YES

Problem 1: 

(VAR v_NonEmpty:S M:S N:S X:S)
(RULES
filter(cons(X:S),0,M:S) -> cons(0)
filter(cons(X:S),s(N:S),M:S) -> cons(X:S)
nats(N:S) -> cons(N:S)
sieve(cons(0)) -> cons(0)
sieve(cons(s(N:S))) -> cons(s(N:S))
zprimes -> sieve(nats(s(s(0))))
) 
(STRATEGY INNERMOST)

Problem 1: 

Dependency Pairs Processor:
-> Pairs:
 ZPRIMES -> NATS(s(s(0)))
 ZPRIMES -> SIEVE(nats(s(s(0))))
-> Rules:
 filter(cons(X:S),0,M:S) -> cons(0)
 filter(cons(X:S),s(N:S),M:S) -> cons(X:S)
 nats(N:S) -> cons(N:S)
 sieve(cons(0)) -> cons(0)
 sieve(cons(s(N:S))) -> cons(s(N:S))
 zprimes -> sieve(nats(s(s(0))))

Problem 1: 

SCC Processor:
-> Pairs:
 ZPRIMES -> NATS(s(s(0)))
 ZPRIMES -> SIEVE(nats(s(s(0))))
-> Rules:
 filter(cons(X:S),0,M:S) -> cons(0)
 filter(cons(X:S),s(N:S),M:S) -> cons(X:S)
 nats(N:S) -> cons(N:S)
 sieve(cons(0)) -> cons(0)
 sieve(cons(s(N:S))) -> cons(s(N:S))
 zprimes -> sieve(nats(s(s(0))))
->Strongly Connected Components:
 There is no strongly connected component

The problem is finite.