Found 22 Documents (Results 1–22)
Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein-Uhlenbeck process. (English) Zbl 07913940
The sparsity index in Poisson size-biased sampling: algorithms for the optimal unbiased estimation from small samples. (English) Zbl 07913938
A variation of constant formula for Caputo-Hadamard fractional stochastic differential equations. (English) Zbl 07913937
The integrated absolute error of the kernel error distribution estimator in the first-order autoregression model. (English) Zbl 07913936
Complete \(q\)th moment convergence of moving average processes for \(m\)-widely acceptable random variables under sub-linear expectations. (English) Zbl 07913932
Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion. (English) Zbl 07913931
Branching processes with immigration in a random environment – the Grincevičius-Grey setup. (English) Zbl 07913928
Higher-order derivative of local times for space-time anisotropic Gaussian random fields. (English) Zbl 07913926
Large deviations for the Yule-Walker estimator of near critical autoregressive processes. (English) Zbl 07913925
Reviewer: Ivan Podvigin (Novosibirsk)
Exact partially conditional binomial analysis for multinomial data in \(2 \times 2\) tables. (English) Zbl 07913924
From law of the iterated logarithm to Zolotarev distance for supercritical branching processes in random environment. (English) Zbl 07913923
Reviewer: Fraser Daly (Edinburgh)
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