Pages that link to "Item:Q77770"
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The following pages link to Methodology and Computing in Applied Probability (Q77770):
Displaying 50 items.
- Voting Rights, Markov Chains, and Optimization by Short Bursts (Q58522) (← links)
- European and Asian Greeks for exponential Lévy processes (Q64644) (← links)
- Reliability and Survival Analysis for Drifting Markov Models: Modeling and Estimation (Q77771) (← links)
- A Nonparametric Graphical Tests of Significance in Functional GLM (Q89187) (← links)
- Discretely Observed Brownian Motion Governed by Telegraph Process: Estimation (Q124042) (← links)
- On estimation for Brownian motion governed by telegraph process with multiple off states (Q124045) (← links)
- Value at Ruin and Tail Value at Ruin of the Compound Poisson Process with Diffusion and Efficient Computational Methods (Q145555) (← links)
- Adaptive rejection Metropolis simulated annealing for detecting global maximum regions (Q267860) (← links)
- \(\phi\)-divergence based procedure for parametric change-point problems (Q267862) (← links)
- A law of the iterated logarithm for the sojourn time process in queues in series (Q267866) (← links)
- Second-order characteristics of the edge system of random tessellations and the PPI value of foams (Q267869) (← links)
- Nonidentifiability of the two-state BMAP (Q267873) (← links)
- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
- Estimating response ratios from continuous outcome data (Q267880) (← links)
- A functional central limit theorem for a Markov-modulated infinite-server queue (Q267884) (← links)
- On first hitting times for skew CIR processes (Q267888) (← links)
- Higher-order expansions of distributions of maxima in a Hüsler-Reiss model (Q267891) (← links)
- Rare event probability estimation in the presence of epistemic uncertainty on input probability distribution parameters (Q267894) (← links)
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
- On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model (Q267898) (← links)
- Analysis of a multivariate claim process (Q267900) (← links)
- The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
- Numerically stable methods for the computation of exit rates in Markov chains (Q292343) (← links)
- Twisting the alive particle filter (Q292346) (← links)
- Characterization and enumeration of certain classes of tenable Pólya urns grown by drawing multisets of balls (Q292348) (← links)
- A random shock model with mixed effect, including competing soft and sudden failures, and dependence (Q292351) (← links)
- Bivariate issues in leader election algorithms with Marshall-Olkin limit distribution (Q292352) (← links)
- Analysis of \(\mathrm{BMAP}/\mathrm{MSP}/1\) queue (Q292354) (← links)
- On the Laplace transform of the lognormal distribution (Q292357) (← links)
- A reduced-form model for correlated defaults with regime-switching shot noise intensities (Q292361) (← links)
- Birth and death chains on finite trees: computing their stationary distribution and hitting times (Q292363) (← links)
- Analysis and approximation of a stochastic growth model with extinction (Q292367) (← links)
- Waiting time distribution for the emergence of superpatterns (Q292369) (← links)
- Preservation of stochastic orders under the formation of generalized distorted distributions. Applications to coherent systems (Q292372) (← links)
- Earthquake forecasting based on multi-state system methodology (Q292377) (← links)
- Scan statistics for detecting a local change in variance for normal data with known variance (Q292378) (← links)
- On a transform method for the efficient computation of conditional V\@R (and V\@R) with application to loss models with jumps and stochastic volatility (Q292380) (← links)
- On the accuracy of the MAP inference in HMMs (Q340107) (← links)
- Parameter estimation of discrete multivariate phase-type distributions (Q340108) (← links)
- Vector-valued tail value-at-risk and capital allocation (Q340111) (← links)
- Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance (Q340114) (← links)
- Stochastic integral representations of the extrema of time-homogeneous diffusion processes (Q340115) (← links)
- Scan statistic tail probability assessment based on process covariance and window size (Q340117) (← links)
- Number of jumps in two-sided first-exit problems for a compound Poisson process (Q340120) (← links)
- A copula-based method to build diffusion models with prescribed marginal and serial dependence (Q340123) (← links)
- Exact confidence intervals of the extended Orey index for Gaussian processes (Q340126) (← links)
- Background risk models and stepwise portfolio construction (Q340127) (← links)
- Option pricing under jump-diffusion processes with regime switching (Q340129) (← links)
- Explicit density approximations for local volatility models using heat kernel expansions (Q340130) (← links)
- Optimal scaling for the pseudo-marginal random walk Metropolis: insensitivity to the noise generating mechanism (Q340131) (← links)
