Shushbaev, S. Sh.; Shodiev, S. Yu. On a necessary and sufficient condition for strong stationarity of positive quadratic forms. (Russian. English summary) Zbl 1464.11042 Uzb. Mat. Zh. 2004, No. 1, 88-91 (2004). MSC: 11E45 PDFBibTeX XMLCite \textit{S. Sh. Shushbaev} and \textit{S. Yu. Shodiev}, Uzb. Mat. Zh. 2004, No. 1, 88--91 (2004; Zbl 1464.11042)
Landau, Sabine; Rabe-Hesketh, Sophia; Everall, Ian P. Nonparametric one-way analysis of variance of replicated bivariate spatial point patterns. (English) Zbl 1442.62470 Biom. J. 46, No. 1, 19-34 (2004). MSC: 62P10 PDFBibTeX XMLCite \textit{S. Landau} et al., Biom. J. 46, No. 1, 19--34 (2004; Zbl 1442.62470) Full Text: DOI
Refinetti, Roberto Non-stationary time series and the robustness of circadian rhythms. (English) Zbl 1439.92025 J. Theor. Biol. 227, No. 4, 571-581 (2004). MSC: 92B25 PDFBibTeX XMLCite \textit{R. Refinetti}, J. Theor. Biol. 227, No. 4, 571--581 (2004; Zbl 1439.92025) Full Text: DOI
Clémençon, Stéphan; Slim, Skander Statistical analysis of financial time series under the assumption of local stationarity. (English) Zbl 1409.62211 Quant. Finance 4, No. 2, 208-220 (2004). MSC: 62P05 62M10 91B84 62G05 PDFBibTeX XMLCite \textit{S. Clémençon} and \textit{S. Slim}, Quant. Finance 4, No. 2, 208--220 (2004; Zbl 1409.62211) Full Text: DOI
Zaffaroni, Paolo Contemporaneous aggregation of linear dynamic models in large economies. (English) Zbl 1282.91263 J. Econom. 120, No. 1, 75-102 (2004). MSC: 91B82 62P20 62M10 PDFBibTeX XMLCite \textit{P. Zaffaroni}, J. Econom. 120, No. 1, 75--102 (2004; Zbl 1282.91263) Full Text: DOI
Anderson, T. W. A simple proof of a condition for cointegration. (English) Zbl 1268.62104 Dasgupta, Anirban (ed.), A Festschrift for Herman Rubin. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 0-940600-61-7/pbk). Institute of Mathematical Statistics Lecture Notes - Monograph Series 45, 378-384 (2004). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{T. W. Anderson}, IMS Lect. Notes, Monogr. Ser. 45, 378--384 (2004; Zbl 1268.62104)
Juhl, Ted A Lagrange multiplier stationarity test using covariates. (English) Zbl 1255.62252 Econ. Lett. 85, No. 3, 321-326 (2004). MSC: 62M10 62F03 62H12 PDFBibTeX XMLCite \textit{T. Juhl}, Econ. Lett. 85, No. 3, 321--326 (2004; Zbl 1255.62252) Full Text: DOI
Lee, Oesook; Shin, Dong Wan Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility. (English) Zbl 1254.91674 Econ. Lett. 84, No. 2, 167-173 (2004). MSC: 91B84 62M10 91B82 60G10 PDFBibTeX XMLCite \textit{O. Lee} and \textit{D. W. Shin}, Econ. Lett. 84, No. 2, 167--173 (2004; Zbl 1254.91674) Full Text: DOI
Cavaliere, Giuseppe Testing stationarity under a permanent variance shift. (English) Zbl 1254.91641 Econ. Lett. 82, No. 3, 403-408 (2004). MSC: 91B84 62J10 PDFBibTeX XMLCite \textit{G. Cavaliere}, Econ. Lett. 82, No. 3, 403--408 (2004; Zbl 1254.91641) Full Text: DOI
Outrata, Jiří V. A note on a class of equilibrium problems with equilibrium constraints. (English) Zbl 1249.49017 Kybernetika 40, No. 5, 585-594 (2004). MSC: 49J40 49J52 91B24 91A65 PDFBibTeX XMLCite \textit{J. V. Outrata}, Kybernetika 40, No. 5, 585--594 (2004; Zbl 1249.49017) Full Text: EuDML Link
Hendry, David F. Causality and exogeneity in non-stationary economic time series. (English) Zbl 1284.91473 Welfe, Aleksander (ed.), New directions in macromodelling. Amsterdam: Elsevier (ISBN 0-444-51633-6/hbk). Contributions to Economic Analysis 269, 21-48 (2004). MSC: 91B84 91B64 PDFBibTeX XMLCite \textit{D. F. Hendry}, in: New directions in macromodelling. Amsterdam: Elsevier. 21--48 (2004; Zbl 1284.91473) Full Text: DOI
Haidar, Nassar H. S.; Hamzeh, Adnan M.; Hamzeh, Sournaya M.; El-Nakat, Edward On martingales invoked by stochastic exponential and monomial densities. (English) Zbl 1118.60032 Random Oper. Stoch. Equ. 12, No. 4, 349-360 (2004). MSC: 60G42 PDFBibTeX XMLCite \textit{N. H. S. Haidar} et al., Random Oper. Stoch. Equ. 12, No. 4, 349--360 (2004; Zbl 1118.60032) Full Text: DOI
Mikosch, Thomas; Stărică, Cătălin Changes of structure in financial time series and the GARCH model. (English) Zbl 1132.62352 REVSTAT 2, No. 1, 41-73 (2004). MSC: 62M15 60F17 62P05 62G10 65C05 62M10 PDFBibTeX XMLCite \textit{T. Mikosch} and \textit{C. Stărică}, REVSTAT 2, No. 1, 41--73 (2004; Zbl 1132.62352)
Subba Rao, Suhasini On multiple regression models with nonstationary correlated errors. (English) Zbl 1108.62093 Biometrika 91, No. 3, 645-659 (2004). MSC: 62M10 62F10 62E20 62M09 62G08 86A10 PDFBibTeX XMLCite \textit{S. Subba Rao}, Biometrika 91, No. 3, 645--659 (2004; Zbl 1108.62093) Full Text: DOI Link
Hüsler, J. Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes. (English) Zbl 1088.60014 Extremes 7, No. 2, 179-190 (2004). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60F05 60G15 PDFBibTeX XMLCite \textit{J. Hüsler}, Extremes 7, No. 2, 179--190 (2004; Zbl 1088.60014) Full Text: DOI
de Uña-Álvarez, Jacobo Nonparametric estimation under length-biased sampling and type I censoring: A moment based approach. (English) Zbl 1078.62031 Ann. Inst. Stat. Math. 56, No. 4, 667-681 (2004). MSC: 62G05 62N01 62G20 60F05 PDFBibTeX XMLCite \textit{J. de Uña-Álvarez}, Ann. Inst. Stat. Math. 56, No. 4, 667--681 (2004; Zbl 1078.62031) Full Text: DOI
Becker-Kern, Peter Random integral representation of operator-semi-self-similar processes with independent increments. (English) Zbl 1075.60029 Stochastic Processes Appl. 109, No. 2, 327-344 (2004). MSC: 60G18 60G51 60H05 PDFBibTeX XMLCite \textit{P. Becker-Kern}, Stochastic Processes Appl. 109, No. 2, 327--344 (2004; Zbl 1075.60029) Full Text: DOI
Prestemon, Jeffrey P.; Pye, John M.; Holmes, Thomas P. Temporal aggregation and testing for timber price behavior. (English) Zbl 1118.91343 Nat. Resour. Model. 17, No. 2, 123-162 (2004). MSC: 91B76 91B84 PDFBibTeX XMLCite \textit{J. P. Prestemon} et al., Nat. Resour. Model. 17, No. 2, 123--162 (2004; Zbl 1118.91343) Full Text: DOI
van Bellegem, Sébastien; von Sachs, Rainer On adaptive estimation for locally stationary wavelet processes and its applications. (English) Zbl 1071.62083 Int. J. Wavelets Multiresolut. Inf. Process. 2, No. 4, 545-565 (2004). MSC: 62M15 62G05 65T60 60G10 PDFBibTeX XMLCite \textit{S. van Bellegem} and \textit{R. von Sachs}, Int. J. Wavelets Multiresolut. Inf. Process. 2, No. 4, 545--565 (2004; Zbl 1071.62083) Full Text: DOI
Frantzikinakis, Nikos The structure of strongly stationary systems. (English) Zbl 1073.60040 J. Anal. Math. 93, 359-388 (2004). MSC: 60G10 11B25 37A45 PDFBibTeX XMLCite \textit{N. Frantzikinakis}, J. Anal. Math. 93, 359--388 (2004; Zbl 1073.60040) Full Text: DOI arXiv
Qin, Qing-Hua Dual variational formulation for Trefftz finite element method of elastic materials. (English) Zbl 1079.74648 Mech. Res. Commun. 31, No. 3, 321-330 (2004). MSC: 74S05 PDFBibTeX XMLCite \textit{Q.-H. Qin}, Mech. Res. Commun. 31, No. 3, 321--330 (2004; Zbl 1079.74648) Full Text: DOI
Klüppelberg, Claudia; Lindner, Alexander; Maller, Ross A continuous-time GARCH process driven by a Lévy process: Stationarity and second-order behaviour. (English) Zbl 1068.62093 J. Appl. Probab. 41, No. 3, 601-622 (2004). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 62M10 60G10 60J25 62P05 91B28 60H10 PDFBibTeX XMLCite \textit{C. Klüppelberg} et al., J. Appl. Probab. 41, No. 3, 601--622 (2004; Zbl 1068.62093) Full Text: DOI Link
Hobijn, Bart; Franses, Philip Hans; Ooms, Marius Generalizations of the KPSS-test for stationarity. (English) Zbl 1061.62136 Stat. Neerl. 58, No. 4, 483-502 (2004). MSC: 62M10 65C05 65C60 62E20 PDFBibTeX XMLCite \textit{B. Hobijn} et al., Stat. Neerl. 58, No. 4, 483--502 (2004; Zbl 1061.62136) Full Text: DOI
Subba Rao, T.; Tsolaki, E. P. Nonstationary time series analysis of monthly global temperature anomalies. (English) Zbl 1062.62250 Brillinger, David R. (ed.) et al., Time series analysis and applications to geophysical systems. Papers presented the workshop, Minneapolis, MN, USA, November 12–15, 2001. New York, NY: Springer (ISBN 0-387-22311-8/hbk). The IMA Volumes in Mathematics and its Applications 139, 73-103 (2004). MSC: 62P12 62M10 86A10 62M15 62M20 PDFBibTeX XMLCite \textit{T. Subba Rao} and \textit{E. P. Tsolaki}, IMA Vol. Math. Appl. 139, 73--103 (2004; Zbl 1062.62250)
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
Gefferth, A.; Veitch, D.; Ruzsa, I.; Maricza, I.; Molnár, S. A new class of second order self-similar processes. (English) Zbl 1068.60050 Stoch. Models 20, No. 3, 381-389 (2004). Reviewer: Rudolf Gorenflo (Berlin) MSC: 60G12 60G10 60G18 PDFBibTeX XMLCite \textit{A. Gefferth} et al., Stoch. Models 20, No. 3, 381--389 (2004; Zbl 1068.60050) Full Text: DOI
Arvanitis, Stelios; Demos, Antonis Time dependence and moments of a family of time-varying parameter GARCH in mean models. (English) Zbl 1052.91072 J. Time Ser. Anal. 25, No. 1, 1-25 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B84 91B28 62M10 PDFBibTeX XMLCite \textit{S. Arvanitis} and \textit{A. Demos}, J. Time Ser. Anal. 25, No. 1, 1--25 (2004; Zbl 1052.91072) Full Text: DOI
Shul’ga, M. O.; Bezverkhyj, O. I. On the solution of dynamical problems for discrete-continuous flexible one-dimensional systems with nonpotential deformation characteristics. (Ukrainian. English summary) Zbl 1077.74543 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2004, No. 7, 54-61 (2004). MSC: 74H15 74S30 PDFBibTeX XMLCite \textit{M. O. Shul'ga} and \textit{O. I. Bezverkhyj}, Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2004, No. 7, 54--61 (2004; Zbl 1077.74543)
Cummings, James; Foreman, Matthew; Magidor, Menachem Canonical structure in the universe of set theory. I. (English) Zbl 1058.03051 Ann. Pure Appl. Logic 129, No. 1-3, 211-243 (2004). MSC: 03E35 03E55 03E04 03E05 PDFBibTeX XMLCite \textit{J. Cummings} et al., Ann. Pure Appl. Logic 129, No. 1--3, 211--243 (2004; Zbl 1058.03051) Full Text: DOI
Yang, Ceping; Gao, Chengxiu On stationarity of the solution of the stochastic time series model in the MA(2) series. (Chinese. English summary) Zbl 1051.60501 J. Math., Wuhan Univ. 24, No. 4, 433-437 (2004). MSC: 60G10 PDFBibTeX XMLCite \textit{C. Yang} and \textit{C. Gao}, J. Math., Wuhan Univ. 24, No. 4, 433--437 (2004; Zbl 1051.60501)
Teamah, A. A. M.; Bakouch, H. S. Multitaper multivariate spectral estimators of time series with distorted observations. (English) Zbl 1046.62098 Int. J. Pure Appl. Math. 14, No. 1, 47-59 (2004). MSC: 62M15 62E20 62M10 PDFBibTeX XMLCite \textit{A. A. M. Teamah} and \textit{H. S. Bakouch}, Int. J. Pure Appl. Math. 14, No. 1, 47--59 (2004; Zbl 1046.62098)
Wu, Wei Biao; Shao, Xiaofeng Limit theorems for iterated random functions. (English) Zbl 1046.60024 J. Appl. Probab. 41, No. 2, 425-436 (2004). MSC: 60F05 60F17 60G42 60J10 PDFBibTeX XMLCite \textit{W. B. Wu} and \textit{X. Shao}, J. Appl. Probab. 41, No. 2, 425--436 (2004; Zbl 1046.60024) Full Text: DOI
Genton, Marc G.; Perrin, Olivier On a time deformation reducing nonstationary stochastic processes to local stationarity. (English) Zbl 1049.62098 J. Appl. Probab. 41, No. 1, 236-249 (2004). Reviewer: Tomáš Cipra (Praha) MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{M. G. Genton} and \textit{O. Perrin}, J. Appl. Probab. 41, No. 1, 236--249 (2004; Zbl 1049.62098) Full Text: DOI Link
Wang, Hai-Bin; Wei, Bo-Cheng Separable lower triangular bilinear model. (English) Zbl 1045.62091 J. Appl. Probab. 41, No. 1, 221-235 (2004). MSC: 62M10 62M15 60G10 PDFBibTeX XMLCite \textit{H.-B. Wang} and \textit{B.-C. Wei}, J. Appl. Probab. 41, No. 1, 221--235 (2004; Zbl 1045.62091) Full Text: DOI
Glynn, Peter W.; Thorisson, Hermann Limit theory for taboo-regenerative processes. (English) Zbl 1061.90031 Queueing Syst. 46, No. 3-4, 271-294 (2004). MSC: 90B22 PDFBibTeX XMLCite \textit{P. W. Glynn} and \textit{H. Thorisson}, Queueing Syst. 46, No. 3--4, 271--294 (2004; Zbl 1061.90031) Full Text: DOI
Ferrari, P. A.; Landim, C.; Thorisson, H. Poisson trees, succession lines and coalescing random walks. (English) Zbl 1042.60064 Ann. Inst. Henri Poincaré, Probab. Stat. 40, No. 2, 141-152 (2004). MSC: 60K35 60G50 PDFBibTeX XMLCite \textit{P. A. Ferrari} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 40, No. 2, 141--152 (2004; Zbl 1042.60064) Full Text: DOI arXiv Numdam Numdam EuDML
Forbes, Michael G.; Forbes, J. Fraser; Guay, Martin Regulating discrete-time stochastic systems: focusing on the probability density function. (English) Zbl 1036.93042 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 11, No. 1-2, 81-100 (2004). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 93C55 93C10 37H10 PDFBibTeX XMLCite \textit{M. G. Forbes} et al., Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 11, No. 1--2, 81--100 (2004; Zbl 1036.93042)
García-Soidán, Pilar H.; Febrero-Bande, Manuel; González-Manteiga, Wenceslao Nonparametric kernel estimation of an isotropic variogram. (English) Zbl 1038.62036 J. Stat. Plann. Inference 121, No. 1, 65-92 (2004). MSC: 62G07 62M30 62G20 65C60 PDFBibTeX XMLCite \textit{P. H. García-Soidán} et al., J. Stat. Plann. Inference 121, No. 1, 65--92 (2004; Zbl 1038.62036) Full Text: DOI