Randell, D.; Turnbull, K.; Ewans, K.; Jonathan, P. Bayesian inference for nonstationary marginal extremes. (English) Zbl 1525.62203 Environmetrics 27, No. 7, 439-450 (2016). MSC: 62P12 PDFBibTeX XMLCite \textit{D. Randell} et al., Environmetrics 27, No. 7, 439--450 (2016; Zbl 1525.62203) Full Text: DOI
Davidson, James E. H.; Stephenson, David B.; Turasie, Alemtsehai A. Time series modeling of paleoclimate data. (English) Zbl 1525.62096 Environmetrics 27, No. 1, 55-65 (2016). MSC: 62P12 PDFBibTeX XMLCite \textit{J. E. H. Davidson} et al., Environmetrics 27, No. 1, 55--65 (2016; Zbl 1525.62096) Full Text: DOI
Zhang, Jing; de Jong, Robert; Haurin, Donald Are US real house prices stationary? New evidence from univariate and panel data. (English) Zbl 1507.62411 Stud. Nonlinear Dyn. Econom. 20, No. 1, 1-18 (2016). MSC: 62P20 PDFBibTeX XMLCite \textit{J. Zhang} et al., Stud. Nonlinear Dyn. Econom. 20, No. 1, 1--18 (2016; Zbl 1507.62411) Full Text: DOI
Fernandes, Marcelo; Medeiros, Marcelo C.; Veiga, Alvaro A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model. (English) Zbl 1491.62097 Econom. Rev. 35, No. 7, 1221-1250 (2016). MSC: 62M10 62F12 60G10 62P20 PDFBibTeX XMLCite \textit{M. Fernandes} et al., Econom. Rev. 35, No. 7, 1221--1250 (2016; Zbl 1491.62097) Full Text: DOI Link
Kim, Kun Ho Inference of the trend in a partially linear model with locally stationary regressors. (English) Zbl 1491.62108 Econom. Rev. 35, No. 7, 1194-1220 (2016). MSC: 62M10 62G05 62G08 62G15 62P20 PDFBibTeX XMLCite \textit{K. H. Kim}, Econom. Rev. 35, No. 7, 1194--1220 (2016; Zbl 1491.62108) Full Text: DOI
Wang, Hui Estimation and tests for TGARCH(1,1) models with heavy-tailed errors: a uniform framework. (Chinese. English summary) Zbl 1499.62328 Sci. Sin., Math. 46, No. 6, 831-852 (2016). MSC: 62M10 62F12 62F05 62P05 PDFBibTeX XMLCite \textit{H. Wang}, Sci. Sin., Math. 46, No. 6, 831--852 (2016; Zbl 1499.62328) Full Text: DOI
Li, Qinglei; Fu, Zuntao Quantifying non-stationarity effects on organization of atmospheric turbulent eddy motion by Benford’s law. (English) Zbl 1510.86012 Commun. Nonlinear Sci. Numer. Simul. 33, 91-98 (2016). MSC: 86A10 62M10 PDFBibTeX XMLCite \textit{Q. Li} and \textit{Z. Fu}, Commun. Nonlinear Sci. Numer. Simul. 33, 91--98 (2016; Zbl 1510.86012) Full Text: DOI
Khan, Naushad Mamode; Sunecher, Yuvraj; Jowaheer, Vandna Modelling a non-stationary BINAR(1) Poisson process. (English) Zbl 07184786 J. Stat. Comput. Simulation 86, No. 15, 3106-3126 (2016). MSC: 62-XX PDFBibTeX XMLCite \textit{N. M. Khan} et al., J. Stat. Comput. Simulation 86, No. 15, 3106--3126 (2016; Zbl 07184786) Full Text: DOI
Zhong, Xiao; Samaranayake, V. A. Bootstrap-based unit root tests for higher order autoregressive models with GARCH(1, 1) errors. (English) Zbl 07184781 J. Stat. Comput. Simulation 86, No. 15, 3025-3037 (2016). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Zhong} and \textit{V. A. Samaranayake}, J. Stat. Comput. Simulation 86, No. 15, 3025--3037 (2016; Zbl 07184781) Full Text: DOI
Fofana, Souleymane; Diop, Aliou; Hili, Ouagnina Minimum Hellinger distance estimation for locally stationary processes. (English) Zbl 1397.62096 S. Afr. Stat. J. 50, No. 2, 237-259 (2016). MSC: 62F10 62F12 62M10 62M15 PDFBibTeX XMLCite \textit{S. Fofana} et al., S. Afr. Stat. J. 50, No. 2, 237--259 (2016; Zbl 1397.62096) Full Text: Link
Martín, Samuel Gil Fundamental principles of modeling in macroeconomics. (English) Zbl 1407.91176 Pinto, Alberto A. (ed.) et al., Trends in mathematical economics. Dialogues between Southern Europe and Latin America. Selected papers based on the presentations at the conferences: 3rd international conference on dynamics, games and science, DGS III, on the occasion of the 50th birthday of Alberto A. Pinto, Porto, Portugal, February 17–21, 2014, the 1st Hellenic-Portuguese meeting on mathematical economics, AUEB, Athens, Greece, and the XV Jornadas Latinoamericanas de Teoría Económica, JOLATE, Guanajuato, México. Cham: Springer. 163-207 (2016). MSC: 91B64 91B16 PDFBibTeX XMLCite \textit{S. G. Martín}, in: Trends in mathematical economics. Dialogues between Southern Europe and Latin America. Selected papers based on the presentations at the conferences: 3rd international conference on dynamics, games and science, DGS III, on the occasion of the 50th birthday of Alberto A. Pinto, Porto, Portugal, February 17--21, 2014, the 1st Hellenic-Portuguese meeting on mathematical economics, AUEB, Athens, Greece, and the XV Jornadas Latinoamericanas de Teoría Económica, JOLATE, Guanajuato, México. Cham: Springer. 163--207 (2016; Zbl 1407.91176) Full Text: DOI
Bardet, Jean-Marc; Dola, Béchir Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics. (English) Zbl 1499.62298 J. Time Ser. Econom. 8, No. 2, 115-153 (2016). MSC: 62M10 62M07 62E20 62M15 62P20 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{B. Dola}, J. Time Ser. Econom. 8, No. 2, 115--153 (2016; Zbl 1499.62298) Full Text: DOI arXiv
Sur, Arnab Study of M-stationarity and strong stationarity for a class of SMPCC problems via SAA method. (English) Zbl 1380.90265 Oper. Res. Lett. 44, No. 4, 425-429 (2016). MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{A. Sur}, Oper. Res. Lett. 44, No. 4, 425--429 (2016; Zbl 1380.90265) Full Text: DOI
Katz, R.; Gossiaux, P. B. The Schrödinger-Langevin equation with and without thermal fluctuations. (English) Zbl 1377.81085 Ann. Phys. 368, 267-295 (2016). MSC: 81S22 82C31 35Q40 35Q62 PDFBibTeX XMLCite \textit{R. Katz} and \textit{P. B. Gossiaux}, Ann. Phys. 368, 267--295 (2016; Zbl 1377.81085) Full Text: DOI arXiv
Tan, Qiuheng; Wu, Liang; Li, Bo Decomposition of noise and trend based on EMD and non-stationarity measure. (Chinese. English summary) Zbl 1374.62109 Acta Math. Sci., Ser. A, Chin. Ed. 36, No. 4, 783-794 (2016). MSC: 62M10 60G35 PDFBibTeX XMLCite \textit{Q. Tan} et al., Acta Math. Sci., Ser. A, Chin. Ed. 36, No. 4, 783--794 (2016; Zbl 1374.62109)
Basrak, Bojan; Tafro, Azra A complete convergence theorem for stationary regularly varying multivariate time series. (English) Zbl 1357.60034 Extremes 19, No. 3, 549-560 (2016). MSC: 60F15 60F17 62M10 60G70 60G55 60G10 60F05 PDFBibTeX XMLCite \textit{B. Basrak} and \textit{A. Tafro}, Extremes 19, No. 3, 549--560 (2016; Zbl 1357.60034) Full Text: DOI arXiv
Benth, Fred Espen; Khedher, Asma Weak stationarity of Ornstein-Uhlenbeck processes with stochastic speed of mean reversion. (English) Zbl 1354.60035 Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 153-189 (2016). MSC: 60G10 60J60 PDFBibTeX XMLCite \textit{F. E. Benth} and \textit{A. Khedher}, in: The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer. 153--189 (2016; Zbl 1354.60035) Full Text: DOI
Bibi, Abdelouahab; Ghezal, Ahmed Minimum distance estimation of Markov-switching bilinear processes. (English) Zbl 1356.62120 Statistics 50, No. 6, 1290-1309 (2016). MSC: 62M05 62M10 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Ghezal}, Statistics 50, No. 6, 1290--1309 (2016; Zbl 1356.62120) Full Text: DOI
Chen, Likai; Wu, Wei Biao Stability and asymptotics for autoregressive processes. (English) Zbl 1353.62093 Electron. J. Stat. 10, No. 2, 3723-3751 (2016). MSC: 62M10 62E20 PDFBibTeX XMLCite \textit{L. Chen} and \textit{W. B. Wu}, Electron. J. Stat. 10, No. 2, 3723--3751 (2016; Zbl 1353.62093) Full Text: DOI Euclid
Kokoszka, Piotr; Young, Gabriel KPSS test for functional time series. (English) Zbl 1440.62333 Statistics 50, No. 5, 957-973 (2016). MSC: 62M10 62G10 62R10 62P05 PDFBibTeX XMLCite \textit{P. Kokoszka} and \textit{G. Young}, Statistics 50, No. 5, 957--973 (2016; Zbl 1440.62333) Full Text: DOI
Ma, Chunsheng Time varying axially symmetric vector random fields on the sphere. (English) Zbl 1353.60048 Random Oper. Stoch. Equ. 24, No. 4, 255-266 (2016). MSC: 60G60 60G15 62M40 62M10 62M30 PDFBibTeX XMLCite \textit{C. Ma}, Random Oper. Stoch. Equ. 24, No. 4, 255--266 (2016; Zbl 1353.60048) Full Text: DOI arXiv
Cavicchioli, Maddalena Statistical analysis of mixture vector autoregressive models. (English) Zbl 1373.62444 Scand. J. Stat. 43, No. 4, 1192-1213 (2016). MSC: 62M10 62F10 62P20 PDFBibTeX XMLCite \textit{M. Cavicchioli}, Scand. J. Stat. 43, No. 4, 1192--1213 (2016; Zbl 1373.62444) Full Text: DOI
Eberle, Andreas Reflection couplings and contraction rates for diffusions. (English) Zbl 1367.60099 Probab. Theory Relat. Fields 166, No. 3-4, 851-886 (2016). Reviewer: Ismael Bailleul (Rennes) MSC: 60J60 60H10 PDFBibTeX XMLCite \textit{A. Eberle}, Probab. Theory Relat. Fields 166, No. 3--4, 851--886 (2016; Zbl 1367.60099) Full Text: DOI arXiv
Zhang, Yong A universal result in almost sure central limit theorem for products of sums of partial sums under mixing sequence. (English) Zbl 1352.60047 Stochastics 88, No. 6, 803-812 (2016). MSC: 60F15 60F05 60G10 PDFBibTeX XMLCite \textit{Y. Zhang}, Stochastics 88, No. 6, 803--812 (2016; Zbl 1352.60047) Full Text: DOI
Hsing, Tailen; Brown, Thomas; Thelen, Brian Local intrinsic stationarity and its inference. (English) Zbl 1360.62475 Ann. Stat. 44, No. 5, 2058-2088 (2016). Reviewer: Andriy Olenko (Victoria) MSC: 62M30 60G12 62G05 62G20 PDFBibTeX XMLCite \textit{T. Hsing} et al., Ann. Stat. 44, No. 5, 2058--2088 (2016; Zbl 1360.62475) Full Text: DOI
Griewank, A.; Walther, A. First- and second-order optimality conditions for piecewise smooth objective functions. (English) Zbl 1385.90026 Optim. Methods Softw. 31, No. 5, 904-930 (2016). MSC: 90C30 90C46 PDFBibTeX XMLCite \textit{A. Griewank} and \textit{A. Walther}, Optim. Methods Softw. 31, No. 5, 904--930 (2016; Zbl 1385.90026) Full Text: DOI
Zhu, Xide; Lin, Gui-Hua Improved convergence results for a modified Levenberg-Marquardt method for nonlinear equations and applications in MPCC. (English) Zbl 1386.90154 Optim. Methods Softw. 31, No. 4, 791-804 (2016). MSC: 90C30 90C33 90C46 PDFBibTeX XMLCite \textit{X. Zhu} and \textit{G.-H. Lin}, Optim. Methods Softw. 31, No. 4, 791--804 (2016; Zbl 1386.90154) Full Text: DOI
Bibi, Abdelouahab; Ghezal, Ahmed On periodic time-varying bilinear processes: structure and asymptotic inference. (English) Zbl 1349.62394 Stat. Methods Appl. 25, No. 3, 395-420 (2016). MSC: 62M10 60G10 62F12 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Ghezal}, Stat. Methods Appl. 25, No. 3, 395--420 (2016; Zbl 1349.62394) Full Text: DOI
Bi, Hongwei; Delmas, Jean-François Total length of the genealogical tree for quadratic stationary continuous-state branching processes. (English. French summary) Zbl 1350.60090 Ann. Inst. Henri Poincaré, Probab. Stat. 52, No. 3, 1321-1350 (2016). MSC: 60J80 60J85 60G10 60G55 92D15 PDFBibTeX XMLCite \textit{H. Bi} and \textit{J.-F. Delmas}, Ann. Inst. Henri Poincaré, Probab. Stat. 52, No. 3, 1321--1350 (2016; Zbl 1350.60090) Full Text: DOI arXiv Euclid
Outrata, Jiří V.; Ferris, Michael C.; Červinka, Michal; Outrata, Michal On Cournot-Nash-Walras equilibria and their computation. (English) Zbl 1377.90098 Set-Valued Var. Anal. 24, No. 3, 387-402 (2016). MSC: 90C33 91B52 49J40 90C31 PDFBibTeX XMLCite \textit{J. V. Outrata} et al., Set-Valued Var. Anal. 24, No. 3, 387--402 (2016; Zbl 1377.90098) Full Text: DOI
Guo, Lei; Ye, Jane J. Necessary optimality conditions for optimal control problems with equilibrium constraints. (English) Zbl 1355.49017 SIAM J. Control Optim. 54, No. 5, 2710-2733 (2016). Reviewer: Jafar Zafarani (Isfahan) MSC: 49K15 49K21 90C33 PDFBibTeX XMLCite \textit{L. Guo} and \textit{J. J. Ye}, SIAM J. Control Optim. 54, No. 5, 2710--2733 (2016; Zbl 1355.49017) Full Text: DOI arXiv
Chen, Yu; Huang, Shuai; Wan, Zhong A strong convergent smoothing regularization method for mathematical programs with complementarity constraints. (English) Zbl 1352.65150 Pac. J. Optim. 12, No. 3, 497-519 (2016). Reviewer: Hang Lau (Montréal) MSC: 65K05 90C30 PDFBibTeX XMLCite \textit{Y. Chen} et al., Pac. J. Optim. 12, No. 3, 497--519 (2016; Zbl 1352.65150)
Huser, Raphaël; Genton, Marc G. Non-stationary dependence structures for spatial extremes. (English) Zbl 1347.62246 J. Agric. Biol. Environ. Stat. 21, No. 3, 470-491 (2016). MSC: 62P12 62H11 PDFBibTeX XMLCite \textit{R. Huser} and \textit{M. G. Genton}, J. Agric. Biol. Environ. Stat. 21, No. 3, 470--491 (2016; Zbl 1347.62246) Full Text: DOI arXiv
Lee, Myoungji; Genton, Marc G.; Jun, Mikyoung Testing self-similarity through Lamperti transformations. (English) Zbl 1347.62248 J. Agric. Biol. Environ. Stat. 21, No. 3, 426-447 (2016). MSC: 62P12 62H15 60G18 60G60 PDFBibTeX XMLCite \textit{M. Lee} et al., J. Agric. Biol. Environ. Stat. 21, No. 3, 426--447 (2016; Zbl 1347.62248) Full Text: DOI
Cronie, O.; van Lieshout, M. N. M. Summary statistics for inhomogeneous marked point processes. (English) Zbl 1400.62209 Ann. Inst. Stat. Math. 68, No. 4, 905-928 (2016). MSC: 62M30 60G55 62H12 62P12 PDFBibTeX XMLCite \textit{O. Cronie} and \textit{M. N. M. van Lieshout}, Ann. Inst. Stat. Math. 68, No. 4, 905--928 (2016; Zbl 1400.62209) Full Text: DOI arXiv Link
Jonasson, Johan; Steif, Jeffrey E. Volatility of Boolean functions. (English) Zbl 1347.60111 Stochastic Processes Appl. 126, No. 10, 2956-2975 (2016). MSC: 60J27 60F05 60G10 PDFBibTeX XMLCite \textit{J. Jonasson} and \textit{J. E. Steif}, Stochastic Processes Appl. 126, No. 10, 2956--2975 (2016; Zbl 1347.60111) Full Text: DOI arXiv
Dmitruk, A. V.; Samylovskii, I. A. On stationarity conditions in an optimal control problem with a simple contact with the phase boundary. (English. Russian original) Zbl 1346.49027 Mosc. Univ. Comput. Math. Cybern. 40, No. 2, 57-64 (2016); translation from Vestn. Mosk. Univ., Ser. XV 2016, No. 2, 6-13 (2016). MSC: 49K15 PDFBibTeX XMLCite \textit{A. V. Dmitruk} and \textit{I. A. Samylovskii}, Mosc. Univ. Comput. Math. Cybern. 40, No. 2, 57--64 (2016; Zbl 1346.49027); translation from Vestn. Mosk. Univ., Ser. XV 2016, No. 2, 6--13 (2016) Full Text: DOI
Dou, Baojun; Parrella, Maria Lucia; Yao, Qiwei Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients. (English) Zbl 1443.62252 J. Econom. 194, No. 2, 369-382 (2016). MSC: 62M10 62M30 62F12 62P20 PDFBibTeX XMLCite \textit{B. Dou} et al., J. Econom. 194, No. 2, 369--382 (2016; Zbl 1443.62252) Full Text: DOI arXiv
Beck, Amir; Vaisbourd, Yakov The sparse principal component analysis problem: optimality conditions and algorithms. (English) Zbl 1376.90061 J. Optim. Theory Appl. 170, No. 1, 119-143 (2016). MSC: 90C30 90C46 PDFBibTeX XMLCite \textit{A. Beck} and \textit{Y. Vaisbourd}, J. Optim. Theory Appl. 170, No. 1, 119--143 (2016; Zbl 1376.90061) Full Text: DOI arXiv
Gaşpar, Păstorel; Popa, Lorena Stochastic mappings and random distribution fields. II: Stationarity. (English) Zbl 1346.60049 Mediterr. J. Math. 13, No. 4, 2229-2252 (2016). MSC: 60G10 60E99 60G60 47B32 PDFBibTeX XMLCite \textit{P. Gaşpar} and \textit{L. Popa}, Mediterr. J. Math. 13, No. 4, 2229--2252 (2016; Zbl 1346.60049) Full Text: DOI arXiv
Li, Junping; Zhang, Lina Decay property of stopped Markovian bulk-arriving queues with \(c\)-servers. (English) Zbl 1357.60101 Stoch. Models 32, No. 4, 674-686 (2016). Reviewer: Hans Daduna (Hamburg) MSC: 60K25 60J27 60J28 60J35 90B22 PDFBibTeX XMLCite \textit{J. Li} and \textit{L. Zhang}, Stoch. Models 32, No. 4, 674--686 (2016; Zbl 1357.60101) Full Text: DOI
Gfrerer, Helmut; Klatte, Diethard Lipschitz and Hölder stability of optimization problems and generalized equations. (English) Zbl 1345.49030 Math. Program. 158, No. 1-2 (A), 35-75 (2016). MSC: 49K40 49J53 90C31 90C30 90C33 PDFBibTeX XMLCite \textit{H. Gfrerer} and \textit{D. Klatte}, Math. Program. 158, No. 1--2 (A), 35--75 (2016; Zbl 1345.49030) Full Text: DOI arXiv Link
El Machkouri, Mohamed; Giraudo, Davide Orthomartingale-coboundary decomposition for stationary random fields. (English) Zbl 1346.60069 Stoch. Dyn. 16, No. 5, Article ID 1650017, 28 p. (2016). MSC: 60G60 60G48 60G10 60F10 PDFBibTeX XMLCite \textit{M. El Machkouri} and \textit{D. Giraudo}, Stoch. Dyn. 16, No. 5, Article ID 1650017, 28 p. (2016; Zbl 1346.60069) Full Text: DOI arXiv
Lin, Zhengyan; Pang, Tian-Xiao; Hwang, Kyo-Shin An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables. (English) Zbl 1343.60026 Commun. Stat., Theory Methods 45, No. 12, 3411-3420 (2016). MSC: 60F15 60F05 PDFBibTeX XMLCite \textit{Z. Lin} et al., Commun. Stat., Theory Methods 45, No. 12, 3411--3420 (2016; Zbl 1343.60026) Full Text: DOI
Hahn, Ute; Jensen, Eva B. Vedel Hidden second-order stationary spatial point processes. (English) Zbl 1419.62267 Scand. J. Stat. 43, No. 2, 455-475 (2016). MSC: 62M30 60G55 60G10 62G10 PDFBibTeX XMLCite \textit{U. Hahn} and \textit{E. B. V. Jensen}, Scand. J. Stat. 43, No. 2, 455--475 (2016; Zbl 1419.62267) Full Text: DOI
Konstantopoulos, Takis A review of Burke’s theorem for Brownian motion. (English) Zbl 1341.60115 Queueing Syst. 83, No. 1-2, 1-12 (2016). MSC: 60K25 60J65 60J27 60G10 90B22 PDFBibTeX XMLCite \textit{T. Konstantopoulos}, Queueing Syst. 83, No. 1--2, 1--12 (2016; Zbl 1341.60115) Full Text: DOI
Zhao, Biao; Chen, Zhao; Tao, GuiPing; Chen, Min Composite quantile regression estimation for P-GARCH processes. (English) Zbl 1343.62075 Sci. China, Math. 59, No. 5, 977-998 (2016). MSC: 62M10 62F12 62F35 62P05 PDFBibTeX XMLCite \textit{B. Zhao} et al., Sci. China, Math. 59, No. 5, 977--998 (2016; Zbl 1343.62075) Full Text: DOI
Benko, Matus; Gfrerer, Helmut An SQP method for mathematical programs with complementarity constraints with strong convergence properties. (English) Zbl 1357.49124 Kybernetika 52, No. 2, 169-208 (2016). MSC: 49M37 90C26 90C33 90C55 PDFBibTeX XMLCite \textit{M. Benko} and \textit{H. Gfrerer}, Kybernetika 52, No. 2, 169--208 (2016; Zbl 1357.49124) Full Text: DOI Link
Červinka, Michal A note on stability of stationary points in mathematical programs with generalized complementarity constraints. (English) Zbl 1338.90398 Optimization 65, No. 5, 1049-1060 (2016). MSC: 90C31 90C33 49K40 PDFBibTeX XMLCite \textit{M. Červinka}, Optimization 65, No. 5, 1049--1060 (2016; Zbl 1338.90398) Full Text: DOI
Mehlitz, Patrick; Wachsmuth, Gerd Weak and strong stationarity in generalized bilevel programming and bilevel optimal control. (English) Zbl 1367.90120 Optimization 65, No. 5, 907-935 (2016). MSC: 90C48 90C33 46N10 49K15 PDFBibTeX XMLCite \textit{P. Mehlitz} and \textit{G. Wachsmuth}, Optimization 65, No. 5, 907--935 (2016; Zbl 1367.90120) Full Text: DOI
Liu, Yan; Wang, Dehui; Zhang, Haixiang; Shi, Ningzhong Bivariate zero truncated Poisson INAR(1) process. (English) Zbl 1343.62065 J. Korean Stat. Soc. 45, No. 2, 260-275 (2016). MSC: 62M10 62H10 62H12 62F12 PDFBibTeX XMLCite \textit{Y. Liu} et al., J. Korean Stat. Soc. 45, No. 2, 260--275 (2016; Zbl 1343.62065) Full Text: DOI
Pan, Baoguo; Chen, Min Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model. (English) Zbl 1343.62070 Commun. Stat., Theory Methods 45, No. 4, 1000-1013 (2016). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{B. Pan} and \textit{M. Chen}, Commun. Stat., Theory Methods 45, No. 4, 1000--1013 (2016; Zbl 1343.62070) Full Text: DOI
Richard, Alexandre Increment stationarity of \(L^2\)-indexed stochastic processes: spectral representation and characterization. (English) Zbl 1336.60073 Electron. Commun. Probab. 21, Paper No. 31, 15 p. (2016). MSC: 60G10 60G57 60G60 60G15 28C20 PDFBibTeX XMLCite \textit{A. Richard}, Electron. Commun. Probab. 21, Paper No. 31, 15 p. (2016; Zbl 1336.60073) Full Text: DOI arXiv Euclid
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng Extremes of a class of nonhomogeneous Gaussian random fields. (English) Zbl 1341.60044 Ann. Probab. 44, No. 2, 984-1012 (2016). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 60G70 60G60 60G15 60G10 60G22 60J65 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Ann. Probab. 44, No. 2, 984--1012 (2016; Zbl 1341.60044) Full Text: DOI arXiv Euclid
Jarner, Søren Fiig; Kronborg, Morten Tolver Entrance times of random walks: with applications to pension fund modeling. (English) Zbl 1348.60069 Insur. Math. Econ. 67, 1-20 (2016). MSC: 60G50 60J10 91B30 91G10 93E20 PDFBibTeX XMLCite \textit{S. F. Jarner} and \textit{M. T. Kronborg}, Insur. Math. Econ. 67, 1--20 (2016; Zbl 1348.60069) Full Text: DOI
Wachsmuth, Gerd Towards M-stationarity for optimal control of the obstacle problem with control constraints. (English) Zbl 1337.49042 SIAM J. Control Optim. 54, No. 2, 964-986 (2016). MSC: 49K21 49J40 35J86 PDFBibTeX XMLCite \textit{G. Wachsmuth}, SIAM J. Control Optim. 54, No. 2, 964--986 (2016; Zbl 1337.49042) Full Text: DOI Link
Klicnarová, Jana; Volný, Dalibor; Wang, Yizao Limit theorems for weighted Bernoulli random fields under Hannan’s condition. (English) Zbl 1336.60069 Stochastic Processes Appl. 126, No. 6, 1819-1838 (2016). MSC: 60F17 60F05 60G60 60G10 60G15 PDFBibTeX XMLCite \textit{J. Klicnarová} et al., Stochastic Processes Appl. 126, No. 6, 1819--1838 (2016; Zbl 1336.60069) Full Text: DOI arXiv
Owada, Takashi Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows. (English) Zbl 1336.60047 J. Theor. Probab. 29, No. 1, 63-95 (2016). MSC: 60F05 60G10 60E07 60G52 62M10 37A40 PDFBibTeX XMLCite \textit{T. Owada}, J. Theor. Probab. 29, No. 1, 63--95 (2016; Zbl 1336.60047) Full Text: DOI arXiv
Drapatz, Martin Strictly stationary solutions of spatial ARMA equations. (English) Zbl 1435.62321 Ann. Inst. Stat. Math. 68, No. 2, 385-412 (2016). MSC: 62M10 60G10 62M40 PDFBibTeX XMLCite \textit{M. Drapatz}, Ann. Inst. Stat. Math. 68, No. 2, 385--412 (2016; Zbl 1435.62321) Full Text: DOI arXiv
Aussel, Didier; Červinka, Michal; Marechal, Matthieu Deregulated electricity markets with thermal losses and production bounds: models and optimality conditions. (English) Zbl 1333.91045 RAIRO, Oper. Res. 50, No. 1, 19-38 (2016). MSC: 91B74 90C30 49J53 PDFBibTeX XMLCite \textit{D. Aussel} et al., RAIRO, Oper. Res. 50, No. 1, 19--38 (2016; Zbl 1333.91045) Full Text: DOI
Engelke, Sebastian; Kabluchko, Zakhar A characterization of the normal distribution using stationary max-stable processes. (English) Zbl 1333.60100 Extremes 19, No. 1, 1-6 (2016). MSC: 60G70 60G15 PDFBibTeX XMLCite \textit{S. Engelke} and \textit{Z. Kabluchko}, Extremes 19, No. 1, 1--6 (2016; Zbl 1333.60100) Full Text: DOI arXiv
Bogachev, Vladimir I.; Shaposhnikov, Stanislav V.; Veretennikov, Alexander Yu. Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter. (English) Zbl 1346.60099 Discrete Contin. Dyn. Syst. 36, No. 7, 3519-3543 (2016). MSC: 60H30 35Q84 60J60 PDFBibTeX XMLCite \textit{V. I. Bogachev} et al., Discrete Contin. Dyn. Syst. 36, No. 7, 3519--3543 (2016; Zbl 1346.60099) Full Text: DOI
Hilfer, Rudolf Mathematical analysis of time flow. (English) Zbl 1335.35211 Analysis, München 36, No. 1, 49-64 (2016). Reviewer: Thomas Ernst (Uppsala) MSC: 35Q40 81V70 82D30 26A33 PDFBibTeX XMLCite \textit{R. Hilfer}, Analysis, München 36, No. 1, 49--64 (2016; Zbl 1335.35211) Full Text: DOI
Burdakov, Oleg P.; Kanzow, Christian; Schwartz, Alexandra Mathematical programs with cardinality constraints: reformulation by complementarity-type conditions and a regularization method. (English) Zbl 1332.90220 SIAM J. Optim. 26, No. 1, 397-425 (2016). MSC: 90C27 90C30 90C46 65K05 PDFBibTeX XMLCite \textit{O. P. Burdakov} et al., SIAM J. Optim. 26, No. 1, 397--425 (2016; Zbl 1332.90220) Full Text: DOI Link
Gaşpar, Pǎstorel; Popa, Lorena Stochastic mappings and random distribution fields. III: Module propagators and uniformly bounded linear stationarity. (English) Zbl 1355.60042 J. Math. Anal. Appl. 435, No. 2, 1229-1240 (2016). MSC: 60G10 60E99 60G60 47B32 PDFBibTeX XMLCite \textit{P. Gaşpar} and \textit{L. Popa}, J. Math. Anal. Appl. 435, No. 2, 1229--1240 (2016; Zbl 1355.60042) Full Text: DOI
Huang, Chunfeng; Zhang, Haimeng; Robeson, Scott M. Intrinsic random functions and universal kriging on the circle. (English) Zbl 1328.60095 Stat. Probab. Lett. 108, 33-39 (2016). MSC: 60G07 46N30 PDFBibTeX XMLCite \textit{C. Huang} et al., Stat. Probab. Lett. 108, 33--39 (2016; Zbl 1328.60095) Full Text: DOI arXiv