Volume 21, Issue 3

Search all Methodology and Computing in Applied Probability articles

September 2019

Special Issue: International Workshop in Applied Probability 2016

Issue Editors:

Markos V. Koutras,
Nicolas Limnios,
Wendy Lou,
Thomas Taimre

22 articles in this issue

Editorial
Markos V. Koutras
Nicolas Limnios
Thomas Taimre
EditorialNotes 27 June 2019 Pages: 661 - 662
High-Dimensional Quadratic Classifiers in Non-sparse Settings
Makoto Aoshima
Kazuyoshi Yata
OriginalPaper Open access 30 June 2018 Pages: 663 - 682
Planar Segment Processes with Reference Mark Distributions, Modeling and Estimation
Viktor Beneš
Jakub Večeřa
Milan Pultar
OriginalPaper 29 November 2017 Pages: 683 - 698
A Level-1 Limit Order Book with Time Dependent Arrival Rates
Jonathan A. Chávez-Casillas
Robert J. Elliott
Anatoliy V. Swishchuk
OriginalPaper 01 June 2019 Pages: 699 - 719
Two-Stage Procedure of Fixed-Width Confidence Intervals for the Risk Ratio
Hokwon Cho
OriginalPaper 06 May 2019 Pages: 721 - 733
Asymptotics of Two-boundary First-exit-time Densities for Gauss-Markov Processes
G. D’Onofrio
E. Pirozzi
OriginalPaper 19 January 2018 Pages: 735 - 752
On Jump-Diffusive Driving Noise Sources
Max-Olivier Hongler
Roger Filliger
OriginalPaper 28 April 2017 Pages: 753 - 764
Bayesian Inference with M-splines on Spectral Measure of Bivariate Extremes
Khader Khadraoui
Pierre Ribereau
OriginalPaper 14 May 2019 Pages: 765 - 788
Decoupling Combinatorial Complexity: a Two-Step Approach to Distributions of Runs
Yong Kong
OriginalPaper 13 December 2018 Pages: 789 - 803
Block Trading: Building up a Stock Position Under a Regime Switching Model
Xianggang Lu
OriginalPaper 19 February 2019 Pages: 805 - 828
Sterrett Procedure for the Generalized Group Testing Problem
Yaakov Malinovsky
OriginalPaper 04 November 2017 Pages: 829 - 840
Symmetry in the Green’s Function for Birth-death Chains
Greg Markowsky
José Luis Palacios
OriginalPaper 19 July 2017 Pages: 841 - 851
Renewed Looks at the Distribution of a Sum of Independent or Dependent Discrete Random Variables and Related Problems
Nitis Mukhopadhyay
Sudeep R. Bapat
OriginalPaper 13 December 2018 Pages: 853 - 873
Moments of the Count of a Regular Expression in a Heterogeneous Random Sequence
G. Nuel
OriginalPaper 11 March 2019 Pages: 875 - 887
A Double Recursion for Calculating Moments of the Truncated Normal Distribution and its Connection to Change Detection
Moshe Pollak
Michal Shauly-Aharonov
OriginalPaper 02 March 2018 Pages: 889 - 906
Discretely Observed Brownian Motion Governed by Telegraph Process: Estimation
Vladimir Pozdnyakov
L. Mark Elbroch
Jun Yan
OriginalPaper 02 February 2017 Pages: 907 - 920
Hitting Time and Convergence Rate Bounds for Symmetric Langevin Diffusions
Gareth O. Roberts
Jeffrey S. Rosenthal
OriginalPaper 23 May 2017 Pages: 921 - 929
Real-Time Change-Point Detection Algorithm with an Application to Glycemic Control for Diabetic Pregnant Women
Michal Shauly-Aharonov
Orit Barenholz-Goultschin
OriginalPaper 04 May 2019 Pages: 931 - 944
Asymptotic Expansions for Stationary Distributions of Nonlinearly Perturbed Semi-Markov Processes. 1
Dmitrii Silvestrov
Sergei Silvestrov
OriginalPaper Open access 18 November 2017 Pages: 945 - 964
Asymptotic Expansions for Stationary Distributions of Nonlinearly Perturbed Semi-Markov Processes. 2
Dmitrii Silvestrov
Sergei Silvestrov
OriginalPaper Open access 18 November 2017 Pages: 965 - 984
Pricing European Options in a Discrete Time Model for the Limit Order Book
Clarence Simard
Bruno Rémillard
OriginalPaper 01 December 2017 Pages: 985 - 1005
Operator Equations of Branching Random Walks
E. Yarovaya
OriginalPaper 30 September 2017 Pages: 1007 - 1021

Volume 21, Issue 3

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