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Prescilla E. Greenwood - MaRDI portal

Prescilla E. Greenwood

From MaRDI portal
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Person:1806384

Available identifiers

zbMath Open greenwood.priscilla-eWikidataQ21062246 ScholiaQ21062246MaRDI QIDQ1806384

List of research outcomes





PublicationDate of PublicationType
Intermittent precipitation-dependent interactions, encompassing Allee effect, may yield vegetation patterns in a transitional parameter range2023-09-15Paper
On the density arising from the domain of attraction of an operator interpolating between sum and supremum: the \(\alpha\)-sun operator2023-07-06Paper
Epidemic highs and lows: a stochastic diffusion model for active cases2023-06-26Paper
Allee effects plus noise induce population dynamics resembling binary Markov highs and lows2022-05-25Paper
Rapidly forming, slowly evolving, spatial patterns from quasi-cycle Mexican hat coupling2021-08-13Paper
Sustained oscillations via coherence resonance in SIR2020-11-05Paper
The relative contribution of direct and environmental transmission routes in stochastic avian flu epidemic recurrence: an approximate analysis2020-01-13Paper
Random fluctuations around a stable limit cycle in a stochastic system with parametric forcing2019-11-22Paper
Dynamics of Gamma Bursts in Local Field Potentials2019-06-04Paper
Contextual Interventions for Controlling Alcohol Drinking2019-03-14Paper
A stochastic model for water-vegetation systems and the effect of decreasing precipitation on semi-arid environments2019-02-01Paper
Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise2017-10-27Paper
Stochastic Epidemic Modeling2016-09-15Paper
Stochastic Neuron Models2015-12-09Paper
A Kuramoto coupling of quasi-cycle oscillators2015-11-12Paper
Influence of environmental factors on college alcohol drinking patterns2013-10-23Paper
The Morris-Lecar neuron model embeds a leaky integrate-and-fire model2013-07-12Paper
Sustained oscillations for density dependent Markov processes2012-02-09Paper
How Sample Paths of Leaky Integrate-and-Fire Models Are Influenced by the Presence of a Firing Threshold2011-08-09Paper
Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution2011-02-11Paper
The effect of patterns of infectiousness on epidemic size2009-03-20Paper
Bimodal epidemic size distributions for near-critical SIR with vaccination2008-07-08Paper
Construction of Equivalent Stochastic Differential Equation Models2008-04-29Paper
Optimum signal in a simple neuronal model with signal-dependent noise2006-08-23Paper
Optimal Signal Estimation in Neuronal Models2005-11-08Paper
Efficient Estimation for Semiparametric Semi-Markov Processes2005-01-14Paper
https://portal.mardi4nfdi.de/entity/Q44167552003-08-05Paper
Bahadur's asymptotic efficiency and the LAN expansion. I: Lower bounds. Independent observations.2003-02-10Paper
On criticality for competing influences of boundary and external field in the Ising model2001-07-03Paper
Reversible Markov chains and optimality of symmetrized empirical estimators2001-04-04Paper
Characterizing efficient empirical estimators for local interaction Gibbs fields2001-01-30Paper
Equivalences of the large deviation principle for Gibbs measures and critical balance in the Ising model2000-05-09Paper
https://portal.mardi4nfdi.de/entity/Q42676682000-01-31Paper
Information bounds for Gibbs samplers1999-12-14Paper
https://portal.mardi4nfdi.de/entity/Q42155601999-02-16Paper
Maximum likelihood estimator and Kullback - Leibler information in misspecified Markov chain models1999-01-21Paper
Cox's factoring of regression model likelihoods for continuous-time processes1998-09-08Paper
The domain of attraction of the \(\alpha\)-sun operator for type II and type III distributions1998-03-04Paper
Asymptotically efficient estimation of functionals in a Gaussian white noise1997-12-01Paper
Empirical estimators for semi-Markov processes1997-10-19Paper
Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields1997-05-26Paper
https://portal.mardi4nfdi.de/entity/Q48825371996-06-18Paper
https://portal.mardi4nfdi.de/entity/Q43130081996-04-08Paper
Markov fields over countable partially ordered sets: extrema and splitting1996-03-26Paper
Efficiency of empirical estimators for Markov chains1995-09-10Paper
https://portal.mardi4nfdi.de/entity/Q43280791995-04-24Paper
Nonparametric estimators for Markov step processes1995-03-01Paper
Optimality properties of empirical estimators for multivariate point processes1995-02-06Paper
On the joint distribution of ladder variables of random walk1994-07-14Paper
Rates of Poisson approximation to finite range random fields1994-04-06Paper
https://portal.mardi4nfdi.de/entity/Q40358261993-05-18Paper
Asymptotic minimax results for stochastic process families with critical points1993-05-16Paper
https://portal.mardi4nfdi.de/entity/Q40273541993-02-21Paper
A Markov Evolving Random Field and Spliting Random Elements1992-09-27Paper
Partially Specified Filtered Models and Efficiency1992-09-27Paper
Asymptotic minimaxity of a sequential estimator for a first order autoregressive model1992-06-28Paper
Efficient estimation in a nonlinear counting-process regression model1992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q33623981992-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33625711992-01-01Paper
On the domain of attraction of an operator between supremum and sum1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33596161991-01-01Paper
Efficiency of estimators for partially specified filtered models1990-01-01Paper
Application of tests of chi-square type1988-01-01Paper
An Extreme-Type Limit Law for a Storage Process1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47332661988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30331351987-01-01Paper
One-Sided Boundary Crossing for Processes with Independent Increments1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38333381987-01-01Paper
Characterisations of set-indexed Brownian motion and associated conditions for finite-dimensional convergence1986-01-01Paper
Variance of set-indexed sums of mixing random variables and weak convergence of set-indexed processes1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37383481986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38090241985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36752451984-01-01Paper
A conditioned limit theorem for random walk and Brownian local time on square root boundaries1983-01-01Paper
Harmonic renewal measures1982-01-01Paper
Harmonic renewal measures and bivariate domains of attraction in fluctuation theory1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39203841981-01-01Paper
Competing risks and independent minima: a marked point process approach1981-01-01Paper
Construction of Local Time and Poisson Point Processes from Nested Arrays1980-01-01Paper
Fluctuation identities for lévy processes and splitting at the maximum1980-01-01Paper
A bivariate stable characterization and domains of attraction1979-01-01Paper
Dual pairs of stopping times for random walk1978-01-01Paper
Random stopping preserves regular variation of process distributions1977-01-01Paper
Fluctuations of random walk in Rd and storage systems1977-01-01Paper
[https://portal.mardi4nfdi.de/wiki/Publication:4067859 Wiener-Hopf decomposition of random walks and L�vy processes]1976-01-01Paper
Extreme time of stochastic processes with stationary independent increments1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40700771975-01-01Paper
Wiener-Hopf methods, decompositions, and factorisation identities for maxima and minima of homogeneous random processes1975-01-01Paper
The martintote1974-01-01Paper
Asymptotics of randomly stopped sequences with independent increments1973-01-01Paper
[https://portal.mardi4nfdi.de/wiki/Publication:5667333 On Prabhu's factorization of L�vy generators]1973-01-01Paper
Variations of processes with stationary, independent increments1972-01-01Paper
An Asymptotic Estimate of Brownian Path Variation1969-01-01Paper
The variation of a stable path is stable1969-01-01Paper
A Convolution Equation on a Compact Interval1965-01-01Paper

Research outcomes over time

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