Hu, Cheng; Wang, Li; Zong, Gaofeng Limit theorems for delayed sums under sublinear expectation. (English) Zbl 07814075 J. Math. Anal. Appl. 535, No. 1, Article ID 128084, 16 p. (2024). MSC: 60F15 60G50 60Hxx PDFBibTeX XMLCite \textit{C. Hu} et al., J. Math. Anal. Appl. 535, No. 1, Article ID 128084, 16 p. (2024; Zbl 07814075) Full Text: DOI
Derumigny, Alexis; Girard, Lucas; Guyonvarch, Yannick Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion. (English) Zbl 07812669 Sankhyā, Ser. A 86, No. 1, 261-336 (2024). MSC: 62E17 60F05 62F03 PDFBibTeX XMLCite \textit{A. Derumigny} et al., Sankhyā, Ser. A 86, No. 1, 261--336 (2024; Zbl 07812669) Full Text: DOI arXiv
Li, Jialin; Ryzhov, Ilya O. Moderate deviations inequalities for Gaussian process regression. (English) Zbl 07808665 J. Appl. Probab. 61, No. 1, 172-197 (2024). MSC: 60G15 62K99 PDFBibTeX XMLCite \textit{J. Li} and \textit{I. O. Ryzhov}, J. Appl. Probab. 61, No. 1, 172--197 (2024; Zbl 07808665) Full Text: DOI
Pchelintsev, Evgenii A.; Pergamenchtchikov, Serguei M.; Tenzin, Roman O. Truncated sequential change-point detection for Markov chains with applications in the epidemic statistical analysis. (English) Zbl 07798884 Sequential Anal. 43, No. 1, 57-78 (2024). MSC: 62L10 62L15 60G40 60J05 60J20 PDFBibTeX XMLCite \textit{E. A. Pchelintsev} et al., Sequential Anal. 43, No. 1, 57--78 (2024; Zbl 07798884) Full Text: DOI
Das, Debraj Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions. (English) Zbl 07788884 Bernoulli 30, No. 1, 278-303 (2024). MSC: 60F05 PDFBibTeX XMLCite \textit{D. Das}, Bernoulli 30, No. 1, 278--303 (2024; Zbl 07788884) Full Text: DOI arXiv
Zhou, Jinyu; Tang, Yu; Yan, Jigao; Yan, Tianjiao; Gu, Jun Complete convergence and complete moment convergence for maximal weighted sums of arrays of rowwise extended negatively dependent random variables with statistical applications. (English) Zbl 1523.60060 J. Comput. Appl. Math. 437, Article ID 115486, 19 p. (2024). MSC: 60F15 60G50 62J05 62G08 62G05 PDFBibTeX XMLCite \textit{J. Zhou} et al., J. Comput. Appl. Math. 437, Article ID 115486, 19 p. (2024; Zbl 1523.60060) Full Text: DOI
Badreau, Marie; Proïa, Frédéric Consistency and asymptotic normality in a class of nearly unstable processes. (English) Zbl 07800325 Stat. Inference Stoch. Process. 26, No. 3, 619-641 (2023). MSC: 62M10 62F12 60G52 60G10 60G42 PDFBibTeX XMLCite \textit{M. Badreau} and \textit{F. Proïa}, Stat. Inference Stoch. Process. 26, No. 3, 619--641 (2023; Zbl 07800325) Full Text: DOI arXiv
Vo, Tran Duy; Peigné, Marc A functional limit theorem for lattice oscillating random walks. (English) Zbl 07799696 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1433-1457 (2023). MSC: 60F17 60J10 60J65 60G50 PDFBibTeX XMLCite \textit{T. D. Vo} and \textit{M. Peigné}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1433--1457 (2023; Zbl 07799696) Full Text: arXiv Link
Döring, Leif; Trottner, Lukas Stability of overshoots of Markov additive processes. (English) Zbl 07791539 Ann. Appl. Probab. 33, No. 6B, 5413-5458 (2023). MSC: 60J55 37A25 62M05 PDFBibTeX XMLCite \textit{L. Döring} and \textit{L. Trottner}, Ann. Appl. Probab. 33, No. 6B, 5413--5458 (2023; Zbl 07791539) Full Text: DOI arXiv
Fan, Xiequan; Shao, Qi-Man Self-normalized Cramér moderate deviations for a supercritical Galton-Watson process. (English) Zbl 07787410 J. Appl. Probab. 60, No. 4, 1281-1292 (2023). MSC: 60J80 62F12 62F03 60F10 PDFBibTeX XMLCite \textit{X. Fan} and \textit{Q.-M. Shao}, J. Appl. Probab. 60, No. 4, 1281--1292 (2023; Zbl 07787410) Full Text: DOI arXiv
Fromont, Magalie; Grela, Fabrice; Le Guével, Ronan Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process. (English) Zbl 07784482 Electron. J. Stat. 17, No. 2, 2575-2744 (2023). MSC: 62C20 62M20 62F03 62G10 60G55 60G25 60G35 60E15 62E17 PDFBibTeX XMLCite \textit{M. Fromont} et al., Electron. J. Stat. 17, No. 2, 2575--2744 (2023; Zbl 07784482) Full Text: DOI arXiv Link
Tran Duy Vo The oscillating random walk on \(\mathbb{Z}\). (English) Zbl 07768811 J. Theor. Probab. 36, No. 4, 2426-2447 (2023). MSC: 60G50 60J05 60J10 PDFBibTeX XMLCite \textit{Tran Duy Vo}, J. Theor. Probab. 36, No. 4, 2426--2447 (2023; Zbl 07768811) Full Text: DOI
Krizmanić, Danijel A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations. (English) Zbl 1526.60029 Lith. Math. J. 63, No. 3, 305-336 (2023). Reviewer: Edward Omey (Brussel) MSC: 60F17 60G52 60K99 26A12 PDFBibTeX XMLCite \textit{D. Krizmanić}, Lith. Math. J. 63, No. 3, 305--336 (2023; Zbl 1526.60029) Full Text: DOI
Wu, Yi; Wang, Xuejun Marcinkiewicz-Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications. (English) Zbl 07739727 J. Stat. Comput. Simulation 93, No. 11, 1694-1715 (2023). MSC: 62-XX 60F15 62G05 62G20 PDFBibTeX XMLCite \textit{Y. Wu} and \textit{X. Wang}, J. Stat. Comput. Simulation 93, No. 11, 1694--1715 (2023; Zbl 07739727) Full Text: DOI
Bouzebda, Salim; Khardani, Salah; Slaoui, Yousri Asymptotic normality of the regression mode in the nonparametric random design model for censored data. (English) Zbl 07736132 Commun. Stat., Theory Methods 52, No. 19, 7069-7093 (2023). MSC: 62G05 62G07 62G08 62E20 60F05 60E05 60A10 PDFBibTeX XMLCite \textit{S. Bouzebda} et al., Commun. Stat., Theory Methods 52, No. 19, 7069--7093 (2023; Zbl 07736132) Full Text: DOI
Wang, Hongjian; Ramdas, Aaditya Catoni-style confidence sequences for heavy-tailed mean estimation. (English) Zbl 07726169 Stochastic Processes Appl. 163, 168-202 (2023). MSC: 62L12 60G42 PDFBibTeX XMLCite \textit{H. Wang} and \textit{A. Ramdas}, Stochastic Processes Appl. 163, 168--202 (2023; Zbl 07726169) Full Text: DOI arXiv
Christensen, Sören; Fischer, Simon A new integral equation for Brownian stopping problems with finite time horizon. (English) Zbl 1526.60031 Stochastic Processes Appl. 162, 338-360 (2023). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 91G20 PDFBibTeX XMLCite \textit{S. Christensen} and \textit{S. Fischer}, Stochastic Processes Appl. 162, 338--360 (2023; Zbl 1526.60031) Full Text: DOI arXiv
Novikov, Andrey; Novikov, Andrei; Farkhshatov, Fahil Numerical solution of Kiefer-Weiss problems when sampling from continuous exponential families. (English) Zbl 07708164 Sequential Anal. 42, No. 2, 189-209 (2023). MSC: 62L10 62L15 62F03 60G40 62M02 PDFBibTeX XMLCite \textit{A. Novikov} et al., Sequential Anal. 42, No. 2, 189--209 (2023; Zbl 07708164) Full Text: DOI
Mana, Fatima Ezzahra; Guépié, Blaise Kévin; Nikiforov, Igor Sequential detection of an arbitrary transient change profile by the FMA test. (English) Zbl 07708159 Sequential Anal. 42, No. 2, 91-111 (2023). MSC: 62L10 62L15 60G40 62F05 62P30 PDFBibTeX XMLCite \textit{F. E. Mana} et al., Sequential Anal. 42, No. 2, 91--111 (2023; Zbl 07708159) Full Text: DOI
Dayanik, Savas; Sezer, Semih O. Model misspecification in discrete time Bayesian online change detection. (English) Zbl 1514.62156 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 30, 27 p. (2023). MSC: 62L10 62L15 62C10 60G40 PDFBibTeX XMLCite \textit{S. Dayanik} and \textit{S. O. Sezer}, Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 30, 27 p. (2023; Zbl 1514.62156) Full Text: DOI
Vidyasagar, M. Convergence of stochastic approximation via martingale and converse Lyapunov methods. (English) Zbl 1518.93148 Math. Control Signals Syst. 35, No. 2, 351-374 (2023). MSC: 93E15 93D20 60G48 PDFBibTeX XMLCite \textit{M. Vidyasagar}, Math. Control Signals Syst. 35, No. 2, 351--374 (2023; Zbl 1518.93148) Full Text: DOI arXiv
de Loynes, Basile Local limit theorem for a Markov additive process on \(\mathbb{Z}^d\) with a null recurrent internal Markov chain. (English) Zbl 1512.60021 J. Appl. Probab. 60, No. 2, 570-588 (2023). MSC: 60F15 60K15 60J45 60J10 60J55 PDFBibTeX XMLCite \textit{B. de Loynes}, J. Appl. Probab. 60, No. 2, 570--588 (2023; Zbl 1512.60021) Full Text: DOI
Bingham, N. H. Tauberian Korevaar. (English) Zbl 1526.40001 Indag. Math., New Ser. 34, No. 2, 219-230 (2023). MSC: 40-03 01A70 40E05 60F10 60F15 11N45 26A12 PDFBibTeX XMLCite \textit{N. H. Bingham}, Indag. Math., New Ser. 34, No. 2, 219--230 (2023; Zbl 1526.40001) Full Text: DOI arXiv
Chen, Yong; Li, Ying; Tian, Li Moment estimator for an AR(1) model driven by a long memory Gaussian noise. (English) Zbl 1524.62419 J. Stat. Plann. Inference 222, 94-107 (2023). MSC: 62M10 60F15 62F12 PDFBibTeX XMLCite \textit{Y. Chen} et al., J. Stat. Plann. Inference 222, 94--107 (2023; Zbl 1524.62419) Full Text: DOI arXiv
Aalen, Odd O.; Andersen, Per K.; Borgan, Ørnulf; Gill, Richard D.; Keiding, Niels Martingales in survival analysis. (English) Zbl 1523.60073 Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 295-320 (2022). MSC: 60G42 60G44 62N02 PDFBibTeX XMLCite \textit{O. O. Aalen} et al., in: The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. 295--320 (2022; Zbl 1523.60073) Full Text: DOI
Lai, Tze Leung Encounters with martingales in statistics and stochastic optimization. (English) Zbl 1523.60076 Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 265-293 (2022). MSC: 60G42 60G44 62M99 PDFBibTeX XMLCite \textit{T. L. Lai}, in: The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. 265--293 (2022; Zbl 1523.60076) Full Text: DOI
Kolnogorov, A. V. Poissonian two-armed bandit: a new approach. (English. Russian original) Zbl 1528.62054 Probl. Inf. Transm. 58, No. 2, 160-183 (2022); translation from Probl. Peredachi Inf. 58, No. 2, 66-91 (2022). MSC: 62P05 91A60 60G55 PDFBibTeX XMLCite \textit{A. V. Kolnogorov}, Probl. Inf. Transm. 58, No. 2, 160--183 (2022; Zbl 1528.62054); translation from Probl. Peredachi Inf. 58, No. 2, 66--91 (2022) Full Text: DOI
Liu, Xiangdong; Zhang, Lanhui; Zuo, Jinxuan The Lai law for weighted sums. (English) Zbl 1507.60038 J. Math. Inequal. 16, No. 4, 1621-1632 (2022). MSC: 60F15 PDFBibTeX XMLCite \textit{X. Liu} et al., J. Math. Inequal. 16, No. 4, 1621--1632 (2022; Zbl 1507.60038) Full Text: DOI
Novikov, Andrey; Farkhshatov, Fahil Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families. (English) Zbl 07634009 Sequential Anal. 41, No. 4, 417-434 (2022). MSC: 62L10 62L15 62F03 60G40 62M02 PDFBibTeX XMLCite \textit{A. Novikov} and \textit{F. Farkhshatov}, Sequential Anal. 41, No. 4, 417--434 (2022; Zbl 07634009) Full Text: DOI
Jiang, Qianqian; Dai, Wanyang Reflecting time-space Gaussian random field on compact Riemannian manifold and excursion probability. (English) Zbl 1498.60141 Stochastics 94, No. 6, 865-890 (2022). MSC: 60G15 60G60 58D20 65C35 PDFBibTeX XMLCite \textit{Q. Jiang} and \textit{W. Dai}, Stochastics 94, No. 6, 865--890 (2022; Zbl 1498.60141) Full Text: DOI
Zhang, Li-Xin A note on the cluster set of the law of the iterated logarithm under sub-linear expectations. (English) Zbl 1496.60027 Probab. Uncertain. Quant. Risk 7, No. 2, 85-100 (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 60F15 60F05 PDFBibTeX XMLCite \textit{L.-X. Zhang}, Probab. Uncertain. Quant. Risk 7, No. 2, 85--100 (2022; Zbl 1496.60027) Full Text: DOI arXiv
Han, Dong; Tsung, Fugee; Xian, Jinguo; Yu, Miaomiao Optimal sequential tests for monitoring changes in the distribution of finite observation sequences. (English) Zbl 1524.62377 Stat. Sin. 32, No. 3, 1317-1342 (2022). MSC: 62L10 62L15 60G40 PDFBibTeX XMLCite \textit{D. Han} et al., Stat. Sin. 32, No. 3, 1317--1342 (2022; Zbl 1524.62377) Full Text: DOI arXiv
Novikov, Andrey; Novikov, Andrei; Farkhshatov, Fahil A computational approach to the Kiefer-Weiss problem for sampling from a Bernoulli population. (English) Zbl 1493.62484 Sequential Anal. 41, No. 2, 198-219 (2022). MSC: 62L10 62L15 62F03 60G40 62M02 PDFBibTeX XMLCite \textit{A. Novikov} et al., Sequential Anal. 41, No. 2, 198--219 (2022; Zbl 1493.62484) Full Text: DOI arXiv
Gösmann, Josua; Stoehr, Christina; Heiny, Johannes; Dette, Holger Sequential change point detection in high dimensional time series. (English) Zbl 1493.62524 Electron. J. Stat. 16, No. 1, 3608-3671 (2022). MSC: 62M10 62G20 62H15 60G70 PDFBibTeX XMLCite \textit{J. Gösmann} et al., Electron. J. Stat. 16, No. 1, 3608--3671 (2022; Zbl 1493.62524) Full Text: DOI arXiv Link
Christensen, Sören; Fischer, Simon On the \(\frac{S_n}{n}\) problem. (English) Zbl 1496.60036 J. Appl. Probab. 59, No. 2, 571-583 (2022). MSC: 60G40 60G50 PDFBibTeX XMLCite \textit{S. Christensen} and \textit{S. Fischer}, J. Appl. Probab. 59, No. 2, 571--583 (2022; Zbl 1496.60036) Full Text: DOI arXiv
Girardin, Valérie; Konev, Victor; Pergamenchtchikov, Serguei Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty. (English) Zbl 1493.62483 Sequential Anal. 41, No. 1, 119-141 (2022). MSC: 62L10 62L15 60G40 62B10 60J20 PDFBibTeX XMLCite \textit{V. Girardin} et al., Sequential Anal. 41, No. 1, 119--141 (2022; Zbl 1493.62483) Full Text: DOI
Lai, Tze Leung; Sklar, Michael Benjamin; Xu, Huanzhong Bandit and covariate processes, with finite or non-denumerable set of arms. (English) Zbl 1493.62476 Stochastic Processes Appl. 150, 1222-1237 (2022). MSC: 62L05 62C25 62G08 60E10 60F10 PDFBibTeX XMLCite \textit{T. L. Lai} et al., Stochastic Processes Appl. 150, 1222--1237 (2022; Zbl 1493.62476) Full Text: DOI
Mohamed, Mohamed Said On cumulative residual Tsallis entropy and its dynamic version of concomitants of generalized order statistics. (English) Zbl 07535550 Commun. Stat., Theory Methods 51, No. 8, 2534-2551 (2022). MSC: 94A17 62B10 60E05 60E15 62H99 62N05 PDFBibTeX XMLCite \textit{M. S. Mohamed}, Commun. Stat., Theory Methods 51, No. 8, 2534--2551 (2022; Zbl 07535550) Full Text: DOI
Dayanik, Savas; Yamazaki, Kazutoshi Detection and identification of changes of hidden Markov chains: asymptotic theory. (English) Zbl 1493.62481 Stat. Inference Stoch. Process. 25, No. 2, 261-301 (2022). MSC: 62L10 62L15 62C10 60G40 62M05 PDFBibTeX XMLCite \textit{S. Dayanik} and \textit{K. Yamazaki}, Stat. Inference Stoch. Process. 25, No. 2, 261--301 (2022; Zbl 1493.62481) Full Text: DOI
Dong, Fengkai; Huang, Huilin Strong deviation theorems for delayed sums of the nonnegative continuous random variables. (English) Zbl 07533619 Commun. Stat., Theory Methods 51, No. 5, 1522-1530 (2022). MSC: 60C05 05C80 62-XX PDFBibTeX XMLCite \textit{F. Dong} and \textit{H. Huang}, Commun. Stat., Theory Methods 51, No. 5, 1522--1530 (2022; Zbl 07533619) Full Text: DOI
Ekström, Erik; Wang, Yuqiong Bayesian sequential composite hypothesis testing in discrete time. (English) Zbl 1493.62482 ESAIM, Probab. Stat. 26, 265-282 (2022). MSC: 62L10 60G40 62C10 PDFBibTeX XMLCite \textit{E. Ekström} and \textit{Y. Wang}, ESAIM, Probab. Stat. 26, 265--282 (2022; Zbl 1493.62482) Full Text: DOI arXiv
Xing, Yue; Sit, Tony; Ying Wong, Hoi Variance reduction for risk measures with importance sampling in nested simulation. (English) Zbl 1489.91311 Quant. Finance 22, No. 4, 657-673 (2022). MSC: 91G60 65C05 91G70 91G20 60G40 PDFBibTeX XMLCite \textit{Y. Xing} et al., Quant. Finance 22, No. 4, 657--673 (2022; Zbl 1489.91311) Full Text: DOI
Shi, Zhiyan; Liu, Cong; Fan, Yan; Bao, Dan; Chen, Yang Some generalized strong limit theorems for Markov chains in bi-infinite random environments. (English) Zbl 07532264 Commun. Stat., Theory Methods 51, No. 1, 150-161 (2022). MSC: 60F15 60J10 62-XX PDFBibTeX XMLCite \textit{Z. Shi} et al., Commun. Stat., Theory Methods 51, No. 1, 150--161 (2022; Zbl 07532264) Full Text: DOI
Pergamenchtchikov, Serguei M.; Tartakovsky, Alexander G.; Spivak, Valentin S. Minimax and pointwise sequential changepoint detection and identification for general stochastic models. (English) Zbl 1520.62101 J. Multivariate Anal. 190, Article ID 104977, 22 p. (2022). MSC: 62L10 62L15 60G40 62M02 60J05 62P10 PDFBibTeX XMLCite \textit{S. M. Pergamenchtchikov} et al., J. Multivariate Anal. 190, Article ID 104977, 22 p. (2022; Zbl 1520.62101) Full Text: DOI arXiv
Hu, Yuan; Lindquist, W. Brent; Rachev, Svetlozar T.; Shirvani, Abootaleb; Fabozzi, Frank J. Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis. (English) Zbl 1489.91264 J. Econ. Dyn. Control 137, Article ID 104345, 20 p. (2022). MSC: 91G20 60G50 PDFBibTeX XMLCite \textit{Y. Hu} et al., J. Econ. Dyn. Control 137, Article ID 104345, 20 p. (2022; Zbl 1489.91264) Full Text: DOI arXiv
Walther, Guenther Tail bounds for empirically standardized sums. (English) Zbl 1493.62263 Electron. J. Stat. 16, No. 1, 2406-2431 (2022). MSC: 62G32 60F10 PDFBibTeX XMLCite \textit{G. Walther}, Electron. J. Stat. 16, No. 1, 2406--2431 (2022; Zbl 1493.62263) Full Text: DOI arXiv Link
Wu, Yi; Yu, Wei; Wang, Xuejun Strong representations of the Kaplan-Meier estimator and hazard estimator with censored widely orthant dependent data. (English) Zbl 1505.62425 Comput. Stat. 37, No. 1, 383-402 (2022). MSC: 62-08 62G05 62G20 60F15 PDFBibTeX XMLCite \textit{Y. Wu} et al., Comput. Stat. 37, No. 1, 383--402 (2022; Zbl 1505.62425) Full Text: DOI
Zhang, Yuan; Xia, Dong Edgeworth expansions for network moments. (English) Zbl 1486.62053 Ann. Stat. 50, No. 2, 726-753 (2022). MSC: 62E20 60F05 05C80 62G05 PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{D. Xia}, Ann. Stat. 50, No. 2, 726--753 (2022; Zbl 1486.62053) Full Text: DOI arXiv
Gao, Lan; Shao, Qi-Man; Shi, Jiasheng Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean. (English) Zbl 1486.60044 Ann. Stat. 50, No. 2, 673-697 (2022). MSC: 60F05 60F10 62E20 62M10 60G50 PDFBibTeX XMLCite \textit{L. Gao} et al., Ann. Stat. 50, No. 2, 673--697 (2022; Zbl 1486.60044) Full Text: DOI arXiv
Al Masry, Zeina; Rabehasaina, Landy; Verdier, Ghislain Change-level detection for Lévy subordinators. (English) Zbl 1483.62146 Stochastic Processes Appl. 147, 423-455 (2022). MSC: 62M10 62L10 62L15 60G51 60G40 PDFBibTeX XMLCite \textit{Z. Al Masry} et al., Stochastic Processes Appl. 147, 423--455 (2022; Zbl 1483.62146) Full Text: DOI HAL
Dębicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew On the continuity of Pickands constants. (English) Zbl 1492.60140 J. Appl. Probab. 59, No. 1, 187-201 (2022). MSC: 60G60 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dębicki} et al., J. Appl. Probab. 59, No. 1, 187--201 (2022; Zbl 1492.60140) Full Text: DOI arXiv
Coppini, Fabio Long time dynamics for interacting oscillators on graphs. (English) Zbl 1487.82015 Ann. Appl. Probab. 32, No. 1, 360-391 (2022). MSC: 82C20 60K35 82C31 82C44 05C80 35Q83 35R60 PDFBibTeX XMLCite \textit{F. Coppini}, Ann. Appl. Probab. 32, No. 1, 360--391 (2022; Zbl 1487.82015) Full Text: DOI arXiv
Castrillón-Candás, Julio E.; Kon, Mark Anomaly detection: a functional analysis perspective. (English) Zbl 1520.62105 J. Multivariate Anal. 189, Article ID 104885, 17 p. (2022). MSC: 62M10 60G60 62R10 46N30 62-08 PDFBibTeX XMLCite \textit{J. E. Castrillón-Candás} and \textit{M. Kon}, J. Multivariate Anal. 189, Article ID 104885, 17 p. (2022; Zbl 1520.62105) Full Text: DOI arXiv
Chen, Pingyan; Sung, Soo Hak A Marcinkiewicz-Zygmund type strong law for weighted sums of \(\phi \)-mixing random variables and its applications. (English) Zbl 1476.60062 J. Math. Anal. Appl. 505, No. 1, Article ID 125572, 12 p. (2022). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F15 62G05 PDFBibTeX XMLCite \textit{P. Chen} and \textit{S. H. Sung}, J. Math. Anal. Appl. 505, No. 1, Article ID 125572, 12 p. (2022; Zbl 1476.60062) Full Text: DOI
Jadamba, Baasansuren; Khan, Akhtar A.; Sama, Miguel A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation. (English) Zbl 1500.93146 Parasidis, Ioannis. N. (ed.) et al., Mathematical analysis in interdisciplinary research. Cham: Springer. Springer Optim. Appl. 179, 417-429 (2021). MSC: 93E20 60H15 35R30 65J20 65J22 65M30 PDFBibTeX XMLCite \textit{B. Jadamba} et al., Springer Optim. Appl. 179, 417--429 (2021; Zbl 1500.93146) Full Text: DOI
Bai, Long; Kalaj, David Approximation of Kolmogorov-Smirnov test statistic. (English) Zbl 1490.60077 Stochastics 93, No. 7, 993-1027 (2021). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{L. Bai} and \textit{D. Kalaj}, Stochastics 93, No. 7, 993--1027 (2021; Zbl 1490.60077) Full Text: DOI arXiv
Tan, Changchun; Hu, Junying; Wu, Yuehua Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC. (English) Zbl 1485.62130 J. Korean Stat. Soc. 50, No. 1, 25-43 (2021). MSC: 62M10 60J22 62-08 65C05 62P05 PDFBibTeX XMLCite \textit{C. Tan} et al., J. Korean Stat. Soc. 50, No. 1, 25--43 (2021; Zbl 1485.62130) Full Text: DOI
Raimond, Olivier; Nguyen, Tuan-Minh Strongly vertex-reinforced jump process on a complete graph. (English) Zbl 1484.60085 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1549-1568 (2021). Reviewer: V. Yegnanarayanan (Chennai) MSC: 60J55 60J74 05C81 60H10 PDFBibTeX XMLCite \textit{O. Raimond} and \textit{T.-M. Nguyen}, Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1549--1568 (2021; Zbl 1484.60085) Full Text: DOI arXiv
Iksanov, Alexander; Nikitin, Anatolii; Samoilenko, Igor Limit theorems for discounted convergent perpetuities. (English) Zbl 1483.60049 Electron. J. Probab. 26, Paper No. 131, 25 p. (2021). MSC: 60F15 60F17 60G50 PDFBibTeX XMLCite \textit{A. Iksanov} et al., Electron. J. Probab. 26, Paper No. 131, 25 p. (2021; Zbl 1483.60049) Full Text: DOI arXiv
Mukhopadhyay, Nitis; Bishnoi, Srawan Kumar An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions. (English) Zbl 1498.60079 Methodol. Comput. Appl. Probab. 23, No. 4, 1507-1517 (2021). MSC: 60E15 33B15 60F05 60G40 PDFBibTeX XMLCite \textit{N. Mukhopadhyay} and \textit{S. K. Bishnoi}, Methodol. Comput. Appl. Probab. 23, No. 4, 1507--1517 (2021; Zbl 1498.60079) Full Text: DOI
Xie, Huantian; Kuang, Nenghui Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process. (English) Zbl 1480.62170 Methodol. Comput. Appl. Probab. 23, No. 4, 1409-1417 (2021). MSC: 62M05 62L12 60H10 62F12 PDFBibTeX XMLCite \textit{H. Xie} and \textit{N. Kuang}, Methodol. Comput. Appl. Probab. 23, No. 4, 1409--1417 (2021; Zbl 1480.62170) Full Text: DOI
Kawka, Rafael Limit theorems for locally stationary processes. (English) Zbl 1484.60040 Stat. Pap. 62, No. 6, 2557-2571 (2021). MSC: 60G10 60F15 60F05 PDFBibTeX XMLCite \textit{R. Kawka}, Stat. Pap. 62, No. 6, 2557--2571 (2021; Zbl 1484.60040) Full Text: DOI
Ngo, Hoang-Long; Peigné, Marc Limit theorem for reflected random walks. (English) Zbl 1490.60109 Pollicott, Mark (ed.) et al., Thermodynamic formalism. CIRM Jean-Morlet chair, fall 2019. Cham: Springer. Lect. Notes Math. 2290, 205-233 (2021). MSC: 60G50 60J80 60F05 PDFBibTeX XMLCite \textit{H.-L. Ngo} and \textit{M. Peigné}, Lect. Notes Math. 2290, 205--233 (2021; Zbl 1490.60109) Full Text: DOI arXiv HAL
Bechtold, Florian; Coppini, Fabio A law of large numbers for interacting diffusions via a mild formulation. (English) Zbl 1476.60100 Electron. J. Probab. 26, Paper No. 106, 27 p. (2021). MSC: 60H15 60H20 60K35 60L90 60J65 PDFBibTeX XMLCite \textit{F. Bechtold} and \textit{F. Coppini}, Electron. J. Probab. 26, Paper No. 106, 27 p. (2021; Zbl 1476.60100) Full Text: DOI arXiv
Azrak, Rajae; Mélard, Guy Asymptotic properties of conditional least-squares estimators for array time series. (English) Zbl 1477.62233 Stat. Inference Stoch. Process. 24, No. 3, 525-547 (2021). MSC: 62M10 62H12 62B10 60K35 60G12 PDFBibTeX XMLCite \textit{R. Azrak} and \textit{G. Mélard}, Stat. Inference Stoch. Process. 24, No. 3, 525--547 (2021; Zbl 1477.62233) Full Text: DOI Link
Fuh, Cheng-Der; Michael Kao, Chu-Lan Credit risk propagation in structural-form models. (English) Zbl 1476.91203 SIAM J. Financ. Math. 12, No. 4, 1340-1373 (2021). MSC: 91G40 60K10 PDFBibTeX XMLCite \textit{C.-D. Fuh} and \textit{C.-L. Michael Kao}, SIAM J. Financ. Math. 12, No. 4, 1340--1373 (2021; Zbl 1476.91203) Full Text: DOI
Du, Qiming; Guyader, Arnaud Variance estimation in adaptive sequential Monte Carlo. (English) Zbl 07420511 Ann. Appl. Probab. 31, No. 3, 1021-1060 (2021). MSC: 47D08 60J80 65C05 65C35 PDFBibTeX XMLCite \textit{Q. Du} and \textit{A. Guyader}, Ann. Appl. Probab. 31, No. 3, 1021--1060 (2021; Zbl 07420511) Full Text: DOI arXiv Link
Rudzkis, Rimantas; Bakshaev, Aleksej Large excursion probabilities for random fields close to Gaussian ones. (English) Zbl 1470.60139 Extremes 24, No. 3, 591-615 (2021). MSC: 60G60 60G15 PDFBibTeX XMLCite \textit{R. Rudzkis} and \textit{A. Bakshaev}, Extremes 24, No. 3, 591--615 (2021; Zbl 1470.60139) Full Text: DOI
Fang, Lulu; Takahasi, Hiroki; Zhang, Yiwei Precise asymptotics on the Birkhoff sums for dynamical systems. (English) Zbl 1480.37010 Nonlinearity 34, No. 10, 7095-7108 (2021). Reviewer: Hasan Akin (Trieste) MSC: 37A30 37A44 37A50 60F15 37E05 PDFBibTeX XMLCite \textit{L. Fang} et al., Nonlinearity 34, No. 10, 7095--7108 (2021; Zbl 1480.37010) Full Text: DOI arXiv
Henderson, Vicky; Sun, Jia; Whalley, A. Elizabeth The value of being lucky: option backdating and nondiversifiable risk. (English) Zbl 1470.91277 Int. J. Theor. Appl. Finance 24, No. 4, Article ID 2150023, 26 p. (2021). MSC: 91G20 60G40 PDFBibTeX XMLCite \textit{V. Henderson} et al., Int. J. Theor. Appl. Finance 24, No. 4, Article ID 2150023, 26 p. (2021; Zbl 1470.91277) Full Text: DOI
Kumar, Amit N. Approximations to weighted sums of random variables. (English) Zbl 1472.62030 Bull. Malays. Math. Sci. Soc. (2) 44, No. 4, 2447-2464 (2021). MSC: 62E17 62E20 60F05 60E05 62P05 PDFBibTeX XMLCite \textit{A. N. Kumar}, Bull. Malays. Math. Sci. Soc. (2) 44, No. 4, 2447--2464 (2021; Zbl 1472.62030) Full Text: DOI arXiv
Bercu, Bernard; Costa, Manon; Gadat, Sébastien Stochastic approximation algorithms for superquantiles estimation. (English) Zbl 1469.62323 Electron. J. Probab. 26, Paper No. 84, 29 p. (2021). MSC: 62L20 62G08 60F05 62P05 PDFBibTeX XMLCite \textit{B. Bercu} et al., Electron. J. Probab. 26, Paper No. 84, 29 p. (2021; Zbl 1469.62323) Full Text: DOI arXiv
Chraibi, Hassane; Dutfoy, Anne; Galtier, Thomas; Garnier, Josselin Optimal potential functions for the interacting particle system method. (English) Zbl 1469.65012 Monte Carlo Methods Appl. 27, No. 2, 137-152 (2021). MSC: 65C05 65C35 60K35 65C40 60J22 PDFBibTeX XMLCite \textit{H. Chraibi} et al., Monte Carlo Methods Appl. 27, No. 2, 137--152 (2021; Zbl 1469.65012) Full Text: DOI arXiv
Howard, Steven R.; Ramdas, Aaditya; McAuliffe, Jon; Sekhon, Jasjeet Time-uniform, nonparametric, nonasymptotic confidence sequences. (English) Zbl 1476.62170 Ann. Stat. 49, No. 2, 1055-1080 (2021). Reviewer: Rasul A. Khan (Solon) MSC: 62L12 62G15 62G05 15B52 60B20 60G17 60G42 PDFBibTeX XMLCite \textit{S. R. Howard} et al., Ann. Stat. 49, No. 2, 1055--1080 (2021; Zbl 1476.62170) Full Text: DOI arXiv
Fuh, Cheng-Der Asymptotic behavior for Markovian iterated function systems. (English) Zbl 1469.60222 Stochastic Processes Appl. 138, 186-211 (2021). MSC: 60J05 60J10 60F05 60K15 62P20 PDFBibTeX XMLCite \textit{C.-D. Fuh}, Stochastic Processes Appl. 138, 186--211 (2021; Zbl 1469.60222) Full Text: DOI
Nagaev, S. V. An estimate for the sum of the Spitzer series and its generalization. (English. Russian original) Zbl 1469.60141 Theory Probab. Appl. 66, No. 1, 89-104 (2021); translation from Teor. Veroyatn. Primen. 66, No. 1, 110-128 (2021). MSC: 60G50 60F05 60F15 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Theory Probab. Appl. 66, No. 1, 89--104 (2021; Zbl 1469.60141); translation from Teor. Veroyatn. Primen. 66, No. 1, 110--128 (2021) Full Text: DOI
Dumitrescu, Laura; Schiopu-Kratina, Ioana Asymptotic results with estimating equations for time-evolving clustered data. (English) Zbl 1465.62119 J. Stat. Plann. Inference 214, 41-61 (2021). MSC: 62H30 62M10 60F05 PDFBibTeX XMLCite \textit{L. Dumitrescu} and \textit{I. Schiopu-Kratina}, J. Stat. Plann. Inference 214, 41--61 (2021; Zbl 1465.62119) Full Text: DOI arXiv
Xiao, Qian; Xu, Hongquan A mapping-based universal kriging model for order-of-addition experiments in drug combination studies. (English) Zbl 1510.62460 Comput. Stat. Data Anal. 157, Article ID 107155, 12 p. (2021). MSC: 62P10 60G15 62K20 62L05 PDFBibTeX XMLCite \textit{Q. Xiao} and \textit{H. Xu}, Comput. Stat. Data Anal. 157, Article ID 107155, 12 p. (2021; Zbl 1510.62460) Full Text: DOI
Boukhari, Fakhreddine A lower bound for the tail probability of partial maxima of dependent random variables and applications. (English) Zbl 1470.60093 Proc. Indian Acad. Sci., Math. Sci. 131, No. 1, Paper No. 10, 13 p. (2021). MSC: 60F15 60G50 PDFBibTeX XMLCite \textit{F. Boukhari}, Proc. Indian Acad. Sci., Math. Sci. 131, No. 1, Paper No. 10, 13 p. (2021; Zbl 1470.60093) Full Text: DOI
Politis, D. N.; Vasiliev, V. A.; Vorobeychikov, S. E. Optimal index estimation of heavy-tailed distributions. (English) Zbl 1464.62364 Sequential Anal. 40, No. 1, 125-147 (2021). MSC: 62L12 62G32 60F10 PDFBibTeX XMLCite \textit{D. N. Politis} et al., Sequential Anal. 40, No. 1, 125--147 (2021; Zbl 1464.62364) Full Text: DOI
Li, Xiaoou; Chen, Yunxiao; Chen, Xi; Liu, Jingchen; Ying, Zhiliang Optimal stopping and worker selection in crowdsourcing: an adaptive sequential probability ratio test framework. (English) Zbl 1465.62176 Stat. Sin. 31, No. 1, 519-546 (2021). MSC: 62P20 62L10 62L15 62C10 60G40 PDFBibTeX XMLCite \textit{X. Li} et al., Stat. Sin. 31, No. 1, 519--546 (2021; Zbl 1465.62176) Full Text: arXiv
Wu, Yi; Wang, Xuejun Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications. (English) Zbl 1476.60064 J. Math. Anal. Appl. 494, No. 2, Article ID 124566, 23 p. (2021). Reviewer: Ludwig Paditz (Dresden) MSC: 60F15 62J05 PDFBibTeX XMLCite \textit{Y. Wu} and \textit{X. Wang}, J. Math. Anal. Appl. 494, No. 2, Article ID 124566, 23 p. (2021; Zbl 1476.60064) Full Text: DOI
Hadjicostas, Petros The factorial moments of the generalized Bernoulli-Fibonacci distribution. (English) Zbl 1454.11036 Integers 21, Paper A11, 20 p. (2021). MSC: 11B39 62P30 60C05 PDFBibTeX XMLCite \textit{P. Hadjicostas}, Integers 21, Paper A11, 20 p. (2021; Zbl 1454.11036) Full Text: Link
Feng, Xinwei; Shao, Qi-Man; Zeitouni, Ofer Self-normalized moderate deviations for random walk in random scenery. (English) Zbl 1469.60086 J. Theor. Probab. 34, No. 1, 103-124 (2021). MSC: 60F10 60G50 60K37 PDFBibTeX XMLCite \textit{X. Feng} et al., J. Theor. Probab. 34, No. 1, 103--124 (2021; Zbl 1469.60086) Full Text: DOI
He, Xinrui; Bartroff, Jay Asymptotically optimal sequential FDR and pFDR control with (or without) prior information on the number of signals. (English) Zbl 1441.62209 J. Stat. Plann. Inference 210, 87-99 (2021). MSC: 62L10 62J15 60G40 PDFBibTeX XMLCite \textit{X. He} and \textit{J. Bartroff}, J. Stat. Plann. Inference 210, 87--99 (2021; Zbl 1441.62209) Full Text: DOI arXiv
Yang, Zhaoqiang A new stopping problem and the critical exercise price for American fractional lookback option in a special mixed jump-diffusion model. (English) Zbl 1505.91394 Probab. Eng. Inf. Sci. 34, No. 1, 27-52 (2020). MSC: 91G20 60G40 60G22 PDFBibTeX XMLCite \textit{Z. Yang}, Probab. Eng. Inf. Sci. 34, No. 1, 27--52 (2020; Zbl 1505.91394) Full Text: DOI
Zhang, Yong Further research on limit theorems for self-normalized sums. (English) Zbl 07549039 Commun. Stat., Theory Methods 49, No. 2, 385-402 (2020). MSC: 60F15 60F05 PDFBibTeX XMLCite \textit{Y. Zhang}, Commun. Stat., Theory Methods 49, No. 2, 385--402 (2020; Zbl 07549039) Full Text: DOI
da Silva, João Lita Almost sure convergence for weighted sums of \(\varphi\)-mixing random variables with applications. (English) Zbl 1511.60051 Commun. Stat., Theory Methods 49, No. 16, 3882-3894 (2020). MSC: 60F15 62J05 PDFBibTeX XMLCite \textit{J. L. da Silva}, Commun. Stat., Theory Methods 49, No. 16, 3882--3894 (2020; Zbl 1511.60051) Full Text: DOI
Wang, Yuebao; Cheng, Dongya Elementary renewal theorems for widely dependent random variables with applications to precise large deviations. (English) Zbl 1511.60131 Commun. Stat., Theory Methods 49, No. 14, 3352-3374 (2020). MSC: 60K05 60F10 60F15 62P05 91B05 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{D. Cheng}, Commun. Stat., Theory Methods 49, No. 14, 3352--3374 (2020; Zbl 1511.60131) Full Text: DOI
Camerlenghi, Federico; Dumitrascu, Bianca; Ferrari, Federico; Engelhardt, Barbara E.; Favaro, Stefano Nonparametric Bayesian multiarmed bandits for single-cell experiment design. (English) Zbl 1498.62195 Ann. Appl. Stat. 14, No. 4, 2003-2019 (2020). MSC: 62P10 62G05 60G57 62F15 PDFBibTeX XMLCite \textit{F. Camerlenghi} et al., Ann. Appl. Stat. 14, No. 4, 2003--2019 (2020; Zbl 1498.62195) Full Text: DOI arXiv
Peres, Yuval; Rácz, Miklós Z.; Sly, Allan; Stuhl, Izabella How fragile are information cascades? (English) Zbl 1476.91050 Ann. Appl. Probab. 30, No. 6, 2796-2814 (2020). MSC: 91B06 60C05 91A26 PDFBibTeX XMLCite \textit{Y. Peres} et al., Ann. Appl. Probab. 30, No. 6, 2796--2814 (2020; Zbl 1476.91050) Full Text: DOI arXiv Link
Monk, Travis; van Schaik, André Wald’s martingale and the conditional distributions of absorption time in the Moran process. (English) Zbl 1472.60145 Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 476, No. 2241, Article ID 20200135, 20 p. (2020); correction ibid. 476, No. 2242, Article ID 20200731, 1 p. (2020). MSC: 60J85 62L10 92D25 PDFBibTeX XMLCite \textit{T. Monk} and \textit{A. van Schaik}, Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 476, No. 2241, Article ID 20200135, 20 p. (2020; Zbl 1472.60145) Full Text: DOI
Muravlev, Alexey; Zhitlukhin, Mikhail A Bayesian sequential test for the drift of a fractional Brownian motion. (English) Zbl 1470.62125 Adv. Appl. Probab. 52, No. 4, 1308-1324 (2020). MSC: 62L10 62L15 60G22 60G40 PDFBibTeX XMLCite \textit{A. Muravlev} and \textit{M. Zhitlukhin}, Adv. Appl. Probab. 52, No. 4, 1308--1324 (2020; Zbl 1470.62125) Full Text: DOI arXiv
Chen, Xiao-lin Regression analysis for the additive hazards model with general biased survival data. (English) Zbl 1465.62157 Acta Math. Appl. Sin., Engl. Ser. 36, No. 3, 545-556 (2020). MSC: 62N02 62N03 62J02 60G44 PDFBibTeX XMLCite \textit{X.-l. Chen}, Acta Math. Appl. Sin., Engl. Ser. 36, No. 3, 545--556 (2020; Zbl 1465.62157) Full Text: DOI
Nath, Samrat; Wu, Jingxian Quickest change point detection with multiple postchange models. (English) Zbl 1461.62144 Sequential Anal. 39, No. 4, 543-562 (2020). MSC: 62L15 62L10 62G10 60G40 PDFBibTeX XMLCite \textit{S. Nath} and \textit{J. Wu}, Sequential Anal. 39, No. 4, 543--562 (2020; Zbl 1461.62144) Full Text: DOI
Sanders, Jaron; Proutière, Alexandre; Yun, Se-Young Clustering in block Markov chains. (English) Zbl 1461.62108 Ann. Stat. 48, No. 6, 3488-3512 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H30 62B10 60J10 60J20 PDFBibTeX XMLCite \textit{J. Sanders} et al., Ann. Stat. 48, No. 6, 3488--3512 (2020; Zbl 1461.62108) Full Text: DOI arXiv Euclid
Kuroki, Yuko; Xu, Liyuan; Miyauchi, Atsushi; Honda, Junya; Sugiyama, Masashi Polynomial-time algorithms for multiple-arm identification with full-bandit feedback. (English) Zbl 1454.91060 Neural Comput. 32, No. 9, 1733-1773 (2020). MSC: 91B06 91B86 60C99 68W25 PDFBibTeX XMLCite \textit{Y. Kuroki} et al., Neural Comput. 32, No. 9, 1733--1773 (2020; Zbl 1454.91060) Full Text: DOI arXiv
Sun, Ning; Yang, Chen; Zitikis, Ričardas A statistical methodology for assessing the maximal strength of tail dependence. (English) Zbl 1459.62074 ASTIN Bull. 50, No. 3, 799-825 (2020). MSC: 62G32 62H05 60G70 PDFBibTeX XMLCite \textit{N. Sun} et al., ASTIN Bull. 50, No. 3, 799--825 (2020; Zbl 1459.62074) Full Text: DOI
Keller, Godfrey; Rady, Sven Undiscounted bandit games. (English) Zbl 1452.91058 Games Econ. Behav. 124, 43-61 (2020). MSC: 91A60 60G51 PDFBibTeX XMLCite \textit{G. Keller} and \textit{S. Rady}, Games Econ. Behav. 124, 43--61 (2020; Zbl 1452.91058) Full Text: DOI arXiv
Alvarez-Andrade, Sergio; Bouzebda, Salim Cramér’s type results for some bootstrapped \(U\)-statistics. (English) Zbl 1452.62302 Stat. Pap. 61, No. 4, 1685-1699 (2020). MSC: 62G09 62G20 62G05 62G32 62E20 60F10 PDFBibTeX XMLCite \textit{S. Alvarez-Andrade} and \textit{S. Bouzebda}, Stat. Pap. 61, No. 4, 1685--1699 (2020; Zbl 1452.62302) Full Text: DOI