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December 2017, Volume 19, Issue 4
- 1107-1121 Estimation of Parameters for the Multi-peaked AEF Current Functions
by Karl Lundengård & Milica Rančić & Vesna Javor & Sergei Silvestrov - 1123-1134 Estimating the Positive and Negative Jumps of Asset Returns Via Kalman Filtering. The Case of Nasdaq Index
by Ourania Theodosiadou & George Tsaklidis - 1135-1149 Controlling Bivariate Categorical Processes using Scan Rules
by Sotirios Bersimis & Athanasios Sachlas & Philippe Castagliola - 1151-1167 Positive Discrete Spectrum of the Evolutionary Operator of Supercritical Branching Walks with Heavy Tails
by E. Yarovaya - 1169-1190 Performance Monitoring and Competence Assessment in Health Services
by Sotirios Bersimis & Athanasios Sachlas & Ross Sparks - 1191-1209 Reward Algorithms for Semi-Markov Processes
by Dmitrii Silvestrov & Raimondo Manca - 1211-1225 Estimation of Lévy Processes via Stochastic Programming and Kalman Filtering
by Mark Anthony Caruana - 1227-1239 Interpretation of the Evolution of the Homogeneous Markov System (or, equivalently, of the Embedded Markov Chain) as the Deformation of a Viscoelastic Medium. The 3-D Case
by K. Loumponias & G. Tsaklidis - 1241-1250 On the Existence and Uniqueness of Solution of MRE and Applications
by Yunhui Hou & Nikolaos Limnios & Walter Schön
September 2017, Volume 19, Issue 3
- 685-714 Performance Analysis of the GI/M/1 Queue with Single Working Vacation and Vacations
by Qingqing Ye & Liwei Liu - 715-725 Well-Posedness and Asymptotic Behaviors for a Predator-Prey System with Lévy Noise
by Sheng Wang & Linshan Wang & Tengda Wei - 727-749 Biased Online Parameter Inference for State-Space Models
by Pierre Del Moral & Ajay Jasra & Yan Zhou - 751-773 An Integration by Parts Type Formula for Stopping Times and its Application
by Tomonori Nakatsu - 775-798 Approximation of the Ultimate Ruin Probability in the Classical Risk Model Using Erlang Mixtures
by David J. Santana & Juan González-Hernández & Luis Rincón - 799-818 An Algorithm for Approximating the Second Moment of the Normalizing Constant Estimate from a Particle Filter
by Svetoslav Kostov & Nick Whiteley - 819-841 Perturbation Analysis of the GI/M/s Queue
by Badredine Issaadi & Karim Abbas & Djamil Aïssani - 843-864 Large Deviations Approximations to Distributions of the Total Distance of Compound Random Walks with von Mises Directions
by Riccardo Gatto - 865-889 Regularizing Portfolio Risk Analysis: A Bayesian Approach
by Sourish Das & Aritra Halder & Dipak K. Dey - 891-912 Credit Risk in an Economy with New Firms Arrivals
by Silvia Centanni & Immacolata Oliva & Paola Tardelli - 913-933 The Log-Linear Birnbaum-Saunders Power Model
by Guillermo Martínez-Flórez & Heleno Bolfarine & Héctor W. Gómez - 935-955 Clustering Nonlinear, Nonstationary Time Series Using BSLEX
by Jane L. Harvill & Priya Kohli & Nalini Ravishanker - 957-971 Efficient Computation of First Passage Times in Kou’s Jump-diffusion Model
by Abdel Belkaid & Frederic Utzet - 973-983 Bayesian Approach to Hurst Exponent Estimation
by Martin Dlask & Jaromir Kukal & Oldrich Vysata - 985-996 On the Joint Distribution of First-passage Time and First-passage Area of Drifted Brownian Motion
by Mario Abundo & Danilo Del Vescovo - 997-1007 On Eigenvalues of the Transition Matrix of Some Count-Data Markov Chains
by Christian H. Weiß
June 2017, Volume 19, Issue 2
- 357-376 On the Comparison of Relative Spacings with Applications
by Félix Belzunce & Carolina Martínez-Riquelme & José M. Ruiz & Miguel A. Sordo - 377-393 Compound Geometric Distribution of Order k
by Markos V. Koutras & Serkan Eryilmaz - 395-427 Impact of Dependence on Some Multivariate Risk Indicators
by Véronique Maume-Deschamps & Didier Rullière & Khalil Said - 429-443 A Double Application of the Benjamini-Hochberg Procedure for Testing Batched Hypotheses
by Qingyun Cai & Hock Peng Chan - 445-485 Computing the Expected Markov Reward Rates with Stationarity Detection and Relative Error Control
by Víctor Suñé - 487-518 Optimal Exercise Strategies for Operational Risk Insurance via Multiple Stopping Times
by Rodrigo S. Targino & Gareth W. Peters & Georgy Sofronov & Pavel V. Shevchenko - 519-538 Modified Unit Root Tests with Nuisance Parameter Free Asymptotic Distributions
by Gaowen Wang - 539-556 Unit Root Testing in Presence of a Double Threshold Process
by Francesco Giordano & Marcella Niglio & Cosimo Damiano Vitale - 557-571 The Distribution of a Sum of Independent Binomial Random Variables
by Ken Butler & Michael A. Stephens - 573-587 Prediction of Components in Random Sums
by Muneya Matsui - 589-602 Walk On Spheres Algorithm for Helmholtz and Yukawa Equations via Duffin Correspondence
by Xuxin Yang & Antti Rasila & Tommi Sottinen - 603-613 Generalized Gambler’s Ruin Problem: Explicit Formulas via Siegmund Duality
by Paweł Lorek - 615-629 MLE, Information, Ancillary Complement, and Conditional Inference with Illustrations
by Nitis Mukhopadhyay & Yan Zhuang - 631-645 Optimal Linear Bernoulli Factories for Small Mean Problems
by Mark Huber - 647-664 Log-Convexity of Counting Processes Evaluated at a Random end of Observation Time with Applications to Queueing Models
by F. G. Badía & C. Sangüesa - 665-683 On Burr XII Distribution Analysis Under Progressive Type-II Hybrid Censored Data
by M. Noori Asl & R. Arabi Belaghi & H. Bevrani
March 2017, Volume 19, Issue 1
- 1-29 A Convolution Method for Numerical Solution of Backward Stochastic Differential Equations
by Cody B. Hyndman & Polynice Oyono Ngou - 31-73 Stochastic Enumeration Method for Counting Trees
by Radislav Vaisman & Dirk P. Kroese - 75-95 Exit Times, Overshoot and Undershoot for a Surplus Process in the Presence of an Upper Barrier
by Michael V. Boutsikas & Konstadinos Politis - 97-119 Series Representations for Multivariate Time-Changed Lévy Models
by Vladimir Panov - 121-149 Iterated Stochastic Processes: Simulation and Relationship with High Order Partial Differential Equations
by Michèle Thieullen & Alexis Vigot - 151-174 Polynomial Approximations for Bivariate Aggregate Claims Amount Probability Distributions
by Pierre-Olivier Goffard & Stéphane Loisel & Denys Pommeret - 175-211 Sample Path Generation of Lévy-Driven Continuous-Time Autoregressive Moving Average Processes
by Reiichiro Kawai - 213-235 Approximate Simulation Techniques and Distribution of an Extended Gamma Process
by Zeina Al Masry & Sophie Mercier & Ghislain Verdier - 237-253 First Passage Time for Brownian Motion and Piecewise Linear Boundaries
by Zhiyong Jin & Liqun Wang - 255-284 Waiting Time Distributions in the Preemptive Accumulating Priority Queue
by Val Andrei Fajardo & Steve Drekic - 285-309 Approximations for Time-Dependent Distributions in Markovian Fluid Models
by Sarah Dendievel & Guy Latouche - 311-330 Capital Allocation for Sarmanov’s Class of Distributions
by Raluca Vernic - 331-348 Bivariate Binomial Moments and Bonferroni-Type Inequalities
by Qin Ding & Eugene Seneta - 349-355 On the Moments of the Absorption Time of Kingman’s Coalescent
by Tibor K. Pogány & Saralees Nadarajah
December 2016, Volume 18, Issue 4
- 935-936 Editorial
by S. Eryilmaz & Markos V. Koutras - 937-966 Piecewise Linear Approximations for Cure Rate Models and Associated Inferential Issues
by N. Balakrishnan & M. V. Koutras & F. S. Milienos & S. Pal - 967-977 Multiple Window Scan Statistics for Two Dimensional Poisson Processes
by Jie Chen & Joseph Glaz - 979-997 Merging Exchangeable Occupancy Distributions: The Family 𝓜 ( a ) $\mathcal {M}^{(a)}$ and its Connection with the Maximum Entropy Principle
by Francesca Collet & Fabrizio Leisen & Fabio Spizzichino - 999-1019 Some New Concepts and Their Computational Formulae in Aggregated Stochastic Processes with Classifications Based on Sojourn Times
by Lirong Cui & Quan Zhang & Dejing Kong - 1021-1034 Some Sufficient Conditions for Stochastic Comparisons Between Hitting Times for Skip-free Markov Chains
by Emilio De Santis & Fabio Spizzichino - 1035-1042 Decomposing Hitting Times of Walks on Graphs into Simpler Ones
by Miguel Río & José Luis Palacios - 1043-1064 A Pseudo-Pareto Distribution and Concomitants of Its Order Statistics
by Omer L. Gebizlioglu & Serap Yörübulut - 1065-1079 Power Laws Variance Scaling of Boolean Random Varieties
by Dominique Jeulin - 1081-1095 Stochastic Comparisons Between Lifetimes of Reliability Systems with Exchangeable Components
by Markos V. Koutras & Ioannis S. Triantafyllou & Serkan Eryilmaz - 1097-1115 Asymptotic Multivariate Dominance: A Financial Application
by Sergio Ortobelli Lozza & Tommaso Lando & Filomena Petronio & Tomáš Tichý - 1117-1127 Stirling’s Formula for Gamma Functions, Bounds for Ratios of Gamma Functions, Beta Functions and Percentiles of a Studentized Sample Mean: A Synthesis with New Results
by Nitis Mukhopadhyay & Mun S. Son - 1129-1151 A Stochastic Model for Multi-Hierarchical Networks
by David Neuhäuser & Christian Hirsch & Catherine Gloaguen & Volker Schmidt - 1153-1195 An Analytic Expression for the Distribution of the Generalized Shiryaev–Roberts Diffusion
by Aleksey S. Polunchenko & Grigory Sokolov - 1197-1215 An Operator Property of the Distribution of a Nonhomogeneous Poisson Process with Applications
by Georgios Psarrakos - 1217-1239 Interaction Processes for Unions of Facets, the Asymptotic Behaviour with Increasing Intensity
by Jakub Večeřa & Viktor Beneš
September 2016, Volume 18, Issue 3
- 597-627 On the Accuracy of the MAP Inference in HMMs
by Kristi Kuljus & Jüri Lember - 629-651 Parameter Estimation of Discrete Multivariate Phase-Type Distributions
by Qi-Ming He & Jiandong Ren - 653-674 Vector-Valued Tail Value-at-Risk and Capital Allocation
by Hélène Cossette & Mélina Mailhot & Étienne Marceau & Mhamed Mesfioui - 675-689 Ruin Probability in a Correlated Aggregate Claims Model with Common Poisson Shocks: Application to Reinsurance
by Xiang Hu & Lianzeng Zhang - 691-715 Stochastic Integral Representations of the Extrema of Time-homogeneous Diffusion Processes
by Runhuan Feng - 717-745 Scan Statistic Tail Probability Assessment Based on Process Covariance and Window Size
by Anat Reiner-Benaim - 747-764 Number of Jumps in Two-Sided First-Exit Problems for a Compound Poisson Process
by Shuanming Li & Yi Lu & Can Jin - 765-783 A Copula-Based Method to Build Diffusion Models with Prescribed Marginal and Serial Dependence
by Enrico Bibbona & Laura Sacerdote & Emiliano Torre - 785-804 Exact Confidence Intervals of the Extended Orey Index for Gaussian Processes
by Kęstutis Kubilius & Dmitrij Melichov - 805-827 Background Risk Models and Stepwise Portfolio Construction
by Alexandru V. Asimit & Raluca Vernic & Ricardas Zitikis - 829-845 Option Pricing Under Jump-Diffusion Processes with Regime Switching
by Nikita Ratanov - 847-867 Explicit Density Approximations for Local Volatility Models Using Heat Kernel Expansions
by Stephen Taylor & Scott Glasgow & James Taylor & Jan Vecer - 869-884 Optimal Scaling for the Pseudo-Marginal Random Walk Metropolis: Insensitivity to the Noise Generating Mechanism
by Chris Sherlock - 885-900 Estimation for Discrete-time Semi-Markov Reward Processes: Analysis and Inference
by K. Khorshidian & F. Negahdari & H. A. Mardnifard - 901-910 Stochastic Asymptotic Stability of Nowak-May Model with Variable Diffusion Rates
by M. Pitchaimani & R. Rajaji - 911-920 Expansions for Log Densities of Multivariate Estimates
by Christopher S. Withers & Saralees Nadarajah - 921-933 Dependence Assessment Based on Generalized Relative Complexity: Application to Sampling Network Design
by F. J. Alonso & M. C. Bueso & J. M. Angulo
June 2016, Volume 18, Issue 2
- 275-306 The Markov Additive Risk Process Under an Erlangized Dividend Barrier Strategy
by Zhimin Zhang & Eric C. K. Cheung - 307-334 Numerically Stable Methods for the Computation of Exit Rates in Markov Chains
by Juan A. Carrasco - 335-358 Twisting the Alive Particle Filter
by Adam Persin & Ajay Jasr - 359-375 Characterization and Enumeration of Certain Classes of Tenable Pólya Urns Grown by Drawing Multisets of Balls
by Scott R. Konzem & Hosam M. Mahmoud - 377-400 A Random Shock Model with Mixed Effect, Including Competing Soft and Sudden Failures, and Dependence
by Sophie Mercier & Hai Ha Pham - 401-418 Bivariate Issues in Leader Election Algorithms with Marshall-Olkin Limit Distribution
by Cheng Zhang & Hosam Mahmoud - 419-440 Analysis of B M A P/M S P/1 Queue
by S. K. Samanta & M. L. Chaudhry & A. Pacheco - 441-458 On the Laplace Transform of the Lognormal Distribution
by Søren Asmussen & Jens Ledet Jensen & Leonardo Rojas-Nandayapa - 459-486 A Reduced-Form Model for Correlated Defaults with Regime-Switching Shot Noise Intensities
by Yinghui Dong & Kam C. Yuen & Guojing Wang & Chongfeng Wu - 487-498 Birth and Death Chains on Finite Trees: Computing their Stationary Distribution and Hitting Times
by José Luis Palacios & Daniel Quiroz - 499-515 Analysis and Approximation of a Stochastic Growth Model with Extinction
by Fabien Campillo & Marc Joannides & Irène Larramendy-Valverde - 517-528 Waiting Time Distribution for the Emergence of Superpatterns
by Anant P. Godbole & Martha Liendo - 529-545 Preservation of Stochastic Orders under the Formation of Generalized Distorted Distributions. Applications to Coherent Systems
by Jorge Navarro & Yolanda Águila & Miguel A. Sordo & Alfonso Suárez-Llorens - 547-561 Earthquake Forecasting Based on Multi-State System Methodology
by A. Karagrigoriou & A. Makrides & T. Tsapanos & G. Vougiouka - 563-573 Scan Statistics for Detecting a Local Change in Variance for Normal Data with Known Variance
by Bo Zhao & Joseph Glaz - 575-596 On a Transform Method for the Efficient Computation of Conditional V@R (and V@R) with Application to Loss Models with Jumps and Stochastic Volatility
by Alessandro Ramponi
March 2016, Volume 18, Issue 1
- 1-19 Adaptive Rejection Metropolis Simulated Annealing for Detecting Global Maximum Regions
by Huaiye Zhang & Inyoung Kim - 21-35 ϕ-Divergence Based Procedure for Parametric Change-Point Problems
by A. Batsidis & N. Martín & L. Pardo & K. Zografos - 37-57 A Law of the Iterated Logarithm for the Sojourn Time Process in Queues in Series
by Saulius Minkevičius & Vladimiras Dolgopolovas & Leonidas L. Sakalauskas - 59-79 Second-Order Characteristics of the Edge System of Random Tessellations and the PPI Value of Foams
by Claudia Redenbach & Joachim Ohser & Ali Moghiseh - 81-106 Nonidentifiability of the Two-State BMAP
by Joanna Rodríguez & Rosa E. Lillo & Pepa Ramírez-Cobo - 107-135 On the Price of Risk of the Underlying Markov Chain in a Regime-Switching Exponential Lévy Model
by Romuald Hervé Momeya & Manuel Morales - 137-151 Estimating Response Ratios from Continuous Outcome Data
by Jørund Gåsemyr & Bent Natvig & Ingunn Fride Tvete - 153-168 A Functional Central Limit Theorem for a Markov-Modulated Infinite-Server Queue
by D. Anderson & J. Blom & M. Mandjes & H. Thorsdottir & K. Turck - 169-180 On First Hitting Times for Skew CIR Processes
by Shiyu Song & Guangli Xu & Yongjin Wang - 181-196 Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
by Enkelejd Hashorva & Zuoxiang Peng & Zhichao Weng - 197-216 Rare Event Probability Estimation in the Presence of Epistemic Uncertainty on Input Probability Distribution Parameters
by Mathieu Balesdent & Jérôme Morio & Loïc Brevault - 217-235 Saddlepoint Approximations to the Probability of Ruin in Finite Time for the Compound Poisson Risk Process Perturbed by Diffusion
by Riccardo Gatto & Benjamin Baumgartner - 237-255 On the Evaluation of Expected Penalties at Claim Instants That Cause Ruin in the Classical Risk Model
by Yi Lu - 257-273 Analysis of a Multivariate Claim Process
by Qi-Ming He & Jiandong Ren
December 2015, Volume 17, Issue 4
- 843-845 Editorial
by Christos H. Skiadas & Mariano Valderrama & Vladimir Zaiats - 847-870 A Regularized Particle Filter EM Algorithm Based on Gaussian Randomization with an Application to Plant Growth Modeling
by Yuting Chen & Samis Trevezas & Paul-Henry Cournède - 871-898 Bayesian Threshold Regression Model with Random Effects for Recurrent Events
by P. Economou & S. Malefaki & C. Caroni - 899-914 Discrete-time Insurance Model with Capital Injections and Reinsurance
by Ekaterina Bulinskaya & Julia Gusak & Anastasia Muromskaya - 915-927 Exact Calculation of the Distributions of the Stopping Times of Two Types of Truncated SPRT for the Mean of the Exponential Distribution
by Shyamal K De & Shelemyahu Zacks - 929-949 Rate of Occurrence of Failures (ROCOF) of Higher-Order for Markov Processes: Analysis, Inference and Application to Financial Credit Ratings
by Guglielmo D’Amico - 951-962 Assessing the Importance of Risk Factors in Distance-Based Generalized Linear Models
by Eva Boj & Teresa Costa & Josep Fortiana & Anna Esteve - 963-972 Regression Models for Repairable Systems
by Petr Novák - 973-982 Exploring the State of a Stochastic System via Stochastic Simulations: An Interesting Inversion Problem and the Health State Function
by Christos H. Skiadas & Charilaos Skiadas - 983-998 Discrete Time Homogeneous Markov Processes for the Study of the Basic Risk Processes
by Guglielmo D’Amico & Fulvio Gismondi & Jacques Janssen & Raimondo Manca - 999-1014 Estimating the Model with Fixed and Random Effects by a Robust Method
by Jan Ámos Víšek - 1015-1028 Functional Wavelet-Based Modelling of Dependence Between Lupus and Stress
by Ana M. Aguilera & Manuel Escabias & Francisco A. Ocaña & Mariano J. Valderrama - 1029-1036 Incorporating the Stochastic Process Setup in Parameter Estimation
by Lino Sant & Mark Anthony Caruana - 1037-1055 SGR Modeling of Correlational Effects in Fake Good Self-report Measures
by Luigi Lombardi & Massimiliano Pastore & Massimo Nucci & Andrea Bobbio
September 2015, Volume 17, Issue 3
- 525-540 Generalized Fractional Nonlinear Birth Processes
by Mohsen Alipour & Luisa Beghin & Davood Rostamy - 541-564 Moments and Cumulants of a Mixture
by Christopher S. Withers & Saralees Nadarajah & Shou Hsing Shih - 565-578 Approximation for the Distribution of Three-dimensional Discrete Scan Statistic
by Alexandru Amărioarei & Cristian Preda - 579-604 Multilevel Simulation of Functionals of Bernoulli Random Variables with Application to Basket Credit Derivatives
by K. Bujok & B. M. Hambly & C. Reisinger - 605-616 Time to Extinction in Subcritical Two-Sex Branching Processes
by David M. Hull & Manuel Mota & George P. Yanev - 617-645 Comparisons of Largest Order Statistics from Multiple-outlier Gamma Models
by Peng Zhao & N. Balakrishnan - 647-660 A Differential Equation for a Class of Discrete Lifetime Distributions with an Application in Reliability
by Attila Csenki - 661-675 Methods and Algorithms to Test the Hausdorff and Simplex Dispersion Orders with an R Package
by Guillermo Ayala & María Concepción López-Díaz & Miguel López-Díaz & Lucía Martínez-Costa - 677-695 Telegraph Processes with Random Jumps and Complete Market Models
by Nikita Ratanov - 697-719 Solving Wentzell-Dirichlet Boundary Value Problem with Superabundant Data Using Reflecting Random Walk Simulation
by J.-P. Morillon - 721-738 Bayesian Estimation of a Skew-Student-t Stochastic Volatility Model
by C. A. Abanto-Valle & V. H. Lachos & Dipak K. Dey - 739-759 Transient Behavior of Fractional Queues and Related Processes
by Dexter O. Cahoy & Federico Polito & Vir Phoha - 761-780 Probability Law and Flow Function of Brownian Motion Driven by a Generalized Telegraph Process
by Antonio Di Crescenzo & Shelemyahu Zacks - 781-794 Performance Analysis of Second Order Semi-Markov Chains: An Application to Wind Energy Production
by Guglielmo D’Amico & Filippo Petroni & Flavio Prattico - 795-816 Distributional Bounds for Portfolio Risk with Tail Dependence
by Kunio So & Junichi Imai - 817-822 Squares of Non-Standard-Normal or Non-Student’s-t1 RVs Which Have Chi-Square1 or F1,1 Distributions: A Return Visit
by Nitis Mukhopadhyay - 823-831 Estimating Parametric Models of Probability Distributions
by Dilip B. Madan - 833-841 Power of Discrete Scan Statistics: a Finite Markov Chain Imbedding Approach
by Wan-Chen Lee
June 2015, Volume 17, Issue 2
- 251-283 The Perturbed Sparre Andersen Model with Interest and a Threshold Dividend Strategy
by Wei Wang - 285-313 Discrete-Time Approximation of Functionals in Models of Ornstein–Uhlenbeck Type, with Applications to Finance
by Michael Schröder - 315-349 Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
by Elena Ehrlich & Ajay Jasra & Nikolas Kantas - 351-372 First and Last Passage Times of Spectrally Positive Lévy Processes with Application to Reliability
by Christian Paroissin & Landy Rabehasaina - 373-381 Sequential Maximum Likelihood Estimation for the Hyperbolic Diffusion Process
by Nenghui Kuang & Huantian Xie - 383-401 Large Deviation Approaches for the Numerical Computation of the Hitting Probability for Gaussian Processes
by Lucia Caramellino & Barbara Pacchiarotti & Simone Salvadei - 403-418 Analysis on a Stochastic Two-Species Ratio-Dependent Predator-Prey Model
by Jingliang Lv & Ke Wang & Dongdong Chen - 419-439 Asymptotic Normality for Inference on Multisample, High-Dimensional Mean Vectors Under Mild Conditions
by Makoto Aoshima & Kazuyoshi Yata - 441-461 Error Rates and Improved Algorithms for Rare Event Simulation with Heavy Weibull Tails
by Søren Asmussen & Dominik Kortschak - 463-477 Asymptotic Multivariate Finite-time Ruin Probability with Statistically Dependent Heavy-tailed Claims
by Xiaohu Li & Jintang Wu & Jinsen Zhuang - 479-487 Detection of Significant Genomic Alterations via Simultaneous Minimal Sojourns at a State by Independent Continuous-time Markov Chains
by Stéphane Robin & Valeri T. Stefanov - 489-496 On the Distribution of the Length of the Longest Increasing Subsequence in a Random Permutation
by James C. Fu & Yu-Fei Hsieh - 497-513 On the Integrated Tail of the Deficit in the Renewal Risk Model
by Georgios Psarrakos - 515-524 Remarks on the Stable S α (β,γ,μ) Distribution
by Tibor K. Pogány & Saralees Nadarajah
March 2015, Volume 17, Issue 1
- 1-3 Editorial
by Nikolaos Limnios & Yuliya Mishura & Lyudmyla Sakhno - 5-14 B.V. Gnedenko: Classic of Limit Theorems in the Theory of Probability
by Volodymyr S. Koroliuk - 15-39 Market Viability and Martingale Measures under Partial Information
by Claudio Fontana & Bernt Øksendal & Agnès Sulem - 41-57 Estimation Problems for Periodically Correlated Isotropic Random Fields
by Iryna Dubovetska & Oleksandr Masyutka & Mikhail Moklyachuk - 59-72 Stratified Monte Carlo Quadrature for Continuous Random Fields
by Konrad Abramowicz & Oleg Seleznjev - 73-90 Stable CLTs and Rates for Power Variation of α-Stable Lévy Processes
by Jan M. Gairing & Peter Imkeller - 91-105 Stochastic Equations and Inclusions with Mean Derivatives and Some Applications
by Yuri E. Gliklikh & Olga O. Zheltikova - 107-123 Malliavin Calculus Approach to Statistical Inference for Lévy Driven SDE’s
by D. O. Ivanenko & A. M. Kulik - 125-137 A Quasi Random Walk to Model a Biological Transport Process
by Peter Keller & Sylvie Rœlly & Angelo Valleriani - 139-153 Convergence in L p ([0, T]) of Wavelet Expansions of φ-Sub-Gaussian Random Processes
by Yuriy Kozachenko & Andriy Olenko & Olga Polosmak - 155-168 Fractional Poisson Fields
by Nikolai Leonenko & Ely Merzbach - 169-188 Stochastic Viability and Comparison Theorems for Mixed Stochastic Differential Equations
by Alexander Melnikov & Yuliya Mishura & Georgiy Shevchenko - 189-206 Penultimate Approximations in Statistics of Extremes and Reliability of Large Coherent Systems
by Paula Reis & Luísa Canto e Castro & Sandra Dias & M. Ivette Gomes - 207-222 Maximum-Likelihood Asymptotic Inference for Autoregressive Hilbertian Processes
by M. D. Ruiz-Medina & R. M. Espejo - 223-234 Sampling Bias Correction in the Model of Mixtures with Varying Concentrations
by Olena Sugakova & Rostyslav Maiboroda - 235-250 Almost Sure Approximation of the Superposition of the Random Processes
by Nadiia Zinchenko
December 2014, Volume 16, Issue 4
- 777-810 Spatial Autocorrelation for Subdivided Populations with Invariant Migration Schemes
by Ola Hössjer - 811-838 Scaling Analysis of Delayed Rejection MCMC Methods
by Mylène Bédard & Randal Douc & Eric Moulines - 839-862 Applications of the Variance of Final Outbreak Size for Disease Spreading in Networks
by Lilia L. Ramírez-Ramírez & Mary E. Thompson - 863-884 Asymptotic Joint Normality of Counts of Uncorrelated Motifs in Recursive Trees
by Mohan Gopaladesikan & Hosam Mahmoud & Mark Daniel Ward - 885-905 Ruin Probabilities for Risk Models with Ordered Claim Arrivals
by Claude Lefèvre & Philippe Picard - 907-930 Exact Simulation Problems for Jump-Diffusions
by Flávio B. Gonçalves & Gareth O. Roberts - 931-949 M/M/c Retrial Queue with Multiclass of Customers
by Yang Woo Shin & Dug Hee Moon - 951-968 Compound Poisson Approximation to Convolutions of Compound Negative Binomial Variables
by N. S. Upadhye & P. Vellaisamy - 969-985 Second Order Asymptotics of Aggregated Log-Elliptical Risk
by Dominik Kortschak & Enkelejd Hashorva - 987-1008 Non-Parametric Change-Point Estimation using String Matching Algorithms
by Oliver Johnson & Dino Sejdinovic & James Cruise & Robert Piechocki & Ayalvadi Ganesh - 1009-1023 Comparing the Value at Risk Performance of the CreditRisk + and its Enhancement: A Large Deviations Approach
by Amogh Deshpande - 1025-1038 Numerical Approximation of Probability Mass Functions via the Inverse Discrete Fourier Transform
by Richard L. Warr
September 2014, Volume 16, Issue 3
- 507-525 Max-Plus Objects to Study the Complexity of Graphs
by Cristiano Bocci & Luca Chiantini & Fabio Rapallo - 527-538 The Degree Profile in Some Classes of Random Graphs that Generalize Recursive Trees
by Hosam M. Mahmoud - 539-560 Approximation of Fractional Brownian Motion by Martingales
by Sergiy Shklyar & Georgiy Shevchenko & Yuliya Mishura & Vadym Doroshenko & Oksana Banna - 561-582 Value at Ruin and Tail Value at Ruin of the Compound Poisson Process with Diffusion and Efficient Computational Methods
by Riccardo Gatto & Benjamin Baumgartner - 583-607 An Insurance Risk Model with Parisian Implementation Delays
by David Landriault & Jean-François Renaud & Xiaowen Zhou - 609-626 Strategic Asset Allocation Under a Fractional Hidden Markov Model
by Robert J. Elliott & Tak Kuen Siu