Pages that link to "Item:Q4057370"
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The following pages link to Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales (Q4057370):
Displaying 50 items.
- The additive hazard estimator is consistent for continuous-time marginal structural models (Q83455) (← links)
- A general HJM framework for multiple yield curve modelling (Q287657) (← links)
- Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
- Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970) (← links)
- Impulsive control for continuous-time Markov decision processes: a linear programming approach (Q315772) (← links)
- Asymptotic optimality of criteria in the problem of testing hypotheses for a recurrent semi-Markov process (Q353214) (← links)
- Minimal martingale measure: pricing and hedging in a pure jump model under restricted information (Q424343) (← links)
- Weak convergence and fluid limits in optimal time-to-empty queueing control problems (Q434250) (← links)
- Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach (Q457293) (← links)
- A general class of semiparametric models for recurrent event data (Q464584) (← links)
- A Kolmogorov-Smirnov type test for independence between marks and points of marked point processes (Q485912) (← links)
- Conditional Markov chains: properties, construction and structured dependence (Q516008) (← links)
- Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
- Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
- Affine processes on positive semidefinite matrices (Q535197) (← links)
- Parameter estimation for correlated recurrent events under informative monitoring (Q537288) (← links)
- Intensity-based inference for planar point processes (Q581985) (← links)
- A martingale approach to continuous-time marginal structural models (Q638761) (← links)
- Discounted continuous-time constrained Markov decision processes in Polish spaces (Q655591) (← links)
- On a class of Bayesian nonparametric estimates. II: Hazard rate estimates (Q753340) (← links)
- On the variation distance for probability measures defined on a filtered space (Q760083) (← links)
- Web Markov skeleton processes and their applications (Q765675) (← links)
- The extremal family generated by the Yule process (Q916206) (← links)
- On a software reliability model by Koch and Spreij (Q927366) (← links)
- A semiparametric shock model for a pair of event-related dependent censored failure times (Q951046) (← links)
- Utility maximization under a shortfall risk constraint (Q952687) (← links)
- Statistical models: conventional, penalized and hierarchical likelihood (Q975572) (← links)
- Clark-Ocone formula and variational representation for Poisson functionals (Q1019087) (← links)
- Estimation and efficiency with recurrent event data under informative monitoring (Q1044052) (← links)
- Nonparametric model checking for \(k\)-out-of-\(n\) systems (Q1044054) (← links)
- Asymptotics of distributions of martingales (Q1054353) (← links)
- Nonparametric estimation of the integrated intensity of an unobservable transition in a Markov illness-death process (Q1085551) (← links)
- Markov property of point processes (Q1085888) (← links)
- Asymptotic inference for continuous-time Markov chains (Q1092575) (← links)
- Estimating a parametric trend component in a continuous-time jump-type process (Q1103311) (← links)
- Ergodicity and inequalities in a class of point processes (Q1110192) (← links)
- A change of variables formula (Q1141416) (← links)
- Explicit formula of optimal replacement under additive shock processes (Q1145414) (← links)
- Some inverse problems involving conditional expectations (Q1149158) (← links)
- Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
- Workload in queues having priorities assigned according to service time (Q1183677) (← links)
- On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models (Q1203944) (← links)
- On dependent marking and thinning of point processes (Q1208957) (← links)
- Martingale characterization of random processes with independent increments (Q1242600) (← links)
- On point processes in the plane (Q1262613) (← links)
- Characteristics of queueing systems observed at events and the connection between stochastic intensity and Palm probability (Q1262627) (← links)
- Completeness of securities market models -- an operator point of view (Q1305426) (← links)
- Asymptotic inference for Markov step processes: Observation up to a random time (Q1312304) (← links)
- Filtering of derived point processes (Q1316603) (← links)
- The M/G/1 processor-sharing model: Transient behavior (Q1319842) (← links)
