Text: DOI arXiv
Barsukow, Wasilij Stationarity and vorticity preservation for the linearized Euler equations in multiple spatial dimensions. (English) Zbl 1391.76382 Cancès, Clément (ed.) et al., Finite volumes for complex applications VIII – methods and theoretical aspects. FVCA 8, Lille, France, June 12–16, 2017. Cham: Springer (ISBN 978-3-319-57396-0/hbk; 978-3-319-57397-7/ebook; 978-3-319-58818-6/set). Springer Proceedings in Mathematics & Statistics 199, 449-456 (2017). MSC: 76M12 65M08 76Bxx 35L45 35Q35 PDFBibTeX XMLCite \textit{W. Barsukow}, Springer Proc. Math. Stat. 199, 449--456 (2017; Zbl 1391.76382) Full Text: DOI
Chen, Richard Y.; Mykland, Per A. Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data. (English) Zbl 1388.62304 J. Econom. 200, No. 1, 79-103 (2017). MSC: 62P05 62M10 60G48 60F05 PDFBibTeX XMLCite \textit{R. Y. Chen} and \textit{P. A. Mykland}, J. Econom. 200, No. 1, 79--103 (2017; Zbl 1388.62304) Full Text: DOI arXiv
Giordano, Francesco; Niglio, Marcella; Vitale, Cosimo Damiano Unit root testing in presence of a double threshold process. (English) Zbl 1373.37175 Methodol. Comput. Appl. Probab. 19, No. 2, 539-556 (2017). MSC: 37M10 62F03 PDFBibTeX XMLCite \textit{F. Giordano} et al., Methodol. Comput. Appl. Probab. 19, No. 2, 539--556 (2017; Zbl 1373.37175) Full Text: DOI
Suñé, Víctor Computing the expected Markov reward rates with stationarity detection and relative error control. (English) Zbl 1370.60130 Methodol. Comput. Appl. Probab. 19, No. 2, 445-485 (2017). MSC: 60J28 60J27 60J22 65C40 PDFBibTeX XMLCite \textit{V. Suñé}, Methodol. Comput. Appl. Probab. 19, No. 2, 445--485 (2017; Zbl 1370.60130) Full Text: DOI Link
Cavicchioli, Maddalena Third and fourth moments of vector autoregressions with regime switching. (English) Zbl 1368.62243 Commun. Stat., Theory Methods 46, No. 9, 4181-4194 (2017). MSC: 62M10 62M02 PDFBibTeX XMLCite \textit{M. Cavicchioli}, Commun. Stat., Theory Methods 46, No. 9, 4181--4194 (2017; Zbl 1368.62243) Full Text: DOI
Mhalla, Linda; Chavez-Demoulin, Valérie; Naveau, Philippe Non-linear models for extremal dependence. (English) Zbl 1397.62171 J. Multivariate Anal. 159, 49-66 (2017). MSC: 62G32 62H12 62G05 PDFBibTeX XMLCite \textit{L. Mhalla} et al., J. Multivariate Anal. 159, 49--66 (2017; Zbl 1397.62171) Full Text: DOI
Benko, Matúš; Gfrerer, Helmut An SQP method for mathematical programs with vanishing constraints with strong convergence properties. (English) Zbl 1406.90094 Comput. Optim. Appl. 67, No. 2, 361-399 (2017). MSC: 90C26 90C55 49M37 PDFBibTeX XMLCite \textit{M. Benko} and \textit{H. Gfrerer}, Comput. Optim. Appl. 67, No. 2, 361--399 (2017; Zbl 1406.90094) Full Text: DOI arXiv
Zhu, Xuening; Pan, Rui; Li, Guodong; Liu, Yuewen; Wang, Hansheng Network vector autoregression. (English) Zbl 1381.62256 Ann. Stat. 45, No. 3, 1096-1123 (2017). Reviewer: Miroslav M. Ristić (Niš) MSC: 62M10 62J05 PDFBibTeX XMLCite \textit{X. Zhu} et al., Ann. Stat. 45, No. 3, 1096--1123 (2017; Zbl 1381.62256) Full Text: DOI Euclid
Baccelli, François; Haji-Mirsadeghi, Mir-Omid Point-map-probabilities of a point process and Mecke’s invariant measure equation. (English) Zbl 1375.60091 Ann. Probab. 45, No. 3, 1723-1751 (2017). Reviewer: Ilya S. Molchanov (Bern) MSC: 60G55 60G10 60G57 60G30 60F17 PDFBibTeX XMLCite \textit{F. Baccelli} and \textit{M.-O. Haji-Mirsadeghi}, Ann. Probab. 45, No. 3, 1723--1751 (2017; Zbl 1375.60091) Full Text: DOI arXiv
Wu, Qunying An extension of almost sure central limit theorem for the maximum of stationary Gaussian random fields. (English) Zbl 1369.60020 Commun. Stat., Theory Methods 46, No. 8, 3667-3675 (2017). MSC: 60F15 60F05 60G60 60G15 60G10 PDFBibTeX XMLCite \textit{Q. Wu}, Commun. Stat., Theory Methods 46, No. 8, 3667--3675 (2017; Zbl 1369.60020) Full Text: DOI
Valiente Kroon, J. A.; Williams, J. L. Dain’s invariant on non-time symmetric initial data sets. (English) Zbl 1367.83017 Classical Quantum Gravity 34, No. 12, Article ID 125013, 20 p. (2017). MSC: 83C05 53Z05 PDFBibTeX XMLCite \textit{J. A. Valiente Kroon} and \textit{J. L. Williams}, Classical Quantum Gravity 34, No. 12, Article ID 125013, 20 p. (2017; Zbl 1367.83017) Full Text: DOI arXiv