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Content
December 2022, Volume 24, Issue 4
- 3229-3260 An Examination of the Negative Occupancy Distribution and the Coupon-Collector Distribution
by Ben O’Neill
September 2022, Volume 24, Issue 3
- 1297-1321 Difference Equations Approach for Multi-Server Queueing Models with Removable Servers
by James J. Kim & Douglas G. Down & Mohan Chaudhry & Abhijit Datta Banik - 1323-1340 Replacement Policy for Heterogeneous Items Subject to Gamma Degradation Processes
by Ji Hwan Cha & Maxim Finkelstein & Gregory Levitin - 1341-1366 Asymptotics of Running Maxima for φ-Subgaussian Random Double Arrays
by Nour Al Hayek & Illia Donhauzer & Rita Giuliano & Andriy Olenko & Andrei Volodin - 1367-1383 Rare Events in Random Geometric Graphs
by Christian Hirsch & Sarat B. Moka & Thomas Taimre & Dirk P. Kroese - 1385-1409 Optimal Dividend Strategy Under Parisian Ruin with Affine Penalty
by Ran Xu & Wenyuan Wang & Jose Garrido - 1411-1438 Duality Between the Local Score of One Sequence and Constrained Hidden Markov Model
by Sabine Mercier & Grégory Nuel - 1439-1466 Equilibrium Joining Strategies of Positive Customers in a Markovian Queue with Negative Arrivals and Working Vacations
by Gopinath Panda & Veena Goswami - 1467-1483 Stochastic Model of Conditional Non-stationary Time Series of the Wind Chill Index in West Siberia
by Nina Kargapolova & Vasily Ogorodnikov - 1485-1502 Joint Reliability Function of Coherent Systems with Shared Heterogeneous Components
by Somayeh Ashrafi & Majid Asadi & Jorge Navarro - 1503-1518 Asymptotic Analysis of Finite-Source M/GI/1 Retrial Queueing Systems with Collisions and Server Subject to Breakdowns and Repairs
by Anatoly Nazarov & János Sztrik & Anna Kvach & Ádám Tóth - 1519-1551 Efficient and robust estimation for autoregressive regression models using shape mixtures of skewt normal distribution
by Uchenna Chinedu Nduka - 1553-1563 Dynamical Behaviors of a Stochastic Single-Species Model with Allee Effects
by Famei Zheng & Guixin Hu - 1565-1601 Moments for Hawkes Processes with Gamma Decay Kernel Functions
by Lirong Cui & Bei Wu & Juan Yin - 1603-1626 Solving Elliptic Equations with Brownian Motion: Bias Reduction and Temporal Difference Learning
by Cameron Martin & Hongyuan Zhang & Julia Costacurta & Mihai Nica & Adam R Stinchcombe - 1627-1650 On the Time-Dependent Delta-Shock Model Governed by the Generalized PóLya Process
by Dheeraj Goyal & Nil Kamal Hazra & Maxim Finkelstein - 1651-1668 Two Reliability Acceptance Sampling Plans for Items Subject to Wiener Process of Degradation
by Ji Hwan Cha & Sophie Mercier - 1669-1691 A New Robust Class of Skew Elliptical Distributions
by Hok Shing Kwong & Saralees Nadarajah - 1693-1715 A Numerical Approach for Evaluating the Time-Dependent Distribution of a Quasi Birth-Death Process
by Michel Mandjes & Birgit Sollie - 1717-1734 On Dependent Multi-State Semi-Coherent Systems Based on Multi-State Joint Signature
by He Yi & Narayanaswamy Balakrishnan & Lirong Cui - 1735-1751 Modelling with the Novel INAR(1)-PTE Process
by Emrah Altun & Naushad Mamode Khan - 1753-1772 Using Infinite-server Resource Queue with Splitting of Requests for Modeling Two-channel Data Transmission
by Tatyana Bushkova & Svetlana Moiseeva & Alexander Moiseev & János Sztrik & Ekaterina Lisovskaya & Ekaterina Pankratova - 1773-1789 Several Topological Indices of Random Caterpillars
by Panpan Zhang & Xiaojing Wang - 1791-1804 Cornish-Fisher Expansions for Functionals of the Weighted Partial Sum Empirical Distribution
by Christopher S. Withers & Saralees Nadarajah - 1805-1831 First Hitting Time of Brownian Motion on Simple Graph with Skew Semiaxes
by Angelos Dassios & Junyi Zhang - 1833-1848 A Family of Induced Distributions
by Vasileios M. Koutras & Markos V. Koutras & Spiros D. Dafnis - 1849-1875 On the Derivative Counting Processes of First- and Second-order Aggregated Semi-Markov Systems
by He Yi & Lirong Cui & Narayanaswamy Balakrishnan - 1877-1890 Discrete Tempered Stable Distributions
by Michael Grabchak - 1891-1915 Revisiting Best Linear Unbiased Estimation of Location-Scale Parameters Based on Optimally Selected Order Statistics Using Compound Design
by Narayanaswamy Balakrishnan & Ritwik Bhattacharya - 1917-1952 Profit Optimization of Cattle Growth with Variable Prices
by Gonçalo Jacinto & Patrícia A. Filipe & Carlos A. Braumann - 1953-1985 Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses
by Michel Denuit & Christian Y. Robert - 1987-2008 Multivariate Reversed Hazard Rates and Inactivity Times of Systems
by Francesco Buono & Emilio Santis & Maria Longobardi & Fabio Spizzichino - 2009-2028 Exact One- and Two-Sample Likelihood Ratio Tests based on Time-Constrained Life-Tests from Exponential Distributions
by Xiaojun Zhu & Narayanaswamy Balakrishnan & Hon-Yiu So - 2029-2054 Convergence Rates of Attractive-Repulsive MCMC Algorithms
by Yu Hang Jiang & Tong Liu & Zhiya Lou & Jeffrey S. Rosenthal & Shanshan Shangguan & Fei Wang & Zixuan Wu - 2055-2070 Moments Computation for General Markov Fluid Models
by Hédi Nabli - 2071-2092 Asymptotic Behavior of Common Connections in Sparse Random Networks
by Bikramjit Das & Tiandong Wang & Gengling Dai - 2093-2121 Efficient Algorithms for Tail Probabilities of Exchangeable Lognormal Sums
by Kemal Dinçer Dingeç & Wolfgang Hörmann - 2123-2148 Unbiased Simulation of Rare Events in Continuous Time
by James Hodgson & Adam M. Johansen & Murray Pollock - 2149-2167 Estimating the Logarithm of Characteristic Function and Stability Parameter for Symmetric Stable Laws
by Jüri Lember & Annika Krutto - 2169-2194 A Multinomial Approximation Approach for the Finite Time Survival Probability Under the Markov-modulated Risk Model
by Jingchao Li & Bihao Su & Zhenghong Wei & Ciyu Nie - 2195-2211 Stochastic Analysis of Rumor Spreading with Multiple Pull Operations
by Frédérique Robin & Bruno Sericola & Emmanuelle Anceaume & Yves Mocquard - 2213-2236 Ruin Probability for Finite Erlang Mixture Claims Via Recurrence Sequences
by Luis Rincón & David J. Santana - 2237-2260 Variance Bounding of Delayed-Acceptance Kernels
by Chris Sherlock & Anthony Lee - 2261-2261 Correction to: Asymptotic Normality for Inference on Multisample, High-Dimensional Mean Vectors Under Mild Conditions
by Makoto Aoshima & Kazuyoshi Yata - 2263-2263 Correction to: High-Dimensional Quadratic Classifiers in Non-sparse Settings
by Makoto Aoshima & Kazuyoshi Yata
June 2022, Volume 24, Issue 2
- 475-479 Editorial for special issue on advances in Actuarial Science and quantitative finance
by Runhuan Feng & José E. Figueroa-López & Junyi Guo & Claude Lefèvre - 481-513 On the Discounted Penalty Function in a Perturbed Erlang Renewal Risk Model With Dependence
by Franck Adékambi & Essodina Takouda - 515-535 On The Randomized Schmitter Problem
by Hansjörg Albrecher & José Carlos Araujo-Acuna - 537-569 Ruin and Dividend Measures in the Renewal Dual Risk Model
by Renata G. Alcoforado & Agnieszka I. Bergel & Rui M. R. Cardoso & Alfredo D. Egídio dos Reis & Eugenio V. Rodríguez-Martínez - 571-593 Statistical Inference for Partially Observed Markov-Modulated Diffusion Risk Model
by F. Baltazar-Larios & Luz Judith R. Esparza - 595-611 Some Expressions of a Generalized Version of the Expected Time in the Red and the Expected Area in Red
by Julien Callant & Julien Trufin & Pierre Zuyderhoff - 613-634 Bond Prices Under Information Asymmetry and a Short Rate with Instantaneous Feedback
by Prakash Chakraborty & Kiseop Lee - 635-659 Portfolio Selection and Risk Control for an Insurer With Uncertain Time Horizon and Partial Information in an Anticipating Environment
by Fenge Chen & Bing Li & Xingchun Peng - 661-692 Deep Learning for Constrained Utility Maximisation
by Ashley Davey & Harry Zheng - 693-711 Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses
by Michel Denuit & Christian Y. Robert - 713-747 Estimation of Tempered Stable Lévy Models of Infinite Variation
by José E. Figueroa-López & Ruoting Gong & Yuchen Han - 749-788 Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes
by Pavel V. Gapeev - 789-813 Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions
by Pavel V. Gapeev & Peter M. Kort & Maria N. Lavrutich & Jacco J. J. Thijssen - 815-829 Analysis of IBNR Liabilities with Interevent Times Depending on Claim Counts
by Daniel J. Geiger & Akim Adekpedjou - 831-874 A Tail Measure With Variable Risk Tolerance: Application in Dynamic Portfolio Insurance Strategy
by Wentao Hu & Cuixia Chen & Yufeng Shi & Ze Chen - 875-891 General Draw-Down Times for Refracted Spectrally Negative Lévy Processes
by Xuan Huang & Jieming Zhou - 893-916 A Numerical Method for Hedging Bermudan Options under Model Uncertainty
by Junichi Imai - 917-938 Dynamic Bivariate Mortality Modelling
by Ying Jiao & Yahia Salhi & Shihua Wang - 939-961 On the Risk of Ruin in a SIS Type Epidemic
by Claude Lefèvre & Matthieu Simon - 963-990 Valuation of Annuity Guarantees Under a Self-Exciting Switching Jump Model
by Charles Guy Njike Leunga & Donatien Hainaut - 991-1019 Inference for the Lee-Carter Model With An AR(2) Process
by Deyuan Li & Chen Ling & Qing Liu & Liang Peng - 1021-1049 Portfolio Optimization With a Guaranteed Minimum Maturity Benefit and Risk-Adjusted Fees
by Anne MacKay & Adriana Ocejo - 1051-1059 Bounds on Multivariate Kendall’s Tau and Spearman’s Rho for Zero-Inflated Continuous Variables and their Application to Insurance
by Mhamed Mesfioui & Julien Trufin - 1061-1091 On a Markovian Game Model for Competitive Insurance Pricing
by Claire Mouminoux & Christophe Dutang & Stéphane Loisel & Hansjoerg Albrecher - 1093-1118 Bivariate Sarmanov Phase-Type Distributions for Joint Lifetimes Modeling
by Khouzeima Moutanabbir & Hassan Abdelrahman - 1119-1141 Manage Pension Deficit with Heterogeneous Insurance
by De-Lei Sheng & Linfeng Shi & Danping Li & Yanping Zhao - 1143-1168 On Accelerating Monte Carlo Integration Using Orthogonal Projections
by Huei-Wen Teng & Ming-Hsuan Kang - 1169-1191 Optimal Mean-Variance Investment-Reinsurance Strategy for a Dependent Risk Model with Ornstein-Uhlenbeck Process
by Yingxu Tian & Zhongyang Sun & Junyi Guo - 1193-1219 Fraction-Degree Reference Dependent Stochastic Dominance
by Jianping Yang & Chaoqun Zhao & Weiru Chen & Diwei Zhou & Shuguang Han - 1221-1236 Second Order Asymptotics for Infinite-Time Ruin Probability in a Compound Renewal Risk Model
by Yang Yang & Xinzhi Wang & Shaoying Chen - 1237-1251 Hitting Time Problems of Sticky Brownian Motion and Their Applications in Optimal Stopping and Bond Pricing
by Haoyan Zhang & Yingxu Tian - 1253-1270 Optimal DC Pension Management Under Inflation Risk With Jump Diffusion Price Index and Cost of Living Process
by Xiaoyi Zhang - 1271-1296 Robust Optimal Investment Problem with Delay under Heston’s Model
by Ying Zhao & Hui Mi & Lixia Xu
March 2022, Volume 24, Issue 1
- 1-37 An Evolutionary Model that Satisfies Detailed Balance
by Jüri Lember & Chris Watkins - 39-64 Variance Swaps Under Multiscale Stochastic Volatility of Volatility
by Min-Ku Lee & See-Woo Kim & Jeong-Hoon Kim - 65-93 Batch Size Selection for Variance Estimators in MCMC
by Ying Liu & Dootika Vats & James M. Flegal - 95-142 Performance Analysis of Multi-processor Two-Stage Tandem Call Center Retrial Queues with Non-Reliable Processors
by B. Krishna Kumar & R. Sankar & R. Navaneetha Krishnan & R. Rukmani - 143-178 Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications
by Achref Bachouch & Côme Huré & Nicolas Langrené & Huyên Pham - 179-194 Matrix Variate Two-Sided Power Distribution
by Shokofeh Zinodiny & Saralees Nadarajah - 195-212 An Algorithm for Asymptotic Mean and Variance for Markov Renewal Process of M/G/1 Type with Finite Level
by Yang Woo Shin - 213-231 Assessment of Shock Models for a Particular Class of Intershock Time Distributions
by Coskun Kus & Altan Tuncel & Serkan Eryilmaz - 233-258 Omega Model for a Jump-Diffusion Process with a Two-Step Premium Rate and a Threshold Dividend Strategy
by Zhongqin Gao & Jingmin He & Zhifeng Zhao & Bingbing Wang - 259-275 Profile of Random Exponential Recursive Trees
by Hosam Mahmoud - 277-287 The Eigen-Distribution for Multi-Branching Weighted Trees on Independent Distributions
by Weiguang Peng & NingNing Peng & Kazuyuki Tanaka - 289-308 Stochastic Fluid Models with Positive Jumps at Level Zero
by Hédi Nabli - 309-319 Competing Risks Modeling by Extended Phase-Type Semi-Markov Distributions
by Brenda Garcia-Maya & Nikolaos Limnios & Bo Henry Lindqvist - 321-343 Integer-valued Bilinear Model with Dependent Counting Series
by Sakineh Ramezani & Mehrnaz Mohammadpour - 345-359 On Cumulative Entropies in Terms of Moments of Order Statistics
by Narayanaswamy Balakrishnan & Francesco Buono & Maria Longobardi - 361-384 Robust Stochastic Stackelberg Differential Reinsurance and Investment Games for an Insurer and a Reinsurer with Delay
by Lu Yang & Chengke Zhang & Huainian Zhu - 385-412 A Fourier Transform Method for Solving Backward Stochastic Differential Equations
by Yingming Ge & Lingfei Li & Gongqiu Zhang - 413-430 Nonlinear Unbalanced Urn Models via Stochastic Approximation
by Soumaya Idriss - 431-447 Investigating Several Fundamental Properties of Random Lobster Trees and Random Spider Trees
by Yuxin Ren & Panpan Zhang & Dipak K. Dey - 449-470 Uniform Preferential Selection Model for Generating Scale-free Networks
by Raheel Anwar & Muhammad Irfan Yousuf & Muhammad Abid - 471-472 Correction to: Articles in MCAP 23:1 March 2021 Issue to Be Classified as Original Articles
by Joseph Glaz - 473-473 Correction to: Editorial of the Special Issue of MCAP: S4G Stochastic Geometry, Stereology and Spatial Statistics
by Joseph Glaz
December 2021, Volume 23, Issue 4
- 1173-1201 Sampling from Non-smooth Distributions Through Langevin Diffusion
by Tung Duy Luu & Jalal Fadili & Christophe Chesneau - 1203-1235 Coupon Subset Collection Problem with Quotas
by Shigeo Shioda - 1237-1255 Efficient Simulation of Ruin Probabilities When Claims are Mixtures of Heavy and Light Tails
by Hansjörg Albrecher & Martin Bladt & Eleni Vatamidou - 1257-1283 Transient and First Passage Time Distributions of First- and Second-order Multi-regime Markov Fluid Queues via ME-fication
by Nail Akar & Omer Gursoy & Gabor Horvath & Miklos Telek - 1285-1307 On Complete Consistency for the Estimator of Nonparametric Regression Model Based on Asymptotically Almost Negatively Associated Errors
by Aiting Shen & Siyao Zhang - 1309-1321 Comparisons of Multi-State Systems with Binary Components of Different Sizes
by He Yi & Narayanaswamy Balakrishnan & Lirong Cui - 1323-1351 On the Convergence Complexity of Gibbs Samplers for a Family of Simple Bayesian Random Effects Models
by Bryant Davis & James P. Hobert - 1353-1375 Asymptotic Behavior of Eigenvalues of Variance-Covariance Matrix of a High-Dimensional Heavy-Tailed Lévy Process
by Asma Teimouri & Mahbanoo Tata & Mohsen Rezapour & Rafal Kulik & Narayanaswamy Balakrishnan - 1377-1407 A New Class of Multivariate Elliptically Contoured Distributions with Inconsistency Property
by Yeshunying Wang & Chuancun Yin - 1409-1417 Sequential Maximum Likelihood Estimation for the Squared Radial Ornstein-Uhlenbeck Process
by Huantian Xie & Nenghui Kuang - 1419-1431 Using Semi-Markov Chains to Solve Semi-Markov Processes
by Bei Wu & Brenda Ivette Garcia Maya & Nikolaos Limnios - 1433-1434 Correction to: Using Semi-Markov Chains to Solve Semi-Markov Processes
by Bei Wu & Brenda Ivette Garcia Maya & Nikolaos Limnios - 1435-1459 Analysis of a Stochastic Competitive Model with Saturation Effect and Distributed Delay
by Wenxu Ning & Zhijun Liu & Lianwen Wang & Ronghua Tan - 1461-1488 Queue-Length, Waiting-Time and Service Batch Size Analysis for the Discrete-Time GI/D-MSP (a,b) / 1 / ∞ $^{\text {(a,b)}}/1/\infty $ Queueing System
by S. K. Samanta & R. Nandi - 1489-1505 Exact Results and Bounds for the Joint Tail and Moments of the Recurrence Times in a Renewal Process
by Sotirios Losidis & Konstadinos Politis & Georgios Psarrakos - 1507-1517 An Unusual Application of Cramér-Rao Inequality to Prove the Attainable Lower Bound for a Ratio of Complicated Gamma Functions
by Nitis Mukhopadhyay & Srawan Kumar Bishnoi - 1519-1536 On the Rates of Asymptotic Normality for Bernstein Polynomial Estimators in a Triangular Array
by Dawei Lu & Lina Wang - 1537-1549 Small-t Expansion for the Hartman-Watson Distribution
by Dan Pirjol - 1551-1579 Analysis of a Queueing Model with Batch Markovian Arrival Process and General Distribution for Group Clearance
by Srinivas R. Chakravarthy & Shruti & Alexander Rumyantsev
September 2021, Volume 23, Issue 3
- 695-709 End-to-End Drug Supply Management in Multicenter Trials
by Michael Lefew & Anh Ninh & Vladimir Anisimov - 711-733 False Discovery Variance Reduction in Large Scale Simultaneous Hypothesis Tests
by Sairam Rayaprolu & Zhiyi Chi - 735-752 On the Transition Density and First Hitting Time Distributions of the Doubly Skewed CIR Process
by Guangli Xu & Xingchun Wang - 753-766 Approximation of the Equilibrium Distribution via Extreme Value Theory: an Application to Insurance Risk
by Ehyter Matías Martín-González & Ekaterina Todorova Kolkovska & Antonio Murillo-Salas - 767-799 Asymptotic Theory for a Stochastic Unit Root Model with Intercept and Under Mis-Specification of Intercept
by Lingjie Du & Tianxiao Pang - 801-821 Fluid Flow Model for Energy-Aware Server Performance Evaluation
by Eleonora Deiana & Guy Latouche & Marie-Ange Remiche - 823-835 Improving Hall’s Accelerated Sequential Procedure: Generalized Multistage Fixed-Width Confidence Intervals for a Normal Mean
by Jun Hu - 837-858 Some Results on the Telegraph Process Confined by Two Non-Standard Boundaries
by Antonio Crescenzo & Barbara Martinucci & Paola Paraggio & Shelemyahu Zacks - 859-872 The Periodic Solutions to a Stochastic Two-Prey One-Predator Population Model with Impulsive Perturbations in a Polluted Environment
by Yuxiao Zhao & Linshan Wang & Yangfan Wang - 873-892 Approximations for the Boundary Crossing Probabilities of Moving Sums of Random Variables
by Jack Noonan & Anatoly Zhigljavsky - 893-923 Optimal Investment and Reinsurance Under the Gamma Process
by Bohan Li & Junyi Guo - 925-946 Ornstein-Uhlenbeck Processes of Bounded Variation
by Nikita Ratanov - 947-969 q-Random Walks on Zd, d = 1, 2, 3
by Thomas Kamalakis & Malvina Vamvakari - 971-999 Orderings of the Smallest Claim Amounts from Exponentiated Location-Scale Models
by Sangita Das & Suchandan Kayal & N. Balakrishnan - 1001-1021 Generalized Evolutionary Point Processes: Model Specifications and Model Comparison
by Philip A. White & Alan E. Gelfand - 1023-1056 Upper and Lower Bounds for the Synchronizer Performance in Systems with Probabilistic Message Loss
by Martin Zeiner & Ulrich Schmid - 1057-1076 Delayed Capital Injections for a Risk Process with Markovian Arrivals
by A. S. Dibu & M. J. Jacob & Apostolos D. Papaioannou & Lewis Ramsden - 1077-1096 Asymptotic Results for the Absorption Time of Telegraph Processes with Elastic Boundary at the Origin
by Claudio Macci & Barbara Martinucci & Enrica Pirozzi - 1097-1128 Privacy Considerations in Participatory Data Collection via Spatial Stackelberg Incentive Mechanisms
by Jing Yang Koh & Gareth W. Peters & Ido Nevat & Derek Leong - 1129-1153 On Homogeneous Multivariate Distributions in Random Occupancy Models and Their Applications
by Kiyoshi Inoue - 1155-1172 Linear Quadratic Gaussian Homing for Markov Processes with Regime Switching and Applications to Controlled Population Growth/Decay
by Moussa Kounta & Nathan J. Dawson
June 2021, Volume 23, Issue 2
- 459-460 Editorial of the Special Issue of MCAP: S4G Stochastic Geometry, Stereology and Spatial Statistics
by Viktor Beneš & Jiří Dvořák - 461-470 Uniform Strong Law of Large Numbers
by V. Yu. Bogdanskii & O. I. Klesov & I. Molchanov - 471-490 Assessing Similarity of Random sets via Skeletons
by Johan Debayle & Vesna Gotovac Ðogaš & Kateřina Helisová & Jakub Staněk & Markéta Zikmundová - 491-502 Computation of Coverage Probabilities in a Spherical Germ-Grain Model
by Ian Flint & Nicolas Privault - 503-526 Testing Equality of Distributions of Random Convex Compact Sets via Theory of 𝕹 $\mathfrak {N}$ -Distances
by Vesna Gotovac Dogaš & Kateřina Helisová - 527-547 Stochastic Reconstruction for Inhomogeneous Point Patterns
by Kateřina Koňasová & Jiří Dvořák - 549-567 Bayesian Inference of a Parametric Random Spheroid from its Orthogonal Projections
by Mathieu Langlard & Fabrice Lamadie & Sophie Charton & Johan Debayle - 569-591 Structured Space-Sphere Point Processes and K-Functions
by Jesper Møller & Heidi S. Christensen & Francisco Cuevas-Pacheco & Andreas D. Christoffersen - 593-612 A Nonparametric Graphical Tests of Significance in Functional GLM
by Tomáš Mrkvička & Tomáš Roskovec & Michael Rost - 613-627 On Variability and Interdependence of Local Porosity and Local Tortuosity in Porous Materials: a Case Study for Sack Paper
by Matthias Neumann & Eduardo Machado Charry & Karin Zojer & Volker Schmidt - 629-646 Extrinsic Regression and Anti-Regression on Projective Shape Manifolds
by Vic Patrangenaru & Yifang Deng - 647-667 Point Processes on Directed Linear Networks
by Jakob G. Rasmussen & Heidi S. Christensen - 669-693 Exploration of Gibbs-Laguerre Tessellations for Three-Dimensional Stochastic Modeling
by F. Seitl & L. Petrich & J. Staněk & C. E. Krill & V. Schmidt & V. Beneš
March 2021, Volume 23, Issue 1
- 1-3 Editorial
by M. V. Koutras & L. Márkus - 5-27 Truncated Family of Distributions with Applications to Time and Cost to Start a Business
by Ayman Alzaatreh & Mohammad A. Aljarrah & Michael Smithson & Saman Hanif Shahbaz & Muhammad Qaiser Shahbaz & Felix Famoye & Carl Lee - 29-52 Sufficient Conditions for some Transform Orders Based on the Quantile Density Ratio
by Antonio Arriaza & Félix Belzunce & Carolina Martínez-Riquelme - 53-84 Fractional Ornstein-Uhlenbeck Process with Stochastic Forcing, and its Applications
by Giacomo Ascione & Yuliya Mishura & Enrica Pirozzi - 85-102 Structure of the Particle Population for a Branching Random Walk with a Critical Reproduction Law
by Daria Balashova & Stanislav Molchanov & Elena Yarovaya - 103-121 Discrete-Time Model of Company Capital Dynamics with Investment of a Certain Part of Surplus in a Non-Risky Asset for a Fixed Period
by Ekaterina Bulinskaya & Boris Shigida - 123-142 Statistical Estimation of Mutual Information for Mixed Model
by Alexander Bulinski & Alexey Kozhevin - 143-163 Hierarchical Archimedean Dependence in Common Shock Models
by Umberto Cherubini & Sabrina Mulinacci - 165-185 Generalizations of Runs and Patterns Distributions for Sequences of Binary Trials
by Spiros D. Dafnis & Frosso S. Makri & Markos V. Koutras - 187-205 Stochastic Precedence and Minima Among Dependent Variables
by Emilio De Santis & Yaakov Malinovsky & Fabio Spizzichino - 207-218 Stability and Instability of Steady States for a Branching Random Walk
by Yaqin Feng & Stanislav Molchanov & Elena Yarovaya - 219-239 Measuring Discrepancies Between Poisson and Exponential Hawkes Processes
by Rachele Foschi - 241-255 Gamma Process-Based Models for Disease Progression
by Ayman Hijazy & András Zempléni - 257-271 Numerical Stochastic Model of Non-stationary Time Series of the Wind Chill Index
by Nina Kargapolova - 273-289 A New and Pragmatic Approach to the GIX/Geo/c/N Queues Using Roots
by J. J. Kim & M. L. Chaudhry & V. Goswami & A. D. Banik - 291-315 Asymptotic Distributions of Empirical Interaction Information
by Mariusz Kubkowski & Jan Mielniczuk - 317-339 Schur-Constant and Related Dependence Models, with Application to Ruin Probabilities
by Claude Lefèvre & Matthieu Simon - 341-354 Modelling Joint Behaviour of Asset Prices Using Stochastic Correlation
by László Márkus & Ashish Kumar - 355-367 On Rereading Stein’s Lemma: Its Intrinsic Connection with Cramér-Rao Identity and Some New Identities
by Nitis Mukhopadhyay - 369-397 Perturbed Markov Chains with Damping Component
by Dmitrii Silvestrov & Sergei Silvestrov & Benard Abola & Pitos Seleka Biganda & Christopher Engström & John Magero Mango & Godwin Kakuba - 399-428 Modelling of Limit Order Books by General Compound Hawkes Processes with Implementations
by Anatoliy Swishchuk - 429-458 Scan Statistics for Normal Data with Outliers
by Qianzhu Wu & Joseph Glaz
December 2020, Volume 22, Issue 4
- 1415-1416 Editorial
by Markos V. Koutras & Christos H. Skiadas - 1417-1438 Asymptotic Analysis of Queueing Models Based on Synchronization Method
by L. G. Afanasyeva - 1439-1455 Stability Analysis of a Multi-server Model with Simultaneous Service and a Regenerative Input Flow
by Larisa Afanaseva & Elena Bashtova & Svetlana Grishunina - 1457-1479 Dynamic Non-parametric Monitoring of Air-Pollution
by Sotiris Bersimis & Kostas Triantafyllopoulos - 1481-1491 Using Scan Statistics for Cluster Detection: Recognizing Real Bandwagons
by Jie Chen & Thomas Ferguson & Paul Jorgensen - 1493-1506 Finite-Horizon Ruin Probabilities in a Risk-Switching Sparre Andersen Model
by Lesław Gajek & Marcin Rudź - 1507-1528 Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model
by Lesław Gajek & Marcin Rudź - 1529-1538 Limit Theorems for Queueing Systems with Various Service Disciplines in Heavy-Traffic Conditions
by S. A. Grishunina - 1539-1558 Exact Distribution of Random Order Statistics and Applications in Risk Management
by Vasileios M. Koutras & Markos V. Koutras - 1559-1582 A Stochastic Single Vehicle Routing Problem with a Predefined Sequence of Customers and Collection of Two Similar Materials
by Epaminondas G. Kyriakidis & Theodosis D. Dimitrakos & Constantinos C. Karamatsoukis - 1583-1590 Diffusion Approximation of Branching Processes in Semi-Markov Environment
by Nikolaos Limnios & Elena Yarovaya - 1591-1600 Moments of the Forward Recurrence Time in a Renewal Process
by Sotirios Losidis & Konstadinos Politis - 1601-1611 The First Exit Time Stochastic Theory Applied to Estimate the Life-Time of a Complicated System
by Christos H. Skiadas & Charilaos Skiadas - 1613-1630 Stochastic Modelling of Big Data in Finance
by Anatoliy Swishchuk - 1631-1658 Laws of Large Numbers for Non-Homogeneous Markov Systems
by P.-C. G. Vassiliou
September 2020, Volume 22, Issue 3
- 853-879 Wavelet-Based Priors Accelerate Maximum-a-Posteriori Optimization in Bayesian Inverse Problems
by Philipp Wacker & Peter Knabner - 881-904 Error Bounds for Cumulative Distribution Functions of Convolutions via the Discrete Fourier Transform
by Richard L. Warr & Cason J. Wight - 905-925 State-Discretization of V-Geometrically Ergodic Markov Chains and Convergence to the Stationary Distribution
by Loic Hervé & James Ledoux - 927-948 Asymptotics and Approximations of Ruin Probabilities for Multivariate Risk Processes in a Markovian Environment
by G. A. Delsing & M. R. H. Mandjes & P. J. C. Spreij & E. M. M. Winands - 949-968 The Role of Information in System Stability with Partially Observable Servers
by Azam Asanjarani & Yoni Nazarathy - 969-993 On the Distribution of the Number of Success Runs in a Continuous Time Markov Chain
by Boutsikas V. Michael & Vaggelatou Eutichia - 995-1008 Infill Asymptotics and Bandwidth Selection for Kernel Estimators of Spatial Intensity Functions
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