Pages that link to "Item:Q1183689"
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The following pages link to The Fourier-series method for inverting transforms of probability distributions (Q1183689):
Displaying 50 items.
- Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
- Numerical calculations accuracy comparison of the inverse Laplace transform algorithms for solutions of fractional order differential equations (Q332731) (← links)
- A new firing paradigm for integrate and fire stochastic neuronal models (Q335094) (← links)
- Properties and numerical evaluation of the Rosenblatt distribution (Q358142) (← links)
- The \(G_{t}/GI/s_{t}+GI\) many-server fluid queue (Q383278) (← links)
- Transition probabilities for general birth-death processes with applications in ecology, genetics, and evolution (Q455768) (← links)
- On the distribution of first exit time for Brownian motion with double linear time-dependent barriers (Q469885) (← links)
- Gamma expansion of the Heston stochastic volatility model (Q483714) (← links)
- Bayesian prediction for flowgraph models with covariates. An application to bladder carcinoma (Q491017) (← links)
- Statistical performance of a multiclass bulk production queueing system (Q596276) (← links)
- Numerical computation of first-passage times of increasing Lévy processes (Q607622) (← links)
- The \(\beta \)-variance gamma model (Q660161) (← links)
- An extension of the Euler Laplace transform inversion algorithm with applications in option pricing. (Q703247) (← links)
- Inventory control based on advanced probability theory, an application (Q706912) (← links)
- Fluctuation identities with continuous monitoring and their application to the pricing of barrier options (Q724078) (← links)
- Efficient time/space algorithm to compute rectangular probabilities of multinomial, multivariate hypergeometric and multivariate Pólya distributions (Q746301) (← links)
- Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables (Q765880) (← links)
- Pricing double-barrier options under a flexible jump diffusion model (Q833566) (← links)
- Packet loss characteristics for \(M/G/1/N\) queueing systems (Q839862) (← links)
- On the impact of correlation between collaterally consanguineous cells on lymphocyte population dynamics (Q843302) (← links)
- Parametric estimation of discretely sampled Gamma-OU processes (Q867775) (← links)
- A modified HOL priority scheduling discipline: performance analysis (Q872139) (← links)
- Tail behavior of conditional sojourn times in processor-sharing queues (Q877791) (← links)
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
- Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications (Q893122) (← links)
- Occupation times of hyper-exponential jump diffusion processes with application to price step options (Q893129) (← links)
- Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform (Q896751) (← links)
- A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model (Q898973) (← links)
- Processor sharing: a survey of the mathematical theory (Q927561) (← links)
- Determining the expected variability of immune responses using the cyton model (Q938174) (← links)
- Sharp estimates for the CDF of quadratic forms of MPE random vectors (Q979230) (← links)
- Two-stage queueing network models for quality control and testing (Q1042069) (← links)
- Valuing continuous-installment options (Q1044158) (← links)
- Solving probability transform functional equations for numerical inversion (Q1195866) (← links)
- Numerical inversion of probability generating functions (Q1200798) (← links)
- Non-Poissonian claims' arrivals and calculation of the probability of ruin (Q1265923) (← links)
- On a class of approximations for ruin and waiting time probabilities (Q1267184) (← links)
- Bayesian analysis of \(Er/M/1\) and \(Er/M/c\) queues (Q1299474) (← links)
- Explicit M/G/1 waiting-time distributions for a class of long-tail service-time distributions (Q1306347) (← links)
- The M/G/1 processor-sharing model: Transient behavior (Q1319842) (← links)
- Waiting-time tail probabilities in queues with long-tail service-time distributions (Q1331293) (← links)
- The loss probability in an overloaded queue using the dual queue (Q1373465) (← links)
- Linear dynamics of axisymmetric liquid bridges (Q1418142) (← links)
- Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. (Q1421875) (← links)
- Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure. (Q1423348) (← links)
- Hypergraph-based parallel computation of passage time densities in large semi-Markov models (Q1434432) (← links)
- Control limit policies in a replacement model with additive phase-type distributed damage and linear restoration (Q1593713) (← links)
- On the numerical inversion of busy-period related transforms (Q1612000) (← links)
- Pricing turbo warrants under mixed-exponential jump diffusion model (Q1619424) (← links)
- Direct likelihood-based inference for discretely observed stochastic compartmental models of infectious disease (Q1621055) (← links)
