ϕ-Divergence Based Procedure for Parametric Change-Point Problems.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 21, doi. 10.1007/s11009-014-9398-3
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- Publication type:
- Article
Works in Methodology & Computing in Applied Probability, 2016, Vol 18, Issue 1
Results: 14
1
2
On the Price of Risk of the Underlying Markov Chain in a Regime-Switching Exponential Lévy Model.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 107, doi. 10.1007/s11009-014-9399-2
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- Publication type:
- Article
3
Nonidentifiability of the Two-State BMAP.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 81, doi. 10.1007/s11009-014-9401-z
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- Publication type:
- Article
4
A Law of the Iterated Logarithm for the Sojourn Time Process in Queues in Series.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 37, doi. 10.1007/s11009-014-9402-y
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- Publication type:
- Article
5
Second-Order Characteristics of the Edge System of Random Tessellations and the PPI Value of Foams.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 59, doi. 10.1007/s11009-014-9403-x
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- Publication type:
- Article
6
A Functional Central Limit Theorem for a Markov-Modulated Infinite-Server Queue.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 153, doi. 10.1007/s11009-014-9405-8
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- Publication type:
- Article
7
On First Hitting Times for Skew CIR Processes.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 169, doi. 10.1007/s11009-014-9406-7
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- Publication type:
- Article
8
Higher-order expansions of distributions of maxima in a Hüsler-Reiss model.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 181, doi. 10.1007/s11009-014-9407-6
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- Publication type:
- Article
9
Estimating Response Ratios from Continuous Outcome Data.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 137, doi. 10.1007/s11009-014-9408-5
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- Publication type:
- Article
10
Rare Event Probability Estimation in the Presence of Epistemic Uncertainty on Input Probability Distribution Parameters.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 197, doi. 10.1007/s11009-014-9411-x
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- Publication type:
- Article
11
Saddlepoint Approximations to the Probability of Ruin in Finite Time for the Compound Poisson Risk Process Perturbed by Diffusion.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 217, doi. 10.1007/s11009-014-9412-9
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- Publication type:
- Article
12
On the Evaluation of Expected Penalties at Claim Instants That Cause Ruin in the Classical Risk Model.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 237, doi. 10.1007/s11009-014-9413-8
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- Publication type:
- Article
13
Analysis of a Multivariate Claim Process.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 257, doi. 10.1007/s11009-014-9420-9
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- Publication type:
- Article
14
Adaptive Rejection Metropolis Simulated Annealing for Detecting Global Maximum Regions.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 1, doi. 10.1007/s11009-014-9395-6
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- Publication type:
- Article