Erratum to: 1-Dependent Stationary Sequences for Some Given Joint Distributions of Two Consecutive Random Variables.
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- 2014
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- Erratum
Works matching DE "STATIONARY sequences (Mathematics)"
Results: 138
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1-Dependent Stationary Sequences for Some Given Joint Distributions of Two Consecutive Random Variables.
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- Methodology & Computing in Applied Probability, 2012, v. 14, n. 3, p. 445, doi. 10.1007/s11009-011-9234-y
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3
Genericity of Nondegeneracy for Light Rays in Stationary Spacetimes.
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- Communications in Mathematical Physics, 2009, v. 287, n. 3, p. 903, doi. 10.1007/s00220-009-0742-3
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- Article
4
Energy and Volume: A Proof of the Positivity of ADM Energy Using the Yamabe Invariant of Three-Manifolds.
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- Communications in Mathematical Physics, 2009, v. 287, n. 1, p. 383, doi. 10.1007/s00220-008-0711-2
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- Article
5
On independent and stationary subsystems of the Walsh system and periodic multiplicative systems.
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- Mathematical Notes, 2009, v. 85, n. 3/4, p. 340, doi. 10.1134/S0001434609030043
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- Article
6
On the Spectral Density of Stationary Processes and Random Fields.
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- Journal of Mathematical Sciences, 2016, v. 219, n. 5, p. 789, doi. 10.1007/s10958-016-3147-9
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7
Optical buffering in stationary structures.
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- Cybernetics & Systems Analysis, 2008, v. 44, n. 5, p. 680, doi. 10.1007/s10559-008-9039-3
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8
A note on the almost sure central limit theorems for the maxima of strongly dependent nonstationary Gaussian vector sequences.
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- Journal of Inequalities & Applications, 2016, v. 2016, n. 1, p. 1, doi. 10.1186/s13660-016-1096-y
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9
Convergence of exceedance point processes of normal sequences with a seasonal component and its applications.
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- Journal of Inequalities & Applications, 2016, v. 2016, n. 1, p. 1, doi. 10.1186/s13660-016-1082-4
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10
A note on stationarity of types over models in simple theories.
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- Mathematical Logic Quarterly, 2008, v. 54, n. 6, p. 625, doi. 10.1002/malq.200710071
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11
Destructibility of stationary subsets of P<sub>κ</sub>λ.
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- Mathematical Logic Quarterly, 2005, v. 51, n. 6, p. 560, doi. 10.1002/malq.200510009
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- Article
12
Time-Delay Induced Reentrance Phenomenon in a Triple-Well Potential System Driven by Cross-Correlated Noises.
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- International Journal of Theoretical Physics, 2009, v. 48, n. 1, p. 226, doi. 10.1007/s10773-008-9797-8
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- Article
13
ON SINGULAR STATIONARITY II (TIGHT STATIONARITY AND EXTENDERS-BASED METHODS).
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- Journal of Symbolic Logic, 2019, v. 84, n. 1, p. 320, doi. 10.1017/jsl.2018.46
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- Article
14
FORECASTING NON-STATIONARY ECONOMIC TIME SERIES.
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- Management Science, 1966, v. 13, n. 1, p. 1, doi. 10.1287/mnsc.13.1.1
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15
AN EMPIRICAL STUDY OF EXACTLY AND APPROXIMATELY OPTIMAL INVENTORY POLICIES.
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- Management Science, 1965, v. 11, n. 7, p. 690, doi. 10.1287/mnsc.11.7.690
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- Article
16
Restrictions on forcings that change cofinalities.
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- Archive for Mathematical Logic, 2016, v. 55, n. 3/4, p. 373, doi. 10.1007/s00153-015-0454-7
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- Article
17
On a problem of Foreman and Magidor.
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- Archive for Mathematical Logic, 2005, v. 44, n. 4, p. 493, doi. 10.1007/s00153-004-0259-6
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- Article
18
Generic compactness reformulated.
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- Archive for Mathematical Logic, 2004, v. 43, n. 3, p. 311, doi. 10.1007/s00153-003-0211-1
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19
A FINE-TUNED ESTIMATOR OF A GENERAL CONVERGENCE RATE.
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- Australian & New Zealand Journal of Statistics, 2008, v. 50, n. 1, p. 1, doi. 10.1111/j.1467-842X.2007.00496.x
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20
On the rotating Navier-Stokes equations with mixed boundary conditions.
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- Acta Mathematica Sinica, 2008, v. 24, n. 4, p. 577, doi. 10.1007/s10114-007-1032-7
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21
Kernel type smoothed quantile estimation under long memory.
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- Statistical Papers, 2010, v. 51, n. 1, p. 57, doi. 10.1007/s00362-007-0115-y
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22
SEMI-ADDITIVE FUNCTIONALS AND COCYCLES IN THE CONTEXT OF SELF-SIMILARITY.
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- Discussiones Mathematicae: Probability & Statistics, 2010, v. 30, n. 2, p. 149, doi. 10.7151/dmps.1126
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23
Phantom distribution functions for some stationary sequences.
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- Extremes, 2015, v. 18, n. 4, p. 697, doi. 10.1007/s10687-015-0228-y
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24
Almost sure limit theorems of extremes of complete and incomplete samples of stationary sequences.
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- Extremes, 2010, v. 13, n. 4, p. 463, doi. 10.1007/s10687-009-0095-5
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25
Direct search algorithm for bilevel programming problems.
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- Computational Optimization & Applications, 2011, v. 49, n. 1, p. 1, doi. 10.1007/s10589-009-9295-9
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26
Large Deviation Principles for Moving Average Processes of Real Stationary Sequences.
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- Acta Applicandae Mathematicae, 2009, v. 106, n. 2, p. 177, doi. 10.1007/s10440-008-9288-1
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27
Gene expression dynamics in randomly varying environments.
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- Journal of Mathematical Biology, 2010, v. 61, n. 2, p. 231, doi. 10.1007/s00285-009-0298-z
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28
Estimating the total effect on a formation during borehole drilling.
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- Journal of Applied Mechanics & Technical Physics, 2008, v. 49, n. 2, p. 253, doi. 10.1007/s10808-008-0035-1
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- Article
29
Exit Frequency Matrices for Finite Markov Chains.
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- Combinatorics, Probability & Computing, 2010, v. 19, n. 4, p. 541, doi. 10.1017/S0963548310000118
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30
Extrapolation of multidimensional stationary processes.
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- Random Operators & Stochastic Equations, 2006, v. 14, n. 3, p. 233, doi. 10.1515/156939706778239819
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31
Asymptotic normality of numbers of non-occurring values of m-dependent random variables.
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- Discrete Mathematics & Applications, 2014, v. 24, n. 5, p. 305, doi. 10.1515/dma-2014-0027
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32
Asymptotic normality of the number of values of m-dependent random variables which occur a given number of times.
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- Discrete Mathematics & Applications, 2011, v. 21, n. 1, p. 23, doi. 10.1515/DMA.2011.002
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33
Basic adjoint relation for transient and stationary analysis of some Markov processes.
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- Annals of Operations Research, 1999, v. 87, n. 1-4, p. 273, doi. 10.1023/A:1018937103955
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34
On Subsampling Estimators With Unknown Rate of Convergence.
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- Journal of the American Statistical Association, 1999, v. 94, n. 446, p. 569, doi. 10.1080/01621459.1999.10474151
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35
Estimating the Mean of Observations from a Wide-Sense Stationary Autoregressive Sequence.
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- Journal of the American Statistical Association, 1972, v. 67, n. 338, p. 402, doi. 10.1080/01621459.1972.10482397
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36
Maxima and minima of complete and incomplete stationary sequences.
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- Stochastics: An International Journal of Probability & Stochastic Processes, 2014, v. 86, n. 5, p. 707, doi. 10.1080/17442508.2013.876423
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37
Stationary Solutions of the KdV Equation.
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- Applicable Analysis, 2003, v. 82, n. 5, p. 427, doi. 10.1080/0003681031000094582
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38
Bernstein polynomial estimation of a spectral density.
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- Journal of Time Series Analysis, 2006, v. 27, n. 2, p. 253, doi. 10.1111/j.1467-9892.2005.00465.x
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39
Stationary distribution of queue length in G / M / 1 queue with two-stage service policy.
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- Mathematical Methods of Operations Research, 2006, v. 64, n. 3, p. 467, doi. 10.1007/s00186-006-0096-y
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40
Nearly optimal stationary policies in negative dynamic programming.
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- Mathematical Methods of Operations Research, 1999, v. 49, n. 3, p. 441
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41
A note on strong 1-optimal policies in Markov decision chains with unbounded costs.
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- Mathematical Methods of Operations Research, 1999, v. 49, n. 3, p. 475, doi. 10.1007/s001860050062
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42
A deviation bound for -dependent sequences with applications to intermittent maps.
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- Stochastics & Dynamics, 2017, v. 17, n. 1, p. -1, doi. 10.1142/S0219493717500058
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43
THE MAXMIN OF RECURSIVE GAMES WITH INCOMPLETE INFORMATION ON ONE SIDE.
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- Mathematics of Operations Research, 2000, v. 25, n. 1, p. 23, doi. 10.1287/moor.25.1.23.15206
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44
MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS: STATIONARITY, OPTIMALITY, AND SENSITIVITY.
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- Mathematics of Operations Research, 2000, v. 25, n. 1, p. 1, doi. 10.1287/moor.25.1.1.15213
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45
RECURSIVE REPEATED GAMES WITH ABSORBING STATES.
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- Mathematics of Operations Research, 1996, v. 21, n. 4, p. 1016, doi. 10.1287/moor.21.4.1016
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46
A LINEARIZATION ALGORITHM FOR NONSMOOTH MINIMIZATION.
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- Mathematics of Operations Research, 1985, v. 10, n. 2, p. 185, doi. 10.1287/moor.10.2.185
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47
BOOTSTRAPPING STATIONARY SEQUENCES BY THE NADARAYA-WATSON REGRESSION ESTIMATOR.
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- Journal of Nonparametric Statistics, 2002, v. 14, n. 4, p. 399, doi. 10.1080/10485250213116
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48
Locally Most Powerful Sequentially Planned Tests in Continuous Time.
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- Sequential Analysis, 2006, v. 25, n. 4, p. 365, doi. 10.1080/07474940600934813
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49
EWMA Charts for Monitoring the Mean and the Autocovariances of Stationary Gaussian Processes.
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- Sequential Analysis, 2003, v. 22, n. 4, p. 257, doi. 10.1081/SQA-120026884
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50
SIMULTANEOUS CONFIDENCE BANDS IN NONLINEAR REGRESSION MODELS WITH NONSTATIONARITY.
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- Statistica Sinica, 2017, v. 27, n. 3, p. 1385, doi. 10.5705/ss.202015.0219
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- Article