Pages that link to "Item:Q77770"
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The following pages link to Methodology and Computing in Applied Probability (Q77770):
Displaying 50 items.
- Estimation for discrete-time semi-Markov reward processes: analysis and inference (Q340132) (← links)
- Stochastic asymptotic stability of Nowak-May model with variable diffusion rates (Q340135) (← links)
- Expansions for log densities of multivariate estimates (Q340136) (← links)
- Dependence assessment based on generalized relative complexity: application to sampling network design (Q340137) (← links)
- Weighting cusums for increased power near the end points (Q352881) (← links)
- On the convergence rate of random permutation sampler and ECR algorithm in missing data models (Q352882) (← links)
- The decay parameter and invariant measures for Markovian bulk-arrival queues with control at idle time (Q352885) (← links)
- Tandem queues with impatient customers for blood screening procedures (Q352888) (← links)
- Stochastic enumeration method for counting NP-hard problems (Q352890) (← links)
- Omnibus sequences, coupon collection, and missing word counts (Q352894) (← links)
- On finite Markov chain imbedding and its applications (Q352896) (← links)
- The weak convergence theorem for the distribution of the maximum of a Gaussian random walk and approximation formulas for its moments (Q352900) (← links)
- Markov chains competing for transitions: application to large-scale distributed systems (Q352904) (← links)
- On dynamic generalized linear models with applications (Q352906) (← links)
- Generating functions of waiting times and numbers of visits for random walks on graphs (Q352908) (← links)
- An urn model for population mixing and the phases within (Q370887) (← links)
- Random motion on simple graphs: addendum (Q370888) (← links)
- Expansions for the distribution of the maximum from distributions with a power tail when a trend is present (Q370889) (← links)
- On the arrangement of cells in planar STIT and Poisson line tessellations (Q370890) (← links)
- Exact computation and approximation of stochastic and analytic parameters of generalized Sierpinski gaskets (Q370892) (← links)
- Appendix to ``Approximating perpetuities'' (Q370895) (← links)
- Runs based on records: their distributional properties and an application to testing for dispersive ordering (Q370896) (← links)
- Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← links)
- The single server queue with catastrophes and geometric reneging (Q370899) (← links)
- Monte Carlo computation of the Laplace transform of exponential Brownian functionals (Q370901) (← links)
- A simple and complete computational analysis of MAP/R/1 queue using roots (Q370902) (← links)
- Bayesian inference for Hawkes processes (Q370904) (← links)
- Multi-asset American options and parallel quantization (Q370907) (← links)
- PCA consistency for the power spiked model in high-dimensional settings (Q391897) (← links)
- An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting (Q398785) (← links)
- Approximating perpetuities (Q398787) (← links)
- Two queues with weighted one-way overflow (Q398789) (← links)
- Erratum: Two queues with weighted one-way overflow (Q398790) (← links)
- On the finite buffer queue with renewal input and batch Markovian service process: \(\mathrm{GI}/\mathrm{BMSP}/1/N\) (Q398792) (← links)
- Weak convergence of the empirical mean excess process with application to estimate the negative tail index (Q398793) (← links)
- Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications (Q398795) (← links)
- First passage densities and boundary crossing probabilities for diffusion processes (Q398798) (← links)
- Editorial [Special issue: Statistical models for financial risk management] (Q398800) (← links)
- The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance (Q398802) (← links)
- Bootstrap algorithms for risk models with auxiliary variable and complex samples (Q398805) (← links)
- Random survival forests models for SME credit risk measurement (Q398807) (← links)
- Clinical and operational risk: a Bayesian approach (Q398809) (← links)
- Modelling operational risk losses with graphical models and copula functions (Q398811) (← links)
- Bayesian copulae distributions, with application to operational risk management (Q398812) (← links)
- A simple novel approach to valuing risky zero coupon bond in a Markov regime switching economy (Q429973) (← links)
- Adjustment coefficient for risk processes in some dependent contexts (Q429976) (← links)
- Anisotropic Poisson processes of cylinders (Q429978) (← links)
- New expressions for repeated upper tail integrals of the normal distribution (Q429979) (← links)
- Precise large deviations of random sums in presence of negative dependence and consistent variation (Q429982) (← links)
- Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model (Q429984) (← links)
