116 results in 62Fxx
Asymmetric COGARCH processes
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- Journal of Applied Probability / Volume 51 / Issue A / December 2014
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- 30 March 2016, pp. 161-173
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- December 2014
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Convergence of Conditional Metropolis-Hastings Samplers
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- Advances in Applied Probability / Volume 46 / Issue 2 / June 2014
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- 22 February 2016, pp. 422-445
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- June 2014
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Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions
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- Advances in Applied Probability / Volume 46 / Issue 1 / March 2014
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- 22 February 2016, pp. 279-306
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- March 2014
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Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling
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- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
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- 30 January 2018, pp. 1006-1024
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- December 2013
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Consistency of Sample Estimates of Risk Averse Stochastic Programs
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- Journal of Applied Probability / Volume 50 / Issue 2 / June 2013
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- 30 January 2018, pp. 533-541
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- June 2013
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The Convergence Rate and Asymptotic Distribution of the Bootstrap Quantile Variance Estimator for Importance Sampling
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- Advances in Applied Probability / Volume 44 / Issue 3 / September 2012
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- 04 January 2016, pp. 815-841
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- September 2012
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Central Limit Theorems for Law-Invariant Coherent Risk Measures
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- Journal of Applied Probability / Volume 49 / Issue 1 / March 2012
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- 04 February 2016, pp. 1-21
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- March 2012
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Asymptotic normality of M-estimators in nonhomogeneous hidden Markov models
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 295-306
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- August 2011
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Fisher information and statistical inference for phase-type distributions
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 277-293
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- August 2011
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A Central Limit Theorem and its Applications to Multicolor Randomly Reinforced Urns
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- Journal of Applied Probability / Volume 48 / Issue 2 / June 2011
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- 14 July 2016, pp. 527-546
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- June 2011
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Perfect posterior simulation for mixture and hidden Markov models
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- LMS Journal of Computation and Mathematics / Volume 13 / January 2010
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- 01 August 2010, pp. 246-259
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The secretary problem of minimizing the expected rank: a simple suboptimal approach with generalizations
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- Advances in Applied Probability / Volume 41 / Issue 4 / December 2009
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- 01 July 2016, pp. 1041-1058
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- December 2009
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Asymptotics of Posteriors for Binary Branching Processes
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- Journal of Applied Probability / Volume 45 / Issue 3 / September 2008
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- 14 July 2016, pp. 727-742
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- September 2008
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Beat the Mean: Sequential Selection by Better Than Average Rules
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- Journal of Applied Probability / Volume 45 / Issue 1 / March 2008
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- 14 July 2016, pp. 244-259
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- March 2008
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Functional limit theorems for critical processes with immigration
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- Advances in Applied Probability / Volume 39 / Issue 4 / December 2007
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- 01 July 2016, pp. 1054-1069
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- December 2007
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On some nonstationary, nonlinear random processes and their stationary approximations
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- Advances in Applied Probability / Volume 38 / Issue 4 / December 2006
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- 08 September 2016, pp. 1155-1172
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- December 2006
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Estimation in branching processes with restricted observations
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- Advances in Applied Probability / Volume 38 / Issue 4 / December 2006
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- 08 September 2016, pp. 1098-1115
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- December 2006
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Large deviations-based upper bounds on the expected relative length of longest common subsequences
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- Advances in Applied Probability / Volume 38 / Issue 3 / September 2006
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- 01 July 2016, pp. 827-852
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- September 2006
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A simple integer-valued bilinear time series model
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- Advances in Applied Probability / Volume 38 / Issue 2 / June 2006
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- 01 July 2016, pp. 559-578
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- June 2006
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On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift
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- Advances in Applied Probability / Volume 37 / Issue 4 / December 2005
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- 01 July 2016, pp. 938-962
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- December 2005
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