Surya, Budhi Arta Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path. (English) Zbl 1521.62103 J. Multivariate Anal. 191, Article ID 105021, 17 p. (2022). MSC: 62H30 60J20 60J27 62H05 PDFBibTeX XMLCite \textit{B. A. Surya}, J. Multivariate Anal. 191, Article ID 105021, 17 p. (2022; Zbl 1521.62103) Full Text: DOI
Das, Bikramjit; Fasen-Hartmann, Vicky Risk contagion under regular variation and asymptotic tail independence. (English) Zbl 1397.62168 J. Multivariate Anal. 165, 194-215 (2018). MSC: 62G32 62G20 60G70 62H05 PDFBibTeX XMLCite \textit{B. Das} and \textit{V. Fasen-Hartmann}, J. Multivariate Anal. 165, 194--215 (2018; Zbl 1397.62168) Full Text: DOI arXiv