Chen, Yong; Li, Ying; Tian, Li Moment estimator for an AR(1) model driven by a long memory Gaussian noise. (English) Zbl 07594040 J. Stat. Plann. Inference 222, 94-107 (2023). MSC: 60G10 60F25 62M10 PDF BibTeX XML Cite \textit{Y. Chen} et al., J. Stat. Plann. Inference 222, 94--107 (2023; Zbl 07594040) Full Text: DOI OpenURL
Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan Multivariate normal approximation on the Wiener space: new bounds in the convex distance. (English) Zbl 07594409 J. Theor. Probab. 35, No. 3, 2020-2037 (2022). MSC: 60F05 60G15 60H07 PDF BibTeX XML Cite \textit{I. Nourdin} et al., J. Theor. Probab. 35, No. 3, 2020--2037 (2022; Zbl 07594409) Full Text: DOI OpenURL
Inahama, Yuzuru; Pei, Bin Positivity of the density for rough differential equations. (English) Zbl 07594401 J. Theor. Probab. 35, No. 3, 1863-1877 (2022). MSC: 60L20 60H07 60G15 PDF BibTeX XML Cite \textit{Y. Inahama} and \textit{B. Pei}, J. Theor. Probab. 35, No. 3, 1863--1877 (2022; Zbl 07594401) Full Text: DOI OpenURL
Mönch, Christian Universality for persistence exponents of local times of self-similar processes with stationary increments. (English) Zbl 07594400 J. Theor. Probab. 35, No. 3, 1842-1862 (2022). MSC: 60G22 60G15 60G18 PDF BibTeX XML Cite \textit{C. Mönch}, J. Theor. Probab. 35, No. 3, 1842--1862 (2022; Zbl 07594400) Full Text: DOI OpenURL
Bachoc, François; Porcu, Emilio; Bevilacqua, Moreno; Furrer, Reinhard; Faouzi, Tarik Asymptotically equivalent prediction in multivariate geostatistics. (English) Zbl 07594068 Bernoulli 28, No. 4, 2518-2545 (2022). MSC: 62Mxx 60Gxx 41Axx PDF BibTeX XML Cite \textit{F. Bachoc} et al., Bernoulli 28, No. 4, 2518--2545 (2022; Zbl 07594068) Full Text: DOI Link OpenURL
Sørbye, Sigrunn H.; Nicolau, Pedro G.; Rue, Håvard Finite-sample properties of estimators for first and second order autoregressive processes. (English) Zbl 07594033 Stat. Inference Stoch. Process. 25, No. 3, 577-598 (2022). MSC: 62Mxx PDF BibTeX XML Cite \textit{S. H. Sørbye} et al., Stat. Inference Stoch. Process. 25, No. 3, 577--598 (2022; Zbl 07594033) Full Text: DOI OpenURL
Bachoc, François; Durrande, Nicolas; Rullière, Didier; Chevalier, Clément Properties and comparison of some kriging sub-model aggregation methods. (English) Zbl 07593377 Math. Geosci. 54, No. 5, 941-977 (2022). MSC: 86A32 86-08 62R07 62H11 PDF BibTeX XML Cite \textit{F. Bachoc} et al., Math. Geosci. 54, No. 5, 941--977 (2022; Zbl 07593377) Full Text: DOI OpenURL
González Cázares, Jorge; Mijatović, Aleksandar Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation. (English) Zbl 07592347 Finance Stoch. 26, No. 4, 671-732 (2022). MSC: 91Gxx 60G51 60G70 65C05 91G60 PDF BibTeX XML Cite \textit{J. González Cázares} and \textit{A. Mijatović}, Finance Stoch. 26, No. 4, 671--732 (2022; Zbl 07592347) Full Text: DOI OpenURL
Zhou, Ying; Zhou, Qingping; Wang, Hongqiao Inferring the unknown parameters in differential equation by Gaussian process regression with constraint. (English) Zbl 07592291 Comput. Appl. Math. 41, No. 6, Paper No. 280, 16 p. (2022). MSC: 60G15 62F15 65M99 PDF BibTeX XML Cite \textit{Y. Zhou} et al., Comput. Appl. Math. 41, No. 6, Paper No. 280, 16 p. (2022; Zbl 07592291) Full Text: DOI OpenURL
Li, Zhi; Xu, Liping Exponential stability in mean square of neutral stochastic functional differential equations. (English) Zbl 07589879 J. Math. Res. Appl. 42, No. 4, 413-426 (2022). MSC: 60H15 60G15 60H05 PDF BibTeX XML Cite \textit{Z. Li} and \textit{L. Xu}, J. Math. Res. Appl. 42, No. 4, 413--426 (2022; Zbl 07589879) Full Text: DOI OpenURL
Ahmed, A. M. Sayed Existence and uniqueness of mild solutions to neutral impulsive fractional stochastic delay differential equations driven by both Brownian motion and fractional Brownian motion. (English) Zbl 07588227 Differ. Equ. Appl. 14, No. 3, 433-446 (2022). MSC: 60G22 45N05 34G20 60H15 60G15 35R12 PDF BibTeX XML Cite \textit{A. M. S. Ahmed}, Differ. Equ. Appl. 14, No. 3, 433--446 (2022; Zbl 07588227) Full Text: DOI OpenURL
El Omari, Mohamed Notes on spherical bifractional Brownian motion. (English) Zbl 07587587 Mod. Stoch., Theory Appl. 9, No. 3, 339-355 (2022). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{M. El Omari}, Mod. Stoch., Theory Appl. 9, No. 3, 339--355 (2022; Zbl 07587587) Full Text: DOI OpenURL
Mishura, Yuliya; Shklyar, Sergiy Gaussian Volterra processes with power-type kernels. I. (English) Zbl 07587586 Mod. Stoch., Theory Appl. 9, No. 3, 313-338 (2022). MSC: 60G15 60G17 60G18 60G22 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{S. Shklyar}, Mod. Stoch., Theory Appl. 9, No. 3, 313--338 (2022; Zbl 07587586) Full Text: DOI OpenURL
Udoye, Adaobi M.; Ekhaguere, Godwin O. S. Sensitivity analysis of a class of interest rate derivatives in a variance gamma Lévy market. (English) Zbl 07587162 Palest. J. Math. 11, No. 2, 159-176 (2022). MSC: 60H07 91G30 60G15 60H99 PDF BibTeX XML Cite \textit{A. M. Udoye} and \textit{G. O. S. Ekhaguere}, Palest. J. Math. 11, No. 2, 159--176 (2022; Zbl 07587162) Full Text: Link OpenURL
Solís, Soveny; Vergara, Vicente A non-linear stable non-Gaussian process in fractional time. (English) Zbl 07585064 Topol. Methods Nonlinear Anal. 59, No. 2B, 987-1028 (2022). MSC: 47G10 47D07 47G30 60G52 PDF BibTeX XML Cite \textit{S. Solís} and \textit{V. Vergara}, Topol. Methods Nonlinear Anal. 59, No. 2B, 987--1028 (2022; Zbl 07585064) Full Text: DOI OpenURL
Song, Wenyi; Shao, Jiamin; Tan, Zhongquan Almost sure central limit theorems for the maxima of Gaussian functions. (English) Zbl 07585042 Commun. Stat., Theory Methods 51, No. 20, 7136-7147 (2022). MSC: 62F15 60G70 PDF BibTeX XML Cite \textit{W. Song} et al., Commun. Stat., Theory Methods 51, No. 20, 7136--7147 (2022; Zbl 07585042) Full Text: DOI OpenURL
Dokuchaev, Nikolai Optimal portfolio and certainty equivalence estimator for the appreciation rate. (English) Zbl 07584768 Math. Control Signals Syst. 34, No. 3, 435-460 (2022). MSC: 93-XX 49K45 60G15 93E20 PDF BibTeX XML Cite \textit{N. Dokuchaev}, Math. Control Signals Syst. 34, No. 3, 435--460 (2022; Zbl 07584768) Full Text: DOI OpenURL
Afgoustidis, Alexandre Invariant Gaussian fields on homogeneous spaces: explicit constructions and mean nodal volume. (English) Zbl 07584666 Enseign. Math. (2) 68, No. 3-4, 483-520 (2022). MSC: 60G60 60G15 43A90 PDF BibTeX XML Cite \textit{A. Afgoustidis}, Enseign. Math. (2) 68, No. 3--4, 483--520 (2022; Zbl 07584666) Full Text: DOI OpenURL
Kuang, Nenghui; Li, Ying Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion. (English) Zbl 07584552 Commun. Stat., Simulation Comput. 51, No. 8, 4257-4275 (2022). MSC: 60G15 60G18 60F25 PDF BibTeX XML Cite \textit{N. Kuang} and \textit{Y. Li}, Commun. Stat., Simulation Comput. 51, No. 8, 4257--4275 (2022; Zbl 07584552) Full Text: DOI OpenURL
Bianchi, Michele Leonardo Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs. (English) Zbl 07584521 Commun. Stat., Simulation Comput. 51, No. 7, 3685-3713 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{M. L. Bianchi}, Commun. Stat., Simulation Comput. 51, No. 7, 3685--3713 (2022; Zbl 07584521) Full Text: DOI OpenURL
Gufler, Stephan; Louidor, Oren Ballot theorems for the two-dimensional discrete Gaussian free field. (English) Zbl 07583932 J. Stat. Phys. 189, No. 1, Paper No. 13, 98 p. (2022). MSC: 60Gxx 60Jxx 60-XX PDF BibTeX XML Cite \textit{S. Gufler} and \textit{O. Louidor}, J. Stat. Phys. 189, No. 1, Paper No. 13, 98 p. (2022; Zbl 07583932) Full Text: DOI OpenURL
Allouche, Michaël; Girard, Stéphane; Gobet, Emmanuel A generative model for fBm with deep ReLU neural networks. (English) Zbl 07583920 J. Complexity 73, Article ID 101667, 27 p. (2022). MSC: 62M45 60G15 60G22 PDF BibTeX XML Cite \textit{M. Allouche} et al., J. Complexity 73, Article ID 101667, 27 p. (2022; Zbl 07583920) Full Text: DOI OpenURL
Poormoaied, Saeed Inventory decision in a periodic review inventory model with two complementary products. (English) Zbl 07582795 Ann. Oper. Res. 315, No. 2, 1937-1970 (2022). MSC: 90B05 90B50 60G15 90C59 PDF BibTeX XML Cite \textit{S. Poormoaied}, Ann. Oper. Res. 315, No. 2, 1937--1970 (2022; Zbl 07582795) Full Text: DOI OpenURL
Hager, Paul; Neuman, Eyal The multiplicative chaos of \(H=0\) fractional Brownian fields. (English) Zbl 07581749 Ann. Appl. Probab. 32, No. 3, 2139-2179 (2022). MSC: 60G15 60G57 60G60 60G18 PDF BibTeX XML Cite \textit{P. Hager} and \textit{E. Neuman}, Ann. Appl. Probab. 32, No. 3, 2139--2179 (2022; Zbl 07581749) Full Text: DOI OpenURL
Ernst, Oliver G.; Pichler, Alois; Sprungk, Björn Wasserstein sensitivity of risk and uncertainty propagation. (English) Zbl 07579692 SIAM/ASA J. Uncertain. Quantif. 10, 915-948 (2022). MSC: 91G70 35R60 60G15 60G60 62P35 PDF BibTeX XML Cite \textit{O. G. Ernst} et al., SIAM/ASA J. Uncertain. Quantif. 10, 915--948 (2022; Zbl 07579692) Full Text: DOI OpenURL
Salter, James M.; Williamson, Daniel B.; Gregoire, Lauren J.; Edwards, Tamsin L. Quantifying spatio-temporal boundary condition uncertainty for the North American deglaciation. (English) Zbl 07579686 SIAM/ASA J. Uncertain. Quantif. 10, 717-744 (2022). MSC: 62P12 60G15 86A40 PDF BibTeX XML Cite \textit{J. M. Salter} et al., SIAM/ASA J. Uncertain. Quantif. 10, 717--744 (2022; Zbl 07579686) Full Text: DOI OpenURL
Katzfuss, Matthias; Guinness, Joseph; Lawrence, Earl Scaled Vecchia approximation for fast computer-model emulation. (English) Zbl 07579680 SIAM/ASA J. Uncertain. Quantif. 10, 537-554 (2022). MSC: 62-08 62M30 62P30 PDF BibTeX XML Cite \textit{M. Katzfuss} et al., SIAM/ASA J. Uncertain. Quantif. 10, 537--554 (2022; Zbl 07579680) Full Text: DOI OpenURL
Itkin, Andrey; Lipton, Alexander; Muravey, Dmitry Multilayer heat equations: application to finance. (English) Zbl 07578221 Front. Math. Finance 1, No. 1, 99-135 (2022). MSC: 91-XX 35Q79 35Q62 60G15 60H30 PDF BibTeX XML Cite \textit{A. Itkin} et al., Front. Math. Finance 1, No. 1, 99--135 (2022; Zbl 07578221) Full Text: DOI OpenURL
Itkin, Andrey; Muravey, Dmitry Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit. (English) Zbl 07578219 Front. Math. Finance 1, No. 1, 53-79 (2022). MSC: 91-XX 35Q79 35Q62 60G15 60H30 PDF BibTeX XML Cite \textit{A. Itkin} and \textit{D. Muravey}, Front. Math. Finance 1, No. 1, 53--79 (2022; Zbl 07578219) Full Text: DOI OpenURL
Almeida, Adilson; Chemetov, Nikolai V.; Cipriano, Fernanda Uniqueness for optimal control problems of two-dimensional second grade fluids. (English) Zbl 07578119 Electron. J. Differ. Equ. 2022, Paper No. 22, 12 p. (2022). MSC: 35Qxx 35R60 49K20 60G15 60H15 76D55 PDF BibTeX XML Cite \textit{A. Almeida} et al., Electron. J. Differ. Equ. 2022, Paper No. 22, 12 p. (2022; Zbl 07578119) Full Text: Link OpenURL
Penney, Richard C.; Urban, Roman Poisson measures on semi-direct products of infinite-dimensional Hilbert spaces. (English) Zbl 07578101 Electron. J. Differ. Equ. 2022, Paper No. 04, 15 p. (2022). MSC: 47-XX 60J60 60J45 PDF BibTeX XML Cite \textit{R. C. Penney} and \textit{R. Urban}, Electron. J. Differ. Equ. 2022, Paper No. 04, 15 p. (2022; Zbl 07578101) Full Text: Link OpenURL
Lu, Tianshi; Du, Juan; Ma, Chunsheng Stochastic comparison for elliptically contoured random fields. (English) Zbl 07578059 Stat. Probab. Lett. 189, Article ID 109594, 10 p. (2022). MSC: 60E15 60G60 60G15 PDF BibTeX XML Cite \textit{T. Lu} et al., Stat. Probab. Lett. 189, Article ID 109594, 10 p. (2022; Zbl 07578059) Full Text: DOI OpenURL
Liu, Huiyan; Tan, Zhongquan Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics. (English) Zbl 07578058 Stat. Probab. Lett. 189, Article ID 109593, 10 p. (2022). MSC: 60G55 60G60 PDF BibTeX XML Cite \textit{H. Liu} and \textit{Z. Tan}, Stat. Probab. Lett. 189, Article ID 109593, 10 p. (2022; Zbl 07578058) Full Text: DOI OpenURL
Ma, Xiaocui; Yue, Haitao; Xi, Fubao The averaging method for doubly perturbed distribution dependent SDEs. (English) Zbl 07578056 Stat. Probab. Lett. 189, Article ID 109588, 9 p. (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60H15 60G15 60H05 PDF BibTeX XML Cite \textit{X. Ma} et al., Stat. Probab. Lett. 189, Article ID 109588, 9 p. (2022; Zbl 07578056) Full Text: DOI OpenURL
Balan, Raluca M.; Yuan, Wangjun Spatial integral of the solution to hyperbolic Anderson model with time-independent noise. (English) Zbl 07577021 Stochastic Processes Appl. 152, 177-207 (2022). MSC: 60H15 60H07 60G15 60F05 PDF BibTeX XML Cite \textit{R. M. Balan} and \textit{W. Yuan}, Stochastic Processes Appl. 152, 177--207 (2022; Zbl 07577021) Full Text: DOI OpenURL
Belfadli, Rachid; Es-Sebaiy, Khalifa; Farah, Fatima-Ezzahra Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean. (English) Zbl 07575568 Metrika 85, No. 7, 885-911 (2022). MSC: 60G15 60G22 62F12 62M09 62M86 PDF BibTeX XML Cite \textit{R. Belfadli} et al., Metrika 85, No. 7, 885--911 (2022; Zbl 07575568) Full Text: DOI OpenURL
Tuan, Nguyen Huy; Foondun, Mohammud; Thach, Tran Ngoc; Wang, Renhai On backward problems for stochastic fractional reaction equations with standard and fractional Brownian motion. (English) Zbl 07574666 Bull. Sci. Math. 179, Article ID 103158, 58 p. (2022). MSC: 60G15 60G22 60G52 60G57 PDF BibTeX XML Cite \textit{N. H. Tuan} et al., Bull. Sci. Math. 179, Article ID 103158, 58 p. (2022; Zbl 07574666) Full Text: DOI OpenURL
Cohen, David; Lang, Annika Numerical approximation and simulation of the stochastic wave equation on the sphere. (English) Zbl 07570540 Calcolo 59, No. 3, Paper No. 32, 32 p. (2022). MSC: 65C30 35R60 33C55 41A25 60H15 60H35 60G60 60G15 PDF BibTeX XML Cite \textit{D. Cohen} and \textit{A. Lang}, Calcolo 59, No. 3, Paper No. 32, 32 p. (2022; Zbl 07570540) Full Text: DOI OpenURL
Leroy, Arthur; Latouche, Pierre; Guedj, Benjamin; Gey, Servane MAGMA: inference and prediction using multi-task Gaussian processes with common mean. (English) Zbl 07570145 Mach. Learn. 111, No. 5, 1821-1849 (2022). MSC: 68T05 PDF BibTeX XML Cite \textit{A. Leroy} et al., Mach. Learn. 111, No. 5, 1821--1849 (2022; Zbl 07570145) Full Text: DOI OpenURL
Iwata, Tomoharu; Tanaka, Yusuke Few-shot learning for spatial regression via neural embedding-based Gaussian processes. (English) Zbl 07570127 Mach. Learn. 111, No. 4, 1239-1257 (2022). MSC: 68T05 PDF BibTeX XML Cite \textit{T. Iwata} and \textit{Y. Tanaka}, Mach. Learn. 111, No. 4, 1239--1257 (2022; Zbl 07570127) Full Text: DOI OpenURL
Chen, Liwen; Peng, Xiaofan Extrema of a Gaussian random field: Berman’s sojourn time method. (English) Zbl 07567991 Acta Math. Sci., Ser. B, Engl. Ed. 42, No. 5, 1831-1842 (2022). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{L. Chen} and \textit{X. Peng}, Acta Math. Sci., Ser. B, Engl. Ed. 42, No. 5, 1831--1842 (2022; Zbl 07567991) Full Text: DOI OpenURL
Li, Genyuan Moment independent uncertainty importance measure for stochastic systems based on Gaussian process. (English) Zbl 07566877 J. Math. Chem. 60, No. 8, 1610-1631 (2022). MSC: 60-XX PDF BibTeX XML Cite \textit{G. Li}, J. Math. Chem. 60, No. 8, 1610--1631 (2022; Zbl 07566877) Full Text: DOI OpenURL
Taheriyoun, Ali Reza; Shafie, Khalil The estimation of the fractal dimension of a Gaussian field via Euler characteristic. (English. French summary) Zbl 07566566 Can. J. Stat. 50, No. 2, 681-707 (2022). MSC: 62M40 60G15 62M30 PDF BibTeX XML Cite \textit{A. R. Taheriyoun} and \textit{K. Shafie}, Can. J. Stat. 50, No. 2, 681--707 (2022; Zbl 07566566) Full Text: DOI OpenURL
Sussman, Ethan The microlocal irregularity of Gaussian noise. (English) Zbl 07566092 Stud. Math. 266, No. 1, 1-54 (2022). MSC: 60G15 60G60 PDF BibTeX XML Cite \textit{E. Sussman}, Stud. Math. 266, No. 1, 1--54 (2022; Zbl 07566092) Full Text: DOI OpenURL
Gao, Yifan; Zhang, Fuxi On the chemical distance exponent for the two-sided level set of the two-dimensional Gaussian free field. (English) Zbl 07565944 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 729-753 (2022). MSC: 60K35 60G60 PDF BibTeX XML Cite \textit{Y. Gao} and \textit{F. Zhang}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 729--753 (2022; Zbl 07565944) Full Text: Link OpenURL
Beliaev, Dmitry; Maffucci, Riccardo W. Coupling of stationary fields with application to arithmetic waves. (English) Zbl 07564665 Stochastic Processes Appl. 151, 436-450 (2022). MSC: 60-XX PDF BibTeX XML Cite \textit{D. Beliaev} and \textit{R. W. Maffucci}, Stochastic Processes Appl. 151, 436--450 (2022; Zbl 07564665) Full Text: DOI OpenURL
Arguin, Louis-Pierre; Hartung, Lisa; Kistler, Nicola High points of a random model of the Riemann-zeta function and Gaussian multiplicative chaos. (English) Zbl 07564658 Stochastic Processes Appl. 151, 174-190 (2022). MSC: 60J80 60G70 11M06 82B44 PDF BibTeX XML Cite \textit{L.-P. Arguin} et al., Stochastic Processes Appl. 151, 174--190 (2022; Zbl 07564658) Full Text: DOI OpenURL
Dai, Hongshuai Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation. (English) Zbl 1491.60157 Queueing Syst. 101, No. 1-2, 165-196 (2022). MSC: 60K25 60G15 PDF BibTeX XML Cite \textit{H. Dai}, Queueing Syst. 101, No. 1--2, 165--196 (2022; Zbl 1491.60157) Full Text: DOI OpenURL
Fendick, Kerry; Whitt, Ward Heavy traffic limits for queues with non-stationary path-dependent arrival processes. (English) Zbl 1491.60159 Queueing Syst. 101, No. 1-2, 113-135 (2022). MSC: 60K25 60F17 90B22 PDF BibTeX XML Cite \textit{K. Fendick} and \textit{W. Whitt}, Queueing Syst. 101, No. 1--2, 113--135 (2022; Zbl 1491.60159) Full Text: DOI OpenURL
Nualart, David; Zheng, Guangqu Central limit theorems for stochastic wave equations in dimensions one and two. (English) Zbl 07563046 Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 2, 392-418 (2022). MSC: 60H15 60H07 60G15 60F05 60F17 35L05 35R60 PDF BibTeX XML Cite \textit{D. Nualart} and \textit{G. Zheng}, Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 2, 392--418 (2022; Zbl 07563046) Full Text: DOI arXiv OpenURL
Aushev, Alexander; Pesonen, Henri; Heinonen, Markus; Corander, Jukka; Kaski, Samuel Likelihood-free inference with deep Gaussian processes. (English) Zbl 07561891 Comput. Stat. Data Anal. 174, Article ID 107529, 19 p. (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Aushev} et al., Comput. Stat. Data Anal. 174, Article ID 107529, 19 p. (2022; Zbl 07561891) Full Text: DOI OpenURL
Ding, Jian; Wirth, Mateo; Wu, Hao Crossing estimates from metric graph and discrete GFF. (English) Zbl 07561802 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 3, 1740-1774 (2022). MSC: 60K35 60G60 60G15 PDF BibTeX XML Cite \textit{J. Ding} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 3, 1740--1774 (2022; Zbl 07561802) Full Text: DOI OpenURL
Dasgupta, Subhadra; Mukhopadhyay, Siuli; Keith, Jonathan Optimal designs for some bivariate cokriging models. (English) Zbl 07560384 J. Stat. Plann. Inference 221, 9-28 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Dasgupta} et al., J. Stat. Plann. Inference 221, 9--28 (2022; Zbl 07560384) Full Text: DOI arXiv OpenURL
Wang, Jun; Chen, Zhenlong Hitting probabilities and intersections of time-space anisotropic random fields. (English) Zbl 07560328 Acta Math. Sci., Ser. B, Engl. Ed. 42, No. 2, 653-670 (2022). MSC: 60G15 60G17 60G60 60H15 PDF BibTeX XML Cite \textit{J. Wang} and \textit{Z. Chen}, Acta Math. Sci., Ser. B, Engl. Ed. 42, No. 2, 653--670 (2022; Zbl 07560328) Full Text: DOI OpenURL
Aru, Juhan; Powell, Ellen A characterisation of the continuum Gaussian free field in arbitrary dimensions. (Une caractérisation du champ libre Gaussien dans le continu en toute dimension.) (English. French summary) Zbl 07559603 J. Éc. Polytech., Math. 9, 1101-1120 (2022). MSC: 60G15 60G60 60J65 PDF BibTeX XML Cite \textit{J. Aru} and \textit{E. Powell}, J. Éc. Polytech., Math. 9, 1101--1120 (2022; Zbl 07559603) Full Text: DOI OpenURL
Latouche, Guy; Nguyen, Giang T.; Peralta, Oscar Strong convergence to two-dimensional alternating Brownian motion processes. (English) Zbl 07558507 Stoch. Models 38, No. 3, 488-502 (2022). Reviewer: Michael Voit (Dortmund) MSC: 60F15 60G50 60G15 60J65 PDF BibTeX XML Cite \textit{G. Latouche} et al., Stoch. Models 38, No. 3, 488--502 (2022; Zbl 07558507) Full Text: DOI OpenURL
Ang, Zi Qing; Lee, See Keong Hierarchical Bayesian Gaussian process regression model for loss reserving using combinations of squared exponential kernels. (English) Zbl 07557835 Insur. Math. Econ. 105, 54-63 (2022). MSC: 62P05 62M30 91G05 PDF BibTeX XML Cite \textit{Z. Q. Ang} and \textit{S. K. Lee}, Insur. Math. Econ. 105, 54--63 (2022; Zbl 07557835) Full Text: DOI OpenURL
Lupu, Titus Topological expansion in isomorphism theorems between matrix-valued fields and random walks. (English. French summary) Zbl 07557519 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 695-721 (2022). MSC: 60G15 60J55 60B20 81T18 81T25 PDF BibTeX XML Cite \textit{T. Lupu}, Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 695--721 (2022; Zbl 07557519) Full Text: DOI OpenURL
Addona, Davide; Muratori, Matteo; Rossi, Maurizia On the equivalence of Sobolev norms in Malliavin spaces. (English) Zbl 07557259 J. Funct. Anal. 283, No. 7, Article ID 109600, 41 p. (2022). MSC: 60H07 39B62 60G15 46E35 PDF BibTeX XML Cite \textit{D. Addona} et al., J. Funct. Anal. 283, No. 7, Article ID 109600, 41 p. (2022; Zbl 07557259) Full Text: DOI OpenURL
Gösmann, Josua; Stoehr, Christina; Heiny, Johannes; Dette, Holger Sequential change point detection in high dimensional time series. (English) Zbl 07556940 Electron. J. Stat. 16, No. 1, 3608-3671 (2022). MSC: 62M10 62G20 62H15 60G70 PDF BibTeX XML Cite \textit{J. Gösmann} et al., Electron. J. Stat. 16, No. 1, 3608--3671 (2022; Zbl 07556940) Full Text: DOI Link OpenURL
Douissi, Soukaina; Es-Sebaiy, Khalifa; Viens, Frederi Asymptotics of Yule’s nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach. (English) Zbl 07556930 Electron. J. Stat. 16, No. 1, 3176-3211 (2022). MSC: 60F05 60G15 PDF BibTeX XML Cite \textit{S. Douissi} et al., Electron. J. Stat. 16, No. 1, 3176--3211 (2022; Zbl 07556930) Full Text: DOI Link OpenURL
Bachoc, François; López-Lopera, Andrés F.; Roustant, Olivier Sequential construction and dimension reduction of Gaussian processes under inequality constraints. (English) Zbl 1491.60051 SIAM J. Math. Data Sci. 4, No. 2, 772-800 (2022). MSC: 60G15 65D10 62L99 62P30 PDF BibTeX XML Cite \textit{F. Bachoc} et al., SIAM J. Math. Data Sci. 4, No. 2, 772--800 (2022; Zbl 1491.60051) Full Text: DOI OpenURL
Wang, Tianhao; Yu, Lei; Leurgans, Sue E.; Wilson, Robert S.; Bennett, David A.; Boyle, Patricia A. Conditional functional clustering for longitudinal data with heterogeneous nonlinear patterns. (English) Zbl 07556673 Ann. Appl. Stat. 16, No. 2, 1191-1214 (2022). MSC: 62Pxx PDF BibTeX XML Cite \textit{T. Wang} et al., Ann. Appl. Stat. 16, No. 2, 1191--1214 (2022; Zbl 07556673) Full Text: DOI OpenURL
D’Angelo, Nicoletta; Adelfio, Giada; Abbruzzo, Antonino; Mateu, Jorge Inhomogeneous spatio-temporal point processes on linear networks for visitors’ stops data. (English) Zbl 07556655 Ann. Appl. Stat. 16, No. 2, 791-815 (2022). MSC: 62Pxx PDF BibTeX XML Cite \textit{N. D'Angelo} et al., Ann. Appl. Stat. 16, No. 2, 791--815 (2022; Zbl 07556655) Full Text: DOI OpenURL
Nguyen, Quang Huy; Robert, Christian Y. Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields. (English) Zbl 07554594 J. Appl. Probab. 59, No. 2, 366-383 (2022). MSC: 65C05 60G15 PDF BibTeX XML Cite \textit{Q. H. Nguyen} and \textit{C. Y. Robert}, J. Appl. Probab. 59, No. 2, 366--383 (2022; Zbl 07554594) Full Text: DOI OpenURL
Marcus, Michael B.; Rosen, Jay Local and uniform moduli of continuity of chi-square processes. (English) Zbl 07554545 Electron. Commun. Probab. 27, Paper No. 31, 10 p. (2022). MSC: 60F15 60G15 60G17 PDF BibTeX XML Cite \textit{M. B. Marcus} and \textit{J. Rosen}, Electron. Commun. Probab. 27, Paper No. 31, 10 p. (2022; Zbl 07554545) Full Text: DOI OpenURL
James, Nick; Menzies, Max Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes. (English) Zbl 1490.62017 Stat. Comput. 32, No. 3, Paper No. 45, 22 p. (2022). MSC: 62-08 62F15 62M10 62M15 PDF BibTeX XML Cite \textit{N. James} and \textit{M. Menzies}, Stat. Comput. 32, No. 3, Paper No. 45, 22 p. (2022; Zbl 1490.62017) Full Text: DOI OpenURL
Botsas, Themistoklis; Mason, Lachlan R.; Pan, Indranil Rule-based Bayesian regression. (English) Zbl 1490.62012 Stat. Comput. 32, No. 3, Paper No. 44, 17 p. (2022). MSC: 62-08 62F15 PDF BibTeX XML Cite \textit{T. Botsas} et al., Stat. Comput. 32, No. 3, Paper No. 44, 17 p. (2022; Zbl 1490.62012) Full Text: DOI OpenURL
Makogin, Vitalii; Spodarev, Evgeny Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence. (English) Zbl 07554279 Stochastics 94, No. 1, 111-142 (2022). MSC: 60G60 60H05 60D05 60G10 PDF BibTeX XML Cite \textit{V. Makogin} and \textit{E. Spodarev}, Stochastics 94, No. 1, 111--142 (2022; Zbl 07554279) Full Text: DOI arXiv OpenURL
Barrera, Gerardo; Manrique, Paulo Zero-free neighborhoods around the unit circle for Kac polynomials. (English) Zbl 07551290 Period. Math. Hung. 84, No. 2, 159-176 (2022). MSC: 60G99 12D10 11Cxx 30C15 PDF BibTeX XML Cite \textit{G. Barrera} and \textit{P. Manrique}, Period. Math. Hung. 84, No. 2, 159--176 (2022; Zbl 07551290) Full Text: DOI OpenURL
Geng, Na; Xie, Xiaolan Managing advance admission requests for obstetric care. (English) Zbl 07551235 INFORMS J. Comput. 34, No. 2, 1224-1239 (2022). MSC: 90B50 60G15 PDF BibTeX XML Cite \textit{N. Geng} and \textit{X. Xie}, INFORMS J. Comput. 34, No. 2, 1224--1239 (2022; Zbl 07551235) Full Text: DOI OpenURL
Agredo, Julián; Fagnola, Franco; Poletti, Damiano The decoherence-free subalgebra of Gaussian quantum Markov semigroups. (English) Zbl 07550236 Milan J. Math. 90, No. 1, 257-289 (2022). MSC: 47D07 81Rxx PDF BibTeX XML Cite \textit{J. Agredo} et al., Milan J. Math. 90, No. 1, 257--289 (2022; Zbl 07550236) Full Text: DOI OpenURL
Leonenko, Nikolai; Pirozzi, Enrica First passage times for some classes of fractional time-changed diffusions. (English) Zbl 07548160 Stochastic Anal. Appl. 40, No. 4, 735-763 (2022). MSC: 60J60 60G15 60G22 PDF BibTeX XML Cite \textit{N. Leonenko} and \textit{E. Pirozzi}, Stochastic Anal. Appl. 40, No. 4, 735--763 (2022; Zbl 07548160) Full Text: DOI OpenURL
Dominguez, Tomas The \(\ell^p\)-Gaussian-Grothendieck problem with vector spins. (English) Zbl 1490.82020 Electron. J. Probab. 27, Paper No. 70, 46 p. (2022). MSC: 82D30 82B44 60K35 60G15 PDF BibTeX XML Cite \textit{T. Dominguez}, Electron. J. Probab. 27, Paper No. 70, 46 p. (2022; Zbl 1490.82020) Full Text: DOI OpenURL
Bladt, Martin; McNeil, Alexander J. Time series with infinite-order partial copula dependence. (English) Zbl 1489.62268 Depend. Model. 10, 87-107 (2022). MSC: 62M10 62M05 62H05 60G10 60G15 60G22 PDF BibTeX XML Cite \textit{M. Bladt} and \textit{A. J. McNeil}, Depend. Model. 10, 87--107 (2022; Zbl 1489.62268) Full Text: DOI OpenURL
Wang, Ran; Xiao, Yimin Lower functions and Chung’s LILs of the generalized fractional Brownian motion. (English) Zbl 1489.60062 J. Math. Anal. Appl. 514, No. 2, Article ID 126320, 31 p. (2022). MSC: 60G22 60G15 60F15 PDF BibTeX XML Cite \textit{R. Wang} and \textit{Y. Xiao}, J. Math. Anal. Appl. 514, No. 2, Article ID 126320, 31 p. (2022; Zbl 1489.60062) Full Text: DOI OpenURL
Grooms, Ian A comparison of nonlinear extensions to the ensemble Kalman filter. Gaussian anamorphosis and two-step ensemble filters. (English) Zbl 1489.86016 Comput. Geosci. 26, No. 3, 633-650 (2022). MSC: 86A32 62M20 93E11 62F15 PDF BibTeX XML Cite \textit{I. Grooms}, Comput. Geosci. 26, No. 3, 633--650 (2022; Zbl 1489.86016) Full Text: DOI OpenURL
Bingham, Nicholas H.; Symons, Tasmin L. Gaussian random fields on the sphere and sphere cross line. (English) Zbl 07544400 Stochastic Processes Appl. 150, 788-801 (2022). Reviewer: Uwe Franz (Besançon) MSC: 60B15 60G15 60G60 PDF BibTeX XML Cite \textit{N. H. Bingham} and \textit{T. L. Symons}, Stochastic Processes Appl. 150, 788--801 (2022; Zbl 07544400) Full Text: DOI arXiv OpenURL
Song, Jian; Tindel, Samy Skorohod and Stratonovich integrals for controlled processes. (English) Zbl 07544390 Stochastic Processes Appl. 150, 569-595 (2022). MSC: 60G15 60H05 60H10 PDF BibTeX XML Cite \textit{J. Song} and \textit{S. Tindel}, Stochastic Processes Appl. 150, 569--595 (2022; Zbl 07544390) Full Text: DOI OpenURL
Bashtova, Elena; Shashkin, Alexey Strong Gaussian approximation for cumulative processes. (English) Zbl 07544373 Stochastic Processes Appl. 150, 1-18 (2022). MSC: 60F17 60F15 60G50 PDF BibTeX XML Cite \textit{E. Bashtova} and \textit{A. Shashkin}, Stochastic Processes Appl. 150, 1--18 (2022; Zbl 07544373) Full Text: DOI OpenURL
Danilenko, Alexandre I.; Lemańczyk, Mariusz Ergodic cocycles of IDPFT systems and non-singular Gaussian actions. (English) Zbl 07543033 Ergodic Theory Dyn. Syst. 42, No. 5, 1624-1654 (2022). MSC: 37A40 37A20 37A50 PDF BibTeX XML Cite \textit{A. I. Danilenko} and \textit{M. Lemańczyk}, Ergodic Theory Dyn. Syst. 42, No. 5, 1624--1654 (2022; Zbl 07543033) Full Text: DOI arXiv OpenURL
Norros, Ilkka Information-based long-range dependence. (English) Zbl 1491.90057 Queueing Syst. 100, No. 3-4, 321-323 (2022). MSC: 90B22 60G15 60K25 PDF BibTeX XML Cite \textit{I. Norros}, Queueing Syst. 100, No. 3--4, 321--323 (2022; Zbl 1491.90057) Full Text: DOI OpenURL
Dȩbicki, Krzysztof Exact asymptotics of Gaussian-driven tandem queues. (English) Zbl 1491.90039 Queueing Syst. 100, No. 3-4, 285-287 (2022). MSC: 90B22 60K25 60G15 PDF BibTeX XML Cite \textit{K. Dȩbicki}, Queueing Syst. 100, No. 3--4, 285--287 (2022; Zbl 1491.90039) Full Text: DOI OpenURL
Gusakova, Anna; Kabluchko, Zakhar; Thäle, Christoph The \(\beta \)-Delaunay tessellation. II: the Gaussian limit tessellation. (English) Zbl 1491.60019 Electron. J. Probab. 27, Paper No. 62, 33 p. (2022). Reviewer: Rolf Schneider (Freiburg im Breisgau) MSC: 60D05 52A22 60G55 60F17 PDF BibTeX XML Cite \textit{A. Gusakova} et al., Electron. J. Probab. 27, Paper No. 62, 33 p. (2022; Zbl 1491.60019) Full Text: DOI OpenURL
Laurière, Mathieu; Tangpi, Ludovic Backward propagation of chaos. (English) Zbl 07541195 Electron. J. Probab. 27, Paper No. 69, 30 p. (2022). MSC: 28C20 35B40 35K58 60F25 60H20 60J60 PDF BibTeX XML Cite \textit{M. Laurière} and \textit{L. Tangpi}, Electron. J. Probab. 27, Paper No. 69, 30 p. (2022; Zbl 07541195) Full Text: DOI OpenURL
Liu, Shuhui; Hu, Yaozhong; Wang, Xiong Nonlinear stochastic wave equation driven by rough noise. (English) Zbl 1489.60116 J. Differ. Equations 331, 99-161 (2022). MSC: 60H15 60H07 60G15 60G22 PDF BibTeX XML Cite \textit{S. Liu} et al., J. Differ. Equations 331, 99--161 (2022; Zbl 1489.60116) Full Text: DOI OpenURL
Hayashi, Shogo; Honda, Junya; Kashima, Hisashi Bayesian optimization with partially specified queries. (English) Zbl 1491.68155 Mach. Learn. 111, No. 3, 1019-1048 (2022). MSC: 68T05 60G15 62F15 62L05 PDF BibTeX XML Cite \textit{S. Hayashi} et al., Mach. Learn. 111, No. 3, 1019--1048 (2022; Zbl 1491.68155) Full Text: DOI OpenURL
Zhang, Ruda; Mak, Simon; Dunson, David Gaussian process subspace prediction for model reduction. (English) Zbl 07538378 SIAM J. Sci. Comput. 44, No. 3, A1428-A1449 (2022). MSC: 60G15 62H30 62G08 PDF BibTeX XML Cite \textit{R. Zhang} et al., SIAM J. Sci. Comput. 44, No. 3, A1428--A1449 (2022; Zbl 07538378) Full Text: DOI OpenURL
Fatalov, V. R. Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations. (English. Russian original) Zbl 1487.60076 J. Math. Sci., New York 262, No. 4, 546-573 (2022); translation from Fundam. Prikl. Mat. 23, No. 1, 219-257 (2020). MSC: 60G15 60F10 60J65 PDF BibTeX XML Cite \textit{V. R. Fatalov}, J. Math. Sci., New York 262, No. 4, 546--573 (2022; Zbl 1487.60076); translation from Fundam. Prikl. Mat. 23, No. 1, 219--257 (2020) Full Text: DOI OpenURL
Kobelkov, S. G.; Piterbarg, V. I.; Rodionov, I. V.; Hashorva, E. On the maximum of a Gaussian process with unique maximum point of its variance. (English. Russian original) Zbl 1487.60078 J. Math. Sci., New York 262, No. 4, 504-513 (2022); translation from Fundam. Prikl. Mat. 23, No. 1, 161-174 (2020). MSC: 60G15 PDF BibTeX XML Cite \textit{S. G. Kobelkov} et al., J. Math. Sci., New York 262, No. 4, 504--513 (2022; Zbl 1487.60078); translation from Fundam. Prikl. Mat. 23, No. 1, 161--174 (2020) Full Text: DOI OpenURL
Zhdanov, A. I. High excursions of a quadratic form for a Gaussian stationary vector process. (English. Russian original) Zbl 1487.60081 J. Math. Sci., New York 262, No. 4, 476-492 (2022); translation from Fundam. Prikl. Mat. 23, No. 1, 123-144 (2020). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{A. I. Zhdanov}, J. Math. Sci., New York 262, No. 4, 476--492 (2022; Zbl 1487.60081); translation from Fundam. Prikl. Mat. 23, No. 1, 123--144 (2020) Full Text: DOI OpenURL
Bai, L. Estimation of change-point models. (English. Russian original) Zbl 1487.60074 J. Math. Sci., New York 262, No. 4, 425-441 (2022); translation from Fundam. Prikl. Mat. 23, No. 1, 51-73 (2020). MSC: 60G15 60G70 60G60 PDF BibTeX XML Cite \textit{L. Bai}, J. Math. Sci., New York 262, No. 4, 425--441 (2022; Zbl 1487.60074); translation from Fundam. Prikl. Mat. 23, No. 1, 51--73 (2020) Full Text: DOI OpenURL
Eftekhari, Tahereh; Rashidinia, Jalil A novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noise. (English) Zbl 07537587 Appl. Math. Comput. 429, Article ID 127218, 14 p. (2022). MSC: 60H10 60G22 65G99 PDF BibTeX XML Cite \textit{T. Eftekhari} and \textit{J. Rashidinia}, Appl. Math. Comput. 429, Article ID 127218, 14 p. (2022; Zbl 07537587) Full Text: DOI OpenURL
Ianevych, Tetiana; Rozora, Iryna; Pashko, Anatolii On one way of modeling a stochastic process with given accuracy and reliability. (English) Zbl 1491.60052 Monte Carlo Methods Appl. 28, No. 2, 135-147 (2022). MSC: 60G15 60K10 60G10 PDF BibTeX XML Cite \textit{T. Ianevych} et al., Monte Carlo Methods Appl. 28, No. 2, 135--147 (2022; Zbl 1491.60052) Full Text: DOI OpenURL
Lu, Dawei; Zhou, Yinbing The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains. (English) Zbl 1487.60085 Stat. Probab. Lett. 186, Article ID 109467, 11 p. (2022). MSC: 60G22 60J65 60G15 60F10 PDF BibTeX XML Cite \textit{D. Lu} and \textit{Y. Zhou}, Stat. Probab. Lett. 186, Article ID 109467, 11 p. (2022; Zbl 1487.60085) Full Text: DOI OpenURL
Xu, Mingzhou; Cheng, Kun How small are the increments of \(G\)-Brownian motion. (English) Zbl 07535866 Stat. Probab. Lett. 186, Article ID 109464, 9 p. (2022). MSC: 60G65 60G15 60G50 60H10 60G48 PDF BibTeX XML Cite \textit{M. Xu} and \textit{K. Cheng}, Stat. Probab. Lett. 186, Article ID 109464, 9 p. (2022; Zbl 07535866) Full Text: DOI OpenURL
Imekraz, Rafik A necessary and sufficient condition for probabilistic continuity on a boundaryless compact Riemannian manifold. (Condition nécessaire et suffisante pour la continuité probabiliste sur une variété riemannienne compacte sans bord.) (English. French summary) Zbl 07534579 J. Éc. Polytech., Math. 9, 747-805 (2022). MSC: 60G50 60G15 58J40 46B09 PDF BibTeX XML Cite \textit{R. Imekraz}, J. Éc. Polytech., Math. 9, 747--805 (2022; Zbl 07534579) Full Text: DOI OpenURL
Vidotto, A. Random Lipschitz-Killing curvatures: reduction principles, integration by parts and Wiener chaos. (English) Zbl 07534485 Theory Probab. Math. Stat. 106, 157-175 (2022). MSC: 60G60 60D05 35J05 60G10 60G15 PDF BibTeX XML Cite \textit{A. Vidotto}, Theory Probab. Math. Stat. 106, 157--175 (2022; Zbl 07534485) Full Text: DOI OpenURL
Muirhead, S. Boundedness of the nodal domains of additive Gaussian fields. (English) Zbl 07534484 Theory Probab. Math. Stat. 106, 143-155 (2022). MSC: 60G15 60G60 60K35 PDF BibTeX XML Cite \textit{S. Muirhead}, Theory Probab. Math. Stat. 106, 143--155 (2022; Zbl 07534484) Full Text: DOI OpenURL
Dhoyer, R.; Tudor, C. A. Non-central limit theorem for the spatial average of the solution to the wave equation with Rosenblatt noise. (English) Zbl 07534482 Theory Probab. Math. Stat. 106, 105-119 (2022). Reviewer: Isamu Dôku (Saitama) MSC: 60H15 60H07 60G15 60F05 PDF BibTeX XML Cite \textit{R. Dhoyer} and \textit{C. A. Tudor}, Theory Probab. Math. Stat. 106, 105--119 (2022; Zbl 07534482) Full Text: DOI OpenURL