Tsong, Ching-Chuan; Lee, Cheng-Feng; Tsai, Li Ju A parametric stationarity test with smooth breaks. (English) Zbl 07675486 Stud. Nonlinear Dyn. Econom. 23, No. 2, Article ID 20150091, 14 p. (2019). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{C.-C. Tsong} et al., Stud. Nonlinear Dyn. Econom. 23, No. 2, Article ID 20150091, 14 p. (2019; Zbl 07675486) Full Text: DOI
Bibi, Abdelouahab; Kimouche, Karima Whittle estimation in multivariate CCC-GARCH processes. (English) Zbl 07539754 Commun. Stat., Theory Methods 48, No. 15, 3921-3940 (2019). MSC: 62M10 62F10 62F12 62P20 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{K. Kimouche}, Commun. Stat., Theory Methods 48, No. 15, 3921--3940 (2019; Zbl 07539754) Full Text: DOI
Bibi, Abdelouahab; Ghezal, Ahmed QMLE of periodic time-varying bilinear-GARCH models. (English) Zbl 07539713 Commun. Stat., Theory Methods 48, No. 13, 3291-3310 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Ghezal}, Commun. Stat., Theory Methods 48, No. 13, 3291--3310 (2019; Zbl 07539713) Full Text: DOI
Guerbyenne, Hafida; Kessira, Abderrahim Power periodic threshold GARCH model: structure and estimation. (English) Zbl 1511.62219 Commun. Stat., Theory Methods 48, No. 19, 4834-4860 (2019). MSC: 62M10 60G10 60J05 62F12 62P20 PDFBibTeX XMLCite \textit{H. Guerbyenne} and \textit{A. Kessira}, Commun. Stat., Theory Methods 48, No. 19, 4834--4860 (2019; Zbl 1511.62219) Full Text: DOI
Antoch, Jaromír; Hanousek, Jan; Horváth, Lajos; Hušková, Marie; Wang, Shixuan Structural breaks in panel data: large number of panels and short length time series. (English) Zbl 1490.62224 Econom. Rev. 38, No. 7, 828-855 (2019). MSC: 62M10 62M07 62F05 62P20 PDFBibTeX XMLCite \textit{J. Antoch} et al., Econom. Rev. 38, No. 7, 828--855 (2019; Zbl 1490.62224) Full Text: DOI Link
Gayer, Gabi; Lieberman, Offer; Yaffe, Omer Similarity-based model for ordered categorical data. (English) Zbl 1490.62440 Econom. Rev. 38, No. 3, 263-278 (2019). MSC: 62P20 62M10 62J02 62F12 PDFBibTeX XMLCite \textit{G. Gayer} et al., Econom. Rev. 38, No. 3, 263--278 (2019; Zbl 1490.62440) Full Text: DOI
Mao, Huiyu; Li, Qi INAR(1) model on integer value \(\mathbb{Z}\) with mixed signed thinning operator. (Chinese. English summary) Zbl 1449.62189 J. Jilin Univ., Sci. 57, No. 6, 1379-1384 (2019). MSC: 62M10 62F10 PDFBibTeX XMLCite \textit{H. Mao} and \textit{Q. Li}, J. Jilin Univ., Sci. 57, No. 6, 1379--1384 (2019; Zbl 1449.62189) Full Text: DOI
Zografi, Mimoza; Xekalaki, Evdokia Modeling spatial overdispersion via the generalized Waring point process. (English) Zbl 1444.62070 Scand. J. Stat. 46, No. 4, 1098-1116 (2019). MSC: 62M30 60G55 PDFBibTeX XMLCite \textit{M. Zografi} and \textit{E. Xekalaki}, Scand. J. Stat. 46, No. 4, 1098--1116 (2019; Zbl 1444.62070) Full Text: DOI arXiv
Emelianenko, Maria; Maggioni, Viviana Mathematical challenges in measuring variability patterns for precipitation analysis. (English) Zbl 1436.86004 Kaper, Hans G. (ed.) et al., Mathematics of planet Earth. Protecting our planet, learning from the past, safeguarding for the future. Cham: Springer. Math. Planet Earth 5, 55-74 (2019). MSC: 86A32 PDFBibTeX XMLCite \textit{M. Emelianenko} and \textit{V. Maggioni}, Math. Planet Earth 5, 55--74 (2019; Zbl 1436.86004) Full Text: DOI
Aliat, Billel; Hamdi, Fayçal Probabilistic properties of a Markov-switching periodic GARCH process. (English) Zbl 1463.62254 Kybernetika 55, No. 6, 915-942 (2019). Reviewer: Petr Volf (Praha) MSC: 62M10 62M02 60G10 PDFBibTeX XMLCite \textit{B. Aliat} and \textit{F. Hamdi}, Kybernetika 55, No. 6, 915--942 (2019; Zbl 1463.62254) Full Text: DOI Link
Shen, Yi; Wirjanto, Tony S. Stationarity as a path property. (English) Zbl 1447.60060 Probab. Math. Stat. 39, No. 2, 403-422 (2019). MSC: 60G10 60G17 62M10 PDFBibTeX XMLCite \textit{Y. Shen} and \textit{T. S. Wirjanto}, Probab. Math. Stat. 39, No. 2, 403--422 (2019; Zbl 1447.60060) Full Text: DOI
Kohli, Bhawna Necessary and sufficient optimality conditions using convexifactors for mathematical programs with equilibrium constraints. (English) Zbl 1431.90151 RAIRO, Oper. Res. 53, No. 5, 1617-1632 (2019). MSC: 90C30 90C46 49J52 PDFBibTeX XMLCite \textit{B. Kohli}, RAIRO, Oper. Res. 53, No. 5, 1617--1632 (2019; Zbl 1431.90151) Full Text: DOI
Sigman, Karl; Whitt, Ward Marked point processes in discrete time. (English) Zbl 1427.60060 Queueing Syst. 92, No. 1-2, 47-81 (2019). MSC: 60G10 60G55 60K25 90B22 PDFBibTeX XMLCite \textit{K. Sigman} and \textit{W. Whitt}, Queueing Syst. 92, No. 1--2, 47--81 (2019; Zbl 1427.60060) Full Text: DOI
Betz, Livia M. Strong stationarity for optimal control of a nonsmooth coupled system: application to a viscous evolutionary variational inequality coupled with an elliptic PDE. (English) Zbl 1431.49028 SIAM J. Optim. 29, No. 4, 3069-3099 (2019). MSC: 49K20 34G25 34K35 49J20 49J27 PDFBibTeX XMLCite \textit{L. M. Betz}, SIAM J. Optim. 29, No. 4, 3069--3099 (2019; Zbl 1431.49028) Full Text: DOI
Barzegar, Zahra; Rivaz, Firoozeh; Khaledi, Majid Jafari A skew-Gaussian spatio-temporal process with non-stationary correlation structure. (English) Zbl 1438.62104 J. Iran. Stat. Soc. JIRSS 18, No. 2, 63-85 (2019). MSC: 62H11 60G12 62P12 PDFBibTeX XMLCite \textit{Z. Barzegar} et al., J. Iran. Stat. Soc. JIRSS 18, No. 2, 63--85 (2019; Zbl 1438.62104) Full Text: DOI
Cerqueti, Roy; Costantini, Mauro; Gutierrez, Luciano; Westerlund, Joakim Panel stationary tests against changes in persistence. (English) Zbl 1432.62293 Stat. Pap. 60, No. 4, 1079-1100 (2019). MSC: 62M10 62H25 PDFBibTeX XMLCite \textit{R. Cerqueti} et al., Stat. Pap. 60, No. 4, 1079--1100 (2019; Zbl 1432.62293) Full Text: DOI
Vicuña, M. Ignacia; Palma, Wilfredo; Olea, Ricardo Minimum distance estimation of locally stationary moving average processes. (English) Zbl 1496.62146 Comput. Stat. Data Anal. 140, 1-20 (2019). MSC: 62M09 60G10 PDFBibTeX XMLCite \textit{M. I. Vicuña} et al., Comput. Stat. Data Anal. 140, 1--20 (2019; Zbl 1496.62146) Full Text: DOI
Iftimi, A.; Cronie, O.; Montes, F. Second-order analysis of marked inhomogeneous spatiotemporal point processes: applications to earthquake data. (English) Zbl 1434.62232 Scand. J. Stat. 46, No. 3, 661-685 (2019). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 62P12 62H12 62H11 60G55 62G05 86A15 PDFBibTeX XMLCite \textit{A. Iftimi} et al., Scand. J. Stat. 46, No. 3, 661--685 (2019; Zbl 1434.62232) Full Text: DOI
Konno, Norio A new time-series model based on quantum walk. (English) Zbl 1423.60044 Quantum Stud. Math. Found. 6, No. 1, 61-72 (2019). MSC: 60F05 60G50 82B41 81Q99 PDFBibTeX XMLCite \textit{N. Konno}, Quantum Stud. Math. Found. 6, No. 1, 61--72 (2019; Zbl 1423.60044) Full Text: DOI arXiv
Silva, Rodrigo B.; Barreto-Souza, Wagner Flexible and robust mixed Poisson INGARCH models. (English) Zbl 1431.62350 J. Time Ser. Anal. 40, No. 5, 788-814 (2019). MSC: 62M09 62M10 62P10 PDFBibTeX XMLCite \textit{R. B. Silva} and \textit{W. Barreto-Souza}, J. Time Ser. Anal. 40, No. 5, 788--814 (2019; Zbl 1431.62350) Full Text: DOI
Gfrerer, Helmut Linearized M-stationarity conditions for general optimization problems. (English) Zbl 1430.90556 Set-Valued Var. Anal. 27, No. 3, 819-840 (2019). Reviewer: Dumitru Motreanu (Perpignan) MSC: 90C46 90C30 PDFBibTeX XMLCite \textit{H. Gfrerer}, Set-Valued Var. Anal. 27, No. 3, 819--840 (2019; Zbl 1430.90556) Full Text: DOI arXiv
Kley, Tobias; Preuß, Philip; Fryzlewicz, Piotr Predictive, finite-sample model choice for time series under stationarity and non-stationarity. (English) Zbl 1432.62323 Electron. J. Stat. 13, No. 2, 3710-3774 (2019). Reviewer: Alexander Lindner (Ulm) MSC: 62M20 62M10 62P20 PDFBibTeX XMLCite \textit{T. Kley} et al., Electron. J. Stat. 13, No. 2, 3710--3774 (2019; Zbl 1432.62323) Full Text: DOI arXiv Euclid
Ramos, Alberto Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications. (English) Zbl 1434.90215 J. Optim. Theory Appl. 183, No. 2, 566-591 (2019). MSC: 90C46 90C30 90C33 PDFBibTeX XMLCite \textit{A. Ramos}, J. Optim. Theory Appl. 183, No. 2, 566--591 (2019; Zbl 1434.90215) Full Text: DOI
Griewank, Andreas; Walther, Andrea Finite convergence of an active signature method to local minima of piecewise linear functions. (English) Zbl 1428.90177 Optim. Methods Softw. 34, No. 5, 1035-1055 (2019). MSC: 90C56 49J52 PDFBibTeX XMLCite \textit{A. Griewank} and \textit{A. Walther}, Optim. Methods Softw. 34, No. 5, 1035--1055 (2019; Zbl 1428.90177) Full Text: DOI
Nasri, Bouchra R.; Rémillard, Bruno N.; Bouezmarni, Taoufik Semi-parametric copula-based models under non-stationarity. (English) Zbl 1422.62189 J. Multivariate Anal. 173, 347-365 (2019). MSC: 62H12 62H15 PDFBibTeX XMLCite \textit{B. R. Nasri} et al., J. Multivariate Anal. 173, 347--365 (2019; Zbl 1422.62189) Full Text: DOI
Wheatley, Spencer; Wehrli, Alexander; Sornette, Didier The endo-exo problem in high frequency financial price fluctuations and rejecting criticality. (English) Zbl 1420.91558 Quant. Finance 19, No. 7, 1165-1178 (2019). MSC: 91G99 62P05 60G55 PDFBibTeX XMLCite \textit{S. Wheatley} et al., Quant. Finance 19, No. 7, 1165--1178 (2019; Zbl 1420.91558) Full Text: DOI
Ristić, Miroslav M.; Popović, Božidar V. A new bivariate binomial time series model. (English) Zbl 1433.62268 Markov Process. Relat. Fields 25, No. 2, 301-328 (2019). Reviewer: Anatoli Mogulskii (Novosibirsk) MSC: 62M10 60G10 62F12 62H10 62P12 PDFBibTeX XMLCite \textit{M. M. Ristić} and \textit{B. V. Popović}, Markov Process. Relat. Fields 25, No. 2, 301--328 (2019; Zbl 1433.62268)
Rosengren, Sebastian; Trapman, Pieter A dynamic Erdős-Rényi graph model. (English) Zbl 1422.05094 Markov Process. Relat. Fields 25, No. 2, 275-300 (2019). MSC: 05C80 60G99 60J10 PDFBibTeX XMLCite \textit{S. Rosengren} and \textit{P. Trapman}, Markov Process. Relat. Fields 25, No. 2, 275--300 (2019; Zbl 1422.05094) Full Text: arXiv
Diehn, Manuel; Munk, Axel; Rudolf, Daniel Maximum likelihood estimation in hidden Markov models with inhomogeneous noise. (English) Zbl 1422.62099 ESAIM, Probab. Stat. 23, 492-523 (2019). MSC: 62F12 62M05 62F35 PDFBibTeX XMLCite \textit{M. Diehn} et al., ESAIM, Probab. Stat. 23, 492--523 (2019; Zbl 1422.62099) Full Text: DOI arXiv
Bui, Hoa T.; Kruger, Alexander Y. Extremality, stationarity and generalized separation of collections of sets. (English) Zbl 1425.49007 J. Optim. Theory Appl. 182, No. 1, 211-264 (2019). Reviewer: Alfred Göpfert (Leipzig) MSC: 49J52 49J53 49K40 90C30 PDFBibTeX XMLCite \textit{H. T. Bui} and \textit{A. Y. Kruger}, J. Optim. Theory Appl. 182, No. 1, 211--264 (2019; Zbl 1425.49007) Full Text: DOI arXiv Link
Truquet, Lionel Local stationarity and time-inhomogeneous Markov chains. (English) Zbl 1429.62372 Ann. Stat. 47, No. 4, 2023-2050 (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62M05 60J10 62G08 62M10 PDFBibTeX XMLCite \textit{L. Truquet}, Ann. Stat. 47, No. 4, 2023--2050 (2019; Zbl 1429.62372) Full Text: DOI arXiv Euclid
Francq, Christian; Zakoian, Jean-Michel GARCH models. Structure, statistical inference and financial applications. 2nd edition. (English) Zbl 1431.62004 Hoboken, NJ: John Wiley & Sons (ISBN 978-1-119-31357-1/hbk; 978-1-119-31347-2/ebook). xvi, 487 p. (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62-02 62M10 62P05 PDFBibTeX XMLCite \textit{C. Francq} and \textit{J.-M. Zakoian}, GARCH models. Structure, statistical inference and financial applications. 2nd edition. Hoboken, NJ: John Wiley \& Sons (2019; Zbl 1431.62004) Full Text: DOI
Guo, Shaojun; Li, Dong; Li, Muyi Strict stationarity testing and GLAD estimation of double autoregressive models. (English) Zbl 1452.62641 J. Econom. 211, No. 2, 319-337 (2019). MSC: 62M10 62F12 62P20 PDFBibTeX XMLCite \textit{S. Guo} et al., J. Econom. 211, No. 2, 319--337 (2019; Zbl 1452.62641) Full Text: DOI arXiv
Fu, Zhonghao; Hong, Yongmiao A model-free consistent test for structural change in regression possibly with endogeneity. (English) Zbl 1452.62907 J. Econom. 211, No. 1, 206-242 (2019). MSC: 62P20 62G08 62G10 62G20 62M10 PDFBibTeX XMLCite \textit{Z. Fu} and \textit{Y. Hong}, J. Econom. 211, No. 1, 206--242 (2019; Zbl 1452.62907) Full Text: DOI
Zhang, Peng; Zhang, Jin; Lin, Gui-Hua; Yang, Xinmin New constraint qualifications for S-stationarity for MPEC with nonsmooth objective. (English) Zbl 1415.90131 Asia-Pac. J. Oper. Res. 36, No. 2, Article ID 1940001, 16 p. (2019). MSC: 90C33 PDFBibTeX XMLCite \textit{P. Zhang} et al., Asia-Pac. J. Oper. Res. 36, No. 2, Article ID 1940001, 16 p. (2019; Zbl 1415.90131) Full Text: DOI
Zhang, Peng; Zhang, Jin; Lin, Gui-Hua; Yang, Xinmin Some kind of Pareto stationarity for multiobjective problems with equilibrium constraints. (English) Zbl 1415.90124 Optimization 68, No. 6, 1245-1260 (2019). MSC: 90C30 90C33 90C46 PDFBibTeX XMLCite \textit{P. Zhang} et al., Optimization 68, No. 6, 1245--1260 (2019; Zbl 1415.90124) Full Text: DOI
Pang, Liping; Xu, Na; Lv, Jian The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints. (English) Zbl 1415.90122 J. Ind. Manag. Optim. 15, No. 1, 59-79 (2019). MSC: 90C30 90C33 90C46 PDFBibTeX XMLCite \textit{L. Pang} et al., J. Ind. Manag. Optim. 15, No. 1, 59--79 (2019; Zbl 1415.90122) Full Text: DOI
Chan, Kung-sik; Goracci, Greta On the ergodicity of first-order threshold autoregressive moving-average processes. (English) Zbl 1419.62222 J. Time Ser. Anal. 40, No. 2, 256-264 (2019). MSC: 62M10 37M10 60J10 PDFBibTeX XMLCite \textit{K.-s. Chan} and \textit{G. Goracci}, J. Time Ser. Anal. 40, No. 2, 256--264 (2019; Zbl 1419.62222) Full Text: DOI
Tanabe, Hiroki; Fukuda, Ellen H.; Yamashita, Nobuo Proximal gradient methods for multiobjective optimization and their applications. (English) Zbl 1420.90065 Comput. Optim. Appl. 72, No. 2, 339-361 (2019). MSC: 90C29 90C47 PDFBibTeX XMLCite \textit{H. Tanabe} et al., Comput. Optim. Appl. 72, No. 2, 339--361 (2019; Zbl 1420.90065) Full Text: DOI
Zhu, Xide; Zhang, Jin; Zhou, Jinchuan; Yang, Xinmin Mathematical programs with second-order cone complementarity constraints: strong stationarity and approximation method. (English) Zbl 1414.90335 J. Optim. Theory Appl. 181, No. 2, 521-540 (2019). MSC: 90C30 90C33 90C46 PDFBibTeX XMLCite \textit{X. Zhu} et al., J. Optim. Theory Appl. 181, No. 2, 521--540 (2019; Zbl 1414.90335) Full Text: DOI
Bertoin, Jean Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes. (English) Zbl 1488.60077 Stochastic Processes Appl. 129, No. 4, 1443-1454 (2019). MSC: 60G10 60G18 60G51 37A10 PDFBibTeX XMLCite \textit{J. Bertoin}, Stochastic Processes Appl. 129, No. 4, 1443--1454 (2019; Zbl 1488.60077) Full Text: DOI arXiv
Broemeling, Lyle D. Bayesian analysis of time series. (English) Zbl 1426.62001 Boca Raton, FL: CRC Press (ISBN 978-1-138-59152-3/hbk; 978-0-429-48844-3/ebook). xi, 280 p. (2019). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62-01 62M10 62F15 62M15 62Pxx 92B15 PDFBibTeX XMLCite \textit{L. D. Broemeling}, Bayesian analysis of time series. Boca Raton, FL: CRC Press (2019; Zbl 1426.62001) Full Text: DOI
Fernández, José L.; Ferri, Enrico; Vázquez, Carlos Asymptotic stability of empirical processes and related functionals. (English) Zbl 1418.62057 J. Math. Anal. Appl. 475, No. 1, 755-768 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62E20 60G10 60F05 62P05 PDFBibTeX XMLCite \textit{J. L. Fernández} et al., J. Math. Anal. Appl. 475, No. 1, 755--768 (2019; Zbl 1418.62057) Full Text: DOI arXiv
Harder, Felix; Wachsmuth, Gerd Optimality conditions for a class of inverse optimal control problems with partial differential equations. (English) Zbl 1418.49025 Optimization 68, No. 2-3, 615-643 (2019). Reviewer: Christian Clason (Graz) MSC: 49K20 90C31 PDFBibTeX XMLCite \textit{F. Harder} and \textit{G. Wachsmuth}, Optimization 68, No. 2--3, 615--643 (2019; Zbl 1418.49025) Full Text: DOI
Eberle, Andreas; Guillin, Arnaud; Zimmer, Raphael Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes. (English) Zbl 1481.60154 Trans. Am. Math. Soc. 371, No. 10, 7135-7173 (2019). MSC: 60J60 60H10 PDFBibTeX XMLCite \textit{A. Eberle} et al., Trans. Am. Math. Soc. 371, No. 10, 7135--7173 (2019; Zbl 1481.60154) Full Text: DOI arXiv
Cerovecki, Clément; Francq, Christian; Hörmann, Siegfried; Zakoïan, Jean-Michel Functional GARCH models: the quasi-likelihood approach and its applications. (English) Zbl 1452.62988 J. Econom. 209, No. 2, 353-375 (2019). MSC: 62R10 62M10 62F12 62P05 62P20 PDFBibTeX XMLCite \textit{C. Cerovecki} et al., J. Econom. 209, No. 2, 353--375 (2019; Zbl 1452.62988) Full Text: DOI Link
Barsukow, Wasilij Stationarity preserving schemes for multi-dimensional linear systems. (English) Zbl 1415.65207 Math. Comput. 88, No. 318, 1621-1645 (2019). MSC: 65M08 65M06 39A70 35L65 76M20 76M12 PDFBibTeX XMLCite \textit{W. Barsukow}, Math. Comput. 88, No. 318, 1621--1645 (2019; Zbl 1415.65207) Full Text: DOI arXiv
Ben-Neria, Omer On singular stationarity. II: Tight stationarity and extenders-based methods. (English) Zbl 1436.03243 J. Symb. Log. 84, No. 1, 320-342 (2019). Reviewer: Martin Weese (Potsdam) MSC: 03E04 03E35 03E55 PDFBibTeX XMLCite \textit{O. Ben-Neria}, J. Symb. Log. 84, No. 1, 320--342 (2019; Zbl 1436.03243) Full Text: DOI arXiv
Wachsmuth, Gerd A guided tour of polyhedric sets: basic properties, new results on intersections and applications. (English) Zbl 1412.52006 J. Convex Anal. 26, No. 1, 153-188 (2019). Reviewer: Sorin-Mihai Grad (Vienna) MSC: 52A21 46A55 46N10 PDFBibTeX XMLCite \textit{G. Wachsmuth}, J. Convex Anal. 26, No. 1, 153--188 (2019; Zbl 1412.52006) Full Text: Link
Bücher, Axel; Fermanian, Jean-David; Kojadinovic, Ivan Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. (English) Zbl 1418.62305 J. Time Ser. Anal. 40, No. 1, 124-150 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62M10 62G10 62E20 62G09 62H05 62G20 PDFBibTeX XMLCite \textit{A. Bücher} et al., J. Time Ser. Anal. 40, No. 1, 124--150 (2019; Zbl 1418.62305) Full Text: DOI arXiv
Huang, Chunfeng; Zhang, Haimeng; Robeson, Scott M.; Shields, Jacob Intrinsic random functions on the sphere. (English) Zbl 1453.60101 Stat. Probab. Lett. 146, 7-14 (2019). MSC: 60G60 62M30 60-08 PDFBibTeX XMLCite \textit{C. Huang} et al., Stat. Probab. Lett. 146, 7--14 (2019; Zbl 1453.60101) Full Text: DOI arXiv
Arvanitis, Stelios Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model. (English) Zbl 1457.62255 Stat. Probab. Lett. 145, 166-172 (2019). MSC: 62M10 62F12 62P05 60G12 PDFBibTeX XMLCite \textit{S. Arvanitis}, Stat. Probab. Lett. 145, 166--172 (2019; Zbl 1457.62255) Full Text: DOI
Christof, Constantin Sensitivity analysis and optimal control of obstacle-type evolution variational inequalities. (English) Zbl 1408.35094 SIAM J. Control Optim. 57, No. 1, 192-218 (2019). Reviewer: Vyacheslav I. Maksimov (Ekaterinburg) MSC: 35K85 49K40 35B30 90C31 90C48 PDFBibTeX XMLCite \textit{C. Christof}, SIAM J. Control Optim. 57, No. 1, 192--218 (2019; Zbl 1408.35094) Full Text: DOI
Ning, Bo; Ghosal, Subhashis; Thomas, Jewell Bayesian method for causal inference in spatially-correlated multivariate time series. (English) Zbl 1409.62178 Bayesian Anal. 14, No. 1, 1-28 (2019). MSC: 62M10 62F15 62P20 PDFBibTeX XMLCite \textit{B. Ning} et al., Bayesian Anal. 14, No. 1, 1--28 (2019; Zbl 1409.62178) Full Text: DOI arXiv Euclid