Lark, R. M. Kriging a soil variable with a simple nonstationary variance model. (English) Zbl 1306.62304 J. Agric. Biol. Environ. Stat. 14, No. 3, 301-321 (2009). MSC: 62P12 PDFBibTeX XMLCite \textit{R. M. Lark}, J. Agric. Biol. Environ. Stat. 14, No. 3, 301--321 (2009; Zbl 1306.62304) Full Text: DOI
Pradhan, Biswabrata; Mukhopadhyay, Ananya; Maity, Bhagabat Controlling energy utilisation at reheat furnace using time series model. (English) Zbl 1247.62301 Econ. Qual. Control 24, No. 2, 195-205 (2009). MSC: 62P30 62M10 PDFBibTeX XMLCite \textit{B. Pradhan} et al., Econ. Qual. Control 24, No. 2, 195--205 (2009; Zbl 1247.62301) Full Text: DOI
Rao, M. M. Applications and aspects of random measures. (English) Zbl 1238.60080 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 71, No. 12, e-Suppl., e1513-e1518 (2009). MSC: 60H30 28C15 60G57 PDFBibTeX XMLCite \textit{M. M. Rao}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 71, No. 12, e1513--e1518 (2009; Zbl 1238.60080) Full Text: DOI
Kamgaing, Joseph Tadjuidje; Ombao, Hernando; Davis, Richard A. Autoregressive processes with data-driven regime switching. (English) Zbl 1224.62061 J. Time Ser. Anal. 30, No. 5, 505-533 (2009). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62F12 65C60 62P10 PDFBibTeX XMLCite \textit{J. T. Kamgaing} et al., J. Time Ser. Anal. 30, No. 5, 505--533 (2009; Zbl 1224.62061) Full Text: DOI
Aknouche, Abdelhakim; Bibi, Abdelouahab Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes. (English) Zbl 1222.62107 J. Time Ser. Anal. 30, No. 1, 19-46 (2009). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{A. Bibi}, J. Time Ser. Anal. 30, No. 1, 19--46 (2009; Zbl 1222.62107) Full Text: DOI
Liu, Wei; Chen, Min; Wang, Huimin A note on some probabilistic properties of AACD models. (Chinese. English summary) Zbl 1211.62156 Acta Math. Appl. Sin. 32, No. 4, 682-689 (2009). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{W. Liu} et al., Acta Math. Appl. Sin. 32, No. 4, 682--689 (2009; Zbl 1211.62156)
Hintermüller, M.; Kopacka, I. Mathematical programs with complementarity constraints in function space: C- and strong stationarity and a path-following algorithm. (English) Zbl 1189.49032 SIAM J. Optim. 20, No. 2, 868-902 (2009). MSC: 49K20 49M15 65K05 90C33 35J87 PDFBibTeX XMLCite \textit{M. Hintermüller} and \textit{I. Kopacka}, SIAM J. Optim. 20, No. 2, 868--902 (2009; Zbl 1189.49032) Full Text: DOI Link
Jongen, H. Th.; Rückmann, Jan.-J.; Shikhman, V. MPCC: critical point theory. (English) Zbl 1229.90139 SIAM J. Optim. 20, No. 1, 473-484 (2009). Reviewer: Jian Wen Peng (Chongqing) MSC: 90C26 90C33 PDFBibTeX XMLCite \textit{H. Th. Jongen} et al., SIAM J. Optim. 20, No. 1, 473--484 (2009; Zbl 1229.90139) Full Text: DOI
Liu, Ji-Chun Stationarity of a family of GARCH processes. (English) Zbl 1178.62102 Econom. J. 12, No. 3, 436-446 (2009). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{J.-C. Liu}, Econom. J. 12, No. 3, 436--446 (2009; Zbl 1178.62102) Full Text: DOI
Hierro, María; Maza, Adolfo Non-stationary transition matrices: an overlooked issue in intra-distribution dynamics. (English) Zbl 1181.62194 Econ. Lett. 103, No. 2, 107-109 (2009). MSC: 62P20 91B82 PDFBibTeX XMLCite \textit{M. Hierro} and \textit{A. Maza}, Econ. Lett. 103, No. 2, 107--109 (2009; Zbl 1181.62194) Full Text: DOI
Dubra, Juan A theory of time preferences over risky outcomes. (English) Zbl 1195.91027 J. Math. Econ. 45, No. 9-10, 576-588 (2009). MSC: 91B08 91B16 PDFBibTeX XMLCite \textit{J. Dubra}, J. Math. Econ. 45, No. 9--10, 576--588 (2009; Zbl 1195.91027) Full Text: DOI
Dabrowski, André; Lee, Jiyeon; McDonald, David R. Large deviations of multiclass \(M/G/1\) queues. (English) Zbl 1180.60076 Can. J. Stat. 37, No. 3, 327-346 (2009). MSC: 60K25 60K20 60F10 PDFBibTeX XMLCite \textit{A. Dabrowski} et al., Can. J. Stat. 37, No. 3, 327--346 (2009; Zbl 1180.60076) Full Text: DOI
Tsakas, Elias; Voorneveld, Mark The target projection dynamic. (English) Zbl 1190.91009 Games Econ. Behav. 67, No. 2, 708-719 (2009). MSC: 91A10 91A26 PDFBibTeX XMLCite \textit{E. Tsakas} and \textit{M. Voorneveld}, Games Econ. Behav. 67, No. 2, 708--719 (2009; Zbl 1190.91009) Full Text: DOI Link
Gaposhkin, V. F. On independent and stationary subsystems of the Walsh system and periodic multiplicative systems. (English. Russian original) Zbl 1181.42026 Math. Notes 85, No. 3, 340-347 (2009); translation from Mat. Zametki 85, No. 3, 342-350 (2009). Reviewer: Alexei Lukashov (Istanbul) MSC: 42C05 60B99 PDFBibTeX XMLCite \textit{V. F. Gaposhkin}, Math. Notes 85, No. 3, 340--347 (2009; Zbl 1181.42026); translation from Mat. Zametki 85, No. 3, 342--350 (2009) Full Text: DOI
Izmailov, A. F.; Solodov, M. V. Mathematical programs with vanishing constraints: Optimality conditions, sensitivity, and a relaxation method. (English) Zbl 1180.90312 J. Optim. Theory Appl. 142, No. 3, 501-532 (2009). Reviewer: Gerhard-Wilhelm Weber (Ankara) MSC: 90C30 90C46 90C31 PDFBibTeX XMLCite \textit{A. F. Izmailov} and \textit{M. V. Solodov}, J. Optim. Theory Appl. 142, No. 3, 501--532 (2009; Zbl 1180.90312) Full Text: DOI
Dumangane, Montezuma; Rosati, Nicoletta; Volossovitch, Anna Departure from independence and stationarity in a handball match. (English) Zbl 1473.62400 J. Appl. Stat. 36, No. 7, 723-741 (2009). MSC: 62P99 PDFBibTeX XMLCite \textit{M. Dumangane} et al., J. Appl. Stat. 36, No. 7, 723--741 (2009; Zbl 1473.62400) Full Text: DOI
Cavaliere, Giuseppe; Taylor, A. M. Robert A note on testing covariance stationarity. (English) Zbl 1482.62087 Econom. Rev. 28, No. 4, 364-371 (2009). MSC: 62M10 PDFBibTeX XMLCite \textit{G. Cavaliere} and \textit{A. M. R. Taylor}, Econom. Rev. 28, No. 4, 364--371 (2009; Zbl 1482.62087) Full Text: DOI
Bisognin, C.; Lopes, S. R. C. Properties of seasonal long memory processes. (English) Zbl 1171.60336 Math. Comput. Modelling 49, No. 9-10, 1837-1851 (2009). MSC: 60G10 62M10 60G35 PDFBibTeX XMLCite \textit{C. Bisognin} and \textit{S. R. C. Lopes}, Math. Comput. Modelling 49, No. 9--10, 1837--1851 (2009; Zbl 1171.60336) Full Text: DOI
Amendola, Alessandra; Niglio, Marcella; Vitale, Cosimo Statistical properties of threshold models. (English) Zbl 1177.37081 Commun. Stat., Theory Methods 38, No. 15, 2479-2497 (2009). MSC: 37M10 60G10 PDFBibTeX XMLCite \textit{A. Amendola} et al., Commun. Stat., Theory Methods 38, No. 15, 2479--2497 (2009; Zbl 1177.37081) Full Text: DOI
Mandjes, Michel; Norros, Ilkka; Glynn, Peter On convergence to stationarity of fractional Brownian storage. (English) Zbl 1187.60029 Ann. Appl. Probab. 19, No. 4, 1385-1403 (2009). Reviewer: Werner Linde (Jena) MSC: 60G22 60G15 90B05 PDFBibTeX XMLCite \textit{M. Mandjes} et al., Ann. Appl. Probab. 19, No. 4, 1385--1403 (2009; Zbl 1187.60029) Full Text: DOI arXiv
Zhou, Zhou; Wu, Wei Biao Local linear quantile estimation for nonstationary time series. (English) Zbl 1173.62066 Ann. Stat. 37, No. 5B, 2696-2729 (2009). MSC: 62M10 62M09 62P12 62G05 60F05 PDFBibTeX XMLCite \textit{Z. Zhou} and \textit{W. B. Wu}, Ann. Stat. 37, No. 5B, 2696--2729 (2009; Zbl 1173.62066) Full Text: DOI arXiv
Xing, Guodong On the exponential inequalities for strictly stationary and negatively associated random variables. (English) Zbl 1181.60042 J. Stat. Plann. Inference 139, No. 10, 3453-3460 (2009). Reviewer: Peter Kern (Düsseldorf) MSC: 60F15 62G20 60E15 PDFBibTeX XMLCite \textit{G. Xing}, J. Stat. Plann. Inference 139, No. 10, 3453--3460 (2009; Zbl 1181.60042) Full Text: DOI
Brockwell, Peter J.; Lindner, Alexander Existence and uniqueness of stationary Lévy-driven CARMA processes. (English) Zbl 1182.62172 Stochastic Processes Appl. 119, No. 8, 2660-2681 (2009). MSC: 62M10 60G51 60G10 PDFBibTeX XMLCite \textit{P. J. Brockwell} and \textit{A. Lindner}, Stochastic Processes Appl. 119, No. 8, 2660--2681 (2009; Zbl 1182.62172) Full Text: DOI
Mirowski, Piotr W.; Tetzlaff, Daniel M.; Davies, Roy C.; McCormick, David S.; Williams, Nneka; Signer, Claude Stationarity scores on training images for multipoint geostatistics. (English) Zbl 1163.86316 Math. Geosci. 41, No. 4, 447-474 (2009). MSC: 86A32 94A08 PDFBibTeX XMLCite \textit{P. W. Mirowski} et al., Math. Geosci. 41, No. 4, 447--474 (2009; Zbl 1163.86316) Full Text: DOI
Hamrick, Jeff; Taqqu, Murad S. Testing diffusion processes for non-stationarity. (English) Zbl 1173.91025 Math. Methods Oper. Res. 69, No. 3, 509-551 (2009). Reviewer: Elisa Alòs (Barcelona) MSC: 91B70 60G10 PDFBibTeX XMLCite \textit{J. Hamrick} and \textit{M. S. Taqqu}, Math. Methods Oper. Res. 69, No. 3, 509--551 (2009; Zbl 1173.91025) Full Text: DOI Link
Last, Günter; Thorisson, Hermann Invariant transports of stationary random measures and mass-stationarity. (English) Zbl 1176.60036 Ann. Probab. 37, No. 2, 790-813 (2009). Reviewer: Isamu Dôku (Saitama) MSC: 60G57 60G55 60G60 PDFBibTeX XMLCite \textit{G. Last} and \textit{H. Thorisson}, Ann. Probab. 37, No. 2, 790--813 (2009; Zbl 1176.60036) Full Text: DOI arXiv
Hunter, Jeffrey J. Coupling and mixing times in a Markov chain. (English) Zbl 1166.60042 Linear Algebra Appl. 430, No. 10, 2607-2621 (2009). MSC: 60J10 15B51 60J22 PDFBibTeX XMLCite \textit{J. J. Hunter}, Linear Algebra Appl. 430, No. 10, 2607--2621 (2009; Zbl 1166.60042) Full Text: DOI
Gottman, John M. Time-series analysis. A comprehensive introduction for social scientists. Paperback reprint of the 1982 original. (English) Zbl 1183.00005 Cambridge: Cambridge University Press (ISBN 978-0-521-10336-7/pbk). xvi, 420 p. (2009). Reviewer: Malgorzata Doman (Poznań) MSC: 00A06 62M10 62-01 91B84 91F99 PDFBibTeX XMLCite \textit{J. M. Gottman}, Time-series analysis. A comprehensive introduction for social scientists. Paperback reprint of the 1982 original. Cambridge: Cambridge University Press (2009; Zbl 1183.00005)
Bellini, Fabio; Bottolo, Leonardo Misspecification and domain issues in fitting \(\operatorname{GARCH}(1,1)\) models: a Monte Carlo investigation. (English) Zbl 1161.62053 Commun. Stat., Simulation Comput. 38, No. 1, 31-45 (2009). MSC: 62M10 65C05 62P05 62G30 PDFBibTeX XMLCite \textit{F. Bellini} and \textit{L. Bottolo}, Commun. Stat., Simulation Comput. 38, No. 1, 31--45 (2009; Zbl 1161.62053) Full Text: DOI
Beran, Jan On parameter estimation for locally stationary long-memory processes. (English) Zbl 1156.62055 J. Stat. Plann. Inference 139, No. 3, 900-915 (2009). MSC: 62M10 62F10 62E20 62M09 62F12 PDFBibTeX XMLCite \textit{J. Beran}, J. Stat. Plann. Inference 139, No. 3, 900--915 (2009; Zbl 1156.62055) Full Text: DOI