Content
March 2020, Volume 22, Issue 1
- 329-347 Stochastic Analysis of Minimal Automata Growth for Generalized Strings
by Ian G. Char & Manuel E. Lladser - 349-370 First Crossing Times of Telegraph Processes with Jumps
by Nikita Ratanov - 371-400 Weak stability bounds for approximations of invariant measures with applications to queueing
by Badredine Issaadi
December 2019, Volume 21, Issue 4
- 1023-1044 The Single Server Queue with Mixing Dependencies
by Youri Raaijmakers & Hansjörg Albrecher & Onno Boxma - 1045-1056 Queues with Simultaneous Arrival of Customers and the Dependence Structure of the Waiting Times
by Ramin Behzad & Mohammad Reza Salehi Rad & Nader Nematollahi - 1057-1085 Extensions of the Generalized Pólya Process
by Francisco Germán Badía & Sophie Mercier & Carmen Sangüesa - 1087-1118 Product Markovian Quantization of a Diffusion Process with Applications to Finance
by Lucio Fiorin & Gilles Pagès & Abass Sagna - 1119-1149 On Lattice Path Counting and the Random Product Representation, with Applications to the Er/M/1 Queue and the M/Er/1 Queue
by Xiaoyuan Liu & Brian Fralix - 1151-1164 Calibration for Weak Variance-Alpha-Gamma Processes
by Boris Buchmann & Kevin W. Lu & Dilip B. Madan - 1165-1182 The Least Squares Estimation for the α-Stable Ornstein-Uhlenbeck Process with Constant Drift
by Yurong Pan & Litan Yan - 1183-1213 Approximation of Sojourn Times of Gaussian Processes
by Krzysztof Dȩbicki & Zbigniew Michna & Xiaofan Peng - 1215-1228 Cutoff Phenomenon for Nearest Lamperti’s Random Walk
by Wenming Hong & Hui Yang - 1229-1249 Constructions of New Classes of One- and Two-Sample Nonparametric Location Tests
by Bhargab Chattopadhyay & Nitis Mukhopadhyay - 1251-1258 An Efficient Algorithm for Bayesian Nearest Neighbours
by Giuseppe Nuti - 1259-1281 Sensitivity of the Stability Bound for Ruin Probabilities to Claim Distributions
by Aicha Bareche & Mouloud Cherfaoui - 1283-1302 Joint Distribution of First-Passage Time and First-Passage Area of Certain Lévy Processes
by Mario Abundo & Sara Furia - 1303-1336 Asymptotically Optimal Quickest Change Detection in Multistream Data—Part 1: General Stochastic Models
by Alexander G. Tartakovsky - 1337-1375 A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for Asset Prices
by Donatien Hainaut & Griselda Deelstra - 1377-1394 Estimation of Inverse Lindley Distribution Using Product of Spacings Function for Hybrid Censored Data
by Suparna Basu & Sanjay K. Singh & Umesh Singh - 1395-1406 M/M/1 Retrial Queue with Collisions and Transmission Errors
by Lamia Lakaour & Djamil Aïssani & Karima Adel-Aissanou & Kamel Barkaoui - 1407-1429 Reliability and Survival Analysis for Drifting Markov Models: Modeling and Estimation
by Vlad Stefan Barbu & Nicolas Vergne - 1431-1452 Different Closed-Form Expressions for Generalized Entropy Rates of Markov Chains
by Valérie Girardin & Loick Lhote & Philippe Regnault
September 2019, Volume 21, Issue 3
- 661-662 Editorial
by Markos V. Koutras & Nicolas Limnios & Wendy Lou & Thomas Taimre - 663-682 High-Dimensional Quadratic Classifiers in Non-sparse Settings
by Makoto Aoshima & Kazuyoshi Yata - 683-698 Planar Segment Processes with Reference Mark Distributions, Modeling and Estimation
by Viktor Beneš & Jakub Večeřa & Milan Pultar - 699-719 A Level-1 Limit Order Book with Time Dependent Arrival Rates
by Jonathan A. Chávez-Casillas & Robert J. Elliott & Bruno Rémillard & Anatoliy V. Swishchuk - 721-733 Two-Stage Procedure of Fixed-Width Confidence Intervals for the Risk Ratio
by Hokwon Cho - 735-752 Asymptotics of Two-boundary First-exit-time Densities for Gauss-Markov Processes
by G. D’Onofrio & E. Pirozzi - 753-764 On Jump-Diffusive Driving Noise Sources
by Max-Olivier Hongler & Roger Filliger - 765-788 Bayesian Inference with M-splines on Spectral Measure of Bivariate Extremes
by Khader Khadraoui & Pierre Ribereau - 789-803 Decoupling Combinatorial Complexity: a Two-Step Approach to Distributions of Runs
by Yong Kong - 805-828 Block Trading: Building up a Stock Position Under a Regime Switching Model
by Xianggang Lu - 829-840 Sterrett Procedure for the Generalized Group Testing Problem
by Yaakov Malinovsky - 841-851 Symmetry in the Green’s Function for Birth-death Chains
by Greg Markowsky & José Luis Palacios - 853-873 Renewed Looks at the Distribution of a Sum of Independent or Dependent Discrete Random Variables and Related Problems
by Nitis Mukhopadhyay & Sudeep R. Bapat - 875-887 Moments of the Count of a Regular Expression in a Heterogeneous Random Sequence
by G. Nuel - 889-906 A Double Recursion for Calculating Moments of the Truncated Normal Distribution and its Connection to Change Detection
by Moshe Pollak & Michal Shauly-Aharonov - 907-920 Discretely Observed Brownian Motion Governed by Telegraph Process: Estimation
by Vladimir Pozdnyakov & L. Mark Elbroch & Anthony Labarga & Thomas Meyer & Jun Yan - 921-929 Hitting Time and Convergence Rate Bounds for Symmetric Langevin Diffusions
by Gareth O. Roberts & Jeffrey S. Rosenthal - 931-944 Real-Time Change-Point Detection Algorithm with an Application to Glycemic Control for Diabetic Pregnant Women
by Michal Shauly-Aharonov & Orit Barenholz-Goultschin - 945-964 Asymptotic Expansions for Stationary Distributions of Nonlinearly Perturbed Semi-Markov Processes. 1
by Dmitrii Silvestrov & Sergei Silvestrov - 965-984 Asymptotic Expansions for Stationary Distributions of Nonlinearly Perturbed Semi-Markov Processes. 2
by Dmitrii Silvestrov & Sergei Silvestrov - 985-1005 Pricing European Options in a Discrete Time Model for the Limit Order Book
by Clarence Simard & Bruno Rémillard - 1007-1021 Operator Equations of Branching Random Walks
by E. Yarovaya
June 2019, Volume 21, Issue 2
- 387-389 Editorial of the Special Issue of MCAP: In Honour of Claude Lefèvre on Risk, Epidemics, Stochastic Orderings, Health and Economics
by Richard Kryscio & Stéphane Loisel & André Palma & Pierre Patie - 391-399 Purely Excessive Functions and Hitting Times of Continuous-Time Branching Processes
by F. Avram & P. Patie & J. Wang - 401-421 Susceptibility Sets and the Final Outcome of Collective Reed–Frost Epidemics
by Frank Ball - 423-448 A Model-Point Approach to Indifference Pricing of Life Insurance Portfolios with Dependent Lives
by Christophette Blanchet-Scalliet & Diana Dorobantu & Yahia Salhi - 449-459 Equilibrium Distributions and Discrete Schur-constant Models
by Anna Castañer & M. Mercè Claramunt - 461-490 Tail Approximations for Sums of Dependent Regularly Varying Random Variables Under Archimedean Copula Models
by Hélène Cossette & Etienne Marceau & Quang Huy Nguyen & Christian Y. Robert - 491-509 Bounds on Concordance-Based Validation Statistics in Regression Models for Binary Responses
by Michel Denuit & Mhamed Mesfioui & Julien Trufin - 511-530 Ruin and Deficit Under Claim Arrivals with the Order Statistics Property
by Dimitrina S. Dimitrova & Zvetan G. Ignatov & Vladimir K. Kaishev - 531-538 How Does Asymmetric Information Create Market Incompleteness?
by Anne Eyraud-Loisel - 539-549 Two-Sided Exit Problems in the Ordered Risk Model
by Pierre-Olivier Goffard - 551-566 Exhibiting Abnormal Returns Under a Risk Averse Strategy
by Dimitrios G. Konstantinides & Georgios C. Zachos - 567-592 Solvency Need Resulting from Reserving Risk in a ORSA Context
by Geoffrey Nichil & Pierre Vallois - 593-632 Multi-player, Multi-prize, Imperfectly Discriminating Contests
by André Palma & Soumyanetra Munshi - 633-645 Approximating the Probability Density Function of a Transformation of Random Variables
by Denys Pommeret & Laurence Reboul - 647-659 Optimal Reinsurance via Dirac-Feynman Approach
by Muhsin Tamturk & Sergey Utev
March 2019, Volume 21, Issue 1
- 1-23 First Hitting Time Distributions for Brownian Motion and Regions with Piecewise Linear Boundaries
by Qinglai Dong & Lirong Cui - 25-42 Practical Aspects of False Alarm Control for Change Point Detection: Beyond Average Run Length
by J. Kuhn & M. Mandjes & T. Taimre - 43-67 Analysis of a Three-Species Stochastic Delay Predator-Prey System with Imprecise Parameters
by Jian Wu - 69-83 Batch Renewal Arrival Process Subject to Geometric Catastrophes
by F. P. Barbhuiya & Nitin Kumar & U. C. Gupta - 85-107 A Robust Wald-Type Test for Testing the Equality of Two Means from Log-Normal Samples
by Ayanendranath Basu & Abhijit Mandal & Nirian Martín & Leandro Pardo - 109-124 Heavy Traffic Limits for the Extreme Waiting Time in Multi-phase Queueing Systems
by Saulius Minkevičius & Edvinas Greičius - 125-153 Linear Stochastic Fluid Networks: Rare-Event Simulation and Markov Modulation
by O. J. Boxma & E. J. Cahen & D. Koops & M. Mandjes - 155-168 The Queue Geo/G/1/N + 1 Revisited
by M. L. Chaudhry & Veena Goswami - 169-183 An Algorithm for Prior Elicitation in Dynamic Bayesian Models for Proportions with the Logit Link Function
by James D. Santos & José M. J. Costa - 185-202 Fractional Brownian Motion Delayed by Tempered and Inverse Tempered Stable Subordinators
by A. Kumar & J. Gajda & A. Wyłomańska & R. Połoczański - 203-233 Some Results and Applications of Geometric Counting Processes
by Antonio Di Crescenzo & Franco Pellerey - 235-251 The Slash Lindley-Weibull Distribution
by Jimmy Reyes & Yuri A. Iriarte & Pedro Jodrá & Héctor W. Gómez - 253-277 Linear Combination of Independent Exponential Random Variables
by Kim-Hung Li & Cheuk Ting Li - 279-293 Many-Candidate Nash Equilibria for Elections Involving Random Selection
by Jeffrey S. Rosenthal - 295-314 Robust Scan Statistics for Detecting a Local Change in Population Mean for Normal Data
by Qianzhu Wu & Joseph Glaz - 315-329 First Passage Time of a Lévy Degradation Model with Random Effects
by Narayanaswamy Balakrishnan & Chengwei Qin - 331-366 Option Pricing with Fractional Stochastic Volatility and Discontinuous Payoff Function of Polynomial Growth
by Viktor Bezborodov & Luca Persio & Yuliya Mishura - 367-385 Expectation Bayesian Estimation of System Reliability Based on Failures
by Ramin Gholizadeh & Sergio L. M. Londono & Manuel J. P. Barahona
December 2018, Volume 20, Issue 4
- 1043-1067 Approximating Time to Extinction for Endemic Infection Models
by Damian Clancy & Elliott Tjia - 1069-1090 Asymptotic Property of M Estimator in Classical Linear Models Under Dependent Random Errors
by Xin Deng & Xuejun Wang - 1091-1103 Quantile Function Expansion Using Regularly Varying Functions
by Thomas Fung & Eugene Seneta - 1105-1121 Information-based Parameterization of the Log-linear Model for Categorical Data Analysis
by Valérie Girardin & Justine Lequesne & Anne Ricordeau - 1123-1135 The Joint Distribution of Running Maximum of a Slepian Process
by Pingjin Deng - 1137-1154 Modelling of Marginally Regular Bivariate Counting Process and its Application to Shock Model
by Ji Hwan Cha & Massimiliano Giorgio - 1155-1172 Uncertainty Quantification of Stochastic Simulation for Black-box Computer Experiments
by Youngjun Choe & Henry Lam & Eunshin Byon - 1173-1188 Hitting Times in Markov Chains with Restart and their Application to Network Centrality
by Konstantin Avrachenkov & Alexey Piunovskiy & Yi Zhang - 1189-1198 A Further Study of the Choice Between Two Hedging Strategies–the Continuous Case
by Liang Hong - 1199-1222 Markov-Modulated Brownian Motion with Temporary Change of Regime at Level Zero
by Guy Latouche & Matthieu Simon - 1223-1239 Entropy-based Inhomogeneity Detection in Fiber Materials
by Patricia Alonso Ruiz & Evgeny Spodarev - 1241-1257 Stability in Distribution of a Stochastic Competitive Lotka-Volterra System with S-type Distributed Time Delays
by Sheng Wang & Guixin Hu & Linshan Wang - 1259-1284 Stochastic Enumeration with Importance Sampling
by Alathea Jensen - 1285-1318 Discounted Aggregate Claim Costs Until Ruin in the Discrete-Time Renewal Risk Model
by Jae-Kyung Woo & Haibo Liu - 1319-1358 Testing with Exponentially Tilted Empirical Likelihood
by A. Felipe & N. Martín & P. Miranda & L. Pardo - 1359-1379 Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching
by Jiling Cao & Teh Raihana Nazirah Roslan & Wenjun Zhang - 1381-1402 Wavelet Analysis of Big Data Contaminated by Large Noise in an fMRI Study of Neuroplasticity
by Sam Efromovich & Jiayi Wu - 1403-1416 Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits
by Michel Denuit & Raluca Vernic - 1417-1428 Optimization of the Determinant of the Vandermonde Matrix and Related Matrices
by Karl Lundengård & Jonas Österberg & Sergei Silvestrov - 1429-1451 Detection and Analysis of Spikes in a Random Sequence
by Anirban Dasgupta & Bo Li - 1453-1476 Asymptotic Results for First-Passage Times of Some Exponential Processes
by Giuseppe D’Onofrio & Claudio Macci & Enrica Pirozzi - 1477-1502 Optimal Reinsurance-Investment Strategy Under Risks of Interest Rate, Exchange Rate and Inflation
by Chang Guo & Xiaoyang Zhuo & Corina Constantinescu & Olivier Menoukeu Pamen - 1503-1514 Analysis of the Sojourn Time Distribution for M/GL/1 Queue with Bulk-Service of Exactly Size L
by Miaomiao Yu & Yinghui Tang
September 2018, Volume 20, Issue 3
- 811-815 Preface: Special Issue in Memory of Moshe Shaked
by Narayanaswamy Balakrishnan & Haijun Li & Marco Scarsini & J. George Shanthikumar - 817-838 Ordering Results for Risk Bounds and Cost-efficient Payoffs in Partially Specified Risk Factor Models
by Jonathan Ansari & Ludger Rüschendorf - 839-854 A Central Limit Theorem for Costs in Bulinskaya’s Inventory Management Problem When Deliveries Face Delays
by Alessandro Arlotto & J. Michael Steele - 855-873 Expectiles, Omega Ratios and Stochastic Ordering
by Fabio Bellini & Bernhard Klar & Alfred Müller - 875-896 Sharp Bounds for Exponential Approximations of NWUE Distributions
by Mark Brown & Shuangning Li - 897-917 On a New Shot Noise Process and the Induced Survival Model
by Ji Hwan Cha & Maxim Finkelstein - 919-933 Variance Allocation and Shapley Value
by Riccardo Colini-Baldeschi & Marco Scarsini & Stefano Vaccari - 935-955 Arrangement Increasing Resource Allocation
by Qi Feng & J. George Shanthikumar - 957-973 A BKR Operation for Events Occurring for Disjoint Reasons with High Probability
by Larry Goldstein & Yosef Rinott - 975-1001 Dependence Properties of Conditional Distributions of some Copula Models
by Harry Joe - 1003-1012 Markov Property in Discrete Schur-constant Models
by Claude Lefèvre & Stéphane Loisel & Sergey Utev - 1013-1027 Operator Tail Dependence of Copulas
by Haijun Li - 1029-1042 Multivariate Regular Variation of Discrete Mass Functions with Applications to Preferential Attachment Networks
by Tiandong Wang & Sidney I. Resnick
June 2018, Volume 20, Issue 2
- 463-485 Space-Fractional Versions of the Negative Binomial and Polya-Type Processes
by L. Beghin & P. Vellaisamy - 487-503 On Weighted Generalized Cumulative Residual Entropy of Order n
by Suchandan Kayal - 505-516 Optimal Mission Duration for Partially Repairable Systems Operating in a Random Environment
by Maxim Finkelstein & Gregory Levitin - 517-533 Splitting for Multi-objective Optimization
by Qibin Duan & Dirk P. Kroese - 535-551 Ergodicity of Combocontinuous Adaptive MCMC Algorithms
by Jeffrey S. Rosenthal & Jinyoung Yang - 553-562 Level Hitting Probabilities and Extremal Indexes for Some Particular Dynamical Systems
by George Haiman - 563-573 Stochastic Ordering Among Success Runs Statistics in a Sequence of Exchangeable Binary Trials
by Serkan Eryilmaz - 575-587 Profile of Random Exponential Binary Trees
by Yarong Feng & Hosam Mahmoud - 589-609 Modeling Zero Inflation in Count Data Time Series with Bounded Support
by Tobias A. Möller & Christian H. Weiß & Hee-Young Kim & Andrei Sirchenko - 611-641 Coupling Importance Sampling and Multilevel Monte Carlo using Sample Average Approximation
by Ahmed Kebaier & Jérôme Lelong - 643-671 Spatial Expectile Predictions for Elliptical Random Fields
by V. Maume-Deschamps & D. Rullière & A. Usseglio-Carleve - 673-698 On Coherent Risk Measures Induced by Convex Risk Measures
by Zhiping Chen & Qianhui Hu - 699-718 Analysis of a Batch Service Polling System in a Multi-phase Random Environment
by Tao Jiang & Liwei Liu & Yuanyuan Zhu - 719-738 Monitoring Phase II Comparative Clinical Trials with Two Endpoints and Penalty for Adverse Events
by Sotiris Bersimis & Athanasios Sachlas & Takis Papaioannou - 739-750 Type I Error Probability Spending for Post-Market Drug and Vaccine Safety Surveillance With Poisson Data
by Ivair R. Silva - 751-776 Interventions in GARCE Branching Processes with Application to Ebola Virus Data
by Irene Hueter - 777-797 A Bayesian Motivated Laplace Inversion for Multivariate Probability Distributions
by Lorenzo Cappello & Stephen G. Walker - 799-810 On Products and Mixed Sums of Gamma and Beta Random Variables Motivated by Availability
by Hazhir Homei & Saralees Nadarajah
March 2018, Volume 20, Issue 1
- 1-35 Sampling and Learning Mallows and Generalized Mallows Models Under the Cayley Distance
by Ekhine Irurozki & Borja Calvo & Jose A. Lozano - 37-68 Optimal Harvesting for a Stochastic Predator-prey Model with S-type Distributed Time Delays
by Sheng Wang & Linshan Wang & Tengda Wei - 69-96 The Distribution of Discounted Compound PH–Renewal Processes
by Ya Fang Wang & José Garrido & Ghislain Léveillé - 97-115 Queues with Dropping Functions and Autocorrelated Arrivals
by Pawel Mrozowski & Andrzej Chydzinski - 117-135 Magnitude and Speed of Consecutive Market Crashes in a Diffusion Model
by Zhenyu Cui & Duy Nguyen - 137-164 On Generalised Piterbarg Constants
by Long Bai & Krzysztof Dȩbicki & Enkelejd Hashorva & Li Luo - 165-188 Maximum Likelihood Estimation of the Markov-Switching GARCH Model Based on a General Collapsing Procedure
by Maciej Augustyniak & Mathieu Boudreault & Manuel Morales - 189-204 An Efficient Algorithm for Simulating the Drawdown Stopping Time and the Running Maximum of a Brownian Motion
by Angelos Dassios & Jia Wei Lim - 205-236 Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures
by Sabrina Mulinacci - 237-271 Tensor Approximation of Generalized Correlated Diffusions and Functional Copula Operators
by Antonio Dalessandro & Gareth W. Peters - 273-288 Densities of Ruin-Related Quantities in the Cramér-Lundberg Model with Pareto Claims
by Danijel Grahovac - 289-331 Asymptotics for the Euler-Discretized Hull-White Stochastic Volatility Model
by Dan Pirjol & Lingjiong Zhu - 333-352 Telegraph Process with Elastic Boundary at the Origin
by Antonio Di Crescenzo & Barbara Martinucci & Shelemyahu Zacks - 353-368 Conditional, Non-Homogeneous and Doubly Stochastic Compound Poisson Processes with Stochastic Discounted Claims
by Ghislain Léveillé & Emmanuel Hamel - 369-384 A Recursive Algorithm for Selling at the Ultimate Maximum in Regime-Switching Models
by Yue Liu & Nicolas Privault - 385-409 Efficient Simulation for Dependent Rare Events with Applications to Extremes
by Lars Nørvang Andersen & Patrick J. Laub & Leonardo Rojas-Nandayapa - 411-433 Comparisons Between Largest Order Statistics from Multiple-outlier Models with Dependence
by Jorge Navarro & Nuria Torrado & Yolanda del Águila - 435-462 On the Optimal Control of a Random Walk with Jumps and Barriers
by Tim Breitenbach & Mario Annunziato & Alfio Borzì
December 2017, Volume 19, Issue 4
- 1009-1009 Editorial
by Markos V. Koutras & Christos H. Skiadas - 1011-1028 Semi-Markov Modelling for Multi-State Systems
by Vlad Stefan Barbu & Alex Karagrigoriou & Andreas Makrides - 1029-1045 The Quality of Life Via Semi Markov Reward Modelling
by Zacharias Kyritsis & Aleka Papadopoulou - 1047-1074 Quasi-Stationary Asymptotics for Perturbed Semi-Markov Processes in Discrete Time
by Mikael Petersson - 1075-1087 Numerical Studies on Asymptotics of European Option Under Multiscale Stochastic Volatility
by Betuel Canhanga & Anatoliy Malyarenko & Jean-Paul Murara & Ying Ni & Sergei Silvestrov - 1089-1105 Loss of Conservation of Graph Centralities in Reverse-engineered Transcriptional Regulatory Networks
by Holger Weishaupt & Patrik Johansson & Christopher Engström & Sven Nelander & Sergei Silvestrov & Fredrik J Swartling - 1107-1121 Estimation of Parameters for the Multi-peaked AEF Current Functions
by Karl Lundengård & Milica Rančić & Vesna Javor & Sergei Silvestrov - 1123-1134 Estimating the Positive and Negative Jumps of Asset Returns Via Kalman Filtering. The Case of Nasdaq Index
by Ourania Theodosiadou & George Tsaklidis - 1135-1149 Controlling Bivariate Categorical Processes using Scan Rules
by Sotirios Bersimis & Athanasios Sachlas & Philippe Castagliola - 1151-1167 Positive Discrete Spectrum of the Evolutionary Operator of Supercritical Branching Walks with Heavy Tails
by E. Yarovaya - 1169-1190 Performance Monitoring and Competence Assessment in Health Services
by Sotirios Bersimis & Athanasios Sachlas & Ross Sparks - 1191-1209 Reward Algorithms for Semi-Markov Processes
by Dmitrii Silvestrov & Raimondo Manca - 1211-1225 Estimation of Lévy Processes via Stochastic Programming and Kalman Filtering
by Mark Anthony Caruana - 1227-1239 Interpretation of the Evolution of the Homogeneous Markov System (or, equivalently, of the Embedded Markov Chain) as the Deformation of a Viscoelastic Medium. The 3-D Case
by K. Loumponias & G. Tsaklidis - 1241-1250 On the Existence and Uniqueness of Solution of MRE and Applications
by Yunhui Hou & Nikolaos Limnios & Walter Schön
September 2017, Volume 19, Issue 3
- 685-714 Performance Analysis of the GI/M/1 Queue with Single Working Vacation and Vacations
by Qingqing Ye & Liwei Liu - 715-725 Well-Posedness and Asymptotic Behaviors for a Predator-Prey System with Lévy Noise
by Sheng Wang & Linshan Wang & Tengda Wei - 727-749 Biased Online Parameter Inference for State-Space Models
by Pierre Del Moral & Ajay Jasra & Yan Zhou - 751-773 An Integration by Parts Type Formula for Stopping Times and its Application
by Tomonori Nakatsu - 775-798 Approximation of the Ultimate Ruin Probability in the Classical Risk Model Using Erlang Mixtures
by David J. Santana & Juan González-Hernández & Luis Rincón - 799-818 An Algorithm for Approximating the Second Moment of the Normalizing Constant Estimate from a Particle Filter
by Svetoslav Kostov & Nick Whiteley - 819-841 Perturbation Analysis of the GI/M/s Queue
by Badredine Issaadi & Karim Abbas & Djamil Aïssani - 843-864 Large Deviations Approximations to Distributions of the Total Distance of Compound Random Walks with von Mises Directions
by Riccardo Gatto - 865-889 Regularizing Portfolio Risk Analysis: A Bayesian Approach
by Sourish Das & Aritra Halder & Dipak K. Dey - 891-912 Credit Risk in an Economy with New Firms Arrivals
by Silvia Centanni & Immacolata Oliva & Paola Tardelli - 913-933 The Log-Linear Birnbaum-Saunders Power Model
by Guillermo Martínez-Flórez & Heleno Bolfarine & Héctor W. Gómez - 935-955 Clustering Nonlinear, Nonstationary Time Series Using BSLEX
by Jane L. Harvill & Priya Kohli & Nalini Ravishanker - 957-971 Efficient Computation of First Passage Times in Kou’s Jump-diffusion Model
by Abdel Belkaid & Frederic Utzet - 973-983 Bayesian Approach to Hurst Exponent Estimation
by Martin Dlask & Jaromir Kukal & Oldrich Vysata - 985-996 On the Joint Distribution of First-passage Time and First-passage Area of Drifted Brownian Motion
by Mario Abundo & Danilo Del Vescovo - 997-1007 On Eigenvalues of the Transition Matrix of Some Count-Data Markov Chains
by Christian H. Weiß
June 2017, Volume 19, Issue 2
- 357-376 On the Comparison of Relative Spacings with Applications
by Félix Belzunce & Carolina Martínez-Riquelme & José M. Ruiz & Miguel A. Sordo - 377-393 Compound Geometric Distribution of Order k
by Markos V. Koutras & Serkan Eryilmaz - 395-427 Impact of Dependence on Some Multivariate Risk Indicators
by Véronique Maume-Deschamps & Didier Rullière & Khalil Said - 429-443 A Double Application of the Benjamini-Hochberg Procedure for Testing Batched Hypotheses
by Qingyun Cai & Hock Peng Chan - 445-485 Computing the Expected Markov Reward Rates with Stationarity Detection and Relative Error Control
by Víctor Suñé - 487-518 Optimal Exercise Strategies for Operational Risk Insurance via Multiple Stopping Times
by Rodrigo S. Targino & Gareth W. Peters & Georgy Sofronov & Pavel V. Shevchenko - 519-538 Modified Unit Root Tests with Nuisance Parameter Free Asymptotic Distributions
by Gaowen Wang - 539-556 Unit Root Testing in Presence of a Double Threshold Process
by Francesco Giordano & Marcella Niglio & Cosimo Damiano Vitale - 557-571 The Distribution of a Sum of Independent Binomial Random Variables
by Ken Butler & Michael A. Stephens - 573-587 Prediction of Components in Random Sums
by Muneya Matsui - 589-602 Walk On Spheres Algorithm for Helmholtz and Yukawa Equations via Duffin Correspondence
by Xuxin Yang & Antti Rasila & Tommi Sottinen - 603-613 Generalized Gambler’s Ruin Problem: Explicit Formulas via Siegmund Duality
by Paweł Lorek - 615-629 MLE, Information, Ancillary Complement, and Conditional Inference with Illustrations
by Nitis Mukhopadhyay & Yan Zhuang - 631-645 Optimal Linear Bernoulli Factories for Small Mean Problems
by Mark Huber - 647-664 Log-Convexity of Counting Processes Evaluated at a Random end of Observation Time with Applications to Queueing Models
by F. G. Badía & C. Sangüesa - 665-683 On Burr XII Distribution Analysis Under Progressive Type-II Hybrid Censored Data
by M. Noori Asl & R. Arabi Belaghi & H. Bevrani
March 2017, Volume 19, Issue 1
- 1-29 A Convolution Method for Numerical Solution of Backward Stochastic Differential Equations
by Cody B. Hyndman & Polynice Oyono Ngou - 31-73 Stochastic Enumeration Method for Counting Trees
by Radislav Vaisman & Dirk P. Kroese