Gerencsér, Balázs Analysis of a non-reversible Markov chain speedup by a single edge. (English) Zbl 1514.60081 J. Appl. Probab. 60, No. 2, 642-660 (2023). Reviewer: Ecaterina Sava-Huss (Innsbruck) MSC: 60J10 37A25 PDFBibTeX XMLCite \textit{B. Gerencsér}, J. Appl. Probab. 60, No. 2, 642--660 (2023; Zbl 1514.60081) Full Text: DOI arXiv
Boxma, Onno; Löpker, Andreas; Mandjes, Michel On two classes of reflected autoregressive processes. (English) Zbl 1444.62098 J. Appl. Probab. 57, No. 2, 657-678 (2020). MSC: 62M10 60K10 60K25 PDFBibTeX XMLCite \textit{O. Boxma} et al., J. Appl. Probab. 57, No. 2, 657--678 (2020; Zbl 1444.62098) Full Text: DOI Link
Bradley, Richard C. On a ‘replicating character string’ model. (English) Zbl 1296.60086 J. Appl. Probab. 51, No. 2, 512-527 (2014). MSC: 60G10 PDFBibTeX XMLCite \textit{R. C. Bradley}, J. Appl. Probab. 51, No. 2, 512--527 (2014; Zbl 1296.60086) Full Text: DOI arXiv
Borovkov, Konstantin A.; Last, Günter On Rice’s formula for stationary multivariate piecewise smooth processes. (English) Zbl 1279.60112 J. Appl. Probab. 49, No. 2, 351-363 (2012). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J75 60G55 PDFBibTeX XMLCite \textit{K. A. Borovkov} and \textit{G. Last}, J. Appl. Probab. 49, No. 2, 351--363 (2012; Zbl 1279.60112) Full Text: DOI arXiv Euclid
Haug, Stephan; Czado, Claudia An exponential continuous-time GARCH process. (English) Zbl 1132.60308 J. Appl. Probab. 44, No. 4, 960-976 (2007). MSC: 60G10 60G12 91B70 91B84 PDFBibTeX XMLCite \textit{S. Haug} and \textit{C. Czado}, J. Appl. Probab. 44, No. 4, 960--976 (2007; Zbl 1132.60308) Full Text: DOI Euclid
Nakatsuka, Toshinao The untraceable events method for absorbing processes. (English) Zbl 1137.60049 J. Appl. Probab. 43, No. 3, 652-664 (2006). Reviewer: Andreas Brandt (Berlin) MSC: 60K25 68M20 90B22 PDFBibTeX XMLCite \textit{T. Nakatsuka}, J. Appl. Probab. 43, No. 3, 652--664 (2006; Zbl 1137.60049) Full Text: DOI
Klüppelberg, Claudia; Lindner, Alexander; Maller, Ross A continuous-time GARCH process driven by a Lévy process: Stationarity and second-order behaviour. (English) Zbl 1068.62093 J. Appl. Probab. 41, No. 3, 601-622 (2004). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 62M10 60G10 60J25 62P05 91B28 60H10 PDFBibTeX XMLCite \textit{C. Klüppelberg} et al., J. Appl. Probab. 41, No. 3, 601--622 (2004; Zbl 1068.62093) Full Text: DOI Link
Wu, Wei Biao; Shao, Xiaofeng Limit theorems for iterated random functions. (English) Zbl 1046.60024 J. Appl. Probab. 41, No. 2, 425-436 (2004). MSC: 60F05 60F17 60G42 60J10 PDFBibTeX XMLCite \textit{W. B. Wu} and \textit{X. Shao}, J. Appl. Probab. 41, No. 2, 425--436 (2004; Zbl 1046.60024) Full Text: DOI
Genton, Marc G.; Perrin, Olivier On a time deformation reducing nonstationary stochastic processes to local stationarity. (English) Zbl 1049.62098 J. Appl. Probab. 41, No. 1, 236-249 (2004). Reviewer: Tomáš Cipra (Praha) MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{M. G. Genton} and \textit{O. Perrin}, J. Appl. Probab. 41, No. 1, 236--249 (2004; Zbl 1049.62098) Full Text: DOI Link
Wang, Hai-Bin; Wei, Bo-Cheng Separable lower triangular bilinear model. (English) Zbl 1045.62091 J. Appl. Probab. 41, No. 1, 221-235 (2004). MSC: 62M10 62M15 60G10 PDFBibTeX XMLCite \textit{H.-B. Wang} and \textit{B.-C. Wei}, J. Appl. Probab. 41, No. 1, 221--235 (2004; Zbl 1045.62091) Full Text: DOI
Perrin, Olivier; Meiring, Wendy Nonstationarity in \(\mathbb{R}^n\) is second-order stationarity in \(\mathbb{R}^{2n}\). (English) Zbl 1064.60111 J. Appl. Probab. 40, No. 3, 815-820 (2003). Reviewer: Andreas Martin (Heidelberg) MSC: 60G60 60G12 PDFBibTeX XMLCite \textit{O. Perrin} and \textit{W. Meiring}, J. Appl. Probab. 40, No. 3, 815--820 (2003; Zbl 1064.60111) Full Text: DOI
Donnelly, Peter; Rodrigues, Eliane R. Convergence to stationarity in the Moran model. (English) Zbl 0968.60079 J. Appl. Probab. 37, No. 3, 705-717 (2000). MSC: 60J99 92D10 62E17 PDFBibTeX XMLCite \textit{P. Donnelly} and \textit{E. R. Rodrigues}, J. Appl. Probab. 37, No. 3, 705--717 (2000; Zbl 0968.60079) Full Text: DOI
Ling, Shiqing On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model. (English) Zbl 1109.62340 J. Appl. Probab. 36, No. 3, 688-705 (1999). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{S. Ling}, J. Appl. Probab. 36, No. 3, 688--705 (1999; Zbl 1109.62340) Full Text: DOI Euclid
Stadje, Wolfgang; Parthasarathy, P. R. On the convergence to stationarity of the many-server Poisson queue. (English) Zbl 0955.60094 J. Appl. Probab. 36, No. 2, 546-557 (1999). Reviewer: Władysław Szczotka (Wrocław) MSC: 60K25 68M20 PDFBibTeX XMLCite \textit{W. Stadje} and \textit{P. R. Parthasarathy}, J. Appl. Probab. 36, No. 2, 546--557 (1999; Zbl 0955.60094) Full Text: DOI
Nakatsuka, Toshinao Absorbing process in recursive stochastic equations. (English) Zbl 0915.60054 J. Appl. Probab. 35, No. 2, 418-426 (1998). MSC: 60G17 60K25 93E15 PDFBibTeX XMLCite \textit{T. Nakatsuka}, J. Appl. Probab. 35, No. 2, 418--426 (1998; Zbl 0915.60054) Full Text: DOI
Campi, Marco A unique representation theorem for the conditional expectation of stationary processes and application to dynamic estimation problems. (English) Zbl 0895.60040 J. Appl. Probab. 34, No. 2, 372-380 (1997). MSC: 60G10 62G05 PDFBibTeX XMLCite \textit{M. Campi}, J. Appl. Probab. 34, No. 2, 372--380 (1997; Zbl 0895.60040) Full Text: DOI
Huang, Dawei; Spencer, N. M. On a random vibration model. (English) Zbl 0873.60026 J. Appl. Probab. 33, No. 4, 1141-1158 (1996). MSC: 60G10 60F05 60G25 62M10 62M20 62N99 PDFBibTeX XMLCite \textit{D. Huang} and \textit{N. M. Spencer}, J. Appl. Probab. 33, No. 4, 1141--1158 (1996; Zbl 0873.60026) Full Text: DOI
Rodrigues, Eliane R. Convergence to stationary state for a Markov move-to-front scheme. (English) Zbl 0834.60082 J. Appl. Probab. 32, No. 3, 768-776 (1995). MSC: 60J20 60G10 PDFBibTeX XMLCite \textit{E. R. Rodrigues}, J. Appl. Probab. 32, No. 3, 768--776 (1995; Zbl 0834.60082) Full Text: DOI
Kim, Tae Yoon Moment bounds for non-stationary dependent sequences. (English) Zbl 0816.60018 J. Appl. Probab. 31, No. 3, 731-742 (1994). Reviewer: N.G.Gamkrelidze (Moskva) MSC: 60E15 60F15 PDFBibTeX XMLCite \textit{T. Y. Kim}, J. Appl. Probab. 31, No. 3, 731--742 (1994; Zbl 0816.60018) Full Text: DOI
Gerontidis, Ioannis I. On certain aspects of non-homogeneous Markov systems in continuous time. (English) Zbl 0718.60081 J. Appl. Probab. 27, No. 3, 530-544 (1990). Reviewer: V.Abel (München) MSC: 60J20 90B70 PDFBibTeX XMLCite \textit{I. I. Gerontidis}, J. Appl. Probab. 27, No. 3, 530--544 (1990; Zbl 0718.60081) Full Text: DOI
Terdik, Gy.; Rao, T. Subba On Wiener-Ito representation and the best linear predictors for bilinear time series. (English) Zbl 0677.60044 J. Appl. Probab. 26, No. 2, 274-286 (1989). Reviewer: M.P.Mokljačuk MSC: 60G25 60G12 60H05 PDFBibTeX XMLCite \textit{Gy. Terdik} and \textit{T. S. Rao}, J. Appl. Probab. 26, No. 2, 274--286 (1989; Zbl 0677.60044) Full Text: DOI
Griffiths, R. C. On the distribution of points in a Poisson Dirichlet process. (English) Zbl 0691.92009 J. Appl. Probab. 25, No. 2, 336-345 (1988). Reviewer: J.S.Murty MSC: 92D10 41A10 PDFBibTeX XMLCite \textit{R. C. Griffiths}, J. Appl. Probab. 25, No. 2, 336--345 (1988; Zbl 0691.92009) Full Text: DOI
Yeh, Hsiaw-Chan; Arnold, Barry C.; Robertson, Christopher A. Pareto processes. (English) Zbl 0658.62101 J. Appl. Probab. 25, No. 2, 291-301 (1988). Reviewer: J.Bartoszewicz MSC: 62M10 62E20 60G10 PDFBibTeX XMLCite \textit{H.-C. Yeh} et al., J. Appl. Probab. 25, No. 2, 291--301 (1988; Zbl 0658.62101) Full Text: DOI
Liu, Jian; Brockwell, Peter J. On the general bilinear time series model. (English) Zbl 0654.60029 J. Appl. Probab. 25, No. 3, 553-564 (1988). MSC: 60G10 62M10 PDFBibTeX XMLCite \textit{J. Liu} and \textit{P. J. Brockwell}, J. Appl. Probab. 25, No. 3, 553--564 (1988; Zbl 0654.60029) Full Text: DOI
Robinson, P. M. On a model for a time series of cross-sections. (English) Zbl 0586.62143 Essays in time series and allied processes, Pap. Hon. E. J. Hannan, J. Appl. Probab., Spec. Vol. 23A, 113-125 (1986). Reviewer: T.Cipra MSC: 62M10 60G10 PDFBibTeX XML
Nicholls, D. F. The Box-Jenkins approach to random coefficient autoregressive modelling. (English) Zbl 0581.62074 Essays in time series and allied processes, Pap. Hon. E. J. Hannan, J. Appl. Probab., Spec. Vol. 23A, 231-240 (1986). MSC: 62M10 PDFBibTeX XML
Pham Dinh Tuan; Tran, Lanh Tat On the first-order bilinear time series model. (English) Zbl 0466.62082 J. Appl. Probab. 18, 617-627 (1981). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{Pham Dinh Tuan} and \textit{L. T. Tran}, J. Appl. Probab. 18, 617--627 (1981; Zbl 0466.62082) Full Text: DOI
Ozaki, Tohru Non-linear threshold autoregressive models for non-linear random vibrations. (English) Zbl 0459.73077 J. Appl. Probab. 18, 443-451 (1981). MSC: 74H50 62M10 60H10 PDFBibTeX XMLCite \textit{T. Ozaki}, J. Appl. Probab. 18, 443--451 (1981; Zbl 0459.73077) Full Text: DOI
Fava, N. A.; Santalo, L. A. Plate and line segment processes. (English) Zbl 0391.60018 J. Appl. Probab. 15, 494-501 (1978). MSC: 60D05 PDFBibTeX XMLCite \textit{N. A. Fava} and \textit{L. A. Santalo}, J. Appl. Probab. 15, 494--501 (1978; Zbl 0391.60018) Full Text: DOI