Zhang, Hui-Guo; Mei, Chang-Lin Discussion on: “Statistical scale space methods”. (English) Zbl 07763508 Int. Stat. Rev. 85, No. 1, 38-40 (2017). MSC: 62-XX PDFBibTeX XMLCite \textit{H.-G. Zhang} and \textit{C.-L. Mei}, Int. Stat. Rev. 85, No. 1, 38--40 (2017; Zbl 07763508) Full Text: DOI
Ferrer-Pérez, H.; Ayuda, M. I.; Aznar, A. A comparison of two modified stationarity tests. A Monte Carlo study. (English) Zbl 07313789 Math. Comput. Simul. 134, 28-36 (2017). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{H. Ferrer-Pérez} et al., Math. Comput. Simul. 134, 28--36 (2017; Zbl 07313789) Full Text: DOI Link
Zhu, Xi; Kliemann, Wolfgang; Li, Chunfa; Feng, Enmin; Xiu, Zhilong Global behavior analysis for stochastic system of 1,3-PD continuous fermentation. (English) Zbl 1510.92085 Commun. Nonlinear Sci. Numer. Simul. 53, 228-248 (2017). MSC: 92C40 PDFBibTeX XMLCite \textit{X. Zhu} et al., Commun. Nonlinear Sci. Numer. Simul. 53, 228--248 (2017; Zbl 1510.92085) Full Text: DOI
De Lara, Idemauro Antonio Rodrigues; Hinde, John; Taconeli, Cesar Augusto An alternative method for evaluating stationarity in transition models. (English) Zbl 07192105 J. Stat. Comput. Simulation 87, No. 15, 2962-2980 (2017). MSC: 62F03 62J12 PDFBibTeX XMLCite \textit{I. A. R. De Lara} et al., J. Stat. Comput. Simulation 87, No. 15, 2962--2980 (2017; Zbl 07192105) Full Text: DOI
Ferreira, Guillermo; Navarrete, Jean P.; Rodríguez-Cortés, Francisco J.; Mateu, Jorge Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach. (English) Zbl 07192071 J. Stat. Comput. Simulation 87, No. 12, 2430-2449 (2017). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Ferreira} et al., J. Stat. Comput. Simulation 87, No. 12, 2430--2449 (2017; Zbl 07192071) Full Text: DOI
Wang, Wentao; Li, Dengkui Structure identification and variable selection in geographically weighted regression models. (English) Zbl 07192049 J. Stat. Comput. Simulation 87, No. 10, 2050-2068 (2017). MSC: 62-XX PDFBibTeX XMLCite \textit{W. Wang} and \textit{D. Li}, J. Stat. Comput. Simulation 87, No. 10, 2050--2068 (2017; Zbl 07192049) Full Text: DOI
Arvanitis, Stelios Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski’s FPT. (English) Zbl 1438.39028 Cogent Math. 4, Article ID 1380392, 7 p. (2017). MSC: 39A50 37H10 PDFBibTeX XMLCite \textit{S. Arvanitis}, Cogent Math. 4, Article ID 1380392, 7 p. (2017; Zbl 1438.39028) Full Text: DOI
Pezo Villar, Danilo Local stationarity for spatial data. (English) Zbl 1412.60005 Kaiserslautern: TU Kaiserslautern, Fachbereich Mathematik (Diss.). xvi, 79 p. (2017). MSC: 60-02 62-02 60G60 60G10 60G15 62M10 PDFBibTeX XMLCite \textit{D. Pezo Villar}, Local stationarity for spatial data. Kaiserslautern: TU Kaiserslautern, Fachbereich Mathematik (Diss.) (2017; Zbl 1412.60005) Full Text: Link
Bommier, Antoine; Kochov, Asen; Le Grand, François On monotone recursive preferences. (English) Zbl 1420.91048 Econometrica 85, No. 5, 1433-1466 (2017). MSC: 91B08 91B16 PDFBibTeX XMLCite \textit{A. Bommier} et al., Econometrica 85, No. 5, 1433--1466 (2017; Zbl 1420.91048) Full Text: DOI
Henrion, René Calmness as a constraint qualification for M-stationarity conditions in MPECs. (English) Zbl 1427.90262 Aussel, Didier (ed.) et al., Generalized Nash equilibrium problems, bilevel programming and MPEC. Based on lectures given at the international center for pure and applied mathematics (CIMPA) school, Delhi, India, November 25 – December 6, 2013. Singapore: Springer. Forum Interdiscip. Math., 21-41 (2017). MSC: 90C30 90C33 PDFBibTeX XMLCite \textit{R. Henrion}, in: Generalized Nash equilibrium problems, bilevel programming and MPEC. Based on lectures given at the international center for pure and applied mathematics (CIMPA) school, Delhi, India, November 25 -- December 6, 2013. Singapore: Springer. 21--41 (2017; Zbl 1427.90262) Full Text: DOI
Arvanitis, Stelios; Louka, Alexandros Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model. (English) Zbl 1398.91676 Econ. Lett. 161, 135-137 (2017). MSC: 91G70 62M10 60G44 60F99 PDFBibTeX XMLCite \textit{S. Arvanitis} and \textit{A. Louka}, Econ. Lett. 161, 135--137 (2017; Zbl 1398.91676) Full Text: DOI
Beran, Jan Mathematical foundations of time series analysis. A concise introduction. (English) Zbl 1414.62001 Cham: Springer (ISBN 978-3-319-74378-3/hbk; 978-3-319-74380-6/ebook). ix, 307 p. (2017). Reviewer: Ludwig Paditz (Dresden) MSC: 62-01 62M10 PDFBibTeX XMLCite \textit{J. Beran}, Mathematical foundations of time series analysis. A concise introduction. Cham: Springer (2017; Zbl 1414.62001) Full Text: DOI
Hong, Yongmiao; Wang, Xia; Wang, Shouyang Testing strict stationarity with applications to macroeconomic time series. (English) Zbl 1403.91275 Int. Econ. Rev. 58, No. 4, 1227-1277 (2017). MSC: 91B84 60E10 62G05 PDFBibTeX XMLCite \textit{Y. Hong} et al., Int. Econ. Rev. 58, No. 4, 1227--1277 (2017; Zbl 1403.91275) Full Text: DOI
Messer, Michael; Costa, Kauê M.; Roeper, Jochen; Schneider, Gaby Multi-scale detection of rate changes in spike trains with weak dependencies. (English) Zbl 1382.92068 J. Comput. Neurosci. 42, No. 2, 187-201 (2017). MSC: 92C20 62P10 PDFBibTeX XMLCite \textit{M. Messer} et al., J. Comput. Neurosci. 42, No. 2, 187--201 (2017; Zbl 1382.92068) Full Text: DOI arXiv
DeYoreo, Maria; Kottas, Athanasios A Bayesian nonparametric Markovian model for non-stationary time series. (English) Zbl 1384.62287 Stat. Comput. 27, No. 6, 1525-1538 (2017). MSC: 62M10 62G05 62F15 62P12 PDFBibTeX XMLCite \textit{M. DeYoreo} and \textit{A. Kottas}, Stat. Comput. 27, No. 6, 1525--1538 (2017; Zbl 1384.62287) Full Text: DOI arXiv
Rachinskaya, Maria; Fedotkin, Mikhail Stationarity conditions for the control systems that provide service to the conflicting batch Poisson flows. (English) Zbl 1383.60090 Rykov, Vladimir V. (ed.) et al., Analytical and computational methods in probability theory. First international conference, ACMPT 2017, Moscow, Russia, October 23–27, 2017. Proceedings. Cham: Springer (ISBN 978-3-319-71503-2/pbk; 978-3-319-71504-9/ebook). Lecture Notes in Computer Science 10684, 43-53 (2017). MSC: 60K25 60J20 90B20 PDFBibTeX XMLCite \textit{M. Rachinskaya} and \textit{M. Fedotkin}, Lect. Notes Comput. Sci. 10684, 43--53 (2017; Zbl 1383.60090) Full Text: DOI
Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; Dette, Holger; Hallin, Marc Quantile spectral analysis for locally stationary time series. (English) Zbl 06840449 J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 5, 1619-1643 (2017). MSC: 62M10 62M15 62H05 60G10 PDFBibTeX XMLCite \textit{S. Birr} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 5, 1619--1643 (2017; Zbl 06840449) Full Text: DOI arXiv
Lips, Johannes Do they still matter? – Impact of fossil fuels on electricity prices in the light of increased renewable generation. (English) Zbl 1462.62727 J. Time Ser. Econom. 9, No. 2, Article No. 20160018, 30 p. (2017). MSC: 62P20 91B84 PDFBibTeX XMLCite \textit{J. Lips}, J. Time Ser. Econom. 9, No. 2, Article No. 20160018, 30 p. (2017; Zbl 1462.62727) Full Text: DOI Link
Konnov, I. V.; Salahuddin Two-level iterative method for non-stationary mixed variational inequalities. (English. Russian original) Zbl 1383.49011 Russ. Math. 61, No. 10, 44-53 (2017); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2017, No. 10, 50-61 (2017). MSC: 49J40 49J53 PDFBibTeX XMLCite \textit{I. V. Konnov} and \textit{Salahuddin}, Russ. Math. 61, No. 10, 44--53 (2017; Zbl 1383.49011); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2017, No. 10, 50--61 (2017) Full Text: DOI
Segers, Johan; Zhao, Yuwei; Meinguet, Thomas Polar decomposition of regularly varying time series in star-shaped metric spaces. (English) Zbl 1387.60087 Extremes 20, No. 3, 539-566 (2017). MSC: 60G70 60G60 PDFBibTeX XMLCite \textit{J. Segers} et al., Extremes 20, No. 3, 539--566 (2017; Zbl 1387.60087) Full Text: DOI arXiv
Matsushita, Yutaka A generalized extensive structure that is equipped with a right action and its representation. (English) Zbl 1397.91142 J. Math. Psychol. 81, 28-39 (2017). MSC: 91B06 PDFBibTeX XMLCite \textit{Y. Matsushita}, J. Math. Psychol. 81, 28--39 (2017; Zbl 1397.91142) Full Text: DOI
Banica, Teodor; Chirvasitu, Alexandru Thoma type results for discrete quantum groups. (English) Zbl 1458.46057 Int. J. Math. 28, No. 14, Article ID 1750103, 23 p. (2017). MSC: 46L67 46L54 60B15 PDFBibTeX XMLCite \textit{T. Banica} and \textit{A. Chirvasitu}, Int. J. Math. 28, No. 14, Article ID 1750103, 23 p. (2017; Zbl 1458.46057) Full Text: DOI arXiv
Müller, Georg; Schiela, Anton On the control of time discretized dynamic contact problems. (English) Zbl 1383.49002 Comput. Optim. Appl. 68, No. 2, 243-287 (2017). MSC: 49J20 49M25 65K15 74H15 PDFBibTeX XMLCite \textit{G. Müller} and \textit{A. Schiela}, Comput. Optim. Appl. 68, No. 2, 243--287 (2017; Zbl 1383.49002) Full Text: DOI Link Backlinks: MO
Ikeda, Shin S. A note on mixingale limit theorems and stable convergence in law. (English) Zbl 1386.60017 Commun. Stat., Theory Methods 46, No. 19, 9377-9387 (2017). MSC: 60B10 60F05 60F17 PDFBibTeX XMLCite \textit{S. S. Ikeda}, Commun. Stat., Theory Methods 46, No. 19, 9377--9387 (2017; Zbl 1386.60017) Full Text: DOI
Nessah, Rabia; Parvulescu, Raluca On the existence of Pareto efficient Nash equilibria in discontinuous games. (English) Zbl 1415.91017 Int. Game Theory Rev. 19, No. 3, Article ID 1750014, 13 p. (2017). MSC: 91A10 PDFBibTeX XMLCite \textit{R. Nessah} and \textit{R. Parvulescu}, Int. Game Theory Rev. 19, No. 3, Article ID 1750014, 13 p. (2017; Zbl 1415.91017) Full Text: DOI
Nåsell, Ingemar An alternative to moment closure. (English) Zbl 1372.92090 Bull. Math. Biol. 79, No. 9, 2088-2108 (2017). MSC: 92D25 60J28 PDFBibTeX XMLCite \textit{I. Nåsell}, Bull. Math. Biol. 79, No. 9, 2088--2108 (2017; Zbl 1372.92090) Full Text: DOI arXiv
Rinot, Assaf Same graph, different universe. (English) Zbl 1417.03265 Arch. Math. Logic 56, No. 7-8, 783-796 (2017). MSC: 03E35 05C15 05C63 03E05 PDFBibTeX XMLCite \textit{A. Rinot}, Arch. Math. Logic 56, No. 7--8, 783--796 (2017; Zbl 1417.03265) Full Text: DOI
D’Ercole, Roberto Structural and hidden properties of 1D point processes: a wavelet-based study. (English) Zbl 1372.60068 Int. J. Wavelets Multiresolut. Inf. Process. 15, No. 5, Article ID 1750041, 33 p. (2017). MSC: 60G55 60G57 62M07 62M30 62P12 PDFBibTeX XMLCite \textit{R. D'Ercole}, Int. J. Wavelets Multiresolut. Inf. Process. 15, No. 5, Article ID 1750041, 33 p. (2017; Zbl 1372.60068) Full Text: DOI
Marin, A.; Rossi, S. On the relations between Markov chain lumpability and reversibility. (English) Zbl 1398.60085 Acta Inf. 54, No. 5, 447-485 (2017). Reviewer: Alexander Yu. Veretennikov (Leeds) MSC: 60J27 60J28 PDFBibTeX XMLCite \textit{A. Marin} and \textit{S. Rossi}, Acta Inf. 54, No. 5, 447--485 (2017; Zbl 1398.60085) Full Text: DOI
Zhitnikov, V. P.; Sherykhalina, N. M.; Zaripov, A. A.; Sokolova, A. A. Quasi-stationary solution of a problem of electrochemical copying of a cogged surface. (English. Russian original) Zbl 1375.78032 Russ. Math. 61, No. 8, 76-80 (2017); translation from Izv. Vyssh. Uchebn. Zaved., Mat. No. 8, 86-91 (2017). MSC: 78A57 PDFBibTeX XMLCite \textit{V. P. Zhitnikov} et al., Russ. Math. 61, No. 8, 76--80 (2017; Zbl 1375.78032); translation from Izv. Vyssh. Uchebn. Zaved., Mat. No. 8, 86--91 (2017) Full Text: DOI
Tarasyuk, Igor Valerievich; Buchholz, Peter Equivalences for fluid stochastic Petri nets. (English) Zbl 1373.68299 Sib. Èlektron. Mat. Izv. 14, 317-366 (2017). MSC: 68Q85 68Q87 PDFBibTeX XMLCite \textit{I. V. Tarasyuk} and \textit{P. Buchholz}, Sib. Èlektron. Mat. Izv. 14, 317--366 (2017; Zbl 1373.68299) Full Text: DOI arXiv
Barsukow, Wasilij Stationarity and vorticity preservation for the linearized Euler equations in multiple spatial dimensions. (English) Zbl 1391.76382 Cancès, Clément (ed.) et al., Finite volumes for complex applications VIII – methods and theoretical aspects. FVCA 8, Lille, France, June 12–16, 2017. Cham: Springer (ISBN 978-3-319-57396-0/hbk; 978-3-319-57397-7/ebook; 978-3-319-58818-6/set). Springer Proceedings in Mathematics & Statistics 199, 449-456 (2017). MSC: 76M12 65M08 76Bxx 35L45 35Q35 PDFBibTeX XMLCite \textit{W. Barsukow}, Springer Proc. Math. Stat. 199, 449--456 (2017; Zbl 1391.76382) Full Text: DOI
Chen, Richard Y.; Mykland, Per A. Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data. (English) Zbl 1388.62304 J. Econom. 200, No. 1, 79-103 (2017). MSC: 62P05 62M10 60G48 60F05 PDFBibTeX XMLCite \textit{R. Y. Chen} and \textit{P. A. Mykland}, J. Econom. 200, No. 1, 79--103 (2017; Zbl 1388.62304) Full Text: DOI arXiv
Giordano, Francesco; Niglio, Marcella; Vitale, Cosimo Damiano Unit root testing in presence of a double threshold process. (English) Zbl 1373.37175 Methodol. Comput. Appl. Probab. 19, No. 2, 539-556 (2017). MSC: 37M10 62F03 PDFBibTeX XMLCite \textit{F. Giordano} et al., Methodol. Comput. Appl. Probab. 19, No. 2, 539--556 (2017; Zbl 1373.37175) Full Text: DOI
Suñé, Víctor Computing the expected Markov reward rates with stationarity detection and relative error control. (English) Zbl 1370.60130 Methodol. Comput. Appl. Probab. 19, No. 2, 445-485 (2017). MSC: 60J28 60J27 60J22 65C40 PDFBibTeX XMLCite \textit{V. Suñé}, Methodol. Comput. Appl. Probab. 19, No. 2, 445--485 (2017; Zbl 1370.60130) Full Text: DOI Link
Cavicchioli, Maddalena Third and fourth moments of vector autoregressions with regime switching. (English) Zbl 1368.62243 Commun. Stat., Theory Methods 46, No. 9, 4181-4194 (2017). MSC: 62M10 62M02 PDFBibTeX XMLCite \textit{M. Cavicchioli}, Commun. Stat., Theory Methods 46, No. 9, 4181--4194 (2017; Zbl 1368.62243) Full Text: DOI
Mhalla, Linda; Chavez-Demoulin, Valérie; Naveau, Philippe Non-linear models for extremal dependence. (English) Zbl 1397.62171 J. Multivariate Anal. 159, 49-66 (2017). MSC: 62G32 62H12 62G05 PDFBibTeX XMLCite \textit{L. Mhalla} et al., J. Multivariate Anal. 159, 49--66 (2017; Zbl 1397.62171) Full Text: DOI
Benko, Matúš; Gfrerer, Helmut An SQP method for mathematical programs with vanishing constraints with strong convergence properties. (English) Zbl 1406.90094 Comput. Optim. Appl. 67, No. 2, 361-399 (2017). MSC: 90C26 90C55 49M37 PDFBibTeX XMLCite \textit{M. Benko} and \textit{H. Gfrerer}, Comput. Optim. Appl. 67, No. 2, 361--399 (2017; Zbl 1406.90094) Full Text: DOI arXiv
Zhu, Xuening; Pan, Rui; Li, Guodong; Liu, Yuewen; Wang, Hansheng Network vector autoregression. (English) Zbl 1381.62256 Ann. Stat. 45, No. 3, 1096-1123 (2017). Reviewer: Miroslav M. Ristić (Niš) MSC: 62M10 62J05 PDFBibTeX XMLCite \textit{X. Zhu} et al., Ann. Stat. 45, No. 3, 1096--1123 (2017; Zbl 1381.62256) Full Text: DOI Euclid
Baccelli, François; Haji-Mirsadeghi, Mir-Omid Point-map-probabilities of a point process and Mecke’s invariant measure equation. (English) Zbl 1375.60091 Ann. Probab. 45, No. 3, 1723-1751 (2017). Reviewer: Ilya S. Molchanov (Bern) MSC: 60G55 60G10 60G57 60G30 60F17 PDFBibTeX XMLCite \textit{F. Baccelli} and \textit{M.-O. Haji-Mirsadeghi}, Ann. Probab. 45, No. 3, 1723--1751 (2017; Zbl 1375.60091) Full Text: DOI arXiv
Wu, Qunying An extension of almost sure central limit theorem for the maximum of stationary Gaussian random fields. (English) Zbl 1369.60020 Commun. Stat., Theory Methods 46, No. 8, 3667-3675 (2017). MSC: 60F15 60F05 60G60 60G15 60G10 PDFBibTeX XMLCite \textit{Q. Wu}, Commun. Stat., Theory Methods 46, No. 8, 3667--3675 (2017; Zbl 1369.60020) Full Text: DOI
Valiente Kroon, J. A.; Williams, J. L. Dain’s invariant on non-time symmetric initial data sets. (English) Zbl 1367.83017 Classical Quantum Gravity 34, No. 12, Article ID 125013, 20 p. (2017). MSC: 83C05 53Z05 PDFBibTeX XMLCite \textit{J. A. Valiente Kroon} and \textit{J. L. Williams}, Classical Quantum Gravity 34, No. 12, Article ID 125013, 20 p. (2017; Zbl 1367.83017) Full Text: DOI arXiv
Douc, Randal; Fokianos, Konstantinos; Moulines, Eric Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models. (English) Zbl 1366.62173 Electron. J. Stat. 11, No. 2, 2707-2740 (2017). MSC: 62M10 60J05 62M05 PDFBibTeX XMLCite \textit{R. Douc} et al., Electron. J. Stat. 11, No. 2, 2707--2740 (2017; Zbl 1366.62173) Full Text: DOI Euclid
Kuznetsov, Vitaly; Mohri, Mehryar Generalization bounds for non-stationary mixing processes. (English) Zbl 1412.68186 Mach. Learn. 106, No. 1, 93-117 (2017). MSC: 68T05 PDFBibTeX XMLCite \textit{V. Kuznetsov} and \textit{M. Mohri}, Mach. Learn. 106, No. 1, 93--117 (2017; Zbl 1412.68186) Full Text: DOI
Kolesnikov, Alexander V.; Zaev, Danila A. Optimal transportation of processes with infinite Kantorovich distance: independence and symmetry. (English) Zbl 1369.49066 Kyoto J. Math. 57, No. 2, 293-324 (2017). MSC: 49Q20 93E20 49J27 28C20 PDFBibTeX XMLCite \textit{A. V. Kolesnikov} and \textit{D. A. Zaev}, Kyoto J. Math. 57, No. 2, 293--324 (2017; Zbl 1369.49066) Full Text: DOI arXiv
Khoo, Wooi Chen; Ong, Seng Huat; Biswas, Atanu Modeling time series of counts with a new class of INAR(1) model. (English) Zbl 1367.60033 Stat. Pap. 58, No. 2, 393-416 (2017). MSC: 60G10 62M10 PDFBibTeX XMLCite \textit{W. C. Khoo} et al., Stat. Pap. 58, No. 2, 393--416 (2017; Zbl 1367.60033) Full Text: DOI
Hintermüller, Michael; Keil, Tobias; Wegner, Donat Optimal control of a semidiscrete Cahn-Hilliard-Navier-Stokes system with nonmatched fluid densities. (English) Zbl 1368.49022 SIAM J. Control Optim. 55, No. 3, 1954-1989 (2017). MSC: 49K20 35J87 90C46 76T10 49M25 PDFBibTeX XMLCite \textit{M. Hintermüller} et al., SIAM J. Control Optim. 55, No. 3, 1954--1989 (2017; Zbl 1368.49022) Full Text: DOI arXiv
Yüksel, Serdar On stochastic stability of a class of non-Markovian processes and applications in quantization. (English) Zbl 1365.60033 SIAM J. Control Optim. 55, No. 2, 1241-1260 (2017). MSC: 60G10 60J27 93E15 94A29 PDFBibTeX XMLCite \textit{S. Yüksel}, SIAM J. Control Optim. 55, No. 2, 1241--1260 (2017; Zbl 1365.60033) Full Text: DOI arXiv
Wachsmuth, Gerd Strong stationarity for optimization problems with complementarity constraints in absence of polyhedricity. With applications to optimization with semidefinite and second-order-cone complementarity constraints. (English) Zbl 1368.49018 Set-Valued Var. Anal. 25, No. 1, 133-175 (2017). Reviewer: Sorin-Mihai Grad (Chemnitz) MSC: 49K10 49J52 90C22 90C33 49K27 PDFBibTeX XMLCite \textit{G. Wachsmuth}, Set-Valued Var. Anal. 25, No. 1, 133--175 (2017; Zbl 1368.49018) Full Text: DOI
Chen, Jinwen; Jian, Siqi; Li, Haitao Representations for the decay parameter of Markov chains. (English) Zbl 1414.60055 Bernoulli 23, No. 3, 2058-2082 (2017). Reviewer: László Lakatos (Budapest) MSC: 60J10 60J27 PDFBibTeX XMLCite \textit{J. Chen} et al., Bernoulli 23, No. 3, 2058--2082 (2017; Zbl 1414.60055) Full Text: DOI
Bouzebda, Salim; Didi, Sultana Additive regression model for stationary and ergodic continuous time processes. (English) Zbl 1380.62165 Commun. Stat., Theory Methods 46, No. 5, 2454-2493 (2017). MSC: 62G08 60G09 62G07 62G20 PDFBibTeX XMLCite \textit{S. Bouzebda} and \textit{S. Didi}, Commun. Stat., Theory Methods 46, No. 5, 2454--2493 (2017; Zbl 1380.62165) Full Text: DOI
Bouzebda, Salim; Didi, Sultana Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: asymptotic results. (English) Zbl 1360.62155 Commun. Stat., Theory Methods 46, No. 3, 1367-1406 (2017). MSC: 62G07 62G08 62G05 62G20 62H05 60G42 60G46 PDFBibTeX XMLCite \textit{S. Bouzebda} and \textit{S. Didi}, Commun. Stat., Theory Methods 46, No. 3, 1367--1406 (2017; Zbl 1360.62155) Full Text: DOI
Benko, Matus; Gfrerer, Helmut On estimating the regular normal cone to constraint systems and stationarity conditions. (English) Zbl 1394.90526 Optimization 66, No. 1, 61-92 (2017). MSC: 90C30 PDFBibTeX XMLCite \textit{M. Benko} and \textit{H. Gfrerer}, Optimization 66, No. 1, 61--92 (2017; Zbl 1394.90526) Full Text: DOI arXiv
Zili, Mounir Generalized fractional Brownian motion. (English) Zbl 1361.60028 Mod. Stoch., Theory Appl. 4, No. 1, 15-24 (2017). MSC: 60G22 60G52 PDFBibTeX XMLCite \textit{M. Zili}, Mod. Stoch., Theory Appl. 4, No. 1, 15--24 (2017; Zbl 1361.60028) Full Text: DOI arXiv
Brandes, Dirk-Philip Continuous time autoregressive moving average processes with random Lévy coefficients. (English) Zbl 1361.60066 ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 219-244 (2017). MSC: 60J60 60H10 60G51 60G10 60H05 62M10 PDFBibTeX XMLCite \textit{D.-P. Brandes}, ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 219--244 (2017; Zbl 1361.60066) Full Text: Link
Rao, Tata Subba; Terdik, Gyorgy On the frequency variogram and on frequency domain methods for the analysis of spatio-temporal data. (English) Zbl 1360.62477 J. Time Ser. Anal. 38, No. 2, 308-325 (2017). MSC: 62M30 62M10 62G10 PDFBibTeX XMLCite \textit{T. S. Rao} and \textit{G. Terdik}, J. Time Ser. Anal. 38, No. 2, 308--325 (2017; Zbl 1360.62477) Full Text: DOI arXiv
Cardinali, Alessandro; Nason, Guy P. Locally stationary wavelet packet processes: basis selection and model fitting. (English) Zbl 1360.62444 J. Time Ser. Anal. 38, No. 2, 151-174 (2017). MSC: 62M09 62M10 62M15 65T60 PDFBibTeX XMLCite \textit{A. Cardinali} and \textit{G. P. Nason}, J. Time Ser. Anal. 38, No. 2, 151--174 (2017; Zbl 1360.62444) Full Text: DOI
Yeh, Hsiaw-Chan Four general multivariate stationary extremal Markovian processes. (English) Zbl 1386.60069 Commun. Stat., Simulation Comput. 46, No. 1, 16-37 (2017). MSC: 60E10 60J05 62M10 PDFBibTeX XMLCite \textit{H.-C. Yeh}, Commun. Stat., Simulation Comput. 46, No. 1, 16--37 (2017; Zbl 1386.60069) Full Text: DOI
Beranger, Boris; Padoan, Simone A.; Sisson, Scott A. Models for extremal dependence derived from skew-symmetric families. (English) Zbl 1361.62009 Scand. J. Stat. 44, No. 1, 21-45 (2017). MSC: 62E10 60G70 60G52 60E05 62H05 62M30 62F10 62P12 PDFBibTeX XMLCite \textit{B. Beranger} et al., Scand. J. Stat. 44, No. 1, 21--45 (2017; Zbl 1361.62009) Full Text: DOI arXiv
Ernst, Philip A.; Brown, Lawrence D.; Shepp, Larry; Wolpert, Robert L. Stationary Gaussian Markov processes as limits of stationary autoregressive time series. (English) Zbl 1358.60056 J. Multivariate Anal. 155, 180-186 (2017). MSC: 60G15 60J25 60G10 62M10 60H10 PDFBibTeX XMLCite \textit{P. A. Ernst} et al., J. Multivariate Anal. 155, 180--186 (2017; Zbl 1358.60056) Full Text: DOI Link
Korkas, Karolos K.; Fryzlewicz, Piotr Multiple change-point detection for non-stationary time series using wild binary segmentation. (English) Zbl 1356.62143 Stat. Sin. 27, No. 1, 287-312 (2017). MSC: 62M10 62M30 PDFBibTeX XMLCite \textit{K. K. Korkas} and \textit{P. Fryzlewicz}, Stat. Sin. 27, No. 1, 287--312 (2017; Zbl 1356.62143) Full Text: DOI Link
Kallenberg, Olav Random measures, theory and applications. (English) Zbl 1376.60003 Probability Theory and Stochastic Modelling 77. Cham: Springer (ISBN 978-3-319-41596-3/hbk; 978-3-319-41598-7/ebook). xiii, 694 p. (2017). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60-02 60G57 60G07 60G10 60G55 60B05 60G60 60E05 60H05 PDFBibTeX XMLCite \textit{O. Kallenberg}, Random measures, theory and applications. Cham: Springer (2017; Zbl 1376.60003) Full Text: DOI
Chandler, Gabe; Polonik, Wolfgang Residual empirical processes and weighted sums for time-varying processes with applications to testing for homoscedasticity. (English) Zbl 1356.62123 J. Time Ser. Anal. 38, No. 1, 72-98 (2017). MSC: 62M07 62G05 62G20 62M10 PDFBibTeX XMLCite \textit{G. Chandler} and \textit{W. Polonik}, J. Time Ser. Anal. 38, No. 1, 72--98 (2017; Zbl 1356.62123) Full Text: DOI
Cerovecki, Clément; Hörmann, Siegfried On the CLT for discrete Fourier transforms of functional time series. (English) Zbl 1397.62298 J. Multivariate Anal. 154, 282-295 (2017). MSC: 62M10 60F17 62M20 PDFBibTeX XMLCite \textit{C. Cerovecki} and \textit{S. Hörmann}, J. Multivariate Anal. 154, 282--295 (2017; Zbl 1397.62298) Full Text: DOI arXiv