170 results in 62Pxx
Multiperiod conditional distribution functions for conditionally normal GARCH(1, 1) models
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- Journal of Applied Probability / Volume 42 / Issue 2 / June 2005
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- 14 July 2016, pp. 426-445
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- June 2005
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On Ultimate Ruin in a Delayed-Claims Risk Model
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- Journal of Applied Probability / Volume 42 / Issue 1 / March 2005
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- 14 July 2016, pp. 163-174
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- March 2005
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Path reversal, islands, and the gapped alignment of random sequences
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- Journal of Applied Probability / Volume 41 / Issue 4 / December 2004
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- 14 July 2016, pp. 975-983
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- December 2004
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Random walks on a complete graph: a model for infection
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- Journal of Applied Probability / Volume 41 / Issue 4 / December 2004
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- 14 July 2016, pp. 1008-1021
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- December 2004
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Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
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- Advances in Applied Probability / Volume 36 / Issue 4 / December 2004
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- 01 July 2016, pp. 1278-1299
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- December 2004
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Modelling the PCR amplification process by a size-dependent branching process and estimation of the efficiency
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- Advances in Applied Probability / Volume 36 / Issue 2 / June 2004
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- 01 July 2016, pp. 602-615
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- June 2004
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Estimation of the offspring mean in a supercritical or near-critical size-dependent branching process
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- Advances in Applied Probability / Volume 36 / Issue 2 / June 2004
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- 01 July 2016, pp. 582-601
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- June 2004
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On the distribution of the breaking strain of a bundle of brittle elastic fibers
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- Advances in Applied Probability / Volume 36 / Issue 1 / March 2004
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- 01 July 2016, pp. 98-115
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- March 2004
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A class of complete benchmark models with intensity-based jumps
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- Journal of Applied Probability / Volume 41 / Issue 1 / March 2004
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- 14 July 2016, pp. 19-34
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- March 2004
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Representations of continuous-time ARMA processes
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- Journal of Applied Probability / Volume 41 / Issue A / 2004
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- 14 July 2016, pp. 375-382
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- 2004
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Non-Gaussian bifurcating models and quasi-likelihood estimation
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- Journal of Applied Probability / Volume 41 / Issue A / 2004
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- 14 July 2016, pp. 55-64
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- 2004
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Problèmes de ruine en théorie du risque à temps discret avec horizon fini
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- Journal of Applied Probability / Volume 40 / Issue 3 / September 2003
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- 14 July 2016, pp. 527-542
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- September 2003
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A lower bound using Hamilton-type circuits and its applications
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- Journal of Applied Probability / Volume 40 / Issue 4 / September 2003
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- 14 July 2016, pp. 1121-1132
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- September 2003
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Probabilité de ruine éventuelle dans un modèle de risque à temps discret
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- Journal of Applied Probability / Volume 40 / Issue 3 / September 2003
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- 14 July 2016, pp. 543-556
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- September 2003
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An improved approximation for assessing the statistical significance of molecular sequence features
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- Journal of Applied Probability / Volume 40 / Issue 2 / June 2003
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- 14 July 2016, pp. 427-441
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- June 2003
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Precise large deviations for the prospective-loss process
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- Journal of Applied Probability / Volume 40 / Issue 2 / June 2003
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- 14 July 2016, pp. 391-400
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- June 2003
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An exponential functional of random walks
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- Journal of Applied Probability / Volume 40 / Issue 2 / June 2003
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- 14 July 2016, pp. 413-426
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- June 2003
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A new theorem on the existence of invariant distributions with applications to ARCH processes
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- Journal of Applied Probability / Volume 40 / Issue 1 / March 2003
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- 14 July 2016, pp. 147-162
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- March 2003
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Arbitrage in continuous complete markets
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- Advances in Applied Probability / Volume 34 / Issue 3 / September 2002
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- 01 July 2016, pp. 540-558
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- September 2002
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Testing for long memory in the presence of a general trend
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- Journal of Applied Probability / Volume 38 / Issue 4 / December 2001
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- 14 July 2016, pp. 1033-1054
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- December 2001
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