Han, Heejoon; Zhang, Shen Non-stationary non-parametric volatility model. (English) Zbl 1521.62192 Econom. J. 15, No. 2, 204-225 (2012). MSC: 62P05 62G07 62M10 PDFBibTeX XMLCite \textit{H. Han} and \textit{S. Zhang}, Econom. J. 15, No. 2, 204--225 (2012; Zbl 1521.62192) Full Text: DOI
Mills, Terence C. Semi-parametric modelling of temperature records. (English) Zbl 1514.62296 J. Appl. Stat. 39, No. 2, 361-383 (2012). MSC: 62P12 62M10 86A08 PDFBibTeX XMLCite \textit{T. C. Mills}, J. Appl. Stat. 39, No. 2, 361--383 (2012; Zbl 1514.62296) Full Text: DOI
Holmes, Mark J.; Otero, Jesús; Panagiotidis, Theodore PPP in OECD countries: an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks. (English) Zbl 1418.91358 Open Econ. Rev. 23, No. 5, 767-783 (2012). MSC: 91B64 PDFBibTeX XMLCite \textit{M. J. Holmes} et al., Open Econ. Rev. 23, No. 5, 767--783 (2012; Zbl 1418.91358) Full Text: DOI Link
Kharfouchi, Soumia; Mehri, Houda Conditions for the existence of stationary and causal space-time bilinear model and central limit theorem. (English) Zbl 1390.60087 Int. J. Math. Oper. Res. 4, No. 6, 638-650 (2012). MSC: 60F05 60G10 PDFBibTeX XMLCite \textit{S. Kharfouchi} and \textit{H. Mehri}, Int. J. Math. Oper. Res. 4, No. 6, 638--650 (2012; Zbl 1390.60087) Full Text: DOI
Jacob, Elsamma; Jayakumar, K. Skew Cauchy distribution and process. (English) Zbl 1367.60012 J. Stat. Appl. 7, No. 1-2, 15-28 (2012). MSC: 60E05 PDFBibTeX XMLCite \textit{E. Jacob} and \textit{K. Jayakumar}, J. Stat. Appl. 7, No. 1--2, 15--28 (2012; Zbl 1367.60012)
Koo, Bonsoo; Linton, Oliver Estimation of semiparametric locally stationary diffusion models. (English) Zbl 1443.62224 J. Econom. 170, No. 1, 210-233 (2012). MSC: 62M05 60J60 62G05 62M10 62P05 62G30 PDFBibTeX XMLCite \textit{B. Koo} and \textit{O. Linton}, J. Econom. 170, No. 1, 210--233 (2012; Zbl 1443.62224) Full Text: DOI Link
Antoniadis, Anestis; Brossat, Xavier; Cugliari, Jairo; Poggi, Jean-Michel Forecasting non stationary function-valued process. Application to the electricity load demand. (Prévision d’un processus à valeurs fonctionnelles en présence de non stationnarités. Application à la consommation d’électricité.) (French. English summary) Zbl 1316.62171 J. SFdS 153, No. 2, 52-78 (2012). MSC: 62P20 62G08 62M20 PDFBibTeX XMLCite \textit{A. Antoniadis} et al., J. SFdS 153, No. 2, 52--78 (2012; Zbl 1316.62171) Full Text: Link
Lieberman, Offer A similarity-based approach to time-varying coefficient non-stationary autoregression. (English) Zbl 1301.62089 J. Time Ser. Anal. 33, No. 3, 484-502 (2012). MSC: 62M10 62M09 62P05 PDFBibTeX XMLCite \textit{O. Lieberman}, J. Time Ser. Anal. 33, No. 3, 484--502 (2012; Zbl 1301.62089) Full Text: DOI
Jentsch, Carsten A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes. (English) Zbl 1300.62076 J. Time Ser. Anal. 33, No. 2, 177-192 (2012). MSC: 62M10 62M07 62M15 62H15 PDFBibTeX XMLCite \textit{C. Jentsch}, J. Time Ser. Anal. 33, No. 2, 177--192 (2012; Zbl 1300.62076) Full Text: DOI
Chavez-Demoulin, V.; Davison, A. C. Modelling time series extremes. (English) Zbl 1297.62189 REVSTAT 10, No. 1, 109-133 (2012). MSC: 62M10 62E20 62F15 62G05 62G08 62G32 62M05 PDFBibTeX XMLCite \textit{V. Chavez-Demoulin} and \textit{A. C. Davison}, REVSTAT 10, No. 1, 109--133 (2012; Zbl 1297.62189) Full Text: Link
Hwang, S. Y.; Kang, Kee-Hoon Asymptotics for a class of generalized multicast autoregressive processes. (English) Zbl 1296.62168 J. Korean Stat. Soc. 41, No. 4, 543-554 (2012). MSC: 62M10 62E10 60F05 62P10 PDFBibTeX XMLCite \textit{S. Y. Hwang} and \textit{K.-H. Kang}, J. Korean Stat. Soc. 41, No. 4, 543--554 (2012; Zbl 1296.62168) Full Text: DOI
Vogt, Michael Nonparametric regression for locally stationary time series. (English) Zbl 1373.62459 Ann. Stat. 40, No. 5, 2601-2633 (2012). MSC: 62M10 62G08 62G20 PDFBibTeX XMLCite \textit{M. Vogt}, Ann. Stat. 40, No. 5, 2601--2633 (2012; Zbl 1373.62459) Full Text: DOI arXiv Euclid
Liu, Ji-Chun A family of Markov-switching GARCH processes. (English) Zbl 1282.60041 J. Time Ser. Anal. 33, No. 6, 892-902 (2012). MSC: 60G10 62M10 60J10 60G70 PDFBibTeX XMLCite \textit{J.-C. Liu}, J. Time Ser. Anal. 33, No. 6, 892--902 (2012; Zbl 1282.60041) Full Text: DOI
Li, Dong A note on moving-average models with feedback. (English) Zbl 1282.62200 J. Time Ser. Anal. 33, No. 6, 873-879 (2012). MSC: 62M10 62P20 91B82 PDFBibTeX XMLCite \textit{D. Li}, J. Time Ser. Anal. 33, No. 6, 873--879 (2012; Zbl 1282.62200) Full Text: DOI
Vollenbröker, Bernd Strictly stationary solutions of ARMA equations with fractional noise. (English) Zbl 1282.62206 J. Time Ser. Anal. 33, No. 4, 570-582 (2012). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{B. Vollenbröker}, J. Time Ser. Anal. 33, No. 4, 570--582 (2012; Zbl 1282.62206) Full Text: DOI
Amsler, Christine; Schmidt, Peter A comparison of the robustness of several tests of short memory to autocorrelated errors. (English) Zbl 1279.62179 J. Econom. Methods 1, No. 1, 56-66 (2012). MSC: 62M10 62G10 62G35 PDFBibTeX XMLCite \textit{C. Amsler} and \textit{P. Schmidt}, J. Econom. Methods 1, No. 1, 56--66 (2012; Zbl 1279.62179) Full Text: DOI
Lawler, Gregory F.; Vermesi, Brigitta Vermesi Fast convergence to an invariant measure for non-intersecting 3-dimensional Brownian paths. (English) Zbl 1290.60080 ALEA, Lat. Am. J. Probab. Math. Stat. 9, No. 2, 717-738 (2012). MSC: 60J65 PDFBibTeX XMLCite \textit{G. F. Lawler} and \textit{B. V. Vermesi}, ALEA, Lat. Am. J. Probab. Math. Stat. 9, No. 2, 717--738 (2012; Zbl 1290.60080) Full Text: arXiv Link
Song, Li; Bondon, Pascal Piecewise FARIMA models for long-memory time series. (English) Zbl 1431.62419 J. Stat. Comput. Simulation 82, No. 9, 1367-1382 (2012). MSC: 62M10 PDFBibTeX XMLCite \textit{L. Song} and \textit{P. Bondon}, J. Stat. Comput. Simulation 82, No. 9, 1367--1382 (2012; Zbl 1431.62419) Full Text: DOI
Wilkie, Joshua Equilibration implies asymptotic stationarity for open quantum systems. (English) Zbl 1266.81122 Phys. Lett., A 376, No. 45, 3006-3010 (2012). MSC: 81S22 PDFBibTeX XMLCite \textit{J. Wilkie}, Phys. Lett., A 376, No. 45, 3006--3010 (2012; Zbl 1266.81122) Full Text: DOI
Shi, Minghua; Zhao, Jianzhong; Zhou, Benda Empirical likelihood estimator for mixing dependent samples. (Chinese. English summary) Zbl 1274.62259 Pure Appl. Math. 28, No. 4, 462-468, 506 (2012). MSC: 62G05 PDFBibTeX XMLCite \textit{M. Shi} et al., Pure Appl. Math. 28, No. 4, 462--468, 506 (2012; Zbl 1274.62259)
Méléard, Sylvie; Villemonais, Denis Quasi-stationary distributions and population processes. (English) Zbl 1261.92056 Probab. Surv. 9, 340-410 (2012). MSC: 92D40 92D25 60J70 60J80 65C50 PDFBibTeX XMLCite \textit{S. Méléard} and \textit{D. Villemonais}, Probab. Surv. 9, 340--410 (2012; Zbl 1261.92056) Full Text: DOI arXiv Euclid
Izmailov, A. F.; Solodov, M. V.; Uskov, E. I. Global convergence of augmented Lagrangian methods applied to optimization problems with degenerate constraints, including problems with complementarity constraints. (English) Zbl 1274.90385 SIAM J. Optim. 22, No. 4, 1579-1606 (2012). Reviewer: Nada Djuranović-Miličić (Belgrade) MSC: 90C30 90C33 90C55 65K05 PDFBibTeX XMLCite \textit{A. F. Izmailov} et al., SIAM J. Optim. 22, No. 4, 1579--1606 (2012; Zbl 1274.90385) Full Text: DOI
Hara, Satoshi; Kawahara, Yoshinobu; Washio, Takashi; von Bünau, Paul; Tokunaga, Terumasa; Yumoto, Kiyohumi Separation of stationary and non-stationary sources with a generalized eigenvalue problem. (English) Zbl 1258.94024 Neural Netw. 33, 7-20 (2012). MSC: 94A12 PDFBibTeX XMLCite \textit{S. Hara} et al., Neural Netw. 33, 7--20 (2012; Zbl 1258.94024) Full Text: DOI
Aston, John A. D.; Kirch, Claudia Evaluating stationarity via change-point alternatives with applications to fMRI data. (English) Zbl 1257.62072 Ann. Appl. Stat. 6, No. 4, 1906-1948 (2012). MSC: 62H35 92C55 92C20 62M10 PDFBibTeX XMLCite \textit{J. A. D. Aston} and \textit{C. Kirch}, Ann. Appl. Stat. 6, No. 4, 1906--1948 (2012; Zbl 1257.62072) Full Text: DOI arXiv Euclid
Herzog, Roland; Meyer, Christian; Wachsmuth, Gerd C-stationarity for optimal control of static plasticity with linear kinematic hardening. (English) Zbl 1321.49015 SIAM J. Control Optim. 50, No. 5, 3052-3082 (2012). MSC: 49J40 49K20 49J20 74P10 90C33 PDFBibTeX XMLCite \textit{R. Herzog} et al., SIAM J. Control Optim. 50, No. 5, 3052--3082 (2012; Zbl 1321.49015) Full Text: DOI
Kruger, Alexander Y.; López, Marco A. Stationarity and regularity of infinite collections of sets: applications to infinitely constrained optimization. (English) Zbl 1273.90205 J. Optim. Theory Appl. 155, No. 2, 390-416 (2012). Reviewer: Stephan Dempe (Freiberg) MSC: 90C30 PDFBibTeX XMLCite \textit{A. Y. Kruger} and \textit{M. A. López}, J. Optim. Theory Appl. 155, No. 2, 390--416 (2012; Zbl 1273.90205) Full Text: DOI Link
Kruger, Alexander Y.; López, Marco A. Stationarity and regularity of infinite collections of sets. (English) Zbl 1268.90126 J. Optim. Theory Appl. 154, No. 2, 339-369 (2012). Reviewer: Vasile Postolică (Piatra Neamt) MSC: 90C48 49J40 49J50 PDFBibTeX XMLCite \textit{A. Y. Kruger} and \textit{M. A. López}, J. Optim. Theory Appl. 154, No. 2, 339--369 (2012; Zbl 1268.90126) Full Text: DOI Link
Nastić, Aleksandar S.; Ristić, Miroslav M.; Bakouch, Hassan S. A combined geometric \(INAR(p)\) model based on negative binomial thinning. (English) Zbl 1255.62272 Math. Comput. Modelling 55, No. 5-6, 1665-1672 (2012). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{A. S. Nastić} et al., Math. Comput. Modelling 55, No. 5--6, 1665--1672 (2012; Zbl 1255.62272) Full Text: DOI
Liu, Jichun; Zhang, Jingyao A multivariate threshold GARCH model. (Chinese. English summary) Zbl 1264.62071 J. Xiamen Univ., Nat. Sci. 51, No. 1, 1-8 (2012). MSC: 62M10 62H12 62G20 PDFBibTeX XMLCite \textit{J. Liu} and \textit{J. Zhang}, J. Xiamen Univ., Nat. Sci. 51, No. 1, 1--8 (2012; Zbl 1264.62071)
Guo, Lei; Lin, Gui-Hua; Ye, Jane J. Stability analysis for parametric mathematical programs with geometric constraints and its applications. (English) Zbl 1258.49035 SIAM J. Optim. 22, No. 3, 1151-1176 (2012). Reviewer: Tullio Zolezzi (Genova) MSC: 49K40 90C31 PDFBibTeX XMLCite \textit{L. Guo} et al., SIAM J. Optim. 22, No. 3, 1151--1176 (2012; Zbl 1258.49035) Full Text: DOI Link
Xu, Hai-Yan; Xie, Min; Goh, Thong Ngee; Fu, Xiuju A model for integer-valued time series with conditional overdispersion. (English) Zbl 1255.62288 Comput. Stat. Data Anal. 56, No. 12, 4229-4242 (2012). MSC: 62M10 62P10 92C60 62F10 65C60 PDFBibTeX XMLCite \textit{H.-Y. Xu} et al., Comput. Stat. Data Anal. 56, No. 12, 4229--4242 (2012; Zbl 1255.62288) Full Text: DOI
Brockwell, Peter; Lindner, Alexander; Vollenbröker, Bernd Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise. (English) Zbl 1253.62057 Ann. Inst. Stat. Math. 64, No. 6, 1089-1119 (2012). MSC: 62M10 60G10 62H99 62H05 PDFBibTeX XMLCite \textit{P. Brockwell} et al., Ann. Inst. Stat. Math. 64, No. 6, 1089--1119 (2012; Zbl 1253.62057) Full Text: DOI arXiv
Jun, Mikyoung; Genton, Marc G. A test for stationarity of spatio-temporal random fields on planar and spherical domains. (English) Zbl 1253.62070 Stat. Sin. 22, No. 4, 1737-1764 (2012). MSC: 62M40 62M30 62M07 62P12 62G10 65C60 PDFBibTeX XMLCite \textit{M. Jun} and \textit{M. G. Genton}, Stat. Sin. 22, No. 4, 1737--1764 (2012; Zbl 1253.62070) Full Text: Link
Lee, Jin; Lee, Young Im Size improvement of the KPSS test using sieve bootstraps. (English) Zbl 1255.62135 Econ. Lett. 116, No. 3, 483-486 (2012). MSC: 62G10 62G09 65C60 PDFBibTeX XMLCite \textit{J. Lee} and \textit{Y. I. Lee}, Econ. Lett. 116, No. 3, 483--486 (2012; Zbl 1255.62135) Full Text: DOI
Liang, Yan-Chao; Lin, Gui-Hua Stationarity conditions and their reformulations for mathematical programs with vertical complementarity constraints. (English) Zbl 1263.90092 J. Optim. Theory Appl. 154, No. 1, 54-70 (2012). Reviewer: Nada Djuranović-Miličić (Belgrade) MSC: 90C30 90C33 PDFBibTeX XMLCite \textit{Y.-C. Liang} and \textit{G.-H. Lin}, J. Optim. Theory Appl. 154, No. 1, 54--70 (2012; Zbl 1263.90092) Full Text: DOI
Motta, Giovanni; Ombao, Hernando Evolutionary factor analysis of replicated time series. (English) Zbl 1272.62075 Biometrics 68, No. 3, 825-836 (2012). MSC: 62P10 PDFBibTeX XMLCite \textit{G. Motta} and \textit{H. Ombao}, Biometrics 68, No. 3, 825--836 (2012; Zbl 1272.62075) Full Text: DOI
Zoia, Maria Grazia; Barbieri, Laura A short-cut derivation for the solution of autoregressive models from sharp algebraic arguments. (English) Zbl 1284.62580 Commun. Stat., Theory Methods 41, No. 19-20, 3704-3721 (2012). MSC: 62M10 PDFBibTeX XMLCite \textit{M. G. Zoia} and \textit{L. Barbieri}, Commun. Stat., Theory Methods 41, No. 19--20, 3704--3721 (2012; Zbl 1284.62580) Full Text: DOI
Chandler, Gabriel; Polonik, Wolfgang Mode identification of volatility in time-varying autoregression. (English) Zbl 1356.62134 J. Am. Stat. Assoc. 107, No. 499, 1217-1229 (2012). MSC: 62M10 62G10 62M07 PDFBibTeX XMLCite \textit{G. Chandler} and \textit{W. Polonik}, J. Am. Stat. Assoc. 107, No. 499, 1217--1229 (2012; Zbl 1356.62134) Full Text: DOI
Aknouche, Abdelhakim Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases. (English) Zbl 1333.62203 Stat. Inference Stoch. Process. 15, No. 3, 241-256 (2012). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{A. Aknouche}, Stat. Inference Stoch. Process. 15, No. 3, 241--256 (2012; Zbl 1333.62203) Full Text: DOI
Balança, Paul; Herbin, Erick A set-indexed Ornstein-Uhlenbeck process. (English) Zbl 1266.60066 Electron. Commun. Probab. 17, Paper No. 39, 14 p. (2012). MSC: 60G10 60G15 60G60 60J25 PDFBibTeX XMLCite \textit{P. Balança} and \textit{E. Herbin}, Electron. Commun. Probab. 17, Paper No. 39, 14 p. (2012; Zbl 1266.60066) Full Text: DOI arXiv
Zhang, Haixiang; Wang, Dehui; Zhu, Fukang Generalized RCINAR(1) process with signed thinning operator. (English) Zbl 1270.62125 Commun. Stat., Theory Methods 41, No. 10-12, 1750-1770 (2012). MSC: 62M10 62F40 60G10 PDFBibTeX XMLCite \textit{H. Zhang} et al., Commun. Stat., Theory Methods 41, No. 10--12, 1750--1770 (2012; Zbl 1270.62125) Full Text: DOI
Kleiber, William; Nychka, Douglas Nonstationary modeling for multivariate spatial processes. (English) Zbl 1273.62235 J. Multivariate Anal. 112, 76-91 (2012). MSC: 62M30 62G05 62G20 62M40 PDFBibTeX XMLCite \textit{W. Kleiber} and \textit{D. Nychka}, J. Multivariate Anal. 112, 76--91 (2012; Zbl 1273.62235) Full Text: DOI
Gonçalves, E.; Leite, J.; Mendes-Lopes, N. On the probabilistic structure of power threshold generalized ARCH stochastic processes. (English) Zbl 1282.62127 Stat. Probab. Lett. 82, No. 8, 1597-1609 (2012). MSC: 62G20 62M10 PDFBibTeX XMLCite \textit{E. Gonçalves} et al., Stat. Probab. Lett. 82, No. 8, 1597--1609 (2012; Zbl 1282.62127) Full Text: DOI
Huillet, Thierry E. A branching diffusion model of selection: from the neutral Wright-Fisher case to the one including mutations. (English) Zbl 1411.60128 Int. Math. Forum 7, No. 1-4, 1-36 (2012). MSC: 60J85 92D10 92D15 PDFBibTeX XMLCite \textit{T. E. Huillet}, Int. Math. Forum 7, No. 1--4, 1--36 (2012; Zbl 1411.60128) Full Text: arXiv Link
Liu, Ji-Chun Structure of a double autoregressive process driven by a hidden Markov chain. (English) Zbl 1254.60038 Stat. Probab. Lett. 82, No. 7, 1468-1473 (2012). MSC: 60G10 60J05 62M10 91B84 PDFBibTeX XMLCite \textit{J.-C. Liu}, Stat. Probab. Lett. 82, No. 7, 1468--1473 (2012; Zbl 1254.60038) Full Text: DOI
Martinez-Garcia, Mauricio On the discrete cosine transform of weakly stationary signals. (English) Zbl 1247.60050 Ball, Joseph A. (ed.) et al., Recent progress in operator theory and its applications. Proceedings of the 20th international workshop on operator theory and applications (IWOTA), Guanajuato, Mexico, September 21–25, 2009. Basel: Birkhäuser (ISBN 978-3-0348-0345-8/hbk; 978-3-0348-0346-5/ebook). Operator Theory: Advances and Applications 220, 197-205 (2012). MSC: 60G10 47A05 94A12 PDFBibTeX XMLCite \textit{M. Martinez-Garcia}, Oper. Theory: Adv. Appl. 220, 197--205 (2012; Zbl 1247.60050) Full Text: DOI
Baek, J. S.; Choi, M. S.; Hwang, S. Y. A broad class of partially specified autoregressions on multi-casting data. (English) Zbl 1319.62188 Commun. Stat., Theory Methods 41, No. 1, 178-193 (2012). MSC: 62M10 PDFBibTeX XMLCite \textit{J. S. Baek} et al., Commun. Stat., Theory Methods 41, No. 1, 178--193 (2012; Zbl 1319.62188) Full Text: DOI
Borovkov, Konstantin A.; Last, Günter On Rice’s formula for stationary multivariate piecewise smooth processes. (English) Zbl 1279.60112 J. Appl. Probab. 49, No. 2, 351-363 (2012). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J75 60G55 PDFBibTeX XMLCite \textit{K. A. Borovkov} and \textit{G. Last}, J. Appl. Probab. 49, No. 2, 351--363 (2012; Zbl 1279.60112) Full Text: DOI arXiv Euclid
Hadri, Kaddour; Kurozumi, Eiji A simple panel stationarity test in the presence of serial correlation and a common factor. (English) Zbl 1242.91168 Econ. Lett. 115, No. 1, 31-34 (2012). MSC: 91B84 62M10 PDFBibTeX XMLCite \textit{K. Hadri} and \textit{E. Kurozumi}, Econ. Lett. 115, No. 1, 31--34 (2012; Zbl 1242.91168) Full Text: DOI
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag On weak dependence conditions for Poisson autoregressions. (English) Zbl 1241.62109 Stat. Probab. Lett. 82, No. 5, 942-948 (2012); correction ibid. 83, No. 8, 1926-1927 (2013). MSC: 62J12 62M10 62M09 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 82, No. 5, 942--948 (2012; Zbl 1241.62109) Full Text: DOI
Niglio, Marcella; Vitale, Cosimo Damiano Local unit roots and global stationarity of TARMA models. (English) Zbl 1241.62125 Methodol. Comput. Appl. Probab. 14, No. 1, 17-34 (2012). MSC: 62M10 62H99 PDFBibTeX XMLCite \textit{M. Niglio} and \textit{C. D. Vitale}, Methodol. Comput. Appl. Probab. 14, No. 1, 17--34 (2012; Zbl 1241.62125) Full Text: DOI
Radulović, Dragan Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean. (English) Zbl 1311.62064 J. Nonparametric Stat. 24, No. 2, 343-357 (2012). MSC: 62G09 60F05 PDFBibTeX XMLCite \textit{D. Radulović}, J. Nonparametric Stat. 24, No. 2, 343--357 (2012; Zbl 1311.62064) Full Text: DOI
Zhu, Hong; Wang, Mei-Cheng Analysing bivariate survival data with interval sampling and application to cancer epidemiology. (English) Zbl 1318.62304 Biometrika 99, No. 2, 345-361 (2012). MSC: 62N02 62N01 62D05 62G05 62P10 PDFBibTeX XMLCite \textit{H. Zhu} and \textit{M.-C. Wang}, Biometrika 99, No. 2, 345--361 (2012; Zbl 1318.62304) Full Text: DOI Link
Dorsch, Dominik; Shikhman, Vladimir; Stein, Oliver Mathematical programs with vanishing constraints: critical point theory. (English) Zbl 1254.90224 J. Glob. Optim. 52, No. 3, 591-605 (2012). Reviewer: Gerhard-Wilhelm Weber (Ankara) MSC: 90C30 PDFBibTeX XMLCite \textit{D. Dorsch} et al., J. Glob. Optim. 52, No. 3, 591--605 (2012; Zbl 1254.90224) Full Text: DOI
Niglio, Marcella; Vitale, Cosimo Damiano Generalization of some linear time series property to nonlinear domain. (English) Zbl 1238.62105 Perna, Cira (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the MAF2010 conference, Ravello, Italy, April 7–9, 2010. Milano: Springer (ISBN 978-88-470-2341-3/hbk). 323-331 (2012). MSC: 62M10 91B84 91G70 PDFBibTeX XMLCite \textit{M. Niglio} and \textit{C. D. Vitale}, in: Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the MAF 2010 conference, Ravello, Italy, April 7--9, 2010. Milano: Springer. 323--331 (2012; Zbl 1238.62105)
Li, Dong; Ling, Shiqing; Tong, Howell On moving-average models with feedback. (English) Zbl 1456.62204 Bernoulli 18, No. 2, 735-745 (2012). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{D. Li} et al., Bernoulli 18, No. 2, 735--745 (2012; Zbl 1456.62204) Full Text: DOI arXiv Euclid
Ristić, Miroslav M.; Nastić, Aleksandar S.; Bakouch, Hassan S. Estimation in an integer-valued autoregressive process with negative binomial marginals(NBINAR(1)). (English) Zbl 1237.62125 Commun. Stat., Theory Methods 41, No. 4-6, 606-618 (2012). MSC: 62M10 62F10 62E20 65C60 62M15 PDFBibTeX XMLCite \textit{M. M. Ristić} et al., Commun. Stat., Theory Methods 41, No. 4--6, 606--618 (2012; Zbl 1237.62125) Full Text: DOI
Taheriyoun, Ali Reza Testing the covariance function of stationary Gaussian random fields. (English) Zbl 1237.62104 Stat. Probab. Lett. 82, No. 3, 606-613 (2012). MSC: 62M07 62M40 62M15 62E20 62P30 65C60 PDFBibTeX XMLCite \textit{A. R. Taheriyoun}, Stat. Probab. Lett. 82, No. 3, 606--613 (2012; Zbl 1237.62104) Full Text: DOI
Schwetlick, Hubert; Schreiber, Kathrin Nonlinear Rayleigh functionals. (English) Zbl 1317.65100 Linear Algebra Appl. 436, No. 10, 3991-4016 (2012). MSC: 65F15 47A10 65H17 PDFBibTeX XMLCite \textit{H. Schwetlick} and \textit{K. Schreiber}, Linear Algebra Appl. 436, No. 10, 3991--4016 (2012; Zbl 1317.65100) Full Text: DOI
Muminov, M. S. On limit distribution of maximal deviation of empirical distribution density and regression function. II. (English. Russian original) Zbl 1397.62164 Theory Probab. Appl. 56, No. 1, 155-166 (2012); translation from Teor. Veroyatn. Primen. 56, No. 1, 176-188 (2011). MSC: 62G20 60G60 60G70 62G07 62G08 PDFBibTeX XMLCite \textit{M. S. Muminov}, Theory Probab. Appl. 56, No. 1, 155--166 (2012; Zbl 1397.62164); translation from Teor. Veroyatn. Primen. 56, No. 1, 176--188 (2011) Full Text: DOI
Jongen, H. Th.; Shikhman, V.; Steffensen, S. Characterization of strong stability for C-stationary points in MPCC. (English) Zbl 1250.90096 Math. Program. 132, No. 1-2 (A), 295-308 (2012). Reviewer: Juan-Enrique Martínez-Legaz (Barcelona) MSC: 90C33 90C31 PDFBibTeX XMLCite \textit{H. Th. Jongen} et al., Math. Program. 132, No. 1--2 (A), 295--308 (2012; Zbl 1250.90096) Full Text: DOI
Aknouche, Abdelhakim; Al-Eid, Eid Asymptotic inference of unstable periodic ARCH processes. (English) Zbl 1236.62010 Stat. Inference Stoch. Process. 15, No. 1, 61-79 (2012). MSC: 62F12 62M10 65C60 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{E. Al-Eid}, Stat. Inference Stoch. Process. 15, No. 1, 61--79 (2012; Zbl 1236.62010) Full Text: DOI
Su, Nan; Lund, Robert Multivariate versions of Bartlett’s formula. (English) Zbl 1234.60039 J. Multivariate Anal. 105, No. 1, 18-31 (2012). MSC: 60G10 60F05 62M10 PDFBibTeX XMLCite \textit{N. Su} and \textit{R. Lund}, J. Multivariate Anal. 105, No. 1, 18--31 (2012; Zbl 1234.60039) Full Text: DOI
Cho, Haeran; Fryzlewicz, Piotr Multiscale and multilevel technique for consistent segmentation of nonstationary time series. (English) Zbl 1417.62240 Stat. Sin. 22, No. 1, 207-229 (2012). MSC: 62M10 62M07 62M09 62M15 62P20 PDFBibTeX XMLCite \textit{H. Cho} and \textit{P. Fryzlewicz}, Stat. Sin. 22, No. 1, 207--229 (2012; Zbl 1417.62240) Full Text: DOI arXiv
Zhu, Fukang Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models. (English) Zbl 1232.62120 J. Math. Anal. Appl. 389, No. 1, 58-71 (2012). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{F. Zhu}, J. Math. Anal. Appl. 389, No. 1, 58--71 (2012; Zbl 1232.62120) Full Text: DOI
Jacob, Emmanuel A Langevin process reflected at a partially elastic boundary. I. (English) Zbl 1262.60078 Stochastic Processes Appl. 122, No. 1, 191-216 (2012). Reviewer: Victoria Knopova (Kiev) MSC: 60J50 60H20 60G10 60K05 PDFBibTeX XMLCite \textit{E. Jacob}, Stochastic Processes Appl. 122, No. 1, 191--216 (2012; Zbl 1262.60078) Full Text: DOI arXiv