Pages that link to "Item:Q5926201"

The following pages link to On the Bessel distribution and related problems (Q5926201):

Displaying 38 items.

• Assessing nonresponse bias in a business survey: proxy pattern-mixture analysis for skewed data (Q262417) (← links)
• Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization (Q273588) (← links)
• Gamma expansion of the Heston stochastic volatility model (Q483714) (← links)
• Bounds for functions involving ratios of modified Bessel functions (Q641635) (← links)
• Monotonicity of the ratio of modified Bessel functions of the first kind with applications (Q824476) (← links)
• On a connection between the non-central \(\chi ^ 2\) distribution and Bessel diffusions (Q916237) (← links)
• Simulating bessel random variables (Q1613075) (← links)
• Sharp bounds for the ratio of modified Bessel functions (Q1679171) (← links)
• Observations on the McKay \(I_\nu\) Bessel distribution (Q2166421) (← links)
• Modeling fish population movements: from an individual-based representation to an advection-diffusion equation (Q2219791) (← links)
• Amos-type bounds for modified Bessel function ratios (Q2258406) (← links)
• Remarks on ``Parameter estimation for von Mises-Fisher distributions'' (Q2259761) (← links)
• On maximum likelihood estimation of the concentration parameter of von Mises-Fisher distributions (Q2259764) (← links)
• Parameter estimation for von Mises-Fisher distributions (Q2271704) (← links)
• On a sum of modified Bessel functions (Q2454104) (← links)
• Skew models. I (Q2642614) (← links)
• Properties of Reliability Functions of Discrete Distributions (Q2796909) (← links)
• Probability density function solutions to a Bessel type pantograph equation (Q2832353) (← links)
• Exact simulation of Bessel diffusions (Q3068185) (← links)
• Two classical properties of the Bessel quotient 𝐼_{𝜈+1}/𝐼_{𝜈} and their implications in pde’s (Q3296048) (← links)
• Some families of Bessel distributions and their applications (Q3377946) (← links)
• (Q3417136) (← links)
• PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE (Q3444863) (← links)
• Path integral pricing of Asian options on state-dependent volatility models (Q3498562) (← links)
• (Q3709568) (← links)
• Analysis of survival data by a Weibull–Bessel distribution (Q4634812) (← links)
• Enhancing Least Squares Monte Carlo with diffusion bridges: an application to energy facilities (Q4683094) (← links)
• Forward or backward simulation? A comparative study (Q5139227) (← links)
• Simulating random variables using moment-generating functions and the saddlepoint approximation (Q5219231) (← links)
• Low-bias simulation scheme for the Heston model by Inverse Gaussian approximation (Q5397429) (← links)
• A Bivariate Gamma Model for a Latent Degradation Process (Q5419693) (← links)
• Skewed Bessel function distributions with application to rainfall data (Q5423141) (← links)
• Bayesian estimation in Kibble's bivariate gamma distribution (Q5486558) (← links)
• Van der Corput inequalities for Bessel functions (Q5498528) (← links)
• Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility (Q5860935) (← links)
• Convexity of ratios of the modified Bessel functions of the first kind with applications (Q6052375) (← links)
• Probabilistic and analytical aspects of the symmetric and generalized Kaiser-Bessel window function (Q6142375) (← links)
• Simple bounds with best possible accuracy for ratios of modified Bessel functions (Q6155841) (← links)