Pages that link to "Item:Q1644204"

The following pages link to On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments (Q1644204):

Displaying 13 items.

• Hierarchical gradient- and least squares-based iterative algorithms for input nonlinear output-error systems using the key term separation (Q2030993) (← links)
• General draw-down times for refracted spectrally negative Lévy processes (Q2152244) (← links)
• On a spectrally negative Lévy risk process with periodic dividends and capital injections (Q2273741) (← links)
• Separable multi-innovation Newton iterative modeling algorithm for multi-frequency signals based on the sliding measurement window (Q6042570) (← links)
• Filtering‐based multi‐innovation recursive identification methods for input nonlinear systems with piecewise‐linear nonlinearity based on the optimization criterion (Q6053746) (← links)
• Decomposition‐based over‐parameterization forgetting factor stochastic gradient algorithm for Hammerstein‐Wiener nonlinear systems with non‐uniform sampling (Q6060476) (← links)
• Overall recursive least squares and overall stochastic gradient algorithms and their convergence for feedback nonlinear controlled autoregressive systems (Q6063758) (← links)
• Identification of the nonlinear systems based on the kernel functions (Q6071550) (← links)
• Iterative parameter identification algorithms for the generalized time‐varying system with a measurable disturbance vector (Q6085140) (← links)
• On the dual risk model with Parisian implementation delays under a mixed dividend strategy (Q6163062) (← links)
• Recursive least squares estimation methods for a class of nonlinear systems based on non-uniform sampling (Q6494672) (← links)
• Filtering-based recursive least squares estimation approaches for multivariate equation-error systems by using the multiinnovation theory (Q6494697) (← links)
• A novel nonlinear optimization method for fitting a noisy Gaussian activation function (Q6495669) (← links)