Harder, Felix; Wachsmuth, Gerd Comparison of optimality systems for the optimal control of the obstacle problem. (English) Zbl 1525.49022 GAMM-Mitt. 40, No. 4, 312-338 (2018). MSC: 49K20 49J40 90C33 PDFBibTeX XMLCite \textit{F. Harder} and \textit{G. Wachsmuth}, GAMM-Mitt. 40, No. 4, 312--338 (2018; Zbl 1525.49022) Full Text: DOI
Escobar, Marcos A stochastic volatility factor model of Heston type. Statistical properties and estimation. (English) Zbl 1498.60282 Stochastics 90, No. 2, 172-199 (2018). MSC: 60H30 62P05 PDFBibTeX XMLCite \textit{M. Escobar}, Stochastics 90, No. 2, 172--199 (2018; Zbl 1498.60282) Full Text: DOI
Aseev, Sergey M. An optimal control problem with a risk zone. (English) Zbl 1443.49002 Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 11th international conference, LSSC 2017, Sozopol, Bulgaria, June 5–9, 2017. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 10665, 185-192 (2018). MSC: 49J10 PDFBibTeX XMLCite \textit{S. M. Aseev}, Lect. Notes Comput. Sci. 10665, 185--192 (2018; Zbl 1443.49002) Full Text: DOI
Ferreira, Guillermo; Piña, Nicolas; Porcu, Emilio Estimation of slowly time-varying trend function in long memory regression models. (English) Zbl 07192638 J. Stat. Comput. Simulation 88, No. 10, 1903-1920 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Ferreira} et al., J. Stat. Comput. Simulation 88, No. 10, 1903--1920 (2018; Zbl 07192638) Full Text: DOI
Boussaha, Nadia; Hamdi, Fayçal On periodic autoregressive stochastic volatility models: structure and estimation. (English) Zbl 07192623 J. Stat. Comput. Simulation 88, No. 9, 1637-1668 (2018). MSC: 62M10 62G05 PDFBibTeX XMLCite \textit{N. Boussaha} and \textit{F. Hamdi}, J. Stat. Comput. Simulation 88, No. 9, 1637--1668 (2018; Zbl 07192623) Full Text: DOI
Thorisson, Hermann On the modified Palm version. (English) Zbl 1444.60040 Adv. Appl. Probab. 50, No. A, 271-280 (2018). MSC: 60G57 60G55 60G60 PDFBibTeX XMLCite \textit{H. Thorisson}, Adv. Appl. Probab. 50, No. A, 271--280 (2018; Zbl 1444.60040) Full Text: DOI
Wang, Wei-Min; Wang, Jing Nonparametric hypothesis of drift function in locally stationary diffusion models. (English) Zbl 1435.62156 Far East J. Appl. Math. 100, No. 3, 181-196 (2018). MSC: 62G10 60J60 62E20 62M07 PDFBibTeX XMLCite \textit{W.-M. Wang} and \textit{J. Wang}, Far East J. Appl. Math. 100, No. 3, 181--196 (2018; Zbl 1435.62156) Full Text: DOI
Nelson, J. D. B.; Gibberd, A. J.; Nafornita, C.; Kingsbury, N. The locally stationary dual-tree complex wavelet model. (English) Zbl 1430.62214 Stat. Comput. 28, No. 6, 1139-1154 (2018). MSC: 62M40 42C40 PDFBibTeX XMLCite \textit{J. D. B. Nelson} et al., Stat. Comput. 28, No. 6, 1139--1154 (2018; Zbl 1430.62214) Full Text: DOI
Suárez-Vega, Rafael; Gutiérrez-Acuña, José Luis; Rodríguez-Díaz, Manuel Locating a shopping centre by considering demand disaggregated by categories. (English) Zbl 07110054 IMA J. Manag. Math. 29, No. 4, 435-456 (2018). MSC: 90-XX 91-XX PDFBibTeX XMLCite \textit{R. Suárez-Vega} et al., IMA J. Manag. Math. 29, No. 4, 435--456 (2018; Zbl 07110054) Full Text: DOI Link
Fokianos, K.; Pitsillou, Maria Testing independence for multivariate time series via the auto-distance correlation matrix. (English) Zbl 07072416 Biometrika 105, No. 2, 337-352 (2018). MSC: 62P10 PDFBibTeX XMLCite \textit{K. Fokianos} and \textit{M. Pitsillou}, Biometrika 105, No. 2, 337--352 (2018; Zbl 07072416) Full Text: DOI Link
Lee, S.; Meintanis, S. G.; Pretorius, C. Fourier-type monitoring procedures for strict stationarity. (English) Zbl 1414.62373 Bertail, Patrice (ed.) et al., Nonparametric statistics. 3rd ISNPS, Avignon, France, June 2016. Seleced papers of the 3rd conference of the International Society for Nonparametric Statistics (ISNPS), Avignon, France, June 11–16, 2016. Cham: Springer. Springer Proc. Math. Stat. 250, 323-336 (2018). MSC: 62M10 62P05 60G10 PDFBibTeX XMLCite \textit{S. Lee} et al., Springer Proc. Math. Stat. 250, 323--336 (2018; Zbl 1414.62373) Full Text: DOI arXiv
Liu, Yan; Akashi, Fumiya; Taniguchi, Masanobu Empirical likelihood and quantile methods for time series. Efficiency, robustness, optimality, and prediction. (English) Zbl 1418.62012 SpringerBriefs in Statistics. JSS Research Series in Statistics. Singapore: Springer (ISBN 978-981-10-0151-2/pbk; 978-981-10-0152-9/ebook). x, 136 p. (2018). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62-02 62M10 62G05 62G08 62G20 PDFBibTeX XMLCite \textit{Y. Liu} et al., Empirical likelihood and quantile methods for time series. Efficiency, robustness, optimality, and prediction. Singapore: Springer (2018; Zbl 1418.62012) Full Text: DOI
Ribeiro, Ademir A.; Sachine, Mael; Santos, Sandra A. On the approximate solutions of augmented subproblems within sequential methods for nonlinear programming. (English) Zbl 1413.90269 Comput. Appl. Math. 37, No. 5, 6601-6618 (2018). MSC: 90C30 65K05 49M37 PDFBibTeX XMLCite \textit{A. A. Ribeiro} et al., Comput. Appl. Math. 37, No. 5, 6601--6618 (2018; Zbl 1413.90269) Full Text: DOI
Hintermüller, Michael; Keil, Tobias Some recent developments in optimal control of multiphase flows. (English) Zbl 1407.49008 Schulz, Volker (ed.) et al., Shape optimization, homogenization and optimal control. DFG-AIMS workshop held at the AIMS Center Sénégal, Mbour, Sénégal, March 13–16, 2017. Cham: Birkhäuser. ISNM, Int. Ser. Numer. Math. 169, 113-142 (2018). MSC: 49J20 49K20 49M30 49J52 65M60 65K05 65K10 PDFBibTeX XMLCite \textit{M. Hintermüller} and \textit{T. Keil}, ISNM, Int. Ser. Numer. Math. 169, 113--142 (2018; Zbl 1407.49008) Full Text: DOI
Christof, Constantin; Meyer, Christian; Walther, Stephan; Clason, Christian Optimal control of a non-smooth semilinear elliptic equation. (English) Zbl 1407.49026 Math. Control Relat. Fields 8, No. 1, 247-276 (2018). MSC: 49K20 49J52 49M15 35J61 PDFBibTeX XMLCite \textit{C. Christof} et al., Math. Control Relat. Fields 8, No. 1, 247--276 (2018; Zbl 1407.49026) Full Text: DOI arXiv
Harder, Felix; Wachsmuth, Gerd The limiting normal cone of a complementarity set in Sobolev spaces. (English) Zbl 1407.49010 Optimization 67, No. 10, 1579-1603 (2018). Reviewer: Vasile Postolică (Piatra Neamt) MSC: 49J27 35B27 49K99 PDFBibTeX XMLCite \textit{F. Harder} and \textit{G. Wachsmuth}, Optimization 67, No. 10, 1579--1603 (2018; Zbl 1407.49010) Full Text: DOI Backlinks: MO
Polunchenko, Aleksey S.; Pepelyshev, Andrey Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval. (English) Zbl 1408.60070 Stat. Pap. 59, No. 4, 1351-1377 (2018). MSC: 60J60 60J25 PDFBibTeX XMLCite \textit{A. S. Polunchenko} and \textit{A. Pepelyshev}, Stat. Pap. 59, No. 4, 1351--1377 (2018; Zbl 1408.60070) Full Text: DOI arXiv Link
van Lieshout, M. N. M. Nonparametric indices of dependence between components for inhomogeneous multivariate random measures and marked sets. (English) Zbl 1408.62157 Scand. J. Stat. 45, No. 4, 985-1015 (2018). MSC: 62M30 60G55 PDFBibTeX XMLCite \textit{M. N. M. van Lieshout}, Scand. J. Stat. 45, No. 4, 985--1015 (2018; Zbl 1408.62157) Full Text: DOI arXiv
Dissanayake, G. S.; Peiris, M. S.; Proietti, T. Fractionally differenced Gegenbauer processes with long memory: a review. (English) Zbl 1403.62160 Stat. Sci. 33, No. 3, 413-426 (2018). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{G. S. Dissanayake} et al., Stat. Sci. 33, No. 3, 413--426 (2018; Zbl 1403.62160) Full Text: DOI Euclid
Bianchi, M.; Konnov, I. V.; Pini, R. Limit vector variational inequality problems via scalarization. (English) Zbl 1476.90324 J. Glob. Optim. 72, No. 3, 579-590 (2018). Reviewer: Jian Wen Peng (Chongqing) MSC: 90C33 49J40 PDFBibTeX XMLCite \textit{M. Bianchi} et al., J. Glob. Optim. 72, No. 3, 579--590 (2018; Zbl 1476.90324) Full Text: DOI
Richard, Alexandre; Orio, Patricio; Tanré, Etienne An integrate-and-fire model to generate spike trains with long-range dependence. (English) Zbl 1402.92110 J. Comput. Neurosci. 44, No. 3, 297-312 (2018). MSC: 92C20 PDFBibTeX XMLCite \textit{A. Richard} et al., J. Comput. Neurosci. 44, No. 3, 297--312 (2018; Zbl 1402.92110) Full Text: DOI arXiv
Le Courtois, Olivier Some further results on the tempered multistable approach. (English) Zbl 1418.91611 Asia-Pac. Financ. Mark. 25, No. 2, 87-109 (2018). MSC: 91G70 60G44 60G52 PDFBibTeX XMLCite \textit{O. Le Courtois}, Asia-Pac. Financ. Mark. 25, No. 2, 87--109 (2018; Zbl 1418.91611) Full Text: DOI
Maghri, Mounir El; Elboulqe, Youssef Reduced Jacobian method. (English) Zbl 1402.90171 J. Optim. Theory Appl. 179, No. 3, 917-943 (2018). MSC: 90C29 90C30 90C52 PDFBibTeX XMLCite \textit{M. E. Maghri} and \textit{Y. Elboulqe}, J. Optim. Theory Appl. 179, No. 3, 917--943 (2018; Zbl 1402.90171) Full Text: DOI
Benita, Francisco; Mehlitz, Patrick Optimal control problems with terminal complementarity constraints. (English) Zbl 1404.49011 SIAM J. Optim. 28, No. 4, 3079-3104 (2018). MSC: 49K15 49K27 90C30 90C33 PDFBibTeX XMLCite \textit{F. Benita} and \textit{P. Mehlitz}, SIAM J. Optim. 28, No. 4, 3079--3104 (2018; Zbl 1404.49011) Full Text: DOI
Lu, Jay; Saito, Kota Random intertemporal choice. (English) Zbl 1417.91166 J. Econ. Theory 177, 780-815 (2018). MSC: 91B06 91B16 PDFBibTeX XMLCite \textit{J. Lu} and \textit{K. Saito}, J. Econ. Theory 177, 780--815 (2018; Zbl 1417.91166) Full Text: DOI Link
Adolf, Dominik; Cox, Sean; Welch, Philip Lower consistency bounds for mutual stationarity with divergent uncountable cofinalities. (English) Zbl 1425.03021 Isr. J. Math. 228, No. 1, 1-19 (2018). Reviewer: Yair Hayut (Jerusalem) MSC: 03E55 03E35 03E04 03E05 03E45 PDFBibTeX XMLCite \textit{D. Adolf} et al., Isr. J. Math. 228, No. 1, 1--19 (2018; Zbl 1425.03021) Full Text: DOI arXiv
Rapaport, Ariel A dimension gap for continued fractions with independent digits – the non stationary case. (English) Zbl 1454.11140 Isr. J. Math. 227, No. 2, 911-930 (2018). MSC: 11K55 28A80 60J10 PDFBibTeX XMLCite \textit{A. Rapaport}, Isr. J. Math. 227, No. 2, 911--930 (2018; Zbl 1454.11140) Full Text: DOI arXiv
Gerber, Anke; Rohde, Kirsten I. M. Weighted temporal utility. (English) Zbl 1416.91115 Econ. Theory 66, No. 1, 187-212 (2018). MSC: 91B16 91B08 PDFBibTeX XMLCite \textit{A. Gerber} and \textit{K. I. M. Rohde}, Econ. Theory 66, No. 1, 187--212 (2018; Zbl 1416.91115) Full Text: DOI
Wang, Hui; Pan, Jiazhu A scalar dynamic conditional correlation model: structure and estimation. (English) Zbl 1400.37103 Sci. China, Math. 61, No. 10, 1881-1906 (2018). MSC: 37M10 62F12 PDFBibTeX XMLCite \textit{H. Wang} and \textit{J. Pan}, Sci. China, Math. 61, No. 10, 1881--1906 (2018; Zbl 1400.37103) Full Text: DOI Link
Chen, Jianyu; Yang, Yun; Zhang, Hong-Kun Non-stationary almost sure invariance principle for hyperbolic systems with singularities. (English) Zbl 1401.37044 J. Stat. Phys. 172, No. 6, 1499-1524 (2018). MSC: 37D50 37A25 60F17 PDFBibTeX XMLCite \textit{J. Chen} et al., J. Stat. Phys. 172, No. 6, 1499--1524 (2018; Zbl 1401.37044) Full Text: DOI arXiv
Chang, Jinyuan; Guo, Bin; Yao, Qiwei Principal component analysis for second-order stationary vector time series. (English) Zbl 1454.62255 Ann. Stat. 46, No. 5, 2094-2124 (2018). MSC: 62M10 62H25 PDFBibTeX XMLCite \textit{J. Chang} et al., Ann. Stat. 46, No. 5, 2094--2124 (2018; Zbl 1454.62255) Full Text: DOI arXiv Euclid
Vollert, Natalie; Ortner, Michael; Pilz, Jürgen Benefits and application of tree structures in Gaussian process models to optimize magnetic field shaping problems. (English) Zbl 1397.62616 Pilz, Jürgen (ed.) et al., Statistics and simulation. Contributions given at the 8th international workshop on simulation, IWS 8, Vienna, Austria, September 21–25, 2015. Cham: Springer (ISBN 978-3-319-76034-6/hbk; 978-3-319-76035-3/ebook). Springer Proceedings in Mathematics & Statistics 231, 161-170 (2018). MSC: 62P35 60G15 PDFBibTeX XMLCite \textit{N. Vollert} et al., Springer Proc. Math. Stat. 231, 161--170 (2018; Zbl 1397.62616) Full Text: DOI
Davison, A. C. “The life of man, solitary, poore, nasty, brutish, and short”: discussion of the paper by Rootzén and Zholud. (English) Zbl 1402.62266 Extremes 21, No. 3, 365-372 (2018). MSC: 62P10 62N05 62G32 60G70 PDFBibTeX XMLCite \textit{A. C. Davison}, Extremes 21, No. 3, 365--372 (2018; Zbl 1402.62266) Full Text: DOI Link
Andreani, Roberto; Secchin, Leonardo D.; Silva, Paulo J. S. Convergence properties of a second order augmented Lagrangian method for mathematical programs with complementarity constraints. (English) Zbl 1406.90114 SIAM J. Optim. 28, No. 3, 2574-2600 (2018). MSC: 90C30 90C33 65K05 49M37 PDFBibTeX XMLCite \textit{R. Andreani} et al., SIAM J. Optim. 28, No. 3, 2574--2600 (2018; Zbl 1406.90114) Full Text: DOI
Proïa, F.; Soltane, M. A test of correlation in the random coefficients of an autoregressive process. (English) Zbl 1401.62174 Math. Methods Stat. 27, No. 2, 119-144 (2018). MSC: 62M10 62F03 62F12 60G42 PDFBibTeX XMLCite \textit{F. Proïa} and \textit{M. Soltane}, Math. Methods Stat. 27, No. 2, 119--144 (2018; Zbl 1401.62174) Full Text: DOI arXiv
Del Piero, Gianpietro The variational structure of classical plasticity. (English) Zbl 1401.74052 Math. Mech. Complex Syst. 6, No. 3, 137-180 (2018). MSC: 74C15 74G65 74A20 74E15 74L10 PDFBibTeX XMLCite \textit{G. Del Piero}, Math. Mech. Complex Syst. 6, No. 3, 137--180 (2018; Zbl 1401.74052) Full Text: DOI
Shamolin, M. V. Phase portraits of dynamical equations of motion of a rigid body in a resistive medium. (English. Russian original) Zbl 1423.70015 J. Math. Sci., New York 233, No. 3, 398-425 (2018); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 135 (2017). MSC: 70E15 70K05 34D20 37N20 PDFBibTeX XMLCite \textit{M. V. Shamolin}, J. Math. Sci., New York 233, No. 3, 398--425 (2018; Zbl 1423.70015); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 135 (2017) Full Text: DOI
Saadatjouy, Azam; Taheriyoun, Ali Reza; Vahidi-Asl, Mohammad Q. Testing the zonal stationarity of spatial point processes: applied to prostate tissues and trees locations. (English) Zbl 06938718 Stat. Interface 11, No. 3, 491-501 (2018). MSC: 60G55 62M15 62F15 PDFBibTeX XMLCite \textit{A. Saadatjouy} et al., Stat. Interface 11, No. 3, 491--501 (2018; Zbl 06938718) Full Text: DOI arXiv
Bucher, Max; Schwartz, Alexandra Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems. (English) Zbl 1394.90475 J. Optim. Theory Appl. 178, No. 2, 383-410 (2018). MSC: 90C27 90C30 90C33 90C46 65K05 PDFBibTeX XMLCite \textit{M. Bucher} and \textit{A. Schwartz}, J. Optim. Theory Appl. 178, No. 2, 383--410 (2018; Zbl 1394.90475) Full Text: DOI arXiv
Zhao, Chunming Extremes of order statistics of stationary Gaussian processes. (English) Zbl 1410.60041 Probab. Math. Stat. 38, No. 1, 61-75 (2018). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{C. Zhao}, Probab. Math. Stat. 38, No. 1, 61--75 (2018; Zbl 1410.60041) Full Text: Link
Proïa, Frédéric Stationarity against integration in the autoregressive process with polynomial trend. (English) Zbl 1410.62162 Probab. Math. Stat. 38, No. 1, 1-26 (2018). MSC: 62M10 62M07 91B84 60G10 PDFBibTeX XMLCite \textit{F. Proïa}, Probab. Math. Stat. 38, No. 1, 1--26 (2018; Zbl 1410.62162) Full Text: arXiv Link
Bardet, Jean-Marc; Doukhan, Paul Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity. (English) Zbl 1403.62155 Electron. J. Stat. 12, No. 2, 2323-2354 (2018). MSC: 62M10 62G05 60F05 60G10 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{P. Doukhan}, Electron. J. Stat. 12, No. 2, 2323--2354 (2018; Zbl 1403.62155) Full Text: DOI arXiv Euclid
Gupta, Ankit; Khammash, Mustafa Computational identification of irreducible state-spaces for stochastic reaction networks. (English) Zbl 1393.60079 SIAM J. Appl. Dyn. Syst. 17, No. 2, 1213-1266 (2018). MSC: 60J22 60J27 60H35 65C05 PDFBibTeX XMLCite \textit{A. Gupta} and \textit{M. Khammash}, SIAM J. Appl. Dyn. Syst. 17, No. 2, 1213--1266 (2018; Zbl 1393.60079) Full Text: DOI arXiv
Chen, Xiaojun; Kelley, C. T.; Xu, Fengmin; Zhang, Zaikun A smoothing direct search method for Monte Carlo-based bound constrained composite nonsmooth optimization. (English) Zbl 1461.65138 SIAM J. Sci. Comput. 40, No. 4, A2174-A2199 (2018). MSC: 65K05 65K10 90C30 65C05 PDFBibTeX XMLCite \textit{X. Chen} et al., SIAM J. Sci. Comput. 40, No. 4, A2174--A2199 (2018; Zbl 1461.65138) Full Text: DOI
Joki, Kaisa; Bagirov, Adil M.; Karmitsa, Napsu; Mäkelä, Marko M.; Taheri, Sona Double bundle method for finding Clarke stationary points in nonsmooth DC programming. (English) Zbl 1401.90170 SIAM J. Optim. 28, No. 2, 1892-1919 (2018). MSC: 90C26 49J52 65K05 PDFBibTeX XMLCite \textit{K. Joki} et al., SIAM J. Optim. 28, No. 2, 1892--1919 (2018; Zbl 1401.90170) Full Text: DOI
Carmon, Yair; Duchi, John C.; Hinder, Oliver; Sidford, Aaron Accelerated methods for nonconvex optimization. (English) Zbl 1400.90250 SIAM J. Optim. 28, No. 2, 1751-1772 (2018). MSC: 90C26 90C06 90C30 PDFBibTeX XMLCite \textit{Y. Carmon} et al., SIAM J. Optim. 28, No. 2, 1751--1772 (2018; Zbl 1400.90250) Full Text: DOI arXiv
Wu, Weichi; Zhou, Zhou Gradient-based structural change detection for nonstationary time series M-estimation. (English) Zbl 1392.62280 Ann. Stat. 46, No. 3, 1197-1224 (2018). MSC: 62M10 62G09 62G10 PDFBibTeX XMLCite \textit{W. Wu} and \textit{Z. Zhou}, Ann. Stat. 46, No. 3, 1197--1224 (2018; Zbl 1392.62280) Full Text: DOI Euclid
Cavicchioli, Maddalena On mixture autoregressive conditional heteroskedasticity. (English) Zbl 1432.62292 J. Stat. Plann. Inference 197, 35-50 (2018). MSC: 62M10 62F10 62F12 62M20 PDFBibTeX XMLCite \textit{M. Cavicchioli}, J. Stat. Plann. Inference 197, 35--50 (2018; Zbl 1432.62292) Full Text: DOI
Bibi, Abdelouahab; Ghezal, Ahmed QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations. (English) Zbl 1449.62179 Kybernetika 54, No. 2, 375-399 (2018). MSC: 62M10 62F12 62M15 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Ghezal}, Kybernetika 54, No. 2, 375--399 (2018; Zbl 1449.62179) Full Text: DOI Link
McAleer, Michael Stationarity and invertibility of a dynamic correlation matrix. (English) Zbl 1449.62270 Kybernetika 54, No. 2, 363-374 (2018). MSC: 62P20 62M10 62H20 PDFBibTeX XMLCite \textit{M. McAleer}, Kybernetika 54, No. 2, 363--374 (2018; Zbl 1449.62270) Full Text: DOI Link
Behme, Anita; Schnurr, Alexander Laplace symbols and invariant distributions. (English) Zbl 1406.60108 Stat. Probab. Lett. 137, 217-223 (2018). MSC: 60J25 60G51 PDFBibTeX XMLCite \textit{A. Behme} and \textit{A. Schnurr}, Stat. Probab. Lett. 137, 217--223 (2018; Zbl 1406.60108) Full Text: DOI arXiv
Bui, Hoa T.; Kruger, Alexander Y. About extensions of the extremal principle. (English) Zbl 1391.49024 Vietnam J. Math. 46, No. 2, 215-242 (2018). MSC: 49J52 49J53 49K40 90C30 90C46 PDFBibTeX XMLCite \textit{H. T. Bui} and \textit{A. Y. Kruger}, Vietnam J. Math. 46, No. 2, 215--242 (2018; Zbl 1391.49024) Full Text: DOI arXiv Link
Branda, Martin; Bucher, Max; Červinka, Michal; Schwartz, Alexandra Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization. (English) Zbl 1418.90252 Comput. Optim. Appl. 70, No. 2, 503-530 (2018). MSC: 90C30 91G10 PDFBibTeX XMLCite \textit{M. Branda} et al., Comput. Optim. Appl. 70, No. 2, 503--530 (2018; Zbl 1418.90252) Full Text: DOI arXiv
Al-Najjar, Nabil I.; Shmaya, Eran Learning the fundamentals in a stationary environment. (English) Zbl 1390.91066 Games Econ. Behav. 109, 616-624 (2018). MSC: 91A26 62C10 60G10 PDFBibTeX XMLCite \textit{N. I. Al-Najjar} and \textit{E. Shmaya}, Games Econ. Behav. 109, 616--624 (2018; Zbl 1390.91066) Full Text: DOI
Zhang, Peng; Zhang, Jin; Lin, Gui-Hua; Yang, Xinmin Constraint qualifications and proper Pareto optimality conditions for multiobjective problems with equilibrium constraints. (English) Zbl 1391.90571 J. Optim. Theory Appl. 176, No. 3, 763-782 (2018). MSC: 90C29 90C33 90C46 PDFBibTeX XMLCite \textit{P. Zhang} et al., J. Optim. Theory Appl. 176, No. 3, 763--782 (2018; Zbl 1391.90571) Full Text: DOI
Baccelli, Francois; Haji-Mirsadeghi, Mir-Omid Point-shift foliation of a point process. (English) Zbl 1454.60061 Electron. J. Probab. 23, Paper No. 19, 25 p. (2018). MSC: 60G55 37C85 60G10 60G57 PDFBibTeX XMLCite \textit{F. Baccelli} and \textit{M.-O. Haji-Mirsadeghi}, Electron. J. Probab. 23, Paper No. 19, 25 p. (2018; Zbl 1454.60061) Full Text: DOI arXiv Euclid
Benko, Matúš; Gfrerer, Helmut New verifiable stationarity concepts for a class of mathematical programs with disjunctive constraints. (English) Zbl 1398.90169 Optimization 67, No. 1, 1-23 (2018). MSC: 90C30 PDFBibTeX XMLCite \textit{M. Benko} and \textit{H. Gfrerer}, Optimization 67, No. 1, 1--23 (2018; Zbl 1398.90169) Full Text: DOI arXiv
Jowaheer, V.; Khan, N. Mamode; Sunecher, Y. A BINAR(1) time-series model with cross-correlated COM-Poisson innovations. (English) Zbl 1402.62201 Commun. Stat., Theory Methods 47, No. 5, 1133-1154 (2018). MSC: 62M10 62H12 62P30 PDFBibTeX XMLCite \textit{V. Jowaheer} et al., Commun. Stat., Theory Methods 47, No. 5, 1133--1154 (2018; Zbl 1402.62201) Full Text: DOI
Aliat, Billel; Hamdi, Fayçal On Markov-switching periodic ARMA models. (English) Zbl 1462.62519 Commun. Stat., Theory Methods 47, No. 2, 344-364 (2018). MSC: 62M10 62M05 PDFBibTeX XMLCite \textit{B. Aliat} and \textit{F. Hamdi}, Commun. Stat., Theory Methods 47, No. 2, 344--364 (2018; Zbl 1462.62519) Full Text: DOI
Bibi, Abdelouahab; Ghezal, Ahmed Markov-switching BILINEAR-GARCH models: structure and estimation. (English) Zbl 1462.62526 Commun. Stat., Theory Methods 47, No. 2, 307-323 (2018). MSC: 62M10 62M05 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Ghezal}, Commun. Stat., Theory Methods 47, No. 2, 307--323 (2018; Zbl 1462.62526) Full Text: DOI
Cardinali, Alessandro; Nason, Guy P. Practical powerful wavelet packet tests for second-order stationarity. (English) Zbl 1387.62099 Appl. Comput. Harmon. Anal. 44, No. 3, 558-583 (2018). MSC: 62M10 42C40 62M15 PDFBibTeX XMLCite \textit{A. Cardinali} and \textit{G. P. Nason}, Appl. Comput. Harmon. Anal. 44, No. 3, 558--583 (2018; Zbl 1387.62099) Full Text: DOI Link
Xu, Na; Zhu, Xide; Pang, Li-Ping; Lv, Jian Improved convergence properties of the relaxation schemes of Kadrani et al. and Kanzow and Schwartz for MPEC. (English) Zbl 1394.90535 Asia-Pac. J. Oper. Res. 35, No. 1, Article ID 1850008, 20 p. (2018). MSC: 90C30 90C33 90C46 PDFBibTeX XMLCite \textit{N. Xu} et al., Asia-Pac. J. Oper. Res. 35, No. 1, Article ID 1850008, 20 p. (2018; Zbl 1394.90535) Full Text: DOI
Freitas, Ana Cristina Moreira; Freitas, Jorge Milhazes; Vaienti, Sandro Extreme value laws for sequences of intermittent maps. (English) Zbl 1383.37006 Proc. Am. Math. Soc. 146, No. 5, 2103-2116 (2018). MSC: 37A50 60G70 37B20 37A25 PDFBibTeX XMLCite \textit{A. C. M. Freitas} et al., Proc. Am. Math. Soc. 146, No. 5, 2103--2116 (2018; Zbl 1383.37006) Full Text: DOI arXiv
Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Luo, Li On generalised Piterbarg constants. (English) Zbl 1390.60133 Methodol. Comput. Appl. Probab. 20, No. 1, 137-164 (2018). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{L. Bai} et al., Methodol. Comput. Appl. Probab. 20, No. 1, 137--164 (2018; Zbl 1390.60133) Full Text: DOI
Norwood, Ben; Killick, Rebecca Long memory and changepoint models: a spectral classification procedure. (English) Zbl 1384.62293 Stat. Comput. 28, No. 2, 291-302 (2018). MSC: 62M10 42C40 62P05 62M15 PDFBibTeX XMLCite \textit{B. Norwood} and \textit{R. Killick}, Stat. Comput. 28, No. 2, 291--302 (2018; Zbl 1384.62293) Full Text: DOI
Aknouche, Abdelhakim; Bentarzi, Wissam; Demouche, Nacer On periodic ergodicity of a general periodic mixed Poisson autoregression. (English) Zbl 1440.62327 Stat. Probab. Lett. 134, 15-21 (2018). MSC: 62M10 62J05 60G55 PDFBibTeX XMLCite \textit{A. Aknouche} et al., Stat. Probab. Lett. 134, 15--21 (2018; Zbl 1440.62327) Full Text: DOI Link
Qiao, Wanli; Polonik, Wolfgang Extrema of rescaled locally stationary Gaussian fields on manifolds. (English) Zbl 1429.60039 Bernoulli 24, No. 3, 1834-1859 (2018). MSC: 60G15 60G60 60G70 PDFBibTeX XMLCite \textit{W. Qiao} and \textit{W. Polonik}, Bernoulli 24, No. 3, 1834--1859 (2018; Zbl 1429.60039) Full Text: DOI Euclid
Jiang, Suhong; Zhang, Jin; Chen, Caihua; Lin, Guihua Smoothing partial exact penalty splitting method for mathematical programs with equilibrium constraints. (English) Zbl 1394.90469 J. Glob. Optim. 70, No. 1, 223-236 (2018). MSC: 90C26 90C33 90C55 PDFBibTeX XMLCite \textit{S. Jiang} et al., J. Glob. Optim. 70, No. 1, 223--236 (2018; Zbl 1394.90469) Full Text: DOI
Boubaker, Heni A generalized ARFIMA model with smooth transition fractional integration parameter. (English) Zbl 1499.62300 J. Time Ser. Econom. 10, No. 1, Article No. 20150001, 20 p. (2018). MSC: 62M10 91B84 PDFBibTeX XMLCite \textit{H. Boubaker}, J. Time Ser. Econom. 10, No. 1, Article No. 20150001, 20 p. (2018; Zbl 1499.62300) Full Text: DOI
Herwartz, Helmut; Walle, Yabibal M. A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility. (English) Zbl 1417.62246 Comput. Stat. 33, No. 1, 379-411 (2018). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{H. Herwartz} and \textit{Y. M. Walle}, Comput. Stat. 33, No. 1, 379--411 (2018; Zbl 1417.62246) Full Text: DOI
Wang, Jiangyan; Yang, Miao; Majumdar, Anandamayee Comparative study and sensitivity analysis of skewed spatial processes. (English) Zbl 1417.62272 Comput. Stat. 33, No. 1, 75-98 (2018). MSC: 62M30 62H05 62H10 62F15 PDFBibTeX XMLCite \textit{J. Wang} et al., Comput. Stat. 33, No. 1, 75--98 (2018; Zbl 1417.62272) Full Text: DOI
Pang, Guodong; Zhou, Yuhang Functional limit theorems for a new class of non-stationary shot noise processes. (English) Zbl 1380.60041 Stochastic Processes Appl. 128, No. 2, 505-544 (2018). MSC: 60F17 60G55 60F05 PDFBibTeX XMLCite \textit{G. Pang} and \textit{Y. Zhou}, Stochastic Processes Appl. 128, No. 2, 505--544 (2018; Zbl 1380.60041) Full Text: DOI
Liu, Weihua Extended de Finetti theorems for Boolean independence and monotone independence. (English) Zbl 1391.46070 Trans. Am. Math. Soc. 370, No. 3, 1959-2003 (2018). Reviewer: Uwe Franz (Besançon) MSC: 46L53 46L54 60G09 PDFBibTeX XMLCite \textit{W. Liu}, Trans. Am. Math. Soc. 370, No. 3, 1959--2003 (2018; Zbl 1391.46070) Full Text: DOI arXiv