Ma, Ting Fung; Cai, Yizhou; Shi, Peng; Zhu, Jun Hierarchical dependence modeling for the analysis of large insurance claims data. (English) Zbl 07832615 Ann. Appl. Stat. 18, No. 2, 1404-1420 (2024). MSC: 62Pxx PDFBibTeX XMLCite \textit{T. F. Ma} et al., Ann. Appl. Stat. 18, No. 2, 1404--1420 (2024; Zbl 07832615) Full Text: DOI
Lin, Ding-Chih; Huang, Hsin-Cheng; Tzeng, ShengLi Some enhancements to DeepKriging. (English) Zbl 07858688 Stat 12, No. 1, Paper No. e559, 12 p. (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{D.-C. Lin} et al., Stat 12, No. 1, Paper No. e559, 12 p. (2023; Zbl 07858688) Full Text: DOI
Araya, Héctor; Garzón, Johanna; Rubilar-Torrealba, Rolando Gamma mixed fractional Lévy Ornstein-Uhlenbeck process. (English) Zbl 07840105 Mod. Stoch., Theory Appl. 11, No. 1, 63-83 (2023). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G10 60G17 60H05 60H30 PDFBibTeX XMLCite \textit{H. Araya} et al., Mod. Stoch., Theory Appl. 11, No. 1, 63--83 (2023; Zbl 07840105) Full Text: DOI arXiv
Hu, Jun; Wang, Junhan First passage dynamic reliability analysis of non-stationary and non-Gaussian buffeting random dynamic responses of long-span suspension bridge. (English) Zbl 1535.74667 Int. J. Struct. Stab. Dyn. 23, No. 20, Article ID 2350199, 21 p. (2023). MSC: 74S60 PDFBibTeX XMLCite \textit{J. Hu} and \textit{J. Wang}, Int. J. Struct. Stab. Dyn. 23, No. 20, Article ID 2350199, 21 p. (2023; Zbl 1535.74667) Full Text: DOI
Solís, Soveny; Vergara, Vicente Blow-up for a non-linear stable non-Gaussian process in fractional time. (English) Zbl 1522.60044 Fract. Calc. Appl. Anal. 26, No. 3, 1206-1237 (2023). MSC: 60G15 60G22 PDFBibTeX XMLCite \textit{S. Solís} and \textit{V. Vergara}, Fract. Calc. Appl. Anal. 26, No. 3, 1206--1237 (2023; Zbl 1522.60044) Full Text: DOI arXiv
Sajayan, T.; Jayakumar, K. A pathway model of Mittag-Leffler distributions and related processes. (English) Zbl 1513.60025 Far East J. Theor. Stat. 65, 55-70 (2022). MSC: 60E05 60E07 62M10 PDFBibTeX XMLCite \textit{T. Sajayan} and \textit{K. Jayakumar}, Far East J. Theor. Stat. 65, 55--70 (2022; Zbl 1513.60025) Full Text: DOI OA License
Solís, Soveny; Vergara, Vicente A non-linear stable non-Gaussian process in fractional time. (English) Zbl 07585064 Topol. Methods Nonlinear Anal. 59, No. 2B, 987-1028 (2022). MSC: 47G10 47D07 47G30 60G52 PDFBibTeX XMLCite \textit{S. Solís} and \textit{V. Vergara}, Topol. Methods Nonlinear Anal. 59, No. 2B, 987--1028 (2022; Zbl 07585064) Full Text: DOI arXiv
Dahdouh, Omar; Khaledi, Majid Jafari Generalized spatial stick-breaking processes. (English) Zbl 07584570 Commun. Stat., Simulation Comput. 51, No. 8, 4638-4657 (2022). MSC: 62H11 62F15 60E05 PDFBibTeX XMLCite \textit{O. Dahdouh} and \textit{M. J. Khaledi}, Commun. Stat., Simulation Comput. 51, No. 8, 4638--4657 (2022; Zbl 07584570) Full Text: DOI
Gomez, Ledys Llasmin Salazar; Torres, Soledad; Kiseľák, Jozef; Fuders, Felix; Ishimura, Naoyuki; Yoshizawa, Yasukazu; Stehlík, Milan Long memory estimation in a non-Gaussian bivariate process. (English) Zbl 1510.60027 Appl. Math. Comput. 420, Article ID 126871, 16 p. (2022). MSC: 60G18 60G22 91G45 PDFBibTeX XMLCite \textit{L. L. S. Gomez} et al., Appl. Math. Comput. 420, Article ID 126871, 16 p. (2022; Zbl 1510.60027) Full Text: DOI OA License
Song, Haifang; Ding, Derui; Dong, Hongli; Yi, Xiaojian Distributed filtering based on Cauchy-kernel-based maximum correntropy subject to randomly occurring cyber-attacks. (English) Zbl 1480.93428 Automatica 135, Article ID 110004, 9 p. (2022). MSC: 93E11 93A15 93B70 93C83 PDFBibTeX XMLCite \textit{H. Song} et al., Automatica 135, Article ID 110004, 9 p. (2022; Zbl 1480.93428) Full Text: DOI
Kaczmarek, Kacper; Domański, Paweł D. Study on outlier robustness of minimum variance control performance assessment. (English) Zbl 07840772 Int. J. Adapt. Control Signal Process. 35, No. 11, 2175-2193 (2021). MSC: 62F35 62M10 93E20 93B51 93C83 PDFBibTeX XMLCite \textit{K. Kaczmarek} and \textit{P. D. Domański}, Int. J. Adapt. Control Signal Process. 35, No. 11, 2175--2193 (2021; Zbl 07840772) Full Text: DOI
Kargapolova, N. A.; Khlebnikova, E. I.; Ogorodnikov, V. A. Stochastic models of joint non-stationary time-series of air temperature, relative humidity and atmospheric pressure. (English) Zbl 07553321 Commun. Stat., Simulation Comput. 50, No. 12, 3972-3983 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{N. A. Kargapolova} et al., Commun. Stat., Simulation Comput. 50, No. 12, 3972--3983 (2021; Zbl 07553321) Full Text: DOI
Zhang, Jiachen; Crippa, Paola; Genton, Marc G.; Castruccio, Stefano Assessing the reliability of wind power operations under a changing climate with a non-Gaussian bias correction. (English) Zbl 1498.62299 Ann. Appl. Stat. 15, No. 4, 1831-1849 (2021). MSC: 62P12 62M30 62F15 62P30 PDFBibTeX XMLCite \textit{J. Zhang} et al., Ann. Appl. Stat. 15, No. 4, 1831--1849 (2021; Zbl 1498.62299) Full Text: DOI arXiv
Tamborrino, Massimiliano; Lansky, Petr Shot noise, weak convergence and diffusion approximations. (English) Zbl 1485.92027 Physica D 418, Article ID 132845, 12 p. (2021). MSC: 92C20 60G51 60J60 60G55 PDFBibTeX XMLCite \textit{M. Tamborrino} and \textit{P. Lansky}, Physica D 418, Article ID 132845, 12 p. (2021; Zbl 1485.92027) Full Text: DOI arXiv
Song, Weihao; Wang, Zidong; Wang, Jianan; Shan, Jiayuan Particle filtering for a class of cyber-physical systems under round-robin protocol subject to randomly occurring deception attacks. (English) Zbl 1478.93695 Inf. Sci. 544, 298-307 (2021). MSC: 93E11 93B70 93C83 93C10 PDFBibTeX XMLCite \textit{W. Song} et al., Inf. Sci. 544, 298--307 (2021; Zbl 1478.93695) Full Text: DOI Link
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao Exact simulation of Ornstein-Uhlenbeck tempered stable processes. (English) Zbl 07364090 J. Appl. Probab. 58, No. 2, 347-371 (2021). MSC: 65C05 62E15 60G51 60E07 68U20 60H35 PDFBibTeX XMLCite \textit{Y. Qu} et al., J. Appl. Probab. 58, No. 2, 347--371 (2021; Zbl 07364090) Full Text: DOI
Ren, Mifeng; Chen, Junghui; Shi, Peng; Yan, Gaowei; Cheng, Lan Statistical information based two-layer model predictive control with dynamic economy and control performance for non-Gaussian stochastic process. (English) Zbl 1459.93043 J. Franklin Inst. 358, No. 4, 2279-2300 (2021). MSC: 93B45 93E03 62P30 PDFBibTeX XMLCite \textit{M. Ren} et al., J. Franklin Inst. 358, No. 4, 2279--2300 (2021; Zbl 1459.93043) Full Text: DOI
Wu, Yongxin; Zhang, Houle; Gao, Yufeng Generation of strongly non-Gaussian stochastic processes by iterative scheme upgrading phase and amplitude contents. (English) Zbl 1481.62068 Appl. Math. Modelling 87, 675-690 (2020). MSC: 62M15 65C20 PDFBibTeX XMLCite \textit{Y. Wu} et al., Appl. Math. Modelling 87, 675--690 (2020; Zbl 1481.62068) Full Text: DOI
Lobo, Viviana G. R.; Fonseca, Thaís C. O. Bayesian residual analysis for spatially correlated data. (English) Zbl 07290031 Stat. Model. 20, No. 2, 171-194 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{V. G. R. Lobo} and \textit{T. C. O. Fonseca}, Stat. Model. 20, No. 2, 171--194 (2020; Zbl 07290031) Full Text: DOI
Yan, Yuan; Jeong, Jaehong; Genton, Marc G. Multivariate transformed Gaussian processes. (English) Zbl 1447.62054 Jpn. J. Stat. Data Sci. 3, No. 1, 129-152 (2020). MSC: 62H05 62G32 60G15 62P12 86A10 PDFBibTeX XMLCite \textit{Y. Yan} et al., Jpn. J. Stat. Data Sci. 3, No. 1, 129--152 (2020; Zbl 1447.62054) Full Text: DOI Link
Song, Haifang; Ding, Derui; Dong, Hongli; Wei, Guoliang; Han, Qing-long Distributed entropy filtering subject to DoS attacks in non-Gauss environments. (English) Zbl 1447.93356 Int. J. Robust Nonlinear Control 30, No. 3, 1240-1257 (2020). MSC: 93E11 93B70 93C83 94A17 PDFBibTeX XMLCite \textit{H. Song} et al., Int. J. Robust Nonlinear Control 30, No. 3, 1240--1257 (2020; Zbl 1447.93356) Full Text: DOI
Bachoc, F.; Lagnoux, A. Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes. (English) Zbl 1441.62191 J. Stat. Plann. Inference 209, 62-75 (2020). MSC: 62J10 60G15 PDFBibTeX XMLCite \textit{F. Bachoc} and \textit{A. Lagnoux}, J. Stat. Plann. Inference 209, 62--75 (2020; Zbl 1441.62191) Full Text: DOI
Rios, Gonzalo; Tobar, Felipe Compositionally-warped Gaussian processes. (English) Zbl 1441.62251 Neural Netw. 118, 235-246 (2019). MSC: 62M45 60G15 62G10 PDFBibTeX XMLCite \textit{G. Rios} and \textit{F. Tobar}, Neural Netw. 118, 235--246 (2019; Zbl 1441.62251) Full Text: DOI arXiv
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao Efficient simulation of Lévy-driven point processes. (English) Zbl 1427.60090 Adv. Appl. Probab. 51, No. 4, 927-966 (2019). MSC: 60G55 62E15 65C05 60E07 60G51 60J74 PDFBibTeX XMLCite \textit{Y. Qu} et al., Adv. Appl. Probab. 51, No. 4, 927--966 (2019; Zbl 1427.60090) Full Text: DOI Link
Arkashov, N. S. On a method for the probability and statistical analysis of the density of low frequency turbulent plasma. (English. Russian original) Zbl 1421.62169 Comput. Math. Math. Phys. 59, No. 3, 402-413 (2019); translation from Zh. Vychisl. Mat. Mat. Fiz. 59, No. 3, 429-440 (2019). MSC: 62P35 62M10 PDFBibTeX XMLCite \textit{N. S. Arkashov}, Comput. Math. Math. Phys. 59, No. 3, 402--413 (2019; Zbl 1421.62169); translation from Zh. Vychisl. Mat. Mat. Fiz. 59, No. 3, 429--440 (2019) Full Text: DOI
Valdivia, Arturo Closed-form formulas for the distribution of the jumps of doubly-stochastic Poisson processes. (English) Zbl 1412.60060 Electron. Commun. Probab. 24, Paper No. 13, 12 p. (2019). MSC: 60G22 60G51 60H07 91G40 PDFBibTeX XMLCite \textit{A. Valdivia}, Electron. Commun. Probab. 24, Paper No. 13, 12 p. (2019; Zbl 1412.60060) Full Text: DOI arXiv Euclid
Guan, Yawen; Haran, Murali A computationally efficient projection-based approach for spatial generalized linear mixed models. (English) Zbl 07498984 J. Comput. Graph. Stat. 27, No. 4, 701-714 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Guan} and \textit{M. Haran}, J. Comput. Graph. Stat. 27, No. 4, 701--714 (2018; Zbl 07498984) Full Text: DOI arXiv
Liang, Fei; Qiao, Huan Invariant measure of stochastic viscoelastic wave equation driven by a non-Gaussian Lévy process. (Chinese. English summary) Zbl 1424.35240 Acta Math. Sin., Chin. Ser. 61, No. 4, 591-600 (2018). MSC: 35L05 60H15 PDFBibTeX XMLCite \textit{F. Liang} and \textit{H. Qiao}, Acta Math. Sin., Chin. Ser. 61, No. 4, 591--600 (2018; Zbl 1424.35240)
Kargapolova, Nina; Khlebnikova, Elena; Ogorodnikov, Vasily Monte Carlo simulation of the joint non-Gaussian periodically correlated time-series of air temperature and relative humidity. (English) Zbl 1408.62188 Stat. Pap. 59, No. 4, 1471-1481 (2018). MSC: 62P12 62M10 65C05 86A10 PDFBibTeX XMLCite \textit{N. Kargapolova} et al., Stat. Pap. 59, No. 4, 1471--1481 (2018; Zbl 1408.62188) Full Text: DOI
Nagahata, Hideaki; Taniguchi, Masanobu Analysis of variance for high-dimensional time series. (English) Zbl 1450.62114 Stat. Inference Stoch. Process. 21, No. 2, 455-468 (2018). MSC: 62M10 62F12 62J10 PDFBibTeX XMLCite \textit{H. Nagahata} and \textit{M. Taniguchi}, Stat. Inference Stoch. Process. 21, No. 2, 455--468 (2018; Zbl 1450.62114) Full Text: DOI
Brouste, Alexandre; Masuda, Hiroki Efficient estimation of stable Lévy process with symmetric jumps. (English) Zbl 1443.62235 Stat. Inference Stoch. Process. 21, No. 2, 289-307 (2018). MSC: 62M09 60G51 PDFBibTeX XMLCite \textit{A. Brouste} and \textit{H. Masuda}, Stat. Inference Stoch. Process. 21, No. 2, 289--307 (2018; Zbl 1443.62235) Full Text: DOI arXiv
Fan, Minjie; Paul, Debashis; Lee, Thomas C. M.; Matsuo, Tomoko A multi-resolution model for non-Gaussian random fields on a sphere with application to ionospheric electrostatic potentials. (English) Zbl 1393.62039 Ann. Appl. Stat. 12, No. 1, 459-489 (2018). MSC: 62M40 62M30 62P12 86A32 PDFBibTeX XMLCite \textit{M. Fan} et al., Ann. Appl. Stat. 12, No. 1, 459--489 (2018; Zbl 1393.62039) Full Text: DOI arXiv Euclid
Nagahata, Hideaki; Taniguchi, Masanobu Analysis of variance for multivariate time series. (English) Zbl 1416.62516 Metron 76, No. 1, 69-82 (2018). MSC: 62M10 62J10 62H12 PDFBibTeX XMLCite \textit{H. Nagahata} and \textit{M. Taniguchi}, Metron 76, No. 1, 69--82 (2018; Zbl 1416.62516) Full Text: DOI
Zhang, Chuanfang; Du, Wenyou; Fan, Yunpeng; Zhang, Yingwei; Zhang, Ji Fault diagnosis of non-Gaussian process based on FKICA. (English) Zbl 1398.93233 J. Franklin Inst. 354, No. 6, 2573-2590 (2017); corrigendum ibid. 357, No. 7, 4503-4504 (2020). MSC: 93C83 62H25 PDFBibTeX XMLCite \textit{C. Zhang} et al., J. Franklin Inst. 354, No. 6, 2573--2590 (2017; Zbl 1398.93233) Full Text: DOI
Terdik, György Trispectrum and higher order spectra for non-Gaussian homogeneous and isotropic random field on the 2D-plane. (English) Zbl 1399.60089 Publ. Math. Debr. 90, No. 3-4, 471-492 (2017). MSC: 60G60 PDFBibTeX XMLCite \textit{G. Terdik}, Publ. Math. Debr. 90, No. 3--4, 471--492 (2017; Zbl 1399.60089) Full Text: DOI arXiv
Sun, Xu; Li, Xiaofan; Zheng, Yayun Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise. (English) Zbl 1372.37101 Stoch. Dyn. 17, No. 5, Article ID 1750033, 17 p. (2017). MSC: 37H10 82C31 35Q84 35R60 PDFBibTeX XMLCite \textit{X. Sun} et al., Stoch. Dyn. 17, No. 5, Article ID 1750033, 17 p. (2017; Zbl 1372.37101) Full Text: DOI arXiv
Nötel, Jörg; Sokolov, Igor M.; Schimansky-Geier, Lutz Diffusion of active particles with stochastic torques modeled as \(\alpha\)-stable noise. (English) Zbl 1355.82023 J. Phys. A, Math. Theor. 50, No. 3, Article ID 034003, 12 p. (2017). MSC: 82C21 82B41 60J65 PDFBibTeX XMLCite \textit{J. Nötel} et al., J. Phys. A, Math. Theor. 50, No. 3, Article ID 034003, 12 p. (2017; Zbl 1355.82023) Full Text: DOI arXiv
Zhang, Kai; Dong, Jie; Peng, Kaixiang A novel dynamic non-Gaussian approach for quality-related fault diagnosis with application to the hot strip mill process. (English) Zbl 1355.93216 J. Franklin Inst. 354, No. 2, 702-721 (2017). MSC: 93E24 90B25 90B30 PDFBibTeX XMLCite \textit{K. Zhang} et al., J. Franklin Inst. 354, No. 2, 702--721 (2017; Zbl 1355.93216) Full Text: DOI
Bakouch, Hassan S.; Popović, Božidar V. Lindley first-order autoregressive model with applications. (English) Zbl 1347.62189 Commun. Stat., Theory Methods 45, No. 17, 4988-5006 (2016). MSC: 62M10 62F10 60G10 PDFBibTeX XMLCite \textit{H. S. Bakouch} and \textit{B. V. Popović}, Commun. Stat., Theory Methods 45, No. 17, 4988--5006 (2016; Zbl 1347.62189) Full Text: DOI
Ding, Zi; Ryzhov, Ilya O. Optimal learning with non-Gaussian rewards. (English) Zbl 1345.60039 Adv. Appl. Probab. 48, No. 1, 112-136 (2016). MSC: 60G40 60J75 60G51 35R09 45K05 65R99 PDFBibTeX XMLCite \textit{Z. Ding} and \textit{I. O. Ryzhov}, Adv. Appl. Probab. 48, No. 1, 112--136 (2016; Zbl 1345.60039) Full Text: DOI Euclid Link
Pourmousa, R.; Jamalizadeh, A.; Rezapour, M. Multivariate normal mean-variance mixture distribution based on Birnbaum-Saunders distribution. (English) Zbl 1457.62164 J. Stat. Comput. Simulation 85, No. 13, 2736-2749 (2015). MSC: 62H10 62M10 PDFBibTeX XMLCite \textit{R. Pourmousa} et al., J. Stat. Comput. Simulation 85, No. 13, 2736--2749 (2015; Zbl 1457.62164) Full Text: DOI
Mzyk, Grzegorz Kernel estimation of Wiener-Hammerstein system nonlinearity. (English) Zbl 1353.62041 Steland, Ansgar (ed.) et al., Stochastic models, statistics and their applications. Collected papers based on the presentations at the 12th workshop, Wrocław, Poland, February 2015. Cham: Springer (ISBN 978-3-319-13880-0/hbk; 978-3-319-13881-7/ebook). Springer Proceedings in Mathematics & Statistics 122, 121-128 (2015). MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{G. Mzyk}, Springer Proc. Math. Stat. 122, 121--128 (2015; Zbl 1353.62041) Full Text: DOI
Azencott, Robert; Ren, Peng; Timofeyev, Ilya Parametric estimation from approximate data: non-Gaussian diffusions. (English) Zbl 1419.62040 J. Stat. Phys. 161, No. 5, 1276-1298 (2015). MSC: 62F10 62D05 62F12 PDFBibTeX XMLCite \textit{R. Azencott} et al., J. Stat. Phys. 161, No. 5, 1276--1298 (2015; Zbl 1419.62040) Full Text: DOI arXiv
Fan, Jicong; Wang, Youqing Fault detection and diagnosis of non-linear non-Gaussian dynamic processes using kernel dynamic independent component analysis. (English) Zbl 1329.62275 Inf. Sci. 259, 369-379 (2014). MSC: 62H25 PDFBibTeX XMLCite \textit{J. Fan} and \textit{Y. Wang}, Inf. Sci. 259, 369--379 (2014; Zbl 1329.62275) Full Text: DOI
Madan, Dilip B. Momentum and reversion in risk neutral martingale probabilities. (English) Zbl 1308.91167 Quant. Finance 14, No. 5, 777-787 (2014). MSC: 91G20 62P05 PDFBibTeX XMLCite \textit{D. B. Madan}, Quant. Finance 14, No. 5, 777--787 (2014; Zbl 1308.91167) Full Text: DOI
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C. Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes. (English) Zbl 1310.42023 ESAIM, Probab. Stat. 18, 42-76 (2014). Reviewer: Manfred Tasche (Rostock) MSC: 42C40 60G20 60G18 PDFBibTeX XMLCite \textit{M. Clausel} et al., ESAIM, Probab. Stat. 18, 42--76 (2014; Zbl 1310.42023) Full Text: DOI arXiv Link
Liu, Guangying; Tang, Jiashan; Zhang, Xinsheng Central limit theorems for power variation of Gaussian integral processes with jumps. (English) Zbl 1309.60013 Sci. China, Math. 57, No. 8, 1671-1685 (2014). MSC: 60F05 60G15 60G51 60H05 60G99 PDFBibTeX XMLCite \textit{G. Liu} et al., Sci. China, Math. 57, No. 8, 1671--1685 (2014; Zbl 1309.60013) Full Text: DOI
Jilesh, V.; Jayakumar, K. General stationary AR and MA time series models with min and max-min structures. (English) Zbl 1359.62372 J. Appl. Stat. Sci. 20(2012), No. 4, 317-328 (2014). MSC: 62M10 PDFBibTeX XMLCite \textit{V. Jilesh} and \textit{K. Jayakumar}, J. Appl. Stat. Sci. 20, No. 4, 317--328 (2014; Zbl 1359.62372)
Vasiliev, Vyacheslav A. A truncated estimation method with guaranteed accuracy. (English) Zbl 1281.62209 Ann. Inst. Stat. Math. 66, No. 1, 141-163 (2014). MSC: 62M10 62G08 62H12 62M05 62G07 62F12 PDFBibTeX XMLCite \textit{V. A. Vasiliev}, Ann. Inst. Stat. Math. 66, No. 1, 141--163 (2014; Zbl 1281.62209) Full Text: DOI
Zhu, W. Q.; Cai, G. Q. On bounded stochastic processes. (English) Zbl 1325.60047 d’Onofrio, Alberto (ed.), Bounded noises in physics, biology, and engineering. New York, NY: Birkhäuser/Springer (ISBN 978-1-4614-7384-8/hbk; 978-1-4614-7385-5/ebook). Modeling and Simulation in Science, Engineering and Technology, 3-24 (2013). MSC: 60G07 60G10 60G35 60H10 62M15 65C05 PDFBibTeX XMLCite \textit{W. Q. Zhu} and \textit{G. Q. Cai}, in: Bounded noises in physics, biology, and engineering. New York, NY: Birkhäuser/Springer. 3--24 (2013; Zbl 1325.60047) Full Text: DOI
Yi, Yang; Sun, ChangYin; Guo, Lei Probabilistic tracking control for non-Gaussian stochastic process using novel iterative learning algorithms. (English) Zbl 1278.93241 Int. J. Syst. Sci. 44, No. 7, 1325-1332 (2013). MSC: 93E03 68T05 93E11 PDFBibTeX XMLCite \textit{Y. Yi} et al., Int. J. Syst. Sci. 44, No. 7, 1325--1332 (2013; Zbl 1278.93241) Full Text: DOI
Hao, Mengli; Gao, Ting; Duan, Jinqiao; Xu, Wei Non-Gaussian dynamics of a tumor growth system with immunization. (English) Zbl 1272.92025 Inverse Probl. Imaging 7, No. 3, 697-716 (2013). MSC: 92C50 60H30 60G99 65C20 PDFBibTeX XMLCite \textit{M. Hao} et al., Inverse Probl. Imaging 7, No. 3, 697--716 (2013; Zbl 1272.92025) Full Text: DOI arXiv
Ge, Zhiqiang; Song, Zhihuan Multivariate statistical process control. Process monitoring methods and applications. (English) Zbl 1272.93003 Advances in Industrial Control. New York, NY: Springer (ISBN 978-1-4471-4512-7/hbk; 978-1-4471-4513-4/ebook). xviii, 193 p. (2013). Reviewer: Pierre Leone (Carouge) MSC: 93-02 PDFBibTeX XMLCite \textit{Z. Ge} and \textit{Z. Song}, Multivariate statistical process control. Process monitoring methods and applications. New York, NY: Springer (2013; Zbl 1272.93003) Full Text: DOI
Konev, V. V.; Pchelintsev, E. A. Estimation of the parametric regression with a pulse noise by discrete time observations. (Russian. English summary) Zbl 07592887 Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2012, No. 1(17), 20-35 (2012). MSC: 62-XX 93-XX PDFBibTeX XMLCite \textit{V. V. Konev} and \textit{E. A. Pchelintsev}, Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2012, No. 1(17), 20--35 (2012; Zbl 07592887) Full Text: MNR
Barbe, Ph.; McCormick, W. P. Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution. (English) Zbl 1271.60050 Probab. Theory Relat. Fields 154, No. 3-4, 429-476 (2012). Reviewer: Michael Voit (Dortmund) MSC: 60F17 60G22 60G52 60G50 PDFBibTeX XMLCite \textit{Ph. Barbe} and \textit{W. P. McCormick}, Probab. Theory Relat. Fields 154, No. 3--4, 429--476 (2012; Zbl 1271.60050) Full Text: DOI arXiv
Pchelintsev, E. A. The James-Stein procedure for a conditionally Gaussian regression. (Russian. English summary) Zbl 07604984 Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2011, No. 4(16), 6-17 (2011). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{E. A. Pchelintsev}, Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2011, No. 4(16), 6--17 (2011; Zbl 07604984) Full Text: MNR
Galtier, Thomas Note on the estimation of crossing intensity for Laplace moving average. (English) Zbl 1329.60149 Extremes 14, No. 2, 157-166 (2011). MSC: 60G70 60G10 60G12 60G17 62M30 PDFBibTeX XMLCite \textit{T. Galtier}, Extremes 14, No. 2, 157--166 (2011; Zbl 1329.60149) Full Text: DOI
Dai, Wanyang Mean-variance portfolio selection based on a generalized BNS stochastic volatility model. (English) Zbl 1237.91204 Int. J. Comput. Math. 88, No. 16, 3521-3534 (2011). MSC: 91G10 45K05 60H30 60K30 93E20 PDFBibTeX XMLCite \textit{W. Dai}, Int. J. Comput. Math. 88, No. 16, 3521--3534 (2011; Zbl 1237.91204) Full Text: DOI
Naito, Tomohito; Asai, Kohei; Amano, Tomoyuki; Taniguchi, Masanobu Local Whittle likelihood estimators and tests for non-Gaussian stationary processes. (English) Zbl 1209.62207 Stat. Inference Stoch. Process. 13, No. 3, 163-174 (2010). MSC: 62M15 62M09 62M07 62E20 62M10 PDFBibTeX XMLCite \textit{T. Naito} et al., Stat. Inference Stoch. Process. 13, No. 3, 163--174 (2010; Zbl 1209.62207) Full Text: DOI
Abanto-Valle, Carlos A.; Migon, Helio S.; Lopes, Hedibert F. Bayesian modeling of financial returns: a relationship between volatility and trading volume. (English) Zbl 1224.91179 Appl. Stoch. Models Bus. Ind. 26, No. 2, 172-193 (2010). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G60 65C05 65C40 91G70 PDFBibTeX XMLCite \textit{C. A. Abanto-Valle} et al., Appl. Stoch. Models Bus. Ind. 26, No. 2, 172--193 (2010; Zbl 1224.91179) Full Text: DOI
Das, Sonjoy; Ghanem, Roger; Finette, Steven Polynomial chaos representation of spatio-temporal random fields from experimental measurements. (English) Zbl 1177.65019 J. Comput. Phys. 228, No. 23, 8726-8751 (2009). MSC: 65C50 60G60 60K37 76Q05 65P20 76M35 PDFBibTeX XMLCite \textit{S. Das} et al., J. Comput. Phys. 228, No. 23, 8726--8751 (2009; Zbl 1177.65019) Full Text: DOI
Al-Smadi, Adnan Automatic identification of ARMA systems. (English) Zbl 1154.93439 Int. J. Gen. Syst. 38, No. 1, 29-41 (2009). MSC: 93E12 93B30 PDFBibTeX XMLCite \textit{A. Al-Smadi}, Int. J. Gen. Syst. 38, No. 1, 29--41 (2009; Zbl 1154.93439) Full Text: DOI
Carvalho, Carlos M.; Chang, Jeffrey; Lucas, Joseph E.; Nevins, Joseph R.; Wang, Quanli; West, Mike High-dimensional sparse factor modeling: applications in gene expression genomics. (English) Zbl 1286.62091 J. Am. Stat. Assoc. 103, No. 484, 1438-1456 (2008). MSC: 62P10 92D10 PDFBibTeX XMLCite \textit{C. M. Carvalho} et al., J. Am. Stat. Assoc. 103, No. 484, 1438--1456 (2008; Zbl 1286.62091) Full Text: DOI Link
Ge, Zhi-Qiang; Song, Zhi-Huan Batch process monitoring based on multilevel ICA-PCA. (English) Zbl 1152.62094 J. Zhejiang Univ., Sci. A 9, No. 8, 1061-1069 (2008). MSC: 62P30 62H25 62N05 PDFBibTeX XMLCite \textit{Z.-Q. Ge} and \textit{Z.-H. Song}, J. Zhejiang Univ., Sci. A 9, No. 8, 1061--1069 (2008; Zbl 1152.62094) Full Text: DOI
Pavlyukevich, Ilya Simulated annealing for Lévy-driven jump-diffusions. (English) Zbl 1215.60041 Stochastic Processes Appl. 118, No. 6, 1071-1105 (2008). MSC: 60H10 60J75 60F10 60G52 PDFBibTeX XMLCite \textit{I. Pavlyukevich}, Stochastic Processes Appl. 118, No. 6, 1071--1105 (2008; Zbl 1215.60041) Full Text: DOI
Genton, Marc G.; Koul, Hira L. Minimum distance inference in unilateral autoregressive lattice processes. (English) Zbl 1135.62068 Stat. Sin. 18, No. 2, 617-631 (2008). MSC: 62M09 62G10 62M10 PDFBibTeX XMLCite \textit{M. G. Genton} and \textit{H. L. Koul}, Stat. Sin. 18, No. 2, 617--631 (2008; Zbl 1135.62068) Full Text: Link
Rychlik, Igor; Gupta, Sayan Rain-flow fatigue damage for transformed Gaussian loads. (English) Zbl 1194.74351 Int. J. Fatigue 29, No. 3, 406-420 (2007). MSC: 74R99 74S60 PDFBibTeX XMLCite \textit{I. Rychlik} and \textit{S. Gupta}, Int. J. Fatigue 29, No. 3, 406--420 (2007; Zbl 1194.74351) Full Text: DOI
Duan, Jason A.; Guindani, Michele; Gelfand, Alan E. Generalized spatial Dirichlet process models. (English) Zbl 1156.62064 Biometrika 94, No. 4, 809-825 (2007). MSC: 62M30 65C60 PDFBibTeX XMLCite \textit{J. A. Duan} et al., Biometrika 94, No. 4, 809--825 (2007; Zbl 1156.62064) Full Text: DOI
Tamaki, Kenichiro; Taniguchi, Masanobu Higher order asymptotic option valuation for non-Gaussian dependent returns. (English) Zbl 1201.91206 J. Stat. Plann. Inference 137, No. 3, 1043-1058 (2007). Reviewer: Rózsa Horvàth-Bokor (Budapest) MSC: 91G20 62M10 62M15 91G70 PDFBibTeX XMLCite \textit{K. Tamaki} and \textit{M. Taniguchi}, J. Stat. Plann. Inference 137, No. 3, 1043--1058 (2007; Zbl 1201.91206) Full Text: DOI
Benasciutti, D.; Tovo, R. Fatigue life assessment in non-Gaussian random loadings. (English) Zbl 1194.74546 Int. J. Fatigue 28, No. 7, 733-746 (2006). MSC: 74S60 74R10 62N05 PDFBibTeX XMLCite \textit{D. Benasciutti} and \textit{R. Tovo}, Int. J. Fatigue 28, No. 7, 733--746 (2006; Zbl 1194.74546) Full Text: DOI
Sadhar, S. Ibrahim; Rajagopalan, A. N. Restoration of scanned photographic images. (English) Zbl 1163.94381 Signal Process. 86, No. 5, 1035-1048 (2006). MSC: 94A12 PDFBibTeX XMLCite \textit{S. I. Sadhar} and \textit{A. N. Rajagopalan}, Signal Process. 86, No. 5, 1035--1048 (2006; Zbl 1163.94381) Full Text: DOI
Lindberg, Carl Portfolio optimization and a factor model in a stochastic volatility market. (English) Zbl 1280.91152 Stochastics 78, No. 5, 259-279 (2006). MSC: 91G10 60H30 49L20 60H10 PDFBibTeX XMLCite \textit{C. Lindberg}, Stochastics 78, No. 5, 259--279 (2006; Zbl 1280.91152) Full Text: DOI
Bray, Alan J.; Majumdar, Satya N. Partial survival and crossing statistics for a diffusing particle in a transverse shear flow. (English) Zbl 1110.76044 J. Phys. A, Math. Gen. 39, No. 45, L625-L631 (2006). MSC: 76M35 76R50 PDFBibTeX XMLCite \textit{A. J. Bray} and \textit{S. N. Majumdar}, J. Phys. A, Math. Gen. 39, No. 45, L625--L631 (2006; Zbl 1110.76044) Full Text: DOI arXiv
Shmileva, Elena Small ball probabilities for jump Lévy processes from the Wiener domain of attraction. (English) Zbl 1104.60315 Stat. Probab. Lett. 76, No. 17, 1873-1881 (2006). MSC: 60G51 60F10 PDFBibTeX XMLCite \textit{E. Shmileva}, Stat. Probab. Lett. 76, No. 17, 1873--1881 (2006; Zbl 1104.60315) Full Text: DOI
Lii, Keh-Shin; Rosenblatt, Murray Estimation for almost periodic processes. (English) Zbl 1113.62111 Ann. Stat. 34, No. 3, 1115-1139 (2006). MSC: 62M15 62G05 62M10 62M99 PDFBibTeX XMLCite \textit{K.-S. Lii} and \textit{M. Rosenblatt}, Ann. Stat. 34, No. 3, 1115--1139 (2006; Zbl 1113.62111) Full Text: DOI arXiv
Hirukawa, Junichi; Taniguchi, Masanobu LAN theorem for non-Gaussian locally stationary processes and its applications. (English) Zbl 1077.62070 J. Stat. Plann. Inference 136, No. 3, 640-688 (2006). MSC: 62M10 62G10 62F12 62E20 62F35 62F05 PDFBibTeX XMLCite \textit{J. Hirukawa} and \textit{M. Taniguchi}, J. Stat. Plann. Inference 136, No. 3, 640--688 (2006; Zbl 1077.62070) Full Text: DOI
Gunaratne, Gemunu H.; McCauley, Joseph L.; Nicol, Matthew; Török, Andrei Variable step random walks and self-similar distributions. (English) Zbl 1127.82041 J. Stat. Phys. 121, No. 5-6, 887-899 (2005). MSC: 82C41 60G42 60J25 82C31 PDFBibTeX XMLCite \textit{G. H. Gunaratne} et al., J. Stat. Phys. 121, No. 5--6, 887--899 (2005; Zbl 1127.82041) Full Text: DOI arXiv
Tong, Howell; Zhang, Zhiqiang On time-reversibility of multivariate linear processes. (English) Zbl 1077.60041 Stat. Sin. 15, No. 2, 495-504 (2005). Reviewer: Andrew Olenko (Kyïv) MSC: 60G99 PDFBibTeX XMLCite \textit{H. Tong} and \textit{Z. Zhang}, Stat. Sin. 15, No. 2, 495--504 (2005; Zbl 1077.60041)
Akian, Jean-Luc; Puig, Bénédicte Some results of error evaluation for a non-Gaussian simulation method. (English) Zbl 1063.65010 Monte Carlo Methods Appl. 10, No. 1, 51-68 (2004). Reviewer: Jaromir Antoch (Praha) MSC: 65C50 60G15 PDFBibTeX XMLCite \textit{J.-L. Akian} and \textit{B. Puig}, Monte Carlo Methods Appl. 10, No. 1, 51--68 (2004; Zbl 1063.65010) Full Text: DOI
Sakiyama, Kenji; Taniguchi, Masanobu Discriminant analysis for locally stationary processes. (English) Zbl 1050.62066 J. Multivariate Anal. 90, No. 2, 282-300 (2004). MSC: 62H30 62M15 62M10 62E20 PDFBibTeX XMLCite \textit{K. Sakiyama} and \textit{M. Taniguchi}, J. Multivariate Anal. 90, No. 2, 282--300 (2004; Zbl 1050.62066) Full Text: DOI
Lin, Haiqun; Scharfstein, Daniel O.; Rosenheck, Robert A. Analysis of longitudinal data with irregular, outcome-dependent follow-up. (English) Zbl 1046.62118 J. R. Stat. Soc., Ser. B, Stat. Methodol. 66, No. 3, 791-813 (2004). MSC: 62P10 62M10 PDFBibTeX XMLCite \textit{H. Lin} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 66, No. 3, 791--813 (2004; Zbl 1046.62118) Full Text: DOI
Al-Smadi, Adnan Cumulant-based approach to FIR system identification. (English) Zbl 1044.93063 Int. J. Circuit Theory Appl. 31, No. 6, 625-636 (2003). Reviewer: Zygmunt Hasiewicz (Wrocław) MSC: 93E12 93E24 93E10 PDFBibTeX XMLCite \textit{A. Al-Smadi}, Int. J. Circuit Theory Appl. 31, No. 6, 625--636 (2003; Zbl 1044.93063) Full Text: DOI
Kontorovich, V.; Lyandres, V.; Primak, S. Non-linear methods in information processing: Modelling, numerical simulation and application. (English) Zbl 1027.60032 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 10, No. 1-3, 417-428 (2003). Reviewer: Neculai Curteanu (Iaşi) MSC: 60G07 60J27 60J65 60H10 PDFBibTeX XMLCite \textit{V. Kontorovich} et al., Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 10, No. 1--3, 417--428 (2003; Zbl 1027.60032)
Zhang, Qing Hybrid filtering. (English) Zbl 1046.93045 Pasik-Duncan, Bozenna (ed.), Stochastic theory and control. Proceedings of the workshop, Lawrence, KS, USA, October 18–20, 2001. Berlin: Springer (ISBN 3-540-43777-0/pbk). Lect. Notes Control Inf. Sci. 280, 549-564 (2002). Reviewer: Grigori Milstein (Ekaterinburg) MSC: 93E11 PDFBibTeX XMLCite \textit{Q. Zhang}, Lect. Notes Control Inf. Sci. 280, 549--564 (2002; Zbl 1046.93045)
Kontorovich, V.; Lyandres, V. Pulse nonstationary processes generated by dynamic systems with random structure. (English) Zbl 1023.93059 J. Franklin Inst. 339, No. 6-7, 555-568 (2002). Reviewer: B.L.S.Prakasa Rao (New Delhi) MSC: 93E03 PDFBibTeX XMLCite \textit{V. Kontorovich} and \textit{V. Lyandres}, J. Franklin Inst. 339, No. 6--7, 555--568 (2002; Zbl 1023.93059) Full Text: DOI
Jayakumar, K.; Pillai, R. N. A class of stationary Markov processes. (English) Zbl 1020.62077 Appl. Math. Lett. 15, No. 4, 513-519 (2002). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{K. Jayakumar} and \textit{R. N. Pillai}, Appl. Math. Lett. 15, No. 4, 513--519 (2002; Zbl 1020.62077) Full Text: DOI
Gabr, M. M.; Al-Ibrahim, A. H. Trispectrum deconvolution of linear processes with randomly missing observations. (English) Zbl 1015.93024 Int. J. Syst. Sci. 33, No. 8, 643-648 (2002). Reviewer: Pedro A.Morettin (São Paulo) MSC: 93C05 94A12 PDFBibTeX XMLCite \textit{M. M. Gabr} and \textit{A. H. Al-Ibrahim}, Int. J. Syst. Sci. 33, No. 8, 643--648 (2002; Zbl 1015.93024) Full Text: DOI
Antonini, A.; Gioffrè, M.; Gusella, V. Geometrically nonlinear cantilever under stochastic loading vectors. (English) Zbl 1035.74031 Nonlinear Dyn. 28, No. 1, 83-102 (2002). MSC: 74H50 74K10 74S05 PDFBibTeX XMLCite \textit{A. Antonini} et al., Nonlinear Dyn. 28, No. 1, 83--102 (2002; Zbl 1035.74031) Full Text: DOI
Ozaki, Tohru; Iino, Mitsunori An innovation approach to non-Gaussian time series analysis. (English) Zbl 1008.62086 J. Appl. Probab. 38A, Spec. Iss., 78-92 (2001). MSC: 62M10 60G35 91B28 PDFBibTeX XMLCite \textit{T. Ozaki} and \textit{M. Iino}, J. Appl. Probab. 38A, 78--92 (2001; Zbl 1008.62086) Full Text: DOI
Bouchaud, Jean-Philippe; Potters, Marc More stylized facts of financial markets: leverage effect and downside correlations. (English) Zbl 0974.91020 Physica A 299, No. 1-2, 60-70 (2001). MSC: 91B26 91B82 PDFBibTeX XMLCite \textit{J.-P. Bouchaud} and \textit{M. Potters}, Physica A 299, No. 1--2, 60--70 (2001; Zbl 0974.91020) Full Text: DOI
Pasquero, C.; Provenzale, A.; Babiano, A. Parameterization of dispersion in two-dimensional turbulence. (English) Zbl 0976.76032 J. Fluid Mech. 439, 279-303 (2001). MSC: 76F55 PDFBibTeX XMLCite \textit{C. Pasquero} et al., J. Fluid Mech. 439, 279--303 (2001; Zbl 0976.76032) Full Text: DOI
Fuhrman, Marco; Röckner, Michael Generalized Mehler semigroups: The non-Gaussian case. (English) Zbl 0957.47028 Potential Anal. 12, No. 1, 1-47 (2000). Reviewer: Michael Perelmuter (Kyïv) MSC: 47D07 60H15 60H10 PDFBibTeX XMLCite \textit{M. Fuhrman} and \textit{M. Röckner}, Potential Anal. 12, No. 1, 1--47 (2000; Zbl 0957.47028) Full Text: DOI
Iyer, Srikanth K. A note on functionals of a non-Gaussian density process via a non-Poisson system of independent Brownian motions. (English) Zbl 0978.60052 Sankhyā, Ser. A 61, No. 3, 328-336 (1999). MSC: 60G60 60F17 60E07 60F05 PDFBibTeX XMLCite \textit{S. K. Iyer}, Sankhyā, Ser. A 61, No. 3, 328--336 (1999; Zbl 0978.60052)
Sobiechowski, C.; Socha, L. Statistical linearization of the Duffing oscillator under non-Gaussian external excitation. (English) Zbl 0976.70018 Spanos, P. D. (ed.), Computational stochastic mechanics. Proceedings of the 3rd international conference (CSM’98) held on Santorini, Greece, June 14-17, 1998. Rotterdam: A. A. Balkema. 125-133 (1999). MSC: 70L05 PDFBibTeX XMLCite \textit{C. Sobiechowski} and \textit{L. Socha}, in: Computational stochastic mechanics. Proceedings of the 3rd international conference (CSM'98) held on Santorini, Greece, June 14--17, 1998. Rotterdam: A. A. Balkema. 125--133 (1999; Zbl 0976.70018)
Ahn, Hyungsok; Feldman, Raisa E. Optimal filtering of a Gaussian signal in the presence of Lévy noise. (English) Zbl 0945.60031 SIAM J. Appl. Math. 60, No. 1, 359-369 (1999). MSC: 60G35 60H30 60E07 60J60 60G51 PDFBibTeX XMLCite \textit{H. Ahn} and \textit{R. E. Feldman}, SIAM J. Appl. Math. 60, No. 1, 359--369 (1999; Zbl 0945.60031) Full Text: DOI
Cheng, Qiansheng On time-reversibility of linear processes. (English) Zbl 0933.60034 Biometrika 86, No. 2, 483-486 (1999). MSC: 60G10 PDFBibTeX XMLCite \textit{Q. Cheng}, Biometrika 86, No. 2, 483--486 (1999; Zbl 0933.60034) Full Text: DOI Link
Donoho, David L.; Vetterli, Martin; DeVore, R. A.; Daubechies, Ingrid Data compression and harmonic analysis. (English) Zbl 1125.94311 IEEE Trans. Inf. Theory 44, No. 6, 2435-2476 (1998). MSC: 94A29 94A11 94A12 94A34 PDFBibTeX XMLCite \textit{D. L. Donoho} et al., IEEE Trans. Inf. Theory 44, No. 6, 2435--2476 (1998; Zbl 1125.94311) Full Text: DOI Link
Di Paola, M.; Falsone, G. Higher order alongwind response statistics of linear SDOF structures including the quadratic term of the fluctuating wind velocity. (English) Zbl 0915.70016 Meccanica 33, No. 3, 279-290 (1998). MSC: 70L05 70J35 PDFBibTeX XMLCite \textit{M. Di Paola} and \textit{G. Falsone}, Meccanica 33, No. 3, 279--290 (1998; Zbl 0915.70016) Full Text: DOI
Ochi, Michel K. Ocean waves. The stochastic approach. (English) Zbl 0916.76002 Cambridge Ocean Technology Series. 6. Cambridge: Cambridge University Press. xii, 319 p. (1998). Reviewer: L.Debnath (Orlando) MSC: 76-02 76B15 76M35 86A05 PDFBibTeX XMLCite \textit{M. K. Ochi}, Ocean waves. The stochastic approach. Cambridge: Cambridge University Press (1998; Zbl 0916.76002) Full Text: DOI
Kojo, Katsuya On the determinism of the distributions of multiple Markov non-Gaussian symmetric stable processes. (English) Zbl 0913.60065 Nagoya Math. J. 150, 177-196 (1998). Reviewer: N.Curteanu (Iaşi) MSC: 60J25 PDFBibTeX XMLCite \textit{K. Kojo}, Nagoya Math. J. 150, 177--196 (1998; Zbl 0913.60065) Full Text: DOI