21 results
On the cumulant transforms for Hawkes processes
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- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
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- 23 February 2023, pp. 528-541
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- June 2023
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Exact simulation of extrinsic stress-release processes
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- Journal of Applied Probability / Volume 59 / Issue 1 / March 2022
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- 14 February 2022, pp. 105-117
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- March 2022
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Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime
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- Advances in Applied Probability / Volume 53 / Issue 4 / December 2021
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- 22 November 2021, pp. 1190-1221
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- December 2021
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Generalised liouville processes and their properties
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- Journal of Applied Probability / Volume 57 / Issue 4 / December 2020
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- 23 November 2020, pp. 1088-1110
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- December 2020
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Weighted least-squares estimation for the subcritical Heston process
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- Journal of Applied Probability / Volume 55 / Issue 2 / June 2018
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- 26 July 2018, pp. 543-558
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- June 2018
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On some mixing times for nonreversible finite Markov chains
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- Journal of Applied Probability / Volume 54 / Issue 2 / June 2017
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- 22 June 2017, pp. 627-637
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- June 2017
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Sequential stochastic assignment problem with time-dependent random success rates
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- Journal of Applied Probability / Volume 53 / Issue 4 / December 2016
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- 09 December 2016, pp. 1052-1063
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- December 2016
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On a coalescence process and its branching genealogy
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- Journal of Applied Probability / Volume 53 / Issue 4 / December 2016
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- 09 December 2016, pp. 1156-1165
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- December 2016
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Analysis of the Discrete Ornstein-Uhlenbeck Process Caused by the Tick Size Effect
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- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
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- 30 January 2018, pp. 1102-1116
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- December 2013
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Rational Processes Related to Communicating Markov Processes
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- Journal of Applied Probability / Volume 49 / Issue 1 / March 2012
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- 04 February 2016, pp. 40-59
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- March 2012
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Moments of Random Allocation Processes Reaching a Boundary
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- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
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- 14 July 2016, pp. 990-995
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- December 2007
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Shapes of stationary autocovariances
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- Journal of Applied Probability / Volume 43 / Issue 4 / December 2006
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- 14 July 2016, pp. 1186-1193
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- December 2006
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Power spectra of random spike fields and related processes
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- Advances in Applied Probability / Volume 37 / Issue 4 / December 2005
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- 01 July 2016, pp. 1116-1146
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- December 2005
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Fractional random fields associated with stochastic fractional heat equations
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- Advances in Applied Probability / Volume 37 / Issue 1 / March 2005
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- 01 July 2016, pp. 108-133
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- March 2005
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Limiting properties of Poisson shot noise processes
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- Journal of Applied Probability / Volume 41 / Issue 3 / September 2004
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- 14 July 2016, pp. 911-918
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- September 2004
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Random-allocation and urn models
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- Journal of Applied Probability / Volume 41 / Issue A / 2004
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- 14 July 2016, pp. 313-320
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- 2004
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Estimation and filtering of fractional generalised random fields
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- Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics / Volume 69 / Issue 3 / December 2000
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- 09 April 2009, pp. 336-361
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- December 2000
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Smoothing effect of the superposition of homogeneous sources in tandem networks
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- Journal of Applied Probability / Volume 37 / Issue 3 / September 2000
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- 14 July 2016, pp. 900-913
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- September 2000
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Prediction of shot noise
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- Journal of Applied Probability / Volume 36 / Issue 2 / June 1999
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- 14 July 2016, pp. 374-388
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- June 1999
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Bisexual branching diffusions
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- Advances in Applied Probability / Volume 27 / Issue 4 / December 1995
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- 01 July 2016, pp. 980-1018
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- December 1995
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