237 results in 62Mxx
Weighted least-squares estimation for the subcritical Heston process
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- Journal of Applied Probability / Volume 55 / Issue 2 / June 2018
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- 26 July 2018, pp. 543-558
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- June 2018
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On generalized max-linear models in max-stable random fields
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- Journal of Applied Probability / Volume 54 / Issue 3 / September 2017
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- 15 September 2017, pp. 797-810
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- September 2017
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Stability with respect to initial conditions in V-norm for nonlinear filters with ergodic observations
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- Journal of Applied Probability / Volume 54 / Issue 1 / March 2017
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- 04 April 2017, pp. 118-133
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- March 2017
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Estimation of entropy for Poisson marked point processes
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- Advances in Applied Probability / Volume 49 / Issue 1 / March 2017
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- 17 March 2017, pp. 258-278
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- March 2017
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A stable particle filter for a class of high-dimensional state-space models
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- Advances in Applied Probability / Volume 49 / Issue 1 / March 2017
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- 17 March 2017, pp. 24-48
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- March 2017
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Branching processes in generalized autoregressive conditional environments
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- Advances in Applied Probability / Volume 48 / Issue 4 / December 2016
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- 11 January 2017, pp. 1211-1234
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- December 2016
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Nonparametric estimation of the service time distribution in the M/G/∞ queue
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- Advances in Applied Probability / Volume 48 / Issue 4 / December 2016
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- 11 January 2017, pp. 1117-1138
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- December 2016
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DETECTING AND MODELLING SERIAL DEPENDENCE IN NONGAUSSIAN AND NONLINEAR TIME SERIES
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- Bulletin of the Australian Mathematical Society / Volume 95 / Issue 1 / February 2017
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- 02 November 2016, pp. 169-171
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- February 2017
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Space‒time max-stable models with spectral separability
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- Advances in Applied Probability / Volume 48 / Issue A / July 2016
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- 25 July 2016, pp. 77-97
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- July 2016
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Time-varying copula models for financial time series
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- Advances in Applied Probability / Volume 48 / Issue A / July 2016
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- 25 July 2016, pp. 159-180
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- July 2016
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The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process
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- Advances in Applied Probability / Volume 48 / Issue A / July 2016
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- 25 July 2016, pp. 217-233
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- July 2016
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ADVANCEMENT OF FRACTIONALLY DIFFERENCED GEGENBAUER PROCESSES WITH LONG MEMORY
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- Bulletin of the Australian Mathematical Society / Volume 94 / Issue 1 / August 2016
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- 12 May 2016, pp. 173-174
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- August 2016
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Phylogenetic confidence intervals for the optimal trait value
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- Journal of Applied Probability / Volume 52 / Issue 4 / December 2015
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- 30 March 2016, pp. 1115-1132
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- December 2015
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The Kalman-Bucy filter for integrable Lévy processes with infinite second moment
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- Journal of Applied Probability / Volume 52 / Issue 3 / September 2015
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- 30 March 2016, pp. 636-648
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- September 2015
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On Binomial Observations of Continuous-Time Markovian Population Models
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- Journal of Applied Probability / Volume 52 / Issue 2 / June 2015
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- 30 January 2018, pp. 457-472
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- June 2015
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DETECTION, CLASSIFICATION AND ANALYSIS OF EVENTS IN TURBULENCE TIME SERIES
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- Bulletin of the Australian Mathematical Society / Volume 91 / Issue 3 / June 2015
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- 26 February 2015, pp. 521-522
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- June 2015
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The stochastic filtering problem: a brief historical account
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- Journal of Applied Probability / Volume 51 / Issue A / December 2014
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- 30 March 2016, pp. 13-22
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- December 2014
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Asymmetric COGARCH processes
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- Journal of Applied Probability / Volume 51 / Issue A / December 2014
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- 30 March 2016, pp. 161-173
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- December 2014
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Limit Theory for High Frequency Sampled MCARMA Models
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- Advances in Applied Probability / Volume 46 / Issue 3 / September 2014
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- 22 February 2016, pp. 846-877
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- September 2014
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Nonparametric Inference for Queueing Networks of GeomX/G/∞ Queues in Discrete Time
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- Advances in Applied Probability / Volume 46 / Issue 3 / September 2014
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- 22 February 2016, pp. 790-811
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- September 2014
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