List of journals
Browse subjects
About Publisher
Help
Sitemap

Home
Search

VTeX: Solutions for Science Publishing

Detailed search

Journals

Title

Author

Types

Abstract

Keywords

Published

Pages

Volumes

Issues

DOI

Affiliation

Classifications

Search results 425

Order by:

Select: All None Download:

2010 Mathematics Subject Classification index

https://doi.org/10.15559/17-MSTA44MI

Pub. online: 29 Dec 2017 Type: 2010 Mathematics Subject Classification Index

Journal: Modern Stochastics: Theory and Applications* Volume 4, Issue 4 (2017), pp. 431–434

Subject index

https://doi.org/10.15559/17-VMSTA44SI

Pub. online: 29 Dec 2017 Type: Subject Index

Journal: Modern Stochastics: Theory and Applications Volume 4, Issue 4 (2017), pp. 429–430

Subject index

https://doi.org/10.15559/17-MSTA44SI

Pub. online: 29 Dec 2017 Type: Subject Index

Journal: Modern Stochastics: Theory and Applications* Volume 4, Issue 4 (2017), pp. 429–430

Author index

https://doi.org/10.15559/17-VMSTA44AI

Pub. online: 29 Dec 2017 Type: Author Index

Journal: Modern Stochastics: Theory and Applications Volume 4, Issue 4 (2017), pp. 427–428

Author index

https://doi.org/10.15559/17-MSTA44AI

Pub. online: 29 Dec 2017 Type: Author Index

Journal: Modern Stochastics: Theory and Applications* Volume 4, Issue 4 (2017), pp. 427–428

On the size of the block of 1 for Ξ-coalescents with dust

Fabian Freund Martin Möhle

https://doi.org/10.15559/17-VMSTA92

Pub. online: 27 Dec 2017 Type: Research Article

Open Access

Journal: Modern Stochastics: Theory and Applications Volume 4, Issue 4 (2017), pp. 407–425

Abstract

We study the frequency process $f_{1}$ of the block of 1 for a Ξ-coalescent Π with dust. If Π stays infinite, $f_{1}$ is a jump-hold process which can be expressed as a sum of broken parts from a stick-breaking procedure with uncorrelated, but in general non-independent, stick lengths with common mean. For Dirac-Λ-coalescents with $\varLambda =\delta _{p}$, $p\in [\frac{1}{2},1)$, $f_{1}$ is not Markovian, whereas its jump chain is Markovian. For simple Λ-coalescents the distribution of $f_{1}$ at its first jump, the asymptotic frequency of the minimal clade of 1, is expressed via conditionally independent shifted geometric distributions.

On the size of the block of 1 for Ξ-coalescents with dust

Fabian Freund Martin Möhle

https://doi.org/10.15559/17-MSTA92

Pub. online: 27 Dec 2017 Type: Research Article

Open Access

Journal: Modern Stochastics: Theory and Applications* Volume 4, Issue 4 (2017), pp. 407–425

Abstract

On model fitting and estimation of strictly stationary processes

Marko Voutilainen

Lauri Viitasaari Pauliina Ilmonen

https://doi.org/10.15559/17-VMSTA91

Pub. online: 22 Dec 2017 Type: Research Article

Open Access

Journal: Modern Stochastics: Theory and Applications Volume 4, Issue 4 (2017), pp. 381–406

Abstract

Stationary processes have been extensively studied in the literature. Their applications include modeling and forecasting numerous real life phenomena such as natural disasters, sales and market movements. When stationary processes are considered, modeling is traditionally based on fitting an autoregressive moving average (ARMA) process. However, we challenge this conventional approach. Instead of fitting an ARMA model, we apply an AR(1) characterization in modeling any strictly stationary processes. Moreover, we derive consistent and asymptotically normal estimators of the corresponding model parameter.

On model fitting and estimation of strictly stationary processes

Marko Voutilainen

Lauri Viitasaari Pauliina Ilmonen

https://doi.org/10.15559/17-MSTA91

Pub. online: 22 Dec 2017 Type: Research Article

Open Access

Journal: Modern Stochastics: Theory and Applications* Volume 4, Issue 4 (2017), pp. 381–406

Abstract

Double barrier reflected BSDEs with stochastic Lipschitz coefficient

Mohamed Marzougue Mohamed El Otmani

https://doi.org/10.15559/17-VMSTA90

Pub. online: 8 Dec 2017 Type: Research Article

Open Access

Journal: Modern Stochastics: Theory and Applications Volume 4, Issue 4 (2017), pp. 353–379

Abstract

This paper proves the existence and uniqueness of a solution to doubly reflected backward stochastic differential equations where the coefficient is stochastic Lipschitz, by means of the penalization method.

20 21 22 23 24

Items per page

Export citation

Copy and paste formatted citation

Formatted citation

Placeholder

Citation style

Download citation in file

Export format

Authors

Placeholder

About Publisher