Goffinet, Etienne; Lebbah, Mustapha; Azzag, Hanane; Loïc, Giraldi; Coutant, Anthony Functional non-parametric latent block model: a multivariate time series clustering approach for autonomous driving validation. (English) Zbl 07584300 Comput. Stat. Data Anal. 176, Article ID 107565, 23 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{E. Goffinet} et al., Comput. Stat. Data Anal. 176, Article ID 107565, 23 p. (2022; Zbl 07584300) Full Text: DOI
Li, Qing; Guo, Feng; Kim, Inyoung A non-parametric Bayesian change-point method for recurrent events. (English) Zbl 07480231 J. Stat. Comput. Simulation 90, No. 16, 2929-2948 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{Q. Li} et al., J. Stat. Comput. Simulation 90, No. 16, 2929--2948 (2020; Zbl 07480231) Full Text: DOI Link
Helfmann, Luzie; Ribera Borrell, Enric; Schütte, Christof; Koltai, Péter Extending transition path theory: periodically driven and finite-time dynamics. (English) Zbl 1475.82013 J. Nonlinear Sci. 30, No. 6, 3321-3366 (2020). Reviewer: Piotr Garbaczewski (Opole) MSC: 82C05 82C26 60J22 60J10 PDFBibTeX XMLCite \textit{L. Helfmann} et al., J. Nonlinear Sci. 30, No. 6, 3321--3366 (2020; Zbl 1475.82013) Full Text: DOI arXiv
Dreossi, Tommaso; Donzé, Alexandre; Seshia, Sanjit A. Compositional falsification of cyber-physical systems with machine learning components. (English) Zbl 1468.68126 J. Autom. Reasoning 63, No. 4, 1031-1053 (2019). MSC: 68Q60 68T05 68T07 93C83 PDFBibTeX XMLCite \textit{T. Dreossi} et al., J. Autom. Reasoning 63, No. 4, 1031--1053 (2019; Zbl 1468.68126) Full Text: DOI arXiv
Lu, Longkun; Wang, Shengnan; Tong, Guangrui Relationship between incremental \(J\) integral and crack tip opening angle in elastic plastic materials. (English) Zbl 1479.74115 Eur. J. Mech., A, Solids 75, 399-409 (2019). MSC: 74R20 74C05 PDFBibTeX XMLCite \textit{L. Lu} et al., Eur. J. Mech., A, Solids 75, 399--409 (2019; Zbl 1479.74115) Full Text: DOI
Kong, Xin-Bing On the systematic and idiosyncratic volatility with large panel high-frequency data. (English) Zbl 1450.62103 Ann. Stat. 46, No. 3, 1077-1108 (2018). MSC: 62M05 62G20 62D20 60J76 60G20 PDFBibTeX XMLCite \textit{X.-B. Kong}, Ann. Stat. 46, No. 3, 1077--1108 (2018; Zbl 1450.62103) Full Text: DOI Euclid
Chau, Huy N.; Rásonyi, Miklós On optimal investment with processes of long or negative memory. (English) Zbl 1407.91217 Stochastic Processes Appl. 128, No. 4, 1095-1113 (2018). MSC: 91G10 60G22 49J50 46E15 PDFBibTeX XMLCite \textit{H. N. Chau} and \textit{M. Rásonyi}, Stochastic Processes Appl. 128, No. 4, 1095--1113 (2018; Zbl 1407.91217) Full Text: DOI arXiv Link
Wang, Qi T-stability of split-step backward Euler method for stochastic delay differential equations. (English) Zbl 1274.65007 J. Anhui Univ., Nat. Sci. 36, No. 5, 26-30 (2012). MSC: 65C30 34K28 34K50 60H10 60H35 65L20 PDFBibTeX XMLCite \textit{Q. Wang}, J. Anhui Univ., Nat. Sci. 36, No. 5, 26--30 (2012; Zbl 1274.65007)
Becker-Kern, P.; Hazod, W. Mehler hemigroups and embedding of discrete skew convolution semigroups on simply connected nilpotent Lie groups. (English) Zbl 1187.43006 Hilgert, Joachim (ed.) et al., Proceedings of the fourth German-Japanese symposium on infinite dimensional harmonic analysis IV. On the interplay between representation theory, random matrices, special functions, and probability, Tokyo, Japan, September 10–14, 2007. Hackensack, NJ: World Scientific (ISBN 978-981-283-281-8/hbk). 32-46 (2009). Reviewer: Andrej V. Bulinski (Moskva) MSC: 43A80 60B15 22E25 PDFBibTeX XMLCite \textit{P. Becker-Kern} and \textit{W. Hazod}, in: Proceedings of the fourth German-Japanese symposium on infinite dimensional harmonic analysis IV. On the interplay between representation theory, random matrices, special functions, and probability, Tokyo, Japan, September 10--14, 2007. Hackensack, NJ: World Scientific. 32--46 (2009; Zbl 1187.43006)
Alkhafaji, Salah Traditional and expand methodology for supporting decision makers. (English) Zbl 1180.68291 Far East J. Appl. Math. 34, No. 1, 117-139 (2009). MSC: 68U35 68T20 PDFBibTeX XMLCite \textit{S. Alkhafaji}, Far East J. Appl. Math. 34, No. 1, 117--139 (2009; Zbl 1180.68291) Full Text: Link
Zhang, Shibin; Zhang, Xinsheng; Sun, Shuguang Parametric estimation of discretely sampled Gamma-OU processes. (English) Zbl 1151.91711 Sci. China, Ser. A 49, No. 9, 1231-1257 (2006). MSC: 91B82 62F10 62M09 PDFBibTeX XMLCite \textit{S. Zhang} et al., Sci. China, Ser. A 49, No. 9, 1231--1257 (2006; Zbl 1151.91711) Full Text: DOI
Becker-Kern, Peter Random integral representation of operator-semi-self-similar processes with independent increments. (English) Zbl 1075.60029 Stochastic Processes Appl. 109, No. 2, 327-344 (2004). MSC: 60G18 60G51 60H05 PDFBibTeX XMLCite \textit{P. Becker-Kern}, Stochastic Processes Appl. 109, No. 2, 327--344 (2004; Zbl 1075.60029) Full Text: DOI
Jurek, Zbigniew J. The random integral representation hypothesis revisited: new classes of s-selfdecomposable laws. (English) Zbl 1063.60019 Chuong, N. M. (ed.) et al., Abstract and applied analysis. Proceedings of the international conference, Hanoi, Vietnam, August 13–17, 2002. River Edge, NJ: World Scientific (ISBN 981-238-944-X/hbk). 479-498 (2004). MSC: 60E07 PDFBibTeX XMLCite \textit{Z. J. Jurek}, in: Abstract and applied analysis. Proceedings of the international conference, Hanoi, Vietnam, August 13--17, 2002. River Edge, NJ: World Scientific. 479--498 (2004; Zbl 1063.60019) Full Text: arXiv
Iksanov, Aleksander M.; Jurek, Zbigniew J.; Schreiber, Bertram M. A new factorization property of the selfdecomposable probability measures. (English) Zbl 1046.60002 Ann. Probab. 32, No. 2, 1356-1369 (2004). MSC: 60B12 60E07 60G51 60H05 PDFBibTeX XMLCite \textit{A. M. Iksanov} et al., Ann. Probab. 32, No. 2, 1356--1369 (2004; Zbl 1046.60002) Full Text: DOI arXiv
Barndorff-Nielsen, Ole E.; Shephard, Neil Integrated OU processes and non-Gaussian OU-based stochastic volatility models. (English) Zbl 1051.60048 Scand. J. Stat. 30, No. 2, 277-296 (2003). Reviewer: N. M. Zinchenko (Kyïv) MSC: 60G51 60H10 60G10 62P20 91G20 91G70 PDFBibTeX XMLCite \textit{O. E. Barndorff-Nielsen} and \textit{N. Shephard}, Scand. J. Stat. 30, No. 2, 277--296 (2003; Zbl 1051.60048) Full Text: DOI
Jeanblanc, M.; Pitman, Jim; Yor, Marc Self-similar processes with independent increments associated with Lévy and Bessel processes. (English) Zbl 1059.60052 Stochastic Processes Appl. 100, No. 1-2, 223-231 (2002). Reviewer: Ivan Saxl (Praha) MSC: 60G18 60H99 60E05 PDFBibTeX XMLCite \textit{M. Jeanblanc} et al., Stochastic Processes Appl. 100, No. 1--2, 223--231 (2002; Zbl 1059.60052) Full Text: DOI
Brouard, S.; Plata, J. Brownian parametric oscillator: Analytical results for a high-frequency driving field. (English) Zbl 1005.60101 J. Phys. A, Math. Gen. 34, No. 50, 11185-11191 (2001). Reviewer: Ilya Pavlyukevitch (Berlin) MSC: 60K40 82C31 70H05 37N20 34F05 PDFBibTeX XMLCite \textit{S. Brouard} and \textit{J. Plata}, J. Phys. A, Math. Gen. 34, No. 50, 11185--11191 (2001; Zbl 1005.60101) Full Text: DOI
Hofmann, Norbert; Müller-Gronbach, Thomas; Ritter, Klaus Optimal approximation of stochastic differential equations by adaptive step-size control. (English) Zbl 0948.65002 Math. Comput. 69, No. 231, 1017-1034 (2000). Reviewer: Eckhard Platen (Broadway) MSC: 65C30 65L06 65L50 60H10 PDFBibTeX XMLCite \textit{N. Hofmann} et al., Math. Comput. 69, No. 231, 1017--1034 (2000; Zbl 0948.65002) Full Text: DOI
Estrade, Anne A characterization of Markov solutions for stochastic differential equations with jumps. (English) Zbl 0889.60066 Azéma, J. (ed.) et al., Séminaire de probabilités XXXI. Berlin: Springer. Lect. Notes Math. 1655, 315-321 (1997). Reviewer: M.M.Rao (Riverside) MSC: 60H10 60J60 PDFBibTeX XMLCite \textit{A. Estrade}, Lect. Notes Math. 1655, 315--321 (1997; Zbl 0889.60066) Full Text: Numdam EuDML
Merhav, Neri; Jacob, Ziv On universally efficient estimation of the first-order autoregressive parameter and universal data compression. (English) Zbl 0709.62081 IEEE Trans. Inf. Theory 36, No. 6, 1245-1254 (1990). MSC: 62M10 94A29 PDFBibTeX XMLCite \textit{N. Merhav} and \textit{Z. Jacob}, IEEE Trans. Inf. Theory 36, No. 6, 1245--1254 (1990; Zbl 0709.62081) Full Text: DOI
Diebold, F. X. The solution of dynamic linear rational expectations models. (English) Zbl 0702.90008 Comput. Math. Appl. 18, No. 6-7, 605-616 (1989). MSC: 91B62 62P20 62M20 PDFBibTeX XMLCite \textit{F. X. Diebold}, Comput. Math. Appl. 18, No. 6--7, 605--616 (1989; Zbl 0702.90008) Full Text: DOI
Cutland, Nigel J.; Elliott, Robert J. Driving noise of a finite state Markov process. (English) Zbl 0689.60064 Probab. Math. Stat. 10, No. 1, 65-74 (1989). Reviewer: R.A.Herrmann MSC: 60J05 03H10 PDFBibTeX XMLCite \textit{N. J. Cutland} and \textit{R. J. Elliott}, Probab. Math. Stat. 10, No. 1, 65--74 (1989; Zbl 0689.60064)
Hernández-Lerma, Onésimo; Marcus, Steven I. Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution. (English) Zbl 0637.93075 Syst. Control Lett. 9, 307-315 (1987). Reviewer: V.Zhukovin MSC: 93E20 93C40 93C55 60E99 93C10 93E10 PDFBibTeX XMLCite \textit{O. Hernández-Lerma} and \textit{S. I. Marcus}, Syst. Control Lett. 9, 307--315 (1987; Zbl 0637.93075) Full Text: DOI
Clarke, N. S. On the effective diffusivity model for heat diffusion in inclined random laminates. (English) Zbl 0574.73120 Q. J. Mech. Appl. Math. 39, 139-152 (1986). MSC: 74A15 74A40 35A35 35K05 60H15 PDFBibTeX XMLCite \textit{N. S. Clarke}, Q. J. Mech. Appl. Math. 39, 139--152 (1986; Zbl 0574.73120) Full Text: DOI
Nicholson, D. W. A large deformation anisotropic thermoviscoplastic constitutive model. (English) Zbl 0554.73037 Acta Mech. 55, 69-80 (1985). MSC: 74B99 74C99 74D99 74A20 74A15 PDFBibTeX XMLCite \textit{D. W. Nicholson}, Acta Mech. 55, 69--80 (1985; Zbl 0554.73037) Full Text: DOI
Keener, Robert Second order efficiency in the sequential design of experiments. (English) Zbl 0558.62070 Ann. Stat. 12, 510-532 (1984). Reviewer: V.Mammitzsch MSC: 62L05 93E20 PDFBibTeX XMLCite \textit{R. Keener}, Ann. Stat. 12, 510--532 (1984; Zbl 0558.62070) Full Text: DOI