Zilca, Shlomo The variance ratio and trend stationary model as extensions of a constrained autoregressive model. (English) Zbl 1203.62162 J. Forecast. 29, No. 5, 467-475 (2010). MSC: 62M10 60G50 62P20 PDFBibTeX XMLCite \textit{S. Zilca}, J. Forecast. 29, No. 5, 467--475 (2010; Zbl 1203.62162) Full Text: DOI
Kabluchko, Zakhar Stationary systems of Gaussian processes. (English) Zbl 1230.60054 Ann. Appl. Probab. 20, No. 6, 2295-2317 (2010). Reviewer: B. P. Harlamov (St. Peterburg) MSC: 60G55 60G15 60G60 60G22 60G10 PDFBibTeX XMLCite \textit{Z. Kabluchko}, Ann. Appl. Probab. 20, No. 6, 2295--2317 (2010; Zbl 1230.60054) Full Text: DOI arXiv
Chandler, Gabriel Order selection for heteroscedastic autoregression: a study on concentration. (English) Zbl 1202.62112 Stat. Probab. Lett. 80, No. 23-24, 1904-1910 (2010). MSC: 62M10 65C60 62F12 PDFBibTeX XMLCite \textit{G. Chandler}, Stat. Probab. Lett. 80, No. 23--24, 1904--1910 (2010; Zbl 1202.62112) Full Text: DOI
Červinka, Michal On computation of C-stationary points for equilibrium problems with linear complementarity constraints via homotopy method. (English) Zbl 1226.90111 Kybernetika 46, No. 4, 730-753 (2010). MSC: 90C31 90C33 90C20 PDFBibTeX XMLCite \textit{M. Červinka}, Kybernetika 46, No. 4, 730--753 (2010; Zbl 1226.90111) Full Text: EuDML Link
Davis, John M.; Gravagne, Ian A.; Marks, Robert J. II Bilateral Laplace transforms on time scales: convergence, convolution, and the characterization of stationary stochastic time series. (English) Zbl 1200.44001 Circuits Syst. Signal Process. 29, No. 6, 1141-1165 (2010). MSC: 44A10 34N05 94A11 62M10 PDFBibTeX XMLCite \textit{J. M. Davis} et al., Circuits Syst. Signal Process. 29, No. 6, 1141--1165 (2010; Zbl 1200.44001) Full Text: DOI
Palma, Wilfredo; Olea, Ricardo An efficient estimator for locally stationary Gaussian long-memory processes. (English) Zbl 1200.62109 Ann. Stat. 38, No. 5, 2958-2997 (2010). MSC: 62M10 60G15 62M09 65C05 62F12 62G05 PDFBibTeX XMLCite \textit{W. Palma} and \textit{R. Olea}, Ann. Stat. 38, No. 5, 2958--2997 (2010; Zbl 1200.62109) Full Text: DOI arXiv
Stelzer, Robert Multivariate COGARCH(1, 1) processes. (English) Zbl 1200.62110 Bernoulli 16, No. 1, 80-115 (2010). MSC: 62M10 60G51 60H10 62E15 62P05 PDFBibTeX XMLCite \textit{R. Stelzer}, Bernoulli 16, No. 1, 80--115 (2010; Zbl 1200.62110) Full Text: DOI arXiv
Yuan, De-Mei; An, Jun; Wu, Xiu-Shan Conditional limit theorems for conditionally negatively associated random variables. (English) Zbl 1213.60065 Monatsh. Math. 161, No. 4, 449-473 (2010). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60F15 60F25 PDFBibTeX XMLCite \textit{D.-M. Yuan} et al., Monatsh. Math. 161, No. 4, 449--473 (2010; Zbl 1213.60065) Full Text: DOI
Steijaert, M. N.; Liekens, A. M. L.; Bošnački, D.; Hilbers, P. A. J.; ten Eikelder, H. M. M. Single-variable reaction systems: Deterministic and stochastic models. (English) Zbl 1197.92023 Math. Biosci. 227, No. 2, 105-116 (2010). MSC: 92C45 60K99 37N25 PDFBibTeX XMLCite \textit{M. N. Steijaert} et al., Math. Biosci. 227, No. 2, 105--116 (2010; Zbl 1197.92023) Full Text: DOI
Hansen, Elizabeth; Chan, Kung-Sik Penalized maximum likelihood estimation of a stochastic multivariate regression model. (English) Zbl 1195.62084 Stat. Probab. Lett. 80, No. 21-22, 1643-1649 (2010). MSC: 62H12 62F12 62E20 PDFBibTeX XMLCite \textit{E. Hansen} and \textit{K.-S. Chan}, Stat. Probab. Lett. 80, No. 21--22, 1643--1649 (2010; Zbl 1195.62084) Full Text: DOI
Brockwell, Peter J.; Lindner, Alexander Strictly stationary solutions of autoregressive moving average equations. (English) Zbl 1195.62137 Biometrika 97, No. 3, 765-772 (2010). MSC: 62M10 PDFBibTeX XMLCite \textit{P. J. Brockwell} and \textit{A. Lindner}, Biometrika 97, No. 3, 765--772 (2010; Zbl 1195.62137) Full Text: DOI Link
Kim, Kun Ho; Zhou, Zhou; Wu, Wei Biao Non-stationary structural model with time-varying demand elasticities. (English) Zbl 1233.62158 J. Stat. Plann. Inference 140, No. 12, 3809-3819 (2010). MSC: 62M10 62J05 62G09 62P20 91B42 PDFBibTeX XMLCite \textit{K. H. Kim} et al., J. Stat. Plann. Inference 140, No. 12, 3809--3819 (2010; Zbl 1233.62158) Full Text: DOI
Palma, Wilfredo On the sample mean of locally stationary long-memory processes. (English) Zbl 1233.62160 J. Stat. Plann. Inference 140, No. 12, 3764-3774 (2010). MSC: 62M10 62M09 60F05 62M15 65C60 PDFBibTeX XMLCite \textit{W. Palma}, J. Stat. Plann. Inference 140, No. 12, 3764--3774 (2010; Zbl 1233.62160) Full Text: DOI Link
Fu, Audrey Qiuyan; Genereux, Diane P.; Stöger, Reinhard; Laird, Charles D.; Stephens, Matthew Statistical inference of transmission fidelity of DNA methylation patterns over somatic cell divisions in mammals. (English) Zbl 1194.62112 Ann. Appl. Stat. 4, No. 2, 871-892 (2010). MSC: 62P10 62F15 92C37 92C40 92D10 65C60 PDFBibTeX XMLCite \textit{A. Q. Fu} et al., Ann. Appl. Stat. 4, No. 2, 871--892 (2010; Zbl 1194.62112) Full Text: DOI arXiv
Zhou, Zhou Nonparametric inference of quantile curves for nonstationary time series. (English) Zbl 1202.62062 Ann. Stat. 38, No. 4, 2187-2217 (2010). MSC: 62G10 62M07 62P12 60F17 62M10 62G09 62G15 62G20 PDFBibTeX XMLCite \textit{Z. Zhou}, Ann. Stat. 38, No. 4, 2187--2217 (2010; Zbl 1202.62062) Full Text: DOI arXiv
Ventosa-Santaulària, Daniel Spurious instrumental variables. (English) Zbl 1318.62082 Commun. Stat., Theory Methods 39, No. 11, 1997-2007 (2010). MSC: 62F12 62M10 91B84 PDFBibTeX XMLCite \textit{D. Ventosa-Santaulària}, Commun. Stat., Theory Methods 39, No. 11, 1997--2007 (2010; Zbl 1318.62082) Full Text: DOI Link
Rao, Yao; Hadri, Kaddour; Bu, Ruijun Testing for stationarity in heterogeneous panel data in the case of model misspecification. (English) Zbl 1192.62257 Bull. Econ. Res. 62, No. 3, 209-225 (2010). MSC: 62P20 62M99 65C05 62M10 PDFBibTeX XMLCite \textit{Y. Rao} et al., Bull. Econ. Res. 62, No. 3, 209--225 (2010; Zbl 1192.62257) Full Text: DOI
Menezes, Raquel; García-Soidán, Pilar; Ferreira, Célia Nonparametric spatial prediction under stochastic sampling design. (English) Zbl 1189.62155 J. Nonparametric Stat. 22, No. 3, 363-377 (2010). MSC: 62M20 62G05 62M30 65C60 86A32 PDFBibTeX XMLCite \textit{R. Menezes} et al., J. Nonparametric Stat. 22, No. 3, 363--377 (2010; Zbl 1189.62155) Full Text: DOI Link
Last, Günter Modern random measures: Palm theory and related models. (English) Zbl 1206.60049 Kendall, Wilfrid S. (ed.) et al., New perspectives in stochastic geometry. Oxford: Oxford University Press (ISBN 978-0-19-923257-4/hbk). 77-110 (2010). Reviewer: Isamu Dôku (Saitama) MSC: 60G57 60G60 60G55 PDFBibTeX XMLCite \textit{G. Last}, in: New perspectives in stochastic geometry. Oxford: Oxford University Press. 77--110 (2010; Zbl 1206.60049)
Last, Günter Stationary random measures on homogeneous spaces. (English) Zbl 1207.60037 J. Theor. Probab. 23, No. 2, 478-497 (2010). Reviewer: Isamu Dôku (Saitama) MSC: 60G57 60G55 60G60 60D05 PDFBibTeX XMLCite \textit{G. Last}, J. Theor. Probab. 23, No. 2, 478--497 (2010; Zbl 1207.60037) Full Text: DOI Link
Hahn, Jinyong; Kuersteiner, Guido Stationarity and mixing properties of the dynamic Tobit model. (English) Zbl 1188.62364 Econ. Lett. 107, No. 2, 105-111 (2010). MSC: 62P20 62M09 PDFBibTeX XMLCite \textit{J. Hahn} and \textit{G. Kuersteiner}, Econ. Lett. 107, No. 2, 105--111 (2010; Zbl 1188.62364) Full Text: DOI
Kemppainen, Antti Stationarity of SLE. (English) Zbl 1191.82021 J. Stat. Phys. 139, No. 1, 108-121 (2010). MSC: 82B41 60J67 PDFBibTeX XMLCite \textit{A. Kemppainen}, J. Stat. Phys. 139, No. 1, 108--121 (2010; Zbl 1191.82021) Full Text: DOI arXiv
Nishimura, Kazuo; Stachurski, John Perfect simulation of stationary equilibria. (English) Zbl 1202.91188 J. Econ. Dyn. Control 34, No. 4, 577-584 (2010). MSC: 91B55 91B82 65C60 PDFBibTeX XMLCite \textit{K. Nishimura} and \textit{J. Stachurski}, J. Econ. Dyn. Control 34, No. 4, 577--584 (2010; Zbl 1202.91188) Full Text: DOI Link
Zhu, Fukang; Li, Qi; Wang, Dehui A mixture integer-valued ARCH model. (English) Zbl 1184.62159 J. Stat. Plann. Inference 140, No. 7, 2025-2036 (2010). MSC: 62M10 62H12 65C60 PDFBibTeX XMLCite \textit{F. Zhu} et al., J. Stat. Plann. Inference 140, No. 7, 2025--2036 (2010; Zbl 1184.62159) Full Text: DOI
Apanasovich, Tatiyana V.; Genton, Marc G. Cross-covariance functions for multivariate random fields based on latent dimensions. (English) Zbl 1183.62164 Biometrika 97, No. 1, 15-30 (2010). MSC: 62M40 62P12 65C05 62M30 PDFBibTeX XMLCite \textit{T. V. Apanasovich} and \textit{M. G. Genton}, Biometrika 97, No. 1, 15--30 (2010; Zbl 1183.62164) Full Text: DOI Link
Lee, O.; Shin, D. W. Geometric ergodicity and moment conditions for a seasonal GARCH model with periodic coefficients. (English) Zbl 1187.62143 Commun. Stat., Theory Methods 39, No. 1, 38-51 (2010). Reviewer: Miroslav M. Ristic MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{O. Lee} and \textit{D. W. Shin}, Commun. Stat., Theory Methods 39, No. 1, 38--51 (2010; Zbl 1187.62143) Full Text: DOI
Bibi, Abdelouahab; Aknouche, Abdelhakim Stationarity and \(\beta\)-mixing of general Markov-switching bilinear processes. (Stationnarité et \(\beta \)-mélange des processus bilinéaires généraux à changement de régime markovien.) (French) Zbl 1187.60023 C. R., Math., Acad. Sci. Paris 348, No. 3-4, 185-188 (2010). MSC: 60G10 62M10 60G12 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Aknouche}, C. R., Math., Acad. Sci. Paris 348, No. 3--4, 185--188 (2010; Zbl 1187.60023) Full Text: DOI
Lark, R. M. Kriging a soil variable with a simple nonstationary variance model. (English) Zbl 1306.62304 J. Agric. Biol. Environ. Stat. 14, No. 3, 301-321 (2009). MSC: 62P12 PDFBibTeX XMLCite \textit{R. M. Lark}, J. Agric. Biol. Environ. Stat. 14, No. 3, 301--321 (2009; Zbl 1306.62304) Full Text: DOI
Pradhan, Biswabrata; Mukhopadhyay, Ananya; Maity, Bhagabat Controlling energy utilisation at reheat furnace using time series model. (English) Zbl 1247.62301 Econ. Qual. Control 24, No. 2, 195-205 (2009). MSC: 62P30 62M10 PDFBibTeX XMLCite \textit{B. Pradhan} et al., Econ. Qual. Control 24, No. 2, 195--205 (2009; Zbl 1247.62301) Full Text: DOI
Rao, M. M. Applications and aspects of random measures. (English) Zbl 1238.60080 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 71, No. 12, e-Suppl., e1513-e1518 (2009). MSC: 60H30 28C15 60G57 PDFBibTeX XMLCite \textit{M. M. Rao}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 71, No. 12, e1513--e1518 (2009; Zbl 1238.60080) Full Text: DOI
Kamgaing, Joseph Tadjuidje; Ombao, Hernando; Davis, Richard A. Autoregressive processes with data-driven regime switching. (English) Zbl 1224.62061 J. Time Ser. Anal. 30, No. 5, 505-533 (2009). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62F12 65C60 62P10 PDFBibTeX XMLCite \textit{J. T. Kamgaing} et al., J. Time Ser. Anal. 30, No. 5, 505--533 (2009; Zbl 1224.62061) Full Text: DOI
Aknouche, Abdelhakim; Bibi, Abdelouahab Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes. (English) Zbl 1222.62107 J. Time Ser. Anal. 30, No. 1, 19-46 (2009). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{A. Bibi}, J. Time Ser. Anal. 30, No. 1, 19--46 (2009; Zbl 1222.62107) Full Text: DOI
Liu, Wei; Chen, Min; Wang, Huimin A note on some probabilistic properties of AACD models. (Chinese. English summary) Zbl 1211.62156 Acta Math. Appl. Sin. 32, No. 4, 682-689 (2009). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{W. Liu} et al., Acta Math. Appl. Sin. 32, No. 4, 682--689 (2009; Zbl 1211.62156)
Hintermüller, M.; Kopacka, I. Mathematical programs with complementarity constraints in function space: C- and strong stationarity and a path-following algorithm. (English) Zbl 1189.49032 SIAM J. Optim. 20, No. 2, 868-902 (2009). MSC: 49K20 49M15 65K05 90C33 35J87 PDFBibTeX XMLCite \textit{M. Hintermüller} and \textit{I. Kopacka}, SIAM J. Optim. 20, No. 2, 868--902 (2009; Zbl 1189.49032) Full Text: DOI Link
Jongen, H. Th.; Rückmann, Jan.-J.; Shikhman, V. MPCC: critical point theory. (English) Zbl 1229.90139 SIAM J. Optim. 20, No. 1, 473-484 (2009). Reviewer: Jian Wen Peng (Chongqing) MSC: 90C26 90C33 PDFBibTeX XMLCite \textit{H. Th. Jongen} et al., SIAM J. Optim. 20, No. 1, 473--484 (2009; Zbl 1229.90139) Full Text: DOI
Liu, Ji-Chun Stationarity of a family of GARCH processes. (English) Zbl 1178.62102 Econom. J. 12, No. 3, 436-446 (2009). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{J.-C. Liu}, Econom. J. 12, No. 3, 436--446 (2009; Zbl 1178.62102) Full Text: DOI
Hierro, María; Maza, Adolfo Non-stationary transition matrices: an overlooked issue in intra-distribution dynamics. (English) Zbl 1181.62194 Econ. Lett. 103, No. 2, 107-109 (2009). MSC: 62P20 91B82 PDFBibTeX XMLCite \textit{M. Hierro} and \textit{A. Maza}, Econ. Lett. 103, No. 2, 107--109 (2009; Zbl 1181.62194) Full Text: DOI
Dubra, Juan A theory of time preferences over risky outcomes. (English) Zbl 1195.91027 J. Math. Econ. 45, No. 9-10, 576-588 (2009). MSC: 91B08 91B16 PDFBibTeX XMLCite \textit{J. Dubra}, J. Math. Econ. 45, No. 9--10, 576--588 (2009; Zbl 1195.91027) Full Text: DOI
Dabrowski, André; Lee, Jiyeon; McDonald, David R. Large deviations of multiclass \(M/G/1\) queues. (English) Zbl 1180.60076 Can. J. Stat. 37, No. 3, 327-346 (2009). MSC: 60K25 60K20 60F10 PDFBibTeX XMLCite \textit{A. Dabrowski} et al., Can. J. Stat. 37, No. 3, 327--346 (2009; Zbl 1180.60076) Full Text: DOI
Tsakas, Elias; Voorneveld, Mark The target projection dynamic. (English) Zbl 1190.91009 Games Econ. Behav. 67, No. 2, 708-719 (2009). MSC: 91A10 91A26 PDFBibTeX XMLCite \textit{E. Tsakas} and \textit{M. Voorneveld}, Games Econ. Behav. 67, No. 2, 708--719 (2009; Zbl 1190.91009) Full Text: DOI Link
Gaposhkin, V. F. On independent and stationary subsystems of the Walsh system and periodic multiplicative systems. (English. Russian original) Zbl 1181.42026 Math. Notes 85, No. 3, 340-347 (2009); translation from Mat. Zametki 85, No. 3, 342-350 (2009). Reviewer: Alexei Lukashov (Istanbul) MSC: 42C05 60B99 PDFBibTeX XMLCite \textit{V. F. Gaposhkin}, Math. Notes 85, No. 3, 340--347 (2009; Zbl 1181.42026); translation from Mat. Zametki 85, No. 3, 342--350 (2009) Full Text: DOI
Izmailov, A. F.; Solodov, M. V. Mathematical programs with vanishing constraints: Optimality conditions, sensitivity, and a relaxation method. (English) Zbl 1180.90312 J. Optim. Theory Appl. 142, No. 3, 501-532 (2009). Reviewer: Gerhard-Wilhelm Weber (Ankara) MSC: 90C30 90C46 90C31 PDFBibTeX XMLCite \textit{A. F. Izmailov} and \textit{M. V. Solodov}, J. Optim. Theory Appl. 142, No. 3, 501--532 (2009; Zbl 1180.90312) Full Text: DOI
Dumangane, Montezuma; Rosati, Nicoletta; Volossovitch, Anna Departure from independence and stationarity in a handball match. (English) Zbl 1473.62400 J. Appl. Stat. 36, No. 7, 723-741 (2009). MSC: 62P99 PDFBibTeX XMLCite \textit{M. Dumangane} et al., J. Appl. Stat. 36, No. 7, 723--741 (2009; Zbl 1473.62400) Full Text: DOI
Cavaliere, Giuseppe; Taylor, A. M. Robert A note on testing covariance stationarity. (English) Zbl 1482.62087 Econom. Rev. 28, No. 4, 364-371 (2009). MSC: 62M10 PDFBibTeX XMLCite \textit{G. Cavaliere} and \textit{A. M. R. Taylor}, Econom. Rev. 28, No. 4, 364--371 (2009; Zbl 1482.62087) Full Text: DOI
Bisognin, C.; Lopes, S. R. C. Properties of seasonal long memory processes. (English) Zbl 1171.60336 Math. Comput. Modelling 49, No. 9-10, 1837-1851 (2009). MSC: 60G10 62M10 60G35 PDFBibTeX XMLCite \textit{C. Bisognin} and \textit{S. R. C. Lopes}, Math. Comput. Modelling 49, No. 9--10, 1837--1851 (2009; Zbl 1171.60336) Full Text: DOI
Amendola, Alessandra; Niglio, Marcella; Vitale, Cosimo Statistical properties of threshold models. (English) Zbl 1177.37081 Commun. Stat., Theory Methods 38, No. 15, 2479-2497 (2009). MSC: 37M10 60G10 PDFBibTeX XMLCite \textit{A. Amendola} et al., Commun. Stat., Theory Methods 38, No. 15, 2479--2497 (2009; Zbl 1177.37081) Full Text: DOI
Mandjes, Michel; Norros, Ilkka; Glynn, Peter On convergence to stationarity of fractional Brownian storage. (English) Zbl 1187.60029 Ann. Appl. Probab. 19, No. 4, 1385-1403 (2009). Reviewer: Werner Linde (Jena) MSC: 60G22 60G15 90B05 PDFBibTeX XMLCite \textit{M. Mandjes} et al., Ann. Appl. Probab. 19, No. 4, 1385--1403 (2009; Zbl 1187.60029) Full Text: DOI arXiv
Zhou, Zhou; Wu, Wei Biao Local linear quantile estimation for nonstationary time series. (English) Zbl 1173.62066 Ann. Stat. 37, No. 5B, 2696-2729 (2009). MSC: 62M10 62M09 62P12 62G05 60F05 PDFBibTeX XMLCite \textit{Z. Zhou} and \textit{W. B. Wu}, Ann. Stat. 37, No. 5B, 2696--2729 (2009; Zbl 1173.62066) Full Text: DOI arXiv
Xing, Guodong On the exponential inequalities for strictly stationary and negatively associated random variables. (English) Zbl 1181.60042 J. Stat. Plann. Inference 139, No. 10, 3453-3460 (2009). Reviewer: Peter Kern (Düsseldorf) MSC: 60F15 62G20 60E15 PDFBibTeX XMLCite \textit{G. Xing}, J. Stat. Plann. Inference 139, No. 10, 3453--3460 (2009; Zbl 1181.60042) Full Text: DOI
Brockwell, Peter J.; Lindner, Alexander Existence and uniqueness of stationary Lévy-driven CARMA processes. (English) Zbl 1182.62172 Stochastic Processes Appl. 119, No. 8, 2660-2681 (2009). MSC: 62M10 60G51 60G10 PDFBibTeX XMLCite \textit{P. J. Brockwell} and \textit{A. Lindner}, Stochastic Processes Appl. 119, No. 8, 2660--2681 (2009; Zbl 1182.62172) Full Text: DOI
Mirowski, Piotr W.; Tetzlaff, Daniel M.; Davies, Roy C.; McCormick, David S.; Williams, Nneka; Signer, Claude Stationarity scores on training images for multipoint geostatistics. (English) Zbl 1163.86316 Math. Geosci. 41, No. 4, 447-474 (2009). MSC: 86A32 94A08 PDFBibTeX XMLCite \textit{P. W. Mirowski} et al., Math. Geosci. 41, No. 4, 447--474 (2009; Zbl 1163.86316) Full Text: DOI
Hamrick, Jeff; Taqqu, Murad S. Testing diffusion processes for non-stationarity. (English) Zbl 1173.91025 Math. Methods Oper. Res. 69, No. 3, 509-551 (2009). Reviewer: Elisa Alòs (Barcelona) MSC: 91B70 60G10 PDFBibTeX XMLCite \textit{J. Hamrick} and \textit{M. S. Taqqu}, Math. Methods Oper. Res. 69, No. 3, 509--551 (2009; Zbl 1173.91025) Full Text: DOI Link
Last, Günter; Thorisson, Hermann Invariant transports of stationary random measures and mass-stationarity. (English) Zbl 1176.60036 Ann. Probab. 37, No. 2, 790-813 (2009). Reviewer: Isamu Dôku (Saitama) MSC: 60G57 60G55 60G60 PDFBibTeX XMLCite \textit{G. Last} and \textit{H. Thorisson}, Ann. Probab. 37, No. 2, 790--813 (2009; Zbl 1176.60036) Full Text: DOI arXiv
Hunter, Jeffrey J. Coupling and mixing times in a Markov chain. (English) Zbl 1166.60042 Linear Algebra Appl. 430, No. 10, 2607-2621 (2009). MSC: 60J10 15B51 60J22 PDFBibTeX XMLCite \textit{J. J. Hunter}, Linear Algebra Appl. 430, No. 10, 2607--2621 (2009; Zbl 1166.60042) Full Text: DOI
Gottman, John M. Time-series analysis. A comprehensive introduction for social scientists. Paperback reprint of the 1982 original. (English) Zbl 1183.00005 Cambridge: Cambridge University Press (ISBN 978-0-521-10336-7/pbk). xvi, 420 p. (2009). Reviewer: Malgorzata Doman (Poznań) MSC: 00A06 62M10 62-01 91B84 91F99 PDFBibTeX XMLCite \textit{J. M. Gottman}, Time-series analysis. A comprehensive introduction for social scientists. Paperback reprint of the 1982 original. Cambridge: Cambridge University Press (2009; Zbl 1183.00005)
Bellini, Fabio; Bottolo, Leonardo Misspecification and domain issues in fitting \(\operatorname{GARCH}(1,1)\) models: a Monte Carlo investigation. (English) Zbl 1161.62053 Commun. Stat., Simulation Comput. 38, No. 1, 31-45 (2009). MSC: 62M10 65C05 62P05 62G30 PDFBibTeX XMLCite \textit{F. Bellini} and \textit{L. Bottolo}, Commun. Stat., Simulation Comput. 38, No. 1, 31--45 (2009; Zbl 1161.62053) Full Text: DOI
Beran, Jan On parameter estimation for locally stationary long-memory processes. (English) Zbl 1156.62055 J. Stat. Plann. Inference 139, No. 3, 900-915 (2009). MSC: 62M10 62F10 62E20 62M09 62F12 PDFBibTeX XMLCite \textit{J. Beran}, J. Stat. Plann. Inference 139, No. 3, 900--915 (2009; Zbl 1156.62055) Full Text: DOI
Nur, D.; Nair, G. M.; Yatawara, N. D. Efficient estimation in smooth threshold autoregressive(1) models. (English) Zbl 1427.62103 J. Stat. Theory Pract. 2, No. 1, 83-94 (2008). MSC: 62M10 62G05 62F12 PDFBibTeX XMLCite \textit{D. Nur} et al., J. Stat. Theory Pract. 2, No. 1, 83--94 (2008; Zbl 1427.62103) Full Text: DOI Link
Aly, Emad-Eldin A. A. On a class of \(\mathbb{Z}_+\)-valued autoregressive moving average (ARMA) processes. (English) Zbl 1297.60020 REVSTAT 6, No. 2, 101-121 (2008). MSC: 60G10 62M10 PDFBibTeX XMLCite \textit{E.-E. A. A. Aly}, REVSTAT 6, No. 2, 101--121 (2008; Zbl 1297.60020) Full Text: Link
Lee, Oesook; Shin, Dong Wan Geometric ergodicity and \(\beta\)-mixing property for a multivariate CARR model. (English) Zbl 1255.62265 Econ. Lett. 100, No. 1, 111-114 (2008). MSC: 62M10 PDFBibTeX XMLCite \textit{O. Lee} and \textit{D. W. Shin}, Econ. Lett. 100, No. 1, 111--114 (2008; Zbl 1255.62265) Full Text: DOI
Vougas, Dimitrios V. New exact ML estimation and inference for a Gaussian \(MA(1)\) process. (English) Zbl 1255.91371 Econ. Lett. 99, No. 1, 172-176 (2008). MSC: 91B84 91B82 PDFBibTeX XMLCite \textit{D. V. Vougas}, Econ. Lett. 99, No. 1, 172--176 (2008; Zbl 1255.91371) Full Text: DOI
Hili, Ouagnina Estimation of a multiple-threshold \(AR(p)\) model. (English) Zbl 1248.62150 Stat. Methodol. 5, No. 2, 177-186 (2008). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{O. Hili}, Stat. Methodol. 5, No. 2, 177--186 (2008; Zbl 1248.62150) Full Text: DOI
Nordman, Daniel J. An empirical likelihood method for spatial regression. (English) Zbl 1247.62118 Metrika 68, No. 3, 351-363 (2008). MSC: 62G08 62H11 62G05 PDFBibTeX XMLCite \textit{D. J. Nordman}, Metrika 68, No. 3, 351--363 (2008; Zbl 1247.62118) Full Text: DOI
Vargas-Guzmán, J. A. Transitive geostatistics for stepwise modeling across boundaries between rock regions. (English) Zbl 1189.86016 Math. Geosci. 40, No. 8, 861-873 (2008). MSC: 86A32 PDFBibTeX XMLCite \textit{J. A. Vargas-Guzmán}, Math. Geosci. 40, No. 8, 861--873 (2008; Zbl 1189.86016) Full Text: DOI
Subba Rao, Suhasini Statistical analysis of a spatio-temporal model with location-dependent parameters and a test for spatial stationarity. (English) Zbl 1199.62017 J. Time Ser. Anal. 29, No. 4, 673-694 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M30 62G05 62G10 62E20 62P12 PDFBibTeX XMLCite \textit{S. Subba Rao}, J. Time Ser. Anal. 29, No. 4, 673--694 (2008; Zbl 1199.62017) Full Text: DOI
Meitz, Mika; Saikkonen, Pentti Stability of nonlinear AR-GARCH models. (English) Zbl 1199.62014 J. Time Ser. Anal. 29, No. 3, 453-475 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{M. Meitz} and \textit{P. Saikkonen}, J. Time Ser. Anal. 29, No. 3, 453--475 (2008; Zbl 1199.62014) Full Text: DOI Link
Andronache, Constantin; Suciu, Nicolae; Vamoş, Călin On the multi-decadal oscillation of Atlantic tropical storm activity. (English) Zbl 1187.62186 Rev. Anal. Numér. Théor. Approx. 37, No. 2, 109-117 (2008). MSC: 62P12 86A10 86A32 PDFBibTeX XMLCite \textit{C. Andronache} et al., Rev. Anal. Numér. Théor. Approx. 37, No. 2, 109--117 (2008; Zbl 1187.62186)
Ghironi, Fabio The role of net foreign assets in a New Keynesian small open economy model. (English) Zbl 1181.91154 J. Econ. Dyn. Control 32, No. 6, 1780-1811 (2008). MSC: 91B64 91B55 PDFBibTeX XMLCite \textit{F. Ghironi}, J. Econ. Dyn. Control 32, No. 6, 1780--1811 (2008; Zbl 1181.91154) Full Text: DOI
Liu, Weipeng; Zhou, Lei; Bai, Huiying The random pay matrix based on the direction convex sequence. (Chinese. English summary) Zbl 1199.91028 J. Hebei Univ. Technol. 37, No. 4, 113-116 (2008). MSC: 91A15 PDFBibTeX XMLCite \textit{W. Liu} et al., J. Hebei Univ. Technol. 37, No. 4, 113--116 (2008; Zbl 1199.91028)
Wang, Hongjun; Tian, Zheng; Wang, Huizhang The expectation heteroscedastic mixture transition distribution model (EHMTD). (Chinese. English summary) Zbl 1198.62114 Chin. J. Eng. Math. 25, No. 6, 1051-1058 (2008). MSC: 62M10 62P05 65C60 91G70 PDFBibTeX XMLCite \textit{H. Wang} et al., Chin. J. Eng. Math. 25, No. 6, 1051--1058 (2008; Zbl 1198.62114)
Rappold, Ana G.; Gelfand, Alan E.; Holland, David M. Modelling mercury deposition through latent space-time processes. (English) Zbl 1366.62262 J. R. Stat. Soc., Ser. C, Appl. Stat. 57, No. 2, 187-205 (2008). MSC: 62P12 PDFBibTeX XMLCite \textit{A. G. Rappold} et al., J. R. Stat. Soc., Ser. C, Appl. Stat. 57, No. 2, 187--205 (2008; Zbl 1366.62262) Full Text: DOI
Han, Ai; Hong, Yongmiao; Lai, K. K.; Wang, Shouyang Interval time series analysis with an application to the sterling-dollar exchange rate. (English) Zbl 1177.91113 J. Syst. Sci. Complex. 21, No. 4, 558-573 (2008). MSC: 91B84 62M10 62P05 PDFBibTeX XMLCite \textit{A. Han} et al., J. Syst. Sci. Complex. 21, No. 4, 558--573 (2008; Zbl 1177.91113) Full Text: DOI
Osinov, V. A. On the definitions of failure and critical states in hypoplasticity. (English) Zbl 1172.74003 Contin. Mech. Thermodyn. 20, No. 3, 163-172 (2008). MSC: 74A45 74A20 PDFBibTeX XMLCite \textit{V. A. Osinov}, Contin. Mech. Thermodyn. 20, No. 3, 163--172 (2008; Zbl 1172.74003) Full Text: DOI
Weiß, Christian H.; Göb, Rainer Measuring serial dependence in categorical time series. (English) Zbl 1171.62055 AStA, Adv. Stat. Anal. 92, No. 1, 71-89 (2008). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{C. H. Weiß} and \textit{R. Göb}, AStA, Adv. Stat. Anal. 92, No. 1, 71--89 (2008; Zbl 1171.62055) Full Text: DOI
Vera, J. F.; Macías, R.; Angulo, J. M. Non-stationary spatial covariance structure estimation in oversampled domains by cluster differences scaling with spatial constraints. (English) Zbl 1169.62095 Stoch. Environ. Res. Risk Assess. 22, No. 1, 95-106 (2008). MSC: 62P12 62H30 PDFBibTeX XMLCite \textit{J. F. Vera} et al., Stoch. Environ. Res. Risk Assess. 22, No. 1, 95--106 (2008; Zbl 1169.62095) Full Text: DOI
Bouzar, Nadjib; Jayakumar, K. Time series with discrete semistable marginals. (English) Zbl 1309.62148 Stat. Pap. 49, No. 4, 619-635 (2008). MSC: 62M10 60G10 60G12 60J05 PDFBibTeX XMLCite \textit{N. Bouzar} and \textit{K. Jayakumar}, Stat. Pap. 49, No. 4, 619--635 (2008; Zbl 1309.62148) Full Text: DOI
Hussein, H. M. A. A modified ARMAX-GARCH model: a comparison between Bayesian and non-Bayesian estimators – testing the small-sample properties. (English) Zbl 1163.62068 Far East J. Theor. Stat. 26, No. 2, 129-146 (2008). MSC: 62M10 62F03 62F15 62P20 62J05 62P05 65C05 PDFBibTeX XMLCite \textit{H. M. A. Hussein}, Far East J. Theor. Stat. 26, No. 2, 129--146 (2008; Zbl 1163.62068) Full Text: Link
Pan, Jiazhu; Yao, Qiwei Modelling multiple time series via common factors. (English) Zbl 1437.62574 Biometrika 95, No. 2, 365-379 (2008). MSC: 62P10 62M10 62H25 PDFBibTeX XMLCite \textit{J. Pan} and \textit{Q. Yao}, Biometrika 95, No. 2, 365--379 (2008; Zbl 1437.62574) Full Text: DOI Link
Cressie, Noel; Johannesson, Gardar Fixed rank Kriging for very large spatial data sets. (English) Zbl 05563351 J. R. Stat. Soc., Ser. B, Stat. Methodol. 70, No. 1, 209-226 (2008). MSC: 62-XX PDFBibTeX XMLCite \textit{N. Cressie} and \textit{G. Johannesson}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 70, No. 1, 209--226 (2008; Zbl 05563351) Full Text: DOI
Guan, Yongtao Variance estimation for statistics computed from inhomogeneous spatial point processes. (English) Zbl 1400.62211 J. R. Stat. Soc., Ser. B, Stat. Methodol. 70, No. 1, 175-190 (2008). MSC: 62M30 60G55 PDFBibTeX XMLCite \textit{Y. Guan}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 70, No. 1, 175--190 (2008; Zbl 1400.62211) Full Text: DOI
Hudson, Brent G.; Gerlach, Richard H. A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models. (English) Zbl 1367.62257 Test 17, No. 3, 606-627 (2008). MSC: 62M10 62F15 62P20 PDFBibTeX XMLCite \textit{B. G. Hudson} and \textit{R. H. Gerlach}, Test 17, No. 3, 606--627 (2008; Zbl 1367.62257) Full Text: DOI
Ngatchou-Wandji, Joseph; Laïb, Nâamane Local power of a Cramér-von Mises type test for parametric autoregressive models of order one. (English) Zbl 1155.60318 Comput. Math. Appl. 56, No. 4, 918-929 (2008). MSC: 60G10 62F03 PDFBibTeX XMLCite \textit{J. Ngatchou-Wandji} and \textit{N. Laïb}, Comput. Math. Appl. 56, No. 4, 918--929 (2008; Zbl 1155.60318) Full Text: DOI
Bleichrodt, Han; Rohde, Kirsten I. M.; Wakker, Peter P. Koopmans’ constant discounting for intertemporal choice: A simplification and a generalization. (English) Zbl 1152.91452 J. Math. Psychol. 52, No. 6, 341-347 (2008). MSC: 91B26 PDFBibTeX XMLCite \textit{H. Bleichrodt} et al., J. Math. Psychol. 52, No. 6, 341--347 (2008; Zbl 1152.91452) Full Text: DOI
Biard, Romain; Lefèvre, Claude; Loisel, Stéphane Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed. (English) Zbl 1152.91565 Insur. Math. Econ. 43, No. 3, 412-421 (2008). MSC: 91B30 60J99 60K10 PDFBibTeX XMLCite \textit{R. Biard} et al., Insur. Math. Econ. 43, No. 3, 412--421 (2008; Zbl 1152.91565) Full Text: DOI
Kobayashi, Makoto; Tsuboi, Akito A note on stationarity of types over models in simple theories. (English) Zbl 1168.03021 Math. Log. Q. 54, No. 6, 625-628 (2008). Reviewer: Mike Prest (Manchester) MSC: 03C45 PDFBibTeX XMLCite \textit{M. Kobayashi} and \textit{A. Tsuboi}, Math. Log. Q. 54, No. 6, 625--628 (2008; Zbl 1168.03021) Full Text: DOI
Müller, Ulrich K.; Watson, Mark W. Testing models of low-frequency variability. (English) Zbl 1152.91717 Econometrica 76, No. 5, 979-1016 (2008). MSC: 91B82 62P05 91B84 PDFBibTeX XMLCite \textit{U. K. Müller} and \textit{M. W. Watson}, Econometrica 76, No. 5, 979--1016 (2008; Zbl 1152.91717) Full Text: DOI
Dȩbicki, Krzysztof; Kisowski, Paweł Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes. (English) Zbl 1151.60325 Stochastic Processes Appl. 118, No. 11, 2022-2037 (2008). MSC: 60G15 60G70 68M20 PDFBibTeX XMLCite \textit{K. Dȩbicki} and \textit{P. Kisowski}, Stochastic Processes Appl. 118, No. 11, 2022--2037 (2008; Zbl 1151.60325) Full Text: DOI
Wang, Hongjun; Tian, Zheng Heteroscedastic mixture transition distribution (HMTD) model. (English) Zbl 1145.62370 J. Appl. Math. Comput. 28, No. 1-2, 207-224 (2008). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{H. Wang} and \textit{Z. Tian}, J. Appl. Math. Comput. 28, No. 1--2, 207--224 (2008; Zbl 1145.62370) Full Text: DOI
Barbosa, Susana M.; Silva, Maria Eduarda; Fernandes, Maria Joana Time series analysis of sea-level records: characterising long-term variability. (English) Zbl 1149.86309 Donner, Reik V. (ed.) et al., Nonlinear time series analysis in the geosciences. Applications in climatology, geodynamics and solar-terrestrial physics. Selected papers based on the presentations at the session on ‘Application of nonlinear times series analysis in geoscience’, Vienna, Austria, April 15–20, 2007. Berlin: Springer (ISBN 978-3-540-78937-6/hbk). Lecture Notes in Earth Sciences 112, 157-173 (2008). MSC: 86A32 PDFBibTeX XMLCite \textit{S. M. Barbosa} et al., Lect. Notes Earth Sci. 112, 157--173 (2008; Zbl 1149.86309) Full Text: DOI
Jacquir, S.; Binczaķ, S.; Gauthier, J. P.; Bilbault, J. M. Emergence of travelling waves in smooth nerve fibres. (English) Zbl 1148.92006 Discrete Contin. Dyn. Syst., Ser. S 1, No. 2, 263-272 (2008). MSC: 92C20 35K57 37N25 58E30 PDFBibTeX XMLCite \textit{S. Jacquir} et al., Discrete Contin. Dyn. Syst., Ser. S 1, No. 2, 263--272 (2008; Zbl 1148.92006) Full Text: DOI
Henriques, Carla; Oliveira, Paulo Eduardo Strong convergence rates for the estimation of a covariance operator for associated samples. (English) Zbl 1148.62029 Stat. Inference Stoch. Process. 11, No. 1, 77-91 (2008). MSC: 62G20 62G30 62M99 62M09 62G05 PDFBibTeX XMLCite \textit{C. Henriques} and \textit{P. E. Oliveira}, Stat. Inference Stoch. Process. 11, No. 1, 77--91 (2008; Zbl 1148.62029) Full Text: DOI Link
Jönsson, Kristian The accuracy of normal approximation in a heterogeneous panel data unit root test. (English) Zbl 1148.62073 Stat. Pap. 49, No. 3, 565-579 (2008). MSC: 62M10 65C05 PDFBibTeX XMLCite \textit{K. Jönsson}, Stat. Pap. 49, No. 3, 565--579 (2008; Zbl 1148.62073) Full Text: DOI
Kim, Hee-Young; Park, Yousung A non-stationary integer-valued autoregressive model. (English) Zbl 1148.62074 Stat. Pap. 49, No. 3, 485-502 (2008). MSC: 62M10 62G20 62G09 62F12 62P10 62G05 PDFBibTeX XMLCite \textit{H.-Y. Kim} and \textit{Y. Park}, Stat. Pap. 49, No. 3, 485--502 (2008; Zbl 1148.62074) Full Text: DOI
Jayakumar, K.; Mathew, Thomas On a generalization to Marshall-Olkin scheme and its application to Burr type XII distribution. (English) Zbl 1310.62112 Stat. Pap. 49, No. 3, 421-439 (2008). MSC: 62N05 62M10 PDFBibTeX XMLCite \textit{K. Jayakumar} and \textit{T. Mathew}, Stat. Pap. 49, No. 3, 421--439 (2008; Zbl 1310.62112) Full Text: DOI
van Bellegem, Sébastien; von Sachs, Rainer Locally adaptive estimation of evolutionary wavelet spectra. (English) Zbl 1142.62067 Ann. Stat. 36, No. 4, 1879-1924 (2008). MSC: 62M10 42C40 62M15 62G05 PDFBibTeX XMLCite \textit{S. van Bellegem} and \textit{R. von Sachs}, Ann. Stat. 36, No. 4, 1879--1924 (2008; Zbl 1142.62067) Full Text: DOI arXiv
Hunter, Jeffrey J. Variances of first passage times in a Markov chain with applications to mixing times. (English) Zbl 1146.60054 Linear Algebra Appl. 429, No. 5-6, 1135-1162 (2008). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J10 15B51 60J20 65F20 65F35 PDFBibTeX XMLCite \textit{J. J. Hunter}, Linear Algebra Appl. 429, No. 5--6, 1135--1162 (2008; Zbl 1146.60054) Full Text: DOI Link
Jongen, Hubertus Th.; Stein, Oliver Smoothing by mollifiers. I: Semi-infinite optimization. (English) Zbl 1166.90017 J. Glob. Optim. 41, No. 3, 319-334 (2008). Reviewer: Rembert Reemtsen (Cottbus) MSC: 90C34 90C31 57R12 PDFBibTeX XMLCite \textit{H. Th. Jongen} and \textit{O. Stein}, J. Glob. Optim. 41, No. 3, 319--334 (2008; Zbl 1166.90017) Full Text: DOI
Chugunova, Tatiana L.; Hu, Lin Y. Multiple-point simulations constrained by continuous auxiliary data. (English) Zbl 1143.86307 Math. Geosci. 40, No. 2, 133-146 (2008). MSC: 86A32 PDFBibTeX XMLCite \textit{T. L. Chugunova} and \textit{L. Y. Hu}, Math. Geosci. 40, No. 2, 133--146 (2008; Zbl 1143.86307) Full Text: DOI
Henriques, Carla; Oliveira, Paulo Eduardo Large deviations for the empirical mean of associated random variables. (English) Zbl 1151.60013 Stat. Probab. Lett. 78, No. 6, 594-598 (2008). Reviewer: Erich Häusler (Gießen) MSC: 60F10 60G15 PDFBibTeX XMLCite \textit{C. Henriques} and \textit{P. E. Oliveira}, Stat. Probab. Lett. 78, No. 6, 594--598 (2008; Zbl 1151.60013) Full Text: DOI Link
Charlot, F.; Rachdi, M. On the statistical properties of a stationary process sampled by a stationary point process. (English) Zbl 1135.60018 Stat. Probab. Lett. 78, No. 4, 456-462 (2008). MSC: 60G10 60G55 62M15 62G20 PDFBibTeX XMLCite \textit{F. Charlot} and \textit{M. Rachdi}, Stat. Probab. Lett. 78, No. 4, 456--462 (2008; Zbl 1135.60018) Full Text: DOI HAL