01/81 | MAXIMUM PRINCIPLE AND TRANSVERSALITY CONDITION FOR CONCAVE INFINITE HORIZON ECONOMIC MODELS |
02/81 | QUALITATIVE ROBUSTNESS FOR GENERAL PROCESS |
03/81 | LOCAL TIMES FOR TWO-PARAMETER LEVY PROCESS |
04/81 | REPRESENTATION OF THE MARTINGALES GENERATED BY A TWO-PARAMETER LEVY PROCESS |
05/81 | GENERAL M-ESTIMATES FOR CONTAMINATED p-ORDER AUTOREGRESSIVE PROCESS CONSISTENCY AND ASYMPTOTIC NORMALITY |
06/82 | ON THE INFLUENCE CURVE FOR QUANTAL BIOASSAY |
07/82 | A MARKET EQUILIBRIUM APPROACH FOR SOLVING LARGE SCALE LINEAR PROGRAMMING MODELS |
08/82 | A PATHWISE APPROACH TO METASTABILITY |
09/82 | LACK OF EQUILIBRIA IN ECONOMICS WITH INFINITELY MANY COMMODITIES THE NEED OF IMPATIENCE |
10/82 | REGULAR ECONOMICS AND SETS OF MEASURE ZERO IN BANACH SPACES |
11/83 | AN EFFICIENCE R-ESTIMATOR FOR THE ED 50 |
12/83 | ROBUST ESTIMATES FOR ARMA MODELS |
13/83 | METASTABLE BEHAVIOR OF STOCHASTIC DYNAMICS: A PATHWISE APPROACH |
14/83 | A FUNCTIONAL LAW OF THE ITERATED LOGARITHM FOR ADAPTIVE STOCHASTIC APPROXIMATION PROCESS |
15/83 | A RENORMALIZATION OF THE STIRRING PROCESSES ON THE LINE |
16/84 | IDENTIFIABILITY CONDITION FOR DYNAMIC SIMULTANEOUS EQUATIONS MODELS WITH ARMA ERRORS |
17/84 | AN APPLICATION OF THE AUGMENTED LAGRANGIAN APPROACH TO DECOMPOSITION IN LINEAR PROGRAMMING |
18/84 | THE LOST OF EFFICIENCY IN ESTIMATION OF STATIONARY ECONOMICS TIME SERIES MODELS WITH MISSING OBSERVATIONS |
19/84 | ASYMPTOTIC BEHAVIOR OF THE ESTIMATES BASED ON RESIDUAL AUTOCOVARIANCES FOR ARMA MODELS |
20/84 | A NOTE ON THE EXISTENCE OF PARETO OPTIMA IN TOPOLOGICAL VECTOR SPACES |
21/84 | A PARALLEL PROJECTION METHOD OF FINDING A COMMON POINT A FAMILY OF CONVEX SETS |
22/84 | AN INCOME FLUCTUATION PROBLEM WITH INTERTEMPORAL DISTRIBUTION |
23/84 | SOME REMARKS ON THE STABLE MATCHING PROBLEM |
24/84 | MS. MACHIAVELLI AND THE STABLE MATCHING PROBLEM |
25/84 | DEMAND FUNCTIONS WITH INFINITELY MANY GOODS: NON-EXISTENCE RESULTS |
26/85 | SOME RESULTS ON THE EXISTENCE OF UTILITY FUNCTIONS ON PATH CONNECTED SPACES |
27/85 | NON-OPTIMALITY OF RATIONAL EXPECTATIONS EQUILIBRIUM: THE COMPLETE MARKETS CASE |
28/85 | ON AUMANN’S NOTION OF COMMON KNOWLEDGE AN ALTERNATIVE APPROACH |
29/85 | ARMA PROCESSES WITH HIDDEN MISSING DATA |
30/85 | DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE |
31/85 | RATIONAL EXPECTATIONS EQUILIBRIA WITH KEYNESIAM PROPERTIES |
32/85 | NON LINEAR PRINCIPAL COMPONENTS BY PROJECTION PERSUIT |
33/85 | CONTRACTING IN INTERMEDIATE MARKETS |
34/85 | ALTERNATIVE ESTIMATORS OF STRATUM VARIANCE IN MULTISTRATA DESINGS |
35/86 | A NOTE ON THE VALUE FUNCTION APPROACH TO SEQUENTIAL EQUILIBRIUM |
36/86 | EFFECTS OF GROWTH ON RELATIVE PRICES IN A TWO-GOOD n-COUNTRY MODEL |
37/86 | ANALYSIS OF EXPERIMENTAL DESINGS WITH BLOCKS OF DIFFERENT SIZES |
38/86 | EQUILIBRIUM WITHOUT UNIFORME CONDITIONS |
39/86 | TENSOR COMPONENTS OF MULTIVARIATE HERMIT POLYNOMIAL AND MOMENTS OF A MULTIVARIATE NORMAL DISTRIBUTION |
40/87 | EMPLED DE CARAS ASIMETRICAS PARA REPRESENTAR GRAFICAMENTE DATOS MULTIVARIANTES |
41/87 | GENERIC NON-EXISTENCE OF EQUILIBRIA IN FINANCE MODELS |
42/87 | ON COMPETITIVE PRICE SYSTEMS ASSOCIATED WITH EFFICIENT GROWIN PATHS |
43/88 | FINDING HIGH-LEVERAGE SUBSETS IN REGRESSION BY A SPECIAL DECOMPOSITION RELATED TO THE HAT MATRIX |
44/88 | OUTLIERS Y ROBUSTEZ |
45/88 | CAN IT MATTER IF A SECURITY IS REAL OR SINTHETIC ? |
46/88 | CNORT: UNA SUB ROTINA PARA GENERACION DE CAPSULAS NORMALES USANDO EM IMSL |
47/88 | NOTES ON PROGRAMING WHEN THE POSITIVE CONE HAS AN EMPTY INTERIOR |
48/88 | THE ECONOMICS OF ORCHARDS: AN EXERCISE IN POINT-INPUT, FLOW-OUTPUT CAPITAL THEORY |
49/88 | USO DE ESTIMADORES ROBUSTOS PARA IMPUTACION DE DATOS FALIANTES EN ENCUESTAS |
50/89 | GENERAL EQUILIBRIUM WITH INFINITELY MANY GOODS, THE CASE OF SEPARABLE UTILITIES |
51/89 | SUR UNE PROPRIETÉ DES FAMILIES EXPONENTIELLES NATURELLES DE VARIANCE QUADRATIQUE |
52/89 | ON THE MIXTURE OF THE INVERSE GAUSSIAN DISTRIBUTION WITH ITS COMPLEMENTARY RECIPROCAL |
53/89 | GENERALIZED LINEAR MODELS AND EXTENTIONS |
54/89 | THE SYMMETRIC SIMPLE EXCLUSION PROCESS – II APPLICATIONS |
55/89 | THE SYMMETRIC SIMPLE EXCLUSION PROCESS – I PROBABILITY ESTIMATES |
56/89 | EQUILIBRIUM IN CONTRACT MARKETS WITH LINEAR PRICE SCHEDULES |
57/89 | THE ONCE BUT NOT TWICE DIFFERENTIABILITY OF THE POLICY FUNCTION |
58/89 | SOME PARAMETRIC MODELS ON THE SIMPLEX |
59/90 | ON THE ASYMPTOTIC BEHAVIOUR OF THE VARIANCE FUNCTION |
60/90 | THE GENERAL EXISTENCE OF EXTENDED PRICE EQUILIBRIA WITH INFINITELY MANY COMMODITIES |
61/90 | A CONTRIBUTION TO THE STUDY OF MARKOVIAN DEGRATED IMAGES: AN EXTENSION OF A THEOREM BY GERMAN AND GERMAN |
62/90 | A TURBO C IMPLEMENTATION OF A GFSR (0,1) PSEUDORANDON NUMBER ALGORITHM |
63/91 | MARKOVIAN FIELDS AS LIMITS OF MARKOV CHAINS |
64/91 | MARKOVIAN FIELDS: THEORY, SIMULATION AND PARAMETER ESTIMATION |
65/91 | ON THE VALUE OF PUBLIC INFORMATION: THE CASE OF HARA UTILITY FUNCTIONS |
66/91 | REAL OR SYNTHETIC SECURITIES: DOES IT MAKE ANY DIFFERENCE? |
67/91 | BARTLETT CORRECTIONS AND BIAS CORRECTION FOR TWO HETEROSCEDASTIC REGRESSION MODELS |
68/91 | PROPER DISPERSION MODELS |
69/91 | GENERAL MATRIX FORMULAE FOR COMPUTING BARTLETT CORRECTIONS |
70/92 | FITTING TWEEDIE’S COMPOUND POISSON MODEL TO INSURANCE CLAIMS DATA |
71/92 | OPTIMAL QUALITY SELECTION UNDER REPUTATION UNCERTAINTY |
72/92 | IMPROVED LIKELIHOOD RATIO TESTS FOR DISPERSION MODELS |
73/92 | MATRIX FORMULAE FOR COMPUTING IMPROVED SCORE TESTS |
74/92 | TOPOLOGY OF ELEMENTARY WAVES FOR MIXED SYSTEMS OF CONSERVATION LAWS (In memorian of Jean Martinet) – |
75/93 | FORMAÇÃO DE CHOQUES EM SISTEMAS HIPERBÓLICOS QUASILINEARES |
76/93 | THE GENERAL EXISTENCE OF EXTENDED PRICE EQUILIBRIA WITH INFINITELY MANY COMMODITIES (Revisado) |
77/93 | SEQUENCIAL AUCTIONS WITH CONTINUATION COSTS |
78/93 | SEQUENTIAL ASYMETRIC AUCTIONS WITH ENDOGENEOUS PARTICIPATION |
79/93 | UNDISCOUNTED ECONOMIC GROWTH PROBLEM AND COMPETITIVE PRICES |
80/94 | THE LEVY-KHINCHINE REPRESENTATION OF THE TWEEDIE FAMILY |
81/94 | AN INTERIOR POINT METHOD FOR THE NONLINEAR COMPLEMENTARITY PROBLEM |
82/94 | ON SOME PROPERTIES OF GENERALIZED PROXIMAL POINT METHODS FOR QUADRATIC AND LINEAR PROGRAMMING |
83/94 | FULL CONVERGENCE OF THE STEEPEST DESCENT METHOD WITH INEXACT LINE SEARCHES |
84/94 | AN INTERIOR POINT METHOD WITH BREGMAN FUNCTIONS FOR THE VARIATIONAL INEQUALITY PROBLEM WITH PARAMONOTONE OPERATORS |
85/94 | MULTIPLE VISCIOUS SOLUTIONS FOR SYSTEMS OF CONSERVATION LAWS |
86/94 | EXISTENCE OF EQUILIBRIA WITH INFINITELY MANY GOODS INCOMPLETE MARKETS AND BANKRUPTCY |
87/94 | ON THE CONVERGENCE TO RATIONAL EXPECTATIONS WHEN MARKETS ARE COMPLETE |
88/94 | A NEW DUALITY THEORY FOR MATHEMATICAL PROGRAMMING |
89/94 | ARBITRAGE PRICING OF INTEGRAL OPTIONS |
90/95 | EMPIRICAL MEASURES AND SUNSPOT EQUILIBRIUM |
91/95 | REAL DETERMINACY, FINANCIAL MARKETS AND DEFAULT |
92/95 | INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES |
93/95 | SPECTRAL GAP FOR ZERO-RANGE DYNAMICS |
94/95 | ON THE CONVERGENCE OF CONSTRAINED PARALLEL VARIABLE DISTRIBUTION ALGORITHMS |
95/95 | BIFURCATIONS IN NONLINEAR RESONANCES FOR SYSTEMS OF CONSERVATION LAWS |
96/95 | INCREMENTAL GRADIENT ALGORITHMS WITH STEPSIZES BOUNDEDAWAY FROM ZERO |
97/96 | STABILITY ANALYSIS OF THE GENERALIZED ROSENHEAD POINT VORTEX APPROXIMATION |
98/96 | SIMULTANEOUS POOLED AUCTIONS |
99/96 | ON THE PROJECTED SUBGRADIENT METHOD FOR NONSMOOTH CONVEX OPTIMIZATION IN A HILBERT SPACE |
100/96 | A NUMERICAL STUDY OF LAGRANGIAN MARKER DYNAMICS ALONG VORTEX SHEETS |
101/96 | ON SOME PROPERTIES OF PARAMONOTONE OPERATORS |
102/96 | A NEW SERIES OF m |
103/96 | A NEW SERIES OF U-RESOLVABLE (D+1) ASSOCIATE CLASS GDPBIB DESIGNS |
104/96 | ON A Mn-MATRIX |
105/96 | QUASI U-RESOLVABLE AND QUASI AFFINE U-RESOLVABLE DESIGNS |
106/96 | LEARNING IN PROBABILISTIC NETWORKS WITH HIDDEN UNITS: AN EM-APPROACH |
107/96 | A MIXED HÖLDER AND MINKOWSKI INEQUALITY |
108/96 | ON WELL DEFINEDNESS OF THE CENTRAL PATH |
109/97 | ON GRAPHS ASSOCIATED WITH MATRICES OF COMBINATORIAL INTERESTS |
110/97 | ENLARGEMENT OF MONOTONE OPERATORS WITH APPLICATIONS TO VARIATIONAL INEQUALITIES |
111/97 | A NEW PROJECTION METHOD FOR MONOTONE VARIATIONAL INEQUALITY PROBLEMS |
112/97 | ON THE PRICING OF EUROPEAN AND AMERICAN SWAP OPTIONS |
113/97 | ON A GENERAL FORMULA FOR MATRICES OF COMBINATORIAL INTEREST |
114/97 | A CONSTRUCTION FOR AUTHENTICATION/SECRECY CODES BASED ON LATIN SQUARES THEORY |
115/97 | A HYBRID PROJECTION-PROXIMAL POINT ALGORITHM |
116/97 | CERTAIN T-PARTITE GRAPHS |
117/97 | ON ORTHOGONALITY OF LATIN SQUARES |
118/97 | ON THE GEOMETRY OF GRAEFFE ITERATION |
119/98 | TANGENT GRAEFFE ITERATION |
120/99 | TOTALLY CONVEX FUNCTIONS FOR FIXED POINTS COMPUTATION AND INFINITE DIMENSIONAL OPTIMIZATION |
121/99 | STEEPEST DESCENT METHODS FOR MULTICRITERIA OPTIMIZATION |
122/99 | A RELAXED HYBRID EXTRAGRADIENT-PROXIMAL POINT ALGORITHM FOR GENERALIZED EQUATIONS |
123/2000 | ERROR BOUNDS FOR PROXIMAL POINT SUBPROBLEMS AND ASSOCIATED INEXACT PROXIMAL POINT ALGORITHMS |
124/2000 | A NEW APPROACH TO DEVELOPING SUPERLINEARLY CONVERGENT ALGORITHMS FOR SOLVING SINGULAR EQUATIONS AND REFORMULATIONS OF COMPLEMENTARITY PROBLEMS |
125/2000 | ERROR BOUNDS FOR 2-REGULAR MAPPINGS WITH LIPSCHITZIAN DERIVATIVES AND THEIR APPLICATIONS |
126/2000 | A UNIFIED FRAMEWORK FOR SOME INEXACT PROXIMAL POINT ALGORITHMS |
127/2000 | ON THE HEISENBERG SPIN EQUATION IN HYDRODYNAMICS |