237 results in 62Mxx
Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution
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- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
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- 30 January 2018, pp. 741-755
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- September 2014
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Bounds for the Probability Generating Functional of a Gibbs Point Process
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- Advances in Applied Probability / Volume 46 / Issue 1 / March 2014
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- 22 February 2016, pp. 21-34
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- March 2014
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Sojourn Time Estimation in an M/G/∞ Queue with Partial Information
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- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
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- 30 January 2018, pp. 1044-1056
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- December 2013
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Sliced Inverse Regression and Independence in Random Marked Sets with Covariates
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- Advances in Applied Probability / Volume 45 / Issue 3 / September 2013
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- 04 January 2016, pp. 626-644
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- September 2013
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Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time
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- Journal of Applied Probability / Volume 50 / Issue 2 / June 2013
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- 30 January 2018, pp. 592-597
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- June 2013
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Bayesian Quickest Detection Problems for Some Diffusion Processes
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- Advances in Applied Probability / Volume 45 / Issue 1 / March 2013
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- 04 January 2016, pp. 164-185
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- March 2013
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Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances
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- Advances in Applied Probability / Volume 44 / Issue 4 / December 2012
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- 04 January 2016, pp. 1113-1141
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- December 2012
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Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data
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- Journal of Applied Probability / Volume 49 / Issue 4 / December 2012
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- 30 January 2018, pp. 901-914
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- December 2012
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Transforming Spatial Point Processes into Poisson Processes Using Random Superposition
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- Advances in Applied Probability / Volume 44 / Issue 1 / March 2012
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- 04 January 2016, pp. 42-62
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- March 2012
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Asymptotic inference for partially observed branching processes
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- Advances in Applied Probability / Volume 43 / Issue 4 / December 2011
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- 01 July 2016, pp. 1166-1190
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- December 2011
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Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorption
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- Advances in Applied Probability / Volume 43 / Issue 3 / September 2011
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- 01 July 2016, pp. 636-648
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- September 2011
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Asymptotic normality of M-estimators in nonhomogeneous hidden Markov models
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 295-306
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- August 2011
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Volatility determination in an ambit process setting
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 263-275
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- August 2011
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On the conditional distributions of spatial point processes
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- Advances in Applied Probability / Volume 43 / Issue 2 / June 2011
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- 01 July 2016, pp. 301-307
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- June 2011
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Probabilistic results for a mobile service scenario
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- Advances in Applied Probability / Volume 43 / Issue 2 / June 2011
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- 01 July 2016, pp. 322-334
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- June 2011
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Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models
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- Advances in Applied Probability / Volume 43 / Issue 1 / March 2011
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- 01 July 2016, pp. 49-76
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- March 2011
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Matchmaking and Testing for Exponentiality in the M/G/∞ Queue
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- Journal of Applied Probability / Volume 48 / Issue 1 / March 2011
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- 14 July 2016, pp. 131-144
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- March 2011
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Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations
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- Advances in Applied Probability / Volume 42 / Issue 2 / June 2010
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- 01 July 2016, pp. 509-527
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- June 2010
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Thinning spatial point processes into Poisson processes
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- Advances in Applied Probability / Volume 42 / Issue 2 / June 2010
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- 01 July 2016, pp. 347-358
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- June 2010
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Covariances Estimation for Long-Memory Processes
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- Advances in Applied Probability / Volume 42 / Issue 1 / March 2010
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- 01 July 2016, pp. 137-157
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- March 2010
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