Bu, Qihui; Sun, Yun Stationary analyses for a double-ended queueing system with random service capacity and balking customers. (English) Zbl 1523.60147 J. Comput. Appl. Math. 437, Article ID 115473, 14 p. (2024). MSC: 60K25 90B22 60J80 90B05 PDFBibTeX XMLCite \textit{Q. Bu} and \textit{Y. Sun}, J. Comput. Appl. Math. 437, Article ID 115473, 14 p. (2024; Zbl 1523.60147) Full Text: DOI
Hu, Yaozhong; Sharma, Neha Ergodic estimators of double exponential Ornstein-Uhlenbeck processes. (English) Zbl 1515.60082 J. Comput. Appl. Math. 434, Article ID 115329, 19 p. (2023). MSC: 60G10 60J60 91G10 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{N. Sharma}, J. Comput. Appl. Math. 434, Article ID 115329, 19 p. (2023; Zbl 1515.60082) Full Text: DOI arXiv
Zhang, Rui; Wang, Dehui A new binomial autoregressive process with explanatory variables. (English) Zbl 1524.62461 J. Comput. Appl. Math. 420, Article ID 114814, 18 p. (2023). MSC: 62M10 60F05 62G05 65C05 60J10 PDFBibTeX XMLCite \textit{R. Zhang} and \textit{D. Wang}, J. Comput. Appl. Math. 420, Article ID 114814, 18 p. (2023; Zbl 1524.62461) Full Text: DOI
Zhang, Mimi; Revie, Matthew; Quigley, John Saddlepoint approximation for the generalized inverse Gaussian Lévy process. (English) Zbl 1489.60079 J. Comput. Appl. Math. 411, Article ID 114275, 18 p. (2022). MSC: 60G51 60G55 33C10 PDFBibTeX XMLCite \textit{M. Zhang} et al., J. Comput. Appl. Math. 411, Article ID 114275, 18 p. (2022; Zbl 1489.60079) Full Text: DOI
Hu, Yaozhong; Xi, Yuejuan Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations. (English) Zbl 1486.62236 J. Comput. Appl. Math. 411, Article ID 114264, 17 p. (2022). MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{Y. Xi}, J. Comput. Appl. Math. 411, Article ID 114264, 17 p. (2022; Zbl 1486.62236) Full Text: DOI arXiv
Feng, Chunrong; Liu, Yu; Zhao, Huaizhong Ergodic numerical approximation to periodic measures of stochastic differential equations. (English) Zbl 1476.37095 J. Comput. Appl. Math. 398, Article ID 113701, 23 p. (2021). MSC: 37M25 60H10 60H35 82C31 35Q84 65C30 PDFBibTeX XMLCite \textit{C. Feng} et al., J. Comput. Appl. Math. 398, Article ID 113701, 23 p. (2021; Zbl 1476.37095) Full Text: DOI arXiv
Ramirez-Nafarrate, Adrian; Muñoz, David F. Performance evaluation of output analysis methods in steady-state simulations. (English) Zbl 1386.65067 J. Comput. Appl. Math. 301, 64-73 (2016). MSC: 65C99 60J22 62F10 62F25 PDFBibTeX XMLCite \textit{A. Ramirez-Nafarrate} and \textit{D. F. Muñoz}, J. Comput. Appl. Math. 301, 64--73 (2016; Zbl 1386.65067) Full Text: DOI
Fu, Ke-Ang; Fu, Xiaoyong Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations. (English) Zbl 1312.62105 J. Comput. Appl. Math. 285, 116-124 (2015). MSC: 62M10 60F05 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{X. Fu}, J. Comput. Appl. Math. 285, 116--124 (2015; Zbl 1312.62105) Full Text: DOI
Jimenez, J. C.; Carbonell, F. Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise. (English) Zbl 1306.65006 J. Comput. Appl. Math. 279, 106-122 (2015). MSC: 65C30 60H10 60H35 34F05 PDFBibTeX XMLCite \textit{J. C. Jimenez} and \textit{F. Carbonell}, J. Comput. Appl. Math. 279, 106--122 (2015; Zbl 1306.65006) Full Text: DOI arXiv
Law, K. J. H. Proposals which speed up function-space MCMC. (English) Zbl 1301.65004 J. Comput. Appl. Math. 262, 127-138 (2014). MSC: 65C05 62G05 62F15 PDFBibTeX XMLCite \textit{K. J. H. Law}, J. Comput. Appl. Math. 262, 127--138 (2014; Zbl 1301.65004) Full Text: DOI arXiv
Zhao, Zhi-Wen; Wang, De-Hui; Zhang, Yong Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence. (English) Zbl 1207.62172 J. Comput. Appl. Math. 235, No. 8, 2515-2522 (2011). MSC: 62M10 62F10 PDFBibTeX XMLCite \textit{Z.-W. Zhao} et al., J. Comput. Appl. Math. 235, No. 8, 2515--2522 (2011; Zbl 1207.62172) Full Text: DOI
Huang, Xudong; Liu, Wei Properties of some statistics for AR-ARCH model with application to technical analysis. (English) Zbl 1157.91424 J. Comput. Appl. Math. 225, No. 2, 522-530 (2009). MSC: 91B82 91B84 PDFBibTeX XMLCite \textit{X. Huang} and \textit{W. Liu}, J. Comput. Appl. Math. 225, No. 2, 522--530 (2009; Zbl 1157.91424) Full Text: DOI
Carbonell, F.; Jimenez, J. C.; Biscay, R. J. Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes. (English) Zbl 1105.65006 J. Comput. Appl. Math. 197, No. 2, 578-596 (2006). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H10 65L20 65L70 PDFBibTeX XMLCite \textit{F. Carbonell} et al., J. Comput. Appl. Math. 197, No. 2, 578--596 (2006; Zbl 1105.65006) Full Text: DOI
Alsmeyer, Gerold; Irle, Albrecht Runs in superpositions of renewal processes with applications to discrimination. (English) Zbl 1080.60044 J. Comput. Appl. Math. 186, No. 1, 283-299 (2006). Reviewer: Laszlo Lakatos (Budapest) MSC: 60G50 60K15 60J10 62F05 PDFBibTeX XMLCite \textit{G. Alsmeyer} and \textit{A. Irle}, J. Comput. Appl. Math. 186, No. 1, 283--299 (2006; Zbl 1080.60044) Full Text: DOI