Yamanishi, Yoshihiro; Tanaka, Yutaka Geographically weighted functional regression analysis: a numerical investigation. (English) Zbl 1330.62222 J. Jpn. Soc. Comput. Stat. 15, No. 2, Spec. Iss., 307-317 (2003). MSC: 62H11 62G08 62P12 PDFBibTeX XMLCite \textit{Y. Yamanishi} and \textit{Y. Tanaka}, J. Jpn. Soc. Comput. Stat. 15, No. 2, 307--317 (2003; Zbl 1330.62222) Full Text: DOI
Caporale, Guglielmo Maria; Pittis, Nikitas; Sakellis, Panayiotis Testing for PPP: the erratic behaviour of unit root tests. (English) Zbl 1254.91569 Econ. Lett. 80, No. 2, 277-284 (2003). MSC: 91B82 62P20 PDFBibTeX XMLCite \textit{G. M. Caporale} et al., Econ. Lett. 80, No. 2, 277--284 (2003; Zbl 1254.91569) Full Text: DOI
Hobolth, Asger The spherical deformation model. (English) Zbl 1197.62052 Biostatistics 4, No. 4, 583-595 (2003). MSC: 62H11 62H12 PDFBibTeX XMLCite \textit{A. Hobolth}, Biostatistics 4, No. 4, 583--595 (2003; Zbl 1197.62052) Full Text: DOI
Burdujan, Ilie Two classes of algebras arising from genetics. (English) Zbl 1053.92031 Sci. Ann. Univ. Agric. Sci. Vet. Med., Fac. Hortic. 45 (2002), 23-32 (2003). MSC: 17D92 92D10 92B05 17A01 PDFBibTeX XMLCite \textit{I. Burdujan}, in: Proceedings of the annual symposium on mathematics applied in biology \& biophysics, Iaşi, Romania, May 30--31, 2002. Iaşi: U. A. S. V. M. -- Iasi. 23--32 (2003; Zbl 1053.92031)
Fryzlewicz, Piotr; van Bellegem, Sébastien; von Sachs, Rainer Forecasting non-stationary time series by wavelet process modelling. (English) Zbl 1047.62085 Ann. Inst. Stat. Math. 55, No. 4, 737-764 (2003). MSC: 62M20 65T60 42C40 65C60 62P12 PDFBibTeX XMLCite \textit{P. Fryzlewicz} et al., Ann. Inst. Stat. Math. 55, No. 4, 737--764 (2003; Zbl 1047.62085) Full Text: DOI
Lim, S. C.; Muniandy, S. V. Generalized Ornstein-Uhlenbeck processes and associated self-similar processes. (English) Zbl 1083.60029 J. Phys. A, Math. Gen. 36, No. 14, 3961-3982 (2003). Reviewer: Yimin Xiao (East Lansing) MSC: 60G15 60G18 60G10 PDFBibTeX XMLCite \textit{S. C. Lim} and \textit{S. V. Muniandy}, J. Phys. A, Math. Gen. 36, No. 14, 3961--3982 (2003; Zbl 1083.60029) Full Text: DOI
Polak, Elijah Smoothing techniques for the solution of finite and semi-infinite min-max-min problems. (English) Zbl 1066.90132 Di Pillo, Gianni (ed.) et al., High performance algorithms and software for nonlinear optimization. Selected lectures presented at the workshop, Erice, Italy, June 30–July 8, 2001. Boston, MA: Kluwer Academic Publishers (ISBN 1-4020-7532-4/hbk). Appl. Optim. 82, 343-362 (2003). MSC: 90C34 90C47 PDFBibTeX XMLCite \textit{E. Polak}, Appl. Optim. 82, 343--362 (2003; Zbl 1066.90132)
Perrin, Olivier; Meiring, Wendy Nonstationarity in \(\mathbb{R}^n\) is second-order stationarity in \(\mathbb{R}^{2n}\). (English) Zbl 1064.60111 J. Appl. Probab. 40, No. 3, 815-820 (2003). Reviewer: Andreas Martin (Heidelberg) MSC: 60G60 60G12 PDFBibTeX XMLCite \textit{O. Perrin} and \textit{W. Meiring}, J. Appl. Probab. 40, No. 3, 815--820 (2003; Zbl 1064.60111) Full Text: DOI
Lahiri, S. N. A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence. (English) Zbl 1039.62087 Ann. Stat. 31, No. 2, 613-641 (2003). MSC: 62M15 62E20 62M10 PDFBibTeX XMLCite \textit{S. N. Lahiri}, Ann. Stat. 31, No. 2, 613--641 (2003; Zbl 1039.62087) Full Text: DOI
Gao, Fuqing; Quastel, Jeremy Exponential decay of entropy in the random transposition and Bernoulli-Laplace models. (English) Zbl 1046.60003 Ann. Appl. Probab. 13, No. 4, 1591-1600 (2003). Reviewer: Elise Janvresse (Rouen) MSC: 60B15 60K35 60J22 PDFBibTeX XMLCite \textit{F. Gao} and \textit{J. Quastel}, Ann. Appl. Probab. 13, No. 4, 1591--1600 (2003; Zbl 1046.60003) Full Text: DOI
Sakiyama, Kenji; Taniguchi, Masanobu Testing composite hypotheses for locally stationary processes. (English) Zbl 1036.62067 J. Time Ser. Anal. 24, No. 4, 483-504 (2003). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M07 62E20 62F05 62G20 PDFBibTeX XMLCite \textit{K. Sakiyama} and \textit{M. Taniguchi}, J. Time Ser. Anal. 24, No. 4, 483--504 (2003; Zbl 1036.62067) Full Text: DOI
Lanne, Markku; Saikkonen, Pentti Reducing size distortions of parametric stationarity tests. (English) Zbl 1036.62083 J. Time Ser. Anal. 24, No. 4, 423-439 (2003). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 62F03 PDFBibTeX XMLCite \textit{M. Lanne} and \textit{P. Saikkonen}, J. Time Ser. Anal. 24, No. 4, 423--439 (2003; Zbl 1036.62083) Full Text: DOI Link
Storti, Giuseppe; Vitale, Cosmio Likelihood inference in BL-GARCH models. (English) Zbl 1037.62091 Comput. Stat. 18, No. 3, 387-400 (2003). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62P05 PDFBibTeX XMLCite \textit{G. Storti} and \textit{C. Vitale}, Comput. Stat. 18, No. 3, 387--400 (2003; Zbl 1037.62091) Full Text: DOI
Psaradakis, Zacharias A sieve bootstrap test for stationarity. (English) Zbl 1116.62395 Stat. Probab. Lett. 62, No. 3, 263-274 (2003). MSC: 62M10 60G10 62G09 PDFBibTeX XMLCite \textit{Z. Psaradakis}, Stat. Probab. Lett. 62, No. 3, 263--274 (2003; Zbl 1116.62395) Full Text: DOI
García-Soidán, Pilar H.; González-Manteiga, Wenceslao; Febrero-Bande, Manuel Local linear regression estimation of the variogram. (English) Zbl 1113.62318 Stat. Probab. Lett. 64, No. 2, 169-179 (2003). MSC: 62G08 62M30 PDFBibTeX XMLCite \textit{P. H. García-Soidán} et al., Stat. Probab. Lett. 64, No. 2, 169--179 (2003; Zbl 1113.62318) Full Text: DOI
Pipiras, Vladas; Taqqu, Murad S.; Abry, Patrice Can continuous-time stationary stable processes have discrete linear representations? (English) Zbl 1171.60344 Stat. Probab. Lett. 64, No. 2, 147-157 (2003). MSC: 60G52 37A20 37A50 60G10 60G18 PDFBibTeX XMLCite \textit{V. Pipiras} et al., Stat. Probab. Lett. 64, No. 2, 147--157 (2003; Zbl 1171.60344) Full Text: DOI
Matsuura, Masaya On a new fluctuation-dissipation theorem for degenerate stationary flows. (English) Zbl 1034.60037 Methodol. Comput. Appl. Probab. 5, No. 3, 369-387 (2003). MSC: 60G10 60G35 15A09 PDFBibTeX XMLCite \textit{M. Matsuura}, Methodol. Comput. Appl. Probab. 5, No. 3, 369--387 (2003; Zbl 1034.60037) Full Text: DOI
Karp, Larry; Lee, In Ho Time-consistent policies. (English) Zbl 1054.91060 J. Econ. Theory 112, No. 2, 353-364 (2003). MSC: 91B64 PDFBibTeX XMLCite \textit{L. Karp} and \textit{I. H. Lee}, J. Econ. Theory 112, No. 2, 353--364 (2003; Zbl 1054.91060) Full Text: DOI
Busetti, Fabio; Taylor, A. M. Robert Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots. (English) Zbl 1026.62086 J. Econom. 117, No. 1, 21-53 (2003). MSC: 62M10 62P20 62F03 PDFBibTeX XMLCite \textit{F. Busetti} and \textit{A. M. R. Taylor}, J. Econom. 117, No. 1, 21--53 (2003; Zbl 1026.62086) Full Text: DOI
Lin, G. H.; Fukushima, M. New relaxation method for mathematical programs with complementarity constraints. (English) Zbl 1033.90086 J. Optimization Theory Appl. 118, No. 1, 81-116 (2003). MSC: 90C26 90C46 PDFBibTeX XMLCite \textit{G. H. Lin} and \textit{M. Fukushima}, J. Optim. Theory Appl. 118, No. 1, 81--116 (2003; Zbl 1033.90086) Full Text: DOI
Shul’ga, M. O.; Bezverkhyj, O. L.; Korniyenko, V. F. Dynamics of flexible extensive one-dimensional systems with nonlinear elastic characteristics under interaction with the environment. (Ukrainian. English summary) Zbl 1136.74307 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2003, No. 3, 59-63 (2003). MSC: 74B20 PDFBibTeX XMLCite \textit{M. O. Shul'ga} et al., Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2003, No. 3, 59--63 (2003; Zbl 1136.74307)
Liu, Jichun On the strict stationary property and the ergodicity of a model for asymmetric GARCH. (Chinese. English summary) Zbl 1016.62103 J. Xiamen Univ., Nat. Sci. 42, No. 2, 153-156 (2003). MSC: 62M10 PDFBibTeX XMLCite \textit{J. Liu}, J. Xiamen Univ., Nat. Sci. 42, No. 2, 153--156 (2003; Zbl 1016.62103)
Rao, T. Subba; Terdik, Gy. On the theory of discrete and continuous bilinear time series models. (English) Zbl 1016.62102 Shanbhag, D. N. (ed.) et al., Stochastic processes: Modelling and simulation. Amsterdam: North-Holland. Handb. Stat. 21, 827-870 (2003). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{T. S. Rao} and \textit{Gy. Terdik}, Handb. Stat. 21, 827--870 (2003; Zbl 1016.62102)
Iglói, Endre; Terdik, György Superposition of diffusions with linear generator and its multifractal limit process. (English) Zbl 1017.60087 ESAIM, Probab. Stat. 7, 23-88 (2003). MSC: 60J60 60G10 93E12 60J70 PDFBibTeX XMLCite \textit{E. Iglói} and \textit{G. Terdik}, ESAIM, Probab. Stat. 7, 23--88 (2003; Zbl 1017.60087) Full Text: DOI Numdam EuDML
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
Henriques, Carla; Oliveira, Paulo Eduardo Estimation of a two-dimensional distribution function under association. (English) Zbl 1031.62027 J. Stat. Plann. Inference 113, No. 1, 137-150 (2003). MSC: 62G07 62G20 62G30 PDFBibTeX XMLCite \textit{C. Henriques} and \textit{P. E. Oliveira}, J. Stat. Plann. Inference 113, No. 1, 137--150 (2003; Zbl 1031.62027) Full Text: DOI
Banerjee, S.; Gelfand, A. E. On smoothness properties of spatial processes. (English) Zbl 1012.60041 J. Multivariate Anal. 84, No. 1, 85-100 (2003). Reviewer: Jiří Anděl (Praha) MSC: 60G10 62H11 62M30 60G17 PDFBibTeX XMLCite \textit{S. Banerjee} and \textit{A. E. Gelfand}, J. Multivariate Anal. 84, No. 1, 85--100 (2003; Zbl 1012.60041) Full Text: DOI