Zoia, Maria Grazia; Barbieri, Laura A short-cut derivation for the solution of autoregressive models from sharp algebraic arguments. (English) Zbl 1284.62580 Commun. Stat., Theory Methods 41, No. 19-20, 3704-3721 (2012). MSC: 62M10 PDFBibTeX XMLCite \textit{M. G. Zoia} and \textit{L. Barbieri}, Commun. Stat., Theory Methods 41, No. 19--20, 3704--3721 (2012; Zbl 1284.62580) Full Text: DOI
Chandler, Gabriel; Polonik, Wolfgang Mode identification of volatility in time-varying autoregression. (English) Zbl 1356.62134 J. Am. Stat. Assoc. 107, No. 499, 1217-1229 (2012). MSC: 62M10 62G10 62M07 PDFBibTeX XMLCite \textit{G. Chandler} and \textit{W. Polonik}, J. Am. Stat. Assoc. 107, No. 499, 1217--1229 (2012; Zbl 1356.62134) Full Text: DOI
Aknouche, Abdelhakim Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases. (English) Zbl 1333.62203 Stat. Inference Stoch. Process. 15, No. 3, 241-256 (2012). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{A. Aknouche}, Stat. Inference Stoch. Process. 15, No. 3, 241--256 (2012; Zbl 1333.62203) Full Text: DOI
Balança, Paul; Herbin, Erick A set-indexed Ornstein-Uhlenbeck process. (English) Zbl 1266.60066 Electron. Commun. Probab. 17, Paper No. 39, 14 p. (2012). MSC: 60G10 60G15 60G60 60J25 PDFBibTeX XMLCite \textit{P. Balança} and \textit{E. Herbin}, Electron. Commun. Probab. 17, Paper No. 39, 14 p. (2012; Zbl 1266.60066) Full Text: DOI arXiv
Zhang, Haixiang; Wang, Dehui; Zhu, Fukang Generalized RCINAR(1) process with signed thinning operator. (English) Zbl 1270.62125 Commun. Stat., Theory Methods 41, No. 10-12, 1750-1770 (2012). MSC: 62M10 62F40 60G10 PDFBibTeX XMLCite \textit{H. Zhang} et al., Commun. Stat., Theory Methods 41, No. 10--12, 1750--1770 (2012; Zbl 1270.62125) Full Text: DOI
Kleiber, William; Nychka, Douglas Nonstationary modeling for multivariate spatial processes. (English) Zbl 1273.62235 J. Multivariate Anal. 112, 76-91 (2012). MSC: 62M30 62G05 62G20 62M40 PDFBibTeX XMLCite \textit{W. Kleiber} and \textit{D. Nychka}, J. Multivariate Anal. 112, 76--91 (2012; Zbl 1273.62235) Full Text: DOI
Gonçalves, E.; Leite, J.; Mendes-Lopes, N. On the probabilistic structure of power threshold generalized ARCH stochastic processes. (English) Zbl 1282.62127 Stat. Probab. Lett. 82, No. 8, 1597-1609 (2012). MSC: 62G20 62M10 PDFBibTeX XMLCite \textit{E. Gonçalves} et al., Stat. Probab. Lett. 82, No. 8, 1597--1609 (2012; Zbl 1282.62127) Full Text: DOI
Huillet, Thierry E. A branching diffusion model of selection: from the neutral Wright-Fisher case to the one including mutations. (English) Zbl 1411.60128 Int. Math. Forum 7, No. 1-4, 1-36 (2012). MSC: 60J85 92D10 92D15 PDFBibTeX XMLCite \textit{T. E. Huillet}, Int. Math. Forum 7, No. 1--4, 1--36 (2012; Zbl 1411.60128) Full Text: arXiv Link
Liu, Ji-Chun Structure of a double autoregressive process driven by a hidden Markov chain. (English) Zbl 1254.60038 Stat. Probab. Lett. 82, No. 7, 1468-1473 (2012). MSC: 60G10 60J05 62M10 91B84 PDFBibTeX XMLCite \textit{J.-C. Liu}, Stat. Probab. Lett. 82, No. 7, 1468--1473 (2012; Zbl 1254.60038) Full Text: DOI
Martinez-Garcia, Mauricio On the discrete cosine transform of weakly stationary signals. (English) Zbl 1247.60050 Ball, Joseph A. (ed.) et al., Recent progress in operator theory and its applications. Proceedings of the 20th international workshop on operator theory and applications (IWOTA), Guanajuato, Mexico, September 21–25, 2009. Basel: Birkhäuser (ISBN 978-3-0348-0345-8/hbk; 978-3-0348-0346-5/ebook). Operator Theory: Advances and Applications 220, 197-205 (2012). MSC: 60G10 47A05 94A12 PDFBibTeX XMLCite \textit{M. Martinez-Garcia}, Oper. Theory: Adv. Appl. 220, 197--205 (2012; Zbl 1247.60050) Full Text: DOI
Baek, J. S.; Choi, M. S.; Hwang, S. Y. A broad class of partially specified autoregressions on multi-casting data. (English) Zbl 1319.62188 Commun. Stat., Theory Methods 41, No. 1, 178-193 (2012). MSC: 62M10 PDFBibTeX XMLCite \textit{J. S. Baek} et al., Commun. Stat., Theory Methods 41, No. 1, 178--193 (2012; Zbl 1319.62188) Full Text: DOI
Borovkov, Konstantin A.; Last, Günter On Rice’s formula for stationary multivariate piecewise smooth processes. (English) Zbl 1279.60112 J. Appl. Probab. 49, No. 2, 351-363 (2012). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J75 60G55 PDFBibTeX XMLCite \textit{K. A. Borovkov} and \textit{G. Last}, J. Appl. Probab. 49, No. 2, 351--363 (2012; Zbl 1279.60112) Full Text: DOI arXiv Euclid
Hadri, Kaddour; Kurozumi, Eiji A simple panel stationarity test in the presence of serial correlation and a common factor. (English) Zbl 1242.91168 Econ. Lett. 115, No. 1, 31-34 (2012). MSC: 91B84 62M10 PDFBibTeX XMLCite \textit{K. Hadri} and \textit{E. Kurozumi}, Econ. Lett. 115, No. 1, 31--34 (2012; Zbl 1242.91168) Full Text: DOI
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag On weak dependence conditions for Poisson autoregressions. (English) Zbl 1241.62109 Stat. Probab. Lett. 82, No. 5, 942-948 (2012); correction ibid. 83, No. 8, 1926-1927 (2013). MSC: 62J12 62M10 62M09 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 82, No. 5, 942--948 (2012; Zbl 1241.62109) Full Text: DOI
Niglio, Marcella; Vitale, Cosimo Damiano Local unit roots and global stationarity of TARMA models. (English) Zbl 1241.62125 Methodol. Comput. Appl. Probab. 14, No. 1, 17-34 (2012). MSC: 62M10 62H99 PDFBibTeX XMLCite \textit{M. Niglio} and \textit{C. D. Vitale}, Methodol. Comput. Appl. Probab. 14, No. 1, 17--34 (2012; Zbl 1241.62125) Full Text: DOI
Radulović, Dragan Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean. (English) Zbl 1311.62064 J. Nonparametric Stat. 24, No. 2, 343-357 (2012). MSC: 62G09 60F05 PDFBibTeX XMLCite \textit{D. Radulović}, J. Nonparametric Stat. 24, No. 2, 343--357 (2012; Zbl 1311.62064) Full Text: DOI
Zhu, Hong; Wang, Mei-Cheng Analysing bivariate survival data with interval sampling and application to cancer epidemiology. (English) Zbl 1318.62304 Biometrika 99, No. 2, 345-361 (2012). MSC: 62N02 62N01 62D05 62G05 62P10 PDFBibTeX XMLCite \textit{H. Zhu} and \textit{M.-C. Wang}, Biometrika 99, No. 2, 345--361 (2012; Zbl 1318.62304) Full Text: DOI Link
Dorsch, Dominik; Shikhman, Vladimir; Stein, Oliver Mathematical programs with vanishing constraints: critical point theory. (English) Zbl 1254.90224 J. Glob. Optim. 52, No. 3, 591-605 (2012). Reviewer: Gerhard-Wilhelm Weber (Ankara) MSC: 90C30 PDFBibTeX XMLCite \textit{D. Dorsch} et al., J. Glob. Optim. 52, No. 3, 591--605 (2012; Zbl 1254.90224) Full Text: DOI
Niglio, Marcella; Vitale, Cosimo Damiano Generalization of some linear time series property to nonlinear domain. (English) Zbl 1238.62105 Perna, Cira (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the MAF2010 conference, Ravello, Italy, April 7–9, 2010. Milano: Springer (ISBN 978-88-470-2341-3/hbk). 323-331 (2012). MSC: 62M10 91B84 91G70 PDFBibTeX XMLCite \textit{M. Niglio} and \textit{C. D. Vitale}, in: Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the MAF 2010 conference, Ravello, Italy, April 7--9, 2010. Milano: Springer. 323--331 (2012; Zbl 1238.62105)
Li, Dong; Ling, Shiqing; Tong, Howell On moving-average models with feedback. (English) Zbl 1456.62204 Bernoulli 18, No. 2, 735-745 (2012). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{D. Li} et al., Bernoulli 18, No. 2, 735--745 (2012; Zbl 1456.62204) Full Text: DOI arXiv Euclid
Ristić, Miroslav M.; Nastić, Aleksandar S.; Bakouch, Hassan S. Estimation in an integer-valued autoregressive process with negative binomial marginals(NBINAR(1)). (English) Zbl 1237.62125 Commun. Stat., Theory Methods 41, No. 4-6, 606-618 (2012). MSC: 62M10 62F10 62E20 65C60 62M15 PDFBibTeX XMLCite \textit{M. M. Ristić} et al., Commun. Stat., Theory Methods 41, No. 4--6, 606--618 (2012; Zbl 1237.62125) Full Text: DOI
Taheriyoun, Ali Reza Testing the covariance function of stationary Gaussian random fields. (English) Zbl 1237.62104 Stat. Probab. Lett. 82, No. 3, 606-613 (2012). MSC: 62M07 62M40 62M15 62E20 62P30 65C60 PDFBibTeX XMLCite \textit{A. R. Taheriyoun}, Stat. Probab. Lett. 82, No. 3, 606--613 (2012; Zbl 1237.62104) Full Text: DOI
Schwetlick, Hubert; Schreiber, Kathrin Nonlinear Rayleigh functionals. (English) Zbl 1317.65100 Linear Algebra Appl. 436, No. 10, 3991-4016 (2012). MSC: 65F15 47A10 65H17 PDFBibTeX XMLCite \textit{H. Schwetlick} and \textit{K. Schreiber}, Linear Algebra Appl. 436, No. 10, 3991--4016 (2012; Zbl 1317.65100) Full Text: DOI
Muminov, M. S. On limit distribution of maximal deviation of empirical distribution density and regression function. II. (English. Russian original) Zbl 1397.62164 Theory Probab. Appl. 56, No. 1, 155-166 (2012); translation from Teor. Veroyatn. Primen. 56, No. 1, 176-188 (2011). MSC: 62G20 60G60 60G70 62G07 62G08 PDFBibTeX XMLCite \textit{M. S. Muminov}, Theory Probab. Appl. 56, No. 1, 155--166 (2012; Zbl 1397.62164); translation from Teor. Veroyatn. Primen. 56, No. 1, 176--188 (2011) Full Text: DOI
Jongen, H. Th.; Shikhman, V.; Steffensen, S. Characterization of strong stability for C-stationary points in MPCC. (English) Zbl 1250.90096 Math. Program. 132, No. 1-2 (A), 295-308 (2012). Reviewer: Juan-Enrique Martínez-Legaz (Barcelona) MSC: 90C33 90C31 PDFBibTeX XMLCite \textit{H. Th. Jongen} et al., Math. Program. 132, No. 1--2 (A), 295--308 (2012; Zbl 1250.90096) Full Text: DOI
Aknouche, Abdelhakim; Al-Eid, Eid Asymptotic inference of unstable periodic ARCH processes. (English) Zbl 1236.62010 Stat. Inference Stoch. Process. 15, No. 1, 61-79 (2012). MSC: 62F12 62M10 65C60 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{E. Al-Eid}, Stat. Inference Stoch. Process. 15, No. 1, 61--79 (2012; Zbl 1236.62010) Full Text: DOI
Su, Nan; Lund, Robert Multivariate versions of Bartlett’s formula. (English) Zbl 1234.60039 J. Multivariate Anal. 105, No. 1, 18-31 (2012). MSC: 60G10 60F05 62M10 PDFBibTeX XMLCite \textit{N. Su} and \textit{R. Lund}, J. Multivariate Anal. 105, No. 1, 18--31 (2012; Zbl 1234.60039) Full Text: DOI
Cho, Haeran; Fryzlewicz, Piotr Multiscale and multilevel technique for consistent segmentation of nonstationary time series. (English) Zbl 1417.62240 Stat. Sin. 22, No. 1, 207-229 (2012). MSC: 62M10 62M07 62M09 62M15 62P20 PDFBibTeX XMLCite \textit{H. Cho} and \textit{P. Fryzlewicz}, Stat. Sin. 22, No. 1, 207--229 (2012; Zbl 1417.62240) Full Text: DOI arXiv
Zhu, Fukang Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models. (English) Zbl 1232.62120 J. Math. Anal. Appl. 389, No. 1, 58-71 (2012). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{F. Zhu}, J. Math. Anal. Appl. 389, No. 1, 58--71 (2012; Zbl 1232.62120) Full Text: DOI
Jacob, Emmanuel A Langevin process reflected at a partially elastic boundary. I. (English) Zbl 1262.60078 Stochastic Processes Appl. 122, No. 1, 191-216 (2012). Reviewer: Victoria Knopova (Kiev) MSC: 60J50 60H20 60G10 60K05 PDFBibTeX XMLCite \textit{E. Jacob}, Stochastic Processes Appl. 122, No. 1, 191--216 (2012; Zbl 1262.60078) Full Text: DOI arXiv
Gosoniu, Laura; Vounatsou, Penelope Non-stationary partition modeling of geostatistical data for malaria risk mapping. (English) Zbl 1511.62336 J. Appl. Stat. 38, No. 1, 3-13 (2011). MSC: 62P10 62F15 62M30 PDFBibTeX XMLCite \textit{L. Gosoniu} and \textit{P. Vounatsou}, J. Appl. Stat. 38, No. 1, 3--13 (2011; Zbl 1511.62336) Full Text: DOI
Galiatsatou, P.; Prinos, P. Modeling non-stationary extreme waves using a point process approach and wavelets. (English) Zbl 1423.86021 Stoch. Environ. Res. Risk Assess. 25, No. 2, 165-183 (2011). MSC: 86A32 86A05 62G32 PDFBibTeX XMLCite \textit{P. Galiatsatou} and \textit{P. Prinos}, Stoch. Environ. Res. Risk Assess. 25, No. 2, 165--183 (2011; Zbl 1423.86021) Full Text: DOI
Tran, Hanh; Carmichael, David Stationarity of the transition probabilities in the Markov chain formulation of owner payments on projects. (English) Zbl 1386.91112 ANZIAM J. 53C, Proc. 2011, C69-C89 (2011). MSC: 91B99 60J20 62M02 PDFBibTeX XMLCite \textit{H. Tran} and \textit{D. Carmichael}, ANZIAM J. 53C, C69--C89 (2011; Zbl 1386.91112) Full Text: DOI
Eichler, Michael; Motta, Giovanni; von Sachs, Rainer Fitting dynamic factor models to non-stationary time series. (English) Zbl 1441.62674 J. Econom. 163, No. 1, 51-70 (2011). MSC: 62P20 62M10 62M15 62H25 PDFBibTeX XMLCite \textit{M. Eichler} et al., J. Econom. 163, No. 1, 51--70 (2011; Zbl 1441.62674) Full Text: DOI Link
Hassler, Uwe Estimation of fractional integration under temporal aggregation. (English) Zbl 1441.62727 J. Econom. 162, No. 2, 240-247 (2011). MSC: 62P20 62M10 62M15 PDFBibTeX XMLCite \textit{U. Hassler}, J. Econom. 162, No. 2, 240--247 (2011; Zbl 1441.62727) Full Text: DOI HAL
Christodoulakis, George A.; Satchell, Stephen E. Stability conditions for heteroscedastic factor models with conditionally autoregressive betas. (English) Zbl 1294.91193 J. Time Ser. Anal. 32, No. 5, 482-497 (2011). MSC: 91G70 62M10 62P05 62H25 PDFBibTeX XMLCite \textit{G. A. Christodoulakis} and \textit{S. E. Satchell}, J. Time Ser. Anal. 32, No. 5, 482--497 (2011; Zbl 1294.91193) Full Text: DOI
Huang, Wenying; Wang, Ke; Breidt, F. Jay; Davis, Richard A. A class of stochastic volatility models for environmental applications. (English) Zbl 1294.62203 J. Time Ser. Anal. 32, No. 4, 364-377 (2011). MSC: 62M10 62M30 62P12 60G15 86A32 PDFBibTeX XMLCite \textit{W. Huang} et al., J. Time Ser. Anal. 32, No. 4, 364--377 (2011; Zbl 1294.62203) Full Text: DOI
Kirches, Christian Fast numerical methods for mixed-integer nonlinear model-predictive control. (English) Zbl 1312.65101 Advances in Numerical Mathematics. Wiesbaden: Vieweg+Teubner; Heidelberg: Univ. Heidelberg (Diss.) (ISBN 978-3-8348-1572-9/pbk; 978-3-8348-8202-8/ebook). xx, 367 p. (2011). Reviewer: Ctirad Matonoha (Prague) MSC: 65K10 65-02 90C11 90C20 90C30 49J15 49M37 PDFBibTeX XMLCite \textit{C. Kirches}, Fast numerical methods for mixed-integer nonlinear model-predictive control. Wiesbaden: Vieweg+Teubner; Heidelberg: Univ. Heidelberg (Diss.) (2011; Zbl 1312.65101) Full Text: DOI Link
Dwivedi, Yogesh; Rao, Suhasini Subba A test for second-order stationarity of a time series based on the discrete Fourier transform. (English) Zbl 1290.62059 J. Time Ser. Anal. 32, No. 1, 68-91 (2011). MSC: 62M07 62M10 60G10 PDFBibTeX XMLCite \textit{Y. Dwivedi} and \textit{S. S. Rao}, J. Time Ser. Anal. 32, No. 1, 68--91 (2011; Zbl 1290.62059) Full Text: DOI arXiv
Zhu, Fukang A negative binomial integer-valued GARCH model. (English) Zbl 1290.62092 J. Time Ser. Anal. 32, No. 1, 54-67 (2011). MSC: 62M10 62F05 PDFBibTeX XMLCite \textit{F. Zhu}, J. Time Ser. Anal. 32, No. 1, 54--67 (2011; Zbl 1290.62092) Full Text: DOI
Yang, Xiaorong; Fu, Ke-Ang; Zhang, Li-Xin Asymptotic of the \(L_r\)-norm of density estimators in the autoregressive time series. (English) Zbl 1283.62081 Statistics 45, No. 2, 163-178 (2011). MSC: 62G07 62F25 62M10 PDFBibTeX XMLCite \textit{X. Yang} et al., Statistics 45, No. 2, 163--178 (2011; Zbl 1283.62081) Full Text: DOI
Fokianos, Konstantinos Some recent progress in count time series. (English) Zbl 1291.62164 Statistics 45, No. 1, 49-58 (2011). MSC: 62M10 62J12 PDFBibTeX XMLCite \textit{K. Fokianos}, Statistics 45, No. 1, 49--58 (2011; Zbl 1291.62164) Full Text: DOI
Zachová, Dagmar; Kukal, Jaromir; Vyšata, Oldřich Robust linear predictor as EEG fluctuation analyzer in diagnosis of Alzheimer’s disease. (English) Zbl 1270.93109 Arch. Control Sci. 21, No. 2, 121-133 (2011). MSC: 93E03 92C50 93E12 94A12 PDFBibTeX XMLCite \textit{D. Zachová} et al., Arch. Control Sci. 21, No. 2, 121--133 (2011; Zbl 1270.93109)
Kharfouchi, Soumia; Kimouche, Karima Central limit theorem associated with bilinear random fields. (English) Zbl 1267.60022 Random Oper. Stoch. Equ. 19, No. 2, 157-163 (2011). MSC: 60F05 60G60 PDFBibTeX XMLCite \textit{S. Kharfouchi} and \textit{K. Kimouche}, Random Oper. Stoch. Equ. 19, No. 2, 157--163 (2011; Zbl 1267.60022) Full Text: DOI
Phillips, Peter C. B.; Su, Liangjun Non-parametric regression under location shifts. (English) Zbl 1284.62265 Econom. J. 14, No. 3, 457-486 (2011). MSC: 62G08 62G20 91B82 PDFBibTeX XMLCite \textit{P. C. B. Phillips} and \textit{L. Su}, Econom. J. 14, No. 3, 457--486 (2011; Zbl 1284.62265) Full Text: DOI
Li, Degui; Chen, Jia; Gao, Jiti Non-parametric time-varying coefficient panel data models with fixed effects. (English) Zbl 1284.62222 Econom. J. 14, No. 3, 387-408 (2011). MSC: 62G05 62G08 62G20 91B84 PDFBibTeX XMLCite \textit{D. Li} et al., Econom. J. 14, No. 3, 387--408 (2011; Zbl 1284.62222) Full Text: DOI
Bulinski, A. V. Central limit theorem for positively associated stationary random fields. (English. Russian original) Zbl 1253.60025 Vestn. St. Petersbg. Univ., Math. 44, No. 2, 89-96 (2011); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 2011, No. 2, 5-12 (2011). MSC: 60F05 PDFBibTeX XMLCite \textit{A. V. Bulinski}, Vestn. St. Petersbg. Univ., Math. 44, No. 2, 89--96 (2011; Zbl 1253.60025); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 2011, No. 2, 5--12 (2011) Full Text: DOI
Isaeva, A. V.; Serdobol’skaya, M. L. Hypothesis of local stationarity in the problem of stochastic prognosis by kriging method. (English. Russian original) Zbl 1284.62584 Mosc. Univ. Phys. Bull. 66, No. 2, 116-121 (2011); translation from Vest. Mosk. Univ., Ser. III 2011, No. 2, 14-19 (2011). MSC: 62M20 86A32 86A99 PDFBibTeX XMLCite \textit{A. V. Isaeva} and \textit{M. L. Serdobol'skaya}, Mosc. Univ. Phys. Bull. 66, No. 2, 116--121 (2011; Zbl 1284.62584); translation from Vest. Mosk. Univ., Ser. III 2011, No. 2, 14--19 (2011) Full Text: DOI
Ralph, Daniel; Stein, Oliver The C-index: a new stability concept for quadratic programs with complementarity constraints. (English) Zbl 1243.90219 Math. Oper. Res. 36, No. 3, 504-526 (2011). MSC: 90C33 90C31 90C20 90C46 PDFBibTeX XMLCite \textit{D. Ralph} and \textit{O. Stein}, Math. Oper. Res. 36, No. 3, 504--526 (2011; Zbl 1243.90219) Full Text: DOI
Muminov, M. S. On limit distribution of maximal deviation of empirical distribution density and regression function. I. (English. Russian original) Zbl 1397.62163 Theory Probab. Appl. 55, No. 3, 509-517 (2011); translation from Teor. Veroyatn. Primen. 55, No. 3, 582-590 (2010). MSC: 62G20 60G60 60G70 62G07 62G08 PDFBibTeX XMLCite \textit{M. S. Muminov}, Theory Probab. Appl. 55, No. 3, 509--517 (2011; Zbl 1397.62163); translation from Teor. Veroyatn. Primen. 55, No. 3, 582--590 (2010) Full Text: DOI
Hintermüller, M.; Surowiec, T. First-order optimality conditions for elliptic mathematical programs with equilibrium constraints via variational analysis. (English) Zbl 1248.49030 SIAM J. Optim. 21, No. 4, 1561-1593 (2011). MSC: 49K20 49J53 65K10 90C33 PDFBibTeX XMLCite \textit{M. Hintermüller} and \textit{T. Surowiec}, SIAM J. Optim. 21, No. 4, 1561--1593 (2011; Zbl 1248.49030) Full Text: DOI Link
Liu, Yongchao; Lin, Gui-Hua Convergence analysis of a regularized sample average approximation method for stochastic mathematical programs with complementarity constraints. (English) Zbl 1235.90108 Asia-Pac. J. Oper. Res. 28, No. 6, 755-771 (2011). MSC: 90C15 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{G.-H. Lin}, Asia-Pac. J. Oper. Res. 28, No. 6, 755--771 (2011; Zbl 1235.90108) Full Text: DOI
Andersson, Patrik; Lindenstrand, David A stochastic SIS epidemic with demography: Initial stages and time to extinction. (English) Zbl 1232.92062 J. Math. Biol. 62, No. 3, 333-348 (2011). MSC: 92D30 60J70 PDFBibTeX XMLCite \textit{P. Andersson} and \textit{D. Lindenstrand}, J. Math. Biol. 62, No. 3, 333--348 (2011; Zbl 1232.92062) Full Text: DOI
Valadier, Michel Stationary stochastic processes are mixing of ergodic ones: contingency. (English) Zbl 1236.93140 J. Convex Anal. 18, No. 4, 1127-1140 (2011). MSC: 93E03 60J10 PDFBibTeX XMLCite \textit{M. Valadier}, J. Convex Anal. 18, No. 4, 1127--1140 (2011; Zbl 1236.93140) Full Text: Link
Fryzlewicz, Piotr; Oh, Hee-Seok Thick pen transformation for time series. (English) Zbl 1226.62077 J. R. Stat. Soc., Ser. B, Stat. Methodol. 73, No. 4, 499-529 (2011). MSC: 62M10 62A09 62M07 62E20 PDFBibTeX XMLCite \textit{P. Fryzlewicz} and \textit{H.-S. Oh}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 73, No. 4, 499--529 (2011; Zbl 1226.62077) Full Text: DOI Link
Hintermüller, M.; Kopacka, I. A smooth penalty approach and a nonlinear multigrid algorithm for elliptic MPECs. (English) Zbl 1229.49032 Comput. Optim. Appl. 50, No. 1, 111-145 (2011). MSC: 49M30 49K40 PDFBibTeX XMLCite \textit{M. Hintermüller} and \textit{I. Kopacka}, Comput. Optim. Appl. 50, No. 1, 111--145 (2011; Zbl 1229.49032) Full Text: DOI Link
Zoboki, Tamás; Surján, Péter R. A stationary property of the APSG wave function. (English) Zbl 1304.81161 J. Math. Chem. 49, No. 7, 1217-1225 (2011). MSC: 81V55 PDFBibTeX XMLCite \textit{T. Zoboki} and \textit{P. R. Surján}, J. Math. Chem. 49, No. 7, 1217--1225 (2011; Zbl 1304.81161) Full Text: DOI
Wu, Wei Biao; Zhou, Zhou Gaussian approximations for non-stationary multiple time series. (English) Zbl 1251.60029 Stat. Sin. 21, No. 3, 1397-1413 (2011). Reviewer: Yan Dolinsky (Zürich) MSC: 60F17 60G15 60F05 62M10 PDFBibTeX XMLCite \textit{W. B. Wu} and \textit{Z. Zhou}, Stat. Sin. 21, No. 3, 1397--1413 (2011; Zbl 1251.60029) Full Text: DOI Link
Krueger, John On the weak reflection principle. (English) Zbl 1250.03098 Trans. Am. Math. Soc. 363, No. 10, 5537-5576 (2011). MSC: 03E35 03E05 PDFBibTeX XMLCite \textit{J. Krueger}, Trans. Am. Math. Soc. 363, No. 10, 5537--5576 (2011; Zbl 1250.03098) Full Text: DOI
Krueger, John Weak compactness and no partial squares. (English) Zbl 1263.03036 J. Symb. Log. 76, No. 3, 1035-1060 (2011). MSC: 03E55 PDFBibTeX XMLCite \textit{J. Krueger}, J. Symb. Log. 76, No. 3, 1035--1060 (2011; Zbl 1263.03036) Full Text: DOI Link
Behme, Anita Diana Distributional properties of solutions of \(\text dV_{T} = V_{T-} \text dU_{T} + \text dL_T\) with Lévy noise. (English) Zbl 1226.60088 Adv. Appl. Probab. 43, No. 3, 688-711 (2011). MSC: 60H10 60G51 PDFBibTeX XMLCite \textit{A. D. Behme}, Adv. Appl. Probab. 43, No. 3, 688--711 (2011; Zbl 1226.60088) Full Text: DOI
Helgason, Hannes; Pipiras, Vladas; Abry, Patrice Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding. (English) Zbl 1217.94002 Signal Process. 91, No. 8, 1741-1758 (2011). MSC: 94-04 94A12 PDFBibTeX XMLCite \textit{H. Helgason} et al., Signal Process. 91, No. 8, 1741--1758 (2011; Zbl 1217.94002) Full Text: DOI
Huillet, Thierry; Martinez, Servet Duality and intertwining for discrete Markov kernels: relations and examples. (English) Zbl 1225.60127 Adv. Appl. Probab. 43, No. 2, 437-460 (2011). Reviewer: Zoran Vondraček (Zagreb) MSC: 60J10 60J70 60J80 PDFBibTeX XMLCite \textit{T. Huillet} and \textit{S. Martinez}, Adv. Appl. Probab. 43, No. 2, 437--460 (2011; Zbl 1225.60127) Full Text: DOI arXiv Euclid
Lu, Zhiping; Guegan, Dominique Estimation of time-varying long memory parameter using wavelet method. (English) Zbl 1217.62135 Commun. Stat., Simulation Comput. 40, No. 4, 596-613 (2011). MSC: 62M10 65T60 62P05 60G99 62M09 65C60 91G70 PDFBibTeX XMLCite \textit{Z. Lu} and \textit{D. Guegan}, Commun. Stat., Simulation Comput. 40, No. 4, 596--613 (2011; Zbl 1217.62135) Full Text: DOI
Helgason, Hannes; Pipiras, Vladas; Abry, Patrice Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding. (English) Zbl 1221.62123 Signal Process. 91, No. 5, 1123-1133 (2011). MSC: 62M10 62M15 65C60 PDFBibTeX XMLCite \textit{H. Helgason} et al., Signal Process. 91, No. 5, 1123--1133 (2011; Zbl 1221.62123) Full Text: DOI
Wang, Ding; Li, Jie Physical random function model of ground motions for engineering purposes. (English) Zbl 1215.86013 Sci. China, Technol. Sci. 54, No. 1, 175-182 (2011). MSC: 86A15 86A17 PDFBibTeX XMLCite \textit{D. Wang} and \textit{J. Li}, Sci. China, Technol. Sci. 54, No. 1, 175--182 (2011; Zbl 1215.86013) Full Text: DOI
Henrion, R.; Surowiec, T. On calmness conditions in convex bilevel programming. (English) Zbl 1247.90250 Appl. Anal. 90, No. 5-6, 951-970 (2011). Reviewer: Stephan Dempe (Freiberg) MSC: 90C30 49J53 PDFBibTeX XMLCite \textit{R. Henrion} and \textit{T. Surowiec}, Appl. Anal. 90, No. 5--6, 951--970 (2011; Zbl 1247.90250) Full Text: DOI
Straubhaar, Julien; Renard, Philippe; Mariethoz, Grégoire; Froidevaux, Roland; Besson, Olivier An improved parallel multiple-point algorithm using a list approach. (English) Zbl 1213.86018 Math. Geosci. 43, No. 3, 305-328 (2011). MSC: 86A32 PDFBibTeX XMLCite \textit{J. Straubhaar} et al., Math. Geosci. 43, No. 3, 305--328 (2011; Zbl 1213.86018) Full Text: DOI Link
Gentner, Daniel; Last, Günter Palm pairs and the general mass-transport principle. (English) Zbl 1222.60014 Math. Z. 267, No. 3-4, 695-716 (2011). Reviewer: Viktor Ohanyan (Erevan) MSC: 60D05 60G55 60G60 PDFBibTeX XMLCite \textit{D. Gentner} and \textit{G. Last}, Math. Z. 267, No. 3--4, 695--716 (2011; Zbl 1222.60014) Full Text: DOI arXiv Link
Fokianos, Konstantinos; Tjøstheim, Dag Log-linear Poisson autoregression. (English) Zbl 1207.62165 J. Multivariate Anal. 102, No. 3, 563-578 (2011). MSC: 62M10 62J12 62H12 62F12 62P05 PDFBibTeX XMLCite \textit{K. Fokianos} and \textit{D. Tjøstheim}, J. Multivariate Anal. 102, No. 3, 563--578 (2011; Zbl 1207.62165) Full Text: DOI
El-Nouty, Charles Lower classes of the Riemann-Liouville process. (English) Zbl 1220.60021 Bull. Sci. Math. 135, No. 1, 113-123 (2011). Reviewer: Werner Linde (Jena) MSC: 60G15 60F15 PDFBibTeX XMLCite \textit{C. El-Nouty}, Bull. Sci. Math. 135, No. 1, 113--123 (2011; Zbl 1220.60021) Full Text: DOI
Behme, Anita; Lindner, Alexander; Maller, Ross Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise. (English) Zbl 1209.60033 Stochastic Processes Appl. 121, No. 1, 91-108 (2011). MSC: 60H10 PDFBibTeX XMLCite \textit{A. Behme} et al., Stochastic Processes Appl. 121, No. 1, 91--108 (2011; Zbl 1209.60033) Full Text: DOI
Napp, D.; Trentelman, H. L. Linear-quadratic control and quadratic differential forms for multidimensional behaviors. (English) Zbl 1201.49037 Linear Algebra Appl. 434, No. 1, 117-130 (2011). MSC: 49N10 93B05 PDFBibTeX XMLCite \textit{D. Napp} and \textit{H. L. Trentelman}, Linear Algebra Appl. 434, No. 1, 117--130 (2011; Zbl 1201.49037) Full Text: DOI
Bortoluzzo, Adriana B.; Morettin, Pedro A.; Toloi, Clelia M. C. Time-varying autoregressive conditional duration model. (English) Zbl 1511.62211 J. Appl. Stat. 37, No. 5, 847-864 (2010). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{A. B. Bortoluzzo} et al., J. Appl. Stat. 37, No. 5, 847--864 (2010; Zbl 1511.62211) Full Text: DOI
Porcu, E.; Matkowski, J.; Mateu, J. On the non-reducibility of non-stationary correlation functions to stationary ones under a class of mean-operator transformations. (English) Zbl 1416.62293 Stoch. Environ. Res. Risk Assess. 24, No. 5, 599-610 (2010). MSC: 62H11 62H20 62M40 60G60 PDFBibTeX XMLCite \textit{E. Porcu} et al., Stoch. Environ. Res. Risk Assess. 24, No. 5, 599--610 (2010; Zbl 1416.62293) Full Text: DOI
Zhou, Zhou; Wu, Wei Biao Simultaneous inference of linear models with time varying coefficients. (English) Zbl 1411.62267 J. R. Stat. Soc., Ser. B, Stat. Methodol. 72, No. 4, 513-531 (2010). MSC: 62M10 62M05 62J05 62G10 62P12 PDFBibTeX XMLCite \textit{Z. Zhou} and \textit{W. B. Wu}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 72, No. 4, 513--531 (2010; Zbl 1411.62267) Full Text: DOI
Artalejo, J. R.; Lopez-Herrero, M. J. Quasi-stationary and ratio of expectations distributions: a comparative study. (English) Zbl 1407.92123 J. Theor. Biol. 266, No. 2, 264-274 (2010). MSC: 92D30 92D25 60J28 60J85 PDFBibTeX XMLCite \textit{J. R. Artalejo} and \textit{M. J. Lopez-Herrero}, J. Theor. Biol. 266, No. 2, 264--274 (2010; Zbl 1407.92123) Full Text: DOI HAL
Zhou, Da; Wu, Bin; Ge, Hao Evolutionary stability and quasi-stationary strategy in stochastic evolutionary game dynamics. (English) Zbl 1406.91061 J. Theor. Biol. 264, No. 3, 874-881 (2010). MSC: 91A22 91A15 91A05 PDFBibTeX XMLCite \textit{D. Zhou} et al., J. Theor. Biol. 264, No. 3, 874--881 (2010; Zbl 1406.91061) Full Text: DOI
Hafner, Christian M.; Linton, Oliver Efficient estimation of a multivariate multiplicative volatility model. (English) Zbl 1431.62381 J. Econom. 159, No. 1, 55-73 (2010). MSC: 62M10 62G07 62P20 PDFBibTeX XMLCite \textit{C. M. Hafner} and \textit{O. Linton}, J. Econom. 159, No. 1, 55--73 (2010; Zbl 1431.62381) Full Text: DOI Link
Weißbach, Rafael; Walter, Ronja A likelihood ratio test for stationarity of rating transitions. (English) Zbl 1431.62340 J. Econom. 155, No. 2, 188-194 (2010). MSC: 62M02 62P20 PDFBibTeX XMLCite \textit{R. Weißbach} and \textit{R. Walter}, J. Econom. 155, No. 2, 188--194 (2010; Zbl 1431.62340) Full Text: DOI HAL
Cappuccio, Nunzio; Lubian, Diego The fragility of the KPSS stationarity test. (English) Zbl 1333.62205 Stat. Methods Appl. 19, No. 2, 237-253 (2010). MSC: 62M10 62P20 62E20 62G10 65C40 91B84 PDFBibTeX XMLCite \textit{N. Cappuccio} and \textit{D. Lubian}, Stat. Methods Appl. 19, No. 2, 237--253 (2010; Zbl 1333.62205) Full Text: DOI
Mondal, Debashis; Percival, Donald B. Wavelet variance analysis for gappy time series. (English) Zbl 1432.62309 Ann. Inst. Stat. Math. 62, No. 5, 943-966 (2010). MSC: 62M10 60F05 62M15 PDFBibTeX XMLCite \textit{D. Mondal} and \textit{D. B. Percival}, Ann. Inst. Stat. Math. 62, No. 5, 943--966 (2010; Zbl 1432.62309) Full Text: DOI
Bouzar, Nadjib Autoregressive sequences via Lévy processes. (English) Zbl 1297.60028 REVSTAT 8, No. 2, 81-103 (2010). MSC: 60G51 60G10 62M10 PDFBibTeX XMLCite \textit{N. Bouzar}, REVSTAT 8, No. 2, 81--103 (2010; Zbl 1297.60028) Full Text: Link
Ojo, J. F.; Shangodoyin, D. K. Subsetting and identification of optimal models in generalized bilinear time series modelling. (English) Zbl 1279.37047 Jordan J. Math. Stat. 3, No. 1, 1-20 (2010). MSC: 37M10 46N30 62M10 PDFBibTeX XMLCite \textit{J. F. Ojo} and \textit{D. K. Shangodoyin}, Jordan J. Math. Stat. 3, No. 1, 1--20 (2010; Zbl 1279.37047) Full Text: Link
Busetti, Fabio; Harvey, Andrew Tests of strict stationarity based on quantile indicators. (English) Zbl 1226.91084 J. Time Ser. Anal. 31, No. 6, 435-450 (2010). MSC: 91G70 62M07 62G10 62P05 PDFBibTeX XMLCite \textit{F. Busetti} and \textit{A. Harvey}, J. Time Ser. Anal. 31, No. 6, 435--450 (2010; Zbl 1226.91084) Full Text: DOI
Landajo, Manuel; Presno, María José Stationarity testing under nonlinear models. Some asymptotic results. (English) Zbl 1226.62081 J. Time Ser. Anal. 31, No. 5, 392-405 (2010). MSC: 62M10 62F40 62M07 65C60 PDFBibTeX XMLCite \textit{M. Landajo} and \textit{M. J. Presno}, J. Time Ser. Anal. 31, No. 5, 392--405 (2010; Zbl 1226.62081) Full Text: DOI
Jia, Baohua A strictly stationary associated random sequence of dissatisfying the central limit theorem. (Chinese. English summary) Zbl 1240.60038 J. Guangxi Norm. Univ., Nat. Sci. 28, No. 3, 20-23 (2010). MSC: 60F05 PDFBibTeX XMLCite \textit{B. Jia}, J. Guangxi Norm. Univ., Nat. Sci. 28, No. 3, 20--23 (2010; Zbl 1240.60038)
Pan, Baoguo; Lin, Yiqin Consistency of quasi-maximum likelihood estimators in INGARCH models. (Chinese. English summary) Zbl 1233.62161 J. Jilin Univ., Sci. 48, No. 4, 600-604 (2010). MSC: 62M10 62G05 62F10 PDFBibTeX XMLCite \textit{B. Pan} and \textit{Y. Lin}, J. Jilin Univ., Sci. 48, No. 4, 600--604 (2010; Zbl 1233.62161)
Li, Naiyi; Liu, Huaxiang; Zhang, Jian; Chen, Ruyun; Du, Jun Empirical Bayes decision analysis for a class of reliability distributions. (Chinese. English summary) Zbl 1233.62009 Math. Pract. Theory 40, No. 4, 183-187 (2010). MSC: 62C12 62F05 62N05 62G07 PDFBibTeX XMLCite \textit{N. Li} et al., Math. Pract. Theory 40, No. 4, 183--187 (2010; Zbl 1233.62009)
Wang, Dazhe; Ghosh, Sujit K.; Pantula, Sastry G. Maximum likelihood estimation and unit root test for first order Random Coefficient AutoRegressive mode. (English) Zbl 1216.62145 J. Stat. Theory Pract. 4, No. 2, 261-278 (2010). MSC: 62M10 62F12 62F05 60F05 65C60 PDFBibTeX XMLCite \textit{D. Wang} et al., J. Stat. Theory Pract. 4, No. 2, 261--278 (2010; Zbl 1216.62145) Full Text: DOI
Meng, K. W.; Yang, X. Q. Optimality conditions via exact penalty functions. (English) Zbl 1229.90202 SIAM J. Optim. 20, No. 6, 3208-3231 (2010). Reviewer: Samir Kumar Neogy (New Delhi) MSC: 90C30 90C33 90C46 PDFBibTeX XMLCite \textit{K. W. Meng} and \textit{X. Q. Yang}, SIAM J. Optim. 20, No. 6, 3208--3231 (2010; Zbl 1229.90202) Full Text: DOI Link
Kanzow, Christian; Schwartz, Alexandra Mathematical programs with equilibrium constraints: enhanced Fritz John-conditions, new constraint qualifications, and improved exact penalty results. (English) Zbl 1208.49016 SIAM J. Optim. 20, No. 5, 2730-2753 (2010). MSC: 49K10 90C33 49M30 PDFBibTeX XMLCite \textit{C. Kanzow} and \textit{A. Schwartz}, SIAM J. Optim. 20, No. 5, 2730--2753 (2010; Zbl 1208.49016) Full Text: DOI Link
Steffensen, Sonja; Ulbrich, Michael A new relaxation scheme for mathematical programs with equilibrium constraints. (English) Zbl 1231.90350 SIAM J. Optim. 20, No. 5, 2504-2539 (2010). Reviewer: Francisco Guerra Vazquez (Puebla) MSC: 90C30 90C33 49M37 65K05 PDFBibTeX XMLCite \textit{S. Steffensen} and \textit{M. Ulbrich}, SIAM J. Optim. 20, No. 5, 2504--2539 (2010; Zbl 1231.90350) Full Text: DOI
Yan, Tao A new smoothing scheme for mathematical programs with complementarity constraints. (English) Zbl 1209.90323 Sci. China, Math. 53, No. 7, 1885-1894 (2010). MSC: 90C30 90C33 PDFBibTeX XMLCite \textit{T. Yan}, Sci. China, Math. 53, No. 7, 1885--1894 (2010; Zbl 1209.90323) Full Text: DOI
Preisel, Michael; Jarner, Søren F.; Eliasen, Rune Investing for retirement through a with-profits pension scheme: a client’s perspective. (English) Zbl 1224.91081 Scand. Actuar. J. 2010, No. 1, 15-35 (2010). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 91G50 62P05 PDFBibTeX XMLCite \textit{M. Preisel} et al., Scand. Actuar. J. 2010, No. 1, 15--35 (2010; Zbl 1224.91081) Full Text: DOI
Aknouche, Abdelhakim; Rabehi, Nadia On an independent and identically distributed mixture bilinear time-series model. (English) Zbl 1224.62043 J. Time Ser. Anal. 31, No. 2, 113-131 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 65C60 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{N. Rabehi}, J. Time Ser. Anal. 31, No. 2, 113--131 (2010; Zbl 1224.62043) Full Text: DOI
Reisen, Valdério A.; Moulines, Eric; Soulier, Philippe; Franco, Glaura C. On the properties of the periodogram of a stationary long-memory process over different epochs with applications. (English) Zbl 1224.62078 J. Time Ser. Anal. 31, No. 1, 20-36 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M15 65T50 62M10 60G10 PDFBibTeX XMLCite \textit{V. A. Reisen} et al., J. Time Ser. Anal. 31, No. 1, 20--36 (2010; Zbl 1224.62078) Full Text: DOI
Liu, Wei; Wang, Jing Some properties of technical analysis indicators based on stochastic volatility models. (English) Zbl 1224.62125 Math. Appl. 23, No. 2, 461-466 (2010). MSC: 62P05 91G70 PDFBibTeX XMLCite \textit{W. Liu} and \textit{J. Wang}, Math. Appl. 23, No. 2, 461--466 (2010; Zbl 1224.62125)
Sukhorukova, N.; Ugon, J. Characterization theorem for best linear spline approximation with free knots. (English) Zbl 1214.49020 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 17, No. 5, 687-708 (2010). MSC: 49K21 49J52 90C26 41A50 41A15 49M37 PDFBibTeX XMLCite \textit{N. Sukhorukova} and \textit{J. Ugon}, Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 17, No. 5, 687--708 (2010; Zbl 1214.49020)
Kim, Jae H.; Song, Haiyan; Wong, Kevin K. F. Bias-corrected bootstrap prediction intervals for autoregressive model: New alternatives with applications to tourism forecasting. (English) Zbl 1203.62166 J. Forecast. 29, No. 7, 655-672 (2010). MSC: 62M20 62M10 62G09 65C05 PDFBibTeX XMLCite \textit{J. H. Kim} et al., J. Forecast. 29, No. 7, 655--672 (2010; Zbl 1203.62166) Full Text: DOI