Volume 17.
(as bibtex)
60 references.
Articles
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1015-1028. Functional Wavelet-Based Modelling of Dependence Between Lupus and Stress
Valderrama, Mariano J.,
Ocaña, Francisco A.,
Escabias, Manuel,
Aguilera, Ana M.
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1029-1036. Incorporating the Stochastic Process Setup in Parameter Estimation
Caruana, Mark Anthony,
Sant, Lino
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1037-1055. SGR Modeling of Correlational Effects in Fake Good Self-report Measures
Bobbio, Andrea,
Nucci, Massimo,
Pastore, Massimiliano,
Lombardi, Luigi
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107-123. Malliavin Calculus Approach to Statistical Inference for Lévy Driven SDE’s
Kulik, A. M.,
Ivanenko, D. O.
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125-137. A Quasi Random Walk to Model a Biological Transport Process
Valleriani, Angelo,
Rœlly, Sylvie,
Keller, Peter
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139-153. Convergence in Lp([0, T]) of Wavelet Expansions of φ-Sub-Gaussian Random Processes
Polosmak, Olga,
Olenko, Andriy,
Kozachenko, Yuriy
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15-39. Market Viability and Martingale Measures under Partial Information
Sulem, Agnès,
Øksendal, Bernt,
Fontana, Claudio
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155-168. Fractional Poisson Fields
Merzbach, Ely,
Leonenko, Nikolai
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169-188. Stochastic Viability and Comparison Theorems for Mixed Stochastic Differential Equations
Shevchenko, Georgiy,
Mishura, Yuliya,
Melnikov, Alexander
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189-206. Penultimate Approximations in Statistics of Extremes and Reliability of Large Coherent Systems
Gomes, M. Ivette,
Dias, Sandra,
Castro, Luísa Canto e,
Reis, Paula
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207-222. Maximum-Likelihood Asymptotic Inference for Autoregressive Hilbertian ProcessesML for Autoregressive Hilbertian Processes
Espejo, R. M.,
Ruiz-Medina, M. D.
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223-234. Sampling Bias Correction in the Model of Mixtures with Varying Concentrations
Maiboroda, Rostyslav,
Sugakova, Olena
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235-250. Almost Sure Approximation of the Superposition of the Random Processes
Zinchenko, Nadiia
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251-283. The Perturbed Sparre Andersen Model with Interest and a Threshold Dividend Strategy
Wang, Wei
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285-313. Discrete-Time Approximation of Functionals in Models of Ornstein–Uhlenbeck Type, with Applications to Finance
Schröder, Michael
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315-349. Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
Kantas, Nikolas,
Jasra, Ajay,
Ehrlich, Elena
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351-372. First and Last Passage Times of Spectrally Positive Lévy Processes with Application to Reliability
Rabehasaina, Landy,
Paroissin, Christian
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373-381. Sequential Maximum Likelihood Estimation for the Hyperbolic Diffusion Process
Xie, Huantian,
Kuang, Nenghui
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383-401. Large Deviation Approaches for the Numerical Computation of the Hitting Probability for Gaussian Processes
Salvadei, Simone,
Pacchiarotti, Barbara,
Caramellino, Lucia
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403-418. Analysis on a Stochastic Two-Species Ratio-Dependent Predator-Prey Model
Chen, Dongdong,
Wang, Ke,
Lv, Jingliang
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41-57. Estimation Problems for Periodically Correlated Isotropic Random FieldsEstimation Problems for Random Fields
Moklyachuk, Mikhail,
Masyutka, Oleksandr,
Dubovetska, Iryna
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419-439. Asymptotic Normality for Inference on Multisample, High-Dimensional Mean Vectors Under Mild Conditions
Yata, Kazuyoshi,
Aoshima, Makoto
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441-461. Error Rates and Improved Algorithms for Rare Event Simulation with Heavy Weibull Tails
Kortschak, Dominik,
Asmussen, Søren
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463-477. Asymptotic Multivariate Finite-time Ruin Probability with Statistically Dependent Heavy-tailed Claims
Zhuang, Jinsen,
Wu, Jintang,
Li, Xiaohu
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479-487. Detection of Significant Genomic Alterations via Simultaneous Minimal Sojourns at a State by Independent Continuous-time Markov Chains
Stefanov, Valeri T.,
Robin, Stéphane
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489-496. On the Distribution of the Length of the Longest Increasing Subsequence in a Random Permutation
Hsieh, Yu-Fei,
Fu, James C.
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497-513. On the Integrated Tail of the Deficit in the Renewal Risk Model
Psarrakos, Georgios
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5-14. B.V. Gnedenko: Classic of Limit Theorems in the Theory of Probability
Koroliuk, Volodymyr S.
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515-524. Remarks on the Stable Sα(β,γ,μ) Distribution
Nadarajah, Saralees,
Pogány, Tibor K.
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525-540. Generalized Fractional Nonlinear Birth Processes
Rostamy, Davood,
Beghin, Luisa,
Alipour, Mohsen
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541-564. Moments and Cumulants of a Mixture
Shih, Shou Hsing,
Nadarajah, Saralees,
Withers, Christopher S.
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565-578. Approximation for the Distribution of Three-dimensional Discrete Scan Statistic
Preda, Cristian,
Amărioarei, Alexandru
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579-604. Multilevel Simulation of Functionals of Bernoulli Random Variables with Application to Basket Credit Derivatives
Reisinger, C.,
Hambly, B. M.,
Bujok, K.
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59-72. Stratified Monte Carlo Quadrature for Continuous Random Fields
Seleznjev, Oleg,
Abramowicz, Konrad
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605-616. Time to Extinction in Subcritical Two-Sex Branching Processes
Yanev, George P.,
Mota, Manuel,
Hull, David M.
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617-645. Comparisons of Largest Order Statistics from Multiple-outlier Gamma Models
Balakrishnan, N.,
Zhao, Peng
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647-660. A Differential Equation for a Class of Discrete Lifetime Distributions with an Application in ReliabilityA Demonstration of the Utility of Computer Algebra
Csenki, Attila
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661-675. Methods and Algorithms to Test the Hausdorff and Simplex Dispersion Orders with an R Package
Martínez-Costa, Lucía,
López-Díaz, Miguel,
López-Díaz, María Concepción,
Ayala, Guillermo
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677-695. Telegraph Processes with Random Jumps and Complete Market Models
Ratanov, Nikita
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697-719. Solving Wentzell-Dirichlet Boundary Value Problem with Superabundant Data Using Reflecting Random Walk Simulation
Morillon, J.-P.
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721-738. Bayesian Estimation of a Skew-Student-t Stochastic Volatility Model
Dey, Dipak K.,
Lachos, V. H.,
Abanto-Valle, C. A.
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73-90. Stable CLTs and Rates for Power Variation of α-Stable Lévy Processes
Imkeller, Peter,
Gairing, Jan M.
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739-759. Transient Behavior of Fractional Queues and Related Processes
Phoha, Vir,
Polito, Federico,
Cahoy, Dexter O.
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761-780. Probability Law and Flow Function of Brownian Motion Driven by a Generalized Telegraph Process
Zacks, Shelemyahu,
Crescenzo, Antonio Di
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781-794. Performance Analysis of Second Order Semi-Markov Chains: An Application to Wind Energy Production
Prattico, Flavio,
Petroni, Filippo,
D’Amico, Guglielmo
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795-816. Distributional Bounds for Portfolio Risk with Tail Dependence
Imai, Junichi,
So, Kunio
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817-822. Squares of Non-Standard-Normal or Non-Student’s-t1 RVs Which Have Chi-Square1 or F1,1 Distributions: A Return Visit
Mukhopadhyay, Nitis
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823-831. Estimating Parametric Models of Probability Distributions
Madan, Dilip B.
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833-841. Power of Discrete Scan Statistics: a Finite Markov Chain Imbedding Approach
Lee, Wan-Chen
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847-870. A Regularized Particle Filter EM Algorithm Based on Gaussian Randomization with an Application to Plant Growth Modeling
Cournède, Paul-Henry,
Trevezas, Samis,
Chen, Yuting
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871-898. Bayesian Threshold Regression Model with Random Effects for Recurrent Events
Caroni, C.,
Malefaki, S.,
Economou, P.
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899-914. Discrete-time Insurance Model with Capital Injections and Reinsurance
Muromskaya, Anastasia,
Gusak, Julia,
Bulinskaya, Ekaterina
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91-105. Stochastic Equations and Inclusions with Mean Derivatives and Some ApplicationsOptimal Solutions for Inclusions of Geometric Brownian Motion Type
Zheltikova, Olga O.,
Gliklikh, Yuri E.
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915-927. Exact Calculation of the Distributions of the Stopping Times of Two Types of Truncated SPRT for the Mean of the Exponential Distribution
Zacks, Shelemyahu,
De, Shyamal K
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929-949. Rate of Occurrence of Failures (ROCOF) of Higher-Order for Markov Processes: Analysis, Inference and Application to Financial Credit Ratings
D’Amico, Guglielmo
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951-962. Assessing the Importance of Risk Factors in Distance-Based Generalized Linear Models
Esteve, Anna,
Fortiana, Josep,
Costa, Teresa,
Boj, Eva
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963-972. Regression Models for Repairable Systems
Novák, Petr
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973-982. Exploring the State of a Stochastic System via Stochastic Simulations: An Interesting Inversion Problem and the Health State Function
Skiadas, Charilaos,
Skiadas, Christos H.
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983-998. Discrete Time Homogeneous Markov Processes for the Study of the Basic Risk Processes
Manca, Raimondo,
Janssen, Jacques,
Gismondi, Fulvio,
D’Amico, Guglielmo
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999-1014. Estimating the Model with Fixed and Random Effects by a Robust Method
Víšek, Jan Ámos