Horbunov, Daniel; Maiboroda, Rostyslav Consistency of local linear regression estimator for mixtures with varying concentrations. (English) Zbl 07892664 Mod. Stoch., Theory Appl. 11, No. 3, 359-372 (2024). MSC: 62G05 62J05 62G20 62E15 × Cite Format Result Cite Review PDF Full Text: DOI
Gervė, Simonas; Grigutis, Andrius Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory. (English) Zbl 07892663 Mod. Stoch., Theory Appl. 11, No. 3, 323-357 (2024). MSC: 91B05 60G50 60J85 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nakagawa, Takuya; Suzuki, Ryoichi Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes. (English) Zbl 07892662 Mod. Stoch., Theory Appl. 11, No. 3, 303-321 (2024). MSC: 60H10 60G52 60H07 × Cite Format Result Cite Review PDF Full Text: DOI
Borysenko, Olga; Borysenko, Oleksandr Stochastic Lotka-Volterra mutualism model with jumps. (English) Zbl 07892661 Mod. Stoch., Theory Appl. 11, No. 3, 289-301 (2024). MSC: 92D25 60H30 × Cite Format Result Cite Review PDF Full Text: DOI
Zaevski, Tsvetelin; Kyurkchiev, Nikolay On min- and max-Kies families: distributional properties and saturation in Hausdorff sense. (English) Zbl 07892660 Mod. Stoch., Theory Appl. 11, No. 3, 265-288 (2024). Reviewer: Ferenc Weisz (Budapest) MSC: 41A40 41A46 60E05 62E17 × Cite Format Result Cite Review PDF Full Text: DOI
Alonso, Alberto; Brambila-Paz, Fernando Almost everywhere continuity of conditional expectations. (English) Zbl 07892659 Mod. Stoch., Theory Appl. 11, No. 3, 247-263 (2024). MSC: 60F25 60G42 60G44 60A05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Berikashvili, Valeri; Jokhadze, Valeriane; Namgalauri, Ekaterine; Purtukhia, Omar On martingale representations of non-smooth Brownian functionals. (English) Zbl 07887974 J. Math. Sci., New York 280, No. 3, Series A, 480-487 (2024). MSC: 60H05 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Iksanov, Alexander; Kotelnikova, Valeriya A law of the iterated logarithm for small counts in Karlin’s occupancy scheme. (English) Zbl 1540.60049 Mod. Stoch., Theory Appl. 11, No. 2, 217-245 (2024). MSC: 60F15 60G50 60C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ivanov, Alexander; Hladun, Viktor Asymptotic normality of the LSE for chirp signal parameters. (English) Zbl 1539.62290 Mod. Stoch., Theory Appl. 11, No. 2, 195-216 (2024). MSC: 62M40 62E20 62F12 94A12 × Cite Format Result Cite Review PDF Full Text: DOI
Di Nunno, Giulia; Yurchenko-Tytarenko, Anton Power law in sandwiched Volterra volatility model. (English) Zbl 1537.91318 Mod. Stoch., Theory Appl. 11, No. 2, 169-194 (2024). MSC: 91G20 60H07 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Amorino, Chiara; Jaramillo, Arturo; Podolskij, Mark Optimal estimation of the local time and the occupation time measure for an \(\alpha\)-stable Lévy process. (English) Zbl 1539.60095 Mod. Stoch., Theory Appl. 11, No. 2, 149-168 (2024). MSC: 60J55 60G51 60G52 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bohdanskyi, Victor; Bohun, Vladyslav; Marynych, Alexander; Samoilenko, Igor Arithmetic properties of multiplicative integer-valued perturbed random walks. (English) Zbl 07860170 Mod. Stoch., Theory Appl. 11, No. 2, 133-148 (2024). MSC: 11K65 11A05 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kubilius, Kȩstutis (ed.); Ralchenko, Kostiantyn (ed.) Editorial. (English) Zbl 1539.00035 Mod. Stoch., Theory Appl. 11, No. 2, 129-131 (2024). MSC: 00B15 60-06 62-06 01A70 × Cite Format Result Cite Review PDF Full Text: DOI
Elmansouri, Badr; El Otmani, Mohamed Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients. (English) Zbl 1535.60097 Mod. Stoch., Theory Appl. 11, No. 1, 109-128 (2023). MSC: 60H10 34F05 60H30 × Cite Format Result Cite Review PDF Full Text: DOI
Cammarota, Valentina; Marinucci, Domenico; Salvi, Michele; Vigogna, Stefano A quantitative functional central limit theorem for shallow neural networks. (English) Zbl 07840106 Mod. Stoch., Theory Appl. 11, No. 1, 85-108 (2023). Reviewer: Alexander Yu. Veretennikov (Moskva) MSC: 60F17 68T07 60G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Araya, Héctor; Garzón, Johanna; Rubilar-Torrealba, Rolando Gamma mixed fractional Lévy Ornstein-Uhlenbeck process. (English) Zbl 07840105 Mod. Stoch., Theory Appl. 11, No. 1, 63-83 (2023). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G10 60G17 60H05 60H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lee, Jeonghwa; Macci, Claudio Noncentral moderate deviations for fractional Skellam processes. (English) Zbl 1537.60032 Mod. Stoch., Theory Appl. 11, No. 1, 43-61 (2023). MSC: 60F10 60F05 60G22 33E12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Leipus, Remigijus; Šiaulys, Jonas A note on randomly stopped sums with zero mean increments. (English) Zbl 1537.60021 Mod. Stoch., Theory Appl. 11, No. 1, 31-42 (2023). MSC: 60E05 60F10 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Ralchenko, Kostiantyn; Yakovliev, Mykyta Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations. (English) Zbl 1535.60065 Mod. Stoch., Theory Appl. 11, No. 1, 1-29 (2023). MSC: 60G22 62F10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Łochowski, Rafał Marcin BDG inequalities and their applications for model-free continuous price paths with instant enforcement. (English) Zbl 1527.91183 Mod. Stoch., Theory Appl. 10, No. 4, 425-457 (2023). MSC: 91G80 60G17 60H05 60G46 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Colantoni, Fausto Variance gamma (nonlocal) equations. (English) Zbl 1538.60066 Mod. Stoch., Theory Appl. 10, No. 4, 413-424 (2023). MSC: 60G51 34A08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Buraczewski, Dariusz; Dong, Congzao; Iksanov, Alexander; Marynych, Alexander Critical branching processes in a sparse random environment. (English) Zbl 1534.60118 Mod. Stoch., Theory Appl. 10, No. 4, 397-411 (2023). Reviewer: Heinrich Hering (Rockenberg) MSC: 60J80 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zaevski, Tsvetelin Perpetual cancellable American options with convertible features. (English) Zbl 1533.91474 Mod. Stoch., Theory Appl. 10, No. 4, 367-395 (2023). Reviewer: Gianluca Cassese (Milano) MSC: 91G20 60G40 91G60 × Cite Format Result Cite Review PDF Full Text: DOI
Maleki Almani, Hamidreza; Sottinen, Tommi Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes. (English) Zbl 1538.60060 Mod. Stoch., Theory Appl. 10, No. 4, 343-366 (2023). MSC: 60G22 60G10 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Belomestny, Denis (ed.); Butucea, Cristina (ed.); Mammen, Enno (ed.); Moulines, Eric (ed.); Reiß, Markus (ed.); Ulyanov, Vladimir V. (ed.) Foundations of modern statistics. Festschrift in honor of Vladimir Spokoiny. Selected contributions based on the presentations at the international conference, Berlin, Germany, November 6–8, 2019 and Moscow, Russia, November 30, 2019. (English) Zbl 1531.62003 Springer Proceedings in Mathematics & Statistics 425. Cham: Springer (ISBN 978-3-031-30113-1/hbk; 978-3-031-30116-2/pbk; 978-3-031-30114-8/ebook). x, 605 p. (2023). MSC: 62-06 00B25 00B30 × Cite Format Result Cite Review PDF Full Text: DOI
Golomoziy, Vitaliy On geometric recurrence for time-inhomogeneous autoregression. (English) Zbl 07721506 Mod. Stoch., Theory Appl. 10, No. 3, 313-341 (2023). MSC: 62M10 60J10 60K05 × Cite Format Result Cite Review PDF Full Text: DOI
Zaevski, Tsvetelin; Kyurkchiev, Nikolay On some composite Kies families: distributional properties and saturation in Hausdorff sense. (English) Zbl 1531.60015 Mod. Stoch., Theory Appl. 10, No. 3, 287-312 (2023). MSC: 60E05 60E10 91G15 × Cite Format Result Cite Review PDF Full Text: DOI
Dykyi, Oleksandr; Ivanov, Alexander Consistency of LSE for the many-dimensional symmetric textured surface parameters. (English) Zbl 1517.62072 Mod. Stoch., Theory Appl. 10, No. 3, 267-285 (2023). MSC: 62J02 62F12 62J99 62M40 × Cite Format Result Cite Review PDF Full Text: DOI
Santana, David J.; Rincón, Luis Ruin probabilities as functions of the roots of a polynomial. (English) Zbl 1520.91101 Mod. Stoch., Theory Appl. 10, No. 3, 247-266 (2023). MSC: 91B05 91G05 11B37 × Cite Format Result Cite Review PDF Full Text: DOI
Radchenko, Vadym The Burgers equation driven by a stochastic measure. (English) Zbl 1523.60113 Mod. Stoch., Theory Appl. 10, No. 3, 229-246 (2023). Reviewer: Feng-Yu Wang (Tianjin) MSC: 60H15 60G57 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Zhe George Fundamentals of stochastic models. (English) Zbl 07701002 Operations Research Series. Boca Raton, FL: CRC Press (ISBN 978-0-367-71261-7/hbk; 978-0-367-71262-4/pbk; 978-1-003-15006-0/ebook). xxv, 814 p. (2023). MSC: 60-01 60Gxx 60Jxx 60H30 60E15 90C30 × Cite Format Result Cite Review PDF Full Text: DOI
Skorski, Maciej Bernstein-type bounds for beta distribution. (English) Zbl 1518.60021 Mod. Stoch., Theory Appl. 10, No. 2, 211-228 (2023). Reviewer: Noureddine Daili (Sétif) MSC: 60E05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Radchenko, Vadym Transport equation driven by a stochastic measure. (English) Zbl 1519.60059 Mod. Stoch., Theory Appl. 10, No. 2, 197-209 (2023). Reviewer: Denis R. Bell (Jacksonville) MSC: 60H15 60G57 × Cite Format Result Cite Review PDF Full Text: DOI
Avetisian, Diana; Ralchenko, Kostiantyn Parameter estimation in mixed fractional stochastic heat equation. (English) Zbl 1521.60021 Mod. Stoch., Theory Appl. 10, No. 2, 175-195 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G22 60H15 62F10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Sakuma, Noriyoshi; Suzuki, Ryoichi A modified \(\Phi \)-Sobolev inequality for canonical Lévy processes and its applications. (English) Zbl 1529.60038 Mod. Stoch., Theory Appl. 10, No. 2, 145-173 (2023). Reviewer: Nicolas Privault (Singapura) MSC: 60H07 60G51 60J76 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Giuliano, Rita; Macci, Claudio Some examples of noncentral moderate deviations for sequences of real random variables. (English) Zbl 1521.60015 Mod. Stoch., Theory Appl. 10, No. 2, 111-144 (2023). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F10 60F05 60G70 60C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Elhachemy, Mohammed; El Otmani, Mohamed Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions. (English) Zbl 1538.60096 Mod. Stoch., Theory Appl. 10, No. 1, 77-110 (2023). MSC: 60H10 60H05 60H30 35D40 × Cite Format Result Cite Review PDF Full Text: DOI
Ivanovs, Jevgenijs; Thøstesen, Jakob D. Lévy processes conditioned to stay in a half-space with applications to directional extremes. (English) Zbl 1538.60068 Mod. Stoch., Theory Appl. 10, No. 1, 59-75 (2023). MSC: 60G51 60G17 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bianchi, Luigi Amedeo; Bonaccorsi, Stefano; Tubaro, Luciano A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution. (English) Zbl 1538.60058 Mod. Stoch., Theory Appl. 10, No. 1, 37-57 (2023). MSC: 60G22 60G17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bahchedjioglou, Olena; Shevchenko, Georgiy Minimax identity with robust utility functional for a nonconcave utility. (English) Zbl 1519.91229 Mod. Stoch., Theory Appl. 10, No. 1, 19-35 (2023). MSC: 91G10 91B16 49J35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shirai, Tomoyuki; Suzaki, Kiyotaka A limit theorem for persistence diagrams of random filtered complexes built over marked point processes. (English) Zbl 1538.60072 Mod. Stoch., Theory Appl. 10, No. 1, 1-18 (2023). MSC: 60G55 60K35 60B10 55N20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Manikin, Boris Asymptotic properties of the parabolic equation driven by stochastic measure. (English) Zbl 1499.60156 Mod. Stoch., Theory Appl. 9, No. 4, 483-498 (2022). MSC: 60G57 × Cite Format Result Cite Review PDF Full Text: DOI
Alfelt, Gustav; Mazur, Stepan On the mean and variance of the estimated tangency portfolio weights for small samples. (English) Zbl 1499.62373 Mod. Stoch., Theory Appl. 9, No. 4, 453-482 (2022). MSC: 62P05 62H10 62H12 15A09 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
Mishura, Yuliya; Shklyar, Sergiy Gaussian Volterra processes with power-type kernels. II. (English) Zbl 1502.60046 Mod. Stoch., Theory Appl. 9, No. 4, 431-452 (2022). MSC: 60G15 60G22 60G17 60G18 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Hu, Chaoran; Pozdnyakov, Vladimir; Yan, Jun On occupation time for on-off processes with multiple off-states. (English) Zbl 1502.60129 Mod. Stoch., Theory Appl. 9, No. 4, 413-430 (2022). MSC: 60K15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Grigutis, Andrius; Nakliuda, Artur Note on the bi-risk discrete time risk model with income rate two. (English) Zbl 1499.91022 Mod. Stoch., Theory Appl. 9, No. 4, 401-412 (2022). MSC: 91B05 60G50 60J80 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Maiboroda, Rostyslav; Miroshnychenko, Vitalii; Sugakova, Olena Jackknife for nonlinear estimating equations. (English) Zbl 1499.62148 Mod. Stoch., Theory Appl. 9, No. 4, 377-399 (2022). MSC: 62G09 62G05 62J02 × Cite Format Result Cite Review PDF Full Text: DOI
Godland, Thomas; Kabluchko, Zakhar Conic intrinsic volumes of Weyl chambers. (English) Zbl 1504.52004 Mod. Stoch., Theory Appl. 9, No. 3, 357-375 (2022). Reviewer: Viktor Ohanyan (Erevan) MSC: 52A22 60G55 52A55 52A39 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
El Omari, Mohamed Notes on spherical bifractional Brownian motion. (English) Zbl 1504.60058 Mod. Stoch., Theory Appl. 9, No. 3, 339-355 (2022). MSC: 60G22 60G15 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Mishura, Yuliya; Shklyar, Sergiy Gaussian Volterra processes with power-type kernels. I. (English) Zbl 1512.60024 Mod. Stoch., Theory Appl. 9, No. 3, 313-338 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G15 60G17 60G18 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Bezborodov, Viktor; Di Persio, Luca Spatial birth-and-death processes with a finite number of particles. (English) Zbl 1504.60190 Mod. Stoch., Theory Appl. 9, No. 3, 279-312 (2022). MSC: 60K35 60J80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Borzykh, Dmitriy; Gushchin, Alexander On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions. (English) Zbl 1504.60068 Mod. Stoch., Theory Appl. 9, No. 3, 265-277 (2022). MSC: 60G44 60G40 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Bohun, Vladyslav; Marynych, Alexander Random walks with sticky barriers. (English) Zbl 1502.60112 Mod. Stoch., Theory Appl. 9, No. 3, 245-263 (2022). Reviewer: Andriy Olenko (Melbourne) MSC: 60J10 60F15 60F17 60G50 × Cite Format Result Cite Review PDF Full Text: DOI
Tchorbadjieff, Assen; Mayster, Penka Factorial moments of the critical Markov branching process with geometric reproduction of particles. (English) Zbl 1491.60151 Mod. Stoch., Theory Appl. 9, No. 2, 229-244 (2022). MSC: 60J80 60K05 92C42 × Cite Format Result Cite Review PDF Full Text: DOI
Macci, Claudio; Pacchiarotti, Barbara; Villa, Elena Asymptotic results for families of random variables having power series distributions. (English) Zbl 1491.60044 Mod. Stoch., Theory Appl. 9, No. 2, 207-228 (2022). MSC: 60F10 60E05 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Bouaicha, Nour El Houda; Chighoub, Farid; Alia, Ishak; Sohail, Ayesha Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps. (English) Zbl 1492.93193 Mod. Stoch., Theory Appl. 9, No. 2, 157-205 (2022). MSC: 93E20 49N10 60J74 × Cite Format Result Cite Review PDF Full Text: DOI
D’Ovidio, Mirko; Orsingher, Enzo; Sakhno, Lyudmyla Models of space-time random fields on the sphere. (English) Zbl 1495.60042 Mod. Stoch., Theory Appl. 9, No. 2, 139-156 (2022). MSC: 60G60 60G22 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Manikin, Boris Averaging principle for the one-dimensional parabolic equation driven by stochastic measure. (English) Zbl 1495.60041 Mod. Stoch., Theory Appl. 9, No. 2, 123-137 (2022). MSC: 60G57 60H15 × Cite Format Result Cite Review PDF Full Text: DOI
Kawamoto, Yosuke Interacting Brownian motions in infinite dimensions related to the origin of the spectrum of random matrices. (English) Zbl 1489.60155 Mod. Stoch., Theory Appl. 9, No. 1, 89-122 (2022). MSC: 60K35 60B20 60J60 60H10 82B21 × Cite Format Result Cite Review PDF Full Text: DOI
Ohashi, Alberto; Russo, Francesco; Teixeira, Alan On path-dependent SDEs involving distributional drifts. (English) Zbl 1489.60104 Mod. Stoch., Theory Appl. 9, No. 1, 65-87 (2022). MSC: 60H10 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tzaninis, Spyridon M. Applications of a change of measures technique for compound mixed renewal processes to the ruin problem. (English) Zbl 1489.60140 Mod. Stoch., Theory Appl. 9, No. 1, 45-64 (2022). MSC: 60K10 60G44 91G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Huillet, Thierry; Möhle, Martin Asymptotic genealogies for a class of generalized Wright-Fisher models. (English) Zbl 1486.60115 Mod. Stoch., Theory Appl. 9, No. 1, 17-43 (2022). MSC: 60J90 92D15 60J80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Losidis, Sotirios Covariance between the forward recurrence time and the number of renewals. (English) Zbl 1489.60139 Mod. Stoch., Theory Appl. 9, No. 1, 1-16 (2022). MSC: 60K05 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Sugakova, Olena; Maiboroda, Rostyslav Principal components analysis for mixtures with varying concentrations. (English) Zbl 1478.62156 Mod. Stoch., Theory Appl. 8, No. 4, 509-523 (2021). MSC: 62H25 62G05 62J05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Lietzén, Niko; Viitasaari, Lauri; Ilmonen, Pauliina Modeling temporally uncorrelated components of complex-valued stationary processes. (English) Zbl 1478.62121 Mod. Stoch., Theory Appl. 8, No. 4, 475-508 (2021). MSC: 62H12 60F05 60G15 62M10 62F12 62E20 94A12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Horodnii, Mykhailo; Kravets, Victoriia Bounded in the mean solutions of a second-order difference equation. (English) Zbl 1481.39010 Mod. Stoch., Theory Appl. 8, No. 4, 465-473 (2021). MSC: 39A22 × Cite Format Result Cite Review PDF Full Text: DOI
Honda, Fumiaki; Kurosawa, Takeshi Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model. (English) Zbl 1478.62256 Mod. Stoch., Theory Appl. 8, No. 4, 435-463 (2021). MSC: 62M10 62F10 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Bohun, Vladyslav Probabilistic analysis of vantage point trees. (English) Zbl 1482.60033 Mod. Stoch., Theory Appl. 8, No. 4, 413-434 (2021). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60J05 60J20 68P05 68W40 × Cite Format Result Cite Review PDF Full Text: DOI
Buryak, Filipp; Mishura, Yuliya Convexity and robustness of the Rényi entropy. (English) Zbl 1479.60025 Mod. Stoch., Theory Appl. 8, No. 3, 387-412 (2021). Reviewer: Carlo Sempi (Lecce) MSC: 60E05 94A17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yakovliev, Mykyta; Kukush, Alexander Estimation in a linear errors-in-variables model under a mixture of classical and Berkson errors. (English) Zbl 1483.62122 Mod. Stoch., Theory Appl. 8, No. 3, 373-386 (2021). MSC: 62J05 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Benth, Fred Espen; Simonsen, Iben Cathrine Metatimes, random measures and cylindrical random variables. (English) Zbl 1490.60127 Mod. Stoch., Theory Appl. 8, No. 3, 349-371 (2021). Reviewer: Ilya S. Molchanov (Bern) MSC: 60G60 60G57 46N30 × Cite Format Result Cite Review PDF Full Text: DOI
Baldé, Maoudo Faramba; Es-Sebaiy, Khalifa Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second kind. (English) Zbl 1515.62080 Mod. Stoch., Theory Appl. 8, No. 3, 329-347 (2021). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M09 60G15 60G22 60H07 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Nielsen, Mikkel Slot; Rohde, Victor On nonnegative solutions of SDDEs with an application to CARMA processes. (English) Zbl 1489.60055 Mod. Stoch., Theory Appl. 8, No. 3, 309-328 (2021). MSC: 60G10 60G17 60H05 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Es-Sebaiy, Khalifa; Al-Foraih, Mishari; Alazemi, Fares Statistical inference for nonergodic weighted fractional Vasicek models. (English) Zbl 1489.60059 Mod. Stoch., Theory Appl. 8, No. 3, 291-307 (2021). MSC: 60G22 60H10 62M09 × Cite Format Result Cite Review PDF Full Text: DOI
Mishura, Yu. S.; Moklyachuk, M. P.; Rozora, I. V.; Sakhno, L. M. International scientific conference “Modern Stochastics: Theory and Applications. V” (MSTA-V). 1–4 June 2021. (Ukrainian. English summary) Zbl 1488.60001 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 9 (2021). MSC: 60-06 62-06 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Selmi, Ridha; Nasfi, Rim Existence and uniqueness of weak solution to a three-dimensional stochastic modified-Leray-alpha model of fluid turbulence. (English) Zbl 1476.35347 Mod. Stoch., Theory Appl. 8, No. 1, 115-137 (2021). MSC: 35R60 35Q35 76D05 76D03 60H35 × Cite Format Result Cite Review PDF Full Text: DOI
Hopkalo, Olha; Sakhno, Lyudmyla Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes. (English) Zbl 1479.60074 Mod. Stoch., Theory Appl. 8, No. 1, 41-62 (2021). MSC: 60G15 60G20 60G60 35G10 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Borysenko, Olga; Borysenko, Oleksandr Long-time behavior of a nonautonomous stochastic predator-prey model with jumps. (English) Zbl 1475.92121 Mod. Stoch., Theory Appl. 8, No. 1, 17-39 (2021). MSC: 92D25 60H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Veretennikov, Alexander Note on local mixing techniques for stochastic differential equations. (English) Zbl 1479.60116 Mod. Stoch., Theory Appl. 8, No. 1, 1-15 (2021). MSC: 60H10 37A25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ivanov, Alexander; Moskvychova, Kateryna Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model. (English) Zbl 1473.62234 Mod. Stoch., Theory Appl. 8, No. 1, 93-113 (2021). MSC: 62J02 62F12 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Beghin, Luisa; Macci, Claudio; Martinucci, Barbara Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates. (English) Zbl 1476.60057 Mod. Stoch., Theory Appl. 8, No. 1, 63-91 (2021). MSC: 60F10 60J27 60G22 60G52 82B41 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tudor, Ciprian Chaos expansion of uniformly distributed random variables and application to number theory. (English) Zbl 1481.60062 Mod. Stoch., Theory Appl. 8, No. 2, 275-289 (2021). MSC: 60F05 11M06 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Kaufmann, Tom Sharp asymptotics for \(q\)-norms of random vectors in high-dimensional \(\ell_p^n\)-balls. (English) Zbl 1476.60022 Mod. Stoch., Theory Appl. 8, No. 2, 239-274 (2021). MSC: 60D05 52A23 60F10 46B09 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Decreusefond, Laurent; Moroz, Guillaume Optimal transport between determinantal point processes and application to fast simulation. (English) Zbl 1480.49044 Mod. Stoch., Theory Appl. 8, No. 2, 209-237 (2021). Reviewer: Wojciech Górny (Warszawa) MSC: 49Q22 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Berger, David; Mohamed, Farid Second order elliptic partial differential equations driven by Lévy white noise. (English) Zbl 1477.60094 Mod. Stoch., Theory Appl. 8, No. 2, 179-207 (2021). Reviewer: Udhayakumar Ramalingam (Vellore) MSC: 60H15 60H40 35J15 35J10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Azmoodeh, Ehsan; Peccati, Giovanni; Yang, Xiaochuan Malliavin-Stein method: a survey of some recent developments. (English) Zbl 1476.60044 Mod. Stoch., Theory Appl. 8, No. 2, 141-177 (2021). MSC: 60F05 60B10 28C20 60H07 47D07 34L10 47A10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bodnarchuk, Iryna Averaging principle for a stochastic cable equation. (English) Zbl 1479.60123 Mod. Stoch., Theory Appl. 7, No. 4, 449-467 (2020). MSC: 60H15 35K10 60G57 × Cite Format Result Cite Review PDF Full Text: DOI
Miroshnichenko, Vitalii; Maiboroda, Rostyslav Asymptotic normality of modified LS estimator for mixture of nonlinear regressions. (English) Zbl 1473.62235 Mod. Stoch., Theory Appl. 7, No. 4, 435-448 (2020). MSC: 62J02 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Knani, Habiba; Dozzi, Marco Linear backward stochastic differential equations with Gaussian Volterra processes. (English) Zbl 1476.35115 Mod. Stoch., Theory Appl. 7, No. 4, 415-433 (2020). MSC: 35K10 60G15 60G22 60H05 60H07 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sengar, Ayushi Singh; Upadhye, Neelesh S. Subordinated compound Poisson processes of order \(k\). (English) Zbl 1479.60079 Mod. Stoch., Theory Appl. 7, No. 4, 395-413 (2020). MSC: 60G22 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dolinsky, Yan On shortfall risk minimization for game options. (English) Zbl 1476.91181 Mod. Stoch., Theory Appl. 7, No. 4, 379-394 (2020). MSC: 91G20 93E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tchorbadjieff, Assen; Mayster, Penka Geometric branching reproduction Markov processes. (English) Zbl 1492.60242 Mod. Stoch., Theory Appl. 7, No. 4, 357-378 (2020). MSC: 60J80 33C05 33C65 11B73 × Cite Format Result Cite Review PDF Full Text: DOI
Avetisian, Diana; Ralchenko, Kostiantyn Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation. (English) Zbl 1457.60095 Mod. Stoch., Theory Appl. 7, No. 3, 339-356 (2020). MSC: 60H15 35R11 35R60 60G22 62F10 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Barczy, Mátyás; Bősze, Zsuzsanna; Pap, Gyula On tail behaviour of stationary second-order Galton-Watson processes with immigration. (English) Zbl 1473.60120 Mod. Stoch., Theory Appl. 7, No. 3, 315-338 (2020). Reviewer: Hans Daduna (Hamburg) MSC: 60J80 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Vostrikova, Lioudmila On distributions of exponential functionals of the processes with independent increments. (English) Zbl 1457.60065 Mod. Stoch., Theory Appl. 7, No. 3, 291-313 (2020). MSC: 60G51 91G80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Basse-O’Connor, Andreas; Pedersen, Jan; Rohde, Victor On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos. (English) Zbl 1459.60038 Mod. Stoch., Theory Appl. 7, No. 3, 267-289 (2020). MSC: 60E07 60G15 62H05 62H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ragulina, Olena Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy. (English) Zbl 1461.91257 Mod. Stoch., Theory Appl. 7, No. 3, 245-265 (2020). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Santana, David J.; Rincón, Luis Approximations of the ruin probability in a discrete time risk model. (English) Zbl 1457.91142 Mod. Stoch., Theory Appl. 7, No. 3, 221-243 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kukush, Alexander; Senko, Ivan Prediction in polynomial errors-in-variables models. (English) Zbl 1452.62501 Mod. Stoch., Theory Appl. 7, No. 2, 203-219 (2020). MSC: 62J05 62J02 62H12 62M20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Banna, Oksana; Buryak, Filipp; Mishura, Yuliya Distance from fractional Brownian motion with associated Hurst index \(0<H<1/2\) to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent. (English) Zbl 1468.60046 Mod. Stoch., Theory Appl. 7, No. 2, 191-202 (2020). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv