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Content
September 2014, Volume 16, Issue 3
- 627-641 Testing Serial Independence via Density-Based Measures of Divergence
by Luca Bagnato & Lucio De Capitani & Antonio Punzo - 643-673 Bilateral Counterparty Risk Valuation on a CDS with a Common Shock Model
by Yinghui Dong & Guojing Wang & Kam C. Yuen - 675-691 Stochastic Properties of Components in a Used Coherent System
by M. Kelkin Nama & M. Asadi - 693-713 Expansions about the Gamma for the Distribution and Quantiles of a Standard Estimate
by Christopher S. Withers & Saralees Nadarajah - 715-729 The Supremum of Chi-Square Processes
by Charles-Elie Rabier & Alan Genz - 731-746 A Response-Driven Adaptive Design Based on the Klein Urn
by Arkaitz Galbete & José A. Moler & Fernando Plo - 747-763 Bayesian Nonparametric Inference for a Multivariate Copula Function
by Juan Wu & Xue Wang & Stephen G. Walker - 765-770 Interval Reliability, Corrections and Developments of “Reliability Measures of Semi-Markov Systems with General State Space”
by Nikolaos Limnios - 771-776 A Correction Note on: When the “Bull” Meets the “Bear”—A First Passage Time Problem for a Hidden Markov Process
by Peter Hieber
June 2014, Volume 16, Issue 2
- 261-262 Editorial
by Viktor Beneš - 263-282 Local Stereology of Tensors of Convex Bodies
by Eva B. Vedel Jensen & Johanna F. Ziegel - 283-293 Empirical Mark Covariance and Product Density Function of Stationary Marked Point Processes—A Survey on Asymptotic Results
by Lothar Heinrich & Stella Klein & Martin Moser - 295-309 Self-crossing Points of a Line Segment Process
by Zbyněk Pawlas - 311-329 Distances Between Poisson k -Flats
by Matthias Schulte & Christoph Thäle - 331-353 On an Upper Bound of the Euler Characteristic of the Wiener Sausage
by Ondřej Honzl - 355-368 Dimension Reduction in Extended Quermass-Interaction Process
by Kateřina Staňková Helisová & Jakub Staněk - 369-384 Weighted Poisson Cells as Models for Random Convex Polytopes
by Felix Ballani & Karl Gerald Boogaart - 385-395 Distinguishing Different Types of Inhomogeneity in Neyman–Scott Point Processes
by T. Mrkvička - 397-410 On Random Marked Sets with a Smaller Integer Dimension
by Jakub Staněk & Ondřej Šedivý & Viktor Beneš - 411-431 Estimating Second-Order Characteristics of Inhomogeneous Spatio-Temporal Point Processes
by Edith Gabriel - 433-449 Statistics for Inhomogeneous Space-Time Shot-Noise Cox Processes
by Michaela Prokešová & Jiří Dvořák - 451-463 On the Use of Particle Markov Chain Monte Carlo in Parameter Estimation of Space-Time Interacting Discs
by Markéta Zikmundová & Kateřina Staňková Helisová & Viktor Beneš - 465-484 Efficient Simulation of Markov Chains Using Segmentation
by Tim Brereton & Ole Stenzel & Björn Baumeier & Denis Andrienko & Volker Schmidt & Dirk Kroese - 485-506 Two Sample Tests for Mean 3D Projective Shapes from Digital Camera Images
by Vic Patrangenaru & Mingfei Qiu & Marius Buibas
March 2014, Volume 16, Issue 1
- 1-29 Semi-Parametric Probability-Weighted Moments Estimation Revisited
by Frederico Caeiro & M. Ivette Gomes & Björn Vandewalle - 31-52 Numerical Techniques in Lévy Fluctuation Theory
by Naser M. Asghari & Peter Iseger & Michael Mandjes - 53-78 Multivariate Generalized Marshall–Olkin Distributions and Copulas
by Jianhua Lin & Xiaohu Li - 79-99 Residual and Past Entropy in Actuarial Science and Survival Models
by Athanasios Sachlas & Takis Papaioannou - 101-113 On the Default Probability in a Regime-Switching Regulated Market
by Lijun Bo & Yongjin Wang & Xuewei Yang - 115-148 The Distribution of the Bit Error Rate for an M Branch Antenna with N Interferers
by Christopher S. Withers & Saralees Nadarajah - 149-159 On Distributions of Runs in the Compound Binomial Risk Model
by Serkan Eryilmaz - 161-168 Conditional Tests on Basins of Attraction with Finite Fields
by Ian H. Dinwoodie - 169-185 On Piterbarg Max-Discretisation Theorem for Standardised Maximum of Stationary Gaussian Processes
by Zhongquan Tan & Enkelejd Hashorva - 187-206 Limit Theory for Moderate Deviations from a Unit Root Under Innovations with a Possibly Infinite Variance
by Sai-Hua Huang & Tian-Xiao Pang & Chengguo Weng - 207-222 Waiting Time for an Almost Perfect Run and Applications in Statistical Process Control
by Sotiris Bersimis & Markos V. Koutras & George K. Papadopoulos - 223-233 On Computing Signatures of k-out-of-n Systems Consisting of Modules
by Gaofeng Da & Lvyu Xia & Taizhong Hu - 235-244 On the Use of Bivariate Mellin Transform in Bivariate Random Scaling and Some Applications
by N. Balakrishnan & A. Stepanov - 245-258 The Tax Identity For Markov Additive Risk Processes
by Hansjörg Albrecher & Florin Avram & Corina Constantinescu & Jevgenijs Ivanovs - 259-259 Erratum to: 1-Dependent Stationary Sequences for Some Given Joint Distributions of Two Consecutive Random Variables
by George Haiman
December 2013, Volume 15, Issue 4
- 715-742 Tauberian and Abelian Theorems for Long-range Dependent Random Fields
by Nikolai Leonenko & Andriy Olenko - 743-771 Sojourn Time in an Union of Intervals for Diffusions
by Aimé Lachal - 773-802 On a Generalization from Ruin to Default in a Lévy Insurance Risk Model
by Runhuan Feng & Yasutaka Shimizu - 803-820 Assessing the Impact of Intervention Delays on Stochastic Epidemics
by Simon Edward Frank Spencer & Philip D. O’Neill - 821-839 Alarm Systems and Catastrophes from a Diverse Point of View
by Pasquale Cirillo & Jürg Hüsler & Pietro Muliere - 841-874 Calibration and Filtering for Multi Factor Commodity Models with Seasonality: Incorporating Panel Data from Futures Contracts
by Gareth William Peters & Mark Briers & Pavel Shevchenko & Arnaud Doucet - 875-896 Large Deviations for Proportions of Observations Which Fall in Random Sets Determined by Order Statistics
by Enkelejd Hashorva & Claudio Macci & Barbara Pacchiarotti - 897-918 Distribution of Statistics of Hidden State Sequences Through the Sum-Product Algorithm
by Donald E. K. Martin & John A. D. Aston - 919-933 Probability that a Sequence is Lost Without Trace Under the Neutral Wright–Fisher Model with Recombination
by Badri K. Padhukasahasram - 935-950 Asymptotic Analysis of Traffic Lights Performance Under Heavy Traffic Assumption
by Larisa Afanasyeva & Ekaterina Bulinskaya - 951-967 Generating a Random Collection of Discrete Joint Probability Distributions Subject to Partial Information
by Luis V. Montiel & J. Eric Bickel - 969-985 Computation of the Distribution of the Maximum of Stationary Gaussian Processes
by Jean-Marc Azaïs & Alan Genz - 987-1002 Confidence Interval for the Risk-Score Index
by Kenneth J. Hochberg & Amir Sandach & Mitchell Snyder & Uzi Vishne
September 2013, Volume 15, Issue 3
- 485-509 Exact Computation and Approximation of Stochastic and Analytic Parameters of Generalized Sierpinski Gaskets
by Uta Freiberg & Christoph Thäle - 511-524 Monte Carlo Computation of the Laplace Transform of Exponential Brownian Functionals
by Nicolas Privault & Wayne Isaac Uy - 525-546 Expansions for the Distribution of the Maximum from Distributions with a Power Tail when a Trend is Present
by Christopher S. Withers & Saralees Nadarajah - 547-561 Multi-asset American Options and Parallel Quantization
by Anne Laure Bronstein & Gilles Pagès & Jacques Portès - 563-582 A Simple and Complete Computational Analysis of MAP/R/1 Queue Using Roots
by M. L. Chaudhry & Gagandeep Singh & U. C. Gupta - 583-594 Runs Based on Records: Their Distributional Properties and an Application to Testing for Dispersive Ordering
by Narayanaswamy Balakrishnan & Alexei Stepanov - 595-621 The Single Server Queue with Catastrophes and Geometric Reneging
by Spiros Dimou & Antonis Economou - 623-642 Bayesian Inference for Hawkes Processes
by Jakob Gulddahl Rasmussen - 643-654 On the Arrangement of Cells in Planar STIT and Poisson Line Tessellations
by Claudia Redenbach & Christoph Thäle - 655-682 Tail Behavior of Poisson Shot Noise Processes under Heavy-tailed Shocks and Actuarial Applications
by Chengguo Weng & Yi Zhang & Ken Seng Tan - 683-706 An Urn Model for Population Mixing and the Phases Within
by Zhang Tong & Hosam M. Mahmoud - 707-712 Appendix to “Approximating Perpetuities”
by Margarete Knape & Ralph Neininger - 713-713 Random Motion on Simple Graphs: Addendum
by V. G. Papanicolaou
June 2013, Volume 15, Issue 2
- 249-291 Stochastic Enumeration Method for Counting NP-Hard Problems
by Reuven Rubinstein - 293-304 On the Convergence Rate of Random Permutation Sampler and ECR Algorithm in Missing Data Models
by Panagiotis Papastamoulis & George Iliopoulos - 305-332 Markov Chains Competing for Transitions: Application to Large-Scale Distributed Systems
by Emmanuelle Anceaume & François Castella & Romaric Ludinard & Bruno Sericola - 333-347 The Weak Convergence Theorem for the Distribution of the Maximum of a Gaussian Random Walk and Approximation Formulas for its Moments
by Fikri Gökpınar & Tahir Khaniyev & Zulfiyya Mammadova - 349-362 Generating Functions of Waiting Times and Numbers of Visits for Random Walks on Graphs
by Kiyoshi Inoue & Sigeo Aki & Balakrishnan Narayanaswamy - 363-378 Omnibus Sequences, Coupon Collection, and Missing Word Counts
by Sunil Abraham & Greg Brockman & Stephanie Sapp & Anant P. Godbole - 379-405 Weighting Cusums for Increased Power Near the End Points
by Christopher S. Withers & Saralees Nadarajah - 407-421 On Dynamic Generalized Linear Models with Applications
by Sourish Das & Dipak K. Dey - 423-451 Tandem Queues with Impatient Customers for Blood Screening Procedures
by Shaul K. Bar-Lev & Hans Blanc & Onno Boxma & Guido Janssen & David Perry - 453-465 On Finite Markov Chain Imbedding and Its Applications
by Tung-Lung Wu - 467-484 The Decay Parameter and Invariant Measures for Markovian Bulk-Arrival Queues with Control at Idle Time
by Li Junping & Chen Anyue
March 2013, Volume 15, Issue 1
- 1-35 MARM Processes Part I: General Theory
by Benjamin Melamed & Xiang Zhao - 37-83 MARM Processes Part II: The Empirically-Based Subclass
by Benjamin Melamed & Xiang Zhao - 85-103 On the First-Passage Area of a One-Dimensional Jump-Diffusion Process
by Mario Abundo - 105-108 Bayesian Copulae Distributions, with Application to Operational Risk Management—Some Comments
by Philipp Arbenz - 109-124 Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate
by Kaiyong Wang & Yuebao Wang & Qingwu Gao - 125-146 Introduction to Shape Stability for a Storage Model
by M. V. Menshikov & V. V. Sisko & M. Vachkovskaia - 147-163 Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations
by Nicola Cufaro Petroni & Piergiacomo Sabino - 165-186 Approximation of the Tail Probability of Dependent Random Sums Under Consistent Variation and Applications
by Zhengyan Lin & Xinmei Shen - 187-213 A q-Analogue of the Stirling Formula and a Continuous Limiting Behaviour of the q-Binomial Distribution—Numerical Calculations
by Andreas George Kyriakoussis & Malvina Vamvakari - 215-235 On the Generalized Telegraph Process with Deterministic Jumps
by Antonio Di Crescenzo & Barbara Martinucci - 237-247 CLTs and Asymptotic Variance of Time-Sampled Markov Chains
by Krzysztof Łatuszyński & Gareth O. Roberts
December 2012, Volume 14, Issue 4
- 895-917 Reliability Measures of Semi-Markov Systems with General State Space
by Nikolaos Limnios - 919-936 Nonparametric Estimation of the Finite-Time Survival Probability with Zero Initial Capital in the Classical Risk Model
by Li Qin & Susan M. Pitts - 937-954 A Double-ended Queue with Catastrophes and Repairs, and a Jump-diffusion Approximation
by Antonio Crescenzo & Virginia Giorno & Balasubramanian Krishna Kumar & Amelia G. Nobile - 955-971 Backward Stochastic Difference Equations for a Single Jump Process
by Leo Shen & Robert J. Elliott - 973-995 On a Sparre Andersen Risk Model with Time-Dependent Claim Sizes and Jump-Diffusion Perturbation
by Zhimin Zhang & Hailiang Yang & Hu Yang - 997-1009 Exact Distribution of the Product of N Student’s t RVs
by Saralees Nadarajah - 1011-1032 Model Based Estimation of Geometric Characteristics of Open Foams
by Katja Schladitz & Claudia Redenbach & Tetyana Sych & Michael Godehardt - 1033-1051 Competing Between Two Groups of Individuals Following Frailty Models
by Xiaohu Li & Gaofeng Da & Peng Zhao - 1053-1074 Saddlepoint Approximations to Tail Probabilities and Quantiles of Inhomogeneous Discounted Compound Poisson Processes with Periodic Intensity Functions
by Riccardo Gatto - 1075-1095 Bayesian Assessment of Availabilities and Unavailabilities of Multistate Monotone Systems
by Bent Natvig & Jørund Inge Gåsemyr & Trond Reitan - 1097-1119 Bayesian Model Choice of Grouped t-Copula
by Xiaolin Luo & Pavel V. Shevchenko - 1121-1121 Erratum to: Bayesian Copulae Distributions, with Application to Operational Risk Management
by Luciana Dalla Valle
September 2012, Volume 14, Issue 3
- 405-406 Editorial
by Raúl Jiménez & José Luis Palacios - 407-420 Stochastic Comparisons of Symmetric Sampling Designs
by Larry Goldstein & Yosef Rinott & Marco Scarsini - 421-444 New Results About Weakly Equivalent MAP 2 and MAP 3 Processes
by Pepa Ramírez-Cobo & Rosa E. Lillo - 445-458 1-Dependent Stationary Sequences for Some Given Joint Distributions of Two Consecutive Random Variables
by George Haiman - 459-476 Inference on High-Dimensional Mean Vectors with Fewer Observations Than the Dimension
by Kazuyoshi Yata & Makoto Aoshima - 477-500 New Central Limit Theorems for Functionals of Gaussian Processes and their Applications
by José Manuel Corcuera - 501-522 On Two-Stage Comparisons with a Control Under Heteroscedastic Normal Distributions
by Nitis Mukhopadhyay & Tumulesh K. S. Solanky - 523-548 Exact and Asymptotically Optimal Bandwidths for Kernel Estimation of Density Functionals
by José E. Chacón & Carlos Tenreiro - 549-566 A Survey on the Pseudo-process Driven by the High-order Heat-type Equation $\boldsymbol{\partial/\partial t=\pm\partial^N\!/\partial x^N}$ Concerning the Hitting and Sojourn Times
by Aimé Lachal - 567-578 On Estimation of the Intensity Function of a Point Process
by Marie-Colette N. M. Lieshout - 579-596 Sequential Order Statistics: Ageing and Stochastic Orderings
by Nuria Torrado & Rosa E. Lillo & Michael P. Wiper - 597-616 Approximations and Inequalities for Moving Sums
by Joseph Glaz & Joseph Naus & Xiao Wang - 617-648 Global Dependence Stochastic Orders
by Moshe Shaked & Miguel A. Sordo & Alfonso Suárez-Llorens - 649-684 State-of-the-Art in Sequential Change-Point Detection
by Aleksey S. Polunchenko & Alexander G. Tartakovsky - 685-703 Estimation of the Expected Number of Earthquake Occurrences Based on Semi-Markov Models
by Irene Votsi & Nikolaos Limnios & George Tsaklidis & Eleftheria Papadimitriou - 705-716 Effect of Data Transformations on Predictive Risk Indicators
by Francisco Javier Alonso & María del Carmen Bueso & José Miguel Angulo - 717-737 On the Moments and the Distribution of the Cost of a Semi Markov Model for Healthcare Systems
by Aleka A. Papadopoulou & George Tsaklidis & Sally McClean & Lalit Garg - 739-752 Drawdowns and the Speed of Market Crash
by Hongzhong Zhang & Olympia Hadjiliadis - 753-783 Weighted Moment Estimators for the Second Order Scale Parameter
by Tertius de Wet & Yuri Goegebeur & Armelle Guillou - 785-791 Goodness-of-Fit and Sufficiency: Exact and Approximate Tests
by Michael A. Stephens - 793-810 Weak Convergence of Marked Empirical Processes for Focused Inference on AR(p) vs AR(p + 1) Stationary Time Series
by Alejandra Cabaña & Enrique M. Cabaña & Marco Scavino - 811-829 Extended Truncated Tweedie-Poisson Model
by Jordi Valero & Josep Ginebra & Marta Pérez-Casany - 831-842 On the Distribution of the Number of Occurrences of an Order-Preserving Pattern of Length Three in a Random Permutation
by James C. Fu - 843-861 Diffusion Approximation of an Array of Controlled Branching Processes
by Miguel González & Inés M. Puerto - 863-882 On the Distributions of the State Sizes of the Continuous Time Homogeneous Markov System with Finite State Capacities
by George Vasiliadis - 883-894 Spatio-Temporal Model for a Random Set Given by a Union of Interacting Discs
by Markéta Zikmundová & Kateřina Staňková Helisová & Viktor Beneš
June 2012, Volume 14, Issue 2
- 169-202 Distribution Functions of Poisson Random Integrals: Analysis and Computation
by Mark Veillette & Murad S. Taqqu - 203-232 Some Large Deviations Results for Latin Hypercube Sampling
by Shane S. Drew & Tito Homem-de-Mello - 233-251 On a Risk Model with Surplus-dependent Premium and Tax Rates
by Eric C. K. Cheung & David Landriault - 253-262 On a Generalized Chu–Vandermonde Identity
by Stefano Favaro & Igor Prünster & Stephen G. Walker - 263-283 Fractional Normal Inverse Gaussian Process
by Arun Kumar & Palaniappan Vellaisamy - 285-297 Random Motion on Simple Graphs
by Vassilis G. Papanicolaou & Effie G. Papageorgiou & Dimitris C. Lepipas - 299-334 An Investigation of New Graph Invariants Related to the Domination Number of Random Proximity Catch Digraphs
by Elvan Ceyhan - 335-356 On Properties of the (Φ, a)-Power Divergence Family with Applications in Goodness of Fit Tests
by Filia Vonta & Kyriacos Mattheou & Alex Karagrigoriou - 357-382 On Suboptimal LCS-alignments for Independent Bernoulli Sequences with Asymmetric Distributions
by Stanislaw Barder & Jüri Lember & Heinrich Matzinger & Märt Toots - 383-403 Simulation and Estimation for the Fractional Yule Process
by Dexter O. Cahoy & Federico Polito
March 2012, Volume 14, Issue 1
- 1-3 Editorial
by Raimondo Manca & Christos H. Skiadas & Mariano J. Valderrama - 5-16 On the Smoothing Estimation Problem for the Intensity of a DSMPP
by Rosa Maria Fernández-Alcalá & Jesus Navarro-Moreno & Juan C. Ruiz-Molina - 17-34 Local Unit Roots and Global Stationarity of TARMA Models
by Marcella Niglio & Cosimo Damiano Vitale - 35-48 Two-sex Branching Models with Random Control on the Number of Progenitor Couples
by Manuel Molina & Manuel Mota & Alfonso Ramos - 49-56 Multiphasic Individual Growth Models in Random Environments
by Patrícia A. Filipe & Carlos A. Braumann & Carlos J. Roquete - 57-69 Functional Estimation of the Random Rate of a Cox Process
by Paula R. Bouzas & Ana M. Aguilera & Nuria Ruiz-Fuentes - 71-86 Experimenting with the Coxian Phase-Type Distribution to Uncover Suitable Fits
by Adele H. Marshall & Mariangela Zenga - 87-105 Stock Data Clustering and Multiscale Trend Detection
by Andreea B. Dragut - 107-124 Modelling NASDAQ Series by Sparse Multifractional Brownian Motion
by Pierre R. Bertrand & Abdelkader Hamdouni & Samia Khadhraoui - 125-134 Exact Bayesian Prediction in a Class of Markov-switching Models
by Noémie Bardel & François Desbouvries - 135-148 The Stratified Sampling Bootstrap for Measuring the Uncertainty in Mortality Forecasts
by Valeria D’Amato & Steven Haberman & Maria Russolillo - 149-167 Autocopulas: Investigating the Interdependence Structure of Stationary Time Series
by Pál Rakonczai & László Márkus & András Zempléni
December 2011, Volume 13, Issue 4
- 657-669 Chi-square Control Charts with Runs Rules
by Athanasios C. Rakitzis & Demetrios L. Antzoulakos - 671-693 Tail Risk of Multivariate Regular Variation
by Harry Joe & Haijun Li - 695-721 Adjustment Coefficient for Risk Processes in Some Dependent Contexts
by Hélène Cossette & Etienne Marceau & Véronique Maume-Deschamps - 723-747 Ruin Analysis of a Threshold Strategy in a Discrete-Time Sparre Andersen Model
by Steve Drekic & Ana Maria Mera - 749-761 Asymptotics for the Moments of the Time to Ruin for the Compound Poisson Model Perturbed by Diffusion
by Vaios Dermitzakis & Konstadinos Politis - 763-781 Statistical Analysis of Single-server Loss Queueing Systems
by Vyacheslav M. Abramov - 783-800 A Simple Novel Approach to Valuing Risky Zero Coupon Bond in a Markov Regime Switching Economy
by Amogh Deshpande - 801-819 Anisotropic Poisson Processes of Cylinders
by Malte Spiess & Evgeny Spodarev - 821-833 Precise Large Deviations of Random Sums in Presence of Negative Dependence and Consistent Variation
by Yiqing Chen & Kam C. Yuen & Kai W. Ng - 835-854 Stability of Partially Implicit Langevin Schemes and Their MCMC Variants
by Bruno Casella & Gareth Roberts & Osnat Stramer - 855-871 New Expressions for Repeated Upper Tail Integrals of the Normal Distribution
by Christopher S. Withers & Saralees Nadarajah - 873-886 A New Method for Finding the Characteristic Roots of E n /E m /1 Queues
by Winfried K. Grassmann
September 2011, Volume 13, Issue 3
- 449-473 Exact Simulation of Jump-Diffusion Processes with Monte Carlo Applications
by Bruno Casella & Gareth O. Roberts - 475-486 Maximal Flow in Branching Trees and Binary Search Trees
by Federico Bassetti & Fabrizio Leisen - 487-510 Constant Dividend Barrier in a Risk Model with a Generalized Farlie-Gumbel-Morgenstern Copula
by Hélène Cossette & Etienne Marceau & Fouad Marri - 511-521 Simulation of Cox Processes Driven by Random Gaussian Field
by Yurij Kozachenko & Oleksandr Pogoriliak - 523-547 Measures of Component Importance in Nonrepairable and Repairable Multistate Strongly Coherent Systems
by Bent Natvig - 549-561 On a Stochastic Survival Model for a System Under Randomly Variable Environment
by Ji Hwan Cha & Jie Mi - 563-581 Approximation in the M 2/G 2/1 Queue with Preemptive Priority
by Naima Hamadouche & Djamil Aïssani - 583-601 Optimal Scaling of Random Walk Metropolis Algorithms with Non-Gaussian Proposals
by Peter Neal & Gareth Roberts - 603-618 Approximating the Quasi-stationary Distribution of the SIS Model for Endemic Infection
by Damian Clancy & Sang Taphou Mendy - 619-656 Transition Law-based Simulation of Generalized Inverse Gaussian Ornstein–Uhlenbeck Processes
by Shibin Zhang
June 2011, Volume 13, Issue 2
- 221-267 Extremes of Markov-additive Processes with One-sided Jumps, with Queueing Applications
by A. B. Dieker & M. Mandjes - 269-305 On Success Runs of Length Exceeded a Threshold
by Frosso S. Makri & Zaharias M. Psillakis - 307-328 Maximum Level and Hitting Probabilities in Stochastic Fluid Flows Using Matrix Differential Riccati Equations
by Bruno Sericola & Marie-Ange Remiche - 329-347 Call Option Prices Based on Bessel Processes
by Ju-Yi Yen & Marc Yor - 349-368 Mixture Dynamics and Regime Switching Diffusions with Application to Option Pricing
by Alessandro Ramponi - 369-389 Population Monte Carlo Algorithm in High Dimensions
by Jeong Eun Lee & Ross McVinish & Kerrie Mengersen - 391-403 Quantitative Non-Geometric Convergence Bounds for Independence Samplers
by Gareth O. Roberts & Jeffrey S. Rosenthal - 405-417 FIFO Versus LIFO Issuing Policies for Stochastic Perishable Inventory Systems
by Mahmut Parlar & David Perry & Wolfgang Stadje - 419-431 On Average Run Lengths of Control Charts for Autocorrelated Processes
by Yung-Ming Chang & Tung-Lung Wu - 433-448 The Sequential Occupancy Problem through Group Throwing of Indistinguishable Balls
by Tamar Gadrich & Rachel Ravid
March 2011, Volume 13, Issue 1
- 1-27 The Generalized Cross Entropy Method, with Applications to Probability Density Estimation
by Zdravko I. Botev & Dirk P. Kroese - 29-57 The First Passage Time Problem for Gauss-Diffusion Processes: Algorithmic Approaches and Applications to LIF Neuronal Model
by Aniello Buonocore & Luigia Caputo & Enrica Pirozzi & Luigi M. Ricciardi - 59-74 Testing the Order of Markov Dependence in DNA Sequences
by M. L. Menéndez & L. Pardo & M. C. Pardo & K. Zografos - 75-104 Importance and Sensitivity Analysis in Dynamic Reliability
by Robert Eymard & Sophie Mercier & Michel Roussignol - 105-120 Uniform Accuracy of the Maximum Likelihood Estimates for Probabilistic Models of Biological Sequences
by Svetlana Ekisheva & Mark Borodovsky - 121-137 Tail Conditional Expectation for the Multivariate Pareto Distribution of the Second Kind: Another Approach
by Raluca Vernic - 139-154 Multivariate Stochastic Orders Induced by Case-Control Sampling
by Ori Davidov & Amir Herman - 155-169 About Earthquake Forecasting by Markov Renewal Processes
by Elsa Garavaglia & Raffaella Pavani - 171-192 Algorithmic Approach to the Extinction Probability of Branching Processes
by Sophie Hautphenne & Guy Latouche & Marie-Ange Remiche - 193-219 Numerical Evaluation of Dynamic Behavior of Ornstein–Uhlenbeck Processes Modified by Various Boundaries and its Application to Pricing Barrier Options
by Jun-ya Gotoh & Hui Jin & Ushio Sumita
December 2010, Volume 12, Issue 4
- 553-553 Editorial
by Joseph Glaz - 555-565 The Availability and Hazard of a System Under a Cumulative Damage Process With Replacements
by S. Zacks - 567-586 Translated Poisson Approximation to Equilibrium Distributions of Markov Population Processes
by Sanda N. Socoll & A. D. Barbour - 587-607 A New Method for Bounding the Distance Between Sums of Independent Integer-Valued Random Variables
by Eutichia Vaggelatou - 609-622 On a Sharper Lower Bound for a Percentile of a Student’s t Distribution with an Application
by Nitis Mukhopadhyay - 623-645 Level Crossing Prediction with Neural Networks
by Halfdan Grage & Jan Holst & Georg Lindgren & Mietek Saklak - 647-657 On Asymptotic and Strict Monotonicity of a Sharper Lower Bound for Student’s t Percentiles
by Allan Gut & Nitis Mukhopadhyay - 659-665 Runs of Markov Chains and Streaks in Baseball
by José Luis Palacios - 667-679 On a q-Steady State Markov Chain Model based on Transformed Dual q-Krawtchouk Orthogonal Polynomials and its Limiting Behaviour
by Andreas George Kyriakoussis & Malvina G. Vamvakari