Allaoui, Omar; Sghir, Aissa; Hadiri, Soukaina On the existence and the Hölder regularity of the local time of the Brownian bridge. (English) Zbl 1499.60111 Random Oper. Stoch. Equ. 30, No. 4, 259-270 (2022). MSC: 60G15 60J55 60G22 PDFBibTeX XMLCite \textit{O. Allaoui} et al., Random Oper. Stoch. Equ. 30, No. 4, 259--270 (2022; Zbl 1499.60111) Full Text: DOI
Fendick, Kerry Brownian motion minus the independent increments: representation and queuing application. (English) Zbl 1498.60360 Probab. Eng. Inf. Sci. 36, No. 1, 144-168 (2022). MSC: 60K25 60J70 90B22 PDFBibTeX XMLCite \textit{K. Fendick}, Probab. Eng. Inf. Sci. 36, No. 1, 144--168 (2022; Zbl 1498.60360) Full Text: DOI
Ishitani, Kensuke Sampling Brownian house-moving. (English) Zbl 1498.60319 JSIAM Lett. 14, 131-134 (2022). MSC: 60J28 91G60 91G20 PDFBibTeX XMLCite \textit{K. Ishitani}, JSIAM Lett. 14, 131--134 (2022; Zbl 1498.60319) Full Text: DOI
Hadiri, Soukaina; Sghir, Aissa Some results on the generalized Brownian bridge. (English) Zbl 1499.60115 Random Oper. Stoch. Equ. 30, No. 3, 197-204 (2022). MSC: 60G15 60G17 60G18 PDFBibTeX XMLCite \textit{S. Hadiri} and \textit{A. Sghir}, Random Oper. Stoch. Equ. 30, No. 3, 197--204 (2022; Zbl 1499.60115) Full Text: DOI
Gao, Min; Ding, Saisai; Wu, Shipeng; Yang, Wenzhi The asymptotic distribution of CUSUM estimator based on \(\alpha\)-mixing sequences. (English) Zbl 07603861 Commun. Stat., Simulation Comput. 51, No. 10, 6101-6113 (2022). MSC: 62F12 PDFBibTeX XMLCite \textit{M. Gao} et al., Commun. Stat., Simulation Comput. 51, No. 10, 6101--6113 (2022; Zbl 07603861) Full Text: DOI
Silverstein, Jack W. Weak convergence of a collection of random functions defined by the eigenvectors of large dimensional random matrices. (English) Zbl 1498.60097 Random Matrices Theory Appl. 11, No. 4, Article ID 2250033, 33 p. (2022). MSC: 60F05 15A18 62H99 PDFBibTeX XMLCite \textit{J. W. Silverstein}, Random Matrices Theory Appl. 11, No. 4, Article ID 2250033, 33 p. (2022; Zbl 1498.60097) Full Text: DOI arXiv
Gong, Fuzhou; Sun, Xiaoxia On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold. (English) Zbl 1504.58007 Bernoulli 28, No. 4, 2322-2344 (2022). Reviewer: Jean Picard (Aubière) MSC: 58C35 58J65 60J65 PDFBibTeX XMLCite \textit{F. Gong} and \textit{X. Sun}, Bernoulli 28, No. 4, 2322--2344 (2022; Zbl 1504.58007) Full Text: DOI Link
Le Gall, Jean-François The Brownian disk viewed from a boundary point. (English. French summary) Zbl 1492.60031 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 1091-1119 (2022). MSC: 60D05 05C80 PDFBibTeX XMLCite \textit{J.-F. Le Gall}, Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 1091--1119 (2022; Zbl 1492.60031) Full Text: DOI arXiv
Li, Jie; Wang, Jiangyan; Yang, Lijian Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function. (English) Zbl 1505.62246 Comput. Stat. 37, No. 3, 1015-1039 (2022). MSC: 62-08 62G08 62G07 62G15 62M10 PDFBibTeX XMLCite \textit{J. Li} et al., Comput. Stat. 37, No. 3, 1015--1039 (2022; Zbl 1505.62246) Full Text: DOI
Kou, Jiyao; Walther, Guenther Large-scale inference with block structure. (English) Zbl 07547941 Ann. Stat. 50, No. 3, 1541-1572 (2022). MSC: 62G10 62G32 62H15 PDFBibTeX XMLCite \textit{J. Kou} and \textit{G. Walther}, Ann. Stat. 50, No. 3, 1541--1572 (2022; Zbl 07547941) Full Text: DOI arXiv
Li, Zenghu; Zhu, Yaping Survival probability for super-Brownian motion with absorption. (English) Zbl 1487.60151 Stat. Probab. Lett. 186, Article ID 109460, 9 p. (2022). MSC: 60J68 60J80 60J65 PDFBibTeX XMLCite \textit{Z. Li} and \textit{Y. Zhu}, Stat. Probab. Lett. 186, Article ID 109460, 9 p. (2022; Zbl 1487.60151) Full Text: DOI
Tonaki, Yozo; Kaino, Yusuke; Uchida, Masayuki Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations. (English) Zbl 07535468 Stat. Inference Stoch. Process. 25, No. 2, 397-430 (2022). MSC: 62Mxx PDFBibTeX XMLCite \textit{Y. Tonaki} et al., Stat. Inference Stoch. Process. 25, No. 2, 397--430 (2022; Zbl 07535468) Full Text: DOI arXiv
Macrina, Andrea; Sekine, Jun Stochastic modelling with randomized Markov bridges. (English) Zbl 1494.60039 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 307-333 (2022). MSC: 60G35 60J25 60J70 91G20 PDFBibTeX XMLCite \textit{A. Macrina} and \textit{J. Sekine}, in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 307--333 (2022; Zbl 1494.60039) Full Text: DOI Link
Brody, Dorje C.; Hughston, Lane P.; Macrina, Andrea Information-based asset pricing. (English) Zbl 1489.91278 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 29-64 (2022). MSC: 91G30 91G20 60J70 PDFBibTeX XMLCite \textit{D. C. Brody} et al., in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 29--64 (2022; Zbl 1489.91278) Full Text: DOI arXiv
Brody, Dorje C.; Hughston, Lane P.; Macrina, Andrea Beyond hazard rates: a new framework for credit-risk modelling. (English) Zbl 1489.91292 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 1-27 (2022). MSC: 91G40 91G20 PDFBibTeX XMLCite \textit{D. C. Brody} et al., in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 1--27 (2022; Zbl 1489.91292) Full Text: DOI
Shi, Xuesheng; Gallagher, Colin; Lund, Robert; Killick, Rebecca A comparison of single and multiple changepoint techniques for time series data. (English) Zbl 07512627 Comput. Stat. Data Anal. 170, Article ID 107433, 19 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Shi} et al., Comput. Stat. Data Anal. 170, Article ID 107433, 19 p. (2022; Zbl 07512627) Full Text: DOI arXiv
Gravner, Janko; Liu, Xiaochen One-dimensional cellular automata with random rules: longest temporal period of a periodic solution. (English) Zbl 1510.37017 Electron. J. Probab. 27, Paper No. 25, 23 p. (2022). Reviewer: Silvio Capobianco (Tallinn) MSC: 37A50 37B15 60K35 PDFBibTeX XMLCite \textit{J. Gravner} and \textit{X. Liu}, Electron. J. Probab. 27, Paper No. 25, 23 p. (2022; Zbl 1510.37017) Full Text: DOI arXiv
Arguin, Louis-Pierre A first course in stochastic calculus. (English) Zbl 1504.60002 Pure and Applied Undergraduate Texts 53. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-6488-2/pbk; 978-1-4704-6778-4/ebook). xv, 270 p. (2022). Reviewer: Jordan M. Stoyanov (Sofia) MSC: 60-01 60G07 60H05 91G20 91G60 PDFBibTeX XMLCite \textit{L.-P. Arguin}, A first course in stochastic calculus. Providence, RI: American Mathematical Society (AMS) (2022; Zbl 1504.60002)
Franke, Jürgen; Hefter, Mario; Herzwurm, André; Ritter, Klaus; Schwaar, Stefanie Adaptive quantile computation for Brownian bridge in change-point analysis. (English) Zbl 07464469 Comput. Stat. Data Anal. 167, Article ID 107375, 13 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Franke} et al., Comput. Stat. Data Anal. 167, Article ID 107375, 13 p. (2022; Zbl 07464469) Full Text: DOI arXiv
Wang, Jiangyan; Gu, Lijie; Yang, Lijian Oracle-efficient estimation for functional data error distribution with simultaneous confidence band. (English) Zbl 07464461 Comput. Stat. Data Anal. 167, Article ID 107363, 38 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Wang} et al., Comput. Stat. Data Anal. 167, Article ID 107363, 38 p. (2022; Zbl 07464461) Full Text: DOI
Lyu, Yangyang Spatial asymptotics for the Feynman-Kac formulas driven by time-dependent and space-fractional rough Gaussian fields with the measure-valued initial data. (English) Zbl 1480.60192 Stochastic Processes Appl. 143, 106-159 (2022). MSC: 60H30 60F10 60G15 60H40 PDFBibTeX XMLCite \textit{Y. Lyu}, Stochastic Processes Appl. 143, 106--159 (2022; Zbl 1480.60192) Full Text: DOI arXiv