Pages that link to "Item:Q2258121"

The following pages link to Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121):

Displaying 32 items.

• The filtering based auxiliary model generalized extended stochastic gradient identification for a multivariate output-error system with autoregressive moving average noise using the multi-innovation theory (Q776143) (← links)
• Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise (Q776148) (← links)
• Exit identities for diffusion processes observed at Poisson arrival times (Q777097) (← links)
• A note on joint occupation times of spectrally negative Lévy risk processes with tax (Q1644177) (← links)
• Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
• Nonparametric estimation for a spectrally negative Lévy process based on high frequency data (Q1789705) (← links)
• A joint Laplace transform for pre-exit diffusion of occupation times (Q2013127) (← links)
• Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems (Q2181393) (← links)
• A recursive parameter estimation algorithm for modeling signals with multi-frequencies (Q2193644) (← links)
• Hierarchical extended least squares estimation approaches for a multi-input multi-output stochastic system with colored noise from observation data (Q2205498) (← links)
• On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758) (← links)
• Gradient estimation algorithms for the parameter identification of bilinear systems using the auxiliary model (Q2293618) (← links)
• Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
• Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
• Two-sided discounted potential measures for spectrally negative Lévy processes (Q2348319) (← links)
• Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
• An occupation time related potential measure for diffusion processes (Q2358367) (← links)
• Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes (Q4685703) (← links)
• Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise (Q5000698) (← links)
• Separable multi‐innovation stochastic gradient estimation algorithm for the nonlinear dynamic responses of systems (Q5003429) (← links)
• Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems (Q5026619) (← links)
• Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises (Q5026778) (← links)
• Noise-induced transition in an underdamped asymmetric bistable system driven by Lévy noise (Q5242182) (← links)
• The Joint Laplace Transforms for Diffusion Occupation Times (Q5396591) (← links)
• Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise (Q6061284) (← links)
• Maximum likelihood least squares‐based iterative methods for output‐error bilinear‐parameter models with colored noises (Q6078915) (← links)
• Parameter identification of a nonlinear radial basis function‐based state‐dependent autoregressive network with autoregressive noise via the filtering technique and the multiinnovation theory (Q6082923) (← links)
• Recursive identification of errors-in-variables systems based on the correlation analysis (Q6135540) (← links)
• On the area in the red of Lévy risk processes and related quantities (Q6171959) (← links)
• Maximum likelihood-based adaptive differential evolution identification algorithm for multivariable systems in the state-space form (Q6493450) (← links)
• Parameter estimation for time-delay systems based on the frequency responses and harmonic balance methods (Q6493459) (← links)
• Hierarchical recursive signal modeling for multifrequency signals based on discrete measured data (Q6493659) (← links)