30 results
Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal
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- Journal of Applied Probability , First View
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- 31 October 2023, pp. 1-14
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Self-normalized Cramér moderate deviations for a supercritical Galton–Watson process
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 24 April 2023, pp. 1281-1292
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- December 2023
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Central limit theorem for bifurcating markov chains under L2-ergodic conditions
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- Advances in Applied Probability / Volume 54 / Issue 4 / December 2022
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- 15 June 2022, pp. 999-1031
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- December 2022
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STOCHASTIC MODELLING AND STATISTICAL ANALYSIS OF SPATIAL AND LONG-RANGE DEPENDENT DATA
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- Bulletin of the Australian Mathematical Society / Volume 106 / Issue 1 / August 2022
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- 10 June 2022, pp. 170-173
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- August 2022
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STATISTICAL ANALYSIS OF LONG-RANGE DEPENDENT RANDOM PROCESSES AND FIELDS
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- Bulletin of the Australian Mathematical Society / Volume 101 / Issue 2 / April 2020
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- 08 January 2020, pp. 345-347
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- April 2020
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ASYMPTOTIC BEHAVIORS FOR CORRELATED BERNOULLI MODEL
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- Probability in the Engineering and Informational Sciences / Volume 34 / Issue 4 / October 2020
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- 11 July 2019, pp. 570-582
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NONSTANDARD ESTIMATION FOR THE VON MISES FISHER DISTRIBUTION
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- Bulletin of the Australian Mathematical Society / Volume 97 / Issue 3 / June 2018
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- 07 March 2018, pp. 520-522
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- June 2018
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Large deviations for the Ornstein-Uhlenbeck process with shift
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- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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- 21 March 2016, pp. 880-901
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- September 2015
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Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling
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- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
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- 30 January 2018, pp. 1006-1024
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- December 2013
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Recursive Identification of Wiener-Hammerstein Systems with Nonparametric Nonlinearity
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- East Asian Journal on Applied Mathematics / Volume 3 / Issue 4 / November 2013
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- 28 May 2015, pp. 311-332
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- November 2013
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Consistency of Sample Estimates of Risk Averse Stochastic Programs
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- Journal of Applied Probability / Volume 50 / Issue 2 / June 2013
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- 30 January 2018, pp. 533-541
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- June 2013
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Central Limit Theorems for Law-Invariant Coherent Risk Measures
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- Journal of Applied Probability / Volume 49 / Issue 1 / March 2012
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- 04 February 2016, pp. 1-21
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- March 2012
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Efficient Solution of Ordinary Differential Equations with High-Dimensional Parametrized Uncertainty
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- Communications in Computational Physics / Volume 10 / Issue 2 / August 2011
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- 20 August 2015, pp. 253-278
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- August 2011
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Asymptotic normality of M-estimators in nonhomogeneous hidden Markov models
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 295-306
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- August 2011
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Functional limit theorems for critical processes with immigration
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- Advances in Applied Probability / Volume 39 / Issue 4 / December 2007
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- 01 July 2016, pp. 1054-1069
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- December 2007
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Estimation in branching processes with restricted observations
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- Advances in Applied Probability / Volume 38 / Issue 4 / December 2006
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- 08 September 2016, pp. 1098-1115
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- December 2006
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Fluctuation limit of branching processes with immigration and estimation of the means
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- Advances in Applied Probability / Volume 37 / Issue 2 / June 2005
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- 01 July 2016, pp. 523-538
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- June 2005
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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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Estimation for discretely observed diffusions using transform functions
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- Journal of Applied Probability / Volume 41 / Issue A / 2004
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- 14 July 2016, pp. 99-118
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- 2004
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