Huang, Dawei; Spencer, N. M. On a random vibration model. (English) Zbl 0873.60026 J. Appl. Probab. 33, No. 4, 1141-1158 (1996). MSC: 60G10 60F05 60G25 62M10 62M20 62N99 PDFBibTeX XMLCite \textit{D. Huang} and \textit{N. M. Spencer}, J. Appl. Probab. 33, No. 4, 1141--1158 (1996; Zbl 0873.60026) Full Text: DOI
Chambers, Marcus J. Fractional integration, trend stationarity and difference stationarity. (English) Zbl 0900.90184 Econ. Lett. 50, No. 1, 19-24 (1996). MSC: 91B84 PDFBibTeX XMLCite \textit{M. J. Chambers}, Econ. Lett. 50, No. 1, 19--24 (1996; Zbl 0900.90184) Full Text: DOI
Dehay, Dominique; Leśkow, Jacek Testing stationarity for stock market data. (English) Zbl 0875.90175 Econ. Lett. 50, No. 2, 205-212 (1996). MSC: 91B82 91B84 PDFBibTeX XMLCite \textit{D. Dehay} and \textit{J. Leśkow}, Econ. Lett. 50, No. 2, 205--212 (1996; Zbl 0875.90175) Full Text: DOI
Lee, Junsoo On the power of stationarity tests using optimal bandwidth estimates. (English) Zbl 0875.90184 Econ. Lett. 51, No. 2, 131-137 (1996). MSC: 91B82 62P20 PDFBibTeX XMLCite \textit{J. Lee}, Econ. Lett. 51, No. 2, 131--137 (1996; Zbl 0875.90184) Full Text: DOI
Hili, Ouagnina Minimum Hellinger distance estimates of a multivariate autoregressive model. Application to the EXPARMA model. (Estimateurs du minimum de distance d’Hellinger d’un modèle autorégressif multivarié. Application au modèle EXPARMA.) (French. Abridged English version) Zbl 0865.62064 C. R. Acad. Sci., Paris, Sér. I 323, No. 9, 1073-1078 (1996). MSC: 62M10 62G05 62G07 62G20 PDFBibTeX XMLCite \textit{O. Hili}, C. R. Acad. Sci., Paris, Sér. I 323, No. 9, 1073--1078 (1996; Zbl 0865.62064)
Manuca, Radu; Savit, Robert Stationarity and nonstationarity in time series analysis. (English) Zbl 0890.58053 Physica D 99, No. 2-3, 134-161 (1996). MSC: 37D45 62M10 PDFBibTeX XMLCite \textit{R. Manuca} and \textit{R. Savit}, Physica D 99, No. 2--3, 134--161 (1996; Zbl 0890.58053) Full Text: DOI
Barnett, Glen; Kohn, Robert; Sheather, Simon Bayesian estimation of an autoregressive model using Markov chain Monte Carlo. (English) Zbl 0864.62057 J. Econom. 74, No. 2, 237-254 (1996). MSC: 62M10 62F15 62P20 PDFBibTeX XMLCite \textit{G. Barnett} et al., J. Econom. 74, No. 2, 237--254 (1996; Zbl 0864.62057) Full Text: DOI
Beran, Jan; Terrin, Norma Testing for a change of the long-memory parameter. (English) Zbl 0866.62055 Biometrika 83, No. 3, 627-638 (1996). MSC: 62M10 60F17 62G10 PDFBibTeX XMLCite \textit{J. Beran} and \textit{N. Terrin}, Biometrika 83, No. 3, 627--638 (1996; Zbl 0866.62055) Full Text: DOI
Steurer, Elmar Forecasting of 15 time series of DGOR with neural networks. (Prognose von 15 Zeitreihen der DGOR mit neuronalen Netzen.) (German) Zbl 0949.62565 OR Spektrum 18, No. 2, 117-125 (1996). MSC: 62M20 68T05 PDFBibTeX XMLCite \textit{E. Steurer}, OR Spektrum 18, No. 2, 117--125 (1996; Zbl 0949.62565) Full Text: DOI
Kelly, Frank Notes on effective bandwidths. (English) Zbl 0855.60084 Kelly, F. P. (ed.) et al., Stochastic networks: theory and applications. Selected papers of the Royal Statistical Society research workshop, Edinburgh, GB, August 1–11, 1995. Oxford: Clarendon Press. R. Stat. Soc. Lect. Note Ser. 4, 141-168 (1996). MSC: 60K20 PDFBibTeX XMLCite \textit{F. Kelly}, in: Stochastic networks: theory and applications. Selected papers of the Royal Statistical Society research workshop, Edinburgh, GB, August 1--11, 1995. Oxford: Clarendon Press. 141--168 (1996; Zbl 0855.60084)
Lee, Dongin; Schmidt, Peter On the power of the KPSS test of stationarity against fractionally-integrated alternatives. (English) Zbl 0856.62075 J. Econom. 73, No. 1, 285-302 (1996). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{D. Lee} and \textit{P. Schmidt}, J. Econom. 73, No. 1, 285--302 (1996; Zbl 0856.62075) Full Text: DOI
Zhou, Guotong; Giannakis, Georgios B. Polyspectral analysis of mixed processes and coupled harmonics. (English) Zbl 0855.62078 IEEE Trans. Inf. Theory 42, No. 3, 943-958 (1996). MSC: 62M15 94A99 94A13 PDFBibTeX XMLCite \textit{G. Zhou} and \textit{G. B. Giannakis}, IEEE Trans. Inf. Theory 42, No. 3, 943--958 (1996; Zbl 0855.62078) Full Text: DOI
Crato, Nuno Some results on the spectral analysis of nonstationary time series. (English) Zbl 0851.62061 Port. Math. 53, No. 2, 179-186 (1996). MSC: 62M15 PDFBibTeX XMLCite \textit{N. Crato}, Port. Math. 53, No. 2, 179--186 (1996; Zbl 0851.62061) Full Text: EuDML
Hyttinen, Tapani Forking and incomplete types. (English) Zbl 0854.03032 Math. Log. Q. 42, No. 3, 421-432 (1996). Reviewer: O.V.Belegradek (Kemerovo) MSC: 03C45 03C52 PDFBibTeX XMLCite \textit{T. Hyttinen}, Math. Log. Q. 42, No. 3, 421--432 (1996; Zbl 0854.03032) Full Text: DOI
Heyde, C. C.; Dai, W. On the robustness to small trends of estimation based on the smoothed periodogram. (English) Zbl 0845.62059 J. Time Ser. Anal. 17, No. 2, 141-150 (1996). MSC: 62M10 62F35 PDFBibTeX XMLCite \textit{C. C. Heyde} and \textit{W. Dai}, J. Time Ser. Anal. 17, No. 2, 141--150 (1996; Zbl 0845.62059) Full Text: DOI
Kent, John T.; Mardia, Kanti V.; Walder, Alistair N. Conditional cyclic Markov random fields. (English) Zbl 0874.60045 Adv. Appl. Probab. 28, No. 1, 1-12 (1996). Reviewer: M.Dozzi (Nancy) MSC: 60G60 60F05 PDFBibTeX XMLCite \textit{J. T. Kent} et al., Adv. Appl. Probab. 28, No. 1, 1--12 (1996; Zbl 0874.60045) Full Text: DOI
Chan, Ngai Hang; Tsay, Ruey S. Asymptotic inference for non-invertible moving-average time series. (English) Zbl 0835.62077 J. Time Ser. Anal. 17, No. 1, 1-17 (1996). MSC: 62M10 62E20 PDFBibTeX XMLCite \textit{N. H. Chan} and \textit{R. S. Tsay}, J. Time Ser. Anal. 17, No. 1, 1--17 (1996; Zbl 0835.62077) Full Text: DOI
Maddala, G. S.; Kim, In-Moo Structural change and unit roots. (English) Zbl 0839.62103 J. Stat. Plann. Inference 49, No. 1, 73-103 (1996). MSC: 62P20 62F15 62F03 PDFBibTeX XMLCite \textit{G. S. Maddala} and \textit{I.-M. Kim}, J. Stat. Plann. Inference 49, No. 1, 73--103 (1996; Zbl 0839.62103) Full Text: DOI
Fill, James Allen An exact formula for the move-to-front rule for self-organizing lists. (English) Zbl 0837.60063 J. Theor. Probab. 9, No. 1, 113-160 (1996). MSC: 60J10 60J20 PDFBibTeX XMLCite \textit{J. A. Fill}, J. Theor. Probab. 9, No. 1, 113--160 (1996; Zbl 0837.60063) Full Text: DOI
Lahiri, Soumendra Nath On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models. (English) Zbl 0864.62028 J. Multivariate Anal. 56, No. 1, 42-59 (1996). MSC: 62G09 62J05 PDFBibTeX XMLCite \textit{S. N. Lahiri}, J. Multivariate Anal. 56, No. 1, 42--59 (1996; Zbl 0864.62028) Full Text: DOI
Graham, D. I.; James, P. W. Turbulent dispersion of particles using eddy interaction models. (English) Zbl 1135.76429 Int. J. Multiphase Flow 22, No. 1, 157-175 (1996). MSC: 76Txx PDFBibTeX XMLCite \textit{D. I. Graham} and \textit{P. W. James}, Int. J. Multiphase Flow 22, No. 1, 157--175 (1996; Zbl 1135.76429) Full Text: DOI
Heimann, Günter; Kreiss, Jens-Peter Bootstrapping general first order autoregression. (English) Zbl 0903.62072 Stat. Probab. Lett. 30, No. 1, 87-98 (1996). MSC: 62M10 62E20 62M02 PDFBibTeX XMLCite \textit{G. Heimann} and \textit{J.-P. Kreiss}, Stat. Probab. Lett. 30, No. 1, 87--98 (1996; Zbl 0903.62072) Full Text: DOI
Yu, Hao A note on strong approximation for quantile processes of strong mixing sequences. (English) Zbl 0905.60021 Stat. Probab. Lett. 30, No. 1, 1-7 (1996). MSC: 60F15 62G30 PDFBibTeX XMLCite \textit{H. Yu}, Stat. Probab. Lett. 30, No. 1, 1--7 (1996; Zbl 0905.60021) Full Text: DOI
Sun, Don X.; Deng, Li Non-stationary hidden Markov models for speech recognition. (English) Zbl 0895.62088 Levinson, Stephen E. (ed.) et al., Image models (and their speech model cousins). Proceedings of a workshop, Minneapolis, MN, USA, 1993-94. Berlin: Springer. IMA Vol. Math. Appl. 80, 161-182 (1996). MSC: 62M05 62P99 PDFBibTeX XMLCite \textit{D. X. Sun} and \textit{L. Deng}, IMA Vol. Math. Appl. 80, 161--182 (1996; Zbl 0895.62088)
Le, Nhu D.; Martin, R. Douglas; Raftery, Adrian E. Modeling flat stretches, bursts, and outliers in time series using mixture transition distribution models. (English) Zbl 0881.62096 J. Am. Stat. Assoc. 91, No. 436, 1504-1515 (1996). MSC: 62M10 PDFBibTeX XMLCite \textit{N. D. Le} et al., J. Am. Stat. Assoc. 91, No. 436, 1504--1515 (1996; Zbl 0881.62096) Full Text: DOI
Taneja, Vidya S. On tests of trend in a weakly stationary time series. (English) Zbl 0883.62105 Am. J. Math. Manage. Sci. 16, No. 1-2, 193-227 (1996). MSC: 62M10 62H15 PDFBibTeX XMLCite \textit{V. S. Taneja}, Am. J. Math. Manage. Sci. 16, No. 1--2, 193--227 (1996; Zbl 0883.62105) Full Text: DOI
Boldin, M. V. On the least absolute deviation estimator in a nonstationary autoregression and testing for stationarity. (English. Russian original) Zbl 0893.62084 Theory Probab. Appl. 41, No. 2, 340-348 (1996); translation from Teor. Veroyatn. Primen. 41, No. 2, 409-417 (1996). MSC: 62M10 62M07 62E10 62E20 PDFBibTeX XMLCite \textit{M. V. Boldin}, Theory Probab. Appl. 41, No. 2, 340--348 (1996; Zbl 0893.62084); translation from Teor. Veroyatn. Primen. 41, No. 2, 409--417 (1996)
Lahiri, Soumendra Nath On inconsistency of estimators based on spatial data under infill asymptotics. (English) Zbl 0885.62112 Sankhyā, Ser. A 58, No. 3, 403-417 (1996). MSC: 62M30 62E20 62G05 62M40 62F12 PDFBibTeX XMLCite \textit{S. N. Lahiri}, Sankhyā, Ser. A 58, No. 3, 403--417 (1996; Zbl 0885.62112)
Csörgö, Miklós; Yu, Hao Weak approximations for quantile processes of stationary sequences. (English) Zbl 0879.60029 Can. J. Stat. 24, No. 4, 403-430 (1996). MSC: 60F17 62G30 PDFBibTeX XMLCite \textit{M. Csörgö} and \textit{H. Yu}, Can. J. Stat. 24, No. 4, 403--430 (1996; Zbl 0879.60029) Full Text: DOI
Swamy, P. A. V. B.; Mehta, J. S. Cointegration and error correction models: Are they for real? (English) Zbl 0885.62107 J. Appl. Stat. Sci. 3, No. 1, 25-34 (1996). MSC: 62M10 91B84 PDFBibTeX XMLCite \textit{P. A. V. B. Swamy} and \textit{J. S. Mehta}, J. Appl. Stat. Sci. 3, No. 1, 25--34 (1996; Zbl 0885.62107)