Soltani, A. R.; Khorshidian, K.; Ghafaripour, A. Prediction for reward processes. (English) Zbl 1209.60025 Stoch. Models 26, No. 2, 242-255 (2010). Reviewer: Edward Omey (Brussels) MSC: 60G25 60K15 60K05 PDFBibTeX XMLCite \textit{A. R. Soltani} et al., Stoch. Models 26, No. 2, 242--255 (2010; Zbl 1209.60025) Full Text: DOI
Costa, Marco; Alpuim, Teresa Parameter estimation of state space models for univariate observations. (English) Zbl 1185.62165 J. Stat. Plann. Inference 140, No. 7, 1889-1902 (2010). MSC: 62M20 62P12 62M10 65C60 62M05 PDFBibTeX XMLCite \textit{M. Costa} and \textit{T. Alpuim}, J. Stat. Plann. Inference 140, No. 7, 1889--1902 (2010; Zbl 1185.62165) Full Text: DOI
Veretennikov, A. Yu.; Kleptsyna, M. L. On continuous time ergodic filters with wrong initial data. (English. Russian original) Zbl 1191.60053 Theory Probab. Appl. 53, No. 2, 269-300 (2009); translation from Teor. Veroyatn. Primen. 53, No. 2, 3-15 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 62M05 60J60 62M20 93E11 PDFBibTeX XMLCite \textit{A. Yu. Veretennikov} and \textit{M. L. Kleptsyna}, Theory Probab. Appl. 53, No. 2, 269--300 (2009; Zbl 1191.60053); translation from Teor. Veroyatn. Primen. 53, No. 2, 3--15 (2008) Full Text: DOI
Aggoun, Lakhdar; Benmerzouga, Ali; Tadj, Lotfi Optimal filtering of an advertising production system with deteriorating items. (English) Zbl 1181.62199 Appl. Appl. Math. 4, No. 2, 355-371 (2009). MSC: 62P30 60J28 62M20 93E11 62N05 PDFBibTeX XMLCite \textit{L. Aggoun} et al., Appl. Appl. Math. 4, No. 2, 355--371 (2009; Zbl 1181.62199) Full Text: Link
Chu, Chia-Shang; Lu, Liping; Shi, Zhentao Pitfalls in market timing test. (English) Zbl 1181.62173 Econ. Lett. 103, No. 3, 123-126 (2009). MSC: 62P05 62M10 62M20 91B82 PDFBibTeX XMLCite \textit{C.-S. Chu} et al., Econ. Lett. 103, No. 3, 123--126 (2009; Zbl 1181.62173) Full Text: DOI
Boutahar, Mohamed; Gbaguidi, David Which econometric specification to characterize the U.S. inflation rate process? (English) Zbl 1187.91154 Comput. Econ. 34, No. 2, 145-172 (2009). MSC: 91B84 62P20 62M10 62M20 PDFBibTeX XMLCite \textit{M. Boutahar} and \textit{D. Gbaguidi}, Comput. Econ. 34, No. 2, 145--172 (2009; Zbl 1187.91154) Full Text: DOI
Malekpour, Seyed Amir; Naghizadeh, Sima; Pezeshk, Hamid; Sadeghi, Mehdi; Eslahchi, Changiz A segmental semi Markov model for protein secondary structure prediction. (English) Zbl 1175.92015 Math. Biosci. 221, No. 2, 130-135 (2009). MSC: 92C40 62P10 60J99 60J20 PDFBibTeX XMLCite \textit{S. A. Malekpour} et al., Math. Biosci. 221, No. 2, 130--135 (2009; Zbl 1175.92015) Full Text: DOI
van Handel, Ramon The stability of conditional Markov processes and Markov chains in random environments. (English) Zbl 1178.93142 Ann. Probab. 37, No. 5, 1876-1925 (2009). MSC: 93E11 60J05 62M20 93E15 93D20 PDFBibTeX XMLCite \textit{R. van Handel}, Ann. Probab. 37, No. 5, 1876--1925 (2009; Zbl 1178.93142) Full Text: DOI arXiv
Boucher, Thomas R.; Cline, Daren B. H. Piggybacking threshold processes with a finite state Markov chain. (English) Zbl 1196.60128 Stoch. Dyn. 9, No. 2, 187-204 (2009). Reviewer: Henryk Gzyl (Caracas) MSC: 60J10 62H10 60J27 62M20 PDFBibTeX XMLCite \textit{T. R. Boucher} and \textit{D. B. H. Cline}, Stoch. Dyn. 9, No. 2, 187--204 (2009; Zbl 1196.60128) Full Text: DOI
Petris, Giovanni; Petrone, Sonia; Campagnoli, Patrizia Dynamic linear models with R. (English) Zbl 1176.62088 Use R!. New York, NY: Springer (ISBN 978-0-387-77237-0/pbk; 978-0-387-77238-7/ebook). xiii, 251 p. (2009). Reviewer: R. Schlittgen (Hamburg) MSC: 62M10 37M10 62M20 62F15 62-01 65C40 62-04 PDFBibTeX XMLCite \textit{G. Petris} et al., Dynamic linear models with R. New York, NY: Springer (2009; Zbl 1176.62088) Full Text: DOI
Van Handel, Ramon Uniform observability of hidden Markov models and filter stability for unstable signals. (English) Zbl 1165.93034 Ann. Appl. Probab. 19, No. 3, 1172-1199 (2009). MSC: 93E11 60J25 62M20 93B07 93E15 94A12 PDFBibTeX XMLCite \textit{R. Van Handel}, Ann. Appl. Probab. 19, No. 3, 1172--1199 (2009; Zbl 1165.93034) Full Text: DOI arXiv
Löhr, Wolfgang; Ay, Nihat On the generative nature of prediction. (English) Zbl 1172.60009 Adv. Complex Syst. 12, No. 2, 169-194 (2009). MSC: 60G25 60J22 62M20 93E14 60J99 PDFBibTeX XMLCite \textit{W. Löhr} and \textit{N. Ay}, Adv. Complex Syst. 12, No. 2, 169--194 (2009; Zbl 1172.60009) Full Text: DOI
Bretó, Carles; He, Daihai; Ionides, Edward L.; King, Aaron A. Time series analysis via mechanistic models. (English) Zbl 1160.62080 Ann. Appl. Stat. 3, No. 1, 319-348 (2009). MSC: 62M10 62M20 62P10 60J20 62M05 65C60 37N25 PDFBibTeX XMLCite \textit{C. Bretó} et al., Ann. Appl. Stat. 3, No. 1, 319--348 (2009; Zbl 1160.62080) Full Text: DOI arXiv
Oka, Anand; Lampe, Lutz Energy efficient distributed filtering with wireless sensor networks. (English) Zbl 1390.94340 IEEE Trans. Signal Process. 56, No. 5, 2062-2075 (2008). MSC: 94A12 60K20 62M20 PDFBibTeX XMLCite \textit{A. Oka} and \textit{L. Lampe}, IEEE Trans. Signal Process. 56, No. 5, 2062--2075 (2008; Zbl 1390.94340) Full Text: DOI
Wang, Zidong; Lam, James; Wei, Guoliang; Fraser, Karl; Liu, Xiaohui Filtering for nonlinear genetic regulatory networks with stochastic disturbances. (English) Zbl 1367.92079 IEEE Trans. Autom. Control 53, No. 10, 2448-2457 (2008). MSC: 92D10 93E11 60K20 62M20 93E15 PDFBibTeX XMLCite \textit{Z. Wang} et al., IEEE Trans. Autom. Control 53, No. 10, 2448--2457 (2008; Zbl 1367.92079) Full Text: DOI
Ait-El-Fquih, Boujemaa; Desbouvries, François On Bayesian fixed-interval smoothing algorithms. (English) Zbl 1367.93687 IEEE Trans. Autom. Control 53, No. 10, 2437-2442 (2008). MSC: 93E14 60J20 62M20 PDFBibTeX XMLCite \textit{B. Ait-El-Fquih} and \textit{F. Desbouvries}, IEEE Trans. Autom. Control 53, No. 10, 2437--2442 (2008; Zbl 1367.93687) Full Text: DOI
Tsiaplias, Sarantis Factor estimation using MCMC-based Kalman filter methods. (English) Zbl 1231.62175 Comput. Stat. Data Anal. 53, No. 2, 344-353 (2008). MSC: 62M20 65C40 62F15 62P20 91B84 62M10 PDFBibTeX XMLCite \textit{S. Tsiaplias}, Comput. Stat. Data Anal. 53, No. 2, 344--353 (2008; Zbl 1231.62175) Full Text: DOI
Park, Eun Sug; Smith, Roger E.; Freeman, Thomas J.; Spiegelman, Clifford H. A Bayesian approach for improved pavement performance prediction. (English) Zbl 1253.62099 J. Appl. Stat. 35, No. 11, 1219-1238 (2008). MSC: 62P30 62F15 62M20 PDFBibTeX XMLCite \textit{E. S. Park} et al., J. Appl. Stat. 35, No. 11, 1219--1238 (2008; Zbl 1253.62099) Full Text: DOI
Zhou, Tianni; Shumway, Robert One-step approximations for detecting regime changes in the state space model with application to the influenza data. (English) Zbl 1452.62699 Comput. Stat. Data Anal. 52, No. 5, 2277-2291 (2008). MSC: 62M20 62M05 62P10 62-08 PDFBibTeX XMLCite \textit{T. Zhou} and \textit{R. Shumway}, Comput. Stat. Data Anal. 52, No. 5, 2277--2291 (2008; Zbl 1452.62699) Full Text: DOI
Huang, Jianhui Statistical calibration between partial information systems. (English) Zbl 1158.62018 Far East J. Theor. Stat. 24, No. 2, 213-221 (2008). Reviewer: Henri Schurz (Carbondale) MSC: 62F15 60H10 62M20 62M02 60H30 62C10 60G35 PDFBibTeX XMLCite \textit{J. Huang}, Far East J. Theor. Stat. 24, No. 2, 213--221 (2008; Zbl 1158.62018) Full Text: Link
Morvai, Gusztáv; Weiss, Benjamin On universal estimates for binary renewal processes. (English) Zbl 1158.62053 Ann. Appl. Probab. 18, No. 5, 1970-1992 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M05 60K05 62M20 62G30 60G25 62L15 60K25 PDFBibTeX XMLCite \textit{G. Morvai} and \textit{B. Weiss}, Ann. Appl. Probab. 18, No. 5, 1970--1992 (2008; Zbl 1158.62053) Full Text: DOI arXiv
Messina, Enza; Toscani, Daniele Hidden Markov models for scenario generation. (English) Zbl 1147.62075 IMA J. Manag. Math. 19, No. 4, 379-401 (2008). MSC: 62M10 62P05 62M20 65C60 60J99 PDFBibTeX XMLCite \textit{E. Messina} and \textit{D. Toscani}, IMA J. Manag. Math. 19, No. 4, 379--401 (2008; Zbl 1147.62075) Full Text: DOI
Fraser, Andrew M. Hidden Markov models and dynamical systems. (English) Zbl 1156.62065 Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (ISBN 978-0-898716-65-8/pbk; 978-0-89871-774-7/ebook). xii, 132 p. (2008). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 62M99 62-02 37H99 37-02 65C40 37N99 60G35 62M20 60J10 60J20 65C60 62M05 PDFBibTeX XMLCite \textit{A. M. Fraser}, Hidden Markov models and dynamical systems. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (2008; Zbl 1156.62065) Full Text: DOI Link
Wooten, R. D.; Tsokos, C. P. A Markovian analysis of hurricane transitions. (English) Zbl 1145.62398 Neural Parallel Sci. Comput. 16, No. 1, 1-16 (2008). MSC: 62P12 86A10 60J20 62M20 60J10 PDFBibTeX XMLCite \textit{R. D. Wooten} and \textit{C. P. Tsokos}, Neural Parallel Sci. Comput. 16, No. 1, 1--16 (2008; Zbl 1145.62398)
Olsson, Jimmy; Rydén, Tobias Asymptotic properties of particle filter-based maximum likelihood estimators for state space models. (English) Zbl 1132.62064 Stochastic Processes Appl. 118, No. 4, 649-680 (2008). MSC: 62M09 62F12 62M20 62M05 65C40 60J22 PDFBibTeX XMLCite \textit{J. Olsson} and \textit{T. Rydén}, Stochastic Processes Appl. 118, No. 4, 649--680 (2008; Zbl 1132.62064) Full Text: DOI
Buckland, Stephen T.; Newman, Ken B.; Fernández, Carmen; Thomas, Len; Harwood, John Embedding population dynamics models in inference. (English) Zbl 1246.62225 Stat. Sci. 22, No. 1, 44-58 (2007). MSC: 62P12 62M10 62F15 62M20 62L99 65C40 65C60 PDFBibTeX XMLCite \textit{S. T. Buckland} et al., Stat. Sci. 22, No. 1, 44--58 (2007; Zbl 1246.62225) Full Text: DOI arXiv Euclid
Tsukahara, Hideatsu On the convergence of measurable processes and prediction processes. (English) Zbl 1147.60311 Ill. J. Math. 51, No. 4, 1231-1242 (2007). MSC: 60G07 60G25 60J25 PDFBibTeX XMLCite \textit{H. Tsukahara}, Ill. J. Math. 51, No. 4, 1231--1242 (2007; Zbl 1147.60311)
Xu, Yeji Linear prediction of a homogeneous random field with continuous parameters and Markov property. (Chinese. English summary) Zbl 1141.60336 J. Math., Wuhan Univ. 27, No. 4, 476-482 (2007). MSC: 60G25 60G60 PDFBibTeX XMLCite \textit{Y. Xu}, J. Math., Wuhan Univ. 27, No. 4, 476--482 (2007; Zbl 1141.60336)
Gutiérrez, R.; Roldán, C.; Gutiérrez-Sánchez, R.; Angulo, J. M. Prediction and conditional simulation of a 2D lognormal diffusion random field. (English) Zbl 1128.60067 Methodol. Comput. Appl. Probab. 9, No. 3, 413-423 (2007). MSC: 60J60 62M05 62M30 60G25 PDFBibTeX XMLCite \textit{R. Gutiérrez} et al., Methodol. Comput. Appl. Probab. 9, No. 3, 413--423 (2007; Zbl 1128.60067) Full Text: DOI
Ching, W. K.; Fung, E.; Ng, M.; Siu, T. K.; Li, W. K. Interactive hidden Markov models and their applications. (English) Zbl 1123.62087 IMA J. Manag. Math. 18, No. 1, 85-97 (2007). MSC: 62P20 60J20 91B42 62M05 62P30 PDFBibTeX XMLCite \textit{W. K. Ching} et al., IMA J. Manag. Math. 18, No. 1, 85--97 (2007; Zbl 1123.62087) Full Text: DOI Link
Fristedt, B.; Jain, N.; Krylov, N. Filtering and prediction: A primer. (English) Zbl 1165.62070 Student Mathematical Library 38. Providence, RI: American Mathematical Society (AMS) (ISBN 978-0-8218-4333-8/pbk). xi, 252 p. (2007). Reviewer: Evelyn Buckwar (Edinburgh) MSC: 62M20 62-01 60G35 60G25 60-01 60J10 60J27 60J60 PDFBibTeX XMLCite \textit{B. Fristedt} et al., Filtering and prediction: A primer. Providence, RI: American Mathematical Society (AMS) (2007; Zbl 1165.62070)
Cook, Richard J.; Lawless, Jerald F. The statistical analysis of recurrent events. (English) Zbl 1159.62061 Statistics for Biology and Health. New York, NY: Springer (ISBN 978-0-387-69809-0/hbk). xx, 403 p. (2007). Reviewer: Harald Heinzl (Wien) MSC: 62Nxx 62Pxx 60K05 62M99 62-01 62N99 62H99 PDFBibTeX XMLCite \textit{R. J. Cook} and \textit{J. F. Lawless}, The statistical analysis of recurrent events. New York, NY: Springer (2007; Zbl 1159.62061)
Pieczynski, Wojciech Multisensor triplet Markov chains and theory of evidence. (English) Zbl 1128.68101 Int. J. Approx. Reasoning 45, No. 1, 1-16 (2007). Reviewer: Ion C. Vladimirescu (Craiova) MSC: 68T37 60J10 62M20 93E11 PDFBibTeX XMLCite \textit{W. Pieczynski}, Int. J. Approx. Reasoning 45, No. 1, 1--16 (2007; Zbl 1128.68101) Full Text: DOI
Forbes, Catherine S.; Martin, Gael M.; Wright, Jill Inference for a class of stochastic volatility models using option and spot prices: Application of a bivariate Kalman filter. (English) Zbl 1112.62118 Econom. Rev. 26, No. 2-4, 387-418 (2007). MSC: 62P05 62F15 65C40 62M20 PDFBibTeX XMLCite \textit{C. S. Forbes} et al., Econom. Rev. 26, No. 2--4, 387--418 (2007; Zbl 1112.62118) Full Text: DOI
Stoye, Jörg Bounds on generalized linear predictors with incomplete outcome data. (English) Zbl 1120.65007 Reliab. Comput. 13, No. 3, 293-302 (2007). Reviewer: R. E. Maiboroda (Kyïv) MSC: 65C50 60G25 65C40 PDFBibTeX XMLCite \textit{J. Stoye}, Reliab. Comput. 13, No. 3, 293--302 (2007; Zbl 1120.65007) Full Text: DOI
Calzolari, Antonella; Florchinger, Patrick; Nappo, Giovanna Approximation of nonlinear filters for Markov systems with delayed observations. (English) Zbl 1109.93043 SIAM J. Control Optim. 45, No. 2, 599-633 (2006). MSC: 93E11 60G35 60J75 65C50 62M20 PDFBibTeX XMLCite \textit{A. Calzolari} et al., SIAM J. Control Optim. 45, No. 2, 599--633 (2007; Zbl 1109.93043) Full Text: DOI Link
Haldrup, Niels; Nielsen, Morten Ørregaard A regime switching long memory model for electricity prices. (English) Zbl 1418.62458 J. Econom. 135, No. 1-2, 349-376 (2006). MSC: 62P20 62M10 62M20 91B74 91B84 PDFBibTeX XMLCite \textit{N. Haldrup} and \textit{M. Ø. Nielsen}, J. Econom. 135, No. 1--2, 349--376 (2006; Zbl 1418.62458) Full Text: DOI
Chib, Siddhartha; Nardari, Federico; Shephard, Neil Analysis of high dimensional multivariate stochastic volatility models. (English) Zbl 1418.62377 J. Econom. 134, No. 2, 341-371 (2006). MSC: 62P05 62F15 91B84 62M10 62M20 91G70 PDFBibTeX XMLCite \textit{S. Chib} et al., J. Econom. 134, No. 2, 341--371 (2006; Zbl 1418.62377) Full Text: DOI
Bratko, Andrej; Cormack, Gordon V.; Filipič, Bogdan; Lynam, Thomas R.; Zupan, Blaž Spam filtering using statistical data compression models. (English) Zbl 1222.68079 J. Mach. Learn. Res. 7, 2673-2698 (2006). MSC: 68P30 62M20 PDFBibTeX XMLCite \textit{A. Bratko} et al., J. Mach. Learn. Res. 7, 2673--2698 (2006; Zbl 1222.68079) Full Text: Link
Strickland, Chris M.; Forbes, Catherine S.; Martin, Gael M. Bayesian analysis of the stochastic conditional duration model. (English) Zbl 1445.62241 Comput. Stat. Data Anal. 50, No. 9, 2247-2267 (2006). MSC: 62M10 62F15 62M20 62P05 PDFBibTeX XMLCite \textit{C. M. Strickland} et al., Comput. Stat. Data Anal. 50, No. 9, 2247--2267 (2006; Zbl 1445.62241) Full Text: DOI
Kulikova, E. I. Estimation of volatility using ARCH filters. (Russian. English summary) Zbl 1144.62348 Vestn. Beloruss. Gos. Univ., Ser. 1, Fiz. Mat. Inform. 2006, No. 2, 112-117, 129 (2006). MSC: 62P05 62M20 62M05 62M10 PDFBibTeX XMLCite \textit{E. I. Kulikova}, Vestn. Beloruss. Gos. Univ., Ser. 1, Fiz. Mat. Inform. 2006, No. 2, 112--117, 129 (2006; Zbl 1144.62348)
Minemura, Eiji An interest-rate model analysis based on data augmentation Bayesian forecasting. (English) Zbl 1119.62369 J. Appl. Stat. 33, No. 10, 1085-1104 (2006). MSC: 62P05 62F15 65C40 62M20 PDFBibTeX XMLCite \textit{E. Minemura}, J. Appl. Stat. 33, No. 10, 1085--1104 (2006; Zbl 1119.62369) Full Text: DOI
Xiao, Yuanhui; Lund, Robert Inference for shot noise. (English) Zbl 1117.62087 Stat. Inference Stoch. Process. 9, No. 1, 77-96 (2006). MSC: 62M09 62F12 62M05 PDFBibTeX XMLCite \textit{Y. Xiao} and \textit{R. Lund}, Stat. Inference Stoch. Process. 9, No. 1, 77--96 (2006; Zbl 1117.62087) Full Text: DOI
Vidyasagar, M. Stochastic modelling over a finite alphabet and algorithms for finding genes form genomes. (English) Zbl 1163.92315 Francis, Bruce A. (ed.) et al., Control of uncertain systems: modelling, approximation, and design. A workshop on the occasion of Keith Glover’s 60th birthday. Berlin: Springer (ISBN 3-540-31754-6/pbk). Lecture Notes in Control and Information Sciences 329, 345-369 (2006). MSC: 92C40 60J20 62P10 62H30 62M20 92D10 PDFBibTeX XMLCite \textit{M. Vidyasagar}, Lect. Notes Control Inf. Sci. 329, 345--369 (2006; Zbl 1163.92315)
Jimenez, J. C.; Ozaki, T. An approximate innovation method for the estimation of diffusion processes from discrete data. (English) Zbl 1115.62100 J. Time Ser. Anal. 27, No. 1, 77-97 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M20 62M05 65C60 PDFBibTeX XMLCite \textit{J. C. Jimenez} and \textit{T. Ozaki}, J. Time Ser. Anal. 27, No. 1, 77--97 (2006; Zbl 1115.62100) Full Text: DOI
Faigle, Ulrich; Schoenhuth, Alexander Quantum predictor models. (English) Zbl 1134.81388 Faigle, U. (ed.) et al., CTW2006. Cologne-Twente Workshop on graphs and combinatorial optimization, Lambrecht, Germany, June 5–9, 2006. Amsterdam: Elsevier. Electronic Notes in Discrete Mathematics 25, 149-155 (2006). MSC: 81S25 05C90 60J99 62M20 PDFBibTeX XMLCite \textit{U. Faigle} and \textit{A. Schoenhuth}, Electron. Notes Discrete Math. 25, 149--155 (2006; Zbl 1134.81388) Full Text: DOI
Aggoun, Lakhdar; Benkherouf, Lakdere An insurance model with bonus-malus system. (English) Zbl 1160.62358 Int. Math. Forum 1, No. 25-28, 1255-1272 (2006). MSC: 62P05 60J20 62M20 62M05 60J10 PDFBibTeX XMLCite \textit{L. Aggoun} and \textit{L. Benkherouf}, Int. Math. Forum 1, No. 25--28, 1255--1272 (2006; Zbl 1160.62358) Full Text: DOI Link
LeGland, François; Oudjane, Nadia A sequential particle algorithm that keeps the particle system alive. (English) Zbl 1130.93053 Blom, Henk A. P. (ed.) et al., Stochastic hybrid systems. Theory and safety critical applications. Berlin: Springer (ISBN 3-540-33466-1/pbk). Lecture Notes in Control and Information Sciences 337, 351-389 (2006). MSC: 93E11 62M20 PDFBibTeX XMLCite \textit{F. LeGland} and \textit{N. Oudjane}, Lect. Notes Control Inf. Sci. 337, 351--389 (2006; Zbl 1130.93053)
Papavasiliou, Anastasia Parameter estimation and asymptotic stability in stochastic filtering. (English) Zbl 1097.62093 Stochastic Processes Appl. 116, No. 7, 1048-1065 (2006). MSC: 62M20 62M05 62F15 60G35 93D20 62F12 PDFBibTeX XMLCite \textit{A. Papavasiliou}, Stochastic Processes Appl. 116, No. 7, 1048--1065 (2006; Zbl 1097.62093) Full Text: DOI
Deck, T. Asymptotic properties of Bayes estimators for Gaussian Itô-processes with noisy observations. (English) Zbl 1085.62106 J. Multivariate Anal. 97, No. 2, 563-573 (2006). MSC: 62M20 62F15 62F12 60H10 62M05 PDFBibTeX XMLCite \textit{T. Deck}, J. Multivariate Anal. 97, No. 2, 563--573 (2006; Zbl 1085.62106) Full Text: DOI
Mansuy, Roger; Yor, Marc Random times and enlargements of filtrations in a Brownian setting. (English) Zbl 1103.60003 Lecture Notes in Mathematics 1873. Berlin: Springer (ISBN 3-540-29407-4/pbk). xiii, 158 p. (2006). Reviewer: Pavel Gapeev (Berlin) MSC: 60-02 60G40 60G44 60J65 60J55 60J25 62M20 60G07 PDFBibTeX XMLCite \textit{R. Mansuy} and \textit{M. Yor}, Random times and enlargements of filtrations in a Brownian setting. Berlin: Springer (2006; Zbl 1103.60003) Full Text: DOI
Proietti, Tommaso New algorithms for dating the business cycle. (English) Zbl 1429.62694 Comput. Stat. Data Anal. 49, No. 2, 477-498 (2005). MSC: 62P20 62M20 PDFBibTeX XMLCite \textit{T. Proietti}, Comput. Stat. Data Anal. 49, No. 2, 477--498 (2005; Zbl 1429.62694) Full Text: DOI
Zeng, Yong Bayesian inference via filtering for a class of counting processes: Application to the micromovement of asset price. (English) Zbl 1089.62030 Stat. Inference Stoch. Process. 8, No. 3, 331-354 (2005). MSC: 62F15 62M20 62P05 91B28 60J70 PDFBibTeX XMLCite \textit{Y. Zeng}, Stat. Inference Stoch. Process. 8, No. 3, 331--354 (2005; Zbl 1089.62030) Full Text: DOI
Biase, Giuseppe; Janssen, Jacques; Manca, Raimondo Future pricing through homogeneous semi-Markov process. (English) Zbl 1092.62112 Appl. Stoch. Models Bus. Ind. 21, No. 3, 241-249 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62P05 91B28 60K20 62M05 PDFBibTeX XMLCite \textit{G. Biase} et al., Appl. Stoch. Models Bus. Ind. 21, No. 3, 241--249 (2005; Zbl 1092.62112) Full Text: DOI
Künsch, Hans R. Recursive Monte Carlo filters: algorithms and theoretical analysis. (English) Zbl 1086.62106 Ann. Stat. 33, No. 5, 1983-2021 (2005). MSC: 62M20 65C60 62M09 60F05 60G35 60J22 65C05 PDFBibTeX XMLCite \textit{H. R. Künsch}, Ann. Stat. 33, No. 5, 1983--2021 (2005; Zbl 1086.62106) Full Text: DOI arXiv
Barreto, Guilherme de A.; De Andrade, Marinho G. Robust Bayesian approach for \(\text{AR}(p)\) models applied to streamflow forecasting. (English) Zbl 1086.62104 J. Appl. Stat. Sci. 13, No. 3, 269-292 (2005). MSC: 62M20 62F15 62P12 62H12 62F35 62M10 65C40 PDFBibTeX XMLCite \textit{G. de A. Barreto} and \textit{M. G. De Andrade}, J. Appl. Stat. Sci. 13, No. 3, 269--292 (2005; Zbl 1086.62104)
Pagès, Gilles; Pham, Huyên Optimal quantization methods for nonlinear filtering with discrete-time observations. (English) Zbl 1084.62095 Bernoulli 11, No. 5, 893-932 (2005). MSC: 62M20 60G35 65C60 65C05 93E11 PDFBibTeX XMLCite \textit{G. Pagès} and \textit{H. Pham}, Bernoulli 11, No. 5, 893--932 (2005; Zbl 1084.62095) Full Text: DOI
E, Shunhui The grey Markov chain model for prediction of flying accidents and its utilization. (Chinese. English summary) Zbl 1086.60508 J. Shenyang Norm. Univ., Nat. Sci. 23, No. 1, 20-23 (2005). MSC: 60G25 60J20 PDFBibTeX XMLCite \textit{S. E}, J. Shenyang Norm. Univ., Nat. Sci. 23, No. 1, 20--23 (2005; Zbl 1086.60508)
Weiss, Benjamin Some remarks on filtering and prediction of stationary processes. (English) Zbl 1085.60024 Isr. J. Math. 149, 345-360 (2005). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G35 62M20 60G10 60J10 PDFBibTeX XMLCite \textit{B. Weiss}, Isr. J. Math. 149, 345--360 (2005; Zbl 1085.60024) Full Text: DOI
Bessec, Marie; Bouabdallah, Othman What causes the forecasting failure of Markov-switching models? A Monte Carlo study. (English) Zbl 1082.62525 Stud. Nonlinear Dyn. Econom. 9, No. 2, Article 6, 22 p. (2005). MSC: 62M20 62P20 65C05 PDFBibTeX XMLCite \textit{M. Bessec} and \textit{O. Bouabdallah}, Stud. Nonlinear Dyn. Econom. 9, No. 2, Article 6, 22 p. (2005; Zbl 1082.62525) Full Text: DOI
Elliott, Robert J.; Tsoi, Allanus H. Hidden Markov filter estimation of the occurrence time of an event in a financial market. (English) Zbl 1101.62099 Stochastic Anal. Appl. 23, No. 6, 1165-1177 (2005). MSC: 62P05 62M20 60G40 PDFBibTeX XMLCite \textit{R. J. Elliott} and \textit{A. H. Tsoi}, Stochastic Anal. Appl. 23, No. 6, 1165--1177 (2005; Zbl 1101.62099) Full Text: DOI
Tadić, Vladislav B.; Doucet, Arnaud Exponential forgetting and geometric ergodicity for optimal filtering in general state-space models. (English) Zbl 1074.60051 Stochastic Processes Appl. 115, No. 8, 1408-1436 (2005). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 60G35 93E11 60J27 62M20 PDFBibTeX XMLCite \textit{V. B. Tadić} and \textit{A. Doucet}, Stochastic Processes Appl. 115, No. 8, 1408--1436 (2005; Zbl 1074.60051) Full Text: DOI
Dassios, Angelos; Jang, Ji-Wook Kalman-Bucy filtering for linear systems driven by the Cox process with shot noise intensity and its application to the pricing of reinsurance contracts. (English) Zbl 1076.62093 J. Appl. Probab. 42, No. 1, 93-107 (2005). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 62M20 62P05 60G35 60F05 60G55 60J75 91B30 PDFBibTeX XMLCite \textit{A. Dassios} and \textit{J.-W. Jang}, J. Appl. Probab. 42, No. 1, 93--107 (2005; Zbl 1076.62093) Full Text: DOI
Morvai, Gusztáv; Weiss, Benjamin Limitations on intermittent forecasting. (English) Zbl 1066.62090 Stat. Probab. Lett. 72, No. 4, 285-290 (2005). MSC: 62M20 62M10 60G40 60J10 62L15 62G05 60G25 60G10 PDFBibTeX XMLCite \textit{G. Morvai} and \textit{B. Weiss}, Stat. Probab. Lett. 72, No. 4, 285--290 (2005; Zbl 1066.62090) Full Text: DOI arXiv
Khasminskii, R. Nonlinear filtering of smooth signals. (English) Zbl 1059.62088 Stoch. Dyn. 5, No. 1, 27-35 (2005). MSC: 62M05 62M20 62G20 62L10 PDFBibTeX XMLCite \textit{R. Khasminskii}, Stoch. Dyn. 5, No. 1, 27--35 (2005; Zbl 1059.62088) Full Text: DOI
Huzurbazar, Aparna V. Flowgraph models for multistate time-to-event data. (English) Zbl 1055.62123 Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 0-471-26514-4/hbk; 978-0-471-68656-9/ebook). xii, 270 p. (2005). Reviewer: Florin Gorunescu (Craiova) MSC: 62P10 62M99 62-02 62P30 90C40 62A09 PDFBibTeX XMLCite \textit{A. V. Huzurbazar}, Flowgraph models for multistate time-to-event data. Hoboken, NJ: John Wiley \& Sons (2005; Zbl 1055.62123) Full Text: DOI
Zeng, Yong Estimating stochastic volatility via filtering for the micromovement of asset prices. (English) Zbl 1366.91166 IEEE Trans. Autom. Control 49, No. 3, 338-348 (2004). MSC: 91G70 62F15 62M05 62M20 60H10 93E11 PDFBibTeX XMLCite \textit{Y. Zeng}, IEEE Trans. Autom. Control 49, No. 3, 338--348 (2004; Zbl 1366.91166) Full Text: DOI
Canova, Fabio; Ciccarelli, Matteo Forecasting and turning point predictions in a Bayesian panel VAR model. (English) Zbl 1282.62211 J. Econom. 120, No. 2, 327-359 (2004). MSC: 62M20 62P05 62P20 91B84 PDFBibTeX XMLCite \textit{F. Canova} and \textit{M. Ciccarelli}, J. Econom. 120, No. 2, 327--359 (2004; Zbl 1282.62211) Full Text: DOI
Spezia, Luigi; Paroli, Roberta; Dellaportas, Petros Periodic Markov switching autoregressive models for Bayesian analysis and forecasting of air pollution. (English) Zbl 1111.62084 Stat. Model. 4, No. 1, 19-38 (2004). MSC: 62M10 62F15 62P12 62M20 PDFBibTeX XMLCite \textit{L. Spezia} et al., Stat. Model. 4, No. 1, 19--38 (2004; Zbl 1111.62084) Full Text: DOI
Zheng, W. Jim.; Spassov, Velin Z.; Yan, Lisa; Flook, Paul K.; Szalma, Sándor A hidden Markov model with molecular mechanics energy-scoring function for transmembrane helix prediction. (English) Zbl 1089.92007 Comput. Biol. Chem. 28, No. 4, 265-274 (2004). MSC: 92C37 92C40 60J20 PDFBibTeX XMLCite \textit{W. Jim. Zheng} et al., Comput. Biol. Chem. 28, No. 4, 265--274 (2004; Zbl 1089.92007) Full Text: DOI
Ditlevsen, Susanne; Sørensen, Michael Inference for observations on integrated diffusion processes. (English) Zbl 1062.62157 Scand. J. Stat. 31, No. 3, 417-429 (2004). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M05 62F12 62M20 PDFBibTeX XMLCite \textit{S. Ditlevsen} and \textit{M. Sørensen}, Scand. J. Stat. 31, No. 3, 417--429 (2004; Zbl 1062.62157) Full Text: DOI
Deck, Thomas; Theting, Thomas Gorm Robust parameter estimation for stochastic differential equations. (English) Zbl 1062.62156 Acta Appl. Math. 84, No. 3, 279-314 (2004). MSC: 62M05 62M20 65C05 60H10 PDFBibTeX XMLCite \textit{T. Deck} and \textit{T. G. Theting}, Acta Appl. Math. 84, No. 3, 279--314 (2004; Zbl 1062.62156) Full Text: DOI
Lin, Daming; Makis, Villiam Filters and parameter estimation for a partially observable system subject to random failure with continuous-range observations. (English) Zbl 1081.62088 Adv. Appl. Probab. 36, No. 4, 1212-1230 (2004). Reviewer: Georgi Boshnakov (Manchester) MSC: 62N05 62M20 60J20 60K10 60G35 PDFBibTeX XMLCite \textit{D. Lin} and \textit{V. Makis}, Adv. Appl. Probab. 36, No. 4, 1212--1230 (2004; Zbl 1081.62088) Full Text: DOI
Kantz, Holger; Ragwitz, Mario Phase space reconstruction and nonlinear predictions for stationary and nonstationary Markovian processes. (English) Zbl 1129.62412 Int. J. Bifurcation Chaos Appl. Sci. Eng. 14, No. 6, 1935-1945 (2004). MSC: 62M20 62M10 60G35 60J99 PDFBibTeX XMLCite \textit{H. Kantz} and \textit{M. Ragwitz}, Int. J. Bifurcation Chaos Appl. Sci. Eng. 14, No. 6, 1935--1945 (2004; Zbl 1129.62412) Full Text: DOI
Genon-Catalot, Valentine; Kessler, Mathieu Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter. (English) Zbl 1055.62102 Bernoulli 10, No. 4, 701-720 (2004). MSC: 62M20 65C60 PDFBibTeX XMLCite \textit{V. Genon-Catalot} and \textit{M. Kessler}, Bernoulli 10, No. 4, 701--720 (2004; Zbl 1055.62102) Full Text: DOI
Guo, Xin A regime switching model: statistical estimation, empirical evidence, and change point detection. (English) Zbl 1078.62087 Yin, George (ed.) et al., Mathematics of finance. Proceedings of an AMS-IMS-SIAM joint summer research conference on mathematics of finance, June 22–26, 2003, Snowbird, Utah, USA. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3412-6/pbk). Contemporary Mathematics 351, 139-153 (2004). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M05 62P05 62F15 60G35 62M20 60J27 PDFBibTeX XMLCite \textit{X. Guo}, Contemp. Math. 351, 139--153 (2004; Zbl 1078.62087)
Fearnhead, Paul; Meligkotsidou, Loukia Exact filtering for partially observed continuous time models. (English) Zbl 1046.62100 J. R. Stat. Soc., Ser. B, Stat. Methodol. 66, No. 3, 771-789 (2004). MSC: 62M20 62P10 PDFBibTeX XMLCite \textit{P. Fearnhead} and \textit{L. Meligkotsidou}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 66, No. 3, 771--789 (2004; Zbl 1046.62100) Full Text: DOI
Kim, Hyoung-Moon; Mallick, Bani K. A Bayesian prediction using the skew Gaussian distribution. (English) Zbl 1038.62027 J. Stat. Plann. Inference 120, No. 1-2, 85-101 (2004). MSC: 62F15 62M20 62M30 62M40 65C40 62P12 PDFBibTeX XMLCite \textit{H.-M. Kim} and \textit{B. K. Mallick}, J. Stat. Plann. Inference 120, No. 1--2, 85--101 (2004; Zbl 1038.62027) Full Text: DOI
Genon-Catalot, Valentine; Jeantheau, Thierry; Laredo, Catherine Conditional likelihood estimators for hidden Markov models and stochastic volatility models. (English) Zbl 1053.62088 Scand. J. Stat. 30, No. 2, 297-316 (2003). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62M05 62P05 62M20 91B28 PDFBibTeX XMLCite \textit{V. Genon-Catalot} et al., Scand. J. Stat. 30, No. 2, 297--316 (2003; Zbl 1053.62088) Full Text: DOI
Genon-Catalot, Valentine A non-linear explicit filter. (English) Zbl 1041.62079 Stat. Probab. Lett. 61, No. 2, 145-154 (2003). MSC: 62M20 93E11 60G35 PDFBibTeX XMLCite \textit{V. Genon-Catalot}, Stat. Probab. Lett. 61, No. 2, 145--154 (2003; Zbl 1041.62079) Full Text: DOI
Desbouvries, François; Pieczynski, Wojciech Modèles de Markov triplet et filtrage de Kalman (Triplet Markov models and Kalman filtering). (French) Zbl 1031.62080 C. R., Math., Acad. Sci. Paris 336, No. 8, 667-670 (2003). Reviewer: Georgi Boshnakov (Manchester /UK) MSC: 62M20 60G35 60J05 PDFBibTeX XMLCite \textit{F. Desbouvries} and \textit{W. Pieczynski}, C. R., Math., Acad. Sci. Paris 336, No. 8, 667--670 (2003; Zbl 1031.62080) Full Text: DOI
Budhiraja, A. Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter. (English) Zbl 1160.60318 Ann. Inst. Henri Poincaré, Probab. Stat. 39, No. 6, 919-941 (2003). MSC: 60G35 60J25 62M20 94A12 93E15 PDFBibTeX XMLCite \textit{A. Budhiraja}, Ann. Inst. Henri Poincaré, Probab. Stat. 39, No. 6, 919--941 (2003; Zbl 1160.60318) Full Text: Numdam EuDML
So, Mike K. P. Bayesian analysis of long memory stochastic volatility models. (English) Zbl 1192.62200 Sankhyā, Ser. B 64, No. 1, 1-10 (2002). MSC: 62M10 62F15 62P05 62M20 65C40 PDFBibTeX XMLCite \textit{M. K. P. So}, Sankhyā, Ser. B 64, No. 1, 1--10 (2002; Zbl 1192.62200)
Ray, Bonnie K.; Tsay, Ruey S. Bayesian methods for change-point detection in long-range dependent processes. (English) Zbl 1114.62092 J. Time Ser. Anal. 23, No. 6, 687-705 (2002). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62F15 62M20 65C40 62P05 PDFBibTeX XMLCite \textit{B. K. Ray} and \textit{R. S. Tsay}, J. Time Ser. Anal. 23, No. 6, 687--705 (2002; Zbl 1114.62092) Full Text: DOI
Bodnar, Rostyslav Hilbert metric and its applications to partially observed control problems. (English) Zbl 1097.93535 Ukrainian mathematical congress – 2001, Kiev, Ukraine, August 21–23, 2001. Proceedings. Section 9. Probability theory and mathematical statistics. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 966-02-2616-0). 6-12 (2002). MSC: 93E11 60G35 62M20 PDFBibTeX XMLCite \textit{R. Bodnar}, in: Ukraïns'kyj matematychnyj kongres -- 2001. Pratsi. Sektsiya 9. Teoriya jmovirnostej i matematychna statystyka. Kyïv: Instytut Matematyky NAN Ukraïny. 6--12 (2002; Zbl 1097.93535)
Ching, Wai-Ki; Fung, Eric S.; Ng, Michael K. A multivariate Markov chain model for categorical data sequences and its applications in demand predictions. (English) Zbl 1040.62108 IMA J. Manag. Math. 13, No. 3, 187-199 (2002). MSC: 62P20 91B42 60J20 PDFBibTeX XMLCite \textit{W.-K. Ching} et al., IMA J. Manag. Math. 13, No. 3, 187--199 (2002; Zbl 1040.62108) Full Text: DOI
Gerardi, A.; Tardelli, P. Jump processes under partial observations: Finite state approximation. (English) Zbl 1023.62095 Math. Models Methods Appl. Sci. 12, No. 2, 291-307 (2002). MSC: 62M20 60J75 60G35 PDFBibTeX XMLCite \textit{A. Gerardi} and \textit{P. Tardelli}, Math. Models Methods Appl. Sci. 12, No. 2, 291--307 (2002; Zbl 1023.62095) Full Text: DOI
Huang, Hsin-Cheng; Cressie, Noel Multiscale graphical modeling in space: Applications to command and control. (English) Zbl 1026.62098 Moore, Marc (ed.), Spatial statistics: methodological aspects and applications. New York, NY: Springer. Lect. Notes Stat. 159, 83-113 (2001). MSC: 62M20 05C90 93E20 62M40 05C05 05C20 93E11 93E99 PDFBibTeX XMLCite \textit{H.-C. Huang} and \textit{N. Cressie}, Lect. Notes Stat. 159, 83--113 (2001; Zbl 1026.62098)
Aggoun, Lakhdar; Benkherouf, Lakdere On a partially observed illness-death model. (English) Zbl 1006.62090 Stat. Inference Stoch. Process. 4, No. 3, 259-271 (2001). MSC: 62P10 92C60 62M20 93E11 60G35 PDFBibTeX XMLCite \textit{L. Aggoun} and \textit{L. Benkherouf}, Stat. Inference Stoch. Process. 4, No. 3, 259--271 (2001; Zbl 1006.62090) Full Text: DOI
Gourieroux, Christian; Jasiak, Joann State space models with finite dimensional dependence. (English) Zbl 0984.62070 J. Time Ser. Anal. 22, No. 6, 665-678 (2001). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62M20 60J05 62H20 PDFBibTeX XMLCite \textit{C. Gourieroux} and \textit{J. Jasiak}, J. Time Ser. Anal. 22, No. 6, 665--678 (2001; Zbl 0984.62070) Full Text: DOI
Godsill, Simon; Doucet, Arnaud; West, Mike Maximum a posteriori sequence estimation using Monte Carlo particle filters. (English) Zbl 0995.62096 Ann. Inst. Stat. Math. 53, No. 1, 82-96 (2001). MSC: 62M20 62M05 90C90 62M10 65C05 62F15 90C30 PDFBibTeX XMLCite \textit{S. Godsill} et al., Ann. Inst. Stat. Math. 53, No. 1, 82--96 (2001; Zbl 0995.62096) Full Text: DOI
Douc, Randal; Matias, Catherine Asymptotics of the maximum likelihood estimator for general hidden Markov models. (English) Zbl 0987.62018 Bernoulli 7, No. 3, 381-420 (2001). MSC: 62F12 62M05 PDFBibTeX XMLCite \textit{R. Douc} and \textit{C. Matias}, Bernoulli 7, No. 3, 381--420 (2001; Zbl 0987.62018) Full Text: DOI Euclid
Mandal, Pranab K.; Mandrekar, Vidyadhar Bayes formula for optimal filter with \(n\)-ple Markov Gaussian errors. (English) Zbl 0974.60022 Acta Appl. Math. 63, No. 1-3, 245-252 (2000). MSC: 60G35 60G15 62M20 93E11 PDFBibTeX XMLCite \textit{P. K. Mandal} and \textit{V. Mandrekar}, Acta Appl. Math. 63, No. 1--3, 245--252 (2000; Zbl 0974.60022) Full Text: DOI
Sørensen, Michael Prediction-based estimating functions. (English) Zbl 0998.62071 Econom. J. 3, No. 2, 123-147 (2000). MSC: 62M05 62P05 62M20 PDFBibTeX XMLCite \textit{M. Sørensen}, Econom. J. 3, No. 2, 123--147 (2000; Zbl 0998.62071) Full Text: DOI
Elliott, R.; Platen, E. Hidden Markov chain filtering for generalised Bessel processes. (English) Zbl 0991.60032 Hida, Takeyuki (ed.) et al., Stochastics in finite and infinite dimensions. Conference in honor of Gopinath Kallianpur, Calcutta, India, December 18-23, 2000. Boston: Birkhäuser. 123-143 (2000). Reviewer: Henri Schurz (Carbondale) MSC: 60G35 62M20 93E11 93E20 PDFBibTeX XMLCite \textit{R. Elliott} and \textit{E. Platen}, in: Stochastics in finite and infinite dimensions. Conference in honor of Gopinath Kallianpur, Calcutta, India, December 18--23, 2000. Boston: Birkhäuser. 123--143 (2000; Zbl 0991.60032)
Krylov, N. V.; Zatezalo, A. Filtering of finite-state time-nonhomogeneous Markov processes, a direct approach. (English) Zbl 0977.62101 Appl. Math. Optimization 42, No. 3, 229-258 (2000). Reviewer: M.S.Rangachari (Chennai) MSC: 62M20 60G35 PDFBibTeX XMLCite \textit{N. V. Krylov} and \textit{A. Zatezalo}, Appl. Math. Optim. 42, No. 3, 229--258 (2000; Zbl 0977.62101) Full Text: DOI Link
Tan, Wai-yuan Stochastic modeling of AIDS epidemiology and HIV pathogenesis. (English) Zbl 0962.92036 Singapore: World Scientific. xiv, 431 p. (2000). Reviewer: A.D.Barbour (Zürich) MSC: 92D30 92-02 92C60 60J20 62M20 PDFBibTeX XMLCite \textit{W.-y. Tan}, Stochastic modeling of AIDS epidemiology and HIV pathogenesis. Singapore: World Scientific (2000; Zbl 0962.92036)
Boscher, Hans; Fronk, Eva-Maria; Pigeot, Iris Forecasting interest rates volatilities by GARCH (1,1) and stochastic volatility models. (English) Zbl 0966.62066 Stat. Pap. 41, No. 4, 409-422 (2000). MSC: 62M20 62P05 91B28 PDFBibTeX XMLCite \textit{H. Boscher} et al., Stat. Pap. 41, No. 4, 409--422 (2000; Zbl 0966.62066) Full Text: DOI
Dabrowska, Dorota M.; Ho, Wai-Tung Confidence bands for comparison of transition probabilities in a Markov chain model. (English) Zbl 0948.62064 Lifetime Data Anal. 6, No. 1, 5-21 (2000). MSC: 62M05 62N03 62P10 62F25 PDFBibTeX XMLCite \textit{D. M. Dabrowska} and \textit{W.-T. Ho}, Lifetime Data Anal. 6, No. 1, 5--21 (2000; Zbl 0948.62064) Full Text: DOI
Belitser, E. N. Minimax estimation in regression and random censorship models. (English) Zbl 0943.62032 CWI Tracts. 127. Amsterdam: CWI. 130 p. (2000). Reviewer: M.P.Moklyachuk (Kyïv) MSC: 62G08 62-02 62M20 62G07 62G20 62M05 62G05 PDFBibTeX XMLCite \textit{E. N. Belitser}, Minimax estimation in regression and random censorship models. Amsterdam: CWI (2000; Zbl 0943.62032)