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- On complete convergence for weighted sums of m-widely acceptable random
variables under sub-linear expectations and its statistical applications-
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Authors: Xin Deng Yang Ding Yi Wu Xuejun Wang a School of Mathematics; Statistics, Anhui University, Hefei, P.R. China
Pages: 1 - 28
Abstract: .
Citation: Stochastic Models
PubDate: 2024-08-18T02:33:57Z
DOI: 10.1080/15326349.2024.2375201
- A stochastic fluid model approach to the stationary distribution of the
maximal priority process-
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Authors: Hiska M. Boelema Daan J.J. Dams Małgorzata M. O’Reilly Werner R.W. Scheinhardt Peter G. Taylor a Department of Applied Mathematics; University of Twente, Enschede, The Netherlandsb Eindhoven University of Technology, Eindhoven, The Netherlandsc Discipline of Mathematics, University of Tasmania, Hobart, Australiad Department of Mathematics Statistics, University of Melbourne, Melbourne, Australia
Pages: 1 - 24
Abstract: .
Citation: Stochastic Models
PubDate: 2024-08-05T06:34:48Z
DOI: 10.1080/15326349.2024.2375195
- Analysis of a stochastic hybrid Gompertz tumor growth model driven by
Lévy noise-
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Authors: Guixin Hu Bingqing Li Zhihao Geng School of Mathematics; Information Science, Henan Polytechnic University, Jiaozuo, China
Pages: 1 - 22
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Citation: Stochastic Models
PubDate: 2024-08-01T06:49:36Z
DOI: 10.1080/15326349.2024.2376223
- Some stochastic comparison results for frailty and resilience models
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Authors: Arindam Panja Pradip Kundu Biswabrata Pradhan a SQC & OR Unit; Indian Statistical Institute, Kolkata, Indiab School of Computer Science & Engineering, XIM University, Bhubaneswar, India
Pages: 1 - 22
Abstract: .
Citation: Stochastic Models
PubDate: 2024-07-31T11:00:47Z
DOI: 10.1080/15326349.2024.2375203
- The rates of strong consistency for estimators in heteroscedastic
partially linear errors-in-variables model for widely orthant dependent
samples-
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Authors: Yi Wu Xuejun Wang Aiting Shen a School of Big Data; Artificial Intelligence, Chizhou University, Chizhou, P.R. China
First page: 1
Abstract: .
Citation: Stochastic Models
PubDate: 2024-06-02T03:26:36Z
DOI: 10.1080/15326349.2024.2353062
- The Sackin index and depth of leaves in generalized Schröder trees
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Authors: Panpan ZhangHosam Mahmouda Department of Biostatistics; Vanderbilt University Medical Center, Nashville, Tennessee, USAb Department of Statistics, The George Washington University, Washington, District of Columbia, USA
Pages: 1 - 19
Abstract: .
Citation: Stochastic Models
PubDate: 2024-05-23T04:48:12Z
DOI: 10.1080/15326349.2024.2353061
- Fisher and Bayes-Fisher information measures for finite mixture
distributions-
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Authors: Omid KharazmiNarayanaswamy Balakrishnana Department of Statistics; Faculty of Mathematical Sciences, Vali-e-Asr University of Rafsanjan, Rafsanjan, Iranb Department of Mathematics Statistics, McMaster University, Hamilton, Ontario, Canada
Pages: 1 - 18
Abstract: .
Citation: Stochastic Models
PubDate: 2024-05-23T04:41:22Z
DOI: 10.1080/15326349.2024.2355537
- Time consistency of dynamic risk measures and dynamic performance measures
generated by distortion functions-
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Authors: Tomasz R. BieleckiIgor CialencoHao LiuDepartment of Applied Mathematics; Illinois Institute of Technology, John T. Rettaliata Engineering Center, Chicago, Illinois, USA
First page: 1
Abstract: .
Citation: Stochastic Models
PubDate: 2024-05-21T05:14:21Z
DOI: 10.1080/15326349.2024.2353045
- Stationary analysis of a constrained Markov fluid model with two buffers
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Authors: Peter BuchholzAndrás MészárosMiklós Teleka Technische Universität Dortmund; Dortmund, Germanyb Department of Networked Systems Economics, Hungary ELKH-BME Information Systems Research Group, Hungaryc ELKH-BME Information Systems Research Group, Hungary
Pages: 1 - 21
Abstract: .
Citation: Stochastic Models
PubDate: 2024-04-19T07:56:17Z
DOI: 10.1080/15326349.2024.2339247
- A stochastic liquidity risk model with stochastic volatility and its
applications to option pricing-
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Authors: Xin-Jiang HeSha Lina School of Economics; Zhejiang University of Technology, Hangzhou, Chinab Institute for Industrial System Modernization, Zhejiang University of Technology, Hangzhou, Chinac School of Finance, Zhejiang Gongshang University, Hangzhou, China
Pages: 1 - 20
Abstract: .
Citation: Stochastic Models
PubDate: 2024-04-04T10:32:18Z
DOI: 10.1080/15326349.2024.2332326
- A.s. convergence rate for Mandelbrot’s cascade in a random
environment-
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Authors: Yingqiu LiLin DengYushao Weia School of Mathematics; Technology, Changsha, China
Pages: 1 - 16
Abstract: .
Citation: Stochastic Models
PubDate: 2024-04-02T10:57:40Z
DOI: 10.1080/15326349.2024.2332324
- Sensitivities of some performance measures of quasi-birth-and-death
processes-
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Authors: Anna AksamitMałgorzata M. O’ReillyZbigniew Palmowskia School of Mathematics; Technology, Wrocław, Poland
First page: 1
Abstract: .
Citation: Stochastic Models
PubDate: 2024-04-02T08:55:25Z
DOI: 10.1080/15326349.2024.2325448
- Modeling gene content across a phylogeny to determine when genes become
associated-
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Authors: J. DiaoM. M. O’ReillyB. R. Hollanda School of Natural Sciences; University of Tasmania, Hobart, Tasmania, Australiab Australian Research Council Centre of Excellence for Plant Success, Australiac School of Mathematics Statistical Frontiers, Australia
First page: 1
Abstract: .
Citation: Stochastic Models
PubDate: 2024-03-25T02:17:22Z
DOI: 10.1080/15326349.2024.2330082
- On meeting and merging of stochastic flow of non-homogeneous Markov and
semi-Markov dynamics-
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Authors: Anindya GoswamiSubhamay SahaRavishankar Kapildev Yadava IISER Pune; Pune, Indiab IIT Guwahati, Guwahati, India
Pages: 1 - 21
Abstract: .
Citation: Stochastic Models
PubDate: 2024-03-22T02:52:37Z
DOI: 10.1080/15326349.2024.2328301
- A new type of CEV model: properties, comparison, and application to
portfolio optimization-
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Authors: Marcos Escobar AnelWei Li FanDepartment of Statistical; Actuarial Sciences, University of Western Ontario, London, Ontario, Canada
Pages: 1 - 35
Abstract: .
Citation: Stochastic Models
PubDate: 2024-03-16T12:00:13Z
DOI: 10.1080/15326349.2024.2327435
- The consistency of the estimators in semiparametric regression model based
on m-asymptotic negatively associated errors-
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Authors: Jiayi FengAiting ShenDantong WangXuejun Wanga School of Mathematical Sciences; Anhui University, Hefei, P.R. Chinab School of Big Data Statistics, Anhui University, Hefei, P.R. China
Pages: 1 - 27
Abstract: .
Citation: Stochastic Models
PubDate: 2024-03-16T11:50:17Z
DOI: 10.1080/15326349.2024.2325449
- Asymptotic normality for the weighted estimators in heteroscedastic
partially linear regression model under dependent errors-
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Authors: Sallieu Kabay SamuraXuejun WangYi WuFei Zhanga School of Big Data; Artificial Intelligence, Chizhou University, Chizhou, P.R. Chinad School of Mathematical Sciences, Anhui University, Hefei, P.R. China
Pages: 1 - 20
Abstract: .
Citation: Stochastic Models
PubDate: 2024-03-12T10:53:03Z
DOI: 10.1080/15326349.2024.2322568
- On cover times of Markov chains
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Authors: Bruno SericolaInria; University of Rennes, CNRS, IRISA, Rennes, France
First page: 1
Abstract: .
Citation: Stochastic Models
PubDate: 2024-03-12T02:47:44Z
DOI: 10.1080/15326349.2024.2319201
- Clique and cycle frequencies in a sparse random graph model with
overlapping communities-
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Authors: Tommi GröhnJoona KarjalainenLasse LeskeläAalto University; Espoo, Finland
Pages: 1 - 25
Abstract: .
Citation: Stochastic Models
PubDate: 2024-03-08T02:34:59Z
DOI: 10.1080/15326349.2024.2313987
- Asymptotic analysis of the sojourn time of a batch in a M[X]/M/1 processor
sharing queue-
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Authors: Fabrice GuilleminAlain SimonianRidha NasriVeronica Quintuna Rodrigueza Orange Labs; Networks Lannion, Lannion Cedex, Franceb Orange Labs, DATA-IA, Orange Gardens, Châtillon Cedex, France
First page: 1
Abstract: .
Citation: Stochastic Models
PubDate: 2024-03-05T03:24:49Z
DOI: 10.1080/15326349.2024.2317210
- Optimal dividend and proportional reinsurance strategy for the risk model
with common shock dependence-
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Authors: Bo YangRuili SongDingjun YaoGongpin Chenga School of Statistics; East China Normal University, Shanghai, Chinab School of Applied Mathematics, Nanjing University of Finance Economics, Nanjing, China
First page: 1
Abstract: .
Citation: Stochastic Models
PubDate: 2024-03-01T04:04:57Z
DOI: 10.1080/15326349.2024.2321195
- Increasing Gambler’s Ruin duration and Brownian motion exit times
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Authors: Erol A. PeközRhonda Rightera Questrom School of Business; Boston University, Boston, Massachusetts, USAb Berkeley Department of Industrial Engineering Operations Research, University of California, Berkeley, California, USA
First page: 1
Abstract: .
Citation: Stochastic Models
PubDate: 2024-03-01T04:00:01Z
DOI: 10.1080/15326349.2024.2319208
- Quality driven maintenance policies for a deteriorating system subject to
non-self-announcing failures-
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Authors: Niyazi Onur Baki̇rBüşra KeleşSalih Tekina Department of Mechanical & Industrial Engineering; Sultan Qaboos University, Al Khoudh, Omanb Department of Management, Frostburg State University, Frostburg, Maryland, USAc Department of Industrial Engineering, TOBB University of Economics Technology, Ankara, Turkey
First page: 1
Abstract: .
Citation: Stochastic Models
PubDate: 2024-02-06T03:27:19Z
DOI: 10.1080/15326349.2024.2308521
- Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest
rate model with delay-
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Authors: Emmanuel CoffieInstitute for Financial; Actuarial Mathematics, University of Liverpool, Liverpool, UK
First page: 1
Abstract: .
Citation: Stochastic Models
PubDate: 2024-02-05T05:00:00Z
DOI: 10.1080/15326349.2024.2305344
- Geometrical interpretation of the population entropy maximum
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Authors: Igor LazovPetar Lazova School of Computer Science; Methodius University, Skopje, Macedonia
Pages: 1 - 14
Abstract: .
Citation: Stochastic Models
PubDate: 2024-02-02T05:30:51Z
DOI: 10.1080/15326349.2023.2297959
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