Neumann, Michael H. Bootstrap for integer-valued GARCH\((p,q)\) processes. (English) Zbl 07801605 Stat. Neerl. 75, No. 3, 343-363 (2021). MSC: 62Gxx 62Mxx 60Gxx PDFBibTeX XMLCite \textit{M. H. Neumann}, Stat. Neerl. 75, No. 3, 343--363 (2021; Zbl 07801605) Full Text: DOI OA License
Vila, Roberto; Saulo, Helton; Roldan, Jamer On some properties of the bimodal normal distribution and its bivariate version. (English) Zbl 1527.62018 Chil. J. Stat. 12, No. 2, 125-144 (2021). MSC: 62E15 62F10 60F05 PDFBibTeX XMLCite \textit{R. Vila} et al., Chil. J. Stat. 12, No. 2, 125--144 (2021; Zbl 1527.62018) Full Text: arXiv Link
Shaw, Thomas; Møller, Jesper; Waagepetersen, Rasmus Plenge Globally intensity-reweighted estimators for \(K\)- and pair correlation functions. (English) Zbl 1521.62184 Aust. N. Z. J. Stat. 63, No. 1, 93-118 (2021). MSC: 62M30 60G55 62G07 62M09 PDFBibTeX XMLCite \textit{T. Shaw} et al., Aust. N. Z. J. Stat. 63, No. 1, 93--118 (2021; Zbl 1521.62184) Full Text: DOI arXiv
Cocchi, Guido; Lapucci, Matteo; Mansueto, Pierluigi Pareto front approximation through a multi-objective augmented Lagrangian method. (English) Zbl 1516.90081 EURO J. Comput. Optim. 9, Article ID 100008, 12 p. (2021). MSC: 90C29 90C30 PDFBibTeX XMLCite \textit{G. Cocchi} et al., EURO J. Comput. Optim. 9, Article ID 100008, 12 p. (2021; Zbl 1516.90081) Full Text: DOI
Nitha, Kunnathully Unnikrishnan; Krishnarani, Sreekrishnanilayam Devakiamma On a class of time series model with double Lindley distribution as marginals. (English) Zbl 07690426 Statistica 81, No. 4, 365-382 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{K. U. Nitha} and \textit{S. D. Krishnarani}, Statistica 81, No. 4, 365--382 (2021; Zbl 07690426) Full Text: DOI
Hsu, Shih-Hsun Disentangling the source of non-stationarity in a panel of seasonal data. (English) Zbl 07676033 Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20180075, 18 p. (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S.-H. Hsu}, Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20180075, 18 p. (2021; Zbl 07676033) Full Text: DOI
Guhr, Thomas; Schell, Andreas Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations. (English) Zbl 1519.62020 J. Phys. A, Math. Theor. 54, No. 12, Article ID 125002, 35 p. (2021). MSC: 62M10 60B20 15B52 60G10 60G15 62H10 PDFBibTeX XMLCite \textit{T. Guhr} and \textit{A. Schell}, J. Phys. A, Math. Theor. 54, No. 12, Article ID 125002, 35 p. (2021; Zbl 1519.62020) Full Text: DOI arXiv
Godrèche, Claude Comment on: “Fluctuation-dominated phase ordering at a mixed order transition”. (English) Zbl 1519.82038 J. Phys. A, Math. Theor. 54, No. 3, Article ID 038001, 8 p. (2021). MSC: 82B26 60K05 PDFBibTeX XMLCite \textit{C. Godrèche}, J. Phys. A, Math. Theor. 54, No. 3, Article ID 038001, 8 p. (2021; Zbl 1519.82038) Full Text: DOI arXiv
Omay, Tolga; Baleanu, Dumitru Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19. (English) Zbl 1494.62018 Adv. Difference Equ. 2021, Paper No. 167, 33 p. (2021). MSC: 62M10 62M07 62M15 62P05 92D30 PDFBibTeX XMLCite \textit{T. Omay} and \textit{D. Baleanu}, Adv. Difference Equ. 2021, Paper No. 167, 33 p. (2021; Zbl 1494.62018) Full Text: DOI
Li, Kexuan; Polunchenko, Aleksey S.; Pepelyshev, Andrey Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval. (English) Zbl 1497.60112 Commun. Stat., Simulation Comput. 50, No. 9, 2705-2720 (2021). MSC: 60J60 60J65 62L10 PDFBibTeX XMLCite \textit{K. Li} et al., Commun. Stat., Simulation Comput. 50, No. 9, 2705--2720 (2021; Zbl 1497.60112) Full Text: DOI arXiv Link
Dimakopoulou, Vasiliki Stationarity-inducing techniques in small open economy models with collateral constraints. (English) Zbl 1485.91149 Open Econ. Rev. 32, No. 4, 725-738 (2021). MSC: 91B64 91G30 PDFBibTeX XMLCite \textit{V. Dimakopoulou}, Open Econ. Rev. 32, No. 4, 725--738 (2021; Zbl 1485.91149) Full Text: DOI
Poignard, Benjamin; Fermanian, Jean-David High-dimensional penalized ARCH processes. (English) Zbl 1490.62264 Econom. Rev. 40, No. 1, 86-107 (2021). MSC: 62M10 62H12 62J07 62P05 91G10 PDFBibTeX XMLCite \textit{B. Poignard} and \textit{J.-D. Fermanian}, Econom. Rev. 40, No. 1, 86--107 (2021; Zbl 1490.62264) Full Text: DOI
Trapani, Lorenzo Testing for strict stationarity in a random coefficient autoregressive model. (English) Zbl 1480.62182 Econom. Rev. 40, No. 3, 220-256 (2021). MSC: 62M10 62G10 62P20 PDFBibTeX XMLCite \textit{L. Trapani}, Econom. Rev. 40, No. 3, 220--256 (2021; Zbl 1480.62182) Full Text: DOI arXiv Link
Cui, Ying; Pang, Jong-Shi Modern nonconvex nondifferentiable optimization. (English) Zbl 1489.90001 MOS/SIAM Series on Optimization 29. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (ISBN 978-1-61197-673-1/hbk; 978-1-61197-674-8/ebook). xx, 756 p. (2021). Reviewer: Alfred Göpfert (Leipzig) MSC: 90-01 90C26 90-02 91-08 90C90 90C17 90C15 90C20 90C30 90C32 90C56 PDFBibTeX XMLCite \textit{Y. Cui} and \textit{J.-S. Pang}, Modern nonconvex nondifferentiable optimization. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (2021; Zbl 1489.90001) Full Text: DOI
Aleandri, Michele; Colangeli, Matteo; Gabrielli, Davide A combinatorial representation for the invariant measure of diffusion processes on metric graphs. (English) Zbl 1480.60083 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1773-1799 (2021). MSC: 60G10 60J60 60C05 PDFBibTeX XMLCite \textit{M. Aleandri} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1773--1799 (2021; Zbl 1480.60083) Full Text: arXiv Link
Manzo, Francesco; Quattropani, Matteo; Scoppola, Elisabetta A probabilistic proof of Cooper & Frieze’s “First Visit Time Lemma”. (English) Zbl 1482.60099 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1739-1758 (2021). MSC: 60J10 60J28 PDFBibTeX XMLCite \textit{F. Manzo} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1739--1758 (2021; Zbl 1482.60099) Full Text: arXiv Link
Dahl, Christian M.; Iglesias, Emma M. Asymptotic normality of the MLE in the level-effect ARCH model. (English) Zbl 1477.62237 Stat. Pap. 62, No. 1, 117-135 (2021). MSC: 62M10 62F12 62P20 PDFBibTeX XMLCite \textit{C. M. Dahl} and \textit{E. M. Iglesias}, Stat. Pap. 62, No. 1, 117--135 (2021; Zbl 1477.62237) Full Text: DOI
Bibi, Abdelouahab QML estimation of asymmetric Markov switching GARCH(\(p,q\)) processes. (English) Zbl 1477.62234 Commun. Math. Stat. 9, No. 4, 405-438 (2021). MSC: 62M10 62M05 62F12 62P20 PDFBibTeX XMLCite \textit{A. Bibi}, Commun. Math. Stat. 9, No. 4, 405--438 (2021; Zbl 1477.62234) Full Text: DOI
Bibi, Abdelouahab Asymptotic properties of QMLE for seasonal threshold GARCH model with periodic coefficients. (English) Zbl 1476.62178 Stat. Methods Appl. 30, No. 2, 477-514 (2021). MSC: 62M10 62F12 62P20 PDFBibTeX XMLCite \textit{A. Bibi}, Stat. Methods Appl. 30, No. 2, 477--514 (2021; Zbl 1476.62178) Full Text: DOI
Asheim, Geir B.; Banerjee, Kuntal; Mitra, Tapan How stationarity contradicts intergenerational equity. (English) Zbl 1479.91116 Econ. Theory 72, No. 2, 423-444 (2021). MSC: 91B15 PDFBibTeX XMLCite \textit{G. B. Asheim} et al., Econ. Theory 72, No. 2, 423--444 (2021; Zbl 1479.91116) Full Text: DOI
Wilson, Rebecca E.; Eckley, Idris A.; Nunes, Matthew A.; Park, Timothy A wavelet-based approach for imputation in nonstationary multivariate time series. (English) Zbl 1475.62067 Stat. Comput. 31, No. 2, Paper No. 18, 18 p. (2021). MSC: 62-08 62D10 62M10 PDFBibTeX XMLCite \textit{R. E. Wilson} et al., Stat. Comput. 31, No. 2, Paper No. 18, 18 p. (2021; Zbl 1475.62067) Full Text: DOI
Karachanskaya, Elena Random harmonic processes with new properties. (English) Zbl 1483.60055 Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 243-252 (2021). MSC: 60G10 62M15 PDFBibTeX XMLCite \textit{E. Karachanskaya}, Springer Proc. Math. Stat. 358, 243--252 (2021; Zbl 1483.60055) Full Text: DOI
Rockova, Veronika; McAlinn, Kenichiro Dynamic variable selection with spike-and-slab process priors. (English) Zbl 1480.62132 Bayesian Anal. 16, No. 1, 233-269 (2021). MSC: 62H30 62M10 62F07 PDFBibTeX XMLCite \textit{V. Rockova} and \textit{K. McAlinn}, Bayesian Anal. 16, No. 1, 233--269 (2021; Zbl 1480.62132) Full Text: DOI arXiv Euclid
Smetanina, Ekaterina; Wu, Wei Biao Asymptotic theory for QMLE for the real-time GARCH\((1,1)\) model. (English) Zbl 1476.62193 J. Time Ser. Anal. 42, No. 5-6, 752-776 (2021). MSC: 62M10 62F12 62E20 PDFBibTeX XMLCite \textit{E. Smetanina} and \textit{W. B. Wu}, J. Time Ser. Anal. 42, No. 5--6, 752--776 (2021; Zbl 1476.62193) Full Text: DOI
Christof, Constantin; Wachsmuth, Gerd On second-order optimality conditions for optimal control problems governed by the obstacle problem. (English) Zbl 1480.35248 Optimization 70, No. 10, 2247-2287 (2021). MSC: 35J86 49J40 49K21 PDFBibTeX XMLCite \textit{C. Christof} and \textit{G. Wachsmuth}, Optimization 70, No. 10, 2247--2287 (2021; Zbl 1480.35248) Full Text: DOI arXiv
Ferreira, Guillermo; Mateu, Jorge; Vilar, Jose A.; Muñoz, Joel Bootstrapping regression models with locally stationary disturbances. (English) Zbl 1474.62184 Test 30, No. 2, 341-363 (2021). MSC: 62H12 62J05 62M10 PDFBibTeX XMLCite \textit{G. Ferreira} et al., Test 30, No. 2, 341--363 (2021; Zbl 1474.62184) Full Text: DOI
Launay, Claire; Desolneux, Agnès; Galerne, Bruno Determinantal point processes for image processing. (English) Zbl 1474.60134 SIAM J. Imaging Sci. 14, No. 1, 304-348 (2021). MSC: 60G55 62M40 68U10 94A08 PDFBibTeX XMLCite \textit{C. Launay} et al., SIAM J. Imaging Sci. 14, No. 1, 304--348 (2021; Zbl 1474.60134) Full Text: DOI
Trapani, Lorenzo A test for strict stationarity in a random coefficient autoregressive model of order 1. (English) Zbl 1473.62075 Stat. Probab. Lett. 177, Article ID 109164, 9 p. (2021). MSC: 62F05 62M10 PDFBibTeX XMLCite \textit{L. Trapani}, Stat. Probab. Lett. 177, Article ID 109164, 9 p. (2021; Zbl 1473.62075) Full Text: DOI
Debaly, Zinsou Max; Truquet, Lionel A note on the stability of multivariate non-linear time series with an application to time series of counts. (English) Zbl 1473.62304 Stat. Probab. Lett. 179, Article ID 109196, 7 p. (2021). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{Z. M. Debaly} and \textit{L. Truquet}, Stat. Probab. Lett. 179, Article ID 109196, 7 p. (2021; Zbl 1473.62304) Full Text: DOI
Zhang, Shibin A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics. (English) Zbl 1477.62144 J. Stat. Plann. Inference 215, 109-126 (2021). MSC: 62H15 62M15 62M10 PDFBibTeX XMLCite \textit{S. Zhang}, J. Stat. Plann. Inference 215, 109--126 (2021; Zbl 1477.62144) Full Text: DOI
Qin, Ruibing; Luo, Xinxin; Yang, Wei Wilcoxon rank test for change in persistence. (English) Zbl 1477.62227 Statistics 55, No. 3, 514-531 (2021). MSC: 62M07 62M10 62P20 PDFBibTeX XMLCite \textit{R. Qin} et al., Statistics 55, No. 3, 514--531 (2021; Zbl 1477.62227) Full Text: DOI
Ke, Chengyu; Ahn, Miju; Shin, Sunyoung; Lou, Yifei Iteratively reweighted group Lasso based on log-composite regularization. (English) Zbl 1476.62157 SIAM J. Sci. Comput. 43, No. 5, S655-S678 (2021). MSC: 62J07 62-08 65K05 90C26 92C60 92D10 PDFBibTeX XMLCite \textit{C. Ke} et al., SIAM J. Sci. Comput. 43, No. 5, S655--S678 (2021; Zbl 1476.62157) Full Text: DOI
Hintermüller, Michael; Keil, Tobias Optimal control of geometric partial differential equations. (English) Zbl 1475.49005 Bonito, Andrea (ed.) et al., Geometric partial differential equations. Part 2. Amsterdam: Elsevier/North Holland. Handb. Numer. Anal. 22, 213-270 (2021). MSC: 49J20 49K20 49J40 35J87 35Q93 35Q35 35R35 90C33 90C46 76D45 76T10 65K10 65K15 PDFBibTeX XMLCite \textit{M. Hintermüller} and \textit{T. Keil}, Handb. Numer. Anal. 22, 213--270 (2021; Zbl 1475.49005) Full Text: DOI
Krulikovski, Evelin H. M.; Ribeiro, Ademir A.; Sachine, Mael On the weak stationarity conditions for mathematical programs with cardinality constraints: a unified approach. (English) Zbl 1478.90124 Appl. Math. Optim. 84, No. 3, 3451-3473 (2021). MSC: 90C30 90C33 90C46 PDFBibTeX XMLCite \textit{E. H. M. Krulikovski} et al., Appl. Math. Optim. 84, No. 3, 3451--3473 (2021; Zbl 1478.90124) Full Text: DOI arXiv
Cui, Yan; Levine, Michael; Zhou, Zhou Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach. (English) Zbl 1476.62077 Electron. J. Stat. 15, No. 2, 4264-4294 (2021). MSC: 62G10 62G15 62G05 PDFBibTeX XMLCite \textit{Y. Cui} et al., Electron. J. Stat. 15, No. 2, 4264--4294 (2021; Zbl 1476.62077) Full Text: DOI arXiv Link
van Delft, Anne; Characiejus, Vaidotas; Dette, Holger A nonparametric test for stationarity in functional time series. (English) Zbl 1475.62291 Stat. Sin. 31, No. 3, 1375-1395 (2021). MSC: 62R10 62M10 62M15 62G10 60G10 PDFBibTeX XMLCite \textit{A. van Delft} et al., Stat. Sin. 31, No. 3, 1375--1395 (2021; Zbl 1475.62291) Full Text: DOI arXiv
Ghezal, Ahmed QMLE for periodic time-varying asymmetric log GARCH models. (English) Zbl 1475.62237 Commun. Math. Stat. 9, No. 3, 273-297 (2021). MSC: 62M10 62M15 62F12 62P20 PDFBibTeX XMLCite \textit{A. Ghezal}, Commun. Math. Stat. 9, No. 3, 273--297 (2021; Zbl 1475.62237) Full Text: DOI
Shelah, S. Mutual stationarity and singular Jonsson cardinals. (English) Zbl 1488.03035 Acta Math. Hung. 163, No. 1, 140-148 (2021). MSC: 03E55 03E40 03E05 03E30 PDFBibTeX XMLCite \textit{S. Shelah}, Acta Math. Hung. 163, No. 1, 140--148 (2021; Zbl 1488.03035) Full Text: DOI
Allaoui, Soumaya; Bouzebda, Salim; Chesneau, Christophe; Liu, Jicheng Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence. (English) Zbl 1472.62031 J. Nonparametric Stat. 33, No. 2, 170-196 (2021). MSC: 62E20 62H12 62G09 42C40 PDFBibTeX XMLCite \textit{S. Allaoui} et al., J. Nonparametric Stat. 33, No. 2, 170--196 (2021; Zbl 1472.62031) Full Text: DOI
Günzel, Harald; Hernández Escobar, Daniel; Rückmann, Jan-J. MPCC: strong stability of \(m\)-stationary points. (English) Zbl 1479.90200 Set-Valued Var. Anal. 29, No. 3, 645-659 (2021). Reviewer: Juan-Enrique Martínez-Legaz (Barcelona) MSC: 90C33 90C46 90C31 PDFBibTeX XMLCite \textit{H. Günzel} et al., Set-Valued Var. Anal. 29, No. 3, 645--659 (2021; Zbl 1479.90200) Full Text: DOI
Kanzow, Christian; Raharja, Andreas B.; Schwartz, Alexandra An augmented Lagrangian method for cardinality-constrained optimization problems. (English) Zbl 1475.90103 J. Optim. Theory Appl. 189, No. 3, 793-813 (2021). MSC: 90C30 PDFBibTeX XMLCite \textit{C. Kanzow} et al., J. Optim. Theory Appl. 189, No. 3, 793--813 (2021; Zbl 1475.90103) Full Text: DOI
Beck, Amir; Teboulle, Marc Dual randomized coordinate descent method for solving a class of nonconvex problems. (English) Zbl 1472.90094 SIAM J. Optim. 31, No. 3, 1877-1896 (2021). MSC: 90C26 90C30 90C46 PDFBibTeX XMLCite \textit{A. Beck} and \textit{M. Teboulle}, SIAM J. Optim. 31, No. 3, 1877--1896 (2021; Zbl 1472.90094) Full Text: DOI
Christof, Constantin; Müller, Georg Multiobjective optimal control of a non-smooth semilinear elliptic partial differential equation. (English) Zbl 1468.35048 ESAIM, Control Optim. Calc. Var. 27, Suppl., Paper No. S13, 31 p. (2021). MSC: 35J20 49J52 49K20 58E17 90C29 PDFBibTeX XMLCite \textit{C. Christof} and \textit{G. Müller}, ESAIM, Control Optim. Calc. Var. 27, Paper No. S13, 31 p. (2021; Zbl 1468.35048) Full Text: DOI
Dong, Yanfeng; Chu, Dejian; Hu, Linyu; Hu, Qingjie A partly smoothing-regularization method for mathematical programs with vanishing constraints. (English) Zbl 1474.49030 Math. Appl. 34, No. 1, 163-175 (2021). MSC: 49J52 90C33 PDFBibTeX XMLCite \textit{Y. Dong} et al., Math. Appl. 34, No. 1, 163--175 (2021; Zbl 1474.49030)
Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph Mixtures of nonlinear Poisson autoregressions. (English) Zbl 1468.62334 J. Time Ser. Anal. 42, No. 1, 107-135 (2021). MSC: 62M10 62B10 60G15 60B12 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Time Ser. Anal. 42, No. 1, 107--135 (2021; Zbl 1468.62334) Full Text: DOI Link
Harder, Felix; Mehlitz, Patrick; Wachsmuth, Gerd Reformulation of the M-stationarity conditions as a system of discontinuous equations and its solution by a semismooth Newton method. (English) Zbl 1467.49024 SIAM J. Optim. 31, No. 2, 1459-1488 (2021). MSC: 49M05 49M15 90C30 90C33 PDFBibTeX XMLCite \textit{F. Harder} et al., SIAM J. Optim. 31, No. 2, 1459--1488 (2021; Zbl 1467.49024) Full Text: DOI arXiv
Chen-Mertens, William; Neeman, Itay On the relationship between mutual and tight stationarity. (English) Zbl 1489.03015 Ann. Pure Appl. Logic 172, No. 7, Article ID 102963, 24 p. (2021). Reviewer: Martin Weese (Potsdam) MSC: 03E35 03E04 03E05 03E55 PDFBibTeX XMLCite \textit{W. Chen-Mertens} and \textit{I. Neeman}, Ann. Pure Appl. Logic 172, No. 7, Article ID 102963, 24 p. (2021; Zbl 1489.03015) Full Text: DOI
Balázs, Márton; Busani, Ofer; Seppäläinen, Timo Local stationarity in exponential last-passage percolation. (English) Zbl 1483.60144 Probab. Theory Relat. Fields 180, No. 1-2, 113-162 (2021). MSC: 60K35 60K37 PDFBibTeX XMLCite \textit{M. Balázs} et al., Probab. Theory Relat. Fields 180, No. 1--2, 113--162 (2021; Zbl 1483.60144) Full Text: DOI arXiv
Wang, Yu Quantitative stratification of stationary connections. (English) Zbl 1469.53059 J. Reine Angew. Math. 775, 39-69 (2021). MSC: 53C05 81T13 PDFBibTeX XMLCite \textit{Y. Wang}, J. Reine Angew. Math. 775, 39--69 (2021; Zbl 1469.53059) Full Text: DOI arXiv
Sun, Yuying; Hong, Yongmiao; Lee, Tae-Hwy; Wang, Shouyang; Zhang, Xinyu Time-varying model averaging. (English) Zbl 1471.62543 J. Econom. 222, No. 2, 974-992 (2021). MSC: 62P20 62J05 62M10 62M20 PDFBibTeX XMLCite \textit{Y. Sun} et al., J. Econom. 222, No. 2, 974--992 (2021; Zbl 1471.62543) Full Text: DOI Link
Virta, Joni; Nordhausen, Klaus Determining the signal dimension in second order source separation. (English) Zbl 1464.62227 Stat. Sin. 31, No. 1, 135-156 (2021). MSC: 62F03 62F12 60H40 PDFBibTeX XMLCite \textit{J. Virta} and \textit{K. Nordhausen}, Stat. Sin. 31, No. 1, 135--156 (2021; Zbl 1464.62227) Full Text: arXiv
Khoshnevisan, Davar; Nualart, David; Pu, Fei Spatial stationarity, ergodicity, and CLT for parabolic Anderson model with delta initial condition in dimension \(d \geq 1\). (English) Zbl 1461.60048 SIAM J. Math. Anal. 53, No. 2, 2084-2133 (2021). MSC: 60H15 60H07 60F05 PDFBibTeX XMLCite \textit{D. Khoshnevisan} et al., SIAM J. Math. Anal. 53, No. 2, 2084--2133 (2021; Zbl 1461.60048) Full Text: DOI arXiv
Alberti, F.; Baake, E.; Letter, I.; Martínez, S. Solving the migration-recombination equation from a genealogical point of view. (English) Zbl 1465.92072 J. Math. Biol. 82, No. 5, Paper No. 41, 27 p. (2021). MSC: 92D15 60J20 PDFBibTeX XMLCite \textit{F. Alberti} et al., J. Math. Biol. 82, No. 5, Paper No. 41, 27 p. (2021; Zbl 1465.92072) Full Text: DOI arXiv
Nasari, Masoud M.; Ould-Haye, Mohamedou A consistent estimator for skewness of partial sums of dependent data. (English) Zbl 1461.62159 Stat. Probab. Lett. 171, Article ID 109021, 12 p. (2021). MSC: 62M10 62M09 62F10 60F05 PDFBibTeX XMLCite \textit{M. M. Nasari} and \textit{M. Ould-Haye}, Stat. Probab. Lett. 171, Article ID 109021, 12 p. (2021; Zbl 1461.62159) Full Text: DOI arXiv
Garcia, Nicolás; Kawan, Christoph; Yüksel, Serdar Ergodicity conditions for controlled stochastic nonlinear systems under information constraints: a volume growth approach. (English) Zbl 1472.93193 SIAM J. Control Optim. 59, No. 1, 534-560 (2021). Reviewer: Heinrich Hering (Rockenberg) MSC: 93E15 93C10 37A35 PDFBibTeX XMLCite \textit{N. Garcia} et al., SIAM J. Control Optim. 59, No. 1, 534--560 (2021; Zbl 1472.93193) Full Text: DOI arXiv
Qiao, Wanli Extremes of locally stationary Gaussian and chi fields on manifolds. (English) Zbl 1466.60106 Stochastic Processes Appl. 133, 166-192 (2021). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 60G15 60G60 PDFBibTeX XMLCite \textit{W. Qiao}, Stochastic Processes Appl. 133, 166--192 (2021; Zbl 1466.60106) Full Text: DOI arXiv
Mandjes, M.; Ravner, L. Hypothesis testing for a Lévy-driven storage system by Poisson sampling. (English) Zbl 1475.60191 Stochastic Processes Appl. 133, 41-73 (2021). MSC: 60K30 60G51 62G10 PDFBibTeX XMLCite \textit{M. Mandjes} and \textit{L. Ravner}, Stochastic Processes Appl. 133, 41--73 (2021; Zbl 1475.60191) Full Text: DOI arXiv
Barczy, Mátyás; Basrak, Bojan; Kevei, Péter; Pap, Gyula; Planinić, Hrvoje Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration. (English) Zbl 1475.60162 Stochastic Processes Appl. 132, 33-75 (2021). MSC: 60J80 62F12 60G55 PDFBibTeX XMLCite \textit{M. Barczy} et al., Stochastic Processes Appl. 132, 33--75 (2021; Zbl 1475.60162) Full Text: DOI arXiv
Voutilainen, Marko; Ilmonen, Pauliina; Torres, Soledad; Tudor, Ciprian; Viitasaari, Lauri On the ARCH model with stationary liquidity. (English) Zbl 1473.62318 Metrika 84, No. 2, 195-224 (2021). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{M. Voutilainen} et al., Metrika 84, No. 2, 195--224 (2021; Zbl 1473.62318) Full Text: DOI
Stein, Oliver Basics of convex analysis. (Grundzüge der konvexen Analysis.) (German) Zbl 1473.90121 Berlin: Springer Spektrum (ISBN 978-3-662-62756-3/pbk; 978-3-662-62757-0/ebook). x, 184 p. (2021). Reviewer: Paulo Mbunga (Kiel) MSC: 90C25 46N10 90C33 90C30 49J30 PDFBibTeX XMLCite \textit{O. Stein}, Grundzüge der konvexen Analysis. Berlin: Springer Spektrum (2021; Zbl 1473.90121) Full Text: DOI