Flandrin, Patrick; Martin, Wolfgang The Wigner-Ville spectrum of nonstationary random signals. (English) Zbl 0976.94006 Mecklenbräuker, W. (ed.) et al., The Wigner distribution. Theory and applications in signal processing. Amsterdam: Elsevier Science. 211-267 (1997). MSC: 94A12 94A13 60G35 PDFBibTeX XMLCite \textit{P. Flandrin} and \textit{W. Martin}, in: The Wigner distribution. Theory and applications in signal processing. Amsterdam: Elsevier Science. 211--267 (1997; Zbl 0976.94006)
Turbin, A. F.; Trufanov, V. A. Properties of R-harmonic stochastic processes. (Russian. English summary) Zbl 0949.60051 Dal’nevost. Mat. Sb. 4, 34-38 (1997). Reviewer: J.Anděl (Praha) MSC: 60G10 PDFBibTeX XMLCite \textit{A. F. Turbin} and \textit{V. A. Trufanov}, Dal'nevost. Mat. Sb. 4, 34--38 (1997; Zbl 0949.60051)
Ku, Simon F. Limited distribution of sample partial autocorrelations: A matrix approach. (English) Zbl 0935.62098 Stochastic Processes Appl. 72, No. 1, 121-143 (1997). Reviewer: J. Anděl (Praha) MSC: 62M10 62E20 PDFBibTeX XMLCite \textit{S. F. Ku}, Stochastic Processes Appl. 72, No. 1, 121--143 (1997; Zbl 0935.62098) Full Text: DOI
Teverovsky, Vadim; Taqqu, Murad Testing for long-range dependence in the presence of shifting means or a slowly declining trend, using a variance-type estimator. (English) Zbl 0934.62094 J. Time Ser. Anal. 18, No. 3, 279-304 (1997). MSC: 62M10 PDFBibTeX XMLCite \textit{V. Teverovsky} and \textit{M. Taqqu}, J. Time Ser. Anal. 18, No. 3, 279--304 (1997; Zbl 0934.62094) Full Text: DOI
Deco, Gustavo; Schittenkopf, Christian; Schürmann, Bernd Dynamical analysis of time series by statistical tests. (English) Zbl 0903.62071 Int. J. Bifurcation Chaos Appl. Sci. Eng. 7, No. 12, 2629-2652 (1997). MSC: 62M10 62M02 37N99 PDFBibTeX XMLCite \textit{G. Deco} et al., Int. J. Bifurcation Chaos Appl. Sci. Eng. 7, No. 12, 2629--2652 (1997; Zbl 0903.62071) Full Text: DOI
Casals, José; Sotoca, Sonia Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs. (English) Zbl 0903.90020 Econ. Lett. 57, No. 3, 261-267 (1997). MSC: 91B62 91B82 PDFBibTeX XMLCite \textit{J. Casals} and \textit{S. Sotoca}, Econ. Lett. 57, No. 3, 261--267 (1997; Zbl 0903.90020) Full Text: DOI
Oliveira e Silva, Tomás Stationarity conditions for the \(L^{2}\) error surface of the generalized orthonormal basis functions lattice filter. (English) Zbl 1025.93509 Signal Process. 56, No. 3, 233-253 (1997). MSC: 93C62 93B30 93E11 PDFBibTeX XMLCite \textit{T. Oliveira e Silva}, Signal Process. 56, No. 3, 233--253 (1997; Zbl 1025.93509) Full Text: DOI
Lau, Sau-Him Paul Using stochastic growth models to understand unit roots and breaking trends. (English) Zbl 0897.90049 J. Econ. Dyn. Control 21, No. 10, 1645-1667 (1997). MSC: 91B62 PDFBibTeX XMLCite \textit{S.-H. P. Lau}, J. Econ. Dyn. Control 21, No. 10, 1645--1667 (1997; Zbl 0897.90049) Full Text: DOI
Lee, Junsoo; Huang, Cliff J.; Shin, Yongcheol On stationary tests in the presence of structural breaks. (English) Zbl 0899.90058 Econ. Lett. 55, No. 2, 165-172 (1997). MSC: 91B84 62P20 PDFBibTeX XMLCite \textit{J. Lee} et al., Econ. Lett. 55, No. 2, 165--172 (1997; Zbl 0899.90058) Full Text: DOI
Wu, Jyh-Lin; Chen, Show-Lin Can nominal exchange rates be differenced to stationarity? (English) Zbl 0897.90070 Econ. Lett. 55, No. 3, 397-402 (1997). MSC: 91B84 PDFBibTeX XMLCite \textit{J.-L. Wu} and \textit{S.-L. Chen}, Econ. Lett. 55, No. 3, 397--402 (1997; Zbl 0897.90070) Full Text: DOI
Kladynoga, V. S. An energy approach to determination of an equilibrium state of geometrically and physically nonlinear elliptic membranes. (Ukrainian) Zbl 0898.73035 Dopov. Akad. Nauk Ukr. 1997, No. 1, 80-86 (1997). Reviewer: O.Yu.Zharii (Kyïv) MSC: 74K20 74B20 74S30 74P10 PDFBibTeX XMLCite \textit{V. S. Kladynoga}, Dopov. Akad. Nauk Ukr. 1997, No. 1, 80--86 (1997; Zbl 0898.73035)
Mauricio, José Alberto Algorithm AS 311: The exact likelihood function of a vector autoregressive moving average model. (English) Zbl 1063.62573 J. R. Stat. Soc., Ser. C 46, No. 1, 157-171 (1997). MSC: 62M10 65C60 62-04 PDFBibTeX XMLCite \textit{J. A. Mauricio}, J. R. Stat. Soc., Ser. C 46, No. 1, 157--171 (1997; Zbl 1063.62573) Full Text: DOI
Phelan, M. J. Approach to stationarity for birth and death on flows. (English) Zbl 0889.60079 Stochastic Processes Appl. 66, No. 2, 183-207 (1997). MSC: 60J25 60J35 PDFBibTeX XMLCite \textit{M. J. Phelan}, Stochastic Processes Appl. 66, No. 2, 183--207 (1997; Zbl 0889.60079) Full Text: DOI
Cai, Zongwu; Roussas, George G. Smooth estimate of quantiles under association. (English) Zbl 0946.62039 Stat. Probab. Lett. 36, No. 3, 275-287 (1997). MSC: 62G05 62G20 62G07 PDFBibTeX XMLCite \textit{Z. Cai} and \textit{G. G. Roussas}, Stat. Probab. Lett. 36, No. 3, 275--287 (1997; Zbl 0946.62039) Full Text: DOI
Martins, C. M. A note on the autocorrelations related to a bilinear model with non-independent shocks. (English) Zbl 0893.62088 Stat. Probab. Lett. 36, No. 3, 245-250 (1997). MSC: 62M10 PDFBibTeX XMLCite \textit{C. M. Martins}, Stat. Probab. Lett. 36, No. 3, 245--250 (1997; Zbl 0893.62088) Full Text: DOI
Berti, Patrizia; Rigo, Pietro A Glivenko-Cantelli theorem for exchangeable random variables. (English) Zbl 0904.60025 Stat. Probab. Lett. 32, No. 4, 385-391 (1997). MSC: 60F15 60G09 PDFBibTeX XMLCite \textit{P. Berti} and \textit{P. Rigo}, Stat. Probab. Lett. 32, No. 4, 385--391 (1997; Zbl 0904.60025) Full Text: DOI
Ng, Tze-Man; Li, Wai-Keung F-test for seasonal differencing with a break-point. (English) Zbl 0907.62097 J. Stat. Plann. Inference 65, No. 1, 87-107 (1997). MSC: 62M10 62F03 PDFBibTeX XMLCite \textit{T.-M. Ng} and \textit{W.-K. Li}, J. Stat. Plann. Inference 65, No. 1, 87--107 (1997; Zbl 0907.62097) Full Text: DOI
Tenreiro, Carlos Asymptotic normality of local polynomial estimators of regression function and its derivatives for time series. (English) Zbl 0914.62036 J. Nonparametric Stat. 8, No. 4, 365-378 (1997). MSC: 62G20 62G07 62M10 PDFBibTeX XMLCite \textit{C. Tenreiro}, J. Nonparametric Stat. 8, No. 4, 365--378 (1997; Zbl 0914.62036) Full Text: DOI
Koul, Hira L.; Schick, Anton Efficient estimation in nonlinear autoregressive time-series models. (English) Zbl 1066.62537 Bernoulli 3, No. 3, 247-277 (1997). MSC: 62M10 62G08 62F12 PDFBibTeX XMLCite \textit{H. L. Koul} and \textit{A. Schick}, Bernoulli 3, No. 3, 247--277 (1997; Zbl 1066.62537) Full Text: DOI Euclid
Polizzotto, C. Symmetric BEM formulations for elastic-damage material models. (English) Zbl 0896.73069 Morino, Luigi (ed.) et al., Boundary integral methods for nonlinear problems. Proceedings of the IABEM symposium. Pontignano, Italy, May 28–June 3, 1995. Dordrecht: Kluwer Academic Publishers. 179-184 (1997). MSC: 74S15 74R99 PDFBibTeX XMLCite \textit{C. Polizzotto}, in: Boundary integral methods for nonlinear problems. Proceedings of the IABEM symposium. Pontignano, Italy, May 28--June 3, 1995. Dordrecht: Kluwer Academic Publishers. 179--184 (1997; Zbl 0896.73069)
Campi, Marco A unique representation theorem for the conditional expectation of stationary processes and application to dynamic estimation problems. (English) Zbl 0895.60040 J. Appl. Probab. 34, No. 2, 372-380 (1997). MSC: 60G10 62G05 PDFBibTeX XMLCite \textit{M. Campi}, J. Appl. Probab. 34, No. 2, 372--380 (1997; Zbl 0895.60040) Full Text: DOI
Pappalardo, Massimo Stationarity in vector optimization. (English) Zbl 0893.90151 Giannessi, F. (ed.) et al., Proceedings of the workshop on equilibrium problems with side constraints. Lagrangean theory and duality II, Scilla, Italy, May 17–18, 1996. Scilla: Circolo Matematico di Palermo, Suppl. Rend. Circ. Mat. Palermo, II. Ser. 48, 195-200 (1997). MSC: 90C29 PDFBibTeX XMLCite \textit{M. Pappalardo}, in: Proceedings of the workshop on equilibrium problems with side constraints. Lagrangean theory and duality II, Scilla, Italy, May 17--18, 1996. Scilla: Circolo Matematico di Palermo. 195--200 (1997; Zbl 0893.90151)
Ohama, Gan; Yanagawa, Yakashi Testing stationarity using residual. (English) Zbl 0896.62093 Bull. Inf. Cybern. 29, No. 1, 15-39 (1997). MSC: 62M10 62E20 62F05 PDFBibTeX XMLCite \textit{G. Ohama} and \textit{Y. Yanagawa}, Bull. Inf. Cybern. 29, No. 1, 15--39 (1997; Zbl 0896.62093)
Duan, Jin-Chuan Augmented GARCH\((p,q)\) process and its diffusion limit. (English) Zbl 0898.62141 J. Econom. 79, No. 1, 97-127 (1997). MSC: 62P20 60J70 62M10 PDFBibTeX XMLCite \textit{J.-C. Duan}, J. Econom. 79, No. 1, 97--127 (1997; Zbl 0898.62141) Full Text: DOI
Ahn, Seung C.; Schmidt, Peter Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation. (English) Zbl 0873.62124 J. Econom. 76, No. 1-2, 309-321 (1997). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{S. C. Ahn} and \textit{P. Schmidt}, J. Econom. 76, No. 1--2, 309--321 (1997; Zbl 0873.62124) Full Text: DOI
Koop, Gary; Ley, Eduardo; Osiewalski, Jacek; Steel, Mark F. J. Bayesian analysis of long memory and persistence using ARFIMA models. (English) Zbl 0873.62091 J. Econom. 76, No. 1-2, 149-169 (1997). MSC: 62M10 62F15 91B84 62P20 PDFBibTeX XMLCite \textit{G. Koop} et al., J. Econom. 76, No. 1--2, 149--169 (1997; Zbl 0873.62091) Full Text: DOI
Fakhre-Zakeri, Issa; Farshidi, Jamshid Limit theorems for sample covariances of stationary linear processes with applications to sequential estimation. (English) Zbl 0899.62102 Statistics 29, No. 3, 251-260 (1997). MSC: 62L12 62M10 60G40 PDFBibTeX XMLCite \textit{I. Fakhre-Zakeri} and \textit{J. Farshidi}, Statistics 29, No. 3, 251--260 (1997; Zbl 0899.62102) Full Text: DOI
Li, L.; Babuška, Ivo; Chen, J. The boundary layer for \(p\)-model plate problems. I: Asymptotic analysis. II: Boundary layer behavior. (English) Zbl 0881.73067 Acta Mech. 122, No. 1-4, 181-216 (1997). Reviewer: Hans Bufler (Gräfelding) MSC: 74K20 35Q72 35B40 PDFBibTeX XMLCite \textit{L. Li} et al., Acta Mech. 122, No. 1--4, 181--216 (1997; Zbl 0881.73067) Full Text: DOI
Denœux, Thierry; Govaert, Gérard A nonparametric clustering algorithm. (Un algorithme de classification automatique non paramétrique.) (French) Zbl 0871.62054 C. R. Acad. Sci., Paris, Sér. I 324, No. 6, 673-678 (1997). MSC: 62H30 62G99 PDFBibTeX XMLCite \textit{T. Denœux} and \textit{G. Govaert}, C. R. Acad. Sci., Paris, Sér. I 324, No. 6, 673--678 (1997; Zbl 0871.62054) Full Text: DOI
Barnett, Glen; Kohn, Robert; Sheather, Simon Robust Bayesian estimation of autoregressive-moving-average models. (English) Zbl 0936.62097 J. Time Ser. Anal. 18, No. 1, 11-28 (1997). MSC: 62M10 62F15 62F35 65C40 PDFBibTeX XMLCite \textit{G. Barnett} et al., J. Time Ser. Anal. 18, No. 1, 11--28 (1997; Zbl 0936.62097) Full Text: DOI
Dahlhaus, R. Fitting time series models to nonstationary processes. (English) Zbl 0871.62080 Ann. Stat. 25, No. 1, 1-37 (1997). MSC: 62M15 62F12 62F10 PDFBibTeX XMLCite \textit{R. Dahlhaus}, Ann. Stat. 25, No. 1, 1--37 (1997; Zbl 0871.62080) Full Text: DOI