Bakouch, Hassan S.; Sunecher, Y.; Mamode Khan, N.; Jowaheer, V. A non-stationary bivariate INAR(1) process with a simple cross-dependence: estimation with some properties. (English) Zbl 1521.62140 Aust. N. Z. J. Stat. 62, No. 1, 25-48 (2020). MSC: 62M10 62H12 62J12 PDFBibTeX XMLCite \textit{H. S. Bakouch} et al., Aust. N. Z. J. Stat. 62, No. 1, 25--48 (2020; Zbl 1521.62140) Full Text: DOI
Ielpo, Florian; Kniahin, Mikita Fundamental bubbles in equity markets. (English) Zbl 1497.91294 Soft Comput. 24, No. 18, 13769-13796 (2020). MSC: 91G15 62P05 62H25 PDFBibTeX XMLCite \textit{F. Ielpo} and \textit{M. Kniahin}, Soft Comput. 24, No. 18, 13769--13796 (2020; Zbl 1497.91294) Full Text: DOI
Pollock, Murray; Fearnhead, Paul; Johansen, Adam M.; Roberts, Gareth O. Quasi-stationary Monte Carlo and the ScaLE algorithm. (English) Zbl 07554789 J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 5, 1167-1221 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Pollock} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 5, 1167--1221 (2020; Zbl 07554789) Full Text: DOI arXiv
Wang, Xi; Chen, Songnian Semiparametric estimation of generalized transformation panel data models with nonstationary error. (English) Zbl 07546379 Econom. J. 23, No. 3, 386-402 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Wang} and \textit{S. Chen}, Econom. J. 23, No. 3, 386--402 (2020; Zbl 07546379) Full Text: DOI
Bapat, Sudeep R. A new correlation for bivariate time series with a higher order of integration. (English) Zbl 1489.62267 Commun. Stat., Simulation Comput. 49, No. 10, 2546-2558 (2020). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{S. R. Bapat}, Commun. Stat., Simulation Comput. 49, No. 10, 2546--2558 (2020; Zbl 1489.62267) Full Text: DOI
Mao, Yonghua Markov chains: ergodicity, quasi-stationarity and asymmetry. (Chinese. English summary) Zbl 1499.60255 Sci. Sin., Math. 50, No. 1, 101-118 (2020). MSC: 60J10 37A25 PDFBibTeX XMLCite \textit{Y. Mao}, Sci. Sin., Math. 50, No. 1, 101--118 (2020; Zbl 1499.60255) Full Text: DOI
Kheifets, Igor L.; Saikkonen, Pentti J. Stationarity and ergodicity of vector STAR models. (English) Zbl 1490.62255 Econom. Rev. 39, No. 4, 407-414 (2020). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{I. L. Kheifets} and \textit{P. J. Saikkonen}, Econom. Rev. 39, No. 4, 407--414 (2020; Zbl 1490.62255) Full Text: DOI arXiv
Sangaré, Harouna; Lo, Gane Samb; Traoré, Mamadou Cherif Moctar Arbitrary functional Glivenko-Cantelli classes and applications to different types of dependence. (English) Zbl 1490.60076 Far East J. Theor. Stat. 60, No. 1-2, 41-62 (2020). Reviewer: Viktor Ohanyan (Erevan) MSC: 60G10 60F15 62G20 PDFBibTeX XMLCite \textit{H. Sangaré} et al., Far East J. Theor. Stat. 60, No. 1--2, 41--62 (2020; Zbl 1490.60076) Full Text: DOI arXiv
Mehlitz, Patrick; Wachsmuth, Gerd Bilevel optimal control: existence results and stationarity conditions. (English) Zbl 1479.49083 Dempe, Stephan (ed.) et al., Bilevel optimization. Advances and next challenges. Cham: Springer. Springer Optim. Appl. 161, 451-484 (2020). MSC: 49N45 49J15 49J20 49J45 PDFBibTeX XMLCite \textit{P. Mehlitz} and \textit{G. Wachsmuth}, Springer Optim. Appl. 161, 451--484 (2020; Zbl 1479.49083) Full Text: DOI arXiv
Kim, Youngdae; Leyffer, Sven; Munson, Todd MPEC methods for bilevel optimization problems. (English) Zbl 1481.90291 Dempe, Stephan (ed.) et al., Bilevel optimization. Advances and next challenges. Cham: Springer. Springer Optim. Appl. 161, 335-360 (2020). MSC: 90C30 90C33 PDFBibTeX XMLCite \textit{Y. Kim} et al., Springer Optim. Appl. 161, 335--360 (2020; Zbl 1481.90291) Full Text: DOI
Lara, Idemauro A. R.; Moral, Rafael A.; Taconeli, Cesar A.; Reigada, Carolina; Hinde, John A generalized transition model for grouped longitudinal categorical data. (English) Zbl 1464.62451 Biom. J. 62, No. 8, 1837-1858 (2020). MSC: 62P10 PDFBibTeX XMLCite \textit{I. A. R. Lara} et al., Biom. J. 62, No. 8, 1837--1858 (2020; Zbl 1464.62451) Full Text: DOI Link
Chen, Huaping; Li, Qi; Zhu, Fukang Two classes of dynamic binomial integer-valued ARCH models. (English) Zbl 1467.62141 Braz. J. Probab. Stat. 34, No. 4, 685-711 (2020). MSC: 62M10 62N05 60G10 62P10 62P35 86A10 92B15 PDFBibTeX XMLCite \textit{H. Chen} et al., Braz. J. Probab. Stat. 34, No. 4, 685--711 (2020; Zbl 1467.62141) Full Text: DOI Euclid
Arapostathis, Ari; Borkar, Vivek S. A variational characterization of the optimal exit rate for controlled diffusions. (English) Zbl 1470.60221 Theory Probab. Math. Stat. 102, 5-19 (2020). MSC: 60J60 93E20 35P15 60F10 PDFBibTeX XMLCite \textit{A. Arapostathis} and \textit{V. S. Borkar}, Theory Probab. Math. Stat. 102, 5--19 (2020; Zbl 1470.60221) Full Text: DOI arXiv
García-Palomares, Ubaldo M. Non-monotone derivative-free algorithm for solving optimization models with linear constraints: extensions for solving nonlinearly constrained models via exact penalty methods. (English) Zbl 1467.90088 Top 28, No. 3, 599-625 (2020). MSC: 90C56 90-08 PDFBibTeX XMLCite \textit{U. M. García-Palomares}, Top 28, No. 3, 599--625 (2020; Zbl 1467.90088) Full Text: DOI
Ilmonen, Pauliina; Torres, Soledad; Viitasaari, Lauri Oscillating Gaussian processes. (English) Zbl 1459.60082 Stat. Inference Stoch. Process. 23, No. 3, 571-593 (2020). MSC: 60G15 60F05 60F25 62F10 62F12 PDFBibTeX XMLCite \textit{P. Ilmonen} et al., Stat. Inference Stoch. Process. 23, No. 3, 571--593 (2020; Zbl 1459.60082) Full Text: DOI arXiv
Chen, Jie; Politis, Dimitris N. Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals. (English) Zbl 07336611 J. Time Ser. Econom. 12, No. 2, Article ID 20190044, 36 p. (2020). MSC: 62P20 PDFBibTeX XMLCite \textit{J. Chen} and \textit{D. N. Politis}, J. Time Ser. Econom. 12, No. 2, Article ID 20190044, 36 p. (2020; Zbl 07336611) Full Text: DOI
Barsukow, Wasilij Stationary states of finite volume discretizations of multi-dimensional linear hyperbolic systems. (English) Zbl 1466.65089 Bressan, Alberto (ed.) et al., Hyperbolic problems: theory, numerics, applications. Proceedings of the 17th international conference, HYP2018, Pennsylvania State University, University Park, PA, USA, June 25–29, 2018. Springfield, MO: American Institute of Mathematical Sciences (AIMS). AIMS Ser. Appl. Math. 10, 296-303 (2020). MSC: 65M08 65M06 35L40 39A70 76Q05 PDFBibTeX XMLCite \textit{W. Barsukow}, AIMS Ser. Appl. Math. 10, 296--303 (2020; Zbl 1466.65089)
Mehlitz, Patrick On the linear independence constraint qualification in disjunctive programming. (English) Zbl 1528.90258 Optimization 69, No. 10, 2241-2277 (2020). Reviewer: Ctirad Matonoha (Praha) MSC: 90C30 90C33 90C46 90C99 49J53 49K21 PDFBibTeX XMLCite \textit{P. Mehlitz}, Optimization 69, No. 10, 2241--2277 (2020; Zbl 1528.90258) Full Text: DOI arXiv
Mao, Huiyu; Zhu, Fukang; Cui, Yan A generalized mixture integer-valued GARCH model. (English) Zbl 1458.62205 Stat. Methods Appl. 29, No. 3, 527-552 (2020). MSC: 62M10 62H30 60G10 62P10 PDFBibTeX XMLCite \textit{H. Mao} et al., Stat. Methods Appl. 29, No. 3, 527--552 (2020; Zbl 1458.62205) Full Text: DOI
Szewczak, Zbigniew S. On the Marcinkiewicz-Zygmund strong laws for arbitrary dependent sequences. (English) Zbl 1453.60080 Stat. Probab. Lett. 167, Article ID 108895, 4 p. (2020). MSC: 60F15 60E15 PDFBibTeX XMLCite \textit{Z. S. Szewczak}, Stat. Probab. Lett. 167, Article ID 108895, 4 p. (2020; Zbl 1453.60080) Full Text: DOI
Feigin, Paul D. Correction to: “Random coefficient autoregressive processes: a Markov chain analysis of stationarity and finiteness of moments”. (English) Zbl 07276164 J. Time Ser. Anal. 41, No. 6, 899-900 (2020). MSC: 62M10 60J05 PDFBibTeX XMLCite \textit{P. D. Feigin}, J. Time Ser. Anal. 41, No. 6, 899--900 (2020; Zbl 07276164) Full Text: DOI
Liu, Junyi; Cui, Ying; Pang, Jong-Shi; Sen, Suvrajeet Two-stage stochastic programming with linearly bi-parameterized quadratic recourse. (English) Zbl 1451.90106 SIAM J. Optim. 30, No. 3, 2530-2558 (2020). MSC: 90C15 90C26 PDFBibTeX XMLCite \textit{J. Liu} et al., SIAM J. Optim. 30, No. 3, 2530--2558 (2020; Zbl 1451.90106) Full Text: DOI
Truquet, Lionel A perturbation analysis of Markov chains models with time-varying parameters. (English) Zbl 1455.60092 Bernoulli 26, No. 4, 2876-2906 (2020). MSC: 60J05 62G05 PDFBibTeX XMLCite \textit{L. Truquet}, Bernoulli 26, No. 4, 2876--2906 (2020; Zbl 1455.60092) Full Text: DOI arXiv Euclid
Nouiehed, Maher; Razaviyayn, Meisam A trust region method for finding second-order stationarity in linearly constrained nonconvex optimization. (English) Zbl 1450.90035 SIAM J. Optim. 30, No. 3, 2501-2529 (2020). MSC: 90C26 90C30 PDFBibTeX XMLCite \textit{M. Nouiehed} and \textit{M. Razaviyayn}, SIAM J. Optim. 30, No. 3, 2501--2529 (2020; Zbl 1450.90035) Full Text: DOI arXiv
Sun, Yan; Lian, Guanghua; Lu, Zudi; Loveland, Jennifer; Blackhurst, Isaac Modeling the variance of return intervals toward volatility prediction. (English) Zbl 1450.62116 J. Time Ser. Anal. 41, No. 4, 492-519 (2020). MSC: 62M10 62M20 37M10 91B84 62P05 PDFBibTeX XMLCite \textit{Y. Sun} et al., J. Time Ser. Anal. 41, No. 4, 492--519 (2020; Zbl 1450.62116) Full Text: DOI Link
Markovich, Natalia M.; Rodionov, Igor V. Maxima and sums of non-stationary random length sequences. (English) Zbl 1457.60078 Extremes 23, No. 3, 451-464 (2020). MSC: 60G70 62G32 PDFBibTeX XMLCite \textit{N. M. Markovich} and \textit{I. V. Rodionov}, Extremes 23, No. 3, 451--464 (2020; Zbl 1457.60078) Full Text: DOI
Pešta, Michal; Wendler, Martin Nuisance-parameter-free changepoint detection in non-stationary series. (English) Zbl 1447.62021 Test 29, No. 2, 379-408 (2020). MSC: 62F03 62E20 62F05 62M10 60G12 62F12 62P05 62P35 PDFBibTeX XMLCite \textit{M. Pešta} and \textit{M. Wendler}, Test 29, No. 2, 379--408 (2020; Zbl 1447.62021) Full Text: DOI arXiv
Cui, Ying; Chang, Tsung-Hui; Hong, Mingyi; Pang, Jong-Shi A study of piecewise linear-quadratic programs. (English) Zbl 1491.90110 J. Optim. Theory Appl. 186, No. 2, 523-553 (2020). MSC: 90C20 90C26 68Q25 PDFBibTeX XMLCite \textit{Y. Cui} et al., J. Optim. Theory Appl. 186, No. 2, 523--553 (2020; Zbl 1491.90110) Full Text: DOI arXiv
Cato, Susumu Quasi-stationary social welfare functions. (English) Zbl 1447.91054 Theory Decis. 89, No. 1, 85-106 (2020). MSC: 91B15 91B14 PDFBibTeX XMLCite \textit{S. Cato}, Theory Decis. 89, No. 1, 85--106 (2020; Zbl 1447.91054) Full Text: DOI
Christof, Constantin; De los Reyes, Juan Carlos; Meyer, Christian A nonsmooth trust-region method for locally Lipschitz functions with application to optimization problems constrained by variational inequalities. (English) Zbl 1446.49006 SIAM J. Optim. 30, No. 3, 2163-2196 (2020). MSC: 49J40 49J52 65K05 90C26 90C56 PDFBibTeX XMLCite \textit{C. Christof} et al., SIAM J. Optim. 30, No. 3, 2163--2196 (2020; Zbl 1446.49006) Full Text: DOI arXiv
Lu, Tianshi; Ma, Chunsheng Isotropic covariance matrix functions on compact two-point homogeneous spaces. (English) Zbl 1464.60051 J. Theor. Probab. 33, No. 3, 1630-1656 (2020). MSC: 60G60 62M10 62M30 PDFBibTeX XMLCite \textit{T. Lu} and \textit{C. Ma}, J. Theor. Probab. 33, No. 3, 1630--1656 (2020; Zbl 1464.60051) Full Text: DOI arXiv
Cocchi, G.; Lapucci, M. An augmented Lagrangian algorithm for multi-objective optimization. (English) Zbl 1447.90055 Comput. Optim. Appl. 77, No. 1, 29-56 (2020). MSC: 90C29 PDFBibTeX XMLCite \textit{G. Cocchi} and \textit{M. Lapucci}, Comput. Optim. Appl. 77, No. 1, 29--56 (2020; Zbl 1447.90055) Full Text: DOI
Towe, Ross; Tawn, Jonathan; Eastoe, Emma; Lamb, Rob Modelling the clustering of extreme events for short-term risk assessment. (English) Zbl 07225439 J. Agric. Biol. Environ. Stat. 25, No. 1, 32-53 (2020). MSC: 62P12 PDFBibTeX XMLCite \textit{R. Towe} et al., J. Agric. Biol. Environ. Stat. 25, No. 1, 32--53 (2020; Zbl 07225439) Full Text: DOI arXiv
Boxma, Onno; Löpker, Andreas; Mandjes, Michel On two classes of reflected autoregressive processes. (English) Zbl 1444.62098 J. Appl. Probab. 57, No. 2, 657-678 (2020). MSC: 62M10 60K10 60K25 PDFBibTeX XMLCite \textit{O. Boxma} et al., J. Appl. Probab. 57, No. 2, 657--678 (2020; Zbl 1444.62098) Full Text: DOI Link
Karmalita, Viaceslav Stochastic dynamics of economic cycles. (English) Zbl 1454.91002 Berlin: De Gruyter (ISBN 978-3-11-070698-7/hbk; 978-3-11-070702-1/ebook). viii, 98 p. (2020). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91-02 91B55 91B70 91B82 PDFBibTeX XMLCite \textit{V. Karmalita}, Stochastic dynamics of economic cycles. Berlin: De Gruyter (2020; Zbl 1454.91002) Full Text: DOI
Pešta, Michal; Peštová, Barbora; Maciak, Matúš Changepoint estimation for dependent and non-stationary panels. (English) Zbl 07217112 Appl. Math., Praha 65, No. 3, 299-310 (2020). MSC: 62F10 62H12 62P05 PDFBibTeX XMLCite \textit{M. Pešta} et al., Appl. Math., Praha 65, No. 3, 299--310 (2020; Zbl 07217112) Full Text: DOI
Moon, Ji Eun; Park, Cheolyong; Ha, Jeongcheol; Hwang, Sun Young; Kim, Tae Yoon Stationarity test based on density approach. (English) Zbl 1444.62060 J. Nonparametric Stat. 32, No. 2, 345-366 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62M10 62M07 60G10 62G07 PDFBibTeX XMLCite \textit{J. E. Moon} et al., J. Nonparametric Stat. 32, No. 2, 345--366 (2020; Zbl 1444.62060) Full Text: DOI
Rauls, Anne-Therese; Wachsmuth, Gerd Generalized derivatives for the solution operator of the obstacle problem. (English) Zbl 1442.49030 Set-Valued Var. Anal. 28, No. 2, 259-285 (2020). Reviewer: Tullio Zolezzi (Genova) MSC: 49K40 47J20 58C20 PDFBibTeX XMLCite \textit{A.-T. Rauls} and \textit{G. Wachsmuth}, Set-Valued Var. Anal. 28, No. 2, 259--285 (2020; Zbl 1442.49030) Full Text: DOI arXiv
Hegerhorst-Schultchen, L. C.; Kirches, C.; Steinbach, M. C. On the relation between MPECs and optimization problems in abs-normal form. (English) Zbl 1440.90073 Optim. Methods Softw. 35, No. 3, 560-575 (2020). MSC: 90C30 90C33 90C46 PDFBibTeX XMLCite \textit{L. C. Hegerhorst-Schultchen} et al., Optim. Methods Softw. 35, No. 3, 560--575 (2020; Zbl 1440.90073) Full Text: DOI
Hu, Jianhua; Ding, Hao; Liu, Liangyuan; Feng, Jingyan Statistical inference of locally stationary functional coefficient models. (English) Zbl 1441.62099 J. Stat. Plann. Inference 209, 27-43 (2020). MSC: 62G08 62M10 62J02 62R10 62P05 62P10 92C60 PDFBibTeX XMLCite \textit{J. Hu} et al., J. Stat. Plann. Inference 209, 27--43 (2020; Zbl 1441.62099) Full Text: DOI
Barzegar, Zahra; Rivaz, Firoozeh A scalable Bayesian nonparametric model for large spatio-temporal data. (English) Zbl 1505.62051 Comput. Stat. 35, No. 1, 153-173 (2020). MSC: 62-08 62M30 62F15 62P12 PDFBibTeX XMLCite \textit{Z. Barzegar} and \textit{F. Rivaz}, Comput. Stat. 35, No. 1, 153--173 (2020; Zbl 1505.62051) Full Text: DOI
Li, Dong; Zhu, Ke Inference for asymmetric exponentially weighted moving average models. (English) Zbl 1456.62205 J. Time Ser. Anal. 41, No. 1, 154-162 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M20 62F03 62P20 93E12 62-08 PDFBibTeX XMLCite \textit{D. Li} and \textit{K. Zhu}, J. Time Ser. Anal. 41, No. 1, 154--162 (2020; Zbl 1456.62205) Full Text: DOI
Jentsch, Carsten; Leucht, Anne; Meyer, Marco; Beering, Carina Empirical characteristic functions-based estimation and distance correlation for locally stationary processes. (English) Zbl 1445.62057 J. Time Ser. Anal. 41, No. 1, 110-133 (2020). Reviewer: Dimitrios Bagkavos (Ioannina) MSC: 62G05 62G20 62M10 62H20 60G10 62P05 60F05 PDFBibTeX XMLCite \textit{C. Jentsch} et al., J. Time Ser. Anal. 41, No. 1, 110--133 (2020; Zbl 1445.62057) Full Text: DOI
Jiang, Bibo; Lu, Ye; Park, Joon Y. Testing for stationarity at high frequency. (English) Zbl 1456.62197 J. Econom. 215, No. 2, 341-374 (2020). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{B. Jiang} et al., J. Econom. 215, No. 2, 341--374 (2020; Zbl 1456.62197) Full Text: DOI
Pang, Guodong; Sarantsev, Andrey; Belopolskaya, Yana; Suhov, Yuri Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment. (English) Zbl 1439.60088 Queueing Syst. 94, No. 3-4, 357-392 (2020). Reviewer: Hans Daduna (Hamburg) MSC: 60K25 60K30 60K35 60K37 90B22 60J60 60J65 37A25 PDFBibTeX XMLCite \textit{G. Pang} et al., Queueing Syst. 94, No. 3--4, 357--392 (2020; Zbl 1439.60088) Full Text: DOI arXiv
Chan, Ngai Hang; Palma, Wilfredo On the estimation of locally stationary long-memory processes. (English) Zbl 1444.62101 Stat. Sin. 30, No. 1, 111-134 (2020). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{N. H. Chan} and \textit{W. Palma}, Stat. Sin. 30, No. 1, 111--134 (2020; Zbl 1444.62101) Full Text: DOI
Drouhin, Nicolas Non-stationary additive utility and time consistency. (English) Zbl 1435.91075 J. Math. Econ. 86, 1-14 (2020). Reviewer: Gerasimos Soldatos (Thessaloniki) MSC: 91B08 91B16 91B62 PDFBibTeX XMLCite \textit{N. Drouhin}, J. Math. Econ. 86, 1--14 (2020; Zbl 1435.91075) Full Text: DOI
Ma, Chunsheng; Malyarenko, Anatoliy Time-varying isotropic vector random fields on compact two-point homogeneous spaces. (English) Zbl 1444.60042 J. Theor. Probab. 33, No. 1, 319-339 (2020). MSC: 60G60 62M10 62M30 PDFBibTeX XMLCite \textit{C. Ma} and \textit{A. Malyarenko}, J. Theor. Probab. 33, No. 1, 319--339 (2020; Zbl 1444.60042) Full Text: DOI arXiv
Cao, Dan Recursive equilibrium in Krusell and Smith (1998). (English) Zbl 1432.91077 J. Econ. Theory 186, Article ID 104978, 71 p. (2020). MSC: 91B62 91B69 PDFBibTeX XMLCite \textit{D. Cao}, J. Econ. Theory 186, Article ID 104978, 71 p. (2020; Zbl 1432.91077) Full Text: DOI
Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Wang, Shixuan Sequential monitoring for changes from stationarity to mild non-stationarity. (English) Zbl 1456.62192 J. Econom. 215, No. 1, 209-238 (2020). MSC: 62M10 62M07 62P20 62P05 PDFBibTeX XMLCite \textit{L. Horváth} et al., J. Econom. 215, No. 1, 209--238 (2020; Zbl 1456.62192) Full Text: DOI
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul Multivariate count autoregression. (English) Zbl 1456.62155 Bernoulli 26, No. 1, 471-499 (2020). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J12 62F12 62H05 62M10 62H12 PDFBibTeX XMLCite \textit{K. Fokianos} et al., Bernoulli 26, No. 1, 471--499 (2020; Zbl 1456.62155) Full Text: DOI arXiv Euclid