Hassan, M. Y.; El-Bassiouni, M. Y. Modelling Poisson marked point processes using bivariate mixture transition distributions. (English) Zbl 1453.62634 J. Stat. Comput. Simulation 83, No. 8, 1440-1452 (2013). MSC: 62M10 60G55 62H10 62F10 PDFBibTeX XMLCite \textit{M. Y. Hassan} and \textit{M. Y. El-Bassiouni}, J. Stat. Comput. Simulation 83, No. 8, 1440--1452 (2013; Zbl 1453.62634) Full Text: DOI
Hassan, M. Y.; El-Bassiouni, M. Y. Fitting Poisson time-series models using bivariate mixture transition distributions. (English) Zbl 1423.62113 J. Stat. Theory Pract. 7, No. 3, 537-543 (2013). MSC: 62M10 62H30 60G55 62P30 PDFBibTeX XMLCite \textit{M. Y. Hassan} and \textit{M. Y. El-Bassiouni}, J. Stat. Theory Pract. 7, No. 3, 537--543 (2013; Zbl 1423.62113) Full Text: DOI
Vo, Ba-Tuong; Vo, Ba-Ngu Labeled random finite sets and multi-object conjugate priors. (English) Zbl 1393.94623 IEEE Trans. Signal Process. 61, No. 13, 3460-3475 (2013). MSC: 94A13 60G55 62F15 62M05 62M30 68T45 94A05 PDFBibTeX XMLCite \textit{B.-T. Vo} and \textit{B.-N. Vo}, IEEE Trans. Signal Process. 61, No. 13, 3460--3475 (2013; Zbl 1393.94623) Full Text: DOI
Reis, Edna A.; Gamerman, Dani; Paez, Marina S.; Martins, Thiago G. Bayesian dynamic models for space-time point processes. (English) Zbl 1365.62362 Comput. Stat. Data Anal. 60, 146-156 (2013). MSC: 62M30 62F15 60G55 62P10 PDFBibTeX XMLCite \textit{E. A. Reis} et al., Comput. Stat. Data Anal. 60, 146--156 (2013; Zbl 1365.62362) Full Text: DOI
Mikosch, Thomas; de Vries, Casper G. Heavy tails of OLS. (English) Zbl 1443.62494 J. Econom. 172, No. 2, 205-221 (2013). MSC: 62P20 60G55 62J05 62M10 PDFBibTeX XMLCite \textit{T. Mikosch} and \textit{C. G. de Vries}, J. Econom. 172, No. 2, 205--221 (2013; Zbl 1443.62494) Full Text: DOI Link
Yang, Yi; Zou, Hui A cocktail algorithm for solving the elastic net penalized Cox’s regression in high dimensions. (English) Zbl 1327.62014 Stat. Interface 6, No. 2, 167-173 (2013). MSC: 62-04 62J07 62N01 62N05 62P10 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{H. Zou}, Stat. Interface 6, No. 2, 167--173 (2013; Zbl 1327.62014) Full Text: DOI
Bundick, Brent; Rhee, Noah; Zeng, Yong Bayes estimation via filtering equation through implicit recursive algorithms for financial ultra-high frequency data. (English) Zbl 1326.91033 Stat. Interface 6, No. 4, 487-498 (2013). MSC: 91G70 62F15 60G55 62M05 62P05 60H35 65C60 PDFBibTeX XMLCite \textit{B. Bundick} et al., Stat. Interface 6, No. 4, 487--498 (2013; Zbl 1326.91033) Full Text: DOI
Wang, Xiaojing; Chen, Ming-Hui; Yan, Jun Bayesian dynamic regression models for interval censored survival data with application to children dental health. (English) Zbl 1322.62325 Lifetime Data Anal. 19, No. 3, 297-316 (2013). MSC: 62P10 62-07 62N01 92C50 PDFBibTeX XMLCite \textit{X. Wang} et al., Lifetime Data Anal. 19, No. 3, 297--316 (2013; Zbl 1322.62325) Full Text: DOI
Wang, Ting; Bebbington, Mark Robust estimation for the Weibull process applied to eruption records. (English) Zbl 1321.86036 Math. Geosci. 45, No. 7, 851-872 (2013). MSC: 86A32 62M05 86A60 60G55 PDFBibTeX XMLCite \textit{T. Wang} and \textit{M. Bebbington}, Math. Geosci. 45, No. 7, 851--872 (2013; Zbl 1321.86036) Full Text: DOI
Breslow, Norman E.; Lumley, Thomas Semiparametric models and two-phase samples: applications to Cox regression. (English) Zbl 1347.60008 Banerjee, M. (ed.) et al., From probability to statistics and back: high-dimensional models and processes. A Festschrift in honor of Jon A. Wellner. Including papers from the conference, Seattle, WA, USA, July 28–31, 2010. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-83-6). Institute of Mathematical Statistics Collections 9, 65-77 (2013). MSC: 60F05 60F17 62F12 60J65 60J70 65C60 PDFBibTeX XMLCite \textit{N. E. Breslow} and \textit{T. Lumley}, Inst. Math. Stat. Collect. 9, 65--77 (2013; Zbl 1347.60008) Full Text: DOI
Stucki, Kaspar Continuum percolation for Gibbs point processes. (English) Zbl 1323.60132 Electron. Commun. Probab. 18, Paper No. 67, 10 p. (2013). MSC: 60K35 60G55 PDFBibTeX XMLCite \textit{K. Stucki}, Electron. Commun. Probab. 18, Paper No. 67, 10 p. (2013; Zbl 1323.60132) Full Text: DOI arXiv
Le Jan, Yves; Lemaire, Sophie Markovian loop clusters on graphs. (English) Zbl 1311.60015 Ill. J. Math. 57, No. 2, 525-558 (2013). Reviewer: Utkir A. Rozikov (Tashkent) MSC: 60C05 60J10 60G55 60K35 05C40 PDFBibTeX XMLCite \textit{Y. Le Jan} and \textit{S. Lemaire}, Ill. J. Math. 57, No. 2, 525--558 (2013; Zbl 1311.60015) Full Text: arXiv Euclid
Bělašková, Silvie; Fišerová, Eva; Krupičková, Sylvia Study of bootstrap estimates in Cox regression model with delayed entry. (English) Zbl 1302.62208 Acta Univ. Palacki. Olomuc., Fac. Rerum Nat., Math. 52, No. 2, 21-30 (2013). MSC: 62N01 62N02 62G09 62P10 PDFBibTeX XMLCite \textit{S. Bělašková} et al., Acta Univ. Palacki. Olomuc., Fac. Rerum Nat., Math. 52, No. 2, 21--30 (2013; Zbl 1302.62208) Full Text: Link
Rathbun, S. L. Optimal estimation of Poisson intensity with partially observed covariates. (English) Zbl 1452.62703 Biometrika 100, No. 1, 277-281 (2013). MSC: 62M30 60G55 62F10 62J12 PDFBibTeX XMLCite \textit{S. L. Rathbun}, Biometrika 100, No. 1, 277--281 (2013; Zbl 1452.62703) Full Text: DOI
Bao, Jianhai; Yuan, Chenggui Long-term behavior of stochastic interest rate models with jumps and memory. (English) Zbl 1284.91558 Insur. Math. Econ. 53, No. 1, 266-272 (2013). MSC: 91G30 60J75 60H30 91B30 PDFBibTeX XMLCite \textit{J. Bao} and \textit{C. Yuan}, Insur. Math. Econ. 53, No. 1, 266--272 (2013; Zbl 1284.91558) Full Text: DOI arXiv
Berns, Christoph; Kondratiev, Yuri; Kutoviy, Oleksandr Construction of a state evolution for Kawasaki dynamics in continuum. (English) Zbl 1383.82032 Anal. Math. Phys. 3, No. 2, 97-117 (2013). MSC: 82C21 82C22 60G55 60K35 60J45 PDFBibTeX XMLCite \textit{C. Berns} et al., Anal. Math. Phys. 3, No. 2, 97--117 (2013; Zbl 1383.82032) Full Text: DOI
Bacry, E.; Delattre, S.; Hoffmann, M.; Muzy, J. F. Modelling microstructure noise with mutually exciting point processes. (English) Zbl 1280.91073 Quant. Finance 13, No. 1, 65-77 (2013). MSC: 91B25 60G55 60G50 62P05 91B84 PDFBibTeX XMLCite \textit{E. Bacry} et al., Quant. Finance 13, No. 1, 65--77 (2013; Zbl 1280.91073) Full Text: DOI arXiv HAL
Mikosch, Thomas; Rezapour, Mohsen Stochastic volatility models with possible extremal clustering. (English) Zbl 1286.91144 Bernoulli 19, No. 5A, 1688-1713 (2013). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G30 60G55 91B70 PDFBibTeX XMLCite \textit{T. Mikosch} and \textit{M. Rezapour}, Bernoulli 19, No. 5A, 1688--1713 (2013; Zbl 1286.91144) Full Text: DOI arXiv
Lee, Nam H.; Yoder, Jordan; Tang, Minh; Priebe, Carey E. On latent position inference from doubly stochastic messaging activities. (English) Zbl 06251541 Multiscale Model. Simul. 11, No. 3, 683-718 (2013). MSC: 62M05 60G35 60G55 PDFBibTeX XMLCite \textit{N. H. Lee} et al., Multiscale Model. Simul. 11, No. 3, 683--718 (2013; Zbl 06251541) Full Text: DOI arXiv
Zhang, Zhongyang; Zhang, Lixin Quenched invariance principle for a long-range random walk with unbounded conductances. (English) Zbl 1286.60104 ALEA, Lat. Am. J. Probab. Math. Stat. 10, No. 2, 921-952 (2013). MSC: 60K37 60F17 60K35 60G55 05C80 PDFBibTeX XMLCite \textit{Z. Zhang} and \textit{L. Zhang}, ALEA, Lat. Am. J. Probab. Math. Stat. 10, No. 2, 921--952 (2013; Zbl 1286.60104) Full Text: arXiv Link
Deaconu, Madalina; Herrmann, Samuel Hitting time for Bessel processes-walk on moving spheres algorithm (WoMS). (English) Zbl 1298.65018 Ann. Appl. Probab. 23, No. 6, 2259-2289 (2013). Reviewer: Gong Guanglu (Beijing) MSC: 65C50 65C20 60K35 60K30 60J65 PDFBibTeX XMLCite \textit{M. Deaconu} and \textit{S. Herrmann}, Ann. Appl. Probab. 23, No. 6, 2259--2289 (2013; Zbl 1298.65018) Full Text: DOI arXiv
Falgas-Ravry, Victor Distribution of components in the \(k\)-nearest neighbour random geometric graph for \(k\) below the connectivity threshold. (English) Zbl 1288.60128 Electron. J. Probab. 18, Paper No. 83, 22 p. (2013). Reviewer: Ove Frank (Stockholm) MSC: 60K35 60G55 05C80 PDFBibTeX XMLCite \textit{V. Falgas-Ravry}, Electron. J. Probab. 18, Paper No. 83, 22 p. (2013; Zbl 1288.60128) Full Text: DOI arXiv
Blaszczyszyn, Bartlomiej; Yogeshwaran, Dhandapani Clustering and percolation of point processes. (English) Zbl 1291.60099 Electron. J. Probab. 18, Paper No. 72, 20 p. (2013). Reviewer: Viktor Ohanyan (Erevan) MSC: 60G55 82B43 60K35 60D05 PDFBibTeX XMLCite \textit{B. Blaszczyszyn} and \textit{D. Yogeshwaran}, Electron. J. Probab. 18, Paper No. 72, 20 p. (2013; Zbl 1291.60099) Full Text: DOI arXiv
Cetin, Umut; Xing, Hao Point process bridges and weak convergence of insider trading models. (English) Zbl 1284.60096 Electron. J. Probab. 18, Paper No. 26, 24 p. (2013). MSC: 60G55 60F05 91B26 PDFBibTeX XMLCite \textit{U. Cetin} and \textit{H. Xing}, Electron. J. Probab. 18, Paper No. 26, 24 p. (2013; Zbl 1284.60096) Full Text: DOI arXiv
Thomas, A. C.; Ventura, Samuel L.; Jensen, Shane T.; Ma, Stephen Competing process hazard function models for player ratings in ice hockey. (English) Zbl 1283.62245 Ann. Appl. Stat. 7, No. 3, 1497-1524 (2013). MSC: 62P99 62F15 65C40 65C60 PDFBibTeX XMLCite \textit{A. C. Thomas} et al., Ann. Appl. Stat. 7, No. 3, 1497--1524 (2013; Zbl 1283.62245) Full Text: DOI arXiv Euclid
Rodrigues, Josemar; Balakrishnan, N.; Borges, Patrick Markov-correlated Poisson processes. (English) Zbl 1280.60030 Commun. Stat., Theory Methods 42, No. 20, 3696-3703 (2013). MSC: 60G55 60J10 PDFBibTeX XMLCite \textit{J. Rodrigues} et al., Commun. Stat., Theory Methods 42, No. 20, 3696--3703 (2013; Zbl 1280.60030) Full Text: DOI
Benjamini, Itai; Stauffer, Alexandre Perturbing the hexagonal circle packing: a percolation perspective. (English. French summary) Zbl 1383.60094 Ann. Inst. Henri Poincaré, Probab. Stat. 49, No. 4, 1141-1157 (2013). MSC: 60K35 82C43 82C10 60G55 52C26 PDFBibTeX XMLCite \textit{I. Benjamini} and \textit{A. Stauffer}, Ann. Inst. Henri Poincaré, Probab. Stat. 49, No. 4, 1141--1157 (2013; Zbl 1383.60094) Full Text: DOI arXiv Euclid
Baghfalaki, Taban; Ganjali, Mojtaba; Berridge, Damon Robust joint modeling of longitudinal measurements and time to event data using normal/independent distributions: a Bayesian approach. (English) Zbl 1441.62280 Biom. J. 55, No. 6, 844-865 (2013). MSC: 62P10 62F15 PDFBibTeX XMLCite \textit{T. Baghfalaki} et al., Biom. J. 55, No. 6, 844--865 (2013; Zbl 1441.62280) Full Text: DOI
Lu, Yiqiang Estimation for the power-transformed varying-coefficient quantile regression model. (English) Zbl 1462.62215 Commun. Stat., Theory Methods 42, No. 14, 2617-2633 (2013). MSC: 62G05 62G08 PDFBibTeX XMLCite \textit{Y. Lu}, Commun. Stat., Theory Methods 42, No. 14, 2617--2633 (2013; Zbl 1462.62215) Full Text: DOI
Ding, Kai; Kosorok, Michael R.; Zeng, Donglin On the local and stratified likelihood approaches in single-index hazards model. (English) Zbl 1273.62240 Commun. Math. Stat. 1, No. 2, 115-132 (2013). MSC: 62N02 62N01 65C60 PDFBibTeX XMLCite \textit{K. Ding} et al., Commun. Math. Stat. 1, No. 2, 115--132 (2013; Zbl 1273.62240) Full Text: DOI
Teng, L.; Ehrhardt, M.; Günther, M. Numerical evaluation of complex logarithms in the Cox-Ingersoll-Ross model. (English) Zbl 1274.91453 Int. J. Comput. Math. 90, No. 5, 1083-1095 (2013). MSC: 91G30 91G60 60E10 42B20 PDFBibTeX XMLCite \textit{L. Teng} et al., Int. J. Comput. Math. 90, No. 5, 1083--1095 (2013; Zbl 1274.91453) Full Text: DOI
Giesecke, Kay; Zhu, Shilin Transform analysis for point processes and applications in credit risk. (English) Zbl 1275.91102 Math. Finance 23, No. 4, 742-762 (2013). MSC: 91B70 91G40 60G55 PDFBibTeX XMLCite \textit{K. Giesecke} and \textit{S. Zhu}, Math. Finance 23, No. 4, 742--762 (2013; Zbl 1275.91102) Full Text: DOI
Kounta, Moussa; Lefebvre, Mario On a discrete version of the CIR process. (English) Zbl 1276.60077 J. Difference Equ. Appl. 19, No. 8, 1276-1291 (2013). MSC: 60J10 60J60 60J70 86A05 91B70 PDFBibTeX XMLCite \textit{M. Kounta} and \textit{M. Lefebvre}, J. Difference Equ. Appl. 19, No. 8, 1276--1291 (2013; Zbl 1276.60077) Full Text: DOI
Lytvynov, Eugene Determinantal point processes with \(J\)-Hermitian correlation kernels. (English) Zbl 1306.60053 Ann. Probab. 41, No. 4, 2513-2543 (2013). Reviewer: B. P. Harlamov (St. Peterburg) MSC: 60G55 60G57 60K35 PDFBibTeX XMLCite \textit{E. Lytvynov}, Ann. Probab. 41, No. 4, 2513--2543 (2013; Zbl 1306.60053) Full Text: DOI arXiv Euclid
Peres, Yuval; Sinclair, Alistair; Sousi, Perla; Stauffer, Alexandre Mobile geometric graphs: detection, coverage and percolation. (English) Zbl 1273.82060 Probab. Theory Relat. Fields 156, No. 1-2, 273-305 (2013). Reviewer: Artem Sapozhnikov (Leipzig) MSC: 82C43 60G55 60D05 60J65 60K35 82C21 PDFBibTeX XMLCite \textit{Y. Peres} et al., Probab. Theory Relat. Fields 156, No. 1--2, 273--305 (2013; Zbl 1273.82060) Full Text: DOI arXiv Link
Fromion, Vincent; Leoncini, Emanuele; Robert, Philippe Stochastic gene expression in cells: a point process approach. (English) Zbl 1411.60075 SIAM J. Appl. Math. 73, No. 1, 195-211 (2013). MSC: 60G55 92C40 92C37 PDFBibTeX XMLCite \textit{V. Fromion} et al., SIAM J. Appl. Math. 73, No. 1, 195--211 (2013; Zbl 1411.60075) Full Text: DOI arXiv
Rosenblum, Michael; van der Laan, Mark J. Rejoinder to “A note on using regression models to analyze randomized trials: asymptotically valid hypothesis tests despite incorrectly specified models”. (English) Zbl 1272.62082 Biometrics 69, No. 1, 290 (2013). MSC: 62P10 62J05 PDFBibTeX XMLCite \textit{M. Rosenblum} and \textit{M. J. van der Laan}, Biometrics 69, No. 1, 290 (2013; Zbl 1272.62082) Full Text: DOI
Kim, Jane Paik A note on using regression models to analyze randomized trials: asymptotically valid hypothesis tests despite incorrectly specified models. (English) Zbl 1270.62098 Biometrics 69, No. 1, 282-289 (2013). MSC: 62J05 62J12 62F03 PDFBibTeX XMLCite \textit{J. P. Kim}, Biometrics 69, No. 1, 282--289 (2013; Zbl 1270.62098) Full Text: DOI
Ahdida, Abdelkoddousse; Alfonsi, Aurélien Exact and high-order discretization schemes for Wishart processes and their affine extensions. (English) Zbl 1269.65003 Ann. Appl. Probab. 23, No. 3, 1025-1073 (2013). Reviewer: Grigori N. Milstein (Yekaterinburg) MSC: 65C30 60H35 91B70 60H10 60J65 35R60 PDFBibTeX XMLCite \textit{A. Ahdida} and \textit{A. Alfonsi}, Ann. Appl. Probab. 23, No. 3, 1025--1073 (2013; Zbl 1269.65003) Full Text: DOI arXiv Euclid
Fujimoto, Kazufumi; Nagai, Hideo; Runggaldier, Wolfgang J. Expected power-utility maximization under incomplete information and with Cox-process observations. (English) Zbl 1259.93133 Appl. Math. Optim. 67, No. 1, 33-72 (2013). MSC: 93E20 91G10 93C41 PDFBibTeX XMLCite \textit{K. Fujimoto} et al., Appl. Math. Optim. 67, No. 1, 33--72 (2013; Zbl 1259.93133) Full Text: DOI
Last, Günter; Penrose, Mathew D. Percolation and limit theory for the Poisson lilypond model. (English) Zbl 1267.60107 Random Struct. Algorithms 42, No. 2, 226-249 (2013). Reviewer: Viktor Ohanyan (Erevan) MSC: 60K35 60G55 60F05 PDFBibTeX XMLCite \textit{G. Last} and \textit{M. D. Penrose}, Random Struct. Algorithms 42, No. 2, 226--249 (2013; Zbl 1267.60107) Full Text: DOI arXiv
Wu, Shuang; Muller, Hans-Georg; Zhang, Zhen Functional data analysis for point processes with rare events. (English) Zbl 1259.62076 Stat. Sin. 23, No. 1, 1-23 (2013). MSC: 62M09 62G07 60G55 91B26 65C60 PDFBibTeX XMLCite \textit{S. Wu} et al., Stat. Sin. 23, No. 1, 1--23 (2013; Zbl 1259.62076) Full Text: DOI
Rider, Brian; Sinclair, Christopher D.; Xu, Yuan A solvable mixed charge ensemble on the line: global results. (English) Zbl 1278.60015 Probab. Theory Relat. Fields 155, No. 1-2, 127-164 (2013). Reviewer: Sven Bachmann (München) MSC: 60B20 82B05 82B21 60G55 PDFBibTeX XMLCite \textit{B. Rider} et al., Probab. Theory Relat. Fields 155, No. 1--2, 127--164 (2013; Zbl 1278.60015) Full Text: DOI arXiv
Le Courtois, Olivier; Nakagawa, Hidetoshi On surrender and default risks. (English) Zbl 1282.91156 Math. Finance 23, No. 1, 143-168 (2013). MSC: 91B30 91G40 91G30 PDFBibTeX XMLCite \textit{O. Le Courtois} and \textit{H. Nakagawa}, Math. Finance 23, No. 1, 143--168 (2013; Zbl 1282.91156) Full Text: DOI
Cohen, Samuel N.; Elliott, Robert J. Filters and smoothers for self-exciting Markov modulated counting processes. arXiv:1311.6257 Preprint, arXiv:1311.6257 [q-fin.CP] (2013). MSC: 62M05 60G55 60J28 91G70 BibTeX Cite \textit{S. N. Cohen} and \textit{R. J. Elliott}, ``Filters and smoothers for self-exciting Markov modulated counting processes'', Preprint, arXiv:1311.6257 [q-fin.CP] (2013) Full Text: arXiv OA License
Rafler, Mathias Exit spaces for Cox processes and the Pólya sum process. arXiv:1306.4578 Preprint, arXiv:1306.4578 [math.PR] (2013). MSC: 60G55 60J25 60K35 60K37 BibTeX Cite \textit{M. Rafler}, ``Exit spaces for Cox processes and the P\'olya sum process'', Preprint, arXiv:1306.4578 [math.PR] (2013) Full Text: arXiv OA License