Van Lith, Janneke Ergodic theory, interpretations of probability and the foundations of statistical mechanics. (English) Zbl 1222.82033 Stud. Hist. Philos. Sci., Part B, Stud. Hist. Philos. Mod. Phys. 32, No. 4, 581-594 (2001). MSC: 82B03 PDFBibTeX XMLCite \textit{J. Van Lith}, Stud. Hist. Philos. Sci., Part B, Stud. Hist. Philos. Mod. Phys. 32, No. 4, 581--594 (2001; Zbl 1222.82033) Full Text: DOI
Diblasi, A.; Bowman, A. W. On the use of the variogram in checking for independence in spatial data. (English) Zbl 1209.62209 Biometrics 57, No. 1, 211-218 (2001). MSC: 62M30 62G08 PDFBibTeX XMLCite \textit{A. Diblasi} and \textit{A. W. Bowman}, Biometrics 57, No. 1, 211--218 (2001; Zbl 1209.62209) Full Text: DOI
Bryc, Wlodzimierz Stationary Markov chains with linear regressions. (English) Zbl 1056.60069 Stochastic Processes Appl. 93, No. 2, 339-348 (2001). Reviewer: František Matúš (Praha) MSC: 60J10 PDFBibTeX XMLCite \textit{W. Bryc}, Stochastic Processes Appl. 93, No. 2, 339--348 (2001; Zbl 1056.60069) Full Text: DOI arXiv
Tay, Francis Eng Hock; Cao, Li Juan Improved financial time series forecasting by combining Support Vector Machines with self-organizing feature map. (English) Zbl 1083.91567 Intell. Data Anal. 5, No. 4, 339-354 (2001). MSC: 91B84 68T05 PDFBibTeX XML
Del Barrio Castro, Tomás; Del Sur Mora, Ana; Suriñach Caralt, Jordi ADF, PP & KPSS tests performance when applied to seasonal adjusted time series. (Spanish. English summary) Zbl 1049.62097 Qüestiió (2) 25, No. 1, 19-46 (2001). MSC: 62M10 62P20 62F03 62F05 PDFBibTeX XMLCite \textit{T. Del Barrio Castro} et al., Qüestiió (2) 25, No. 1, 19--46 (2001; Zbl 1049.62097) Full Text: EuDML
Sankin, Yu. N. Nonstationary problems of dynamics of viscoelastic body with distributed parameters. (Russian) Zbl 1042.74008 Vestn. Ul’yanovsk. Gos. Tekh. Univ., Ser. Estestv. Nauki 2001, No. 3, 92-98 (2001). Reviewer: Boris V. Loginov (Ul’yanovsk) MSC: 74D05 74H10 PDFBibTeX XMLCite \textit{Yu. N. Sankin}, Vestn. Ul'yanovsk. Gos. Tekh. Univ., Ser. Estestv. Nauki 2001, No. 3, 92--98 (2001; Zbl 1042.74008)
Jin, Lan; Park, Heon-Jin Unit root test with the weighted symmetric estimator for the seasonal time series. (English) Zbl 1020.62083 Chin. J. Appl. Probab. Stat. 17, No. 1, 59-66 (2001). MSC: 62M10 62F05 62F12 PDFBibTeX XMLCite \textit{L. Jin} and \textit{H.-J. Park}, Chin. J. Appl. Probab. Stat. 17, No. 1, 59--66 (2001; Zbl 1020.62083)
Shi, Ningzhong; Liu, Jichun Multivariate generalized autoregressive conditional heteroscedastic model. (English) Zbl 1022.62086 Northeast. Math. J. 17, No. 3, 323-332 (2001). MSC: 62M10 15A99 PDFBibTeX XMLCite \textit{N. Shi} and \textit{J. Liu}, Northeast. Math. J. 17, No. 3, 323--332 (2001; Zbl 1022.62086)
Pokianos, Konstantinos Trunkated Poisson regression for time series of counts. (English) Zbl 1010.62080 Scand. J. Stat. 28, No. 4, 645-659 (2001). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62M10 62J12 62P10 PDFBibTeX XMLCite \textit{K. Pokianos}, Scand. J. Stat. 28, No. 4, 645--659 (2001; Zbl 1010.62080) Full Text: DOI
Leśkow, J. The impact of stationarity assessment on studies of volatility and value-at-risk. (English) Zbl 1090.91539 Math. Comput. Modelling 34, No. 9-11, 1213-1222 (2001). MSC: 91B28 62M10 62P05 PDFBibTeX XMLCite \textit{J. Leśkow}, Math. Comput. Modelling 34, No. 9--11, 1213--1222 (2001; Zbl 1090.91539) Full Text: DOI
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)
Sharma, Vinod Queues with service rate controlled by a delayed feedback. (English) Zbl 0994.60089 Queueing Syst. 39, No. 4, 303-315 (2001). Reviewer: O.K.Zakusilo (Kyïv) MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{V. Sharma}, Queueing Syst. 39, No. 4, 303--315 (2001; Zbl 0994.60089) Full Text: DOI
Nur, D.; Wolff, R. C.; Mengersen, K. L. Phase randomisation: numerical study of higher cumulants behaviour. (English) Zbl 1079.62543 Comput. Stat. Data Anal. 37, No. 4, 487-513 (2001). MSC: 62M10 65C40 PDFBibTeX XMLCite \textit{D. Nur} et al., Comput. Stat. Data Anal. 37, No. 4, 487--513 (2001; Zbl 1079.62543) Full Text: DOI
Lee, Oesook; Shin, Dong Wan A note on stationarity of the MTAR process on the boundary of the stationarity region. (English) Zbl 0993.60033 Econ. Lett. 73, No. 3, 263-268 (2001). MSC: 60G10 62M10 PDFBibTeX XMLCite \textit{O. Lee} and \textit{D. W. Shin}, Econ. Lett. 73, No. 3, 263--268 (2001; Zbl 0993.60033) Full Text: DOI
Clements, Michael P.; Hendry, David F. Forecasting with difference-stationary and trend-stationary models. (English) Zbl 1004.62074 Econom. J. 4, No. 1, S 1-S 19 (2001). MSC: 62M20 PDFBibTeX XMLCite \textit{M. P. Clements} and \textit{D. F. Hendry}, Econom. J. 4, No. 1, S\, 1-S\, 19 (2001; Zbl 1004.62074) Full Text: DOI
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)
Brix, Anders; Møller, Jesper Space-time multi type log Gaussian Cox processes with a view to modelling weeds. (English) Zbl 0981.62079 Scand. J. Stat. 28, No. 3, 471-488 (2001). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62M30 62G07 PDFBibTeX XMLCite \textit{A. Brix} and \textit{J. Møller}, Scand. J. Stat. 28, No. 3, 471--488 (2001; Zbl 0981.62079) Full Text: DOI
Wang, Yazhen; Cavanaugh, Joseph E.; Song, Changyong Self-similarity index estimation via wavelets for locally self-similar processes. (English) Zbl 0989.62045 J. Stat. Plann. Inference 99, No. 1, 91-110 (2001). MSC: 62M09 62G05 62M10 42C40 PDFBibTeX XMLCite \textit{Y. Wang} et al., J. Stat. Plann. Inference 99, No. 1, 91--110 (2001; Zbl 0989.62045) Full Text: DOI
Mira, Antonietta Efficiency of finite state space Monte Carlo Markov chains. (English) Zbl 0989.60066 Stat. Probab. Lett. 54, No. 4, 405-411 (2001). MSC: 60J10 PDFBibTeX XMLCite \textit{A. Mira}, Stat. Probab. Lett. 54, No. 4, 405--411 (2001; Zbl 0989.60066) Full Text: DOI
Mukhopadhyay, Debabrata; Sarkar, Nityananda Has there been an acceleration in the growth of agriculture in West Bengal? A fresh look using modern time series techniques. (English) Zbl 0995.62110 Sankhyā, Ser. B 63, No. 1, 89-107 (2001). MSC: 62P20 91B84 PDFBibTeX XMLCite \textit{D. Mukhopadhyay} and \textit{N. Sarkar}, Sankhyā, Ser. B 63, No. 1, 89--107 (2001; Zbl 0995.62110)
Tzavelas, George; Paliatsos, Athanasios G. Truncated quasi-score function in the 1-dependent and stationary case. (English) Zbl 0980.62092 Stat. Probab. Lett. 53, No. 1, 1-9 (2001). MSC: 62M99 62F12 62J12 62H12 PDFBibTeX XMLCite \textit{G. Tzavelas} and \textit{A. G. Paliatsos}, Stat. Probab. Lett. 53, No. 1, 1--9 (2001; Zbl 0980.62092) Full Text: DOI
Lim, S. C.; Muniandy, S. V. Local asymptotic properties of multifractional Brownian motion. (English) Zbl 1029.60026 Demuth, Michael (ed.) et al., Partial differential equations and spectral theory. Proceedings of the PDE 2000 conference, Clausthal, Germany, July 24-28, 2000. Basel: Birkhäuser. Oper. Theory, Adv. Appl. 126, 205-214 (2001). Reviewer: A.A.Dorogovtsev (Kyïv) MSC: 60G15 26A33 60G17 60G18 PDFBibTeX XMLCite \textit{S. C. Lim} and \textit{S. V. Muniandy}, in: Partial differential equations and spectral theory. Proceedings of the PDE 2000 conference, Clausthal, Germany, July 24--28, 2000. Basel: Birkhäuser. 205--214 (2001; Zbl 1029.60026)
Mei, Changlin; Zhang, Wenxiu; Leung, Yee Statistical inferences for varying-coefficient models based on locally weighted regression technique. (English) Zbl 0999.62040 Acta Math. Appl. Sin., Engl. Ser. 17, No. 3, 407-417 (2001). MSC: 62H15 62J05 62H12 PDFBibTeX XMLCite \textit{C. Mei} et al., Acta Math. Appl. Sin., Engl. Ser. 17, No. 3, 407--417 (2001; Zbl 0999.62040) Full Text: DOI
Lee, Oesook; Kim, Jihyun Strict stationarity and functional central limit theorem for ARCH/GARCH models. (English) Zbl 1009.62078 Bull. Korean Math. Soc. 38, No. 3, 495-504 (2001). MSC: 62M10 60F17 60J10 PDFBibTeX XMLCite \textit{O. Lee} and \textit{J. Kim}, Bull. Korean Math. Soc. 38, No. 3, 495--504 (2001; Zbl 1009.62078)
Hammond, Joseph K.; Waters, Timothy P. Signal processing for experimental modal analysis. (English) Zbl 0991.70014 Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 359, No. 1778, 41-59 (2001). MSC: 70J10 70J50 70-02 93B30 PDFBibTeX XMLCite \textit{J. K. Hammond} and \textit{T. P. Waters}, Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 359, No. 1778, 41--59 (2001; Zbl 0991.70014) Full Text: DOI
Hinich, Melvin J.; Wild, Phillip Testing time-series stationarity against an alternative whose mean is periodic. (English) Zbl 0989.91093 Macroecon. Dyn. 5, No. 3, 380-412 (2001). MSC: 91B84 PDFBibTeX XMLCite \textit{M. J. Hinich} and \textit{P. Wild}, Macroecon. Dyn. 5, No. 3, 380--412 (2001; Zbl 0989.91093)
van Harn, K.; Steutel, F. W. Stationarity of delayed subordinators. (English) Zbl 0988.60048 Stoch. Models 17, No. 3, 369-374 (2001). Reviewer: Thomas Simon (Évry) MSC: 60G51 PDFBibTeX XMLCite \textit{K. van Harn} and \textit{F. W. Steutel}, Stoch. Models 17, No. 3, 369--374 (2001; Zbl 0988.60048) Full Text: DOI
Klimek, Maciej; Strandell, Gustaf; Tysk, Johan Testing weak stationarity of stock returns. (English) Zbl 0973.91034 Theory Stoch. Process. 7(23), No. 1-2, 196-202 (2001). Reviewer: A.D.Borisenko (Kyïv) MSC: 91B28 PDFBibTeX XMLCite \textit{M. Klimek} et al., Theory Stoch. Process. 7(23), No. 1--2, 196--202 (2001; Zbl 0973.91034)
Weil, Wolfgang Densities of mixed volumes for Boolean models. (English) Zbl 0978.60014 Adv. Appl. Probab. 33, No. 1, 39-60 (2001). Reviewer: V.Schmidt (Ulm) MSC: 60D05 PDFBibTeX XMLCite \textit{W. Weil}, Adv. Appl. Probab. 33, No. 1, 39--60 (2001; Zbl 0978.60014) Full Text: DOI
Wu, C.-P.; Wang, Y.-M.; Hung, Y.-C. Asymptotic finite strip analysis of doubly curved laminated shells. (English) Zbl 1015.74031 Comput. Mech. 27, No. 2, 107-118 (2001). MSC: 74K25 74G10 74E30 PDFBibTeX XMLCite \textit{C. P. Wu} et al., Comput. Mech. 27, No. 2, 107--118 (2001; Zbl 1015.74031) Full Text: DOI
Masuda, Naoki; Okabe, Yasunori Time series analysis with wavelet coefficients. (English) Zbl 0974.62071 Japan J. Ind. Appl. Math. 18, No. 1, 131-160 (2001). MSC: 62M10 42C40 PDFBibTeX XMLCite \textit{N. Masuda} and \textit{Y. Okabe}, Japan J. Ind. Appl. Math. 18, No. 1, 131--160 (2001; Zbl 0974.62071) Full Text: DOI
Guerrero, Victor M.; Juárez, Rodrigo; Poncela, Pilar Data graduation based on statistical time series methods. (English) Zbl 0981.62084 Stat. Probab. Lett. 52, No. 2, 169-175 (2001). MSC: 62P10 62M10 PDFBibTeX XMLCite \textit{V. M. Guerrero} et al., Stat. Probab. Lett. 52, No. 2, 169--175 (2001; Zbl 0981.62084) Full Text: DOI
Xiao, Zhijie Testing the null hypothesis of stationarity against an autoregressive unit root alternative. (English) Zbl 0967.91068 J. Time Ser. Anal. 22, No. 1, 87-106 (2001). Reviewer: A.V.Swishchuk (Kyïv) MSC: 91B84 62M10 60J65 60G10 PDFBibTeX XMLCite \textit{Z. Xiao}, J. Time Ser. Anal. 22, No. 1, 87--106 (2001; Zbl 0967.91068) Full Text: DOI
Fill, James Allen; Schoolfield, Clyde H. jun. Mixing times for Markov chains on wreath products and related homogeneous spaces. (English) Zbl 0976.60069 Electron. J. Probab. 6, Paper No. 11, 22 p. (2001). MSC: 60J10 20E22 60B10 PDFBibTeX XMLCite \textit{J. A. Fill} and \textit{C. H. Schoolfield jun.}, Electron. J. Probab. 6, Paper No. 11, 22 p. (2001; Zbl 0976.60069) Full Text: DOI arXiv EuDML EMIS
Fleischer, J.; Diamond, P. H. Instantons and intermittency in 1-D MHD Burgerlence. (English) Zbl 1028.76055 Phys. Lett., A 283, No. 3-4, 237-242 (2001). MSC: 76W05 76F30 PDFBibTeX XMLCite \textit{J. Fleischer} and \textit{P. H. Diamond}, Phys. Lett., A 283, No. 3--4, 237--242 (2001; Zbl 1028.76055) Full Text: DOI
Scholtes, Stefan Convergence properties of a regularization scheme for mathematical programs with complementarity constraints. (English) Zbl 1010.90086 SIAM J. Optim. 11, No. 4, 918-936 (2001). MSC: 90C33 90C31 90C30 PDFBibTeX XMLCite \textit{S. Scholtes}, SIAM J. Optim. 11, No. 4, 918--936 (2001; Zbl 1010.90086) Full Text: DOI
El Babsiri, Mohamed; Zakoian, Jean-Michel Contemporaneous asymmetry in GARCH processes. (English) Zbl 0997.62084 J. Econom. 101, No. 2, 257-294 (2001). MSC: 62P05 91B84 62P20 PDFBibTeX XMLCite \textit{M. El Babsiri} and \textit{J.-M. Zakoian}, J. Econom. 101, No. 2, 257--294 (2001; Zbl 0997.62084) Full Text: DOI