Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Luo, Li On generalised Piterbarg constants. (English) Zbl 1390.60133 Methodol. Comput. Appl. Probab. 20, No. 1, 137-164 (2018). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{L. Bai} et al., Methodol. Comput. Appl. Probab. 20, No. 1, 137--164 (2018; Zbl 1390.60133) Full Text: DOI
Giordano, Francesco; Niglio, Marcella; Vitale, Cosimo Damiano Unit root testing in presence of a double threshold process. (English) Zbl 1373.37175 Methodol. Comput. Appl. Probab. 19, No. 2, 539-556 (2017). MSC: 37M10 62F03 PDFBibTeX XMLCite \textit{F. Giordano} et al., Methodol. Comput. Appl. Probab. 19, No. 2, 539--556 (2017; Zbl 1373.37175) Full Text: DOI
Suñé, Víctor Computing the expected Markov reward rates with stationarity detection and relative error control. (English) Zbl 1370.60130 Methodol. Comput. Appl. Probab. 19, No. 2, 445-485 (2017). MSC: 60J28 60J27 60J22 65C40 PDFBibTeX XMLCite \textit{V. Suñé}, Methodol. Comput. Appl. Probab. 19, No. 2, 445--485 (2017; Zbl 1370.60130) Full Text: DOI Link
Mrkvička, T. Distinguishing different types of inhomogeneity in Neyman-Scott point processes. (English) Zbl 1305.62337 Methodol. Comput. Appl. Probab. 16, No. 2, 385-395 (2014). MSC: 62M30 60G55 62F15 62H30 62P12 PDFBibTeX XMLCite \textit{T. Mrkvička}, Methodol. Comput. Appl. Probab. 16, No. 2, 385--395 (2014; Zbl 1305.62337) Full Text: DOI
Niglio, Marcella; Vitale, Cosimo Damiano Local unit roots and global stationarity of TARMA models. (English) Zbl 1241.62125 Methodol. Comput. Appl. Probab. 14, No. 1, 17-34 (2012). MSC: 62M10 62H99 PDFBibTeX XMLCite \textit{M. Niglio} and \textit{C. D. Vitale}, Methodol. Comput. Appl. Probab. 14, No. 1, 17--34 (2012; Zbl 1241.62125) Full Text: DOI
Coolen-Schrijner, Pauline; van Doorn, Erik A. Quasi-stationary distributions for a class of discrete-time Markov chains. (English) Zbl 1106.60064 Methodol. Comput. Appl. Probab. 8, No. 4, 449-465 (2006). MSC: 60J80 60J10 PDFBibTeX XMLCite \textit{P. Coolen-Schrijner} and \textit{E. A. van Doorn}, Methodol. Comput. Appl. Probab. 8, No. 4, 449--465 (2006; Zbl 1106.60064) Full Text: DOI
Alvarez, Enrique E. Estimation in stationary Markov renewal processes, with application to earthquake forecasting in Turkey. (English) Zbl 1065.62147 Methodol. Comput. Appl. Probab. 7, No. 1, 119-130 (2005). MSC: 62M05 86A15 60K20 65C60 PDFBibTeX XMLCite \textit{E. E. Alvarez}, Methodol. Comput. Appl. Probab. 7, No. 1, 119--130 (2005; Zbl 1065.62147) Full Text: DOI
Matsuura, Masaya On a new fluctuation-dissipation theorem for degenerate stationary flows. (English) Zbl 1034.60037 Methodol. Comput. Appl. Probab. 5, No. 3, 369-387 (2003). MSC: 60G10 60G35 15A09 PDFBibTeX XMLCite \textit{M. Matsuura}, Methodol. Comput. Appl. Probab. 5, No. 3, 369--387 (2003; Zbl 1034.60037) Full Text: DOI