Lifshits, Mikhail; Shi, Zhan The first exit time of Brownian motion form a parabolic domain. (English) Zbl 1018.60084 Bernoulli 8, No. 6, 745-765 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60J65 60F10 60J55 60G17 PDFBibTeX XMLCite \textit{M. Lifshits} and \textit{Z. Shi}, Bernoulli 8, No. 6, 745--765 (2002; Zbl 1018.60084)
Osada, Hirofumi Harnack inequalities for exotic Brownian motions. (English) Zbl 1018.60077 Kyushu J. Math. 56, No. 2, 363-380 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60J60 58J65 PDFBibTeX XMLCite \textit{H. Osada}, Kyushu J. Math. 56, No. 2, 363--380 (2002; Zbl 1018.60077) Full Text: DOI
de Lourdes Centeno, Maria; Andrade e Silva, João Manuel Optimal bonus scales under path-dependent bonus rules. (English) Zbl 1015.62103 Scand. Actuar. J. 2002, No. 2, 129-136 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{M. de Lourdes Centeno} and \textit{J. M. Andrade e Silva}, Scand. Actuar. J. 2002, No. 2, 129--136 (2002; Zbl 1015.62103) Full Text: DOI Link
Aase, Knut K. Perspectives of risk sharing. (English) Zbl 1015.62104 Scand. Actuar. J. 2002, No. 2, 73-128 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62P05 91B30 91B28 PDFBibTeX XMLCite \textit{K. K. Aase}, Scand. Actuar. J. 2002, No. 2, 73--128 (2002; Zbl 1015.62104) Full Text: DOI Link
Kathman, Steven J. An expansion of the probability mass function that may be used to improve Poisson approximations. (English) Zbl 1010.62013 Comput. Stat. 17, No. 1, 123-140 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62E17 62E20 62-08 PDFBibTeX XMLCite \textit{S. J. Kathman}, Comput. Stat. 17, No. 1, 123--140 (2002; Zbl 1010.62013) Full Text: DOI
Bonett, Douglas G.; Woodward, Arthur J.; Randall, Robert L. Estimating \(p\)-values for Mardia’s coefficients of multivariate skewness and kurtosis. (English) Zbl 1010.62045 Comput. Stat. 17, No. 1, 117-122 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62H15 65C05 62-08 62E20 PDFBibTeX XMLCite \textit{D. G. Bonett} et al., Comput. Stat. 17, No. 1, 117--122 (2002; Zbl 1010.62045) Full Text: DOI
Spencer, Neil H.; Fielding, Antony A comparison of modeling strategies for value-added analysis of education data. (English) Zbl 1010.62111 Comput. Stat. 17, No. 1, 103-116 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62P25 62F15 PDFBibTeX XMLCite \textit{N. H. Spencer} and \textit{A. Fielding}, Comput. Stat. 17, No. 1, 103--116 (2002; Zbl 1010.62111) Full Text: DOI
Cardot, Hervé Local roughness penalties for regression splines. (English) Zbl 1010.62031 Comput. Stat. 17, No. 1, 89-102 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62G08 65G20 62-08 65D07 PDFBibTeX XMLCite \textit{H. Cardot}, Comput. Stat. 17, No. 1, 89--102 (2002; Zbl 1010.62031) Full Text: DOI
Sawitzki, Günther Keeping statistics alive in documents. (English) Zbl 1009.65003 Comput. Stat. 17, No. 1, 65-88 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62-08 62G08 62G20 PDFBibTeX XMLCite \textit{G. Sawitzki}, Comput. Stat. 17, No. 1, 65--88 (2002; Zbl 1009.65003) Full Text: DOI Link
Yi, Seongbaek; Choi, ByoungSeon Levinson-Durbin algorithm as a Szegö polynomial recursion. (English) Zbl 1013.65006 Comput. Stat. 17, No. 1, 59-64 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62-08 12E10 65F10 PDFBibTeX XMLCite \textit{S. Yi} and \textit{B. Choi}, Comput. Stat. 17, No. 1, 59--64 (2002; Zbl 1013.65006) Full Text: DOI
Brown, Barry W.; Spears, Floyd M.; Levy, Lawrence B. The \(\log F\): A distribution for all seasons. (English) Zbl 1010.62012 Comput. Stat. 17, No. 1, 47-58 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62E15 PDFBibTeX XMLCite \textit{B. W. Brown} et al., Comput. Stat. 17, No. 1, 47--58 (2002; Zbl 1010.62012) Full Text: DOI
Röhl, Michael C.; Weihs, Claus; Theis, Winfried Direct minimization of error rates in multivariate classification. (English) Zbl 1009.65002 Comput. Stat. 17, No. 1, 29-45 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62-08 62H30 PDFBibTeX XMLCite \textit{M. C. Röhl} et al., Comput. Stat. 17, No. 1, 29--45 (2002; Zbl 1009.65002) Full Text: DOI Link
Smyth, Gordon K.; Podlich, Heather M. An improved saddlepoint approximation based on the negative binomial distribution for the general birth process. (English) Zbl 1010.62014 Comput. Stat. 17, No. 1, 17-28 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62E17 60J80 62E20 PDFBibTeX XMLCite \textit{G. K. Smyth} and \textit{H. M. Podlich}, Comput. Stat. 17, No. 1, 17--28 (2002; Zbl 1010.62014) Full Text: DOI
Fernandez Sainz, Ana; Rodriguez-Poo, Juan; Villanua Martin, Inmaculada Finite sample behavior of two step estimators in selection models. (English) Zbl 1005.62018 Comput. Stat. 17, No. 1, 1-16 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62F10 62F12 62-08 62G05 65C05 PDFBibTeX XMLCite \textit{A. Fernandez Sainz} et al., Comput. Stat. 17, No. 1, 1--16 (2002; Zbl 1005.62018) Full Text: DOI Link
Hooghiemstra, Gerard On explicit occupation time distributions for Brownian processes. (English) Zbl 1005.60087 Stat. Probab. Lett. 56, No. 4, 405-417 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60J65 PDFBibTeX XMLCite \textit{G. Hooghiemstra}, Stat. Probab. Lett. 56, No. 4, 405--417 (2002; Zbl 1005.60087) Full Text: DOI
Szulga, Jerzy Hausdorff dimension of Weierstrass-Mandelbrot process. (English) Zbl 1005.60086 Stat. Probab. Lett. 56, No. 3, 301-307 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60J65 60G15 60J99 60G17 PDFBibTeX XMLCite \textit{J. Szulga}, Stat. Probab. Lett. 56, No. 3, 301--307 (2002; Zbl 1005.60086) Full Text: DOI
Tse, Y. K.; Zhang, X. B. The variance ratio test with stable Paretian errors. (English) Zbl 0991.62067 J. Time Ser. Anal. 23, No. 1, 117-126 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 62M07 62F05 PDFBibTeX XMLCite \textit{Y. K. Tse} and \textit{X. B. Zhang}, J. Time Ser. Anal. 23, No. 1, 117--126 (2002; Zbl 0991.62067) Full Text: DOI
Teles, Paulo; Wei, William W. S. The use of aggregate time series in testing for Gaussianity. (English) Zbl 1001.62028 J. Time Ser. Anal. 23, No. 1, 95-116 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 62M07 62M15 PDFBibTeX XMLCite \textit{P. Teles} and \textit{W. W. S. Wei}, J. Time Ser. Anal. 23, No. 1, 95--116 (2002; Zbl 1001.62028) Full Text: DOI
Shimotsu, Katsumi; Phillips, Peter C. B. Pooled log periodogram regression. (English) Zbl 0991.62070 J. Time Ser. Anal. 23, No. 1, 57-93 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M15 62F12 62M10 62P05 PDFBibTeX XMLCite \textit{K. Shimotsu} and \textit{P. C. B. Phillips}, J. Time Ser. Anal. 23, No. 1, 57--93 (2002; Zbl 0991.62070) Full Text: DOI Link
Ma, Chunsheng Exact maximum likelihood estimation of an ARMA(1,1) model with incomplete data. (English) Zbl 0991.62066 J. Time Ser. Anal. 23, No. 1, 49-56 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 62F10 65C60 PDFBibTeX XMLCite \textit{C. Ma}, J. Time Ser. Anal. 23, No. 1, 49--56 (2002; Zbl 0991.62066) Full Text: DOI
Irizarby, Rafael A. Weighted estimation of harmonic components in a music sound signal. (English) Zbl 0991.62071 J. Time Ser. Anal. 23, No. 1, 29-48 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M15 62M10 62P99 PDFBibTeX XMLCite \textit{R. A. Irizarby}, J. Time Ser. Anal. 23, No. 1, 29--48 (2002; Zbl 0991.62071) Full Text: DOI
Hansen, Henrik; Rahbek, Anders Approximate conditional unit root inference. (English) Zbl 1001.62027 J. Time Ser. Anal. 23, No. 1, 1-28 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 62F03 PDFBibTeX XMLCite \textit{H. Hansen} and \textit{A. Rahbek}, J. Time Ser. Anal. 23, No. 1, 1--28 (2002; Zbl 1001.62027) Full Text: DOI
Leventhal, S. On coupling of Brownian bridges. (English) Zbl 1018.60083 Theory Probab. Appl. 46, No. 1, 146-153 (2001) and Teor. Veroyatn. Primen. 46, No. 1, 169-175 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60J65 60G15 60J55 60F05 PDFBibTeX XMLCite \textit{S. Leventhal}, Theory Probab. Appl. 46, No. 1, 146--153 (2001) and Teor. Veroyatn. Primen. 46, No. 1, 169--175 (2001; Zbl 1018.60083) Full Text: DOI
Kolesnik, A. D.; Orsingher, E. Analysis of a finite-velocity planar random motion with reflection. (English. Russian original) Zbl 1018.60048 Theory Probab. Appl. 46, No. 1, 132-140 (2001); translation from Teor. Veroyatn. Primen. 46, No. 1, 138-147 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60G50 60J10 58J45 PDFBibTeX XMLCite \textit{A. D. Kolesnik} and \textit{E. Orsingher}, Theory Probab. Appl. 46, No. 1, 132--140 (2001; Zbl 1018.60048); translation from Teor. Veroyatn. Primen. 46, No. 1, 138--147 (2001) Full Text: DOI
Yurachkivs’kyj, A. P. Asymptotic results for the entropy of a random fuzzy partition. (English. Ukrainian original) Zbl 0998.60049 Theory Probab. Math. Stat. 64, 179-192 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 152-163 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60G57 60D05 PDFBibTeX XMLCite \textit{A. P. Yurachkivs'kyj}, Teor. Ĭmovirn. Mat. Stat. 64, 152--163 (2001; Zbl 0998.60049); translation from Teor. Jmovirn. Mat. Stat. 64, 152--163 (2001)
Svishchuk, A. V.; Kazmerchuk, Yu. I. Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance. (English. Ukrainian original) Zbl 0998.60059 Theory Probab. Math. Stat. 64, 167-178 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 141-151 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60H10 93E15 62P05 PDFBibTeX XMLCite \textit{A. V. Svishchuk} and \textit{Yu. I. Kazmerchuk}, Teor. Ĭmovirn. Mat. Stat. 64, 141--151 (2001; Zbl 0998.60059); translation from Teor. Jmovirn. Mat. Stat. 64, 141--151 (2001)
Radchenko, V. M. The absolute continuity of random measures generated by symmetric stochastic integrals. (English. Ukrainian original) Zbl 0998.60048 Theory Probab. Math. Stat. 64, 161-165 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 136-140 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60G57 PDFBibTeX XMLCite \textit{V. M. Radchenko}, Teor. Ĭmovirn. Mat. Stat. 64, 136--140 (2001; Zbl 0998.60048); translation from Teor. Jmovirn. Mat. Stat. 64, 136--140 (2001)
Nishchenko, I. I. On an asymptotic representation of a normalizing factor for a random matrix-valued evolution. (English. Ukrainian original) Zbl 0998.60086 Theory Probab. Math. Stat. 64, 153-160 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 129-135 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60K15 PDFBibTeX XMLCite \textit{I. I. Nishchenko}, Teor. Ĭmovirn. Mat. Stat. 64, 129--135 (2001; Zbl 0998.60086); translation from Teor. Jmovirn. Mat. Stat. 64, 129--135 (2001)
Mel’nyk, S. A. The dynamics of solutions of the Cauchy problem for a parabolic type stochastic equation with power nonlinearities (the stochastic term is linear). (English. Ukrainian original) Zbl 0998.60023 Theory Probab. Math. Stat. 64, 129-137 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 110-117 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60F10 62F05 PDFBibTeX XMLCite \textit{S. A. Mel'nyk}, Teor. Ĭmovirn. Mat. Stat. 64, 110--117 (2001; Zbl 0998.60023); translation from Teor. Jmovirn. Mat. Stat. 64, 110--117 (2001)
Makhno, S. Ya. A limit theorem for stochastic equations with the local time. (English. Ukrainian original) Zbl 0998.60058 Theory Probab. Math. Stat. 64, 123-127 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 106-109 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60H10 60F17 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Teor. Ĭmovirn. Mat. Stat. 64, 106--109 (2001; Zbl 0998.60058); translation from Teor. Jmovirn. Mat. Stat. 64, 106--109 (2001)
Masol, V. V. An expansion in a small parameter of the probability that a random determinant in the field GF(2) equals 1. (English. Ukrainian original) Zbl 1001.60007 Theory Probab. Math. Stat. 64, 117-121 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 102-105 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60C05 PDFBibTeX XMLCite \textit{V. V. Masol}, Teor. Ĭmovirn. Mat. Stat. 64, 102--105 (2001; Zbl 1001.60007); translation from Teor. Jmovirn. Mat. Stat. 64, 102--105 (2001)
Majboroda, R. E. Least square estimate for parameters of concentrations of varying mixture. I: The consistency. (English. Ukrainian original) Zbl 0995.62022 Theory Probab. Math. Stat. 64, 105-115 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 92-101 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62F10 62F12 62G05 62G20 PDFBibTeX XMLCite \textit{R. E. Majboroda}, Teor. Ĭmovirn. Mat. Stat. 64, 92--101 (2001; Zbl 0995.62022); translation from Teor. Jmovirn. Mat. Stat. 64, 92--101 (2001)
Kurchenko, O. O. The convergence of a sequence of random fields in the space \(D([0,1]^d)\). (English. Ukrainian original) Zbl 0998.60029 Theory Probab. Math. Stat. 64, 93-103 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 82-91 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60F17 60G60 PDFBibTeX XMLCite \textit{O. O. Kurchenko}, Teor. Ĭmovirn. Mat. Stat. 64, 82--91 (2001; Zbl 0998.60029); translation from Teor. Jmovirn. Mat. Stat. 64, 82--91 (2001)
Krasnits’kyj, S. M. A sufficient condition for the equivalence of probability measures corresponding to Gaussian homogeneous random fields. (English. Ukrainian original) Zbl 0998.60036 Theory Probab. Math. Stat. 64, 85-91 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 75-81 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60G30 PDFBibTeX XMLCite \textit{S. M. Krasnits'kyj}, Teor. Ĭmovirn. Mat. Stat. 64, 75--81 (2001; Zbl 0998.60036); translation from Teor. Jmovirn. Mat. Stat. 64, 75--81 (2001)
Korolyuk, V. S.; Limnios, N. Poisson approximation of homogeneous additive stochastic functionals with semi-Markov switchings. (English. Ukrainian original) Zbl 0998.60028 Theory Probab. Math. Stat. 64, 75-84 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 66-74 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60F17 60J35 PDFBibTeX XMLCite \textit{V. S. Korolyuk} and \textit{N. Limnios}, Teor. Ĭmovirn. Mat. Stat. 64, 66--74 (2001; Zbl 0998.60028); translation from Teor. Jmovirn. Mat. Stat. 64, 66--74 (2001)
Il’jenko, A. B. The asymptotic behaviour of sample means of shot noise processes. (English. Ukrainian original) Zbl 0998.60030 Theory Probab. Math. Stat. 64, 63-73 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 57-65 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60F25 60F10 60G10 60F05 PDFBibTeX XMLCite \textit{A. B. Il'jenko}, Teor. Ĭmovirn. Mat. Stat. 64, 57--65 (2001; Zbl 0998.60030); translation from Teor. Jmovirn. Mat. Stat. 64, 57--65 (2001)
Iksanov, O. M. On positive distributions of the class \(L\) of self-decompsable laws. (English. Ukrainian original) Zbl 0998.60014 Theory Probab. Math. Stat. 64, 51-61 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 48-56 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60E05 33E12 60E07 PDFBibTeX XMLCite \textit{O. M. Iksanov}, Teor. Ĭmovirn. Mat. Stat. 64, 48--56 (2001; Zbl 0998.60014); translation from Teor. Jmovirn. Mat. Stat. 64, 48--56 (2001)
Gusak, D. V. Factorization identity for semicontinuous process defined on a Markov chain. (English. Ukrainian original) Zbl 0998.60043 Theory Probab. Math. Stat. 64, 37-50 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 35-47 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60G50 62P05 60J70 PDFBibTeX XMLCite \textit{D. V. Gusak}, Teor. Ĭmovirn. Mat. Stat. 64, 35--47 (2001; Zbl 0998.60043); translation from Teor. Jmovirn. Mat. Stat. 64, 35--47 (2001)
Ezhov, I. I.; Kadankov, V. F. Queueing system \(\text{G}^{\kappa}|\text{G}|1\) with customers arriving in batches. (English. Ukrainian original) Zbl 0998.60087 Theory Probab. Math. Stat. 64, 19-36 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 18-34 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60K20 60K25 90B22 PDFBibTeX XMLCite \textit{I. I. Ezhov} and \textit{V. F. Kadankov}, Teor. Ĭmovirn. Mat. Stat. 64, 18--34 (2001; Zbl 0998.60087); translation from Teor. Jmovirn. Mat. Stat. 64, 18--34 (2001)
Bondarev, B. V.; Selyakov, K. B. On an estimator of an unknown parameter for a first-order autoregressive procedure \((|\theta|>1)\). (English. Ukrainian original) Zbl 0995.62084 Theory Probab. Math. Stat. 64, 9-17 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 10-17 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 62F10 62F25 60F10 46N30 PDFBibTeX XMLCite \textit{B. V. Bondarev} and \textit{K. B. Selyakov}, Teor. Ĭmovirn. Mat. Stat. 64, 10--17 (2001; Zbl 0995.62084); translation from Teor. Jmovirn. Mat. Stat. 64, 10--17 (2001)
Balakrishnan, N.; Limnios, N.; Korolyuk, V. S. V. S. Korolyuk’s scientific career in questions and answers. (English. Ukrainian original) Zbl 0998.01553 Theory Probab. Math. Stat. 64, 1-7 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 3-9 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 01A70 60-03 62-03 PDFBibTeX XMLCite \textit{N. Balakrishnan} et al., Teor. Ĭmovirn. Mat. Stat. 64, 3--9 (2001; Zbl 0998.01553); translation from Teor. Jmovirn. Mat. Stat. 64, 3--9 (2001)
Matsumoto, Hiroyuki; Yor, Marc A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration. (English) Zbl 0981.60078 Osaka J. Math. 38, No. 2, 383-398 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60J65 60J55 60G15 60G48 PDFBibTeX XMLCite \textit{H. Matsumoto} and \textit{M. Yor}, Osaka J. Math. 38, No. 2, 383--398 (2001; Zbl 0981.60078)
Tanaka, Hiroshi Some theorems concerning extrema of Brownian motion with \(d\)-dimensional time. (English) Zbl 0981.60077 Osaka J. Math. 38, No. 2, 369-377 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60J65 60G60 60G17 PDFBibTeX XMLCite \textit{H. Tanaka}, Osaka J. Math. 38, No. 2, 369--377 (2001; Zbl 0981.60077)
Graversen, S. E.; Peskir, G.; Shiryaev, A. N. Stopping Brownian motion without anticipation as close as possible to its ultimate maximum. (English) Zbl 0982.60082 Theory Probab. Appl. 45, No. 1, 41-50 (2000) and Teor. Veroyatn. Primen. 45, No. 1, 125-136 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60J65 60G40 60G17 60J25 PDFBibTeX XMLCite \textit{S. E. Graversen} et al., Theory Probab. Appl. 45, No. 1, 41--50 (2000) and Teor. Veroyatn. Primen. 45, No. 1, 125--136 (2000; Zbl 0982.60082) Full Text: DOI
Bloch-Mercier, Sophie Stationary availability of a semi-Markov system with random maintenance. (English) Zbl 0971.90018 Appl. Stoch. Models Bus. Ind. 16, No. 3, 219-234 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 90B25 62K15 62P30 PDFBibTeX XMLCite \textit{S. Bloch-Mercier}, Appl. Stoch. Models Bus. Ind. 16, No. 3, 219--234 (2000; Zbl 0971.90018) Full Text: DOI
El Karoui, Nicole; Geman, Helyette; Lacoste, Vincent On the role of state variables in interest rates models. (English) Zbl 0974.62096 Appl. Stoch. Models Bus. Ind. 16, No. 3, 197-217 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62P05 62M20 62P20 PDFBibTeX XMLCite \textit{N. El Karoui} et al., Appl. Stoch. Models Bus. Ind. 16, No. 3, 197--217 (2000; Zbl 0974.62096) Full Text: DOI
Chetouani, H.; Korolyuk, V. S. Stationary distribution for repairable systems. (English) Zbl 0978.60102 Appl. Stoch. Models Bus. Ind. 16, No. 3, 179-196 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60K20 90B25 62P30 PDFBibTeX XMLCite \textit{H. Chetouani} and \textit{V. S. Korolyuk}, Appl. Stoch. Models Bus. Ind. 16, No. 3, 179--196 (2000; Zbl 0978.60102) Full Text: DOI
Tschernig, Rolf; Yang, Lijian Nonparametric lag selection for time series models. (English) Zbl 0974.62077 J. Time Ser. Anal. 21, No. 4, 457-487 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 62M20 62P05 PDFBibTeX XMLCite \textit{R. Tschernig} and \textit{L. Yang}, J. Time Ser. Anal. 21, No. 4, 457--487 (2000; Zbl 0974.62077) Full Text: DOI
Saikkonen, Pentti; Lütkepohl, Helmut Trend adjustment prior to testing for the cointegrating rank of a vector autoregressive process. (English) Zbl 0974.62076 J. Time Ser. Anal. 21, No. 4, 435-456 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 62M07 62F05 62H99 PDFBibTeX XMLCite \textit{P. Saikkonen} and \textit{H. Lütkepohl}, J. Time Ser. Anal. 21, No. 4, 435--456 (2000; Zbl 0974.62076) Full Text: DOI
Purahmadi, Mohsen; Soofi, Ehsan S. Prediction variance and information worth of observations in time series. (English) Zbl 0974.62074 J. Time Ser. Anal. 21, No. 4, 413-434 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 62B10 PDFBibTeX XMLCite \textit{M. Purahmadi} and \textit{E. S. Soofi}, J. Time Ser. Anal. 21, No. 4, 413--434 (2000; Zbl 0974.62074) Full Text: DOI
Penm, Jack H. W.; Brailsford, T. J.; Terrell, R. D. A robust algorithm in sequentially selecting subset time series system using neural networks. (English) Zbl 0974.62073 J. Time Ser. Anal. 21, No. 4, 389-412 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 62M45 62G35 PDFBibTeX XMLCite \textit{J. H. W. Penm} et al., J. Time Ser. Anal. 21, No. 4, 389--412 (2000; Zbl 0974.62073) Full Text: DOI
Ozaki, T.; Jimenez, J. C.; Haggan-Ozaki, V. The role of the likelihood function in the estimating of chaos models. (English) Zbl 0974.62084 J. Time Ser. Anal. 21, No. 4, 363-387 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M20 37M10 62M10 PDFBibTeX XMLCite \textit{T. Ozaki} et al., J. Time Ser. Anal. 21, No. 4, 363--387 (2000; Zbl 0974.62084) Full Text: DOI
von Sachs, Rainer; Neumann, Michael H. A wavelet-based test for stationarity. (English) Zbl 0972.62085 J. Time Ser. Anal. 21, No. 5, 597-613 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 60G10 62M15 PDFBibTeX XMLCite \textit{R. von Sachs} and \textit{M. H. Neumann}, J. Time Ser. Anal. 21, No. 5, 597--613 (2000; Zbl 0972.62085) Full Text: DOI Link
Tiku, M. L.; Wong, Wing-Keung; Vaughan, David C.; Bian, Guorui Time series models in non-normal situation: symmetric innovations. (English) Zbl 0972.62084 J. Time Ser. Anal. 21, No. 5, 571-596 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 62F10 65C05 PDFBibTeX XMLCite \textit{M. L. Tiku} et al., J. Time Ser. Anal. 21, No. 5, 571--596 (2000; Zbl 0972.62084) Full Text: DOI
Gaetan, Carlo Subset ARMA model identification using genetic algorithms. (English) Zbl 0972.62078 J. Time Ser. Anal. 21, No. 5, 559-570 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 65C60 91B84 PDFBibTeX XMLCite \textit{C. Gaetan}, J. Time Ser. Anal. 21, No. 5, 559--570 (2000; Zbl 0972.62078) Full Text: DOI
Comte, Fabienne; Lieberman, Offer Second-oder noncausality in multivariate GARCH processes. (English) Zbl 0972.62075 J. Time Ser. Anal. 21, No. 5, 535-557 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 62P05 91B28 91B84 PDFBibTeX XMLCite \textit{F. Comte} and \textit{O. Lieberman}, J. Time Ser. Anal. 21, No. 5, 535--557 (2000; Zbl 0972.62075) Full Text: DOI
Beran, Jan; Ghosh, Sucharita Estimation of the dominating frequency for stationary and nonstationary fractional autoregressive models. (English) Zbl 0972.62087 J. Time Ser. Anal. 21, No. 5, 517-533 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M15 62F12 65C05 62M10 62P10 PDFBibTeX XMLCite \textit{J. Beran} and \textit{S. Ghosh}, J. Time Ser. Anal. 21, No. 5, 517--533 (2000; Zbl 0972.62087) Full Text: DOI
Bardet, Jean-Marc Testing for the presence of self-similarity of Gaussian series having stationary increments. (English) Zbl 0972.62070 J. Time Ser. Anal. 21, No. 5, 497-515 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 60G18 62M05 62M09 62P10 PDFBibTeX XMLCite \textit{J.-M. Bardet}, J. Time Ser. Anal. 21, No. 5, 497--515 (2000; Zbl 0972.62070) Full Text: DOI
Anderson, T. W.; Stephens, M. A. Sign invariance in goodness-of-fit test for time series. (English) Zbl 0971.62044 J. Time Ser. Anal. 21, No. 5, 489-496 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 62G10 62M15 62F03 PDFBibTeX XMLCite \textit{T. W. Anderson} and \textit{M. A. Stephens}, J. Time Ser. Anal. 21, No. 5, 489--496 (2000; Zbl 0971.62044) Full Text: DOI
Tolley, Dennis H.; Fellingham, Gilbert W. Likelihood methods for combining tables of data. (English) Zbl 0970.62088 Scand. Actuar. J. 2000, No. 2, 89-101 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62Q05 62P99 62P05 62P10 PDFBibTeX XMLCite \textit{D. H. Tolley} and \textit{G. W. Fellingham}, Scand. Actuar. J. 2000, No. 2, 89--101 (2000; Zbl 0970.62088) Full Text: DOI
Willemse, W. J.; Koppelaar, H. Knowledge elicitation of Gompertz’ law of mortality. (English) Zbl 0971.62073 Scand. Actuar. J. 2000, No. 2, 168-179 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62P10 62E15 62F10 91D20 92D25 PDFBibTeX XMLCite \textit{W. J. Willemse} and \textit{H. Koppelaar}, Scand. Actuar. J. 2000, No. 2, 168--179 (2000; Zbl 0971.62073) Full Text: DOI
Dickson, David C. M.; Hipp, Christian Ruin problems for phase-type(2) risk processes. (English) Zbl 0971.91036 Scand. Actuar. J. 2000, No. 2, 147-167 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 91B30 62P20 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{C. Hipp}, Scand. Actuar. J. 2000, No. 2, 147--167 (2000; Zbl 0971.91036) Full Text: DOI
Cai, Jun; Garrido, José Two-sided bounds for tails of compound negative binomial distributions in the exponential and heavy-tailed cases. (English) Zbl 0971.91037 Scand. Actuar. J. 2000, No. 2, 102-120 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 91B30 62P20 60E15 PDFBibTeX XMLCite \textit{J. Cai} and \textit{J. Garrido}, Scand. Actuar. J. 2000, No. 2, 102--120 (2000; Zbl 0971.91037) Full Text: DOI
Promislow, David S.; Young, Virginia R. Equity and credibility. (English) Zbl 0971.91035 Scand. Actuar. J. 2000, No. 2, 121-146 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 91B30 62P20 PDFBibTeX XMLCite \textit{D. S. Promislow} and \textit{V. R. Young}, Scand. Actuar. J. 2000, No. 2, 121--146 (2000; Zbl 0971.91035) Full Text: DOI
Cai, Haiyan Exact bound for the convergence of Metropolis chains. (English) Zbl 0978.60080 Stochastic Anal. Appl. 18, No. 1, 63-71 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60J10 PDFBibTeX XMLCite \textit{H. Cai}, Stochastic Anal. Appl. 18, No. 1, 63--71 (2000; Zbl 0978.60080) Full Text: DOI
Vogelsang, Timthy J. Two simple procedures for testing for a unit root when there are additive outliers of an ARMA series. (English) Zbl 0939.62094 J. Time Ser. Anal. 20, No. 2, 237-252 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 PDFBibTeX XMLCite \textit{T. J. Vogelsang}, J. Time Ser. Anal. 20, No. 2, 237--252 (1999; Zbl 0939.62094) Full Text: DOI
Jammalamadaka, S. Rao; Wu, Chengou; Wang, Weiqung The influence of numerical and observational errors on likelihood of an ARMA series. (English) Zbl 0938.62095 J. Time Ser. Anal. 20, No. 2, 223-235 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 65C60 65G50 PDFBibTeX XMLCite \textit{S. R. Jammalamadaka} et al., J. Time Ser. Anal. 20, No. 2, 223--235 (1999; Zbl 0938.62095) Full Text: DOI
Paparoditis, Efstathios; Politis, Dimitris N. The local bootstrap for periodogram statistics. (English) Zbl 0938.62051 J. Time Ser. Anal. 20, No. 2, 193-222 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62G09 62M15 62M10 PDFBibTeX XMLCite \textit{E. Paparoditis} and \textit{D. N. Politis}, J. Time Ser. Anal. 20, No. 2, 193--222 (1999; Zbl 0938.62051) Full Text: DOI
Mukherjee, Kanchan Asymptotics of quantiles and rank scores in nonlinear time series for Gaussian time series. (English) Zbl 0938.62101 J. Time Ser. Anal. 20, No. 2, 173-192 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 62F12 62J02 PDFBibTeX XMLCite \textit{K. Mukherjee}, J. Time Ser. Anal. 20, No. 2, 173--192 (1999; Zbl 0938.62101) Full Text: DOI
Hota, Luiz K.; Vasconcellos, Klaus L. Aggregation and dissagregation of structural time series models. (English) Zbl 0938.62094 J. Time Ser. Anal. 20, No. 2, 155-171 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 PDFBibTeX XMLCite \textit{L. K. Hota} and \textit{K. L. Vasconcellos}, J. Time Ser. Anal. 20, No. 2, 155--171 (1999; Zbl 0938.62094) Full Text: DOI
Dargahi-Nourbary, G. R. A linear discrimination for Gaussian time series. (English) Zbl 0944.60042 J. Time Ser. Anal. 20, No. 2, 145-153 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60G15 62M10 62P12 62H30 PDFBibTeX XMLCite \textit{G. R. Dargahi-Nourbary}, J. Time Ser. Anal. 20, No. 2, 145--153 (1999; Zbl 0944.60042) Full Text: DOI
Chambers, Marcus J. A note on modelling seasonal processes in continuous time. (English) Zbl 0939.62091 J. Time Ser. Anal. 20, No. 2, 139-143 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 60H10 60G10 PDFBibTeX XMLCite \textit{M. J. Chambers}, J. Time Ser. Anal. 20, No. 2, 139--143 (1999; Zbl 0939.62091) Full Text: DOI
Abadir, Karim M.; Taylor, Robert A. M. On the definition of (co-)integration. (English) Zbl 0938.62088 J. Time Ser. Anal. 20, No. 2, 129-137 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 PDFBibTeX XMLCite \textit{K. M. Abadir} and \textit{R. A. M. Taylor}, J. Time Ser. Anal. 20, No. 2, 129--137 (1999; Zbl 0938.62088) Full Text: DOI
Vargiolu, Tiziano Invariant measures for the Musiela equation with deterministic diffusion term. (English) Zbl 0944.60068 Finance Stoch. 3, No. 4, 483-492 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60H15 91B70 60H30 62P05 PDFBibTeX XMLCite \textit{T. Vargiolu}, Finance Stoch. 3, No. 4, 483--492 (1999; Zbl 0944.60068) Full Text: DOI
Cvitanić, Jakša; Karatzas, Ioannis On dynamic measure of risk. (English) Zbl 0982.91030 Finance Stoch. 3, No. 4, 451-482 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 91B30 62P05 91B70 93E20 60H30 PDFBibTeX XMLCite \textit{J. Cvitanić} and \textit{I. Karatzas}, Finance Stoch. 3, No. 4, 451--482 (1999; Zbl 0982.91030) Full Text: DOI
Björk, Tomas; Gombani, Andrea Minimal realizations in interest rate models. (English) Zbl 0947.60051 Finance Stoch. 3, No. 4, 413-432 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60G44 91B70 93B15 PDFBibTeX XMLCite \textit{T. Björk} and \textit{A. Gombani}, Finance Stoch. 3, No. 4, 413--432 (1999; Zbl 0947.60051) Full Text: DOI
Fournié, Eric; Lasry, Jean-Michel; Lebuchous, Jérôme; Lions, Pierre-Louis Applications of Malliavin calculus to Monte Carlo methods in finance. (English) Zbl 0947.60066 Finance Stoch. 3, No. 4, 391-412 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60H07 60J60 65C05 91G60 62P05 PDFBibTeX XMLCite \textit{E. Fournié} et al., Finance Stoch. 3, No. 4, 391--412 (1999; Zbl 0947.60066) Full Text: DOI
Norberg, Ragnar A theory of bonus life insurance. (English) Zbl 0939.62108 Finance Stoch. 3, No. 4, 373-390 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62P05 60J20 91B30 PDFBibTeX XMLCite \textit{R. Norberg}, Finance Stoch. 3, No. 4, 373--390 (1999; Zbl 0939.62108) Full Text: DOI
Casson, Edward; Coles, Stuart Spatial regression models for extremes. (English) Zbl 0935.62109 Extremes 1, No. 4, 449-468 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M30 60G70 65C40 PDFBibTeX XMLCite \textit{E. Casson} and \textit{S. Coles}, Extremes 1, No. 4, 449--468 (1999; Zbl 0935.62109) Full Text: DOI
Li, Yuanzhang; Saxena, K. M. Lal; Cong, Shuzheng Estimations of the extreme flow distributions by stochastic models. (English) Zbl 0932.62123 Extremes 1, No. 4, 423-448 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62P12 60G70 65C20 PDFBibTeX XMLCite \textit{Y. Li} et al., Extremes 1, No. 4, 423--448 (1999; Zbl 0932.62123) Full Text: DOI
Feigin, Paul D.; Resnick, Sidney I. Pitfalls of fitting autoregressive models for heavy-tailed time series. (English) Zbl 0933.62087 Extremes 1, No. 4, 391-422 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 62F35 PDFBibTeX XMLCite \textit{P. D. Feigin} and \textit{S. I. Resnick}, Extremes 1, No. 4, 391--422 (1999; Zbl 0933.62087) Full Text: DOI
Lee, Sauchi Stephen Regularization in skewed binary classification. (English) Zbl 0933.62050 Comput. Stat. 14, No. 2, 277-292 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62H30 PDFBibTeX XMLCite \textit{S. S. Lee}, Comput. Stat. 14, No. 2, 277--292 (1999; Zbl 0933.62050) Full Text: DOI
Lu, Wang-Shu The efficiency of the method of moments estimates for hyperparameters in the empirical Bayes binomial model. (English) Zbl 0933.62006 Comput. Stat. 14, No. 2, 263-276 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62C12 62F12 62F15 PDFBibTeX XMLCite \textit{W.-S. Lu}, Comput. Stat. 14, No. 2, 263--276 (1999; Zbl 0933.62006) Full Text: DOI
Beninel, Farid; Husson, Francois An optimized algorithm to determine the values of the exact cumulative distribution function of some discrete statistics. (English) Zbl 0937.65008 Comput. Stat. 14, No. 2, 251-261 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62-08 62E15 PDFBibTeX XMLCite \textit{F. Beninel} and \textit{F. Husson}, Comput. Stat. 14, No. 2, 251--261 (1999; Zbl 0937.65008) Full Text: DOI
Achcar, Jorge Alberto; de Araujo Pereira, Gilberto Mixture models for type II censored survival data in the presence of covariates. (English) Zbl 0934.62100 Comput. Stat. 14, No. 2, 233-250 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62N01 62F15 65C40 62-08 PDFBibTeX XMLCite \textit{J. A. Achcar} and \textit{G. de Araujo Pereira}, Comput. Stat. 14, No. 2, 233--250 (1999; Zbl 0934.62100) Full Text: DOI
Holliday, Tim; Pistone, Giovanni; Riccomagno, Eva; Wynn, Henry P. The applications of computational algebraic geometry to the analysis of designed experiments: a case study. (English) Zbl 0933.62070 Comput. Stat. 14, No. 2, 213-231 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62K15 14Q99 PDFBibTeX XMLCite \textit{T. Holliday} et al., Comput. Stat. 14, No. 2, 213--231 (1999; Zbl 0933.62070) Full Text: DOI
Müller, Werner G.; Pazman, Andrej An algorithm for the computation of optimum designs under a given covariance structure. (English) Zbl 0933.62065 Comput. Stat. 14, No. 2, 197-211 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62K05 62-08 65C05 PDFBibTeX XMLCite \textit{W. G. Müller} and \textit{A. Pazman}, Comput. Stat. 14, No. 2, 197--211 (1999; Zbl 0933.62065) Full Text: DOI
Ehlgen, Jürgen A simple algorithm to factorize the autocovariance function of moving average process chains. (English) Zbl 0933.62086 Comput. Stat. 14, No. 2, 189-195 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 62-08 PDFBibTeX XMLCite \textit{J. Ehlgen}, Comput. Stat. 14, No. 2, 189--195 (1999; Zbl 0933.62086)
Gredenhoff, Mikael; Karlsson, Sune Selection in VAR-models using equal and unequal lag-length procedures. (English) Zbl 0933.62090 Comput. Stat. 14, No. 2, 171-187 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 62-08 PDFBibTeX XMLCite \textit{M. Gredenhoff} and \textit{S. Karlsson}, Comput. Stat. 14, No. 2, 171--187 (1999; Zbl 0933.62090)
Lyhagen, Johan Identification of the order of a fractionally differenced ARMA model. (English) Zbl 0935.62100 Comput. Stat. 14, No. 2, 161-169 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 65C05 PDFBibTeX XMLCite \textit{J. Lyhagen}, Comput. Stat. 14, No. 2, 161--169 (1999; Zbl 0935.62100)
Kharin, Yurin S.; Zhuk, Eugene E. Asymptotical probability in cluster analysis. (English) Zbl 0927.62064 Appl. Stochastic Models Data Anal. 15, No. 1, 65-75 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62H30 PDFBibTeX XMLCite \textit{Y. S. Kharin} and \textit{E. E. Zhuk}, Appl. Stochastic Models Data Anal. 15, No. 1, 65--75 (1999; Zbl 0927.62064) Full Text: DOI
Al-Mharman, Hisham Ahmad Average performance of adaptive algorithms for programming co-ordinate measuring machines under budget constraint. (English) Zbl 0930.65069 Appl. Stochastic Models Data Anal. 15, No. 1, 77-86 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 65K05 90C15 65Y20 65C05 PDFBibTeX XMLCite \textit{H. A. Al-Mharman}, Appl. Stochastic Models Data Anal. 15, No. 1, 77--86 (1999; Zbl 0930.65069) Full Text: DOI
Davidov, Ori The steady-state probabilities for regenerative semi-Markov processes with applications to prevention and screening chains. (English) Zbl 0927.62111 Appl. Stochastic Models Data Anal. 15, No. 1, 55-63 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62P10 60J85 60K15 92C50 PDFBibTeX XMLCite \textit{O. Davidov}, Appl. Stochastic Models Data Anal. 15, No. 1, 55--63 (1999; Zbl 0927.62111) Full Text: DOI
Schmitt, Francois; Schertzer, Daniel; Lovjoy, Shaun Multifractal analysis of foreign exchange data chains. (English) Zbl 0927.62110 Appl. Stochastic Models Data Anal. 15, No. 1, 29-54 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62P05 91B28 62M99 PDFBibTeX XMLCite \textit{F. Schmitt} et al., Appl. Stochastic Models Data Anal. 15, No. 1, 29--54 (1999; Zbl 0927.62110) Full Text: DOI
Lauro, Carlo; Balbi, Simona The analysis of structured qualitative data chains. (English) Zbl 0927.62062 Appl. Stochastic Models Data Anal. 15, No. 1, 1-27 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62H25 62H17 PDFBibTeX XMLCite \textit{C. Lauro} and \textit{S. Balbi}, Appl. Stochastic Models Data Anal. 15, No. 1, 1--27 (1999; Zbl 0927.62062) Full Text: DOI
Takács, Lajos The distribution of the sojourn time for the Brownian excursion. (English) Zbl 0978.60094 Methodol. Comput. Appl. Probab. 1, No. 1, 7-28 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60J65 60G15 60J55 60G50 PDFBibTeX XMLCite \textit{L. Takács}, Methodol. Comput. Appl. Probab. 1, No. 1, 7--28 (1999; Zbl 0978.60094) Full Text: DOI
Nielsen, Jens Perch Multivariate boundary kernels from local linear estimation coefficient. (English) Zbl 0922.62045 Scand. Actuarial J. 1999, No. 1, 93-95 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62H12 62G07 65D10 PDFBibTeX XMLCite \textit{J. P. Nielsen}, Scand. Actuarial J. 1999, No. 1, 93--95 (1999; Zbl 0922.62045) Full Text: DOI
Cai, Jun; Garrido, José Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. (English) Zbl 0922.62108 Scand. Actuarial J. 1999, No. 1, 80-92 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62P05 91B30 60E15 65C99 60K20 PDFBibTeX XMLCite \textit{J. Cai} and \textit{J. Garrido}, Scand. Actuarial J. 1999, No. 1, 80--92 (1999; Zbl 0922.62108) Full Text: DOI
Yang, Hailiang Non-exponential bounds for ruin probabilities with interest effect included. (English) Zbl 0922.62113 Scand. Actuarial J. 1999, No. 1, 66-79 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62P05 60G44 91B30 PDFBibTeX XMLCite \textit{H. Yang}, Scand. Actuarial J. 1999, No. 1, 66--79 (1999; Zbl 0922.62113) Full Text: DOI
Dhaene, Jan; Willmont, Gordon; Sundt, Bjørn Recursion for distribution functions and stop-loss transforms. (English) Zbl 0922.62110 Scand. Actuarial J. 1999, No. 1, 52-65 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62P05 62E17 91B30 PDFBibTeX XMLCite \textit{J. Dhaene} et al., Scand. Actuarial J. 1999, No. 1, 52--65 (1999; Zbl 0922.62110) Full Text: DOI