Ding, Feng; Zhang, Xiao; Lu, Xian; Zhan, Xi-Sheng; Alsaedi, Ahmed; Hayat, Tasawar Hierarchical extended least squares estimation approaches for a multi-input multi-output stochastic system with colored noise from observation data. (English) Zbl 1450.93022 J. Franklin Inst. 357, No. 15, 11094-11110 (2020). MSC: 93C35 93E12 93E24 PDF BibTeX XML Cite \textit{F. Ding} et al., J. Franklin Inst. 357, No. 15, 11094--11110 (2020; Zbl 1450.93022) Full Text: DOI
Xu, Ling; Song, Guanglei A recursive parameter estimation algorithm for modeling signals with multi-frequencies. (English) Zbl 1452.94026 Circuits Syst. Signal Process. 39, No. 8, 4198-4224 (2020). MSC: 94A12 PDF BibTeX XML Cite \textit{L. Xu} and \textit{G. Song}, Circuits Syst. Signal Process. 39, No. 8, 4198--4224 (2020; Zbl 1452.94026) Full Text: DOI
Li, Yingqiu; Chen, Ye; Wang, Shilin; Peng, Zhaohui Exit identities for diffusion processes observed at Poisson arrival times. (English) Zbl 1451.60092 Front. Math. China 15, No. 3, 507-528 (2020). MSC: 60J60 60G17 PDF BibTeX XML Cite \textit{Y. Li} et al., Front. Math. China 15, No. 3, 507--528 (2020; Zbl 1451.60092) Full Text: DOI
Liu, Lijuan; Liu, Haibo; Ding, Feng; Alsaedi, Ahmed; Hayat, Tasawar Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise. (English) Zbl 1441.93312 J. Franklin Inst. 357, No. 9, 5640-5662 (2020). MSC: 93E11 93E12 93C35 PDF BibTeX XML Cite \textit{L. Liu} et al., J. Franklin Inst. 357, No. 9, 5640--5662 (2020; Zbl 1441.93312) Full Text: DOI
Ding, Feng; Wan, Lijuan; Guo, Yunze; Chen, Feiyan The filtering based auxiliary model generalized extended stochastic gradient identification for a multivariate output-error system with autoregressive moving average noise using the multi-innovation theory. (English) Zbl 1441.93318 J. Franklin Inst. 357, No. 9, 5591-5609 (2020). MSC: 93E12 93E11 93C35 PDF BibTeX XML Cite \textit{F. Ding} et al., J. Franklin Inst. 357, No. 9, 5591--5609 (2020; Zbl 1441.93318) Full Text: DOI
Ji, Yan; Jiang, Xiaokun; Wan, Lijuan Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems. (English) Zbl 1437.93131 J. Franklin Inst. 357, No. 8, 5019-5032 (2020). MSC: 93E10 93E24 93C27 93C35 PDF BibTeX XML Cite \textit{Y. Ji} et al., J. Franklin Inst. 357, No. 8, 5019--5032 (2020; Zbl 1437.93131) Full Text: DOI
Ding, Feng; Xu, Ling; Meng, Dandan; Jin, Xue-Bo; Alsaedi, Ahmed; Hayat, Tasawar Gradient estimation algorithms for the parameter identification of bilinear systems using the auxiliary model. (English) Zbl 1431.93058 J. Comput. Appl. Math. 369, Article ID 112575, 13 p. (2020). MSC: 93E10 93E12 93C10 PDF BibTeX XML Cite \textit{F. Ding} et al., J. Comput. Appl. Math. 369, Article ID 112575, 13 p. (2020; Zbl 1431.93058) Full Text: DOI
Wang, Yunyun; Yu, Wenguang; Huang, Yujuan Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income. (English) Zbl 1453.91040 Discrete Dyn. Nat. Soc. 2019, Article ID 5071268, 18 p. (2019). MSC: 91B05 60K10 62P05 PDF BibTeX XML Cite \textit{Y. Wang} et al., Discrete Dyn. Nat. Soc. 2019, Article ID 5071268, 18 p. (2019; Zbl 1453.91040) Full Text: DOI
Huang, Yujuan; Yu, Wenguang; Pan, Yu; Cui, Chaoran Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model. (English) Zbl 1453.91039 Discrete Dyn. Nat. Soc. 2019, Article ID 3607201, 15 p. (2019). MSC: 91B05 60G51 62P05 PDF BibTeX XML Cite \textit{Y. Huang} et al., Discrete Dyn. Nat. Soc. 2019, Article ID 3607201, 15 p. (2019; Zbl 1453.91039) Full Text: DOI
You, Honglong; Cai, Chunhao Nonparametric estimation for a spectrally negative Lévy process based on high frequency data. (English) Zbl 1402.62262 J. Comput. Appl. Math. 345, 196-205 (2019). MSC: 62P05 62G05 60G51 91B30 PDF BibTeX XML Cite \textit{H. You} and \textit{C. Cai}, J. Comput. Appl. Math. 345, 196--205 (2019; Zbl 1402.62262) Full Text: DOI
Guo, Rong; Pei, Bin Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes. (English) Zbl 1401.60090 Stochastic Anal. Appl. 36, No. 4, 751-766 (2018). MSC: 60G55 60F15 PDF BibTeX XML Cite \textit{R. Guo} and \textit{B. Pei}, Stochastic Anal. Appl. 36, No. 4, 751--766 (2018; Zbl 1401.60090) Full Text: DOI
Wang, Wenyuan; Wu, Xueyuan; Peng, Xingchun; Yuen, Kam C. A note on joint occupation times of spectrally negative Lévy risk processes with tax. (English) Zbl 1392.60044 Stat. Probab. Lett. 140, 13-22 (2018). MSC: 60G51 60E10 PDF BibTeX XML Cite \textit{W. Wang} et al., Stat. Probab. Lett. 140, 13--22 (2018; Zbl 1392.60044) Full Text: DOI
Grahovac, Danijel Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims. (English) Zbl 1407.91136 Methodol. Comput. Appl. Probab. 20, No. 1, 273-288 (2018). MSC: 91B30 60G51 62G32 62P05 PDF BibTeX XML Cite \textit{D. Grahovac}, Methodol. Comput. Appl. Probab. 20, No. 1, 273--288 (2018; Zbl 1407.91136) Full Text: DOI
Chen, Ye; Yang, Xiang Qun; Li, Ying Qiu; Zhou, Xiao Wen A joint Laplace transform for pre-exit diffusion of occupation times. (English) Zbl 1370.60134 Acta Math. Sin., Engl. Ser. 33, No. 4, 509-525 (2017). MSC: 60J60 60J65 60G17 PDF BibTeX XML Cite \textit{Y. Chen} et al., Acta Math. Sin., Engl. Ser. 33, No. 4, 509--525 (2017; Zbl 1370.60134) Full Text: DOI
Chen, Ye; Li, Yingqiu; Zhou, Xiaowen An occupation time related potential measure for diffusion processes. (English) Zbl 1370.60133 Front. Math. China 12, No. 3, 559-582 (2017). MSC: 60J60 60J65 60G17 PDF BibTeX XML Cite \textit{Y. Chen} et al., Front. Math. China 12, No. 3, 559--582 (2017; Zbl 1370.60133) Full Text: DOI
Woo, Jae-Kyung; Xu, Ran; Yang, Hailiang Gerber-Shiu analysis with two-sided acceptable levels. (English) Zbl 1364.91071 J. Comput. Appl. Math. 321, 185-210 (2017). MSC: 91B30 60K10 60K20 PDF BibTeX XML Cite \textit{J.-K. Woo} et al., J. Comput. Appl. Math. 321, 185--210 (2017; Zbl 1364.91071) Full Text: DOI
Li, Yingqiu; Zhou, Xiaowen; Zhu, Na Two-sided discounted potential measures for spectrally negative Lévy processes. (English) Zbl 1320.60113 Stat. Probab. Lett. 100, 67-76 (2015). MSC: 60G51 60J45 PDF BibTeX XML Cite \textit{Y. Li} et al., Stat. Probab. Lett. 100, 67--76 (2015; Zbl 1320.60113) Full Text: DOI
Li, Bin; Zhou, Xiaowen The joint Laplace transforms for diffusion occupation times. (English) Zbl 1370.60136 Adv. Appl. Probab. 45, No. 4, 1049-1067 (2013). MSC: 60J60 60J55 60G51 91B30 PDF BibTeX XML Cite \textit{B. Li} and \textit{X. Zhou}, Adv. Appl. Probab. 45, No. 4, 1049--1067 (2013; Zbl 1370.60136) Full Text: DOI