Kühn, Franziska; Schilling, René L. Maximal inequalities and some applications. (English) Zbl 07690292 Probab. Surv. 20, 382-485 (2023). MSC: 60E15 60G15 60G44 60G51 60G53 60J25 42B25 42A61 PDF BibTeX XML Cite \textit{F. Kühn} and \textit{R. L. Schilling}, Probab. Surv. 20, 382--485 (2023; Zbl 07690292) Full Text: DOI arXiv Link OpenURL
Damircheli, Davood; Razzaghi, Mohsen; Kazemi, Seyed-Mohammad-Mahdi; Bastani, Ali Foroush A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model. (English) Zbl 07688923 Eng. Anal. Bound. Elem. 150, 364-373 (2023). MSC: 65-XX 91-XX PDF BibTeX XML Cite \textit{D. Damircheli} et al., Eng. Anal. Bound. Elem. 150, 364--373 (2023; Zbl 07688923) Full Text: DOI OpenURL
Leipus, Remigijus; Pilipauskaitė, Vytautė; Surgailis, Donatas Aggregation of network traffic and anisotropic scaling of random fields. (English) Zbl 07686921 Theory Probab. Math. Stat. 108, 77-126 (2023). MSC: 62M10 60G22 60G15 60G18 60G52 60H05 PDF BibTeX XML Cite \textit{R. Leipus} et al., Theory Probab. Math. Stat. 108, 77--126 (2023; Zbl 07686921) Full Text: DOI arXiv OpenURL
Knopova, Victoria On recurrence and transience of some Lévy-type processes in \(\mathbb{R} \). (English) Zbl 07686920 Theory Probab. Math. Stat. 108, 59-75 (2023). MSC: 60G51 60G17 60J25 60G53 PDF BibTeX XML Cite \textit{V. Knopova}, Theory Probab. Math. Stat. 108, 59--75 (2023; Zbl 07686920) Full Text: DOI OpenURL
Noba, Kei On the optimality of the refraction-reflection strategies for Lévy processes. (English) Zbl 07686795 Stochastic Processes Appl. 160, 174-217 (2023). MSC: 60G51 93E20 60J99 PDF BibTeX XML Cite \textit{K. Noba}, Stochastic Processes Appl. 160, 174--217 (2023; Zbl 07686795) Full Text: DOI arXiv OpenURL
Yang, Yang; Su, Qi Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims. (English) Zbl 07686696 J. Math. Anal. Appl. 525, No. 2, Article ID 127319, 15 p. (2023). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{Q. Su}, J. Math. Anal. Appl. 525, No. 2, Article ID 127319, 15 p. (2023; Zbl 07686696) Full Text: DOI OpenURL
Kern, Peter; Lage, Svenja On self-similar Bernstein functions and corresponding generalized fractional derivatives. (English) Zbl 07686375 J. Theor. Probab. 36, No. 1, 348-371 (2023). MSC: 26A33 35R11 44A10 60E07 60G22 60G51 60G52 PDF BibTeX XML Cite \textit{P. Kern} and \textit{S. Lage}, J. Theor. Probab. 36, No. 1, 348--371 (2023; Zbl 07686375) Full Text: DOI arXiv OpenURL
Li, Pei-Sen; Zhou, Xiaowen Integral functionals for spectrally positive Lévy processes. (English) Zbl 07686372 J. Theor. Probab. 36, No. 1, 297-314 (2023). MSC: 60G51 60J80 60H30 92D15 92D25 PDF BibTeX XML Cite \textit{P.-S. Li} and \textit{X. Zhou}, J. Theor. Probab. 36, No. 1, 297--314 (2023; Zbl 07686372) Full Text: DOI arXiv OpenURL
Boxma, Onno; Mandjes, Michel A decomposition for Lévy processes inspected at Poisson moments. (English) Zbl 07682999 J. Appl. Probab. 60, No. 2, 557-569 (2023). MSC: 60K25 60G51 91G05 PDF BibTeX XML Cite \textit{O. Boxma} and \textit{M. Mandjes}, J. Appl. Probab. 60, No. 2, 557--569 (2023; Zbl 07682999) Full Text: DOI arXiv OpenURL
Watson, Alexander R. A growth-fragmentation model connected to the ricocheted stable process. (English) Zbl 07682995 J. Appl. Probab. 60, No. 2, 493-503 (2023). MSC: 60J80 60G18 60G52 60G51 PDF BibTeX XML Cite \textit{A. R. Watson}, J. Appl. Probab. 60, No. 2, 493--503 (2023; Zbl 07682995) Full Text: DOI arXiv OpenURL
Bao, Jianhai; Wang, Jian Exponential ergodicity for a class of Markov processes with interactions. (English) Zbl 07682993 J. Appl. Probab. 60, No. 2, 465-478 (2023). MSC: 60G51 60G52 60J25 PDF BibTeX XML Cite \textit{J. Bao} and \textit{J. Wang}, J. Appl. Probab. 60, No. 2, 465--478 (2023; Zbl 07682993) Full Text: DOI OpenURL
Behme, Anita; Strietzel, Philipp Lukas On moments of downward passage times for spectrally negative Lévy processes. (English) Zbl 07682992 J. Appl. Probab. 60, No. 2, 452-464 (2023). MSC: 60G51 60G40 91G05 PDF BibTeX XML Cite \textit{A. Behme} and \textit{P. L. Strietzel}, J. Appl. Probab. 60, No. 2, 452--464 (2023; Zbl 07682992) Full Text: DOI arXiv OpenURL
Hu, Mingshang; Jiang, Lianzi; Liang, Gechun; Peng, Shige A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation. (English) Zbl 07679089 Probab. Uncertain. Quant. Risk 8, No. 1, 1-32 (2023). Reviewer: Yuliya S. Mishura (Kyjiw) MSC: 60F05 60G51 60G52 60G65 45K05 PDF BibTeX XML Cite \textit{M. Hu} et al., Probab. Uncertain. Quant. Risk 8, No. 1, 1--32 (2023; Zbl 07679089) Full Text: DOI arXiv OpenURL
Ascione, Giacomo; Mehrdoust, Farshid; Orlando, Giuseppe; Samimi, Oldouz Foreign exchange options on Heston-CIR model under Lévy process framework. (English) Zbl 07677275 Appl. Math. Comput. 446, Article ID 127851, 31 p. (2023). MSC: 60G51 60G40 62P05 PDF BibTeX XML Cite \textit{G. Ascione} et al., Appl. Math. Comput. 446, Article ID 127851, 31 p. (2023; Zbl 07677275) Full Text: DOI arXiv OpenURL
Nguyen, Duy Phat; Borovkov, Konstantin Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes. (English) Zbl 07676622 Insur. Math. Econ. 110, 72-81 (2023). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{D. P. Nguyen} and \textit{K. Borovkov}, Insur. Math. Econ. 110, 72--81 (2023; Zbl 07676622) Full Text: DOI arXiv OpenURL
Cheek, David; Johnston, Samuel G. G. Ancestral reproductive bias in branching processes. (English) Zbl 07676208 J. Math. Biol. 86, No. 5, Paper No. 70, 24 p. (2023). MSC: 60J80 60G51 60K05 92D10 92D20 PDF BibTeX XML Cite \textit{D. Cheek} and \textit{S. G. G. Johnston}, J. Math. Biol. 86, No. 5, Paper No. 70, 24 p. (2023; Zbl 07676208) Full Text: DOI arXiv OpenURL
Wang, Wenyuan; Zhang, Zhimin; Jin, Zhuo Tax optimization with a terminal value for the Lévy risk processes. (English) Zbl 07668999 J. Ind. Manag. Optim. 19, No. 8, 6024-6053 (2023). MSC: 58F15 58F17 53C35 PDF BibTeX XML Cite \textit{W. Wang} et al., J. Ind. Manag. Optim. 19, No. 8, 6024--6053 (2023; Zbl 07668999) Full Text: DOI OpenURL
Jiao, Caiyu; Li, Changpin Monte Carlo method for parabolic equations involving fractional Laplacian. (English) Zbl 07664804 Monte Carlo Methods Appl. 29, No. 1, 33-53 (2023). MSC: 26A33 35R11 65C05 PDF BibTeX XML Cite \textit{C. Jiao} and \textit{C. Li}, Monte Carlo Methods Appl. 29, No. 1, 33--53 (2023; Zbl 07664804) Full Text: DOI arXiv OpenURL
Surya, Budhi; Wang, Wenyuan; Zhao, Xianghua; Zhou, Xiaowen Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process. (English) Zbl 07662327 Scand. Actuar. J. 2023, No. 2, 97-122 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60G51 60J35 PDF BibTeX XML Cite \textit{B. Surya} et al., Scand. Actuar. J. 2023, No. 2, 97--122 (2023; Zbl 07662327) Full Text: DOI arXiv OpenURL
Kella, Offer; Mandjes, Michel From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity. (English) Zbl 07661239 J. Appl. Probab. 60, No. 1, 68-84 (2023). MSC: 60K25 60J25 60G51 90B05 PDF BibTeX XML Cite \textit{O. Kella} and \textit{M. Mandjes}, J. Appl. Probab. 60, No. 1, 68--84 (2023; Zbl 07661239) Full Text: DOI arXiv OpenURL
Beghin, Luisa; Caputo, Michele Stochastic applications of Caputo-type convolution operators with nonsingular kernels. (English) Zbl 07661021 Stochastic Anal. Appl. 41, No. 2, 377-393 (2023). MSC: 26A33 47G20 60G51 33B20 PDF BibTeX XML Cite \textit{L. Beghin} and \textit{M. Caputo}, Stochastic Anal. Appl. 41, No. 2, 377--393 (2023; Zbl 07661021) Full Text: DOI arXiv OpenURL
Scheffler, Peter; Schnurr, Alexander; Schulte, Daniel Operator-stable-like processes. (English) Zbl 07661014 Stochastic Anal. Appl. 41, No. 2, 185-213 (2023). MSC: 60Gxx 60H10 60J35 60J25 47G30 PDF BibTeX XML Cite \textit{P. Scheffler} et al., Stochastic Anal. Appl. 41, No. 2, 185--213 (2023; Zbl 07661014) Full Text: DOI arXiv OpenURL
Kwaśnicki, Mateusz Boundary traces of shift-invariant diffusions in half-plane. (English. French summary) Zbl 1508.60081 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 1, 411-436 (2023). MSC: 60J60 60J76 60G51 35J25 35J70 35R11 47G20 PDF BibTeX XML Cite \textit{M. Kwaśnicki}, Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 1, 411--436 (2023; Zbl 1508.60081) Full Text: DOI arXiv OpenURL
Takeda, Shosei; Yano, Kouji Local time penalizations with various clocks for Lévy processes. (English) Zbl 07655251 Electron. J. Probab. 28, Paper No. 12, 35 p. (2023). MSC: 60G51 60F05 60G44 PDF BibTeX XML Cite \textit{S. Takeda} and \textit{K. Yano}, Electron. J. Probab. 28, Paper No. 12, 35 p. (2023; Zbl 07655251) Full Text: DOI arXiv Link OpenURL
Redjil, A.; Gherbal, H. B.; Kebiri, O. Existence of relaxed stochastic optimal control for \(G\)-SDEs with controlled jumps. (English) Zbl 1507.93253 Stochastic Anal. Appl. 41, No. 1, 115-133 (2023). MSC: 93E20 60G65 60H30 PDF BibTeX XML Cite \textit{A. Redjil} et al., Stochastic Anal. Appl. 41, No. 1, 115--133 (2023; Zbl 1507.93253) Full Text: DOI OpenURL
Mercier, Sophie; Sangüesa, Carmen A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process. (English) Zbl 1503.60055 Metrika 86, No. 1, 91-129 (2023). MSC: 60G51 60G55 62H05 PDF BibTeX XML Cite \textit{S. Mercier} and \textit{C. Sangüesa}, Metrika 86, No. 1, 91--129 (2023; Zbl 1503.60055) Full Text: DOI OpenURL
Ma, Chunsheng Power-law Lévy processes, power-law vector random fields, and some extensions. (English) Zbl 07640188 Proc. Am. Math. Soc. 151, No. 3, 1311-1323 (2023). Reviewer: Pavel Gapeev (London) MSC: 60G51 60G60 60E07 PDF BibTeX XML Cite \textit{C. Ma}, Proc. Am. Math. Soc. 151, No. 3, 1311--1323 (2023; Zbl 07640188) Full Text: DOI OpenURL
Kim, Panki; Song, Renming; Vondraček, Zoran Positive self-similar Markov processes obtained by resurrection. (English) Zbl 1508.60048 Stochastic Processes Appl. 156, 379-420 (2023). MSC: 60G18 60G51 60G52 60J76 PDF BibTeX XML Cite \textit{P. Kim} et al., Stochastic Processes Appl. 156, 379--420 (2023; Zbl 1508.60048) Full Text: DOI arXiv OpenURL
Bielecki, Tomasz R.; Cheng, Ziteng; Gong, Ruoting Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility. (English) Zbl 1502.60063 Stochastic Processes Appl. 156, 246-290 (2023). MSC: 60G51 60J25 60J65 PDF BibTeX XML Cite \textit{T. R. Bielecki} et al., Stochastic Processes Appl. 156, 246--290 (2023; Zbl 1502.60063) Full Text: DOI arXiv OpenURL
Iksanov, Alexander; Pilipenko, Andrey On a skew stable Lévy process. (English) Zbl 1504.60055 Stochastic Processes Appl. 156, 44-68 (2023). MSC: 60F17 60G51 60J65 60J35 60J50 PDF BibTeX XML Cite \textit{A. Iksanov} and \textit{A. Pilipenko}, Stochastic Processes Appl. 156, 44--68 (2023; Zbl 1504.60055) Full Text: DOI arXiv OpenURL
Mallein, Bastien; Shi, Quan A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process. (English) Zbl 1504.60155 Bernoulli 29, No. 1, 597-624 (2023). MSC: 60J80 60G51 PDF BibTeX XML Cite \textit{B. Mallein} and \textit{Q. Shi}, Bernoulli 29, No. 1, 597--624 (2023; Zbl 1504.60155) Full Text: DOI arXiv Link OpenURL
Wang, Wenyuan; Wang, Ning; Chen, Mi On a doubly reflected risk process with running maximum dependent reflecting barriers. (English) Zbl 1505.91137 J. Comput. Appl. Math. 422, Article ID 114880, 22 p. (2023). MSC: 91B05 91G50 60G51 PDF BibTeX XML Cite \textit{W. Wang} et al., J. Comput. Appl. Math. 422, Article ID 114880, 22 p. (2023; Zbl 1505.91137) Full Text: DOI OpenURL
Zhang, Yanjie; Wang, Xiao; Wang, Zibo; Duan, Jinqiao Analysis of multiscale methods for stochastic dynamical systems driven by \(\alpha\)-stable processes. (English) Zbl 07630013 Appl. Math. Lett. 136, Article ID 108462, 8 p. (2023). MSC: 60H10 60G52 60H15 65C20 60G51 PDF BibTeX XML Cite \textit{Y. Zhang} et al., Appl. Math. Lett. 136, Article ID 108462, 8 p. (2023; Zbl 07630013) Full Text: DOI arXiv OpenURL
Vidmar, Matija Complete monotonicity of time-changed Lévy processes at first passage. (English) Zbl 1499.60150 Stat. Probab. Lett. 193, Article ID 109710, 9 p. (2023). MSC: 60G51 PDF BibTeX XML Cite \textit{M. Vidmar}, Stat. Probab. Lett. 193, Article ID 109710, 9 p. (2023; Zbl 1499.60150) Full Text: DOI arXiv OpenURL
Fasen-Hartmann, Vicky; Mayer, Celeste Empirical spectral processes for stationary state space models. (English) Zbl 1508.60046 Stochastic Processes Appl. 155, 319-354 (2023). MSC: 60F17 60G51 60H10 62G20 62M15 PDF BibTeX XML Cite \textit{V. Fasen-Hartmann} and \textit{C. Mayer}, Stochastic Processes Appl. 155, 319--354 (2023; Zbl 1508.60046) Full Text: DOI arXiv OpenURL
Deng, Chang-Song; Huang, Xing Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions. (English) Zbl 1498.60207 J. Math. Anal. Appl. 519, No. 1, Article ID 126763, 21 p. (2023). MSC: 60H10 60E15 60H30 60H15 60J76 PDF BibTeX XML Cite \textit{C.-S. Deng} and \textit{X. Huang}, J. Math. Anal. Appl. 519, No. 1, Article ID 126763, 21 p. (2023; Zbl 1498.60207) Full Text: DOI arXiv OpenURL
Ai, Meiqiao; Zhang, Zhimin; Zhong, Wei Valuation of a DB underpin hybrid pension under a regime-switching Lévy model. (English) Zbl 1500.91108 J. Comput. Appl. Math. 419, Article ID 114736, 16 p. (2023). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{M. Ai} et al., J. Comput. Appl. Math. 419, Article ID 114736, 16 p. (2023; Zbl 1500.91108) Full Text: DOI OpenURL
Feulefack, Pierre Aime The logarithmic Schrödinger operator and associated Dirichlet problems. (English) Zbl 1498.60183 J. Math. Anal. Appl. 517, No. 2, Article ID 126656, 33 p. (2023). MSC: 60G65 45K05 47G10 45P05 33C10 PDF BibTeX XML Cite \textit{P. A. Feulefack}, J. Math. Anal. Appl. 517, No. 2, Article ID 126656, 33 p. (2023; Zbl 1498.60183) Full Text: DOI arXiv OpenURL
Mba, Jules Clement; Mwambetania Mwambi, Sutene Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach. (English) Zbl 07679712 Stud. Nonlinear Dyn. Econom. 26, No. 2, 173-190 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{J. C. Mba} and \textit{S. Mwambetania Mwambi}, Stud. Nonlinear Dyn. Econom. 26, No. 2, 173--190 (2022; Zbl 07679712) Full Text: DOI OpenURL
El Jamali, M. Generalized BSDEs for time inhomogeneous Lévy processes under non-deterministic Lipschitz coefficient. (English) Zbl 07673218 Theory Stoch. Process. 26, No. 1, 1-12 (2022). MSC: 60G20 60H05 PDF BibTeX XML Cite \textit{M. El Jamali}, Theory Stoch. Process. 26, No. 1, 1--12 (2022; Zbl 07673218) Full Text: DOI OpenURL
Bouin, Émeric; Mouhot, Clément Quantitative fluid approximation in transport theory: a unified approach. (English) Zbl 07667620 Probab. Math. Phys. 3, No. 3, 491-542 (2022). Reviewer: Alain Brillard (Riedisheim) MSC: 35Q84 35Q35 76P05 82C40 82C70 82D05 26A33 35A23 35R11 45A05 60K50 35P25 60G51 60J65 PDF BibTeX XML Cite \textit{É. Bouin} and \textit{C. Mouhot}, Probab. Math. Phys. 3, No. 3, 491--542 (2022; Zbl 07667620) Full Text: DOI arXiv OpenURL
Iksanov, Alexander; Marynych, Alexander; Rashytov, Bohdan Stable fluctuations of iterated perturbed random walks in intermediate generations of a general branching process tree. (English) Zbl 07666329 Lith. Math. J. 62, No. 4, 447-466 (2022). Reviewer: Bastien Mallein (Paris) MSC: 60J80 60G50 60F05 60K05 PDF BibTeX XML Cite \textit{A. Iksanov} et al., Lith. Math. J. 62, No. 4, 447--466 (2022; Zbl 07666329) Full Text: DOI arXiv OpenURL
El Otmani, M.; El Jamali, M.; Marzougue, M. BSDEs with two RCLL reflecting barriers driven by a Lévy process. (English) Zbl 07663597 J. Numer. Math. Stoch. 13, No. 1, 1-30 (2022). MSC: 60G20 60H05 60H15 PDF BibTeX XML Cite \textit{M. El Otmani} et al., J. Numer. Math. Stoch. 13, No. 1, 1--30 (2022; Zbl 07663597) Full Text: Link OpenURL
Strietzel, Philipp Lukas; Behme, Anita Moments of the ruin time in a Lévy risk model. (English) Zbl 1508.91486 Methodol. Comput. Appl. Probab. 24, No. 4, 3075-3099 (2022). MSC: 91G05 60G51 60G40 PDF BibTeX XML Cite \textit{P. L. Strietzel} and \textit{A. Behme}, Methodol. Comput. Appl. Probab. 24, No. 4, 3075--3099 (2022; Zbl 1508.91486) Full Text: DOI arXiv OpenURL
Li, Shu; Zhou, Xiaowen The Parisian and ultimate drawdowns of Lévy insurance models. (English) Zbl 1508.91478 Insur. Math. Econ. 107, 140-160 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{S. Li} and \textit{X. Zhou}, Insur. Math. Econ. 107, 140--160 (2022; Zbl 1508.91478) Full Text: DOI OpenURL
Chen, Zhi-He; Wang, Jian Quenched asymptotics for symmetric Lévy processes interacting with Poissonian fields. (English) Zbl 07643895 Probab. Math. Stat. 42, No. 2, 319-356 (2022). Reviewer: Peter Kern (Düsseldorf) MSC: 60G51 60G52 60J25 60J55 60J35 PDF BibTeX XML Cite \textit{Z.-H. Chen} and \textit{J. Wang}, Probab. Math. Stat. 42, No. 2, 319--356 (2022; Zbl 07643895) Full Text: DOI arXiv OpenURL
Vidmar, Matija Continuous-state branching processes with spectrally positive migration. (English) Zbl 1505.60083 Probab. Math. Stat. 42, No. 2, 227-249 (2022). MSC: 60J80 92D25 60G51 PDF BibTeX XML Cite \textit{M. Vidmar}, Probab. Math. Stat. 42, No. 2, 227--249 (2022; Zbl 1505.60083) Full Text: DOI arXiv OpenURL
Horton, Emma; Watson, Alexander R. Strong laws of large numbers for a growth-fragmentation process with bounded cell sizes. (English) Zbl 1505.60080 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1799-1826 (2022). MSC: 60J80 37A30 47D06 35Q92 PDF BibTeX XML Cite \textit{E. Horton} and \textit{A. R. Watson}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1799--1826 (2022; Zbl 1505.60080) Full Text: arXiv Link OpenURL
Vidmar, Matija Some characterizations for Markov processes at first passage. (English) Zbl 1505.60071 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1649-1678 (2022). MSC: 60J25 60G51 60J76 PDF BibTeX XML Cite \textit{M. Vidmar}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1649--1678 (2022; Zbl 1505.60071) Full Text: arXiv Link OpenURL
Korzhenkova, Aleksandra The exploration process of critical Boltzmann planar maps decorated by a triangular \(O(n)\) loop model. (English) Zbl 1506.05188 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1435-1470 (2022). MSC: 05C80 05C81 60F17 60K35 60D05 60J10 PDF BibTeX XML Cite \textit{A. Korzhenkova}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1435--1470 (2022; Zbl 1506.05188) Full Text: arXiv Link OpenURL
Profeta, Christophe Extreme values of critical and subcritical branching stable processes with positive jumps. (English) Zbl 07639712 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1421-1433 (2022). Reviewer: Bastien Mallein (Paris) MSC: 60J80 60G52 60G51 60G70 PDF BibTeX XML Cite \textit{C. Profeta}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1421--1433 (2022; Zbl 07639712) Full Text: arXiv Link OpenURL
Kataria, Kuldeep Kumar; Khandakar, Mostafizar Skellam and time-changed variants of the generalized fractional counting process. (English) Zbl 1503.60047 Fract. Calc. Appl. Anal. 25, No. 5, 1873-1907 (2022). MSC: 60G22 60G55 26A33 PDF BibTeX XML Cite \textit{K. K. Kataria} and \textit{M. Khandakar}, Fract. Calc. Appl. Anal. 25, No. 5, 1873--1907 (2022; Zbl 1503.60047) Full Text: DOI arXiv OpenURL
Hasebe, Takahiro; Hotta, Ikkei Additive processes on the unit circle and Loewner chains. (English) Zbl 1504.60147 Int. Math. Res. Not. 2022, No. 22, 17797-17848 (2022). MSC: 60J67 60B15 60G51 30C80 46L54 PDF BibTeX XML Cite \textit{T. Hasebe} and \textit{I. Hotta}, Int. Math. Res. Not. 2022, No. 22, 17797--17848 (2022; Zbl 1504.60147) Full Text: DOI arXiv OpenURL
Hu, Chaoran; Pozdnyakov, Vladimir; Yan, Jun On occupation time for on-off processes with multiple off-states. (English) Zbl 1502.60129 Mod. Stoch., Theory Appl. 9, No. 4, 413-430 (2022). MSC: 60K15 PDF BibTeX XML Cite \textit{C. Hu} et al., Mod. Stoch., Theory Appl. 9, No. 4, 413--430 (2022; Zbl 1502.60129) Full Text: DOI arXiv OpenURL
Liu, Zhang; Chen, Ping Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes. (English) Zbl 07632264 Commun. Stat., Simulation Comput. 51, No. 12, 7226-7245 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{Z. Liu} and \textit{P. Chen}, Commun. Stat., Simulation Comput. 51, No. 12, 7226--7245 (2022; Zbl 07632264) Full Text: DOI OpenURL
Bodó, Gergely; Riedle, Markus Stochastic integration with respect to canonical \(\alpha\)-stable cylindrical Lévy processes. (English) Zbl 07628818 Electron. J. Probab. 27, Paper No. 157, 23 p. (2022). MSC: 60H05 60G20 60G52 28C20 PDF BibTeX XML Cite \textit{G. Bodó} and \textit{M. Riedle}, Electron. J. Probab. 27, Paper No. 157, 23 p. (2022; Zbl 07628818) Full Text: DOI arXiv OpenURL
Kachanovsky, N. A. On Wick calculus and its relationship with stochastic integration on spaces of regular test functions in the Lévy white noise analysis. (English) Zbl 1502.60086 Carpathian Math. Publ. 14, No. 1, 194-212 (2022). MSC: 60H05 60H40 46F05 46F25 60G51 PDF BibTeX XML Cite \textit{N. A. Kachanovsky}, Carpathian Math. Publ. 14, No. 1, 194--212 (2022; Zbl 1502.60086) Full Text: DOI OpenURL
Garbaczewski, Piotr; Żaba, Mariusz Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement. (English) Zbl 1507.60063 J. Phys. A, Math. Theor. 55, No. 30, Article ID 305005, 26 p. (2022). MSC: 60G51 60G65 PDF BibTeX XML Cite \textit{P. Garbaczewski} and \textit{M. Żaba}, J. Phys. A, Math. Theor. 55, No. 30, Article ID 305005, 26 p. (2022; Zbl 1507.60063) Full Text: DOI arXiv OpenURL
Chang, Yun-Ching; Shih, Hsin-Hung Analysis of space-dependent noise functionals with an application to linearly correlated processes. (English) Zbl 1498.60296 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 25, No. 3, Article ID 2250011, 41 p. (2022). MSC: 60H40 46F25 60G50 60G51 PDF BibTeX XML Cite \textit{Y.-C. Chang} and \textit{H.-H. Shih}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 25, No. 3, Article ID 2250011, 41 p. (2022; Zbl 1498.60296) Full Text: DOI OpenURL
Hannebicque, Brice; Herbin, Érick Regularity of an abstract Wiener integral. (English) Zbl 07608414 Stochastic Processes Appl. 154, 154-196 (2022). MSC: 60H05 60G10 60G17 60G20 60G51 60G55 60G57 PDF BibTeX XML Cite \textit{B. Hannebicque} and \textit{É. Herbin}, Stochastic Processes Appl. 154, 154--196 (2022; Zbl 07608414) Full Text: DOI OpenURL
Wang, Xiaolong; Feng, Jing; Liu, Qi; Li, Yongge; Xu, Yong Neural network-based parameter estimation of stochastic differential equations driven by Lévy noise. (English) Zbl 07605521 Physica A 606, Article ID 128146, 18 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{X. Wang} et al., Physica A 606, Article ID 128146, 18 p. (2022; Zbl 07605521) Full Text: DOI OpenURL
Elliott, Robert; Madan, Dilip B.; Wang, King High dimensional Markovian trading of a single stock. (English) Zbl 1500.91130 Front. Math. Finance 1, No. 3, 375-396 (2022). MSC: 91G15 60G15 60G51 PDF BibTeX XML Cite \textit{R. Elliott} et al., Front. Math. Finance 1, No. 3, 375--396 (2022; Zbl 1500.91130) Full Text: DOI OpenURL
Courgeau, Valentin; Veraart, Almut E. D. High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process. (English) Zbl 07603099 Electron. J. Stat. 16, No. 2, 4863-4925 (2022). MSC: 62F12 62F07 PDF BibTeX XML Cite \textit{V. Courgeau} and \textit{A. E. D. Veraart}, Electron. J. Stat. 16, No. 2, 4863--4925 (2022; Zbl 07603099) Full Text: DOI arXiv Link OpenURL
Broutin, Nicolas; Duquesne, Thomas; Wang, Minmin Limits of multiplicative inhomogeneous random graphs and Lévy trees: the continuum graphs. (English) Zbl 1499.60017 Ann. Appl. Probab. 32, No. 4, 2448-2503 (2022). MSC: 60C05 05C80 60J80 PDF BibTeX XML Cite \textit{N. Broutin} et al., Ann. Appl. Probab. 32, No. 4, 2448--2503 (2022; Zbl 1499.60017) Full Text: DOI arXiv OpenURL
Yoshioka, Hidekazu; Yoshioka, Yumi A simple model on streamflow management with a dynamic risk measure. (English) Zbl 1496.91067 Giri, Debasis (ed.) et al., Proceedings of the seventh international conference on mathematics and computing, ICMC 2021, Shibpur, India, March 2–5, 2021. Singapore: Springer. Adv. Intell. Syst. Comput. 1412, 943-951 (2022). MSC: 91B76 91A15 91A80 PDF BibTeX XML Cite \textit{H. Yoshioka} and \textit{Y. Yoshioka}, Adv. Intell. Syst. Comput. 1412, 943--951 (2022; Zbl 1496.91067) Full Text: DOI arXiv OpenURL
do Rêgo Sousa, Thiago; Stelzer, Robert Moment-based estimation for the multivariate COGARCH(1,1) process. (English) Zbl 1496.62151 Scand. J. Stat. 49, No. 2, 681-717 (2022). MSC: 62M10 62M05 62H12 62F12 PDF BibTeX XML Cite \textit{T. do Rêgo Sousa} and \textit{R. Stelzer}, Scand. J. Stat. 49, No. 2, 681--717 (2022; Zbl 1496.62151) Full Text: DOI arXiv OpenURL
Berger, D.; Kühn, F.; Schilling, R. L. Lévy processes, generalized moments and uniform integrability. (English) Zbl 07596639 Probab. Math. Stat. 42, No. 1, 109-131 (2022). MSC: 60G51 60G44 60G40 26A12 26B35 PDF BibTeX XML Cite \textit{D. Berger} et al., Probab. Math. Stat. 42, No. 1, 109--131 (2022; Zbl 07596639) Full Text: DOI arXiv OpenURL
Harang, Fabian A.; Ling, Chengcheng Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations. (English) Zbl 1507.60075 J. Theor. Probab. 35, No. 3, 1706-1735 (2022). MSC: 60H10 35R09 60G51 PDF BibTeX XML Cite \textit{F. A. Harang} and \textit{C. Ling}, J. Theor. Probab. 35, No. 3, 1706--1735 (2022; Zbl 1507.60075) Full Text: DOI arXiv OpenURL
Kühn, Franziska Upper functions for sample paths of Lévy(-type) processes. (English) Zbl 07594082 Bernoulli 28, No. 4, 2874-2908 (2022). Reviewer: Pavel Gapeev (London) MSC: 60G51 60G52 60G53 60G44 PDF BibTeX XML Cite \textit{F. Kühn}, Bernoulli 28, No. 4, 2874--2908 (2022; Zbl 07594082) Full Text: DOI arXiv Link OpenURL
Pchelintsev, Evgeny; Pergamenshchikov, Serguei; Leshchinskaya, Maria Improved estimation method for high dimension semimartingale regression models based on discrete data. (English) Zbl 07594032 Stat. Inference Stoch. Process. 25, No. 3, 537-576 (2022). MSC: 62G08 62G05 PDF BibTeX XML Cite \textit{E. Pchelintsev} et al., Stat. Inference Stoch. Process. 25, No. 3, 537--576 (2022; Zbl 07594032) Full Text: DOI OpenURL
Borovkov, Konstantin A note on recovering the Brownian motion component from a Lévy process. (English) Zbl 07592536 Electron. Commun. Probab. 27, Paper No. 34, 6 p. (2022). MSC: 60J65 60G51 PDF BibTeX XML Cite \textit{K. Borovkov}, Electron. Commun. Probab. 27, Paper No. 34, 6 p. (2022; Zbl 07592536) Full Text: DOI arXiv OpenURL
Kobayashi, Kei; Park, Hyunchul Large-time and small-time behaviors of the spectral heat content for time-changed stable processes. (English) Zbl 1507.60064 Electron. Commun. Probab. 27, Paper No. 39, 11 p. (2022). MSC: 60G51 60G52 60K50 PDF BibTeX XML Cite \textit{K. Kobayashi} and \textit{H. Park}, Electron. Commun. Probab. 27, Paper No. 39, 11 p. (2022; Zbl 1507.60064) Full Text: DOI arXiv OpenURL
Nyassoke Titi, Gaston Clément; Sadefo Kamdem, Jules; Fono, Louis Aimé Dynamic optimal hedge ratio design when price and production are stochastic with jump. (English) Zbl 1496.91090 Ann. Finance 18, No. 3, 419-428 (2022). MSC: 91G20 60J74 PDF BibTeX XML Cite \textit{G. C. Nyassoke Titi} et al., Ann. Finance 18, No. 3, 419--428 (2022; Zbl 1496.91090) 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 1505.60059 Palest. J. Math. 11, No. 2, 159-176 (2022). MSC: 60H07 91G30 60H30 PDF BibTeX XML Cite \textit{A. M. Udoye} and \textit{G. O. S. Ekhaguere}, Palest. J. Math. 11, No. 2, 159--176 (2022; Zbl 1505.60059) Full Text: Link OpenURL
Zhang, Aili Gerber-Shiu function at draw-down Parisian ruin time for the spectrally negative Lévy risk process. (English) Zbl 1502.60066 Bull. Iran. Math. Soc. 48, No. 4, 1895-1917 (2022). MSC: 60G51 91G10 60G40 PDF BibTeX XML Cite \textit{A. Zhang}, Bull. Iran. Math. Soc. 48, No. 4, 1895--1917 (2022; Zbl 1502.60066) Full Text: DOI OpenURL
Madan, Dilip B.; Wang, King Quadratic variation, models, applications and lessons. (English) Zbl 1498.91456 Front. Math. Finance 1, No. 2, 189-217 (2022). MSC: 91G20 60G18 60G51 PDF BibTeX XML Cite \textit{D. B. Madan} and \textit{K. Wang}, Front. Math. Finance 1, No. 2, 189--217 (2022; Zbl 1498.91456) Full Text: DOI OpenURL
Grubb, Gerd The principal transmission condition. (English) Zbl 1496.35471 Math. Eng. (Springfield) 4, No. 4, Paper No. 26, 33 p. (2022). MSC: 35S15 35B45 35B65 35R11 PDF BibTeX XML Cite \textit{G. Grubb}, Math. Eng. (Springfield) 4, No. 4, Paper No. 26, 33 p. (2022; Zbl 1496.35471) Full Text: DOI arXiv OpenURL
Chen, Xu Optimal life insurance, consumption and investment problem in a Lévy model. (Chinese. English summary) Zbl 07572534 Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 1, 306-320 (2022). MSC: 91G05 60H30 PDF BibTeX XML Cite \textit{X. Chen}, Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 1, 306--320 (2022; Zbl 07572534) Full Text: Link OpenURL
Wu, Yanfeng; Hu, Jianqiang; Yang, Xiangyu Moment estimators for parameters of Lévy-driven Ornstein-Uhlenbeck processes. (English) Zbl 07570757 J. Time Ser. Anal. 43, No. 4, 610-639 (2022). MSC: 62Mxx 62F12 62M05 60J25 PDF BibTeX XML Cite \textit{Y. Wu} et al., J. Time Ser. Anal. 43, No. 4, 610--639 (2022; Zbl 07570757) Full Text: DOI OpenURL
El Koufi, Amine; Bennar, Abdelkrim; Yousfi, Noura A stochastic analysis for a triple delayed SIR epidemic model with vaccination incorporating Lévy noise. (English) Zbl 1497.92254 Int. J. Biomath. 15, No. 6, Article ID 2250038, 29 p. (2022). MSC: 92D30 92C60 60G51 34K60 PDF BibTeX XML Cite \textit{A. El Koufi} et al., Int. J. Biomath. 15, No. 6, Article ID 2250038, 29 p. (2022; Zbl 1497.92254) Full Text: DOI OpenURL
González Cázares, Jorge Ignacio; Mijatović, Aleksandar Convex minorants and the fluctuation theory of Lévy processes. (English) Zbl 1492.60130 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 983-999 (2022). MSC: 60G51 PDF BibTeX XML Cite \textit{J. I. González Cázares} and \textit{A. Mijatović}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 983--999 (2022; Zbl 1492.60130) Full Text: arXiv Link OpenURL
Wang, Wenyuan; Wang, Yuebao; Chen, Ping; Wu, Xueyuan Dividend and capital injection optimization with transaction cost for Lévy risk processes. (English) Zbl 1494.49019 J. Optim. Theory Appl. 194, No. 3, 924-965 (2022). MSC: 49K45 49N25 91B05 91B32 91B70 62P05 PDF BibTeX XML Cite \textit{W. Wang} et al., J. Optim. Theory Appl. 194, No. 3, 924--965 (2022; Zbl 1494.49019) Full Text: DOI OpenURL
Xu, Ran; Wang, Wenyuan; Garrido, Jose Optimal dividend strategy under Parisian ruin with affine penalty. (English) Zbl 1492.93207 Methodol. Comput. Appl. Probab. 24, No. 3, 1385-1409 (2022). MSC: 93E20 60G51 91B05 PDF BibTeX XML Cite \textit{R. Xu} et al., Methodol. Comput. Appl. Probab. 24, No. 3, 1385--1409 (2022; Zbl 1492.93207) Full Text: DOI OpenURL
Zhao, Yongxia; Dong, Hua; Zhong, Wei Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon. (English) Zbl 07562258 Commun. Stat., Theory Methods 51, No. 14, 4757-4780 (2022). MSC: 93E20 91G80 PDF BibTeX XML Cite \textit{Y. Zhao} et al., Commun. Stat., Theory Methods 51, No. 14, 4757--4780 (2022; Zbl 07562258) Full Text: DOI OpenURL
Fu, Weilong; Hirsa, Ali An unsupervised deep learning approach to solving partial integro-differential equations. (English) Zbl 1497.91306 Quant. Finance 22, No. 8, 1481-1494 (2022). MSC: 91G20 45K05 68T07 60G51 PDF BibTeX XML Cite \textit{W. Fu} and \textit{A. Hirsa}, Quant. Finance 22, No. 8, 1481--1494 (2022; Zbl 1497.91306) Full Text: DOI OpenURL
Mariani, Maria; Tweneboah, Osei Kofi Modeling high frequency stock market data by using stochastic models. (English) Zbl 1489.91314 Stochastic Anal. Appl. 40, No. 4, 573-588 (2022). MSC: 91G80 60J70 PDF BibTeX XML Cite \textit{M. Mariani} and \textit{O. K. Tweneboah}, Stochastic Anal. Appl. 40, No. 4, 573--588 (2022; Zbl 1489.91314) Full Text: DOI OpenURL
González Cázares, Jorge Ignacio; Mijatović, Aleksandar; Uribe Bravo, Gerónimo Geometrically convergent simulation of the extrema of Lévy processes. (English) Zbl 1495.60037 Math. Oper. Res. 47, No. 2, 1141-1168 (2022). MSC: 60G51 65C05 PDF BibTeX XML Cite \textit{J. I. González Cázares} et al., Math. Oper. Res. 47, No. 2, 1141--1168 (2022; Zbl 1495.60037) Full Text: DOI arXiv OpenURL
Ruzayqat, Hamza; Jasra, Ajay Unbiased parameter inference for a class of partially observed Lévy-process models. (English) Zbl 1489.62004 Found. Data Sci. 4, No. 2, 299-322 (2022). MSC: 62-08 65C05 60H35 60G51 62M05 62M20 62F15 62P05 PDF BibTeX XML Cite \textit{H. Ruzayqat} and \textit{A. Jasra}, Found. Data Sci. 4, No. 2, 299--322 (2022; Zbl 1489.62004) Full Text: DOI arXiv OpenURL
Li, Junping; Tang, Yingchun; Zhou, Xiaowen Extinguishing behaviors for continuous-state nonlinear branching processes. (English) Zbl 1492.60240 J. Math. Anal. Appl. 514, No. 2, Article ID 126326, 27 p. (2022). MSC: 60J80 60G50 PDF BibTeX XML Cite \textit{J. Li} et al., J. Math. Anal. Appl. 514, No. 2, Article ID 126326, 27 p. (2022; Zbl 1492.60240) Full Text: DOI OpenURL
Cai, Yiru; Wang, Chuntian; Zhang, Yuan A multiscale stochastic criminal behavior model and the convergence to a piecewise-deterministic-Markov-process limit. (English) Zbl 1502.60064 Math. Models Methods Appl. Sci. 32, No. 4, 619-645 (2022). MSC: 60G51 91B99 PDF BibTeX XML Cite \textit{Y. Cai} et al., Math. Models Methods Appl. Sci. 32, No. 4, 619--645 (2022; Zbl 1502.60064) Full Text: DOI OpenURL
Randon-Furling, Julien; Salminen, Paavo; Vallois, Pierre On a first hit distribution of the running maximum of Brownian motion. (English) Zbl 1491.60145 Stochastic Processes Appl. 150, 1204-1221 (2022). MSC: 60J65 60G17 60G40 60G51 60G52 PDF BibTeX XML Cite \textit{J. Randon-Furling} et al., Stochastic Processes Appl. 150, 1204--1221 (2022; Zbl 1491.60145) Full Text: DOI arXiv OpenURL
Urban, Roman A note on Lévy subordinators in cones of fuzzy sets in Banach spaces. (English) Zbl 1492.60008 Math. Slovaca 72, No. 3, 787-796 (2022). MSC: 60A86 60G51 60G20 PDF BibTeX XML Cite \textit{R. Urban}, Math. Slovaca 72, No. 3, 787--796 (2022; Zbl 1492.60008) Full Text: DOI OpenURL
Kaleta, Kamil; Ponikowski, Daniel On directional convolution equivalent densities. (English) Zbl 1498.60058 Electron. J. Probab. 27, Paper No. 65, 19 p. (2022). MSC: 60E05 26B99 60G50 60G51 62H05 PDF BibTeX XML Cite \textit{K. Kaleta} and \textit{D. Ponikowski}, Electron. J. Probab. 27, Paper No. 65, 19 p. (2022; Zbl 1498.60058) Full Text: DOI arXiv OpenURL
Xun, Baoyin; Yuen, Kam C.; Wang, Kaiyong The finite-time ruin probability of a risk model with a general counting process and stochastic return. (English) Zbl 1499.91026 J. Ind. Manag. Optim. 18, No. 3, 1541-1556 (2022). MSC: 91B05 62P05 62E10 60F05 60G51 PDF BibTeX XML Cite \textit{B. Xun} et al., J. Ind. Manag. Optim. 18, No. 3, 1541--1556 (2022; Zbl 1499.91026) Full Text: DOI OpenURL
Lu, Kevin W. Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination. (English) Zbl 1493.62503 Stat. Inference Stoch. Process. 25, No. 2, 365-396 (2022). MSC: 62M05 60G51 60G10 62F10 60E10 60H05 PDF BibTeX XML Cite \textit{K. W. Lu}, Stat. Inference Stoch. Process. 25, No. 2, 365--396 (2022; Zbl 1493.62503) Full Text: DOI arXiv OpenURL
Courgeau, Valentin; Veraart, Almut E. D. Likelihood theory for the graph Ornstein-Uhlenbeck process. (English) Zbl 07535462 Stat. Inference Stoch. Process. 25, No. 2, 227-260 (2022). MSC: 62Mxx PDF BibTeX XML Cite \textit{V. Courgeau} and \textit{A. E. D. Veraart}, Stat. Inference Stoch. Process. 25, No. 2, 227--260 (2022; Zbl 07535462) Full Text: DOI arXiv OpenURL
Asmussen, Søren; Bladt, Mogens Gram-Charlier methods, regime-switching and stochastic volatility in exponential Lévy models. (English) Zbl 1490.91204 Quant. Finance 22, No. 4, 675-689 (2022). MSC: 91G20 60G51 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{M. Bladt}, Quant. Finance 22, No. 4, 675--689 (2022; Zbl 1490.91204) Full Text: DOI OpenURL
Yoshida, Nakahiro Quasi-likelihood analysis and its applications. (English) Zbl 1502.62086 Stat. Inference Stoch. Process. 25, No. 1, 43-60 (2022). MSC: 62M05 62F12 60J60 60F10 62M40 PDF BibTeX XML Cite \textit{N. Yoshida}, Stat. Inference Stoch. Process. 25, No. 1, 43--60 (2022; Zbl 1502.62086) Full Text: DOI OpenURL
Behme, Anita; Sideris, Apostolos Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory. (English) Zbl 1489.60129 Bernoulli 28, No. 2, 1309-1339 (2022). MSC: 60J25 60H25 60G51 PDF BibTeX XML Cite \textit{A. Behme} and \textit{A. Sideris}, Bernoulli 28, No. 2, 1309--1339 (2022; Zbl 1489.60129) Full Text: DOI arXiv Link OpenURL
Altmeyer, Randolf; Le Guével, Ronan Optimal \(L^2\)-approximation of occupation and local times for symmetric stable processes. (English) Zbl 07524987 Electron. J. Stat. 16, No. 1, 2859-2883 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{R. Altmeyer} and \textit{R. Le Guével}, Electron. J. Stat. 16, No. 1, 2859--2883 (2022; Zbl 07524987) Full Text: DOI arXiv Link OpenURL