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Content
2014, Volume 90, Issue C
- 93-99 Karhunen–Loève expansion for additive Slepian processes
by Liu, Jin V. & Huang, Zongfu & Mao, Hongjun
- 100-107 Asymptotic approximation for the probability density function of an arbitrary sequence of random variables
by Joutard, Cyrille
- 108-113 Combining a regression model with a multivariate Markov chain in a forecasting problem
by Damásio, Bruno & Nicolau, João
- 114-120 Coherent and convex risk measures for portfolios with applications
by Wei, Linxiao & Hu, Yijun
- 121-128 On testing the coefficient of variation in an inverse Gaussian population
by Chaubey, Yogendra P. & Sen, Debaraj & Saha, Krishna K.
- 129-135 Non-parametric estimation of the generalized past entropy function with censored dependent data
by Maya, R. & Abdul-Sathar, E.I. & Rajesh, G.
- 136-139 Asymptotic normality for discretely observed Markov jump processes with an absorbing state
by Kremer, Alexander & Weißbach, Rafael
- 140-148 Worst-case optimal investment with a random number of crashes
by Belak, Christoph & Christensen, Sören & Menkens, Olaf
- 149-154 On the use of the Borel–Cantelli lemma in Markov chains
by Stepanov, Alexei
2014, Volume 88, Issue C
- 1-8 On the effect of perturbation of conditional probabilities in total variation
by Abate, Alessandro & Redig, Frank & Tkachev, Ilya
- 9-14 Bayesian model comparison: Log scores and DIC
by Krnjajić, Milovan & Draper, David
- 15-26 Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time
by Li, Xiaohu & Wu, Jintang
- 27-39 Estimation of the Cholesky decomposition in a conditional independent normal model with missing data
by He, Daojiang & Xu, Kai
- 40-49 Type II bivariate Pólya–Aeppli distribution
by Minkova, Leda D. & Balakrishnan, N.
- 50-55 Efficient almost-exact Lévy area sampling
by Malham, Simon J.A. & Wiese, Anke
- 56-61 On the limiting probabilities of the M/Er/1 queueing system
by Martínez V., José M. & Vallejos C., Reinaldo A. & Barría M., Marta
- 62-65 A generalization of Chebyshev’s inequality for Hilbert-space-valued random elements
by Budny, Katarzyna
- 66-72 On perturbation bounds for continuous-time Markov chains
by Zeifman, A.I. & Korolev, V.Yu.
- 73-79 On stochastic comparisons of residual life time at random time
by Dewan, Isha & Khaledi, Baha-Eldin
- 80-87 Capturing patterns via parsimonious t mixture models
by Lin, Tsung-I & McNicholas, Paul D. & Ho, Hsiu J.
- 88-90 A determinantal inequality for correlation matrices
by Olkin, Ingram
- 91-98 Trajectory composition of Poisson time changes and Markov counting systems
by Bretó, Carles
- 99-106 Maximum integrated likelihood estimator of the interest parameter when the nuisance parameter is location or scale
by Zaigraev, A. & Podraza-Karakulska, A.
- 107-117 A limit theorem for local time and application to random sets
by Laissaoui, Diffalah & Benchérif-Madani, Abdelatif
- 118-126 Bounds on convergence for the empirical vector of the Curie–Weiss–Potts model with a non-zero external field vector
by Martschink, Bastian
- 127-132 R-optimal designs in random coefficient regression models
by Liu, Xin & Yue, Rong-Xian & Chatterjee, Kashinath
- 133-140 Some new normal comparison inequalities related to Gordon’s inequality
by Lu, Dawei & Wang, Xiaoguang
- 141-148 On the probability of conjunctions of stationary Gaussian processes
by Dȩbicki, Krzysztof & Hashorva, Enkelejd & Ji, Lanpeng & Tabiś, Kamil
- 149-156 Large deviations for subordinated Brownian motion and applications
by Gajda, Janusz & Magdziarz, Marcin
- 157-164 MTD models for aggregate data from higher order Markov chains
by Kaur, Inderdeep
- 165-173 The M-estimator for functional linear regression model
by Huang, Lele & Wang, Huiwen & Zheng, Andi
- 174-183 A probabilistic approach for gradient estimates on time-inhomogeneous manifolds
by Cheng, Li-Juan
- 184-189 Asymptotic power of likelihood ratio tests for high dimensional data
by Wang, Cheng
- 190-196 Gamma shared frailty model based on reversed hazard rate for bivariate survival data
by Hanagal, David D. & Pandey, Arvind
2014, Volume 87, Issue C
- 1-6 Uniqueness condition for an auto-logistic model
by Rulloni, Valeria
- 7-11 A note on a result by W. Hoeffding
by Borisov, I.S.
- 12-17 Assumptions regarding right censoring in the presence of left truncation
by Qian, Jing & Betensky, Rebecca A.
- 18-26 Cumulants of multinomial and negative multinomial distributions
by Withers, Christopher S. & Nadarajah, Saralees
- 27-30 Generating random correlation matrices by the simple rejection method: Why it does not work
by Böhm, Walter & Hornik, Kurt
- 31-39 Adaptive linear step-up multiple testing procedure with the bias-reduced estimator
by Kim, Donggyu & Zhang, Chunming
- 40-47 On a leader election algorithm: Truncated geometric case study
by Kalpathy, Ravi & Ward, Mark Daniel
- 48-53 Itô’s formula for Walsh’s Brownian motion and applications
by Hajri, Hatem & Touhami, Wajdi
- 54-60 Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations
by Wang, Guanying & Wang, Xingchun & Wang, Yongjin
- 61-69 Bootstrapping the nonparametric ARCH regression model
by Shimizu, Kenichi
- 70-75 Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss–Markov process
by Kleptsyna, Marina & Le Breton, Alain & Ycart, Bernard
- 76-85 The dual multivariate Charlier and Edgeworth expansions
by Withers, Christopher S. & Nadarajah, Saralees
- 86-93 Monotone false discovery rate
by Won, Joong-Ho & Lim, Johan & Yu, Donghyeon & Kim, Byung Soo & Kim, Kyunga
- 94-97 Identification of survival functions through hazard functions in the Clayton-family
by Sen, Arusharka & Stute, Winfried
- 98-104 A time-dependent busy period queue length formula for the M/Ek/1 queue
by Baek, Jung Woo & Moon, Seung Ki & Lee, Ho Woo
- 105-107 On convergence of randomly indexed sequences; a counterexample based on the St. Petersburg game
by Gut, Allan
- 108-114 Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions
by Goegebeur, Yuri & Guillou, Armelle & Verster, Andréhette
- 115-120 Hoeffding’s inequalities for geometrically ergodic Markov chains on general state space
by Miasojedow, Błażej
- 121-124 A note on integrated periodic GARCH processes
by Bibi, Abdelouahab & Lescheb, Ines
- 125-133 Inference on the Lévy measure in case of noisy observations
by Vetter, Mathias
- 134-142 Feasible criterion for designs based on fixed effect ANOVA model
by Wang, Xiaodi & Zhang, Yingshan & Tang, Yincai
- 143-148 On the E-optimality of blocked main effects plans when n≡3 (mod 4)
by Jacroux, Mike & Kealy-Dichone, Bonni
- 149-157 Smoothing of stepwise multiple testing procedures
by Gordon, Alexander Y.
- 158-166 A COM–Poisson type generalization of the binomial distribution and its properties and applications
by Borges, Patrick & Rodrigues, Josemar & Balakrishnan, Narayanaswamy & Bazán, Jorge
- 167-174 Tail asymptotics of random sum and maximum of log-normal risks
by Hashorva, Enkelejd & Kortschak, Dominik
- 175-183 Dividend problems in the dual model with diffusion and exponentially distributed observation time
by Liu, Xiao & Chen, Zhenlong
- 184-190 A remark on quasi-ergodicity of ultracontractive Markov processes
by Chen, Jinwen & Jian, Siqi
2014, Volume 86, Issue C
- 1-6 Small deviation probabilities of weighted sums under minimal moment assumptions
by Rozovsky, L.V.
- 7-16 Empirical process of residuals for regression models with long memory errors
by Lorek, Paweł & Kulik, Rafał
- 17-23 Concentration inequalities via zero bias couplings
by Goldstein, Larry & Işlak, Ümit
- 24-29 Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent
by Mishura, Yuliya
- 30-37 Large and moderate deviations of realized covolatility
by Djellout, Hacène & Samoura, Yacouba
- 38-43 On Bartlett correctability of empirical likelihood in generalized power divergence family
by Camponovo, Lorenzo & Otsu, Taisuke
- 44-49 Numerical distribution functions for seasonal stability tests
by Díaz-Emparanza, Ignacio & Moral, M. Paz
- 50-60 Quasi-maximum likelihood estimation for multiple volatility shifts
by Kim, Moosup & Lee, Taewook & Noh, Jungsik & Baek, Changryong
- 61-67 On the central limit theorem for modulus trimmed sums
by Bazarova, Alina & Berkes, István & Horváth, Lajos
- 68-73 New John–Nirenberg inequalities for martingales
by Yi, Rui & Wu, Lian & Jiao, Yong
- 74-79 Weak convergence of Markov-modulated diffusion processes with rapid switching
by Huang, Gang & Mandjes, Michel & Spreij, Peter
- 80-84 On Cox–Kemperman moment inequalities for independent centered random variables
by Ruzankin, P.S.
- 85-90 Empirical likelihood test for high dimensional linear models
by Peng, Liang & Qi, Yongcheng & Wang, Ruodu
- 91-98 Tight lower bound on the probability of a binomial exceeding its expectation
by Greenberg, Spencer & Mohri, Mehryar
2014, Volume 85, Issue C
- 1-5 SIR epidemic models with general infectious period distribution
by Clancy, Damian
- 6-14 Simultaneous confidence band for single-index random effects models with longitudinal data
by Yang, Suigen & Xue, Liugen & Li, Gaorong
- 15-19 Finiteness of hitting times under taboo
by Bulinskaya, Ekaterina Vladimirovna
- 20-24 Changing statistical significance with the amount of information: The adaptive α significance level
by Pérez, María-Eglée & Pericchi, Luis Raúl
- 25-35 Unilateral counterparty risk valuation of CDS using a regime-switching intensity model
by Dong, Yinghui & Yuen, Kam C. & Wu, Chongfeng
- 36-44 On Ornstein–Uhlenbeck driven by Ornstein–Uhlenbeck processes
by Bercu, Bernard & Proïa, Frédéric & Savy, Nicolas
- 45-50 A note on the gambling team method
by Zajkowski, Krzysztof
- 51-62 Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition
by Tahmasebi, M.
- 63-68 Some approximations of the logistic distribution with application to the covariance matrix of logistic regression
by Pingel, Ronnie
- 69-77 Sign tests using ranked set sampling with unequal set sizes
by Zhang, Liangyong & Dong, Xiaofang & Xu, Xingzhong
- 78-83 Poisson’s equation for discrete-time single-birth processes
by Jiang, Shuxia & Liu, Yuanyuan & Yao, Shuai
- 84-90 Small Box–Behnken designs with orthogonal blocks
by Pham, Tung-Dinh & Nguyen, Nam-Ky
- 91-97 On the independence Jeffreys prior for skew-symmetric models
by Rubio, Francisco Javier & Liseo, Brunero
- 98-105 On the Markovian projection in the Brunick–Shreve mimicking result
by Forde, Martin
- 106-113 On the reversed hazard rate of sequential order statistics
by Burkschat, Marco & Torrado, Nuria
- 114-121 Rényi’s residual entropy: A quantile approach
by Nanda, Asok K. & Sankaran, P.G. & Sunoj, S.M.
- 122-128 Optimal stopping in infinite horizon: An eigenfunction expansion approach
by Li, Lingfei & Linetsky, Vadim
- 129-134 Exact approaches for testing non-inferiority or superiority of two incidence rates
by Shan, Guogen
- 135-143 Asymptotic properties of maximum likelihood estimator for two-step logit models
by Yin, Changming & Wang, Zhanfeng & Zhang, Hong
- 144-152 Monotonicity of certain integrals involving gamma distributions and their applications in multiple comparisons
by Misra, Neeraj & Arshad, Mohd.
- 153-160 On a class of bivariate exponential distributions
by Balakrishna, N. & Shiji, K.
- 161-167 Quenched central limit theorems for sums of stationary processes
by Volný, Dalibor & Woodroofe, Michael
2014, Volume 84, Issue C
- 1-8 Covariance operator estimation of a functional autoregressive process with random coefficients
by Allam, Abdelaziz & Mourid, Tahar
- 9-16 On a class of Cahn–Hilliard type stochastic interacting systems with stepping-stone noises
by Jiang, Yiming & Wang, Suxin & Wang, Yongjin
- 17-21 System availability behavior of some stationary dependent sequences
by Mathew, Angel
- 22-26 When is a Markov chain regenerative?
by Athreya, Krishna B. & Roy, Vivekananda
- 27-32 Fractional Poisson processes and their representation by infinite systems of ordinary differential equations
by Kreer, Markus & Kızılersü, Ayşe & Thomas, Anthony W.
- 33-39 A generalized Girsanov transformation of finite state stochastic processes in discrete time
by Cohen, Samuel N. & Ji, Shaolin & Yang, Shuzhen
- 40-47 Rates of convergence of extremes from skew-normal samples
by Liao, Xin & Peng, Zuoxiang & Nadarajah, Saralees & Wang, Xiaoqian
- 48-53 Small deviations of the determinants of random matrices with Gaussian entries
by Volodko, Nadezhda V.
- 54-59 Characterization properties based on the Fisher information for weighted distributions
by Tzavelas, George & Economou, Polychronis
- 60-66 Max-sum equivalence of conditionally dependent random variables
by Jiang, Tao & Gao, Qingwu & Wang, Yuebao
- 67-71 The strong mixing and the selfdecomposability properties
by Bradley, Richard C. & Jurek, Zbigniew J.
- 72-80 Intuitive approximations for the renewal function
by Mitov, Kosto V. & Omey, Edward
- 81-87 Two-sample extended empirical likelihood
by Wu, Fan & Tsao, Min
- 88-95 On K-means algorithm with the use of Mahalanobis distances
by Melnykov, Igor & Melnykov, Volodymyr
- 96-101 Optimal constants in the Marcinkiewicz–Zygmund inequalities
by Ferger, Dietmar
- 102-107 Inequalities for martingales taking values in 2-convex Banach spaces
by Osȩkowski, Adam
- 108-112 A new type of experimental designs for event-related fMRI via Hadamard matrices
by Kao, Ming-Hung
- 113-120 Robust errors-in-variables linear regression via Laplace distribution
by Shi, Jianhong & Chen, Kun & Song, Weixing
- 121-130 Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy
by Liu, Wei & Hu, Yijun
- 131-134 A remark on the optimal transport between two probability measures sharing the same copula
by Alfonsi, A. & Jourdain, B.
- 135-139 A note on likelihood ratio ordering of order statistics from two samples
by Yang, Jianping & Zhuang, Weiwei
- 140-148 Collapsing of non-homogeneous Markov chains
by Dey, Agnish & Mukherjea, Arunava
- 149-157 Empirical likelihood based confidence intervals for the tail index when γ<−1/2
by Sun, Haoze & Jiang, Yuexiang
- 158-168 Rates of convergence of extreme for asymmetric normal distribution
by Chen, Shouquan & Huang, Jianwen
- 169-175 Objective Bayesian analysis of the Frechet stress–strength model
by Abbas, Kamran & Tang, Yincai
- 176-182 Bayesian comparison of models with inequality and equality constraints
by Oh, Man-Suk
- 183-191 Optimal multi-level supersaturated designs through integer programming
by Mandal, B.N. & Koukouvinos, C.
- 192-197 On geometric ergodicity of skewed—SVCHARME models
by Rydlewski, Jerzy P. & Snarska, Małgorzata
- 198-203 A Lindeberg–Feller theorem for stable laws
by Dombry, Clément & Jung, Paul
- 204-211 A note on Monge–Kantorovich problem
by Feng, Pengbin & Peng, Xuhui
- 212-214 A note on the σ-compactness of sets of probability measures on metric spaces
by Luque-Vásquez, Fernando & Adolfo Minjárez-Sosa, J.
- 215-222 On the interpoint distances of Bernoulli vectors
by Modarres, Reza
- 223-230 Fourier methods for smooth distribution function estimation
by Chacón, José E. & Monfort, Pablo & Tenreiro, Carlos
- 231-234 A note on shrinkage wavelet estimation in Bayesian analysis
by Torehzadeh, S. & Arashi, M.
- 235-246 Re-formulation of inverse Gaussian, reciprocal inverse Gaussian, and Birnbaum–Saunders kernel estimators
by Igarashi, Gaku & Kakizawa, Yoshihide
- 247-252 A note on the relaxation time of two Markov chains on rooted phylogenetic tree spaces
by Spade, David A. & Herbei, Radu & Kubatko, Laura S.
2013, Volume 83, Issue 12
- 2601-2606 Using thresholding difference-based estimators for variable selection in partial linear models
by Luo, June & Gerard, Patrick
- 2607-2614 Limit laws for UGROW random graphs
by Pakes, Anthony G.
- 2615-2620 On complete convergence for weighted sums of asymptotically linear negatively dependent random field
by Ko, Mi-Hwa
- 2621-2626 Bias analysis for misclassification in a multicategorical exposure in a logistic regression model
by Liu, Yaqing & Liu, Juxin & Zhang, Fuxi
- 2627-2633 Covariate and Newton–Raphson adjustments for a normal correlation coefficient when the variances are known
by Fosdick, Bailey K. & Perlman, Michael D.
- 2634-2637 Exact Rosenthal-type inequalities for p=3, and related results
by Pinelis, Iosif
- 2638-2646 Malliavin regularity of solutions to mixed stochastic differential equations
by Shevchenko, Georgiy & Shalaiko, Taras
- 2647-2655 Ramanujan theta functions and birth and death processes
by Ebner, Bruno & Henze, Norbert & Parthasarathy, Panamalai R.
- 2656-2663 A double generalized Pareto distribution
by Nadarajah, Saralees & Afuecheta, Emmanuel & Chan, Stephen
- 2664-2672 Conditional residual lifetimes of coherent systems
by Parvardeh, A. & Balakrishnan, N.
- 2673-2678 Simultaneous confidence intervals for ordered pairwise differences of exponential location parameters under heteroscedasticity
by Singh, Parminder & Singh, Navdeep
- 2679-2687 Multiple comparisons with a control in direction-mixed families of hypothesis under heteroscedasticity
by Chauhan, Rajvir Singh & Singh, Parminder & Kumar, Narinder
- 2688-2692 How fast increasing powers of a continuous random variable converge to Benford’s law
by Wójcik, Michał Ryszard
- 2693-2698 Pitman closeness results for Type-I censored data from exponential distribution
by Balakrishnan, N. & Davies, Katherine F.
- 2699-2702 A note on bootstrap confidence intervals for proportions
by Wang, Weizhen
- 2703-2710 Asymptotics of the risk concentration based on the tail distortion risk measure
by Lv, Wenhua & Pan, Xiaoqing & Hu, Taizhong
- 2711-2720 Pointwise and uniform convergence of kernel density estimators using random bandwidths
by Dutta, Santanu & Goswami, Alok
- 2721-2728 A delimitation of the support of optimal designs for Kiefer’s ϕp-class of criteria
by Pronzato, Luc
- 2729-2734 Distribution of maximum loss of fractional Brownian motion with drift
by Caglar, Mine & Vardar-Acar, Ceren
- 2735-2742 A note on density estimation for binary sequences
by Bharath, Karthik
- 2743-2749 Survivors in leader election algorithms
by Kalpathy, Ravi & Mahmoud, Hosam M. & Rosenkrantz, Walter
- 2750-2758 Sharp large deviations for the log-likelihood ratio of an α-Brownian bridge
by Zhao, Shoujiang & Zhou, Yanping
2013, Volume 83, Issue 11
- 2447-2453 Interval estimation for the mean of lognormal data with excess zeros
by Li, Xinmin & Zhou, Xiaohua & Tian, Lili
- 2454-2458 Empirical processes of iterated maps that contract on average
by Durieu, Olivier
- 2459-2466 Scaling limits for one-dimensional long-range percolation: Using the corrector method
by Zhang, Zhongyang & Zhang, Lixin
- 2467-2472 A note on approximate Bayesian credible sets based on modified loglikelihood ratios
by Ventura, Laura & Ruli, Erlis & Racugno, Walter
- 2473-2485 Multivariate limits of multilinear polynomial-form processes with long memory
by Bai, Shuyang & Taqqu, Murad S.
- 2486-2491 Moderate deviation principle for Brownian motions on the unit sphere in Rd
by Chen, Lei & Gao, Fuqing
- 2492-2498 Covariance selection by thresholding the sample correlation matrix
by Jiang, Binyan
- 2499-2506 Absolute continuity of the laws of a multi-dimensional stochastic differential equation with coefficients dependent on the maximum
by Nakatsu, Tomonori
- 2507-2515 Compound negative binomial shared frailty models for bivariate survival data
by Hanagal, David D. & Dabade, Alok D.
- 2516-2521 On the hitting probability of max-stable processes
by Hofmann, Martin
- 2522-2523 A note on “Maximum distributions for l2,p-symmetric vectors are skewed l1,p-symmetric distributions” by Batún-Cutz et al. (2013)
by Jamalizadeh, Ahad & Balakrishnan, N.
- 2526-2530 A bivariate non-homogeneous birth and death model for predator–prey interactions
by Froda, Sorana & Vanciu, Vasile
- 2531-2536 On the conditional increments of degradation processes
by Ye, Zhi-Sheng
- 2537-2543 A semi-analytic pricing formula for lookback options under a general stochastic volatility model
by Park, Sang-Hyeon & Kim, Jeong-Hoon
- 2544-2548 Generalizations of a result of Christensen on renewal sequences and linear recurrences
by Berenhaut, Kenneth S. & Bzdelik, Courtney R. & Merlet, Jean J.
- 2549-2552 The gambler’s ruin problem with delays
by Gut, Allan
- 2553-2562 Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations
by Fu, Ke-Ang & Li, Yuechao & Ng, Andrew Cheuk-Yin
- 2563-2568 Expansions and penultimate distributions of maxima of bivariate normal random vectors
by Frick, Melanie & Reiss, Rolf-Dieter
- 2569-2576 On the condensed density of the zeros of the Cauchy transform of a complex atomic random measure with Gaussian moments
by Barone, P.
- 2577-2582 On the exact distribution and mean value function of a geometric process with exponential interarrival times
by Aydoğdu, Halil & Karabulut, İhsan & Şen, Elif
- 2583-2591 A multistate monotone system signature
by da Costa Bueno, Vanderlei
- 2592-2599 Weak convergence of functional stochastic differential equations with variable delays
by Tan, Li & Jin, Wei & Hou, Zhenting
2013, Volume 83, Issue 9
- 1939-1945 Characterizations of discrete distributions using reliability concepts in reversed time
by Unnikrishnan Nair, N. & Sankaran, P.G.
- 1946-1955 Bayesian approach to cubic natural exponential families
by Hamza, Marwa & Hassairi, Abdelhamid
- 1956-1962 Accelerating reversible Markov chains
by Chen, Ting-Li & Hwang, Chii-Ruey
- 1963-1968 On the strong law of large numbers for pairwise i.i.d. random variables with general moment conditions
by Sung, Soo Hak
- 1969-1972 The growth rate of significant regressors for high dimensional data
by Zheng, Qi & Gallagher, Colin & Kulasekera, K.B.
- 1973-1982 The first Dirichlet eigenvalue of birth–death process on trees
by Wang, Ling-Di & Zhang, Yu-Hui
- 1983-1990 A time varying GARCH(p,q) model and related statistical inference
by Rohan, Neelabh
- 1991-1997 Optimal target allocation proportion for correlated binary responses in a 2×2 setup
by Mandal, Saumen & Biswas, Atanu & Trandafir, Paula Camelia & Islam Chowdhury, Mohammad Ziaul
- 1998-2006 On the compound Poisson risk model with dependence and a threshold dividend strategy
by Shi, Yafeng & Liu, Peng & Zhang, Chunsheng
- 2007-2014 Filtering hidden semi-Markov chains
by Elliott, Robert & Limnios, Nikolaos & Swishchuk, Anatoliy
- 2015-2018 On an identity in law between Brownian quadratic functionals
by Yen, Ju-Yi & Yor, Marc
- 2019-2026 A simple proof of functional Itô’s lemma for semimartingales with an application
by Levental, Shlomo & Schroder, Mark & Sinha, Sumit
- 2027-2033 Coupling of Wiener processes by using copulas
by Jaworski, Piotr & Krzywda, Marcin
- 2039-2044 Subexponentiality of the product of dependent random variables
by Yang, Haizhong & Sun, Suting
- 2045-2051 Stationary bootstrapping realized volatility
by Hwang, Eunju & Shin, Dong Wan
- 2052-2056 Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions
by Zinodiny, S. & Rezaei, S. & Arjmand, O. Naghshineh & Nadarajah, S.
- 2057-2059 On a characterization theorem of symmetry about a point
by Behboodian, Javad & Modarres, Reza
- 2060-2066 Parametric estimation for the scale parameter for scale distributions using moving extremes ranked set sampling
by Chen, Wangxue & Xie, Minyu & Wu, Ming
- 2067-2072 Finding hitting times in various graphs
by Rao, Shravas K.
- 2073-2076 A note on formal constructions of sequential conditional couplings
by Roberts, Gareth O. & Rosenthal, Jeffrey S.
- 2077-2080 Tuned iterated filtering
by Lindström, Erik