Cavicchioli, Maddalena Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends. (English) Zbl 07800079 Stochastics 95, No. 8, 1488-1509 (2023). MSC: 62M10 62M05 62H12 62E20 62F12 PDFBibTeX XMLCite \textit{M. Cavicchioli}, Stochastics 95, No. 8, 1488--1509 (2023; Zbl 07800079) Full Text: DOI
Jenkins, Paul A.; Pollock, Murray; Roberts, Gareth O. Flexible Bayesian inference for diffusion processesusing splines. (English) Zbl 07775423 Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 83, 24 p. (2023). MSC: 65C05 62M05 PDFBibTeX XMLCite \textit{P. A. Jenkins} et al., Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 83, 24 p. (2023; Zbl 07775423) Full Text: DOI arXiv OA License
Lai, Tze Leung; Wang, Shao-Hsuan; Chung, Szu-Chi; Chang, Wei-Hau; Tu, I-Ping Uncertainty quantification in dynamic image reconstruction with applications to cryo-EM. (English) Zbl 07767628 Stat. Sin. 33, Spec. Iss., 1771-1788 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{T. L. Lai} et al., Stat. Sin. 33, 1771--1788 (2023; Zbl 07767628) Full Text: DOI
Llewellyn, Mary; King, Ruth; Elvira, Víctor; Ross, Gordon A point mass proposal method for Bayesian state-space model fitting. (English) Zbl 1517.62036 Stat. Comput. 33, No. 5, Paper No. 111, 18 p. (2023). MSC: 62-08 60J22 62F15 62M05 65C05 PDFBibTeX XMLCite \textit{M. Llewellyn} et al., Stat. Comput. 33, No. 5, Paper No. 111, 18 p. (2023; Zbl 1517.62036) Full Text: DOI arXiv
Keba, Anastasia; Nezhel’skaya, Ludmila Probability density of the interval duration between events in the generalized MAP with its incomplete observability. (English) Zbl 1528.60090 Vishnevskiy, Vladimir M. (ed.) et al., Distributed computer and communication networks: control, computation, communications. 25th international conference, DCCN 2022, Moscow, Russia, September 26–29, 2022. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 13766, 349-360 (2023). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{A. Keba} and \textit{L. Nezhel'skaya}, Lect. Notes Comput. Sci. 13766, 349--360 (2023; Zbl 1528.60090) Full Text: DOI
Gugushvili, Shota; van der Meulen, Frank; Schauer, Moritz; Spreij, Peter Nonparametric Bayesian volatility learning under microstructure noise. (English) Zbl 1516.62084 Jpn. J. Stat. Data Sci. 6, No. 1, 551-571 (2023). MSC: 62P05 62G20 62M05 62-08 PDFBibTeX XMLCite \textit{S. Gugushvili} et al., Jpn. J. Stat. Data Sci. 6, No. 1, 551--571 (2023; Zbl 1516.62084) Full Text: DOI arXiv
Venegas-Li, Ariadna; Crutchfield, James P. Optimality and complexity in measured quantum-state stochastic processes. (English) Zbl 07707854 J. Stat. Phys. 190, No. 6, Paper No. 106, 44 p. (2023). MSC: 62-XX 93-XX PDFBibTeX XMLCite \textit{A. Venegas-Li} and \textit{J. P. Crutchfield}, J. Stat. Phys. 190, No. 6, Paper No. 106, 44 p. (2023; Zbl 07707854) Full Text: DOI arXiv
Lykkegaard, M. B.; Dodwell, T. J.; Fox, C.; Mingas, G.; Scheichl, R. Multilevel delayed acceptance MCMC. (English) Zbl 1515.62045 SIAM/ASA J. Uncertain. Quantif. 11, 1-30 (2023). MSC: 62F15 62M05 65C05 65C40 PDFBibTeX XMLCite \textit{M. B. Lykkegaard} et al., SIAM/ASA J. Uncertain. Quantif. 11, 1--30 (2023; Zbl 1515.62045) Full Text: DOI arXiv
Majumder, Reetam; Neerchal, Nagaraj K.; Ji, Qing Optimal stock portfolio selection with a multivariate hidden Markov model. (English) Zbl 07705113 Sankhyā, Ser. B 85, No. 1, Suppl., S177-S198 (2023). MSC: 62P05 62H22 62M05 PDFBibTeX XMLCite \textit{R. Majumder} et al., Sankhyā, Ser. B 85, No. 1, S177--S198 (2023; Zbl 07705113) Full Text: DOI
Peng, Xingchun; Zhou, Hao; Luo, Liuling Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching. (English) Zbl 1519.91220 J. Comput. Appl. Math. 425, Article ID 115058, 23 p. (2023). MSC: 91G05 62P05 62M05 PDFBibTeX XMLCite \textit{X. Peng} et al., J. Comput. Appl. Math. 425, Article ID 115058, 23 p. (2023; Zbl 1519.91220) Full Text: DOI
Wang, Emily T.; Chiang, Sharon; Haneef, Zulfi; Rao, Vikram R.; Moss, Robert; Vannucci, Marina Bayesian non-homogeneous hidden Markov model with variable selection for investigating drivers of seizure risk cycling. (English) Zbl 07656979 Ann. Appl. Stat. 17, No. 1, 333-356 (2023). MSC: 62Pxx PDFBibTeX XMLCite \textit{E. T. Wang} et al., Ann. Appl. Stat. 17, No. 1, 333--356 (2023; Zbl 07656979) Full Text: DOI arXiv
Gámiz, María Luz; Limnios, Nikolaos; Segovia-García, María del Carmen Hidden Markov models in reliability and maintenance. (English) Zbl 07594699 Eur. J. Oper. Res. 304, No. 3, 1242-1255 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{M. L. Gámiz} et al., Eur. J. Oper. Res. 304, No. 3, 1242--1255 (2023; Zbl 07594699) Full Text: DOI
Jin, Lu; Dimitrov, Marko; Ni, Ying Valuation and optimal strategies for American options under a Markovian regime-switching model. (English) Zbl 07819611 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 121-144 (2022). MSC: 62M05 PDFBibTeX XMLCite \textit{L. Jin} et al., Springer Proc. Math. Stat. 408, 121--144 (2022; Zbl 07819611) Full Text: DOI
Elkimakh, Karima; Nasroallah, Abdelaziz Hidden Markov model steady-state estimation. (English) Zbl 07632237 Commun. Stat., Simulation Comput. 51, No. 11, 6792-6807 (2022). MSC: 60J10 91G60 PDFBibTeX XMLCite \textit{K. Elkimakh} and \textit{A. Nasroallah}, Commun. Stat., Simulation Comput. 51, No. 11, 6792--6807 (2022; Zbl 07632237) Full Text: DOI
Zhang, Yu; Jin, Zhuo; Wei, Jiaqin; Yin, George Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model. (English) Zbl 1504.91300 Automatica 146, Article ID 110629, 8 p. (2022). MSC: 91G10 62P05 62M05 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Automatica 146, Article ID 110629, 8 p. (2022; Zbl 1504.91300) Full Text: DOI arXiv
Dong, Yumo; Frees, Edward W.; Huang, Fei; Hui, Francis K. C. Multi-state modelling of customer churn. (English) Zbl 1508.91468 ASTIN Bull. 52, No. 3, 735-764 (2022). Reviewer: Tamás Mátrai (Edinburgh) MSC: 91G05 62P05 60J20 62J12 62M05 91B42 PDFBibTeX XMLCite \textit{Y. Dong} et al., ASTIN Bull. 52, No. 3, 735--764 (2022; Zbl 1508.91468) Full Text: DOI
Penda, S. Valère Bitseki; Delmas, Jean-François Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions. (English) Zbl 1500.60013 Ann. Appl. Probab. 32, No. 5, 3817-3849 (2022). MSC: 60F05 60J10 60J80 62M05 62M02 PDFBibTeX XMLCite \textit{S. V. B. Penda} and \textit{J.-F. Delmas}, Ann. Appl. Probab. 32, No. 5, 3817--3849 (2022; Zbl 1500.60013) Full Text: DOI arXiv
Gutierrez, Abraham; Müller, Sebastian Estimations of means and variances in a Markov linear model. (English) Zbl 1496.62095 Stoch. Qual. Control 37, No. 1, 21-43 (2022). MSC: 62H12 62J99 62M05 60F05 60J20 PDFBibTeX XMLCite \textit{A. Gutierrez} and \textit{S. Müller}, Stoch. Qual. Control 37, No. 1, 21--43 (2022; Zbl 1496.62095) Full Text: DOI arXiv
Jin, Zhumengmeng; Hobert, James P. On the convergence rate of the “out-of-order” block Gibbs sampler. (English) Zbl 1491.60120 Stat. Probab. Lett. 188, Article ID 109538, 8 p. (2022). MSC: 60J05 62M05 60J10 62D05 PDFBibTeX XMLCite \textit{Z. Jin} and \textit{J. P. Hobert}, Stat. Probab. Lett. 188, Article ID 109538, 8 p. (2022; Zbl 1491.60120) Full Text: DOI arXiv
Mews, Sina; Langrock, Roland; King, Ruth; Quick, Nicola Multistate capture-recapture models for irregularly sampled data. (English) Zbl 1498.62242 Ann. Appl. Stat. 16, No. 2, 982-998 (2022). MSC: 62P10 62M05 62D05 62P12 PDFBibTeX XMLCite \textit{S. Mews} et al., Ann. Appl. Stat. 16, No. 2, 982--998 (2022; Zbl 1498.62242) Full Text: DOI
Njike Leunga, Charles Guy; Hainaut, Donatien Valuation of annuity guarantees under a self-exciting switching jump model. (English) Zbl 1489.91270 Methodol. Comput. Appl. Probab. 24, No. 2, 963-990 (2022). MSC: 91G20 91G30 60J22 PDFBibTeX XMLCite \textit{C. G. Njike Leunga} and \textit{D. Hainaut}, Methodol. Comput. Appl. Probab. 24, No. 2, 963--990 (2022; Zbl 1489.91270) Full Text: DOI
Zakrad, Az-eddine; Nasroallah, Abdelaziz Estimation of steady-state quantities of an HMM with some rarely generated emissions. (English) Zbl 1483.62145 Monte Carlo Methods Appl. 28, No. 1, 27-44 (2022). MSC: 62M05 62G05 65C05 PDFBibTeX XMLCite \textit{A.-e. Zakrad} and \textit{A. Nasroallah}, Monte Carlo Methods Appl. 28, No. 1, 27--44 (2022; Zbl 1483.62145) Full Text: DOI
Fermín, Lisandro; Marcano, José; Rodríguez, Luis-Angel A proof of consistency of the MLE for nonlinear Markov-switching AR processes. (English) Zbl 1489.62273 Stat. Probab. Lett. 183, Article ID 109347, 7 p. (2022). MSC: 62M10 62M05 60G99 62F12 PDFBibTeX XMLCite \textit{L. Fermín} et al., Stat. Probab. Lett. 183, Article ID 109347, 7 p. (2022; Zbl 1489.62273) Full Text: DOI
Robert, Christian P.; Roberts, Gareth Rao-Blackwellisation in the Markov chain Monte Carlo era. (English) Zbl 07777541 Int. Stat. Rev. 89, No. 2, 237-249 (2021). MSC: 65C05 62F15 62M05 PDFBibTeX XMLCite \textit{C. P. Robert} and \textit{G. Roberts}, Int. Stat. Rev. 89, No. 2, 237--249 (2021; Zbl 07777541) Full Text: DOI arXiv
Chen, Haiyang; Gao, Fangzheng Finite-time asynchronous state estimation for jump systems with partial transition probabilities via redundant channels: a co-design method. (English) Zbl 1480.93414 J. Franklin Inst. 358, No. 18, 10095-10120 (2021). MSC: 93E10 93B36 93C85 PDFBibTeX XMLCite \textit{H. Chen} and \textit{F. Gao}, J. Franklin Inst. 358, No. 18, 10095--10120 (2021; Zbl 1480.93414) Full Text: DOI
Luo, Yu; Stephens, David A. Bayesian inference for continuous-time hidden Markov models with an unknown number of states. (English) Zbl 1475.62047 Stat. Comput. 31, No. 5, Paper No. 57, 15 p. (2021). MSC: 62-08 62F15 62M05 PDFBibTeX XMLCite \textit{Y. Luo} and \textit{D. A. Stephens}, Stat. Comput. 31, No. 5, Paper No. 57, 15 p. (2021; Zbl 1475.62047) Full Text: DOI arXiv
Karppinen, Santeri; Vihola, Matti Conditional particle filters with diffuse initial distributions. (English) Zbl 1475.62041 Stat. Comput. 31, No. 3, Paper No. 24, 14 p. (2021). MSC: 62-08 PDFBibTeX XMLCite \textit{S. Karppinen} and \textit{M. Vihola}, Stat. Comput. 31, No. 3, Paper No. 24, 14 p. (2021; Zbl 1475.62041) Full Text: DOI arXiv
Elkimakh, Karima; Nasroallah, Abdelaziz Likelihood and decoding in a partially hidden Markov model. (English) Zbl 07438706 Melliani, Said (ed.) et al., Recent advances in intuitionistic fuzzy logic systems and mathematics. Selected papers based on the presentations at the 6th international congress of the Moroccan Society of Applied Mathematics, Beni Mellal, Morocco, November 7–9, 2019. Cham: Springer. Stud. Fuzziness Soft Comput. 395, 159-175 (2021). MSC: 68-XX PDFBibTeX XMLCite \textit{K. Elkimakh} and \textit{A. Nasroallah}, Stud. Fuzziness Soft Comput. 395, 159--175 (2021; Zbl 07438706) Full Text: DOI
Spade, David A. A Monte Carlo integration approach to estimating drift and minorization coefficients for Metropolis-Hastings samplers. (English) Zbl 1477.62225 Braz. J. Probab. Stat. 35, No. 3, 466-483 (2021). MSC: 62M05 60J22 65C05 65C40 PDFBibTeX XMLCite \textit{D. A. Spade}, Braz. J. Probab. Stat. 35, No. 3, 466--483 (2021; Zbl 1477.62225) Full Text: DOI
Tran, Ky Quan Exponential contraction of switching jump diffusions with a hidden Markov chain. (English) Zbl 1474.60187 Stat. Probab. Lett. 178, Article ID 109191, 7 p. (2021). MSC: 60J60 60J74 PDFBibTeX XMLCite \textit{K. Q. Tran}, Stat. Probab. Lett. 178, Article ID 109191, 7 p. (2021; Zbl 1474.60187) Full Text: DOI
Drovandi, Christopher; Nott, David J.; Pagendam, Daniel E. A semiautomatic method for history matching using sequential Monte Carlo. (English) Zbl 1468.62261 SIAM/ASA J. Uncertain. Quantif. 9, 1034-1063 (2021). MSC: 62F35 62F15 62K20 62L12 62M05 62-08 PDFBibTeX XMLCite \textit{C. Drovandi} et al., SIAM/ASA J. Uncertain. Quantif. 9, 1034--1063 (2021; Zbl 1468.62261) Full Text: DOI arXiv
Kuljus, Kristi; Ranneby, Bo Maximum spacing estimation for continuous time Markov chains and semi-Markov processes. (English) Zbl 1473.62293 Stat. Inference Stoch. Process. 24, No. 2, 421-443 (2021). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M05 62M09 60J27 PDFBibTeX XMLCite \textit{K. Kuljus} and \textit{B. Ranneby}, Stat. Inference Stoch. Process. 24, No. 2, 421--443 (2021; Zbl 1473.62293) Full Text: DOI
Ekvall, Karl Oskar; Jones, Galin L. Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions. (English) Zbl 1476.62056 Electron. J. Stat. 15, No. 1, 691-721 (2021). Reviewer: Kévin Allan Sales Rodrigues (São Paulo) MSC: 62F15 62M05 62M10 PDFBibTeX XMLCite \textit{K. O. Ekvall} and \textit{G. L. Jones}, Electron. J. Stat. 15, No. 1, 691--721 (2021; Zbl 1476.62056) Full Text: DOI arXiv
Haasler, Isabel; Ringh, Axel; Chen, Yongxin; Karlsson, Johan Multimarginal optimal transport with a tree-structured cost and the Schrödinger bridge problem. (English) Zbl 1467.93329 SIAM J. Control Optim. 59, No. 4, 2428-2453 (2021). MSC: 93E20 93E10 60J10 PDFBibTeX XMLCite \textit{I. Haasler} et al., SIAM J. Control Optim. 59, No. 4, 2428--2453 (2021; Zbl 1467.93329) Full Text: DOI arXiv
Talarico, Erick; Leão, Wilson; Grana, Dario Comparison of recursive neural network and Markov chain models in facies inversion. (English) Zbl 1465.86008 Math. Geosci. 53, No. 3, 395-413 (2021). MSC: 86A22 86A32 62M45 62H30 62M05 PDFBibTeX XMLCite \textit{E. Talarico} et al., Math. Geosci. 53, No. 3, 395--413 (2021; Zbl 1465.86008) Full Text: DOI
Chada, Neil K.; Franks, Jordan; Jasra, Ajay; Law, Kody J.; Vihola, Matti Unbiased inference for discretely observed hidden Markov model diffusions. (English) Zbl 1464.62038 SIAM/ASA J. Uncertain. Quantif. 9, 763-787 (2021). MSC: 62-08 62F15 62M05 65C05 60H35 65C35 65C40 PDFBibTeX XMLCite \textit{N. K. Chada} et al., SIAM/ASA J. Uncertain. Quantif. 9, 763--787 (2021; Zbl 1464.62038) Full Text: DOI arXiv
Pashinskaya, T. Yu.; Dombrovskii, V. V. Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns. (English. Russian original) Zbl 1466.91297 Autom. Remote Control 82, No. 5, 841-852 (2021); translation from Avtom. Telemekh. 2021, No. 5, 124-138 (2021). MSC: 91G10 91G15 62P05 PDFBibTeX XMLCite \textit{T. Yu. Pashinskaya} and \textit{V. V. Dombrovskii}, Autom. Remote Control 82, No. 5, 841--852 (2021; Zbl 1466.91297); translation from Avtom. Telemekh. 2021, No. 5, 124--138 (2021) Full Text: DOI
Wolfer, Geoffrey; Kontorovich, Aryeh Statistical estimation of ergodic Markov chain kernel over discrete state space. (English) Zbl 1472.62133 Bernoulli 27, No. 1, 532-553 (2021). MSC: 62M05 62C20 60J10 PDFBibTeX XMLCite \textit{G. Wolfer} and \textit{A. Kontorovich}, Bernoulli 27, No. 1, 532--553 (2021; Zbl 1472.62133) Full Text: DOI arXiv Euclid
Alavifard, Farzad; Ivanov, Dmitry; He, Jian Optimal divestment time in supply chain redesign under oligopoly: evidence from shale oil production plants. (English) Zbl 07767642 Int. Trans. Oper. Res. 27, No. 5, 2559-2583 (2020). MSC: 90-XX PDFBibTeX XMLCite \textit{F. Alavifard} et al., Int. Trans. Oper. Res. 27, No. 5, 2559--2583 (2020; Zbl 07767642) Full Text: DOI
Yan, HuaHui; Chen, Qihong; Shu, HuiSheng Option pricing based on a regime switching dividend process. (English) Zbl 07529996 Commun. Stat., Theory Methods 49, No. 24, 5964-5974 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{H. Yan} et al., Commun. Stat., Theory Methods 49, No. 24, 5964--5974 (2020; Zbl 07529996) Full Text: DOI
Fang, Rui; Li, Xiaohu A stochastic model of cyber attacks with imperfect detection. (English) Zbl 1511.60109 Commun. Stat., Theory Methods 49, No. 9, 2158-2175 (2020). MSC: 60J20 60E15 PDFBibTeX XMLCite \textit{R. Fang} and \textit{X. Li}, Commun. Stat., Theory Methods 49, No. 9, 2158--2175 (2020; Zbl 1511.60109) Full Text: DOI
MacDonald, Iain L. A coarse-grained Markov chain is a hidden Markov model. (English) Zbl 07527069 Physica A 541, Article ID 123661, 7 p. (2020). MSC: 82-XX PDFBibTeX XMLCite \textit{I. L. MacDonald}, Physica A 541, Article ID 123661, 7 p. (2020; Zbl 07527069) Full Text: DOI
Touloupou, Panayiota; Finkenstädt, Bärbel; Spencer, Simon E. F. Scalable Bayesian inference for coupled hidden Markov and semi-Markov models. (English) Zbl 07499252 J. Comput. Graph. Stat. 29, No. 2, 238-249 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{P. Touloupou} et al., J. Comput. Graph. Stat. 29, No. 2, 238--249 (2020; Zbl 07499252) Full Text: DOI
Michel, Jon Optimal adaptive sampling for a symmetric two-state continuous time Markov chain. (English) Zbl 1490.62468 Econom. Rev. 39, No. 6, 602-611 (2020). MSC: 62P20 62M05 PDFBibTeX XMLCite \textit{J. Michel}, Econom. Rev. 39, No. 6, 602--611 (2020; Zbl 1490.62468) Full Text: DOI
Xiang, Xuyan; Fu, Haiqin; Zhou, Jieming; Deng, Yingchun; Yang, Xiangqun Statistical identification of reversible Markov chain on cyclic graph. (Chinese. English summary) Zbl 1474.60179 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 6, 1682-1698 (2020). MSC: 60J10 60J27 62M05 PDFBibTeX XMLCite \textit{X. Xiang} et al., Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 6, 1682--1698 (2020; Zbl 1474.60179)
Elkimakh, Karima; Nasroallah, Abdelaziz Hidden Markov model with Markovian emission. (English) Zbl 1470.60208 Monte Carlo Methods Appl. 26, No. 4, 303-313 (2020). MSC: 60J22 60J10 62G05 60G20 PDFBibTeX XMLCite \textit{K. Elkimakh} and \textit{A. Nasroallah}, Monte Carlo Methods Appl. 26, No. 4, 303--313 (2020; Zbl 1470.60208) Full Text: DOI
Qu, Leming Skew-\(t\) copula-based semiparametric Markov chains. (English) Zbl 1474.62298 J. Math. Res. Appl. 40, No. 6, 647-658 (2020). MSC: 62M05 62M10 62H05 PDFBibTeX XMLCite \textit{L. Qu}, J. Math. Res. Appl. 40, No. 6, 647--658 (2020; Zbl 1474.62298) Full Text: DOI
Rabinovich, Maxim; Ramdas, Aaditya; Jordan, Michael I.; Wainwright, Martin J. Function-specific mixing times and concentration away from equilibrium. (English) Zbl 1460.60078 Bayesian Anal. 15, No. 2, 505-532 (2020). MSC: 60J10 62M05 62M02 PDFBibTeX XMLCite \textit{M. Rabinovich} et al., Bayesian Anal. 15, No. 2, 505--532 (2020; Zbl 1460.60078) Full Text: DOI arXiv Euclid
Xin, Hua; Zhu, Jian-Ping Accelerated life testing for double-truncated general half normal distribution. (English) Zbl 1456.62237 Int. J. Inf. Manage. Sci. 31, No. 1, 35-53 (2020). MSC: 62N05 62G08 62G09 62M05 62P30 65C05 PDFBibTeX XMLCite \textit{H. Xin} and \textit{J.-P. Zhu}, Int. J. Inf. Manage. Sci. 31, No. 1, 35--53 (2020; Zbl 1456.62237) Full Text: DOI
Du, Chao; Kou, S. C. Statistical methodology in single-molecule experiments. (English) Zbl 07292497 Stat. Sci. 35, No. 1, 75-91 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Du} and \textit{S. C. Kou}, Stat. Sci. 35, No. 1, 75--91 (2020; Zbl 07292497) Full Text: DOI Euclid
Deepthi, V.; Jose, Joby K. Bayesian estimation of an \(\mathrm{M}/\mathrm{M}/R\) queue with heterogeneous servers using Markov chain Monte Carlo method. (English) Zbl 1454.62245 Stoch. Qual. Control 35, No. 2, 57-66 (2020). MSC: 62M05 62F15 60K25 PDFBibTeX XMLCite \textit{V. Deepthi} and \textit{J. K. Jose}, Stoch. Qual. Control 35, No. 2, 57--66 (2020; Zbl 1454.62245) Full Text: DOI
Clémençon, Stephan; Bertail, Patrice; Ciołek, Gabriela Statistical learning based on Markovian data maximal deviation inequalities and learning rates. (English) Zbl 1454.60112 Ann. Math. Artif. Intell. 88, No. 7, 735-757 (2020). MSC: 60J20 60J05 62M05 PDFBibTeX XMLCite \textit{S. Clémençon} et al., Ann. Math. Artif. Intell. 88, No. 7, 735--757 (2020; Zbl 1454.60112) Full Text: DOI
Fursov, Ilya; Christie, Mike; Lord, Gabriel Applying kriging proxies for Markov chain Monte Carlo in reservoir simulation. (English) Zbl 1439.86032 Comput. Geosci. 24, No. 4, 1725-1746 (2020). MSC: 86A32 60G15 62F15 62M05 65C05 PDFBibTeX XMLCite \textit{I. Fursov} et al., Comput. Geosci. 24, No. 4, 1725--1746 (2020; Zbl 1439.86032) Full Text: DOI
Middleton, Lawrence; Deligiannidis, George; Doucet, Arnaud; Jacob, Pierre E. Unbiased Markov chain Monte Carlo for intractable target distributions. (English) Zbl 1450.62027 Electron. J. Stat. 14, No. 2, 2842-2891 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62F15 62M05 65C05 PDFBibTeX XMLCite \textit{L. Middleton} et al., Electron. J. Stat. 14, No. 2, 2842--2891 (2020; Zbl 1450.62027) Full Text: DOI arXiv Euclid
van Wieringen, Wessel N.; Stam, Koen A.; Peeters, Carel F. W.; van de Wiel, Mark A. Updating of the Gaussian graphical model through targeted penalized estimation. (English) Zbl 1440.62211 J. Multivariate Anal. 178, Article ID 104621, 13 p. (2020). MSC: 62H12 62H22 62J07 62M05 62P10 PDFBibTeX XMLCite \textit{W. N. van Wieringen} et al., J. Multivariate Anal. 178, Article ID 104621, 13 p. (2020; Zbl 1440.62211) Full Text: DOI
Zwanzig, Silvelyn; Mahjani, Behrang Computer intensive methods in statistics. (English) Zbl 1436.62010 Boca Raton, FL: CRC Press (ISBN 978-0-367-19425-3/hbk; 978-0-367-19423-9/pbk; 978-0-429-20232-2/ebook). xiii, 212 p. (2020). Reviewer: Hans-Jürgen Schmidt (Potsdam) MSC: 62-02 62M05 65C05 62G08 62-08 65C10 PDFBibTeX XMLCite \textit{S. Zwanzig} and \textit{B. Mahjani}, Computer intensive methods in statistics. Boca Raton, FL: CRC Press (2020; Zbl 1436.62010) Full Text: DOI
Yu, Xiaoying; Chan, Wenyaw; Swartz, Michael D.; Piller, Linda B. Joint models of dynamics of mothers’ stress and children’s disease. (English) Zbl 07551986 Commun. Stat., Simulation Comput. 48, No. 9, 2775-2790 (2019). MSC: 62P10 62M05 60J28 PDFBibTeX XMLCite \textit{X. Yu} et al., Commun. Stat., Simulation Comput. 48, No. 9, 2775--2790 (2019; Zbl 07551986) Full Text: DOI
Yu, Yang; Zou, Zhihong; Wang, Shanshan Bayesian quantile regression and variable selection for partial linear single-index model: using free knot spline. (English) Zbl 07551064 Commun. Stat., Simulation Comput. 48, No. 5, 1429-1449 (2019). MSC: 62G08 62G09 62M05 PDFBibTeX XMLCite \textit{Y. Yu} et al., Commun. Stat., Simulation Comput. 48, No. 5, 1429--1449 (2019; Zbl 07551064) Full Text: DOI
Aicher, Christopher; Ma, Yi-An; Foti, Nicholas J.; Fox, Emily B. Stochastic gradient MCMC for state space models. (English) Zbl 1499.60251 SIAM J. Math. Data Sci. 1, No. 3, 555-587 (2019). MSC: 60J05 62F15 62M10 65C40 PDFBibTeX XMLCite \textit{C. Aicher} et al., SIAM J. Math. Data Sci. 1, No. 3, 555--587 (2019; Zbl 1499.60251) Full Text: DOI arXiv
Dȩbicka, Joanna; Zmyślona, Beata Modelling of lung cancer survival data for critical illness insurances. (English) Zbl 1437.62370 Stat. Methods Appl. 28, No. 4, 723-747 (2019). MSC: 62N05 62P10 62M05 60J20 PDFBibTeX XMLCite \textit{J. Dȩbicka} and \textit{B. Zmyślona}, Stat. Methods Appl. 28, No. 4, 723--747 (2019; Zbl 1437.62370) Full Text: DOI arXiv
Erreygers, Alexander; De Bock, Jasper Bounding inferences for large-scale continuous-time Markov chains: a new approach based on lumping and imprecise Markov chains. (English) Zbl 1468.62331 Int. J. Approx. Reasoning 115, 96-133 (2019). MSC: 62M05 60J27 PDFBibTeX XMLCite \textit{A. Erreygers} and \textit{J. De Bock}, Int. J. Approx. Reasoning 115, 96--133 (2019; Zbl 1468.62331) Full Text: DOI arXiv Link
Badescu, Andrei L.; Chen, Tianle; Lin, X. Sheldon; Tang, Dameng A marked Cox model for the number of IBNR claims: estimation and application. (English) Zbl 1427.91218 ASTIN Bull. 49, No. 3, 709-739 (2019). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{A. L. Badescu} et al., ASTIN Bull. 49, No. 3, 709--739 (2019; Zbl 1427.91218) Full Text: DOI
Dobi, Balázs; Zempléni, András Markov chain-based cost-optimal control charts with different shift size distributions. (English) Zbl 1438.62203 Ann. Univ. Sci. Budap. Rolando Eötvös, Sect. Comput. 49, 129-146 (2019). Reviewer: Weiping Li (Stillwater) MSC: 62P10 62P30 60J05 62M05 62P20 PDFBibTeX XMLCite \textit{B. Dobi} and \textit{A. Zempléni}, Ann. Univ. Sci. Budap. Rolando Eötvös, Sect. Comput. 49, 129--146 (2019; Zbl 1438.62203) Full Text: Link
Ma, Yi-An; Fox, Emily B.; Chen, Tianqi; Wu, Lei Irreversible samplers from jump and continuous Markov processes. (English) Zbl 1430.62060 Stat. Comput. 29, No. 1, 177-202 (2019). MSC: 62F15 65C05 60J74 62M05 PDFBibTeX XMLCite \textit{Y.-A. Ma} et al., Stat. Comput. 29, No. 1, 177--202 (2019; Zbl 1430.62060) Full Text: DOI arXiv
He, Qixiang Dynamic portfolio decision under the hidden semi-Markov market. (English) Zbl 1438.91127 Math. Appl. 32, No. 1, 45-62 (2019). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{Q. He}, Math. Appl. 32, No. 1, 45--62 (2019; Zbl 1438.91127)
Naranjo, Lizbeth; Pérez, Carlos J.; Martín, Jacinto Skewed link-based regression models for misclassified binary data. (English) Zbl 1420.62118 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 113, No. 2, 1585-1599 (2019). MSC: 62F15 62J12 62M05 PDFBibTeX XMLCite \textit{L. Naranjo} et al., Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 113, No. 2, 1585--1599 (2019; Zbl 1420.62118) Full Text: DOI
Jasra, Ajay; Kamatani, Kengo; Masuda, Hiroki Bayesian inference for stable Lévy-driven stochastic differential equations with high-frequency data. (English) Zbl 1418.62288 Scand. J. Stat. 46, No. 2, 545-574 (2019). MSC: 62M05 60G51 62F15 34F05 60H10 PDFBibTeX XMLCite \textit{A. Jasra} et al., Scand. J. Stat. 46, No. 2, 545--574 (2019; Zbl 1418.62288) Full Text: DOI arXiv
Lai, Y.; Elliott, R. J. The mean squared loss control problem for a partially observed Markov chain. (English) Zbl 1414.93204 Int. J. Control 92, No. 3, 585-592 (2019). MSC: 93E20 93E11 60J20 PDFBibTeX XMLCite \textit{Y. Lai} and \textit{R. J. Elliott}, Int. J. Control 92, No. 3, 585--592 (2019; Zbl 1414.93204) Full Text: DOI Link
Liu, Jiangyi; Wang, Chunping; Wang, Wei; Li, Zheng Particle probability hypothesis density filter based on pairwise Markov chains. (English) Zbl 1461.60064 Algorithms (Basel) 12, No. 2, Paper No. 31, 10 p. (2019). MSC: 60J22 60G35 62M05 94A12 PDFBibTeX XMLCite \textit{J. Liu} et al., Algorithms (Basel) 12, No. 2, Paper No. 31, 10 p. (2019; Zbl 1461.60064) Full Text: DOI arXiv
Dong, Yun; Ding, Fang-qing; Yao, Qi-feng Some limit properties for a hidden inhomogeneous Markov chain. (English) Zbl 1498.60116 J. Inequal. Appl. 2018, Paper No. 292, 9 p. (2018). MSC: 60F15 60J10 62G05 PDFBibTeX XMLCite \textit{Y. Dong} et al., J. Inequal. Appl. 2018, Paper No. 292, 9 p. (2018; Zbl 1498.60116) Full Text: DOI
Azaïs, Romain; Delyon, Bernard; Portier, François Integral estimation based on Markovian design. (English) Zbl 1436.62397 Adv. Appl. Probab. 50, No. 3, 833-857 (2018). MSC: 62M05 60J05 62P30 62P12 PDFBibTeX XMLCite \textit{R. Azaïs} et al., Adv. Appl. Probab. 50, No. 3, 833--857 (2018; Zbl 1436.62397) Full Text: DOI arXiv
Tayob, Nabihah; Stingo, Francesco; Do, Kim-Anh; Lok, Anna S. F.; Feng, Ziding A Bayesian screening approach for hepatocellular carcinoma using multiple longitudinal biomarkers. (English) Zbl 1415.62139 Biometrics 74, No. 1, 249-259 (2018). MSC: 62P10 62H30 62M05 PDFBibTeX XMLCite \textit{N. Tayob} et al., Biometrics 74, No. 1, 249--259 (2018; Zbl 1415.62139) Full Text: DOI Link
Kadhem, Safaa K.; Hewson, Paul; Kaimi, Irene Using hidden Markov models to model spatial dependence in a network. (English) Zbl 1407.62438 Aust. N. Z. J. Stat. 60, No. 4, 423-446 (2018). MSC: 62P30 62M05 62B10 PDFBibTeX XMLCite \textit{S. K. Kadhem} et al., Aust. N. Z. J. Stat. 60, No. 4, 423--446 (2018; Zbl 1407.62438) Full Text: DOI
Miasojedow, Błażej; Rejchel, Wojciech Sparse estimation in Ising model via penalized Monte Carlo methods. (English) Zbl 1476.62204 J. Mach. Learn. Res. 19, Paper No. 75, 26 p. (2018). MSC: 62M40 62M05 60K35 62H12 62J07 PDFBibTeX XMLCite \textit{B. Miasojedow} and \textit{W. Rejchel}, J. Mach. Learn. Res. 19, Paper No. 75, 26 p. (2018; Zbl 1476.62204) Full Text: arXiv Link
Aldous, David A conversation with Jim Pitman. (English) Zbl 1403.62149 Stat. Sci. 33, No. 3, 458-467 (2018). MSC: 62M05 62-03 01A70 PDFBibTeX XMLCite \textit{D. Aldous}, Stat. Sci. 33, No. 3, 458--467 (2018; Zbl 1403.62149) Full Text: DOI Euclid
Sharmila, V.; Sujatha, R.; Narasimman, S. Fuzzy hidden Markov chain with states depending on observation for web applications. (English) Zbl 1400.60094 J. Mult.-Val. Log. Soft Comput. 30, No. 4-6, 379-398 (2018). MSC: 60J20 60A86 PDFBibTeX XMLCite \textit{V. Sharmila} et al., J. Mult.-Val. Log. Soft Comput. 30, No. 4--6, 379--398 (2018; Zbl 1400.60094) Full Text: Link
Rosenthal, Jeffrey S.; Yang, Jinyoung Ergodicity of combocontinuous adaptive MCMC algorithms. (English) Zbl 1394.60079 Methodol. Comput. Appl. Probab. 20, No. 2, 535-551 (2018). MSC: 60J22 60J05 62M05 65C05 PDFBibTeX XMLCite \textit{J. S. Rosenthal} and \textit{J. Yang}, Methodol. Comput. Appl. Probab. 20, No. 2, 535--551 (2018; Zbl 1394.60079) Full Text: DOI
Hu, Grace X.; Kuipers, David R.; Zeng, Yong Bayesian inference via filtering equations for ultrahigh frequency data. I: Model and estimation. (English) Zbl 1390.60259 SIAM/ASA J. Uncertain. Quantif. 6, 34-60 (2018). MSC: 60H35 62F15 62M05 62P05 93E11 60F05 60G55 65C40 65C60 PDFBibTeX XMLCite \textit{G. X. Hu} et al., SIAM/ASA J. Uncertain. Quantif. 6, 34--60 (2018; Zbl 1390.60259) Full Text: DOI
van der Hoek, John; Elliott, Robert J. Introduction to hidden semi-Markov models. (English) Zbl 1465.60003 London Mathematical Society Lecture Note Series 445. Cambridge: Cambridge University Press (ISBN 978-1-108-44198-8/pbk; 978-1-108-37742-3/ebook). x, 174 p. (2018). Reviewer: Jerzy Ombach (Kraków) MSC: 60-02 60J22 60J10 60J20 60K15 PDFBibTeX XMLCite \textit{J. van der Hoek} and \textit{R. J. Elliott}, Introduction to hidden semi-Markov models. Cambridge: Cambridge University Press (2018; Zbl 1465.60003) Full Text: DOI Link
Guidolin, Massimo; Pedio, Manuela Essentials of time series for financial applications. (English) Zbl 1418.62005 Amsterdam: Elsevier/Academic Press (ISBN 978-0-12-813409-2/pbk; 978-0-12-813410-8/ebook). xvi, 417 p. (2018). Reviewer: Tamás Mátrai (Edinburgh) MSC: 62-01 91-01 62P05 62M10 62M05 62J05 62H12 91B84 91G70 PDFBibTeX XMLCite \textit{M. Guidolin} and \textit{M. Pedio}, Essentials of time series for financial applications. Amsterdam: Elsevier/Academic Press (2018; Zbl 1418.62005) Full Text: Link
Mezhennaya, N. M. Estimator for the distribution of the numbers of runs in a random sequence controlled by stationary Markov chain. (Russian. English summary) Zbl 07311411 Prikl. Diskretn. Mat. 2017, No. 1(35), 14-28 (2017). MSC: 60-XX 62-XX PDFBibTeX XMLCite \textit{N. M. Mezhennaya}, Prikl. Diskretn. Mat. 2017, No. 1(35), 14--28 (2017; Zbl 07311411) Full Text: DOI MNR Link
Papastathopoulos, I.; Strokorb, K.; Tawn, J. A.; Butler, A. Extreme events of Markov chains. (English) Zbl 1425.60051 Adv. Appl. Probab. 49, No. 1, 134-161 (2017). MSC: 60G70 60J05 60G10 PDFBibTeX XMLCite \textit{I. Papastathopoulos} et al., Adv. Appl. Probab. 49, No. 1, 134--161 (2017; Zbl 1425.60051) Full Text: DOI arXiv Link
Andronov, Alexander On a reward rate estimation for the finite irreducible continuous-time Markov chain. (English) Zbl 1420.62360 J. Stat. Theory Pract. 11, No. 3, 407-417 (2017). MSC: 62M05 62F10 PDFBibTeX XMLCite \textit{A. Andronov}, J. Stat. Theory Pract. 11, No. 3, 407--417 (2017; Zbl 1420.62360) Full Text: DOI
Singh, S. S.; Lindsten, Frederik; Moulines, Eric Blocking strategies and stability of particle Gibbs samplers. (English) Zbl 07072338 Biometrika 104, No. 4, 953-969 (2017). MSC: 62P10 PDFBibTeX XMLCite \textit{S. S. Singh} et al., Biometrika 104, No. 4, 953--969 (2017; Zbl 07072338) Full Text: DOI arXiv
Becker, Martin; Lemmerich, Florian; Singer, Philipp; Strohmaier, Markus; Hotho, Andreas MixedTrails: Bayesian hypothesis comparison on heterogeneous sequential data. (English) Zbl 1416.62459 Data Min. Knowl. Discov. 31, No. 5, 1359-1390 (2017). MSC: 62M05 62L12 62F15 62P25 PDFBibTeX XMLCite \textit{M. Becker} et al., Data Min. Knowl. Discov. 31, No. 5, 1359--1390 (2017; Zbl 1416.62459) Full Text: DOI arXiv
Ma, Yonggang; Zhang, Qimin; Wang, Li; Kang, Ting Dissipative control of a three-species food chain stochastic system with a hidden Markov chain. (English) Zbl 1422.92124 Adv. Difference Equ. 2017, Paper No. 102, 22 p. (2017). MSC: 92D25 60H10 34F05 93E15 60J20 PDFBibTeX XMLCite \textit{Y. Ma} et al., Adv. Difference Equ. 2017, Paper No. 102, 22 p. (2017; Zbl 1422.92124) Full Text: DOI
Sukparungsee, Saowanit Average run length of cumulative sum control chart by Markov chain approach for zero-inflated Poisson processes. (English) Zbl 1511.62480 Faye, Jan (ed.) et al., Niels Bohr and the philosophy of physics. Twenty-first-century perspectives. New York, NY: Bloomsbury Academic. 6-13 (2017). MSC: 62P30 62M05 60G10 PDFBibTeX XMLCite \textit{S. Sukparungsee}, in: Niels Bohr and the philosophy of physics. Twenty-first-century perspectives. New York, NY: Bloomsbury Academic. 6--13 (2017; Zbl 1511.62480)
Georgoulas, Anastasis; Hillston, Jane; Sanguinetti, Guido Unbiased Bayesian inference for population Markov jump processes via random truncations. (English) Zbl 1384.62283 Stat. Comput. 27, No. 4, 991-1002 (2017). MSC: 62M05 62F15 60J22 PDFBibTeX XMLCite \textit{A. Georgoulas} et al., Stat. Comput. 27, No. 4, 991--1002 (2017; Zbl 1384.62283) Full Text: DOI arXiv
Whitaker, Gavin A.; Golightly, Andrew; Boys, Richard J.; Sherlock, Chris Improved bridge constructs for stochastic differential equations. (English) Zbl 1384.65011 Stat. Comput. 27, No. 4, 885-900 (2017). MSC: 65C30 62M05 60J60 PDFBibTeX XMLCite \textit{G. A. Whitaker} et al., Stat. Comput. 27, No. 4, 885--900 (2017; Zbl 1384.65011) Full Text: DOI arXiv
Nasroallah, Abdelaziz; Elkimakh, Karima HMM with emission process resulting from a special combination of independent Markovian emissions. (English) Zbl 1386.60253 Monte Carlo Methods Appl. 23, No. 4, 287-306 (2017). MSC: 60J10 62G05 60G20 PDFBibTeX XMLCite \textit{A. Nasroallah} and \textit{K. Elkimakh}, Monte Carlo Methods Appl. 23, No. 4, 287--306 (2017; Zbl 1386.60253) Full Text: DOI
Zuanetti, Daiane Aparecida; Milan, Luis Aparecido Second-order autoregressive hidden Markov model. (English) Zbl 1377.62174 Braz. J. Probab. Stat. 31, No. 3, 653-665 (2017). MSC: 62M05 62M10 62P10 PDFBibTeX XMLCite \textit{D. A. Zuanetti} and \textit{L. A. Milan}, Braz. J. Probab. Stat. 31, No. 3, 653--665 (2017; Zbl 1377.62174) Full Text: DOI Euclid
Kharin, Yu. S.; Maltsew, M. V. Statistical analysis of high-order Markov dependencies. (English) Zbl 1370.60119 Acta Comment. Univ. Tartu. Math. 21, No. 1, 79-91 (2017). MSC: 60J10 62M05 62M02 PDFBibTeX XMLCite \textit{Yu. S. Kharin} and \textit{M. V. Maltsew}, Acta Comment. Univ. Tartu. Math. 21, No. 1, 79--91 (2017; Zbl 1370.60119) Full Text: DOI
Shen, Yang; Siu, Tak Kuen Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model. (English) Zbl 1362.93168 J. Ind. Manag. Optim. 13, No. 1, 23-46 (2017). MSC: 93E20 93E11 91G10 60J10 93C41 49K45 PDFBibTeX XMLCite \textit{Y. Shen} and \textit{T. K. Siu}, J. Ind. Manag. Optim. 13, No. 1, 23--46 (2017; Zbl 1362.93168) Full Text: DOI
Min, S.; Park, T. Bayesian variable selection in Poisson change-point regression analysis. (English) Zbl 1364.62221 Commun. Stat., Simulation Comput. 46, No. 3, 2267-2282 (2017). MSC: 62M05 62F15 PDFBibTeX XMLCite \textit{S. Min} and \textit{T. Park}, Commun. Stat., Simulation Comput. 46, No. 3, 2267--2282 (2017; Zbl 1364.62221) Full Text: DOI
Del Campo, Abraham Martín; Cepeda, Sarah; Uhler, Caroline Exact goodness-of-fit testing for the Ising model. (English) Zbl 1422.62272 Scand. J. Stat. 44, No. 2, 285-306 (2017). MSC: 62M05 62H11 82B20 PDFBibTeX XMLCite \textit{A. M. Del Campo} et al., Scand. J. Stat. 44, No. 2, 285--306 (2017; Zbl 1422.62272) Full Text: DOI arXiv Link
Meng, Qing-bin; Zhang, Xin; Bi, Jun-na On optimal proportional reinsurance and investment in a hidden Markov financial market. (English) Zbl 1409.91141 Acta Math. Appl. Sin., Engl. Ser. 33, No. 1, 53-62 (2017). MSC: 91B30 60J20 90C39 PDFBibTeX XMLCite \textit{Q.-b. Meng} et al., Acta Math. Appl. Sin., Engl. Ser. 33, No. 1, 53--62 (2017; Zbl 1409.91141) Full Text: DOI
Giorgio, Massimiliano; Guida, Maurizio; Postiglione, Fabio; Pulcini, Gianpaolo A Bayesian approach for the transformed gamma degradation process. (English) Zbl 1462.62026 Colubi, Ana (ed.) et al., Proceedings of COMPSTAT 2016 – 22nd international conference on computational statistics, Oviedo, Spain, August 23–26, 2016. The Hague: International Statistical Institute; The Hague: International Association for Statistical Computing. 99-109 (2016). MSC: 62-08 62F15 62M05 PDFBibTeX XMLCite \textit{M. Giorgio} et al., in: Proceedings of COMPSTAT 2016 -- 22nd international conference on computational statistics, Oviedo, Spain, August 23--26, 2016. The Hague: International Statistical Institute; The Hague: International Association for Statistical Computing. 99--109 (2016; Zbl 1462.62026)
Chan, Jennifer So Kuen; Wan, Wai Yin Bayesian analysis of Cannabis offences using generalized Poisson geometric process model with flexible dispersion. (English) Zbl 07184800 J. Stat. Comput. Simulation 86, No. 16, 3315-3336 (2016). MSC: 62F15 62M05 62M10 91B70 PDFBibTeX XMLCite \textit{J. S. K. Chan} and \textit{W. Y. Wan}, J. Stat. Comput. Simulation 86, No. 16, 3315--3336 (2016; Zbl 07184800) Full Text: DOI
Georgiadis, Stylianos; Limnios, Nikolaos Nonparametric estimation of interval reliability for discrete-time semi-Markov systems. (English) Zbl 1426.62242 J. Stat. Theory Pract. 10, No. 1, 20-39 (2016). MSC: 62M05 60K15 62G05 62G20 62N05 PDFBibTeX XMLCite \textit{S. Georgiadis} and \textit{N. Limnios}, J. Stat. Theory Pract. 10, No. 1, 20--39 (2016; Zbl 1426.62242) Full Text: DOI
Delaigle, A.; Hall, P. Approximating fragmented functional data by segments of Markov chains. (English) Zbl 1506.62542 Biometrika 103, No. 4, 779-799 (2016). MSC: 62R10 62M05 62G05 62H25 62P10 PDFBibTeX XMLCite \textit{A. Delaigle} and \textit{P. Hall}, Biometrika 103, No. 4, 779--799 (2016; Zbl 1506.62542) Full Text: DOI