Works matching IS 00018678 AND DT 2012 AND VI 44 AND IP 4
Results: 11
RARE-EVENT SIMULATION OF HEAVY-TAILED RANDOM WALKS BY SEQUENTIAL IMPORTANCE SAMPLING AND RESAMPLING.
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- Advances in Applied Probability, 2012, v. 44, n. 4, p. 1173, doi. 10.1239/aap/1354716593
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- Article
ASYMPTOTICS FOR WEIGHTED RANDOM SUMS.
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- Advances in Applied Probability, 2012, v. 44, n. 4, p. 1142, doi. 10.1239/aap/1354716592
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- Article
LIMIT THEOREMS FOR LONG-MEMORY STOCHASTIC VOLATILITY MODELS WITH INFINITE VARIANCE: PARTIAL SUMS AND SAMPLE COVARIANCES.
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- Advances in Applied Probability, 2012, v. 44, n. 4, p. 1113, doi. 10.1239/aap/1354716591
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- Article
CONVEX DUALITY IN MEAN-VARIANCE HEDGING UNDER CONVEX TRADING CONSTRAINTS.
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- Advances in Applied Probability, 2012, v. 44, n. 4, p. 1084, doi. 10.1239/aap/1354716590
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A HIERARCHICAL PROBABILITY MODEL OF COLON CANCER.
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- Advances in Applied Probability, 2012, v. 44, n. 4, p. 1052, doi. 10.1239/aap/1354716589
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- Article
SCALING AND MULTISCALING IN FINANCIAL SERIES: A SIMPLE MODEL.
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- Advances in Applied Probability, 2012, v. 44, n. 4, p. 1018, doi. 10.1239/aap/1354716588
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- Article
A STRONG LAW FOR THE RATE OF GROWTH OF LONG LATENCY PERIODS IN A CLOUD COMPUTING SERVICE.
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- Advances in Applied Probability, 2012, v. 44, n. 4, p. 995, doi. 10.1239/aap/1354716587
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- Article
QUANTITATIVE ESTIMATES FOR THE LONG-TIME BEHAVIOR OF AN ERGODIC VARIANT OF THE TELEGRAPH PROCESS.
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- Advances in Applied Probability, 2012, v. 44, n. 4, p. 977, doi. 10.1239/aap/1354716586
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- Article
ASYMPTOTIC PROPERTIES OF THE APPROXIMATE INVERSE ESTIMATOR FOR DIRECTIONAL DISTRIBUTIONS.
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- Advances in Applied Probability, 2012, v. 44, n. 4, p. 954, doi. 10.1239/aap/1354716585
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- Article
SET RECONSTRUCTION BY VORONOI CELLS.
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- Advances in Applied Probability, 2012, v. 44, n. 4, p. 938, doi. 10.1239/aap/1354716584
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- Article
THE NORMALIZED GRAPH CUT AND CHEEGER CONSTANT: FROM DISCRETE TO CONTINUOUS.
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- Advances in Applied Probability, 2012, v. 44, n. 4, p. 907, doi. 10.1239/aap/1354716583
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- Article