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Found 538 Documents (Results 1–100)

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
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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
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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
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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
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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).
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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).
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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
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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
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