Campi, Luciano; Zabaljauregui, Diego Optimal market making under partial information with general intensities. (English) Zbl 1452.91295 Appl. Math. Finance 27, No. 1-2, 1-45 (2020). Reviewer: Weiping Li (Stillwater) MSC: 91G15 60J28 60G35 93E20 PDFBibTeX XMLCite \textit{L. Campi} and \textit{D. Zabaljauregui}, Appl. Math. Finance 27, No. 1--2, 1--45 (2020; Zbl 1452.91295) Full Text: DOI arXiv
Cordeiro, Marcos Tadeu A.; García, Jesús Enrique; González-López, Verónica Andrea; Londoño, Sergio Luis Mercado Partition Markov model for multiple processes. (English) Zbl 1453.60132 Math. Methods Appl. Sci. 43, No. 13, 7677-7691 (2020). MSC: 60J10 62M05 PDFBibTeX XMLCite \textit{M. T. A. Cordeiro} et al., Math. Methods Appl. Sci. 43, No. 13, 7677--7691 (2020; Zbl 1453.60132) Full Text: DOI
Heine, Kari; Whiteley, Nick; Cemgil, A. Taylan Parallelizing particle filters with butterfly interactions. (English) Zbl 1460.62138 Scand. J. Stat. 47, No. 2, 361-396 (2020). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 62M05 62M20 62L12 PDFBibTeX XMLCite \textit{K. Heine} et al., Scand. J. Stat. 47, No. 2, 361--396 (2020; Zbl 1460.62138) Full Text: DOI arXiv
Yan, Dongyan; Guha, Subharup; Ahn, Chul; Tiwari, Ram Semiparametric Bayesian Markov analysis of personalized benefit-risk assessment. (English) Zbl 1446.62293 Ann. Appl. Stat. 14, No. 2, 768-788 (2020). MSC: 62P10 62M05 PDFBibTeX XMLCite \textit{D. Yan} et al., Ann. Appl. Stat. 14, No. 2, 768--788 (2020; Zbl 1446.62293) Full Text: DOI Euclid
Gallardo, Mathias; Pizarro, Daniel; Collins, Toby; Bartoli, Adrien Shape-from-template with curves. (English) Zbl 1477.68354 Int. J. Comput. Vis. 128, No. 1, 121-165 (2020). MSC: 68T45 35Q68 68U05 PDFBibTeX XMLCite \textit{M. Gallardo} et al., Int. J. Comput. Vis. 128, No. 1, 121--165 (2020; Zbl 1477.68354) 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
Williams, Jonathan P.; Storlie, Curtis B.; Therneau, Terry M.; Clifford, R. Jack Jr.; Hannig, Jan A Bayesian approach to multistate hidden Markov models: application to dementia progression. (English) Zbl 1437.62656 J. Am. Stat. Assoc. 115, No. 529, 16-31 (2020). MSC: 62P10 62F15 62M05 PDFBibTeX XMLCite \textit{J. P. Williams} et al., J. Am. Stat. Assoc. 115, No. 529, 16--31 (2020; Zbl 1437.62656) Full Text: DOI arXiv
Arous, Gérard Ben; Gheissari, Reza; Jagannath, Aukosh Algorithmic thresholds for tensor PCA. (English) Zbl 1444.62080 Ann. Probab. 48, No. 4, 2052-2087 (2020). MSC: 62H25 62F10 62M05 62F30 60H30 65C05 46N30 82D30 82C44 PDFBibTeX XMLCite \textit{G. B. Arous} et al., Ann. Probab. 48, No. 4, 2052--2087 (2020; Zbl 1444.62080) Full Text: DOI arXiv Euclid
Ahn, Seonmin; Fox-Kemper, Baylor; Herbert, Timothy; Altabet, Mark; Lawrence, Charles E. Autoregressive statistical modeling of a Peru margin multi-proxy holocene record shows correlation not causation, flickering regimes and persistence. (English) Zbl 1441.86010 J. Stat. Phys. 179, No. 5-6, 1553-1571 (2020). MSC: 86A32 62P20 62M10 62M15 PDFBibTeX XMLCite \textit{S. Ahn} et al., J. Stat. Phys. 179, No. 5--6, 1553--1571 (2020; Zbl 1441.86010) Full Text: DOI Link
George, Sebastian; Jose, Ambily Generalized Poisson hidden Markov model for overdispersed or underdispersed count data. (English) Zbl 1435.62312 Rev. Colomb. Estad. 43, No. 1, 71-82 (2020). MSC: 62M05 62M10 62P10 PDFBibTeX XMLCite \textit{S. George} and \textit{A. Jose}, Rev. Colomb. Estad. 43, No. 1, 71--82 (2020; Zbl 1435.62312) Full Text: DOI
Rovatsos, Georgios; Zou, Shaofeng; Veeravalli, Venugopal V. Sequential algorithms for moving anomaly detection in networks. (English) Zbl 1442.62184 Sequential Anal. 39, No. 1, 6-31 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62L10 62M02 62M05 60G40 62F05 60J10 05C90 PDFBibTeX XMLCite \textit{G. Rovatsos} et al., Sequential Anal. 39, No. 1, 6--31 (2020; Zbl 1442.62184) Full Text: DOI
Cheng, Jun; Park, Ju H.; Cao, Jinde; Qi, Wenhai A hidden mode observation approach to finite-time SOFC of Markovian switching systems with quantization. (English) Zbl 1434.93019 Nonlinear Dyn. 100, No. 1, 509-521 (2020). MSC: 93B52 93E99 PDFBibTeX XMLCite \textit{J. Cheng} et al., Nonlinear Dyn. 100, No. 1, 509--521 (2020; Zbl 1434.93019) Full Text: DOI
Wu, Polin; Siwasarit, Wasin Capturing the order imbalance with hidden Markov model: a case of SET50 and KOSPI50. (English) Zbl 1437.91422 Asia-Pac. Financ. Mark. 27, No. 1, 115-144 (2020). MSC: 91G15 62P05 62M05 PDFBibTeX XMLCite \textit{P. Wu} and \textit{W. Siwasarit}, Asia-Pac. Financ. Mark. 27, No. 1, 115--144 (2020; Zbl 1437.91422) Full Text: DOI
Mogensen, Søren Wengel; Hansen, Niels Richard Markov equivalence of marginalized local independence graphs. (English) Zbl 1441.62221 Ann. Stat. 48, No. 1, 539-559 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M05 62A01 62H22 62P10 PDFBibTeX XMLCite \textit{S. W. Mogensen} and \textit{N. R. Hansen}, Ann. Stat. 48, No. 1, 539--559 (2020; Zbl 1441.62221) Full Text: DOI arXiv Euclid
Su, Weizhe; Wang, Xia Hidden Markov model in multiple testing on dependent count data. (English) Zbl 07194319 J. Stat. Comput. Simulation 90, No. 5, 889-906 (2020). MSC: 62M02 62F15 PDFBibTeX XMLCite \textit{W. Su} and \textit{X. Wang}, J. Stat. Comput. Simulation 90, No. 5, 889--906 (2020; Zbl 07194319) Full Text: DOI
Rocher, Gérald; Tigli, Jean-Yves; Lavirotte, Stéphane; Le Thanh, Nhan Effectiveness assessment of cyber-physical systems. (English) Zbl 1468.93124 Int. J. Approx. Reasoning 118, 112-132 (2020). MSC: 93C83 62M05 68T37 PDFBibTeX XMLCite \textit{G. Rocher} et al., Int. J. Approx. Reasoning 118, 112--132 (2020; Zbl 1468.93124) Full Text: DOI arXiv
Lember, Jüri; Sova, Joonas Existence of infinite Viterbi path for pairwise Markov models. (English) Zbl 1475.62230 Stochastic Processes Appl. 130, No. 3, 1388-1425 (2020). MSC: 62M05 60J10 60J20 PDFBibTeX XMLCite \textit{J. Lember} and \textit{J. Sova}, Stochastic Processes Appl. 130, No. 3, 1388--1425 (2020; Zbl 1475.62230) Full Text: DOI arXiv
Park, Jong Hee; Sohn, Yunkyu Detecting structural changes in longitudinal network data. (English) Zbl 1436.62401 Bayesian Anal. 15, No. 1, 133-157 (2020). MSC: 62M05 62H11 62R10 62F15 62P99 62R40 PDFBibTeX XMLCite \textit{J. H. Park} and \textit{Y. Sohn}, Bayesian Anal. 15, No. 1, 133--157 (2020; Zbl 1436.62401) Full Text: DOI arXiv Euclid
Wang, Xuelian; Xia, Jianwei; Wang, Jing; Wang, Jian; Wang, Zhen Passive state estimation for fuzzy jumping neural networks with fading channels based on the hidden Markov model. (English) Zbl 07571233 Physica A 535, Article ID 122437, 12 p. (2019). MSC: 82-XX PDFBibTeX XMLCite \textit{X. Wang} et al., Physica A 535, Article ID 122437, 12 p. (2019; Zbl 07571233) Full Text: DOI
Xu, Ting; Jiang, Ruisen; Wen, Changlei; Liu, Meijun; Zhou, Jiehan A hybrid model for lane change prediction with V2X-based driver assistance. (English) Zbl 07570641 Physica A 534, Article ID 122033, 14 p. (2019). MSC: 82-XX PDFBibTeX XMLCite \textit{T. Xu} et al., Physica A 534, Article ID 122033, 14 p. (2019; Zbl 07570641) Full Text: DOI
Zheng, Jing; Huang, Jiafang; Tong, Changqing The order estimation for hidden Markov models. (English) Zbl 07568370 Physica A 527, Article ID 121462, 6 p. (2019). MSC: 82-XX PDFBibTeX XMLCite \textit{J. Zheng} et al., Physica A 527, Article ID 121462, 6 p. (2019; Zbl 07568370) Full Text: DOI
Guruswami, Venkatesan; Nakkiran, Preetum; Sudan, Madhu Algorithmic polarization for hidden Markov models. (English) Zbl 07559082 Blum, Avrim (ed.), 10th innovations in theoretical computer science conference, ITCS 2019, January 10–12, 2019, San Diego, CA, USA. Wadern: Schloss Dagstuhl – Leibniz Zentrum für Informatik. LIPIcs – Leibniz Int. Proc. Inform. 124, Article 39, 19 p. (2019). MSC: 68Qxx PDFBibTeX XMLCite \textit{V. Guruswami} et al., LIPIcs -- Leibniz Int. Proc. Inform. 124, Article 39, 19 p. (2019; Zbl 07559082) Full Text: DOI arXiv
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
Zhang, Yong; Zhang, Liyi; Han, Jianfeng; Geng, Yanxiang; Li, Jinzhao Gas source parameters estimation and localization with Gaussian mixture filtering method in sensor networks. (English) Zbl 1472.62171 J. Nonlinear Convex Anal. 20, No. 5, 849-864 (2019). MSC: 62P30 62M05 62F15 PDFBibTeX XMLCite \textit{Y. Zhang} et al., J. Nonlinear Convex Anal. 20, No. 5, 849--864 (2019; Zbl 1472.62171) Full Text: Link
Lagona, Francesco; Barbi, Elisabetta Segmentation of mortality surfaces by hidden Markov models. (English) Zbl 07289535 Stat. Model. 19, No. 3, 276-298 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{F. Lagona} and \textit{E. Barbi}, Stat. Model. 19, No. 3, 276--298 (2019; Zbl 07289535) Full Text: DOI
Jokar, Meysam; Salarieh, Hassan; Alasty, Aria On the existence of proper stochastic Markov models for statistical reconstruction and prediction of chaotic time series. (English) Zbl 1448.37099 Chaos Solitons Fractals 123, 373-382 (2019). MSC: 37M10 62M05 PDFBibTeX XMLCite \textit{M. Jokar} et al., Chaos Solitons Fractals 123, 373--382 (2019; Zbl 1448.37099) Full Text: DOI
Baldoni, Pedro L.; Rashid, Naim U.; Ibrahim, Joseph G. Improved detection of epigenomic marks with mixed-effects hidden Markov models. (English) Zbl 1448.62150 Biometrics 75, No. 4, 1401-1413 (2019). MSC: 62P10 62M05 62J05 62H12 92D20 PDFBibTeX XMLCite \textit{P. L. Baldoni} et al., Biometrics 75, No. 4, 1401--1413 (2019; Zbl 1448.62150) Full Text: DOI
Glennie, Richard; Borchers, David L.; Murchie, Matthew; Harmsen, Bart J.; Foster, Rebecca J. Open population maximum likelihood spatial capture-recapture. (English) Zbl 1448.62164 Biometrics 75, No. 4, 1345-1355 (2019). MSC: 62P10 62M05 62N05 PDFBibTeX XMLCite \textit{R. Glennie} et al., Biometrics 75, No. 4, 1345--1355 (2019; Zbl 1448.62164) Full Text: DOI
Su, Lei; Ye, Dan Static output feedback control for discrete-time hidden Markov jump systems against deception attacks. (English) Zbl 1447.93113 Int. J. Robust Nonlinear Control 29, No. 18, 6616-6637 (2019). MSC: 93B52 93C55 93E03 PDFBibTeX XMLCite \textit{L. Su} and \textit{D. Ye}, Int. J. Robust Nonlinear Control 29, No. 18, 6616--6637 (2019; Zbl 1447.93113) Full Text: DOI
Baltazar-Larios, F.; Esparza, Luz Judith R. Bayesian estimation for the Markov-modulated diffusion risk model. (English) Zbl 1436.62486 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, 15-31 (2019). MSC: 62P05 62M02 62M05 60J74 91B05 PDFBibTeX XMLCite \textit{F. Baltazar-Larios} and \textit{L. J. R. Esparza}, Springer Proc. Math. Stat. 301, 15--31 (2019; Zbl 1436.62486) Full Text: DOI
Bouzbita, Safae; El Afia, Abdellatif; Faizi, Rdouan Hidden Markov model classifier for the adaptive ACS-TSP pheromone parameters. (English) Zbl 1440.62317 Talbi, El-Ghazali (ed.) et al., Bioinspired heuristics for optimization. Selected papers of the 6th international conference on metaheuristics and nature inspired computing, Marrakech, Morocco, October 27– 31, 2016. Cham: Springer. Stud. Comput. Intell. 774, 153-169 (2019). MSC: 62M05 62H30 62H86 62P10 PDFBibTeX XMLCite \textit{S. Bouzbita} et al., Stud. Comput. Intell. 774, 153--169 (2019; Zbl 1440.62317) Full Text: DOI
Lagona, Francesco A copula-based hidden Markov model for toroidal time series. (English) Zbl 1434.62190 Petrucci, Alessandra (ed.) et al., New statistical developments in data science – SIS 2017. Extended versions of papers based on the conference on statistics and data science: new challenges, new generations, Florence, Italy, June 28–30, 2017. Cham: Springer. Springer Proc. Math. Stat. 288, 435-446 (2019). MSC: 62M10 62H05 62P12 62M05 PDFBibTeX XMLCite \textit{F. Lagona}, Springer Proc. Math. Stat. 288, 435--446 (2019; Zbl 1434.62190) Full Text: DOI
Alquier, Pierre; Doukhan, Paul; Fan, Xiequan Exponential inequalities for nonstationary Markov chains. (English) Zbl 1434.60171 Depend. Model. 7, 150-168 (2019). MSC: 60J05 60E15 62M05 62M10 62M20 68Q32 PDFBibTeX XMLCite \textit{P. Alquier} et al., Depend. Model. 7, 150--168 (2019; Zbl 1434.60171) 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
Saraiva, E. F.; Pereira, C. A. B.; Suzuki, A. K. A data-driven selection of the number of clusters in the Dirichlet allocation model via Bayesian mixture modelling. (English) Zbl 07193871 J. Stat. Comput. Simulation 89, No. 15, 2848-2870 (2019). MSC: 62M05 PDFBibTeX XMLCite \textit{E. F. Saraiva} et al., J. Stat. Comput. Simulation 89, No. 15, 2848--2870 (2019; Zbl 07193871) Full Text: DOI
Marteau, Pierre-François Times series averaging and denoising from a probabilistic perspective on time-elastic kernels. (English) Zbl 1458.62206 Int. J. Appl. Math. Comput. Sci. 29, No. 2, 375-392 (2019). MSC: 62M10 62M05 62M15 62H30 60G35 PDFBibTeX XMLCite \textit{P.-F. Marteau}, Int. J. Appl. Math. Comput. Sci. 29, No. 2, 375--392 (2019; Zbl 1458.62206) Full Text: DOI arXiv
Li, Bin; Wu, Yik-Chung Convergence of Gaussian belief propagation under general pairwise factorization: connecting Gaussian MRF with pairwise linear Gaussian model. (English) Zbl 1441.62220 J. Mach. Learn. Res. 20, Paper No. 144, 30 p. (2019). MSC: 62M05 60G15 PDFBibTeX XMLCite \textit{B. Li} and \textit{Y.-C. Wu}, J. Mach. Learn. Res. 20, Paper No. 144, 30 p. (2019; Zbl 1441.62220) Full Text: Link
Wirsik, Norman; Otto-Sobotka, Fabian; Pigeot, Iris Modeling physical activity data using \(L_0\)-penalized expectile regression. (English) Zbl 1429.62629 Biom. J. 61, No. 6, 1371-1384 (2019). MSC: 62P10 PDFBibTeX XMLCite \textit{N. Wirsik} et al., Biom. J. 61, No. 6, 1371--1384 (2019; Zbl 1429.62629) Full Text: DOI
Mastrantonio, Gianluca; Grazian, Clara; Mancinelli, Sara; Bibbona, Enrico New formulation of the logistic-Gaussian process to analyze trajectory tracking data. (English) Zbl 1435.62414 Ann. Appl. Stat. 13, No. 4, 2483-2508 (2019). MSC: 62P12 62P10 62M30 62H11 92D50 PDFBibTeX XMLCite \textit{G. Mastrantonio} et al., Ann. Appl. Stat. 13, No. 4, 2483--2508 (2019; Zbl 1435.62414) Full Text: DOI arXiv Euclid
Worthington, Hannah; McCrea, Rachel; King, Ruth; Griffiths, Richard Estimating abundance from multiple sampling capture-recapture data via a multi-state multi-period stopover model. (English) Zbl 1437.62325 Ann. Appl. Stat. 13, No. 4, 2043-2064 (2019). MSC: 62M05 62P12 62P10 92D50 PDFBibTeX XMLCite \textit{H. Worthington} et al., Ann. Appl. Stat. 13, No. 4, 2043--2064 (2019; Zbl 1437.62325) Full Text: DOI arXiv Euclid
Pozdnyakov, Vladimir; Elbroch, L. Mark; Labarga, Anthony; Meyer, Thomas; Yan, Jun Discretely observed Brownian motion governed by telegraph process: estimation. (English) Zbl 1434.62176 Methodol. Comput. Appl. Probab. 21, No. 3, 907-920 (2019). MSC: 62M05 62P10 60J65 90C39 PDFBibTeX XMLCite \textit{V. Pozdnyakov} et al., Methodol. Comput. Appl. Probab. 21, No. 3, 907--920 (2019; Zbl 1434.62176) Full Text: DOI
Shi, Chaochen; Yu, Jiangshan A hidden Markov model-based method for virtual machine anomaly detection. (English) Zbl 1428.68045 Steinfeld, Ron (ed.) et al., Provable security. 13th international conference, ProvSec 2019, Cairns, QLD, Australia, October 1–4, 2019. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 11821, 372-380 (2019). MSC: 68M11 PDFBibTeX XMLCite \textit{C. Shi} and \textit{J. Yu}, Lect. Notes Comput. Sci. 11821, 372--380 (2019; Zbl 1428.68045) Full Text: DOI
Schmisser, Émeline Non parametric estimation of the diffusion coefficients of a diffusion with jumps. (English) Zbl 1428.62378 Stochastic Processes Appl. 129, No. 12, 5364-5405 (2019). MSC: 62M05 60J60 62G05 62G07 62G08 PDFBibTeX XMLCite \textit{É. Schmisser}, Stochastic Processes Appl. 129, No. 12, 5364--5405 (2019; Zbl 1428.62378) Full Text: DOI arXiv
Li, Feng; Song, Shuai; Zhao, Jianrong; Xu, Shengyuan; Zhang, Zhengqiang Synchronization control for Markov jump neural networks subject to HMM observation and partially known detection probabilities. (English) Zbl 1428.93010 Appl. Math. Comput. 360, 1-13 (2019). MSC: 93A14 39A60 92B20 93E15 PDFBibTeX XMLCite \textit{F. Li} et al., Appl. Math. Comput. 360, 1--13 (2019; Zbl 1428.93010) Full Text: DOI
Lawler, Ethan; Whoriskey, Kim; Aeberhard, William H.; Field, Chris; Mills Flemming, Joanna The conditionally autoregressive hidden Markov model (CarHMM): inferring behavioural states from animal tracking data exhibiting conditional autocorrelation. (English) Zbl 1428.62490 J. Agric. Biol. Environ. Stat. 24, No. 4, 651-668 (2019). MSC: 62P12 62M05 62M10 92D50 PDFBibTeX XMLCite \textit{E. Lawler} et al., J. Agric. Biol. Environ. Stat. 24, No. 4, 651--668 (2019; Zbl 1428.62490) Full Text: DOI arXiv
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
Maheu, John M.; Zamenjani, Azam Shamsi Applications in finance. (English) Zbl 1428.62285 Frühwirth-Schnatter, Sylvia (ed.) et al., Handbook of mixture analysis. Boca Raton, FL: CRC Press. Chapman Hall/CRC Handb. Mod. Stat. Methods, 407-437 (2019). MSC: 62H30 62P05 62M05 PDFBibTeX XMLCite \textit{J. M. Maheu} and \textit{A. S. Zamenjani}, in: Handbook of mixture analysis. Boca Raton, FL: CRC Press. 407--437 (2019; Zbl 1428.62285)
Forbes, Florence Mixture models for image analysis. (English) Zbl 1428.62271 Frühwirth-Schnatter, Sylvia (ed.) et al., Handbook of mixture analysis. Boca Raton, FL: CRC Press. Chapman Hall/CRC Handb. Mod. Stat. Methods, 385-405 (2019). MSC: 62H30 62H35 62P30 PDFBibTeX XMLCite \textit{F. Forbes}, in: Handbook of mixture analysis. Boca Raton, FL: CRC Press. 385--405 (2019; Zbl 1428.62271)
Eguchi, Shoichi; Masuda, Hiroki Data driven time scale in Gaussian quasi-likelihood inference. (English) Zbl 1433.62247 Stat. Inference Stoch. Process. 22, No. 3, 383-430 (2019). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M05 62F12 60J60 60G15 60H10 62B10 PDFBibTeX XMLCite \textit{S. Eguchi} and \textit{H. Masuda}, Stat. Inference Stoch. Process. 22, No. 3, 383--430 (2019; Zbl 1433.62247) Full Text: DOI arXiv
Loomis, Samuel P.; Crutchfield, James P. Strong and weak optimizations in classical and quantum models of stochastic processes. (English) Zbl 1423.60170 J. Stat. Phys. 176, No. 6, 1317-1342 (2019). MSC: 60K40 60G05 60J20 81P45 PDFBibTeX XMLCite \textit{S. P. Loomis} and \textit{J. P. Crutchfield}, J. Stat. Phys. 176, No. 6, 1317--1342 (2019; Zbl 1423.60170) Full Text: DOI arXiv Link
Wang, Qiyao; Feng, Hui; Hu, Bo; Luo, Lingbing Target motion model estimation and sensor scheduling for tracking tasks in wireless sensor networks. (Chinese. English summary) Zbl 1438.90064 J. Fudan Univ., Nat. Sci. 58, No. 2, 221-230 (2019). MSC: 90B18 94A05 PDFBibTeX XMLCite \textit{Q. Wang} et al., J. Fudan Univ., Nat. Sci. 58, No. 2, 221--230 (2019; Zbl 1438.90064)
van den Hout, Ardo; Muniz-Terrera, Graciela Hidden three-state survival model for bivariate longitudinal count data. (English) Zbl 1429.62620 Lifetime Data Anal. 25, No. 3, 529-545 (2019). MSC: 62P10 62M05 62N05 PDFBibTeX XMLCite \textit{A. van den Hout} and \textit{G. Muniz-Terrera}, Lifetime Data Anal. 25, No. 3, 529--545 (2019; Zbl 1429.62620) Full Text: DOI
Tabar, Vahid Rezaei; Fathipor, Hosna; Pérez-Sánchez, Horacio; Eskandari, Farzad; Plewczynski, Dariusz Mixture of forward-directed and backward-directed autoregressive hidden Markov models for time series modeling. (English) Zbl 1438.62153 J. Iran. Stat. Soc. JIRSS 18, No. 1, 89-112 (2019). MSC: 62M05 62M10 62H22 PDFBibTeX XMLCite \textit{V. R. Tabar} et al., J. Iran. Stat. Soc. JIRSS 18, No. 1, 89--112 (2019; Zbl 1438.62153) Full Text: DOI
Adam, Timo; Langrock, Roland; Weiß, Christian H. Penalized estimation of flexible hidden Markov models for time series of counts. (English) Zbl 1427.62091 Metron 77, No. 2, 87-104 (2019). MSC: 62M05 62M10 62G05 62P12 62P10 86A15 PDFBibTeX XMLCite \textit{T. Adam} et al., Metron 77, No. 2, 87--104 (2019; Zbl 1427.62091) Full Text: DOI arXiv
Lin, Yi-wei; Li, Zhen-wei; Song, Yu-ping Bias free threshold estimation for jump intensity function. (English) Zbl 1438.62092 Appl. Math., Ser. B (Engl. Ed.) 34, No. 3, 309-325 (2019). MSC: 62G20 62M05 60J76 62G07 60J60 PDFBibTeX XMLCite \textit{Y.-w. Lin} et al., Appl. Math., Ser. B (Engl. Ed.) 34, No. 3, 309--325 (2019; Zbl 1438.62092) Full Text: DOI
Houdré, C.; Kerchev, G. On the rate of convergence for the length of the longest common subsequences in hidden Markov models. (English) Zbl 1415.60013 J. Appl. Probab. 56, No. 2, 558-573 (2019). MSC: 60C05 05A05 60F10 PDFBibTeX XMLCite \textit{C. Houdré} and \textit{G. Kerchev}, J. Appl. Probab. 56, No. 2, 558--573 (2019; Zbl 1415.60013) Full Text: DOI arXiv
Barbu, Vlad Stefan; Beltaief, Slim; Pergamenshchikov, Sergey Robust adaptive efficient estimation for semi-Markov nonparametric regression models. (English) Zbl 1420.62168 Stat. Inference Stoch. Process. 22, No. 2, 187-231 (2019). MSC: 62G08 62G05 62G35 62M05 PDFBibTeX XMLCite \textit{V. S. Barbu} et al., Stat. Inference Stoch. Process. 22, No. 2, 187--231 (2019; Zbl 1420.62168) Full Text: DOI arXiv
Kong, Xin-Bing; Liu, Zhi; Zhou, Wang A rank test for the number of factors with high-frequency data. (English) Zbl 1452.62776 J. Econom. 211, No. 2, 439-460 (2019). MSC: 62P05 62M05 62H25 62M10 62H12 60F05 PDFBibTeX XMLCite \textit{X.-B. Kong} et al., J. Econom. 211, No. 2, 439--460 (2019; Zbl 1452.62776) Full Text: DOI
El Omari, Mohamed; El Maroufy, Hamid; Fuchs, Christiane Non parametric estimation for fractional diffusion processes with random effects. (English) Zbl 1440.62318 Statistics 53, No. 4, 753-769 (2019). MSC: 62M05 60G22 60H10 62G07 62G20 PDFBibTeX XMLCite \textit{M. El Omari} et al., Statistics 53, No. 4, 753--769 (2019; Zbl 1440.62318) Full Text: DOI arXiv
Koskela, Jere; Spanò, Dario; Jenkins, Paul A. Consistency of Bayesian nonparametric inference for discretely observed jump diffusions. (English) Zbl 1466.62381 Bernoulli 25, No. 3, 2183-2205 (2019). MSC: 62M05 60J60 62F15 62G05 62G20 PDFBibTeX XMLCite \textit{J. Koskela} et al., Bernoulli 25, No. 3, 2183--2205 (2019; Zbl 1466.62381) Full Text: DOI arXiv Euclid
Li, Jingjie; Wu, Jiang-Lun; Zhang, Guang Estimation of intrinsic growth factors in a class of stochastic population model. (English) Zbl 1415.60064 Stochastic Anal. Appl. 37, No. 4, 602-619 (2019). MSC: 60H10 62F12 62M05 PDFBibTeX XMLCite \textit{J. Li} et al., Stochastic Anal. Appl. 37, No. 4, 602--619 (2019; Zbl 1415.60064) Full Text: DOI Link
Kordnoori, Shaghayegh; Mostafaei, Hamidreza; Behzadi, Mohammadhassan An application of a semi-hidden Markov model in wireless communication systems. (English) Zbl 1452.60043 Math. Sci., Springer 13, No. 1, 61-67 (2019). MSC: 60J22 60K15 90B18 68M10 PDFBibTeX XMLCite \textit{S. Kordnoori} et al., Math. Sci., Springer 13, No. 1, 61--67 (2019; Zbl 1452.60043) Full Text: DOI
Wang, Xia; Shojaie, Ali; Zou, Jian Bayesian hidden Markov models for dependent large-scale multiple testing. (English) Zbl 1507.62180 Comput. Stat. Data Anal. 136, 123-136 (2019). MSC: 62-08 62F15 62J15 62M05 62P10 PDFBibTeX XMLCite \textit{X. Wang} et al., Comput. Stat. Data Anal. 136, 123--136 (2019; Zbl 1507.62180) Full Text: DOI Link
Li, Yang; Ning, Shaoyang; Calvo, Sarah E.; Mootha, Vamsi K.; Liu, Jun S. Bayesian hidden Markov tree models for clustering genes with shared evolutionary history. (English) Zbl 1417.62319 Ann. Appl. Stat. 13, No. 1, 606-637 (2019). MSC: 62P10 92D20 62H30 62M05 PDFBibTeX XMLCite \textit{Y. Li} et al., Ann. Appl. Stat. 13, No. 1, 606--637 (2019; Zbl 1417.62319) Full Text: DOI arXiv Euclid
Prügel-Bennett, Adam The probability companion for engineering and computer science. (English) Zbl 1456.60001 Cambridge: Cambridge University Press (ISBN 978-1-108-48053-6/hbk; 978-1-108-72770-9/pbk; 978-1-108-63534-9/ebook). xv, 457 p. (2019). Reviewer: Ludwig Paditz (Dresden) MSC: 60-01 00A06 00-01 62P30 60J20 60G15 PDFBibTeX XMLCite \textit{A. Prügel-Bennett}, The probability companion for engineering and computer science. Cambridge: Cambridge University Press (2019; Zbl 1456.60001) Full Text: DOI
Maharaj, Elizabeth Ann; D’Urso, Pierpaolo; Caiado, Jorge Time series clustering and classification. (English) Zbl 1435.62006 Chapman & Hall/CRC Computer Science & Data Analysis Series. Boca Raton, FL: CRC Press (ISBN 978-1-4987-7321-8/hbk; 978-0-429-05826-4/ebook). xv, 228 p. (2019). Reviewer: Ludwig Paditz (Dresden) MSC: 62-01 62M10 62H30 91C20 62M05 PDFBibTeX XMLCite \textit{E. A. Maharaj} et al., Time series clustering and classification. Boca Raton, FL: CRC Press (2019; Zbl 1435.62006) Full Text: DOI Link
Peyravi, Farzad; Latif, Alimohammad; Moshtaghioun, Seyed Mohammad A composite approach to protein tertiary structure prediction: hidden Markov model based on lattice. (English) Zbl 1415.92139 Bull. Math. Biol. 81, No. 3, 899-918 (2019). MSC: 92D20 62P10 PDFBibTeX XMLCite \textit{F. Peyravi} et al., Bull. Math. Biol. 81, No. 3, 899--918 (2019; Zbl 1415.92139) Full Text: DOI
Gagliardini, Patrick; Gouriéroux, Christian Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects. (English) Zbl 1452.62908 J. Econom. 208, No. 2, 613-637 (2019). MSC: 62P20 62M10 62M05 PDFBibTeX XMLCite \textit{P. Gagliardini} and \textit{C. Gouriéroux}, J. Econom. 208, No. 2, 613--637 (2019; Zbl 1452.62908) Full Text: DOI
Oflaz, Zarina Nukeshtayeva; Yozgatligil, Ceylan; Selcuk-Kestel, A. Sevtap Aggregate claim estimation using bivariate hidden Markov model. (English) Zbl 1419.91381 ASTIN Bull. 49, No. 1, 189-215 (2019). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{Z. N. Oflaz} et al., ASTIN Bull. 49, No. 1, 189--215 (2019; Zbl 1419.91381) Full Text: DOI
Huang, Mian; Huang, Yue; He, Kang Estimation and testing nonhomogeneity of hidden Markov model with application in financial time series. (English) Zbl 07035337 Stat. Interface 12, No. 2, 215-225 (2019). MSC: 60J99 62G08 62G10 PDFBibTeX XMLCite \textit{M. Huang} et al., Stat. Interface 12, No. 2, 215--225 (2019; Zbl 07035337) Full Text: DOI
Song, Yuping; Chen, Ying; Wang, Zhouwei Bias correction estimation for a continuous-time asset return model with jumps. (English) Zbl 1419.62214 J. Time Ser. Anal. 40, No. 1, 66-101 (2019). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M05 60J60 62G20 62P05 PDFBibTeX XMLCite \textit{Y. Song} et al., J. Time Ser. Anal. 40, No. 1, 66--101 (2019; Zbl 1419.62214) Full Text: DOI arXiv
Xia, Ye-Mao; Tang, Nian-Sheng Bayesian analysis for mixture of latent variable hidden Markov models with multivariate longitudinal data. (English) Zbl 1507.62188 Comput. Stat. Data Anal. 132, 190-211 (2019). MSC: 62-08 62F15 62M05 PDFBibTeX XMLCite \textit{Y.-M. Xia} and \textit{N.-S. Tang}, Comput. Stat. Data Anal. 132, 190--211 (2019; Zbl 1507.62188) Full Text: DOI
Lagona, Francesco Copula-based segmentation of cylindrical time series. (English) Zbl 1407.62416 Stat. Probab. Lett. 144, 16-22 (2019). MSC: 62P12 62M05 PDFBibTeX XMLCite \textit{F. Lagona}, Stat. Probab. Lett. 144, 16--22 (2019; Zbl 1407.62416) Full Text: DOI
Shen, Ying; Wu, Zheng-Guang; Shi, Peng; Shu, Zhan; Karimi, Hamid Reza \(H_\infty\) control of Markov jump time-delay systems under asynchronous controller and quantizer. (English) Zbl 1406.93374 Automatica 99, 352-360 (2019). MSC: 93E15 93B36 60J75 93E03 93B52 PDFBibTeX XMLCite \textit{Y. Shen} et al., Automatica 99, 352--360 (2019; Zbl 1406.93374) Full Text: DOI
Lehéricy, Luc Consistent order estimation for nonparametric hidden Markov models. (English) Zbl 1442.62191 Bernoulli 25, No. 1, 464-498 (2019). MSC: 62M05 62M09 62M15 62G05 62G07 62G30 62H15 PDFBibTeX XMLCite \textit{L. Lehéricy}, Bernoulli 25, No. 1, 464--498 (2019; Zbl 1442.62191) Full Text: DOI arXiv Euclid
Langrock, Roland; Adam, Timo; Leos-Barajas, Vianey; Mews, Sina; Miller, David L.; Papastamatiou, Yannis P. Spline-based nonparametric inference in general state-switching models. (English) Zbl 07778330 Stat. Neerl. 72, No. 3, 179-200 (2018). MSC: 62Mxx 62Pxx 62Gxx PDFBibTeX XMLCite \textit{R. Langrock} et al., Stat. Neerl. 72, No. 3, 179--200 (2018; Zbl 07778330) Full Text: DOI
Elliott, Robert J.; Siu, Tak Kuen; Lau, John W. A hidden Markov regime-switching smooth transition model. (English) Zbl 1507.62283 Stud. Nonlinear Dyn. Econom. 22, No. 4, Article ID 20160061, 21 p. (2018). MSC: 62M10 62M05 62M20 62P20 91B84 PDFBibTeX XMLCite \textit{R. J. Elliott} et al., Stud. Nonlinear Dyn. Econom. 22, No. 4, Article ID 20160061, 21 p. (2018; Zbl 1507.62283) Full Text: DOI
Rosen, Yohei M.; Paten, Benedict J. An average-case sublinear exact Li and Stephens forward algorithm. (English) Zbl 1494.92073 Parida, Laxmi (ed.) et al., 18th international workshop on algorithms in bioinformatics, WABI 2018, Helsinki, Finland, August 20–22, 2018. Proceedings. Wadern: Schloss Dagstuhl – Leibniz Zentrum für Informatik. LIPIcs – Leibniz Int. Proc. Inform. 113, Article 9, 13 p. (2018). MSC: 92D10 92-08 PDFBibTeX XMLCite \textit{Y. M. Rosen} and \textit{B. J. Paten}, LIPIcs -- Leibniz Int. Proc. Inform. 113, Article 9, 13 p. (2018; Zbl 1494.92073) Full Text: DOI
Rosenthal, Jeffrey S. Stochastic simulation of sequential game-theory voting models. (English) Zbl 07550084 Commun. Stat., Simulation Comput. 47, No. 7, 2040-2054 (2018). MSC: 91A06 62M05 62F10 91F10 PDFBibTeX XMLCite \textit{J. S. Rosenthal}, Commun. Stat., Simulation Comput. 47, No. 7, 2040--2054 (2018; Zbl 07550084) Full Text: DOI
Campillo, Fabien; Joannides, Marc; Larramendy-Valverde, Irène Parameter identification for a stochastic logistic growth model with extinction. (English) Zbl 07549485 Commun. Stat., Simulation Comput. 47, No. 3, 721-737 (2018). MSC: 62M05 62P10 PDFBibTeX XMLCite \textit{F. Campillo} et al., Commun. Stat., Simulation Comput. 47, No. 3, 721--737 (2018; Zbl 07549485) Full Text: DOI
Huang, Mian; Ji, Qinghua; Yao, Weixin Semiparametric hidden Markov model with non-parametric regression. (English) Zbl 1508.62206 Commun. Stat., Theory Methods 47, No. 21, 5196-5204 (2018). MSC: 62M05 62G08 PDFBibTeX XMLCite \textit{M. Huang} et al., Commun. Stat., Theory Methods 47, No. 21, 5196--5204 (2018; Zbl 1508.62206) Full Text: DOI
Nystrup, Peter; Madsen, Henrik; Lindström, Erik Dynamic portfolio optimization across hidden market regimes. (English) Zbl 1471.91509 Quant. Finance 18, No. 1, 83-95 (2018). MSC: 91G10 93B45 93E20 PDFBibTeX XMLCite \textit{P. Nystrup} et al., Quant. Finance 18, No. 1, 83--95 (2018; Zbl 1471.91509) Full Text: DOI Link
Huang, Qingqing; Kakade, Sham M.; Kong, Weihao; Valiant, Gregory Recovering structured probability matrices. (English) Zbl 1462.68157 Karlin, Anna R. (ed.), 9th innovations in theoretical computer science conference, ITCS 2018, Cambridge, MA, USA, January 11–14, 2018. Wadern: Schloss Dagstuhl – Leibniz Zentrum für Informatik. LIPIcs – Leibniz Int. Proc. Inform. 94, Article 46, 14 p. (2018). MSC: 68T05 60B20 62H12 PDFBibTeX XMLCite \textit{Q. Huang} et al., LIPIcs -- Leibniz Int. Proc. Inform. 94, Article 46, 14 p. (2018; Zbl 1462.68157) Full Text: DOI arXiv
Ahmadian Ramaki, Ali; Rasoolzadegan, Abbas; Javan Jafari, Abbas A systematic review on intrusion detection based on the hidden Markov model. (English) Zbl 07260735 Stat. Anal. Data Min. 11, No. 3, 111-134 (2018). MSC: 62-XX 68-XX PDFBibTeX XMLCite \textit{A. Ahmadian Ramaki} et al., Stat. Anal. Data Min. 11, No. 3, 111--134 (2018; Zbl 07260735) Full Text: DOI
He, Zichang; Jiang, Wen An evidential Markov decision making model. (English) Zbl 1450.62100 Inf. Sci. 467, 357-372 (2018). MSC: 62M05 62C25 60A05 PDFBibTeX XMLCite \textit{Z. He} and \textit{W. Jiang}, Inf. Sci. 467, 357--372 (2018; Zbl 1450.62100) Full Text: DOI arXiv
Steeneck, Daniel; Eng-Larsson, Fredrik The Baum-Welch algorithm with limiting distribution constraints. (English) Zbl 1476.62174 Oper. Res. Lett. 46, No. 6, 563-567 (2018). MSC: 62M05 PDFBibTeX XMLCite \textit{D. Steeneck} and \textit{F. Eng-Larsson}, Oper. Res. Lett. 46, No. 6, 563--567 (2018; Zbl 1476.62174) Full Text: DOI
Shen, Chen; Huang, Wei A Kullback-Leibler-based IMM information filter for the jump Markov system with unknown noise. (English) Zbl 1428.62379 Circuits Syst. Signal Process. 37, No. 9, 4065-4081 (2018). MSC: 62M05 62F15 62M20 94A17 93E11 PDFBibTeX XMLCite \textit{C. Shen} and \textit{W. Huang}, Circuits Syst. Signal Process. 37, No. 9, 4065--4081 (2018; Zbl 1428.62379) Full Text: DOI
Zhang, Xilai; Zhao, Jianhui; Cai, Bo Prediction model with dynamic adjustment for single time series of PM2.5. (Chinese. English summary) Zbl 1424.62155 Acta Autom. Sin. 44, No. 10, 1790-1798 (2018). MSC: 62M20 62M10 62P12 62M05 PDFBibTeX XMLCite \textit{X. Zhang} et al., Acta Autom. Sin. 44, No. 10, 1790--1798 (2018; Zbl 1424.62155) Full Text: DOI
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming Pricing dynamic fund protection under hidden Markov models. (English) Zbl 1473.91014 IMA J. Manag. Math. 29, No. 1, 99-117 (2018). MSC: 91G05 PDFBibTeX XMLCite \textit{K. Fan} et al., IMA J. Manag. Math. 29, No. 1, 99--117 (2018; Zbl 1473.91014) Full Text: DOI
Dobrovidov, A.; Vasilyev, V. Nonparametric PU learning of state estimation in Markov switching model. (English) Zbl 1414.62347 Bertail, Patrice (ed.) et al., Nonparametric statistics. 3rd ISNPS, Avignon, France, June 2016. Seleced papers of the 3rd conference of the International Society for Nonparametric Statistics (ISNPS), Avignon, France, June 11–16, 2016. Cham: Springer. Springer Proc. Math. Stat. 250, 15-29 (2018). MSC: 62M05 68T05 62G07 PDFBibTeX XMLCite \textit{A. Dobrovidov} and \textit{V. Vasilyev}, Springer Proc. Math. Stat. 250, 15--29 (2018; Zbl 1414.62347) Full Text: DOI
Huang, Shuang; Hu, Chengcheng; Bell, Melanie L.; Billheimer, Dean; Guerra, Stefano; Roe, Denise; Vasquez, Monica M.; Bedrick, Edward J. Regularized continuous-time Markov model via elastic net. (English) Zbl 1414.62446 Biometrics 74, No. 3, 1045-1054 (2018). MSC: 62P10 62M05 PDFBibTeX XMLCite \textit{S. Huang} et al., Biometrics 74, No. 3, 1045--1054 (2018; Zbl 1414.62446) Full Text: DOI
Bluhmki, Tobias; Schmoor, Claudia; Dobler, Dennis; Pauly, Markus; Finke, Juergen; Schumacher, Martin; Beyersmann, Jan A wild bootstrap approach for the Aalen-Johansen estimator. (English) Zbl 1414.62432 Biometrics 74, No. 3, 977-985 (2018). MSC: 62P10 62N05 62G05 62M05 62G09 62G15 PDFBibTeX XMLCite \textit{T. Bluhmki} et al., Biometrics 74, No. 3, 977--985 (2018; Zbl 1414.62432) Full Text: DOI
Hao, Hong-Xia; Lin, Jin-Guan; Huang, Xing-Fang; Wang, Hong-Xia; Zhao, Yan-Yong Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models. (English) Zbl 1414.62418 Appl. Stoch. Models Bus. Ind. 34, No. 3, 355-375 (2018). MSC: 62P05 62M05 62G07 62M10 91G30 PDFBibTeX XMLCite \textit{H.-X. Hao} et al., Appl. Stoch. Models Bus. Ind. 34, No. 3, 355--375 (2018; Zbl 1414.62418) Full Text: DOI
Tabar, Vahid Rezaei; Plewczynski, Dariusz; Fathipor, Hosna Generalized Baum-Welch and Viterbi algorithms based on the direct dependency among observations. (English) Zbl 1438.62005 J. Iran. Stat. Soc. JIRSS 17, No. 2, 205-225 (2018). MSC: 62C10 62F15 62M05 PDFBibTeX XMLCite \textit{V. R. Tabar} et al., J. Iran. Stat. Soc. JIRSS 17, No. 2, 205--225 (2018; Zbl 1438.62005) Full Text: DOI Link
Hambuckers, J.; Kneib, T.; Langrock, R.; Silbersdorff, A. A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models. (English) Zbl 1406.91499 Quant. Finance 18, No. 10, 1679-1698 (2018). MSC: 91G80 PDFBibTeX XMLCite \textit{J. Hambuckers} et al., Quant. Finance 18, No. 10, 1679--1698 (2018; Zbl 1406.91499) Full Text: DOI
Bemporad, Alberto; Breschi, Valentina; Piga, Dario; Boyd, Stephen P. Fitting jump models. (English) Zbl 1406.93315 Automatica 96, 11-21 (2018). MSC: 93E10 93E03 60J75 62P30 93-04 PDFBibTeX XMLCite \textit{A. Bemporad} et al., Automatica 96, 11--21 (2018; Zbl 1406.93315) Full Text: DOI arXiv
Abou-Bakre, Abdellah; El Maroufy, Hamid Parameter inference for HIV stochastic diffusion model in closed heterosexual population. (English) Zbl 1410.62175 Math. Methods Appl. Sci. 41, No. 18, 9081-9091 (2018). MSC: 62P10 62H15 62M05 62F03 PDFBibTeX XMLCite \textit{A. Abou-Bakre} and \textit{H. El Maroufy}, Math. Methods Appl. Sci. 41, No. 18, 9081--9091 (2018; Zbl 1410.62175) 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
Funke, Benedikt; Schmisser, Émeline Adaptive nonparametric drift estimation of an integrated jump diffusion process. (English) Zbl 1409.62161 ESAIM, Probab. Stat. 22, 236-260 (2018). MSC: 62M05 62G05 60J75 60G51 PDFBibTeX XMLCite \textit{B. Funke} and \textit{É. Schmisser}, ESAIM, Probab. Stat. 22, 236--260 (2018; Zbl 1409.62161) Full Text: DOI HAL