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Cities, ISSN 0264-2751, 04/2019, Volume 87, pp. 153 - 165
Journal Article
Annals of the Institute of Statistical Mathematics, ISSN 0020-3157, 2/2014, Volume 66, Issue 1, pp. 193 - 220
Journal Article
Chemometrics and Intelligent Laboratory Systems, ISSN 0169-7439, 08/2015, Volume 146, pp. 407 - 417
Journal Article
Journal of Statistical Planning and Inference, ISSN 0378-3758, 12/2018, Volume 197, pp. 93 - 106
Complex Ornstein–Uhlenbeck (OU) processes have various applications in statistical modelling. They play role e.g. in the description of the motion of a charged... 
Chandler wobble | D-optimality | Complex Ornstein–Uhlenbeck process | Parameter estimation | Optimal design | Magnetic fields | Stochastic processes | Analysis
Journal Article
Stochastic Analysis and Applications, ISSN 0736-2994, 11/2018, Volume 36, Issue 5, pp. 858 - 882
The paper considers very general multivariate modifications of Cramer-Lundberg risk model. The claims can be of different types and can arrive in groups. The... 
multivariate risk processes | Primary 62P05 | risk process approximations | Secondary 60G10 | Cramer-Lundberg risk model | Cramer–Lundberg risk model | MATHEMATICS, APPLIED | POLYA-AEPPLI | STATISTICS & PROBABILITY | TIME | RUIN | AGGREGATE CLAIMS MODEL | Risk | Mathematical models | Multivariate analysis | Differential equations
Journal Article
Reliability Engineering and System Safety, ISSN 0951-8320, 2008, Volume 93, Issue 12, pp. 1809 - 1813
The aim of this paper is to derive the exact distributions of the likelihood ratio tests of homogeneity and scale hypothesis when the observations are... 
OPERATIONS RESEARCH & MANAGEMENT SCIENCE | LR TESTS | EXACT SLOPES | SENSE | ENGINEERING, INDUSTRIAL | OPTIMALITY | PARAMETER
Journal Article
Mathematica Slovaca, ISSN 0139-9918, 10/2017, Volume 67, Issue 5, pp. 1165 - 1178
Interest rates (or nominal yields) can be negative, this is an unavoidable fact which has already been visible during the Great Depression (1929–39). Nowadays... 
2nd order dynamics | Primary 34F05 | variance | negative interest rate | 91B70 | Wiener process | expectation | MATHEMATICS | INTEREST-RATE POLICY | Analysis | Methods | Interest rates | Repurchase agreements
Journal Article
Statistics and Probability Letters, ISSN 0167-7152, 06/2013, Volume 83, Issue 6, pp. 1580 - 1587
Computer simulations are often used to replace physical experiments for exploring the complex relationships between input and output variables. We study the... 
Integrated mean square prediction error | Entropy | Ornstein–Uhlenbeck sheet | Fisher information | Ornstein-Uhlenbeck sheet | STATISTICS & PROBABILITY | COMPUTER EXPERIMENTS | Computer simulation | Computer-generated environments
Journal Article
Fuzzy Sets and Systems, ISSN 0165-0114, 01/2015, Volume 259, pp. 68 - 88
Motivated by the concept of lattice-valued topological system of J.T. Denniston, A. Melton, and S.E. Rodabaugh, which extends lattice-valued topological... 
Locale | (Lattice-valued) topological system | Adjoint functor | Localification and spatialization of topological systems | Point-free topology | (Lattice-valued) bornological space | Reflective subcategory | MATHEMATICS, APPLIED | STATISTICS & PROBABILITY | COMPUTER SCIENCE, THEORY & METHODS | FOUNDATIONS
Journal Article
Statistics and Probability Letters, ISSN 0167-7152, 04/2015, Volume 99, pp. 114 - 124
Measurement on sets with a specific geometric shape can be of interest for many important applications (e.g., measurement along the isotherms in structural... 
Monotonic sets | D-optimality | Equidistant design | Ornstein–Uhlenbeck sheet | Optimal design | Ornstein-Uhlenbeck sheet | MAXIMUM-LIKELIHOOD-ESTIMATION | STATISTICS & PROBABILITY | Statistics - Methodology
Journal Article
Information Sciences, ISSN 0020-0255, 10/2018, Volume 467, pp. 163 - 178
Time evolution of copulas is well visible in such a dynamical market as foreign exchange market (ForeX, FX, or currency market). We first show how several... 
Evolution | Lipschitzianity | Forex | Copula | Convergence | COMPUTER SCIENCE, INFORMATION SYSTEMS | BIVARIATE | OPTIONS | Foreign exchange market | Foreign exchange
Journal Article
Stochastic Analysis and Applications, ISSN 0736-2994, 12/2018, Volume 36, Issue 6, pp. 1053 - 1067
Gamma processes belong to subordinators for which very small jumps occurs infinitely many times in any finite time interval but their sums are finite. Here we... 
Markov processes | Inv-Log-Gamma process | record values | transformations of Gamma processes | MATHEMATICS, APPLIED | MOTION | STATISTICS & PROBABILITY | MODEL | Stochastic processes | Interval arithmetic
Journal Article
Chemometrics and Intelligent Laboratory Systems, ISSN 0169-7439, 02/2019, Volume 185, pp. 73 - 84
Journal Article
Journal of Mathematical Analysis and Applications, ISSN 0022-247X, 11/2014, Volume 419, Issue 1, pp. 138 - 155
Motivated by the theory of L-bornological spaces of M. Abel and A. Šostak over a complete lattice L, and the concept of topological system of S. Vickers, this... 
Topologically algebraic category | L-bornological (space, system) | Cartesian closed category | Hausdorff dimension | Continuous lattice | Vector space | MATHEMATICS | BASIS TOPOLOGICAL SYSTEMS | MATHEMATICS, APPLIED | FOUNDATIONS | BASIS FUZZY TOPOLOGY
Journal Article
Lithuanian Mathematical Journal, ISSN 0363-1672, 04/2016, Volume 56, Issue 2, p. 189
To access, purchase, authenticate, or subscribe to the full-text of this article, please visit this link: http://dx.doi.org/10.1007/s10986-016-9313-4 This... 
Journal Article
Applied Stochastic Models in Business and Industry, ISSN 1524-1904, 05/2018, Volume 34, Issue 3, pp. 278 - 292
Journal Article