Cui, Ying; Pang, Jong-Shi Modern nonconvex nondifferentiable optimization. (English) Zbl 1489.90001 MOS/SIAM Series on Optimization 29. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (ISBN 978-1-61197-673-1/hbk; 978-1-61197-674-8/ebook). xx, 756 p. (2021). Reviewer: Alfred Göpfert (Leipzig) MSC: 90-01 90C26 90-02 91-08 90C90 90C17 90C15 90C20 90C30 90C32 90C56 PDFBibTeX XMLCite \textit{Y. Cui} and \textit{J.-S. Pang}, Modern nonconvex nondifferentiable optimization. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (2021; Zbl 1489.90001) Full Text: DOI
Stein, Oliver Basics of convex analysis. (Grundzüge der konvexen Analysis.) (German) Zbl 1473.90121 Berlin: Springer Spektrum (ISBN 978-3-662-62756-3/pbk; 978-3-662-62757-0/ebook). x, 184 p. (2021). Reviewer: Paulo Mbunga (Kiel) MSC: 90C25 46N10 90C33 90C30 49J30 PDFBibTeX XMLCite \textit{O. Stein}, Grundzüge der konvexen Analysis. Berlin: Springer Spektrum (2021; Zbl 1473.90121) Full Text: DOI
Karmalita, Viaceslav Stochastic dynamics of economic cycles. (English) Zbl 1454.91002 Berlin: De Gruyter (ISBN 978-3-11-070698-7/hbk; 978-3-11-070702-1/ebook). viii, 98 p. (2020). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91-02 91B55 91B70 91B82 PDFBibTeX XMLCite \textit{V. Karmalita}, Stochastic dynamics of economic cycles. Berlin: De Gruyter (2020; Zbl 1454.91002) Full Text: DOI
Francq, Christian; Zakoian, Jean-Michel GARCH models. Structure, statistical inference and financial applications. 2nd edition. (English) Zbl 1431.62004 Hoboken, NJ: John Wiley & Sons (ISBN 978-1-119-31357-1/hbk; 978-1-119-31347-2/ebook). xvi, 487 p. (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62-02 62M10 62P05 PDFBibTeX XMLCite \textit{C. Francq} and \textit{J.-M. Zakoian}, GARCH models. Structure, statistical inference and financial applications. 2nd edition. Hoboken, NJ: John Wiley \& Sons (2019; Zbl 1431.62004) Full Text: DOI
Broemeling, Lyle D. Bayesian analysis of time series. (English) Zbl 1426.62001 Boca Raton, FL: CRC Press (ISBN 978-1-138-59152-3/hbk; 978-0-429-48844-3/ebook). xi, 280 p. (2019). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62-01 62M10 62F15 62M15 62Pxx 92B15 PDFBibTeX XMLCite \textit{L. D. Broemeling}, Bayesian analysis of time series. Boca Raton, FL: CRC Press (2019; Zbl 1426.62001) Full Text: DOI
Liu, Yan; Akashi, Fumiya; Taniguchi, Masanobu Empirical likelihood and quantile methods for time series. Efficiency, robustness, optimality, and prediction. (English) Zbl 1418.62012 SpringerBriefs in Statistics. JSS Research Series in Statistics. Singapore: Springer (ISBN 978-981-10-0151-2/pbk; 978-981-10-0152-9/ebook). x, 136 p. (2018). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62-02 62M10 62G05 62G08 62G20 PDFBibTeX XMLCite \textit{Y. Liu} et al., Empirical likelihood and quantile methods for time series. Efficiency, robustness, optimality, and prediction. Singapore: Springer (2018; Zbl 1418.62012) Full Text: DOI
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
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
Kallenberg, Olav Random measures, theory and applications. (English) Zbl 1376.60003 Probability Theory and Stochastic Modelling 77. Cham: Springer (ISBN 978-3-319-41596-3/hbk; 978-3-319-41598-7/ebook). xiii, 694 p. (2017). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60-02 60G57 60G07 60G10 60G55 60B05 60G60 60E05 60H05 PDFBibTeX XMLCite \textit{O. Kallenberg}, Random measures, theory and applications. Cham: Springer (2017; Zbl 1376.60003) Full Text: DOI
Yazigi, Adil Representations and regularity of Gaussian processes. (English) Zbl 1345.60007 Acta Wasaensia 329. Mathematics and Statistics 12. Vaasa: University of Vaasa (Diss.) (ISBN 978-952-476-628-9; 978-952-476-629-6/ebook). xiii, 66 p., open access (2015). MSC: 60-02 60G15 60G17 60G18 60G10 PDFBibTeX XMLCite \textit{A. Yazigi}, Representations and regularity of Gaussian processes. Vaasa: University of Vaasa (Diss.) (2015; Zbl 1345.60007) Full Text: Link
Spătaru, Aurel Analysis and probability. (English) Zbl 1278.60002 Elsevier Insights. Amsterdam: Elsevier/Academic Press (ISBN 978-0-12-401665-1/hbk). x, 448 p. (2013). Reviewer: Mathias Trabs (Berlin) MSC: 60-01 60A10 60B10 60E07 60E10 60F05 60J05 PDFBibTeX XMLCite \textit{A. Spătaru}, Analysis and probability. Amsterdam: Elsevier/Academic Press (2013; Zbl 1278.60002) Full Text: Link
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
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)
Kallenberg, Olav Probabilistic symmetries and invariance principles. (English) Zbl 1084.60003 Probability and Its Applications. New York, NY: Springer (ISBN 0-387-25115-4/hbk; 978-1-4419-2042-3/pbk; 978-0-387-28861-1/ebook). xi, 510 p. (2005). Reviewer: Neville Weber (Sydney) MSC: 60-02 60G09 PDFBibTeX XMLCite \textit{O. Kallenberg}, Probabilistic symmetries and invariance principles. New York, NY: Springer (2005; Zbl 1084.60003) Full Text: DOI
Seshu, P. Textbook of finite element analysis. (English) Zbl 1097.65002 New Delhi: Prentice-Hall of India (ISBN 81-203-2315-7/pbk). x, 330 p. (2005). Reviewer: K. Chandrasekhara Rao (Kumbakonam) MSC: 65-01 PDFBibTeX XMLCite \textit{P. Seshu}, Textbook of finite element analysis. New Delhi: Prentice-Hall of India (2005; Zbl 1097.65002)
Lütkepohl, Helmut (ed.); Krätzig, Markus (ed.) Applied times series econometrics. (English) Zbl 1076.62119 Themes in Modern Econometrics. Cambridge: Cambridge University Press (ISBN 0-521-54787-3/pbk; 0-521-83919-X/hbk). xxv, 323 p. (2004). Reviewer: Herbert S. Buscher (Halle,Saale) MSC: 62P20 62M10 62-01 91B84 62P05 PDFBibTeX XMLCite \textit{H. Lütkepohl} (ed.) and \textit{M. Krätzig} (ed.), Applied times series econometrics. Cambridge: Cambridge University Press (2004; Zbl 1076.62119) Full Text: DOI
Rodriguez Poo, Juan Computer-aided introduction to econometrics. (English) Zbl 1012.62120 Berlin: Springer. xvii, 331 p. (2003). Reviewer: Herbert S.Buscher (Mannheim) MSC: 62P20 62-01 PDFBibTeX XMLCite \textit{J. Rodriguez Poo}, Computer-aided introduction to econometrics. Berlin: Springer (2003; Zbl 1012.62120) Full Text: Link
Spodarev, Evgueni Selected topics in the theory of spatial stationary flat processes. (English) Zbl 0990.60010 Jena: Univ. Jena, Fakultät Mathematik u. Informatik, 77, 5 p. (2001). Reviewer: Eugene Spodarev MSC: 60D05 60G55 52A22 44A12 PDFBibTeX XMLCite \textit{E. Spodarev}, Selected topics in the theory of spatial stationary flat processes. Jena: Univ. Jena, Fakultät Mathematik u. Informatik (2001; Zbl 0990.60010)
Ruckdeschel, Peter Approaches for the robustification of Kalman filters. (Ansätze zur Robustifizierung des Kalman-Filters.) (German) Zbl 0995.93001 Bayreuther Mathematische Schriften 64 Bayreuth: Mathematisches Institut der Univ. Bayreuth, xl, 401 S. (2001). Reviewer: Juri Hinz (Mössingen) MSC: 93-02 93E11 93B35 93E15 PDFBibTeX XMLCite \textit{P. Ruckdeschel}, Ansätze zur Robustifizierung des Kalman-Filters. Bayreuth: Mathematisches Institut der Univ. Bayreuth (2001; Zbl 0995.93001)
Thorisson, Hermann Coupling, stationarity, and regeneration. (English) Zbl 0949.60007 Probability and Its Applications. New York, NY: Springer. xiv, 516 p. DM 159.00; öS 1161.00; sFr 144.00; £55.00; $ 79.95 (2000). Reviewer: Alexander V.Bulinskij (Moskva) MSC: 60-02 60Gxx 60Jxx 60Kxx 60D05 60B15 60A10 60F99 PDFBibTeX XMLCite \textit{H. Thorisson}, Coupling, stationarity, and regeneration. New York, NY: Springer (2000; Zbl 0949.60007)
Clements, Michael P.; Hendry, David F. Forecasting economic time series. Repr. (English) Zbl 0941.62103 Cambridge: Cambridge University Press. xxii, 368 p. (2000). Reviewer: Herbert S.Buscher (Mannheim) MSC: 62M20 62-02 62P20 91B84 PDFBibTeX XMLCite \textit{M. P. Clements} and \textit{D. F. Hendry}, Forecasting economic time series. Repr. Cambridge: Cambridge University Press (2000; Zbl 0941.62103) Full Text: DOI
Knoth, Sven Quasi-stationary CUSUM-procedures for Erlang distributions. (Quasistationäre CUSUM-Verfahren bei Erlangverteilung.) (German) Zbl 0835.62094 Chemnitz-Zwickau: Fak. f. Math., Univ. Chemnitz-Zwickau, 114 S. (1995). MSC: 62P30 62L10 45B05 PDFBibTeX XMLCite \textit{S. Knoth}, Quasistationäre CUSUM-Verfahren bei Erlangverteilung. Chemnitz-Zwickau: Fak. f. Math., Univ. Chemnitz-Zwickau (1995; Zbl 0835.62094)
Zelniker, Glenn; Taylor, Fred J. Advanced digital signal processing: Theory and applications. (English) Zbl 0858.94001 Electrical Engineering and Electronics. 86. New York, NY: Marcel Dekker. x, 666 p. (1994). Reviewer: D.Stanomir (Bucureşti) MSC: 94-02 94A12 65T50 93E11 PDFBibTeX XMLCite \textit{G. Zelniker} and \textit{F. J. Taylor}, Advanced digital signal processing: Theory and applications. New York, NY: Marcel Dekker (1994; Zbl 0858.94001)
Lütkepohl, Helmut Introduction to multiple time series analysis. 2nd ed. (English) Zbl 0835.62075 Berlin: Springer-Verlag. xxi, 545 p. (1993). MSC: 62M10 62M20 62-01 91B84 93E12 PDFBibTeX XMLCite \textit{H. Lütkepohl}, Introduction to multiple time series analysis. 2nd ed. Berlin: Springer-Verlag (1993; Zbl 0835.62075)
Lütkepohl, Helmut Introduction to multiple time series analysis. (English) Zbl 0729.62085 Berlin etc.: Springer-Verlag. xxi, 545 p. with 34 fig. DM 78.00/pbk (1991). Reviewer: P.Stoica (Bucureşti) MSC: 62M10 62M20 62-01 91B84 93E12 PDFBibTeX XMLCite \textit{H. Lütkepohl}, Introduction to multiple time series analysis. Berlin etc.: Springer-Verlag (1991; Zbl 0729.62085)
Priestley, M. B. Spectral analysis and time series. Volume 1: Univariate series. Volume 2: Multivariate series, prediction and control. Reprinted with corrections. (English) Zbl 0744.62130 Probability and Mathematical Statistics. London etc.: Academic Press Inc., Harcourt Brace Jovanovich. xviii, 890 p., xli p. (1991). MSC: 62M15 62-02 62M20 62M10 62-01 PDFBibTeX XMLCite \textit{M. B. Priestley}, Spectral analysis and time series. Volume 1: Univariate series. Volume 2: Multivariate series, prediction and control. Reprinted with corrections. London etc.: Academic Press Inc., Harcourt Brace Jovanovich (1991; Zbl 0744.62130)
Diggle, Peter J. Time series. A biostatistical introduction. (English) Zbl 0727.62083 Oxford Science Publications; Oxford Statistical Science Series, 5. Oxford: Clarendon Press. xi, 257 p. £35.00/hbk; £15.00/pbk (1990). Reviewer: T.Cipra (Praha) MSC: 62M10 62M15 62-01 62P10 62M20 PDFBibTeX XMLCite \textit{P. J. Diggle}, Time series. A biostatistical introduction. Oxford: Clarendon Press (1990; Zbl 0727.62083)
Rüdel, Thomas Kointegration und Fehlerkorrekturmodelle. Mit einer empirischen Untersuchung zur Geldnachfrage in der Bundesrepublik Deutschland. (Co- integration and error correcting models. With an empirical analysis of the demand for money in the Federal Republic of Germany.). (German) Zbl 0693.90031 Wirtschaftswissenschaftliche Beiträge, 15. Heidelberg: Physica-Verlag; Freiburg: Univ. Freiburg, Diss. viii, 138 S. DM 49.00 (1989). Reviewer: H.S.Buscher MSC: 91B62 91B84 62P20 PDFBibTeX XMLCite \textit{T. Rüdel}, Kointegration und Fehlerkorrekturmodelle. Mit einer empirischen Untersuchung zur Geldnachfrage in der Bundesrepublik Deutschland. (Co- integration and error correcting models. With an empirical analysis of the demand for money in the Federal Republic of Germany.). Heidelberg: Physica-Verlag; Freiburg: Univ. Freiburg (1989; Zbl 0693.90031)
Kort, Peter M. Optimal dynamic investment policies of a value maximizing firm. (English) Zbl 0790.90009 Lecture Notes in Economics and Mathematical Systems. 330. Berlin: Springer-Verlag. vii, 185 p. (1989). Reviewer: M.Luptáčik (Wien) MSC: 91B38 91B62 93E03 PDFBibTeX XMLCite \textit{P. M. Kort}, Optimal dynamic investment policies of a value maximizing firm. Berlin: Springer-Verlag (1989; Zbl 0790.90009)
Marti, Kurt Descent directions and efficient solutions in discretely distributed stochastic programs. (English) Zbl 0645.90047 Lecture Notes in Economics and Mathematical Systems, 299. Berlin etc.: Springer-Verlag. xiv, 178 p. DM 38.00 (1988). Reviewer: E.Tamm MSC: 90C15 90-02 49-02 65K05 PDFBibTeX XMLCite \textit{K. Marti}, Descent directions and efficient solutions in discretely distributed stochastic programs. Berlin etc.: Springer-Verlag (1988; Zbl 0645.90047)
Anděl, Jiři Statistische Analyse von Zeitreihen. Vom Autor autorisierte und ergänzte Übersetzung aus dem Tschechischen. (German) Zbl 0561.62075 Mathematische Lehrbücher und Monographien. I. Abteilung: Mathematische Lehrbücher, Bd. 35. Berlin: Akademie-Verlag. 276 S., 12 Abb., 13 Tab. M 48.00 (1984). Reviewer: J.Rissanen MSC: 62M10 62M20 62-01 62M15 91B84 PDFBibTeX XML
Subba Rao, T.; Gabr, M. M. An introduction to bispectral analysis and bilinear time series models. (English) Zbl 0543.62074 Lecture Notes in Statistics, 24. New York etc.: Springer-Verlag. VIII, 280 p. DM 43.00; $ 15.10 (1984). Reviewer: P.Stoica MSC: 62M15 62M20 62-02 62M10 PDFBibTeX XML
Whittle, Peter [Sargent, Thomas J.] Prediction and regulation by linear least-square methods. 2nd ed. With a foreword by Thomas J. Sargent. (English) Zbl 0646.62079 Minneapolis, Minnesota: University of Minnesota Press. xv, 189 p.; $ 29.50 (1983). MSC: 62M20 62-02 62P20 93E10 PDFBibTeX XML
Togliatti, Giovanna Fondamenti di statistica (Foundations of statistics). 3. ed., 4. ristampa. (Italian) Zbl 0577.62001 Szienza dei Sistemi e dell’Informazione. Milano: Cooperativa Libraria Universitaria del Politecnico (CLUP). 315 p. L. 17.000.00 (1983). Reviewer: W.Schlee MSC: 62-01 PDFBibTeX XML
Dupraz, Jacques Probabilités, signaux, bruits. (English) Zbl 0545.93070 Collection Technique et Scientifique des Télécommunications. Paris: Eyrolls et CNET-ENST. XVII, 362 p. FF 126.00 (1983). Reviewer: D.Stanomir MSC: 93E11 93-01 94A12 60G10 60G15 60G35 62M20 93C55 93C99 93E03 PDFBibTeX XML
Dorogovtsev, A. Ya. The theory of parameter estimation in stochastic processes. (Teoriya otsenok parametrov sluchajnykh protsessov). (Russian) Zbl 0478.62072 Kiev: Izdatel’stvo pri Kievskom Gosudarstvennom Universitete Izdatel’skogo Ob”edineniya ”Vishcha Shkola”. 192 p. R. 1.80 (1982). MSC: 62M09 62-02 62M10 PDFBibTeX XML
Priestley, M. B. Spectral analysis and time series. Volume 1: Univariate series. Volume 2: Multivariate series, prediction and control. (English) Zbl 0537.62075 Probability and Mathematical Statistics. London etc.: Academic Press. A Subsidiary of Harcourt Brace Jovanovich, Publishers. XVIII, 890, AIX, RXXI, IXV p. $ 119.50; $ 55.00 (1981). Reviewer: R.Schlittgen MSC: 62M15 62M20 62M10 62-02 PDFBibTeX XML
Charlesworth, Brian Evolution in age-structured populations. (English) Zbl 0449.92011 Cambridge Studies in Mathematical Biology, 1. Cambridge etc.: Cambridge University Press. XIII, 300 p. pbk: £5.95; hbk: £18.00 (1980). MSC: 92D10 92D25 65C20 60J85 92-01 92-02 PDFBibTeX XML