Wang, Kaiyong; Yang, Yang; Yuen, Kam Chuen The uniform asymptotics for the tail of Poisson shot noise process with dependent and heavy-tailed shocks. (English) Zbl 1524.62090 J. Math. Res. Appl. 43, No. 3, 335-349 (2023). MSC: 62E20 62P05 60F10 PDFBibTeX XMLCite \textit{K. Wang} et al., J. Math. Res. Appl. 43, No. 3, 335--349 (2023; Zbl 1524.62090) Full Text: DOI
Wang, Guanjun; Liu, Peng; Shen, Lijuan Failure rate-based models for systems subject to random shocks. (English) Zbl 1528.60089 Commun. Stat., Theory Methods 52, No. 11, 3982-4000 (2023). MSC: 60K10 90B25 PDFBibTeX XMLCite \textit{G. Wang} et al., Commun. Stat., Theory Methods 52, No. 11, 3982--4000 (2023; Zbl 1528.60089) Full Text: DOI
Gueye, Djibril; Jeanblanc, Monique Generalized Cox model for default times. (English) Zbl 1523.60089 Front. Math. Finance 1, No. 4, 467-489 (2022). MSC: 60G55 91B05 PDFBibTeX XMLCite \textit{D. Gueye} and \textit{M. Jeanblanc}, Front. Math. Finance 1, No. 4, 467--489 (2022; Zbl 1523.60089) Full Text: DOI
Privault, Nicolas Moments of Markovian growth-collapse processes. (English) Zbl 1503.60106 Adv. Appl. Probab. 54, No. 4, 1070-1093 (2022). MSC: 60J25 60J22 60G55 PDFBibTeX XMLCite \textit{N. Privault}, Adv. Appl. Probab. 54, No. 4, 1070--1093 (2022; Zbl 1503.60106) Full Text: DOI arXiv
Boxma, Onno; Perry, David; Stadje, Wolfgang Peer-to-peer lending: a growth-collapse model and its steady-state analysis. (English) Zbl 1507.91227 Math. Methods Oper. Res. 96, No. 2, 233-258 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G40 PDFBibTeX XMLCite \textit{O. Boxma} et al., Math. Methods Oper. Res. 96, No. 2, 233--258 (2022; Zbl 1507.91227) Full Text: DOI
Lachièze-Rey, Raphaël; Peccati, Giovanni; Yang, Xiaochuan Quantitative two-scale stabilization on the Poisson space. (English) Zbl 1498.60092 Ann. Appl. Probab. 32, No. 4, 3085-3145 (2022). MSC: 60F05 60H07 60G55 60D05 60G60 PDFBibTeX XMLCite \textit{R. Lachièze-Rey} et al., Ann. Appl. Probab. 32, No. 4, 3085--3145 (2022; Zbl 1498.60092) Full Text: DOI arXiv
Baccelli, François; Ramesan, Nithin A computational framework for evaluating the role of mobility on the propagation of epidemics on point processes. (English) Zbl 1478.92176 J. Math. Biol. 84, No. 1-2, Paper No. 4, 40 p. (2022). MSC: 92D30 60G55 60K35 PDFBibTeX XMLCite \textit{F. Baccelli} and \textit{N. Ramesan}, J. Math. Biol. 84, No. 1--2, Paper No. 4, 40 p. (2022; Zbl 1478.92176) Full Text: DOI arXiv
Torrisi, Giovanni Luca; Leonardi, Emilio Asymptotic analysis of Poisson shot noise processes, and applications. (English) Zbl 1480.60134 Stochastic Processes Appl. 144, 229-270 (2022). MSC: 60G55 60F10 60F05 62P05 PDFBibTeX XMLCite \textit{G. L. Torrisi} and \textit{E. Leonardi}, Stochastic Processes Appl. 144, 229--270 (2022; Zbl 1480.60134) Full Text: DOI arXiv
Privault, Nicolas Invariance of Poisson point processes by moment identities with statistical applications. (English) Zbl 1499.60157 Ugolini, Stefania (ed.) et al., Geometry and invariance in stochastic dynamics. Selected papers based on the presentations at the the conference on random transformations and invariance in stochastic dynamics, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 378, 247-265 (2021). MSC: 60G57 60G55 60D05 60G40 60G48 60H07 PDFBibTeX XMLCite \textit{N. Privault}, Springer Proc. Math. Stat. 378, 247--265 (2021; Zbl 1499.60157) Full Text: DOI
Jiang, Hui; Yang, Qingshan Sample path large deviations for the multiplicative Poisson shot noise process with compensation. (English) Zbl 07553835 Stochastics 93, No. 3, 447-477 (2021). MSC: 60F10 60F17 60G22 60G55 PDFBibTeX XMLCite \textit{H. Jiang} and \textit{Q. Yang}, Stochastics 93, No. 3, 447--477 (2021; Zbl 07553835) Full Text: DOI
Picinbono, Bernard Coincidence functions and Bartlett spectra of point processes. (English) Zbl 1497.60069 Commun. Stat., Simulation Comput. 50, No. 9, 2581-2597 (2021). MSC: 60G55 60K05 PDFBibTeX XMLCite \textit{B. Picinbono}, Commun. Stat., Simulation Comput. 50, No. 9, 2581--2597 (2021; Zbl 1497.60069) Full Text: DOI
Chen, Guang Yi; Krzyzak, Adam Noise reduction of shot-noise-dominated hyperspectral imagery by combining PCA with existing denoising methods. (English) Zbl 1482.65027 Int. J. Wavelets Multiresolut. Inf. Process. 19, No. 6, Article ID 2150028, 20 p. (2021). MSC: 65D18 62H25 62H35 PDFBibTeX XMLCite \textit{G. Y. Chen} and \textit{A. Krzyzak}, Int. J. Wavelets Multiresolut. Inf. Process. 19, No. 6, Article ID 2150028, 20 p. (2021; Zbl 1482.65027) Full Text: DOI
Jin, Qiyu; Grama, Ion; Liu, Quansheng Poisson shot noise removal by an oracular non-local algorithm. (English) Zbl 1525.94011 J. Math. Imaging Vis. 63, No. 7, 855-874 (2021). MSC: 94A08 PDFBibTeX XMLCite \textit{Q. Jin} et al., J. Math. Imaging Vis. 63, No. 7, 855--874 (2021; Zbl 1525.94011) Full Text: DOI HAL
Hainaut, Donatien Moment generating function of non-Markov self-excited claims processes. (English) Zbl 1475.91304 Insur. Math. Econ. 101, 406-424 (2021). MSC: 91G05 60G55 PDFBibTeX XMLCite \textit{D. Hainaut}, Insur. Math. Econ. 101, 406--424 (2021; Zbl 1475.91304) Full Text: DOI
Launay, Claire; Desolneux, Agnès; Galerne, Bruno Determinantal point processes for image processing. (English) Zbl 1474.60134 SIAM J. Imaging Sci. 14, No. 1, 304-348 (2021). MSC: 60G55 62M40 68U10 94A08 PDFBibTeX XMLCite \textit{C. Launay} et al., SIAM J. Imaging Sci. 14, No. 1, 304--348 (2021; Zbl 1474.60134) Full Text: DOI
Møller, Jesper; Christensen, Heidi S.; Cuevas-Pacheco, Francisco; Christoffersen, Andreas D. Structured space-sphere point processes and \(K\)-functions. (English) Zbl 1480.60129 Methodol. Comput. Appl. Probab. 23, No. 2, 569-591 (2021). MSC: 60G55 62M30 PDFBibTeX XMLCite \textit{J. Møller} et al., Methodol. Comput. Appl. Probab. 23, No. 2, 569--591 (2021; Zbl 1480.60129) Full Text: DOI arXiv
Yuan, Sida; Kawai, Reiichiro Numerical aspects of shot noise representation of infinitely divisible laws and related processes. (English) Zbl 1469.60063 Probab. Surv. 18, 201-271 (2021). MSC: 60E07 60G51 60G55 65C05 65C30 PDFBibTeX XMLCite \textit{S. Yuan} and \textit{R. Kawai}, Probab. Surv. 18, 201--271 (2021; Zbl 1469.60063) Full Text: DOI arXiv
Kondratiev, Yuri; Mishura, Yuliya; Shevchenko, Georgiy Limit theorems for additive functionals of continuous time random walks. (English) Zbl 1485.60049 Proc. R. Soc. Edinb., Sect. A, Math. 151, No. 2, 799-820 (2021). Reviewer: Alexander Iksanov (Kiev) MSC: 60G50 60J55 60F17 PDFBibTeX XMLCite \textit{Y. Kondratiev} et al., Proc. R. Soc. Edinb., Sect. A, Math. 151, No. 2, 799--820 (2021; Zbl 1485.60049) Full Text: DOI arXiv
Privault, Nicolas Nonstationary shot noise modeling of neuron membrane potentials by closed-form moments and Gram-Charlier expansions. (English) Zbl 1454.92008 Biol. Cybern. 114, No. 4-5, 499-518 (2020). MSC: 92C20 60G55 PDFBibTeX XMLCite \textit{N. Privault}, Biol. Cybern. 114, No. 4--5, 499--518 (2020; Zbl 1454.92008) Full Text: DOI
Saxena, M.; Boxma, O. J.; Mandjes, M. An infinite-server system with Lévy shot-noise modulation: moments and asymptotics. (English) Zbl 1465.60081 Markov Process. Relat. Fields 26, No. 4, 757-778 (2020). Reviewer: Vyacheslav Abramov (Melbourne) MSC: 60K25 60G51 68M20 90B22 PDFBibTeX XMLCite \textit{M. Saxena} et al., Markov Process. Relat. Fields 26, No. 4, 757--778 (2020; Zbl 1465.60081) Full Text: Link
Finkelstein, Maxim; Cha, Ji Hwan; Levitin, Gregory A hybrid preventive maintenance model for systems with partially observable degradation. (English) Zbl 07254134 IMA J. Manag. Math. 31, No. 3, 345-365 (2020). MSC: 90-XX 91-XX PDFBibTeX XMLCite \textit{M. Finkelstein} et al., IMA J. Manag. Math. 31, No. 3, 345--365 (2020; Zbl 07254134) Full Text: DOI
Iksanov, Alexander; Rashytov, Bohdan A functional limit theorem for general shot noise processes. (English) Zbl 1434.60106 J. Appl. Probab. 57, No. 1, 280-294 (2020). MSC: 60F17 60G55 PDFBibTeX XMLCite \textit{A. Iksanov} and \textit{B. Rashytov}, J. Appl. Probab. 57, No. 1, 280--294 (2020; Zbl 1434.60106) Full Text: DOI arXiv
Cheng, Zailei; Seol, Youngsoo Precise deviations for Cox processes with a shot noise intensity. (English) Zbl 07529893 Commun. Stat., Theory Methods 48, No. 23, 5850-5861 (2019). MSC: 60G55 60F05 60F10 62-XX PDFBibTeX XMLCite \textit{Z. Cheng} and \textit{Y. Seol}, Commun. Stat., Theory Methods 48, No. 23, 5850--5861 (2019; Zbl 07529893) Full Text: DOI arXiv
Lachièze-Rey, Raphaël Normal convergence of nonlocalised geometric functionals and shot-noise excursions. (English) Zbl 1448.60057 Ann. Appl. Probab. 29, No. 5, 2613-2653 (2019). MSC: 60F05 60D05 60G60 PDFBibTeX XMLCite \textit{R. Lachièze-Rey}, Ann. Appl. Probab. 29, No. 5, 2613--2653 (2019; Zbl 1448.60057) Full Text: DOI arXiv
Shi, Yuru; Tang, Yuting; Wang, Enmiao; Yan, Jun Moment generating function and applications of Poisson shot noise process. (Chinese. English summary) Zbl 1424.60068 J. Yangzhou Univ., Nat. Sci. Ed. 21, No. 2, 32-34 (2018). MSC: 60G55 62F10 PDFBibTeX XMLCite \textit{Y. Shi} et al., J. Yangzhou Univ., Nat. Sci. Ed. 21, No. 2, 32--34 (2018; Zbl 1424.60068) Full Text: DOI
Jang, Jiwook; Dassios, Angelos; Zhao, Hongbiao Moments of renewal shot-noise processes and their applications. (English) Zbl 1418.91243 Scand. Actuar. J. 2018, No. 8, 727-752 (2018). MSC: 91B30 60K10 62P05 60G55 91G40 PDFBibTeX XMLCite \textit{J. Jang} et al., Scand. Actuar. J. 2018, No. 8, 727--752 (2018; Zbl 1418.91243) Full Text: DOI Link
Cha, Ji Hwan; Finkelstein, Maxim On a new shot noise process and the induced survival model. (English) Zbl 1402.60112 Methodol. Comput. Appl. Probab. 20, No. 3, 897-917 (2018). MSC: 60K10 62P30 62N05 60G55 PDFBibTeX XMLCite \textit{J. H. Cha} and \textit{M. Finkelstein}, Methodol. Comput. Appl. Probab. 20, No. 3, 897--917 (2018; Zbl 1402.60112) Full Text: DOI
Ma, Ming; Bian, Li’na; Liu, Hua Low order moments of self-excited filtered Poisson processes based on joint distribution of event points. (Chinese. English summary) Zbl 1413.60041 J. Shandong Univ., Nat. Sci. 53, No. 4, 55-58 (2018). MSC: 60G55 PDFBibTeX XMLCite \textit{M. Ma} et al., J. Shandong Univ., Nat. Sci. 53, No. 4, 55--58 (2018; Zbl 1413.60041) Full Text: DOI
Pang, Guodong; Zhou, Yuhang Functional limit theorems for a new class of non-stationary shot noise processes. (English) Zbl 1380.60041 Stochastic Processes Appl. 128, No. 2, 505-544 (2018). MSC: 60F17 60G55 60F05 PDFBibTeX XMLCite \textit{G. Pang} and \textit{Y. Zhou}, Stochastic Processes Appl. 128, No. 2, 505--544 (2018; Zbl 1380.60041) Full Text: DOI
Schmidt, Thorsten Shot-noise processes in finance. (English) Zbl 1383.62253 Ferger, Dietmar (ed.) et al., From statistics to mathematical finance. Festschrift in honour of Winfried Stute. Cham: Springer (ISBN 978-3-319-50985-3/hbk; 978-3-319-50986-0/ebook). 367-385 (2017). MSC: 62P05 60G55 60G57 PDFBibTeX XMLCite \textit{T. Schmidt}, in: From statistics to mathematical finance. Festschrift in honour of Winfried Stute. Cham: Springer. 367--385 (2017; Zbl 1383.62253) Full Text: DOI arXiv
Koops, D. T.; Boxma, O. J.; Mandjes, M. R. H. Networks of \(\cdot /\mathrm{G}/\infty \) queues with shot-noise-driven arrival intensities. (English) Zbl 1390.60327 Queueing Syst. 86, No. 3-4, 301-325 (2017). Reviewer: Vyacheslav Abramov (Melbourne) MSC: 60K25 PDFBibTeX XMLCite \textit{D. T. Koops} et al., Queueing Syst. 86, No. 3--4, 301--325 (2017; Zbl 1390.60327) Full Text: DOI arXiv
Matechou, Eleni; Caron, François Modelling individual migration patterns using a Bayesian nonparametric approach for capture-recapture data. (English) Zbl 1366.62260 Ann. Appl. Stat. 11, No. 1, 21-40 (2017). MSC: 62P12 62G08 62F15 92D25 PDFBibTeX XMLCite \textit{E. Matechou} and \textit{F. Caron}, Ann. Appl. Stat. 11, No. 1, 21--40 (2017; Zbl 1366.62260) Full Text: DOI Euclid
Prokešová, Michaela; Dvořák, Jiří; Vedel Jensen, Eva B. Two-step estimation procedures for inhomogeneous shot-noise Cox processes. (English) Zbl 1398.62257 Ann. Inst. Stat. Math. 69, No. 3, 513-542 (2017). MSC: 62M30 60G55 PDFBibTeX XMLCite \textit{M. Prokešová} et al., Ann. Inst. Stat. Math. 69, No. 3, 513--542 (2017; Zbl 1398.62257) Full Text: DOI Link
Iksanov, Alexander; Marynych, Alexander; Meiners, Matthias Asymptotics of random processes with immigration. II: Convergence to stationarity. (English) Zbl 1377.60046 Bernoulli 23, No. 2, 1279-1298 (2017). Reviewer: Martin Wendler (Greifswald) MSC: 60F17 60G17 60G55 60J80 60K05 PDFBibTeX XMLCite \textit{A. Iksanov} et al., Bernoulli 23, No. 2, 1279--1298 (2017; Zbl 1377.60046) Full Text: DOI arXiv Euclid
Iksanov, Alexander; Marynych, Alexander; Meiners, Matthias Asymptotics of random processes with immigration. I: Scaling limits. (English) Zbl 1386.60122 Bernoulli 23, No. 2, 1233-1278 (2017). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F17 60G17 60G55 60J80 60K05 PDFBibTeX XMLCite \textit{A. Iksanov} et al., Bernoulli 23, No. 2, 1233--1278 (2017; Zbl 1386.60122) Full Text: DOI arXiv Euclid
Dvořák, Jiří; Prokešová, Michaela Parameter estimation for inhomogeneous space-time shot-noise Cox point processes. (English) Zbl 1373.62470 Scand. J. Stat. 43, No. 4, 939-961 (2016). MSC: 62M30 60G55 PDFBibTeX XMLCite \textit{J. Dvořák} and \textit{M. Prokešová}, Scand. J. Stat. 43, No. 4, 939--961 (2016; Zbl 1373.62470) Full Text: DOI
Kopecký, Jiří; Mrkvička, Tomáš On the Bayesian estimation for the stationary Neyman-Scott point processes. (English) Zbl 1413.62134 Appl. Math., Praha 61, No. 4, 503-514 (2016). MSC: 62M05 62H12 60G55 PDFBibTeX XMLCite \textit{J. Kopecký} and \textit{T. Mrkvička}, Appl. Math., Praha 61, No. 4, 503--514 (2016; Zbl 1413.62134) Full Text: DOI Link
Heinrich, Lothar On the strong Brillinger-mixing property of \(\alpha\)-determinantal point processes and some applications. (English) Zbl 1488.60126 Appl. Math., Praha 61, No. 4, 443-461 (2016). MSC: 60G55 60F05 PDFBibTeX XMLCite \textit{L. Heinrich}, Appl. Math., Praha 61, No. 4, 443--461 (2016; Zbl 1488.60126) Full Text: DOI Link
Dvořák, Jiří; Prokešová, Michaela Asymptotic properties of the minimum contrast estimators for projections of inhomogeneous space-time shot-noise Cox processes. (English) Zbl 1413.60040 Appl. Math., Praha 61, No. 4, 387-411 (2016). MSC: 60G55 62F12 PDFBibTeX XMLCite \textit{J. Dvořák} and \textit{M. Prokešová}, Appl. Math., Praha 61, No. 4, 387--411 (2016; Zbl 1413.60040) Full Text: DOI Link
Dong, Yinghui; Yuen, Kam C.; Wang, Guojing; Wu, Chongfeng A reduced-form model for correlated defaults with regime-switching shot noise intensities. (English) Zbl 1343.60117 Methodol. Comput. Appl. Probab. 18, No. 2, 459-486 (2016). MSC: 60J28 60J27 60H30 60H10 60G55 91G40 91G80 60G46 PDFBibTeX XMLCite \textit{Y. Dong} et al., Methodol. Comput. Appl. Probab. 18, No. 2, 459--486 (2016; Zbl 1343.60117) Full Text: DOI
Biermé, Hermine; Desolneux, Agnès On the perimeter of excursion sets of shot noise random fields. (English) Zbl 1343.60060 Ann. Probab. 44, No. 1, 521-543 (2016). Reviewer: Zdzisław Rychlik (Lublin) MSC: 60G60 60G55 60G10 60F15 60E07 26B30 PDFBibTeX XMLCite \textit{H. Biermé} and \textit{A. Desolneux}, Ann. Probab. 44, No. 1, 521--543 (2016; Zbl 1343.60060) Full Text: DOI Euclid
Matsui, Muneya Prediction in a Poisson cluster model with multiple cluster processes. (English) Zbl 1398.91348 Scand. Actuar. J. 2015, No. 1, 1-31 (2015). MSC: 91B30 60G25 60G55 60G51 PDFBibTeX XMLCite \textit{M. Matsui}, Scand. Actuar. J. 2015, No. 1, 1--31 (2015; Zbl 1398.91348) Full Text: DOI
Budhiraja, Amarjit; Nyquist, Pierre Large deviations for multidimensional state-dependent shot-noise processes. (English) Zbl 1334.60028 J. Appl. Probab. 52, No. 4, 1097-1114 (2015). MSC: 60F10 60G55 60G17 60G57 60K30 PDFBibTeX XMLCite \textit{A. Budhiraja} and \textit{P. Nyquist}, J. Appl. Probab. 52, No. 4, 1097--1114 (2015; Zbl 1334.60028) Full Text: DOI arXiv Euclid
Dassios, Angelos; Jang, Jiwook; Zhao, Hongbiao A risk model with renewal shot-noise Cox process. (English) Zbl 1348.91139 Insur. Math. Econ. 65, 55-65 (2015). MSC: 91B30 60G55 60J75 60G44 62P05 91G60 65C05 PDFBibTeX XMLCite \textit{A. Dassios} et al., Insur. Math. Econ. 65, 55--65 (2015; Zbl 1348.91139) Full Text: DOI Link
Baccelli, François; Biswas, Anup On scaling limits of power law shot-noise fields. (English) Zbl 1328.60024 Stoch. Models 31, No. 2, 187-207 (2015). MSC: 60D05 44A10 60G55 82B43 PDFBibTeX XMLCite \textit{F. Baccelli} and \textit{A. Biswas}, Stoch. Models 31, No. 2, 187--207 (2015; Zbl 1328.60024) Full Text: DOI arXiv
Jedidi, Wissem Poisson shot noise traffic model and approximation of significant functionals. (English) Zbl 1469.60156 Abstr. Appl. Anal. 2014, Article ID 261568, 9 p. (2014). MSC: 60G55 60G70 60K99 90B20 PDFBibTeX XMLCite \textit{W. Jedidi}, Abstr. Appl. Anal. 2014, Article ID 261568, 9 p. (2014; Zbl 1469.60156) Full Text: DOI
Prokešová, Michaela; Dvořák, Jiří Statistics for inhomogeneous space-time shot-noise Cox processes. (English) Zbl 1305.62338 Methodol. Comput. Appl. Probab. 16, No. 2, 433-449 (2014). MSC: 62M30 60G55 PDFBibTeX XMLCite \textit{M. Prokešová} and \textit{J. Dvořák}, Methodol. Comput. Appl. Probab. 16, No. 2, 433--449 (2014; Zbl 1305.62338) Full Text: DOI
Matsui, Muneya Prediction in a non-homogeneous Poisson cluster model. (English) Zbl 1296.60128 Insur. Math. Econ. 55, 10-17 (2014). MSC: 60G55 60G51 60G25 91B30 PDFBibTeX XMLCite \textit{M. Matsui}, Insur. Math. Econ. 55, 10--17 (2014; Zbl 1296.60128) Full Text: DOI arXiv
Iksanov, Alexander; Marynych, Alexander; Meiners, Matthias Limit theorems for renewal shot noise processes with eventually decreasing response functions. (English) Zbl 1335.60023 Stochastic Processes Appl. 124, No. 6, 2132-2170 (2014). MSC: 60F05 60K05 60G51 60G22 60G52 60G55 PDFBibTeX XMLCite \textit{A. Iksanov} et al., Stochastic Processes Appl. 124, No. 6, 2132--2170 (2014; Zbl 1335.60023) Full Text: DOI arXiv
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng A multivariate regime-switching mean reverting process and its application to the valuation of credit risk. (English) Zbl 1307.91186 Stochastic Anal. Appl. 32, No. 4, 687-710 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91G40 60J27 91G20 60G55 60H30 62P05 PDFBibTeX XMLCite \textit{Y. Dong} et al., Stochastic Anal. Appl. 32, No. 4, 687--710 (2014; Zbl 1307.91186) Full Text: DOI
Li, Xiaohu; Wu, Jintang Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time. (English) Zbl 1321.60104 Stat. Probab. Lett. 88, 15-26 (2014). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 60G55 60F99 PDFBibTeX XMLCite \textit{X. Li} and \textit{J. Wu}, Stat. Probab. Lett. 88, 15--26 (2014; Zbl 1321.60104) Full Text: DOI
Møller, Jesper; Toftaker, Håkon Geometric anisotropic spatial point pattern analysis and Cox processes. (English) Zbl 1416.62547 Scand. J. Stat. 41, No. 2, 414-435 (2014). MSC: 62M30 60G55 PDFBibTeX XMLCite \textit{J. Møller} and \textit{H. Toftaker}, Scand. J. Stat. 41, No. 2, 414--435 (2014; Zbl 1416.62547) Full Text: DOI Link
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model. (English) Zbl 1337.60034 Lith. Math. J. 53, No. 4, 448-470 (2013). MSC: 60F10 60G55 91B30 PDFBibTeX XMLCite \textit{Y. Yang} et al., Lith. Math. J. 53, No. 4, 448--470 (2013; Zbl 1337.60034) Full Text: DOI
Zhu, Lingjiong Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims. (English) Zbl 1290.91107 Insur. Math. Econ. 53, No. 3, 544-550 (2013). MSC: 91B30 60G55 60F10 PDFBibTeX XMLCite \textit{L. Zhu}, Insur. Math. Econ. 53, No. 3, 544--550 (2013; Zbl 1290.91107) Full Text: DOI arXiv
Jang, Jiwook; Dassios, Angelos A bivariate shot noise self-exciting process for insurance. (English) Zbl 1290.60055 Insur. Math. Econ. 53, No. 3, 524-532 (2013). MSC: 60G55 91B30 60J25 PDFBibTeX XMLCite \textit{J. Jang} and \textit{A. Dassios}, Insur. Math. Econ. 53, No. 3, 524--532 (2013; Zbl 1290.60055) Full Text: DOI
Blaszczyszyn, Bartlomiej; Yogeshwaran, Dhandapani Clustering and percolation of point processes. (English) Zbl 1291.60099 Electron. J. Probab. 18, Paper No. 72, 20 p. (2013). Reviewer: Viktor Ohanyan (Erevan) MSC: 60G55 82B43 60K35 60D05 PDFBibTeX XMLCite \textit{B. Blaszczyszyn} and \textit{D. Yogeshwaran}, Electron. J. Probab. 18, Paper No. 72, 20 p. (2013; Zbl 1291.60099) Full Text: DOI arXiv
Weng, Chengguo; Zhang, Yi; Tan, Ken Seng Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications. (English) Zbl 1281.60048 Methodol. Comput. Appl. Probab. 15, No. 3, 655-682 (2013). Reviewer: Aleksander Iksanov (Kiev) MSC: 60G55 91B30 PDFBibTeX XMLCite \textit{C. Weng} et al., Methodol. Comput. Appl. Probab. 15, No. 3, 655--682 (2013; Zbl 1281.60048) Full Text: DOI
Demichev, V. P. Functional limit theorem for solutions to Burgers equation with random initial data. (English. Russian original) Zbl 1316.35305 Mosc. Univ. Math. Bull. 68, No. 2, 107-110 (2013); translation from Vestn. Mosk. Univ., Ser. I 67, No. 2, 42-46 (2013). Reviewer: Dominique Lepingle (Orléans) MSC: 35R60 35Q35 PDFBibTeX XMLCite \textit{V. P. Demichev}, Mosc. Univ. Math. Bull. 68, No. 2, 107--110 (2013; Zbl 1316.35305); translation from Vestn. Mosk. Univ., Ser. I 67, No. 2, 42--46 (2013) Full Text: DOI
Torrisi, Giovanni Luca Functional strong law of large numbers for loads in a planar network model. (English) Zbl 1264.90064 Stat. Probab. Lett. 83, No. 3, 718-723 (2013). MSC: 90B22 PDFBibTeX XMLCite \textit{G. L. Torrisi}, Stat. Probab. Lett. 83, No. 3, 718--723 (2013; Zbl 1264.90064) Full Text: DOI
Biermé, Hermine; Desolneux, Agnès Crossings of smooth shot noise processes. (English) Zbl 1278.60073 Ann. Appl. Probab. 22, No. 6, 2240-2281 (2012). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60G17 60E07 60E10 60G10 60F05 PDFBibTeX XMLCite \textit{H. Biermé} and \textit{A. Desolneux}, Ann. Appl. Probab. 22, No. 6, 2240--2281 (2012; Zbl 1278.60073) Full Text: DOI arXiv Euclid
Yan, Jun; Gao, Fuqing Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity. (English) Zbl 1263.91028 J. Math. Anal. Appl. 394, No. 1, 74-83 (2012). MSC: 91B30 60F10 60G55 60G44 PDFBibTeX XMLCite \textit{J. Yan} and \textit{F. Gao}, J. Math. Anal. Appl. 394, No. 1, 74--83 (2012; Zbl 1263.91028) Full Text: DOI
Biermé, Hermine; Desolneux, Agnès A Fourier approach for the level crossings of shot noise processes with jumps. (English) Zbl 1253.60052 J. Appl. Probab. 49, No. 1, 100-113 (2012). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60G17 60E10 26A45 60G10 60F05 PDFBibTeX XMLCite \textit{H. Biermé} and \textit{A. Desolneux}, J. Appl. Probab. 49, No. 1, 100--113 (2012; Zbl 1253.60052) Full Text: DOI Euclid
Shen, Xinmei; Zhang, Yi Moderate deviations for a risk model based on the customer-arrival process. (English) Zbl 1229.91166 Stat. Probab. Lett. 82, No. 1, 116-122 (2012). MSC: 91B30 60F10 60G55 PDFBibTeX XMLCite \textit{X. Shen} and \textit{Y. Zhang}, Stat. Probab. Lett. 82, No. 1, 116--122 (2012; Zbl 1229.91166) Full Text: DOI
Chen, Jinyuan; Li, Zehui Precise large deviations for a risk process based on the entrance process of the insured. (Chinese. English summary) Zbl 1265.62032 J. Lanzhou Univ., Nat. Sci. 47, No. 5, 99-103, 108 (2011). MSC: 62P05 60F10 91B30 PDFBibTeX XMLCite \textit{J. Chen} and \textit{Z. Li}, J. Lanzhou Univ., Nat. Sci. 47, No. 5, 99--103, 108 (2011; Zbl 1265.62032)
Duffy, Ken R.; Torrisi, Giovanni Luca Sample path large deviations of Poisson shot noise with heavy-tailed semiexponential distributions. (English) Zbl 1230.60025 J. Appl. Probab. 48, No. 3, 688-698 (2011). MSC: 60F10 PDFBibTeX XMLCite \textit{K. R. Duffy} and \textit{G. L. Torrisi}, J. Appl. Probab. 48, No. 3, 688--698 (2011; Zbl 1230.60025) Full Text: DOI
Nieznaj, Ernest On superdiffusive behavior of a passive tracer in a Poisson shot noise field. (English) Zbl 1235.60030 Z. Angew. Math. Phys. 62, No. 2, 223-231 (2011). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60F99 60G57 60G60 PDFBibTeX XMLCite \textit{E. Nieznaj}, Z. Angew. Math. Phys. 62, No. 2, 223--231 (2011; Zbl 1235.60030) Full Text: DOI
Kawai, Reiichiro; Masuda, Hiroki On simulation of tempered stable random variates. (English) Zbl 1217.65017 J. Comput. Appl. Math. 235, No. 8, 2873-2887 (2011). MSC: 65C50 65C10 68U20 60E07 60B10 PDFBibTeX XMLCite \textit{R. Kawai} and \textit{H. Masuda}, J. Comput. Appl. Math. 235, No. 8, 2873--2887 (2011; Zbl 1217.65017) Full Text: DOI
Mino, Hiroyuki; Durand, Dominique M. Enhancement of information transmission of sub-threshold signals applied to distal positions of dendritic trees in hippocampal CA1 neuron models with stochastic resonance. (English) Zbl 1266.92033 Biol. Cybern. 103, No. 3, 227-236 (2010). MSC: 92C20 68U20 PDFBibTeX XMLCite \textit{H. Mino} and \textit{D. M. Durand}, Biol. Cybern. 103, No. 3, 227--236 (2010; Zbl 1266.92033) Full Text: DOI
Imai, Junichi; Kawai, Reiichiro Quasi-Monte Carlo method for infinitely divisible random vectors via series representations. (English) Zbl 1216.60015 SIAM J. Sci. Comput. 32, No. 4, 1879-1897 (2010). MSC: 60E07 65C05 65D30 65B10 PDFBibTeX XMLCite \textit{J. Imai} and \textit{R. Kawai}, SIAM J. Sci. Comput. 32, No. 4, 1879--1897 (2010; Zbl 1216.60015) Full Text: DOI Link
Gatto, Riccardo A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes. (English) Zbl 1202.60072 Methodol. Comput. Appl. Probab. 12, No. 3, 533-551 (2010). MSC: 60G55 PDFBibTeX XMLCite \textit{R. Gatto}, Methodol. Comput. Appl. Probab. 12, No. 3, 533--551 (2010; Zbl 1202.60072) Full Text: DOI Link
Matsui, Muneya; Mikosch, Thomas Prediction in a Poisson cluster model. (English) Zbl 1200.60033 J. Appl. Probab. 47, No. 2, 350-366 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G25 62P05 60G55 60K30 91B30 PDFBibTeX XMLCite \textit{M. Matsui} and \textit{T. Mikosch}, J. Appl. Probab. 47, No. 2, 350--366 (2010; Zbl 1200.60033) Full Text: DOI
Stabile, Gabriele; Torrisi, Giovanni Luca Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions. (English) Zbl 1196.60041 Stat. Probab. Lett. 80, No. 15-16, 1200-1209 (2010). MSC: 60F10 PDFBibTeX XMLCite \textit{G. Stabile} and \textit{G. L. Torrisi}, Stat. Probab. Lett. 80, No. 15--16, 1200--1209 (2010; Zbl 1196.60041) Full Text: DOI
Fasen, Vicky Extremes of Lévy driven mixed MA processes with convolution equivalent distributions. (English) Zbl 1224.60119 Extremes 12, No. 3, 265-296 (2009). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60G70 60F05 60E07 60G57 60G55 PDFBibTeX XMLCite \textit{V. Fasen}, Extremes 12, No. 3, 265--296 (2009; Zbl 1224.60119) Full Text: DOI
Shen, Xin-Mei; Lin, Zheng-Yan; Zhang, Yi Precise large deviations for the actual aggregate loss process. (English) Zbl 1175.60022 Stochastic Anal. Appl. 27, No. 5, 1000-1013 (2009). MSC: 60F10 60G55 91B30 PDFBibTeX XMLCite \textit{X.-M. Shen} et al., Stochastic Anal. Appl. 27, No. 5, 1000--1013 (2009; Zbl 1175.60022) Full Text: DOI
Bondesson, Lennart On univariate and bivariate generalized gamma convolutions. (English) Zbl 1171.60306 J. Stat. Plann. Inference 139, No. 11, 3759-3765 (2009). MSC: 60E05 60E07 60G55 PDFBibTeX XMLCite \textit{L. Bondesson}, J. Stat. Plann. Inference 139, No. 11, 3759--3765 (2009; Zbl 1171.60306) Full Text: DOI
Ganesh, Ayalvadi J.; Torrisi, Giovanni Luca Large deviations of the interference in a wireless communication model. (English) Zbl 1329.94005 IEEE Trans. Inf. Theory 54, No. 8, 3505-3517 (2008). MSC: 94A05 94A40 PDFBibTeX XMLCite \textit{A. J. Ganesh} and \textit{G. L. Torrisi}, IEEE Trans. Inf. Theory 54, No. 8, 3505--3517 (2008; Zbl 1329.94005) Full Text: DOI
Schmidt, Thorsten; Xu, Ling Some limit results on the Haar-Fisz transform for inhomogeneous Poisson signals. (English) Zbl 1151.62067 Z. Anal. Anwend. 27, No. 4, 483-497 (2008). MSC: 62M09 42C40 62E20 62M05 65C60 62G20 PDFBibTeX XMLCite \textit{T. Schmidt} and \textit{L. Xu}, Z. Anal. Anwend. 27, No. 4, 483--497 (2008; Zbl 1151.62067) Full Text: DOI Link
Hellmund, Gunnar; Prokešová, Michaela; Vedel Jensen, Eva B. Lévy-based Cox point processes. (English) Zbl 1149.60031 Adv. Appl. Probab. 40, No. 3, 603-629 (2008). MSC: 60G55 60D05 60K35 PDFBibTeX XMLCite \textit{G. Hellmund} et al., Adv. Appl. Probab. 40, No. 3, 603--629 (2008; Zbl 1149.60031) Full Text: DOI
Ganesh, A.; Macci, C.; Torrisi, G. L. A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling. (English) Zbl 1178.60061 Queueing Syst. 55, No. 2, 83-94 (2007). MSC: 60K10 60F10 60K05 91B30 PDFBibTeX XMLCite \textit{A. Ganesh} et al., Queueing Syst. 55, No. 2, 83--94 (2007; Zbl 1178.60061) Full Text: DOI
Biermé, Hermine; Estrade, Anne Poisson random balls: self-similarity and X-ray images. (English) Zbl 1118.60044 Adv. Appl. Probab. 38, No. 4, 853-872 (2006). Reviewer: Andrew Olenko (Victoria) MSC: 60G60 60D05 52A22 44A12 60G12 60G55 PDFBibTeX XMLCite \textit{H. Biermé} and \textit{A. Estrade}, Adv. Appl. Probab. 38, No. 4, 853--872 (2006; Zbl 1118.60044) Full Text: DOI arXiv
Tang, Qihe On convolution equivalence with applications. (English) Zbl 1114.60015 Bernoulli 12, No. 3, 535-549 (2006). MSC: 60E05 60G55 60B15 PDFBibTeX XMLCite \textit{Q. Tang}, Bernoulli 12, No. 3, 535--549 (2006; Zbl 1114.60015) Full Text: DOI Euclid
Decreusefond, L.; Savy, N. Anticipative calculus with respect to filtered Poisson processes. (English) Zbl 1095.60016 Ann. Inst. Henri Poincaré, Probab. Stat. 42, No. 3, 343-372 (2006). Reviewer: Jacques Franchi (Strasbourg) MSC: 60H05 60H07 60G55 PDFBibTeX XMLCite \textit{L. Decreusefond} and \textit{N. Savy}, Ann. Inst. Henri Poincaré, Probab. Stat. 42, No. 3, 343--372 (2006; Zbl 1095.60016) Full Text: DOI arXiv Numdam Numdam EuDML
Brémaud, Pierre; Massoulié, Laurent; Ridolfi, Andrea Power spectra of random spike fields and related processes. (English) Zbl 1102.60030 Adv. Appl. Probab. 37, No. 4, 1116-1146 (2005). Reviewer: Andrew Olenko (Kyïv) MSC: 60G12 60G35 62M15 62M40 60G55 60G60 60J27 60J80 60G20 62M30 94A05 94A20 PDFBibTeX XMLCite \textit{P. Brémaud} et al., Adv. Appl. Probab. 37, No. 4, 1116--1146 (2005; Zbl 1102.60030) Full Text: DOI
Fasen, Vicky Extremes of regularly varying Lévy-driven mixed moving average processes. (English) Zbl 1094.60038 Adv. Appl. Probab. 37, No. 4, 993-1014 (2005). MSC: 60G70 60F05 60G10 60G55 PDFBibTeX XMLCite \textit{V. Fasen}, Adv. Appl. Probab. 37, No. 4, 993--1014 (2005; Zbl 1094.60038) Full Text: DOI Euclid
Lowen, Steven Bradley; Teich, Malvin Carl Fractal-based point processes. (English) Zbl 1086.60002 Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 0-471-38376-7/hbk; 978-0-471-75472-5/ebook). xxiv, 594 p. (2005). Reviewer: Bo Markussen (Kopenhagen) MSC: 60-01 60G55 60G18 60K30 62M15 62P10 62P30 62P35 PDFBibTeX XMLCite \textit{S. B. Lowen} and \textit{M. C. Teich}, Fractal-based point processes. Hoboken, NJ: John Wiley \& Sons (2005; Zbl 1086.60002) Full Text: DOI
Dassios, Angelos; Jang, Ji-Wook Kalman-Bucy filtering for linear systems driven by the Cox process with shot noise intensity and its application to the pricing of reinsurance contracts. (English) Zbl 1076.62093 J. Appl. Probab. 42, No. 1, 93-107 (2005). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 62M20 62P05 60G35 60F05 60G55 60J75 91B30 PDFBibTeX XMLCite \textit{A. Dassios} and \textit{J.-W. Jang}, J. Appl. Probab. 42, No. 1, 93--107 (2005; Zbl 1076.62093) Full Text: DOI
Li, Zehui; Zhu, Jinxia; Chen, Feng Study of a risk model based on the entrance process. (English) Zbl 1067.62105 Stat. Probab. Lett. 72, No. 1, 1-10 (2005). MSC: 62P05 60F05 91B30 60G55 PDFBibTeX XMLCite \textit{Z. Li} et al., Stat. Probab. Lett. 72, No. 1, 1--10 (2005; Zbl 1067.62105) Full Text: DOI
Iksanov, O. M. A conjecture on the behaviour of tails of fixed points of the shot noise transform. (Ukrainian, English) Zbl 1097.60003 Teor. Jmovirn. Mat. Stat. 69, 52-56 (2004); translation in Theory Probab. Math. Stat. 69, 55-60 (2004). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60E07 40E05 60K05 PDFBibTeX XMLCite \textit{O. M. Iksanov}, Teor. Ĭmovirn. Mat. Stat. 69, 52--56 (2004; Zbl 1097.60003); translation in Theory Probab. Math. Stat. 69, 55--60 (2004) Full Text: Link
Klüppelberg, Claudia; Kühn, Christoph Fractional Brownian motion as a weak limit of Poisson shot noise processes – with applications to finance. (English) Zbl 1075.60020 Stochastic Processes Appl. 113, No. 2, 333-351 (2004). Reviewer: Ken-ichi Yoshihara (Tokyo) MSC: 60F17 60G55 60G15 PDFBibTeX XMLCite \textit{C. Klüppelberg} and \textit{C. Kühn}, Stochastic Processes Appl. 113, No. 2, 333--351 (2004; Zbl 1075.60020) Full Text: DOI
Torrisi, G. L. Simulating the ruin probability of risk processes with delay in claim settlement. (English) Zbl 1114.91066 Stochastic Processes Appl. 112, No. 2, 225-244 (2004). MSC: 91B30 60G55 PDFBibTeX XMLCite \textit{G. L. Torrisi}, Stochastic Processes Appl. 112, No. 2, 225--244 (2004; Zbl 1114.91066) Full Text: DOI
Miyoshi, Naoto A note on bounds and monotonicity of spatial stationary Cox shot noises. (English) Zbl 1067.60021 Probab. Eng. Inf. Sci. 18, No. 4, 561-571 (2004). Reviewer: Viktor Oganyan (Erevan) MSC: 60G55 62M30 60K25 PDFBibTeX XMLCite \textit{N. Miyoshi}, Probab. Eng. Inf. Sci. 18, No. 4, 561--571 (2004; Zbl 1067.60021) Full Text: DOI
Iksanov, Aleksander; Kim, Che Soong New explicit examples of fixed points of Poisson shot noise transforms. (English) Zbl 1071.60008 Aust. N. Z. J. Stat. 46, No. 2, 313-321 (2004). Reviewer: Evgueni Spodarev (Ulm) MSC: 60E10 60E99 60G55 PDFBibTeX XMLCite \textit{A. Iksanov} and \textit{C. S. Kim}, Aust. N. Z. J. Stat. 46, No. 2, 313--321 (2004; Zbl 1071.60008) Full Text: DOI arXiv
Dassios, Angelos; Jang, Ji-Wook Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity. (English) Zbl 1039.91038 Finance Stoch. 7, No. 1, 77-95 (2003). Reviewer: Yuliya Mishura (Kyïv) MSC: 91B30 60G55 91B70 60J75 60G10 60G44 91G20 PDFBibTeX XMLCite \textit{A. Dassios} and \textit{J.-W. Jang}, Finance Stoch. 7, No. 1, 77--95 (2003; Zbl 1039.91038) Full Text: DOI Link
Lebedev, A. V. Maxima of subexponential shot-noise fields with finite radius of influence. (English. Russian original) Zbl 1022.60052 Math. Notes 73, No. 2, 240-243 (2003); translation from Mat. Zametki 73, No. 2, 258-262 (2003). MSC: 60G70 PDFBibTeX XMLCite \textit{A. V. Lebedev}, Math. Notes 73, No. 2, 240--243 (2003; Zbl 1022.60052); translation from Mat. Zametki 73, No. 2, 258--262 (2003) Full Text: DOI
Iksanov, Aleksander M.; Jurek, Zbigniew J. Shot noise distributions and selfdecomposability. (English) Zbl 1042.60026 Stochastic Anal. Appl. 21, No. 3, 593-609 (2003). MSC: 60G51 60G07 60G55 60K05 PDFBibTeX XMLCite \textit{A. M. Iksanov} and \textit{Z. J. Jurek}, Stochastic Anal. Appl. 21, No. 3, 593--609 (2003; Zbl 1042.60026) Full Text: DOI arXiv
Li, Haijun On the dependence structure of a system of components with a multivariate shot-noise hazard rate process. (English) Zbl 1067.60089 Oyibo, Gabriel (ed.), Advances in mathematics research. Vol. 1. Hauppauge, NY: Nova Science Publishers (ISBN 1-59033-223-7/hbk). Advances in Mathematics Research 1, 109-133 (2002). Reviewer: Elart von Collani (Würzburg) MSC: 60K10 62N05 60G55 60E15 60K05 PDFBibTeX XMLCite \textit{H. Li}, Adv. Math. Res. 1, 109--133 (2002; Zbl 1067.60089)
Iksanov, Aleksandr M. On perpetuities related to the size-biased distributions. (English) Zbl 1026.60016 Theory Stoch. Process. 8(24), No. 1-2, 127-135 (2002). Reviewer: A.D.Borisenko (Kyïv) MSC: 60E07 PDFBibTeX XMLCite \textit{A. M. Iksanov}, Theory Stoch. Process. 8(24), No. 1--2, 127--135 (2002; Zbl 1026.60016) Full Text: arXiv
Chamayou, J. F.; Dunau, J. L. Random difference equations with logarithmic distribution and the triggered shot noise. (English) Zbl 1015.60035 Adv. Appl. Math. 29, No. 3, 454-470 (2002). Reviewer: Dobiesław Bobrowski (Poznań) MSC: 60G35 60F25 PDFBibTeX XMLCite \textit{J. F. Chamayou} and \textit{J. L. Dunau}, Adv. Appl. Math. 29, No. 3, 454--470 (2002; Zbl 1015.60035) Full Text: DOI
Severin, Martin Modelling delay in claim settlement: Estimation and prediction of IBNR claims. (English) Zbl 1026.91061 München: TU München, Fakultät für Mathematik, 145 p. (2002). MSC: 91B30 91B28 PDFBibTeX XMLCite \textit{M. Severin}, Modelling delay in claim settlement: Estimation and prediction of IBNR claims. München: TU München, Fakultät für Mathematik (2002; Zbl 1026.91061)
Brix, Anders; Kendall, Wilfrid S. Simulation of cluster point processes without edge effects. (English) Zbl 1007.60041 Adv. Appl. Probab. 34, No. 2, 267-280 (2002). Reviewer: Ilya S.Molchanov (Glasgow) MSC: 60G55 60D05 62H11 PDFBibTeX XMLCite \textit{A. Brix} and \textit{W. S. Kendall}, Adv. Appl. Probab. 34, No. 2, 267--280 (2002; Zbl 1007.60041) Full Text: DOI Link