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Found 597 Documents (Results 1–100)

Limit behavior of a compound Poisson process with switching between multiple values. (English. Russian original) Zbl 1478.60146

J. Math. Sci., New York 258, No. 6, 764-776 (2021); translation from Zap. Nauchn. Semin. POMI 486, 44-62 (2019).
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Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line. (English. Russian original) Zbl 1447.60056

Probl. Inf. Transm. 56, No. 1, 56-72 (2020); translation from Probl. Peredachi Inf. 56, No. 1, 63-79 (2020).
MSC:  60F10
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Compound Dirichlet processes. (English) Zbl 1436.60034

Antoniano-Villalobos, Isadora (ed.) et al., Selected contributions on statistics and data science in Latin America. 33rd “Foro nacional de estadística” (FNE) and 13th “Congreso Latinoamericano de Sociedades de Estadística” (CLATSE), Guadalajara, Mexico, October 1–5, 2018. Cham: Springer. Springer Proc. Math. Stat. 301, 43-58 (2019).
MSC:  60G07 60K05 62P10
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Simulation and inference for stochastic processes with YUIMA. A comprehensive R framework for SDEs and other stochastic processes. (English) Zbl 1458.60004

Use R!. Cham: Springer (ISBN 978-3-319-55567-6/pbk; 978-3-319-55569-0/ebook). xiii, 268 p. (2018).
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