Pré-Publicações Série B até 2000

01/81

MAXIMUM PRINCIPLE AND TRANSVERSALITY CONDITION FOR CONCAVE INFINITE HORIZON ECONOMIC MODELS
– A. Araujo e J. A. Scheinkman

02/81

QUALITATIVE ROBUSTNESS FOR GENERAL PROCESS
– Oscar Bustos

03/81

LOCAL TIMES FOR TWO-PARAMETER LEVY PROCESS
– Maria Eulália Vares

04/81

REPRESENTATION OF THE MARTINGALES GENERATED BY A TWO-PARAMETER LEVY PROCESS
– Maria Eulália Vares

05/81

GENERAL M-ESTIMATES FOR CONTAMINATED p-ORDER AUTOREGRESSIVE PROCESS CONSISTENCY AND ASYMPTOTIC NORMALITY
– Oscar Bustos

06/82

ON THE INFLUENCE CURVE FOR QUANTAL BIOASSAY
– B. James e K. L. James

07/82

A MARKET EQUILIBRIUM APPROACH FOR SOLVING LARGE SCALE LINEAR PROGRAMMING MODELS
– S. Granville e J. Schechtman

08/82

A PATHWISE APPROACH TO METASTABILITY
– A. Galves, A. Nogueira, R. Schonnan e M. E. Vares

09/82

LACK OF EQUILIBRIA IN ECONOMICS WITH INFINITELY MANY COMMODITIES THE NEED OF IMPATIENCE


– Aloísio Araujo

10/82

REGULAR ECONOMICS AND SETS OF MEASURE ZERO IN BANACH SPACES
– Aloisio Araujo

11/83

AN EFFICIENCE R-ESTIMATOR FOR THE ED 50
– B. James, K. L. James, H. Westenberger

12/83

ROBUST ESTIMATES FOR ARMA MODELS
– O. Bustos e V. Yohai

13/83

METASTABLE BEHAVIOR OF STOCHASTIC DYNAMICS: A PATHWISE APPROACH
– M. Cassandro, A. Galves, E. Olivieri, M. E. Vares

14/83

A FUNCTIONAL LAW OF THE ITERATED LOGARITHM FOR ADAPTIVE STOCHASTIC APPROXIMATION PROCESS
– B. James, K. L. James

15/83

A RENORMALIZATION OF THE STIRRING PROCESSES ON THE LINE
– A. Galves, A. Nogueira e M.E. Vares

16/84

IDENTIFIABILITY CONDITION FOR DYNAMIC SIMULTANEOUS EQUATIONS MODELS WITH ARMA ERRORS
– Pedro Valls

17/84

AN APPLICATION OF THE AUGMENTED LAGRANGIAN APPROACH TO DECOMPOSITION IN LINEAR PROGRAMMING
– S. Granville e J. Schechtman

18/84

THE LOST OF EFFICIENCY IN ESTIMATION OF STATIONARY ECONOMICS TIME SERIES MODELS WITH MISSING OBSERVATIONS
– Pedro Valls

19/84

ASYMPTOTIC BEHAVIOR OF THE ESTIMATES BASED ON RESIDUAL AUTOCOVARIANCES FOR ARMA MODELS
– O. Bustos, R. Fraiman e V. Yohai

20/84

A NOTE ON THE EXISTENCE OF PARETO OPTIMA IN TOPOLOGICAL VECTOR SPACES
– Aloisio Araujo

21/84

A PARALLEL PROJECTION METHOD OF FINDING A COMMON POINT A FAMILY OF CONVEX SETS
– A. R. de Pierro, A. Iusem

22/84

AN INCOME FLUCTUATION PROBLEM WITH INTERTEMPORAL DISTRIBUTION
– Marilda Sotomayor

23/84

SOME REMARKS ON THE STABLE MATCHING PROBLEM
– D. Gale, M. Sotomayor

24/84

MS. MACHIAVELLI AND THE STABLE MATCHING PROBLEM
– D. Gale e M. Sotomayor

25/84

DEMAND FUNCTIONS WITH INFINITELY MANY GOODS: NON-EXISTENCE RESULTS
– Aloisio Araujo

26/85

SOME RESULTS ON THE EXISTENCE OF UTILITY FUNCTIONS ON PATH CONNECTED SPACES
– Paulo Klinger Monteiro

27/85

NON-OPTIMALITY OF RATIONAL EXPECTATIONS EQUILIBRIUM: THE COMPLETE MARKETS CASE
– Paulo César Coutinho

28/85

ON AUMANN’S NOTION OF COMMON KNOWLEDGE AN ALTERNATIVE APPROACH
– Sérgio Ribeiro da Costa Werlang e Tommy Chin-Chiu Tan

29/85

ARMA PROCESSES WITH HIDDEN MISSING DATA
– Kaizô I. Beltrão

30/85

DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
– K. Beltrão e P. Bloomfield

31/85

RATIONAL EXPECTATIONS EQUILIBRIA WITH KEYNESIAM PROPERTIES

– Costas Azaríadis

32/85

NON LINEAR PRINCIPAL COMPONENTS BY PROJECTION PERSUIT
– R. Klein e E. G. Garayalde

33/85

CONTRACTING IN INTERMEDIATE MARKETS
– Paulo Cesar Coutinho

34/85

ALTERNATIVE ESTIMATORS OF STRATUM VARIANCE IN MULTISTRATA DESINGS
– K. I. Beltrão e D. G. C. Pessôa

35/86

A NOTE ON THE VALUE FUNCTION APPROACH TO SEQUENTIAL EQUILIBRIUM
– V. Madrigal, T. Chin-Chiu Tan e S. R. C. Werlang

36/86

EFFECTS OF GROWTH ON RELATIVE PRICES IN A TWO-GOOD n-COUNTRY MODEL
– Sergio R. C. Werlang

37/86

ANALYSIS OF EXPERIMENTAL DESINGS WITH BLOCKS OF DIFFERENT SIZES
– K. I. Beltrão e D. G. Pessôa

38/86

EQUILIBRIUM WITHOUT UNIFORME CONDITIONS
– A. Araujo e P. K. Monteiro

39/86

TENSOR COMPONENTS OF MULTIVARIATE HERMIT POLYNOMIAL AND MOMENTS OF A MULTIVARIATE NORMAL DISTRIBUTION

– Alberto Holly

40/87

EMPLED DE CARAS ASIMETRICAS PARA REPRESENTAR GRAFICAMENTE DATOS MULTIVARIANTES
– Elkim Castaño Velez

41/87

GENERIC NON-EXISTENCE OF EQUILIBRIA IN FINANCE MODELS
– A. Araujo e P. K. Monteiro

42/87

ON COMPETITIVE PRICE SYSTEMS ASSOCIATED WITH EFFICIENT GROWIN PATHS
– Paulo Cesar Coutinho

43/88

FINDING HIGH-LEVERAGE SUBSETS IN REGRESSION BY A SPECIAL DECOMPOSITION RELATED TO THE HAT MATRIX

– Bent Jorgensen

44/88

OUTLIERS Y ROBUSTEZ
– Oscar Bustos

45/88

CAN IT MATTER IF A SECURITY IS REAL OR SINTHETIC ?
– Paulo Cesar Coutinho

46/88

CNORT: UNA SUB ROTINA PARA GENERACION DE CAPSULAS NORMALES USANDO EM IMSL
– Oscar Bustos e Alejandro C. Frery Orgambido

47/88

NOTES ON PROGRAMING WHEN THE POSITIVE CONE HAS AN EMPTY INTERIOR
– A. Araujo e P. Klinger

48/88

THE ECONOMICS OF ORCHARDS: AN EXERCISE IN POINT-INPUT, FLOW-OUTPUT CAPITAL THEORY
– Tapan Mitra, Debraj Ray e Rahul Roy

49/88

USO DE ESTIMADORES ROBUSTOS PARA IMPUTACION DE DATOS FALIANTES EN ENCUESTAS
– O. Bustos e P. L. do Nascimento Silva

50/89

GENERAL EQUILIBRIUM WITH INFINITELY MANY GOODS, THE CASE OF SEPARABLE UTILITIES

– A. Araujo, P. Klinger

51/89

SUR UNE PROPRIETÉ DES FAMILIES EXPONENTIELLES NATURELLES DE VARIANCE QUADRATIQUE
– B. Jorgensen, G. Letac e V. Seshadri

52/89

ON THE MIXTURE OF THE INVERSE GAUSSIAN DISTRIBUTION WITH ITS COMPLEMENTARY RECIPROCAL
– B. Jorgensen e V. Seshadri

53/89

GENERALIZED LINEAR MODELS AND EXTENTIONS
– Bent Jorgensen

54/89

THE SYMMETRIC SIMPLE EXCLUSION PROCESS – II APPLICATIONS
– P.A. Ferrari, E. Presutti, E. Scacciatelli e M. E. Vares

55/89

THE SYMMETRIC SIMPLE EXCLUSION PROCESS – I PROBABILITY ESTIMATES
– P.A. Ferrari, E. Presutti, E. Scacciatelli e M. E. Vares

56/89

EQUILIBRIUM IN CONTRACT MARKETS WITH LINEAR PRICE SCHEDULES
– Paulo C. Coutinho e Fernando B. Saldanha

57/89

THE ONCE BUT NOT TWICE DIFFERENTIABILITY OF THE POLICY FUNCTION
– Aloisio Araujo

58/89

SOME PARAMETRIC MODELS ON THE SIMPLEX
– P. E. Barndorff-Nielsen, Bent Jorgensen

59/90

ON THE ASYMPTOTIC BEHAVIOUR OF THE VARIANCE FUNCTION
– B. Jorgensen, J. R. Martinez

60/90

THE GENERAL EXISTENCE OF EXTENDED PRICE EQUILIBRIA WITH INFINITELY MANY COMMODITIES
– A. Araujo e P. Klinger

61/90

A CONTRIBUTION TO THE STUDY OF MARKOVIAN DEGRATED IMAGES: AN EXTENSION OF A THEOREM BY GERMAN AND GERMAN
– O. Bustos e A. C Frery Orgambido

62/90

A TURBO C IMPLEMENTATION OF A GFSR (0,1) PSEUDORANDON NUMBER ALGORITHM
– Oscar Bustos

63/91

MARKOVIAN FIELDS AS LIMITS OF MARKOV CHAINS
– O. Bustos e A. C. Frery Orgambido

64/91

MARKOVIAN FIELDS: THEORY, SIMULATION AND PARAMETER ESTIMATION
– Alejandro C. F. Orgambido

65/91

ON THE VALUE OF PUBLIC INFORMATION: THE CASE OF HARA UTILITY FUNCTIONS
– Paulo Coutinho, Richard Kihlstrom

66/91

REAL OR SYNTHETIC SECURITIES: DOES IT MAKE ANY DIFFERENCE?
– Gonzalo Contreras e Paulo Coutinho

67/91

BARTLETT CORRECTIONS AND BIAS CORRECTION FOR TWO HETEROSCEDASTIC REGRESSION MODELS
– Gauss Cordeiro

68/91

PROPER DISPERSION MODELS
– O. E. Barndorff-Nielsen e B. Jorgensen

69/91

GENERAL MATRIX FORMULAE FOR COMPUTING BARTLETT CORRECTIONS
– Gauss Cordeiro

70/92

FITTING TWEEDIE’S COMPOUND POISSON MODEL TO INSURANCE CLAIMS DATA
– B. Jorgensen e Maria C. P. de Souza

71/92

OPTIMAL QUALITY SELECTION UNDER REPUTATION UNCERTAINTY
– Alain Caron

72/92

IMPROVED LIKELIHOOD RATIO TESTS FOR DISPERSION MODELS
– G. Cordeiro, G. A. Paula e D. A. Botter

73/92

MATRIX FORMULAE FOR COMPUTING IMPROVED SCORE TESTS
– S. L. de Paula Ferrari e Gauss Cordeiro

74/92

TOPOLOGY OF ELEMENTARY WAVES FOR MIXED SYSTEMS OF CONSERVATION LAWS (In memorian of Jean Martinet)
– Dan Marchesin e Frederico Palmeira

75/93

FORMAÇÃO DE CHOQUES EM SISTEMAS HIPERBÓLICOS QUASILINEARES
– Milton da Costa Lopes Filho

76/93

THE GENERAL EXISTENCE OF EXTENDED PRICE EQUILIBRIA WITH INFINITELY MANY COMMODITIES (Revisado)
– Aloisio Araujo e Paulo Klinger

77/93

SEQUENCIAL AUCTIONS WITH CONTINUATION COSTS
– R. Engelbrecht-Wiggans e F. Menezes

78/93

SEQUENTIAL ASYMETRIC AUCTIONS WITH ENDOGENEOUS PARTICIPATION
– F. Menezes e P. Klinger

79/93

UNDISCOUNTED ECONOMIC GROWTH PROBLEM AND COMPETITIVE PRICES
– W. F. Leiva Maldonado

80/94

THE LEVY-KHINCHINE REPRESENTATION OF THE TWEEDIE FAMILY
– José Raul Martínez

81/94

AN INTERIOR POINT METHOD FOR THE NONLINEAR COMPLEMENTARITY PROBLEM
– Alfredo Iusem

82/94

ON SOME PROPERTIES OF GENERALIZED PROXIMAL POINT METHODS FOR QUADRATIC AND LINEAR PROGRAMMING
– Alfredo Iusem

83/94

FULL CONVERGENCE OF THE STEEPEST DESCENT METHOD WITH INEXACT LINE SEARCHES
– Regina Burachik, L. M. Graña Drumond, Alfredo Iusem, B. Fux Svaiter

84/94

AN INTERIOR POINT METHOD WITH BREGMAN FUNCTIONS FOR THE VARIATIONAL INEQUALITY PROBLEM WITH PARAMONOTONE OPERATORS
– Y. Censor, A. Iusem e S. A. Zenios

85/94

MULTIPLE VISCIOUS SOLUTIONS FOR SYSTEMS OF CONSERVATION LAWS
– A. V. Azevedo e D. Marchesin

86/94

EXISTENCE OF EQUILIBRIA WITH INFINITELY MANY GOODS INCOMPLETE MARKETS AND BANKRUPTCY
– A. Araujo e P. Klinger, M. Páscoa

87/94

ON THE CONVERGENCE TO RATIONAL EXPECTATIONS WHEN MARKETS ARE COMPLETE
– A. Araujo, A. Sandroni

88/94

A NEW DUALITY THEORY FOR MATHEMATICAL PROGRAMMING
– Benar Fux Svaiter

89/94

ARBITRAGE PRICING OF INTEGRAL OPTIONS
– Rogerio de Deus Oliveira

90/95

EMPIRICAL MEASURES AND SUNSPOT EQUILIBRIUM
– A. Araujo e W. Maldonado

91/95

REAL DETERMINACY, FINANCIAL MARKETS AND DEFAULT

– A. Araujo e M. R. Páscoa

92/95

INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES
– A. Araujo, P. Klinger Monteiro e M. Páscoa

93/95

SPECTRAL GAP FOR ZERO-RANGE DYNAMICS
– C. Landim, S. Sethuraman e S. Varadhan

94/95

ON THE CONVERGENCE OF CONSTRAINED PARALLEL VARIABLE DISTRIBUTION ALGORITHMS
– Michael V. Solodov

95/95

BIFURCATIONS IN NONLINEAR RESONANCES FOR SYSTEMS OF CONSERVATION LAWS
– Aparecido J. de Souza e Dan Marchesin

96/95

INCREMENTAL GRADIENT ALGORITHMS WITH STEPSIZES BOUNDEDAWAY FROM ZERO
– M. V. Solodov

97/96

STABILITY ANALYSIS OF THE GENERALIZED ROSENHEAD POINT VORTEX APPROXIMATION
– André Nachbin

98/96

SIMULTANEOUS POOLED AUCTIONS
– Paulo K. Monteiro e Flavio M. Menezes

99/96

ON THE PROJECTED SUBGRADIENT METHOD FOR NONSMOOTH CONVEX OPTIMIZATION IN A HILBERT SPACE
– Ya. I. Alber, A. N. Iusem e M. V. Solodov

100/96

A NUMERICAL STUDY OF LAGRANGIAN MARKER DYNAMICS ALONG VORTEX SHEETS
– André Nachbin

101/96

ON SOME PROPERTIES OF PARAMONOTONE OPERATORS
– Alfredo Iusem

102/96

A NEW SERIES OF m
-RESOLVABLE PBIB DESIGNS
– R. N. Mohan e Sanpei Kageyama

103/96

A NEW SERIES OF U-RESOLVABLE (D+1) ASSOCIATE CLASS GDPBIB DESIGNS
– R. N. Mohan

104/96

ON A Mn-MATRIX
– R. N. Mohan

105/96

QUASI U-RESOLVABLE AND QUASI AFFINE U-RESOLVABLE DESIGNS
– R. N. Mohan

106/96

LEARNING IN PROBABILISTIC NETWORKS WITH HIDDEN UNITS: AN EM-APPROACH
– Hermann von Hasseln

107/96

A MIXED HÖLDER AND MINKOWSKI INEQUALITY
– Alfredo N. Iusem, Carlos A. Isnard e Dan Butnariu

108/96

ON WELL DEFINEDNESS OF THE CENTRAL PATH
– L. M. Graña Drummond e B. F. Svaiter

109/97

ON GRAPHS ASSOCIATED WITH MATRICES OF COMBINATORIAL INTERESTS
– R. N. Mohan e A. H. Ahmed

110/97

ENLARGEMENT OF MONOTONE OPERATORS WITH APPLICATIONS TO VARIATIONAL INEQUALITIES
– Regina S. Burachik, Alfredo Noel Iusem e B. F. Svaiter

111/97

A NEW PROJECTION METHOD FOR MONOTONE VARIATIONAL INEQUALITY PROBLEMS
– M. V. Solodov e B. F. Svaiter

112/97

ON THE PRICING OF EUROPEAN AND AMERICAN SWAP OPTIONS
– Aloisio Araujo e Rogerio Oliveira

113/97

ON A GENERAL FORMULA FOR MATRICES OF COMBINATORIAL INTEREST
– R. N. Mohan e A. H. Ahmed

114/97

A CONSTRUCTION FOR AUTHENTICATION/SECRECY CODES BASED ON LATIN SQUARES THEORY
– R. N. Mohan e A. H. Ahmed

115/97

A HYBRID PROJECTION-PROXIMAL POINT ALGORITHM
– M. V. Solodov e B. F. Svaiter

116/97

CERTAIN T-PARTITE GRAPHS
– R. N. Mohan

117/97

ON ORTHOGONALITY OF LATIN SQUARES
– R. N. Mohan

118/97

ON THE GEOMETRY OF GRAEFFE ITERATION
– Gregorio Malajovich e Jorge P. Zubelli

119/98

TANGENT GRAEFFE ITERATION
– Gregorio Malajovich e Jorge P. Zubelli

120/99

TOTALLY CONVEX FUNCTIONS FOR FIXED POINTS COMPUTATION AND INFINITE DIMENSIONAL OPTIMIZATION
– Dan Butnariu e Alfredo N. Iusem

121/99

STEEPEST DESCENT METHODS FOR MULTICRITERIA OPTIMIZATION
– Jörg Fliege e B. F. Svaiter

122/99

A RELAXED HYBRID EXTRAGRADIENT-PROXIMAL POINT ALGORITHM FOR GENERALIZED EQUATIONS
– Regina S. Burachik, Susana Scheimberg e B. F. Svaiter

123/2000

ERROR BOUNDS FOR PROXIMAL POINT SUBPROBLEMS AND ASSOCIATED INEXACT PROXIMAL POINT ALGORITHMS
– M. V. Solodov e B. F. Svaiter

124/2000

A NEW APPROACH TO DEVELOPING SUPERLINEARLY CONVERGENT ALGORITHMS FOR SOLVING SINGULAR EQUATIONS AND REFORMULATIONS OF COMPLEMENTARITY PROBLEMS
– A. F. Izmailov e M. V. Solodov

125/2000

ERROR BOUNDS FOR 2-REGULAR MAPPINGS WITH LIPSCHITZIAN DERIVATIVES AND THEIR APPLICATIONS
– A. F. Izmailov e M. V. Solodov

126/2000

A UNIFIED FRAMEWORK FOR SOME INEXACT PROXIMAL POINT ALGORITHMS
– M. V. Solodov e B. F. Svaiter

127/2000

ON THE HEISENBERG SPIN EQUATION IN HYDRODYNAMICS
– Colin Rogers