Volume 14, Issue 3

Search all Methodology and Computing in Applied Probability articles

September 2012

International Workshop in Applied Probability 2010

Issue Editors:

Raúl Jiménez,
José Luis Palacios

26 articles in this issue

Editorial
Raúl Jiménez
José Luis Palacios
EditorialNotes 01 April 2012 Pages: 405 - 406
Stochastic Comparisons of Symmetric Sampling Designs
Larry Goldstein
Yosef Rinott
Marco Scarsini
OriginalPaper 19 January 2011 Pages: 407 - 420
New Results About Weakly Equivalent MAP ₂ and MAP ₃ Processes
Pepa Ramírez-Cobo
Rosa E. Lillo
OriginalPaper 24 May 2011 Pages: 421 - 444
1-Dependent Stationary Sequences for Some Given Joint Distributions of Two Consecutive Random Variables
George Haiman
OriginalPaper 21 June 2011 Pages: 445 - 458
Inference on High-Dimensional Mean Vectors with Fewer Observations Than the Dimension
Kazuyoshi Yata
Makoto Aoshima
OriginalPaper 21 June 2011 Pages: 459 - 476
New Central Limit Theorems for Functionals of Gaussian Processes and their Applications
José Manuel Corcuera
OriginalPaper 23 June 2011 Pages: 477 - 500
On Two-Stage Comparisons with a Control Under Heteroscedastic Normal Distributions
Nitis Mukhopadhyay
Tumulesh K. S. Solanky
OriginalPaper 27 July 2011 Pages: 501 - 522
Exact and Asymptotically Optimal Bandwidths for Kernel Estimation of Density Functionals
José E. Chacón
Carlos Tenreiro
OriginalPaper 28 July 2011 Pages: 523 - 548
A Survey on the Pseudo-process Driven by the High-order Heat-type Equation \(\boldsymbol{\partial/\partial t=\pm\partial^N\!/\partial x^N}\) Concerning the Hitting and Sojourn Times
Aimé Lachal
OriginalPaper 06 August 2011 Pages: 549 - 566
On Estimation of the Intensity Function of a Point Process
Marie-Colette N. M. van Lieshout
OriginalPaper Open access 04 August 2011 Pages: 567 - 578
Sequential Order Statistics: Ageing and Stochastic Orderings
Nuria Torrado
Rosa E. Lillo
Michael P. Wiper
OriginalPaper 26 August 2011 Pages: 579 - 596
Approximations and Inequalities for Moving Sums
Joseph Glaz
Joseph Naus
Xiao Wang
OriginalPaper 27 September 2011 Pages: 597 - 616
Global Dependence Stochastic Orders
Moshe Shaked
Miguel A. Sordo
Alfonso Suárez-Llorens
OriginalPaper 24 September 2011 Pages: 617 - 648
State-of-the-Art in Sequential Change-Point Detection
Aleksey S. Polunchenko
Alexander G. Tartakovsky
OriginalPaper 08 October 2011 Pages: 649 - 684
Estimation of the Expected Number of Earthquake Occurrences Based on Semi-Markov Models
Irene Votsi
Nikolaos Limnios
Eleftheria Papadimitriou
OriginalPaper 12 October 2011 Pages: 685 - 703
Effect of Data Transformations on Predictive Risk Indicators
Francisco Javier Alonso
María del Carmen Bueso
José Miguel Angulo
OriginalPaper 12 October 2011 Pages: 705 - 716
On the Moments and the Distribution of the Cost of a Semi Markov Model for Healthcare Systems
Aleka A. Papadopoulou
George Tsaklidis
Lalit Garg
OriginalPaper 30 October 2011 Pages: 717 - 737
Drawdowns and the Speed of Market Crash
Hongzhong Zhang
Olympia Hadjiliadis
OriginalPaper 19 November 2011 Pages: 739 - 752
Weighted Moment Estimators for the Second Order Scale Parameter
Tertius de Wet
Yuri Goegebeur
Armelle Guillou
OriginalPaper 10 November 2011 Pages: 753 - 783
Goodness-of-Fit and Sufficiency: Exact and Approximate Tests
Michael A. Stephens
OriginalPaper 21 December 2011 Pages: 785 - 791
Weak Convergence of Marked Empirical Processes for Focused Inference on AR(p) vs AR(p + 1) Stationary Time Series
Alejandra Cabaña
Enrique M. Cabaña
Marco Scavino
OriginalPaper 07 December 2011 Pages: 793 - 810
Extended Truncated Tweedie-Poisson Model
Jordi Valero
Josep Ginebra
Marta Pérez-Casany
OriginalPaper 03 March 2012 Pages: 811 - 829
On the Distribution of the Number of Occurrences of an Order-Preserving Pattern of Length Three in a Random Permutation
James C. Fu
OriginalPaper 17 March 2012 Pages: 831 - 842
Diffusion Approximation of an Array of Controlled Branching Processes
Miguel González
Inés M. del Puerto
OriginalPaper 11 April 2012 Pages: 843 - 861
On the Distributions of the State Sizes of the Continuous Time Homogeneous Markov System with Finite State Capacities
George Vasiliadis
OriginalPaper 12 April 2012 Pages: 863 - 882
Spatio-Temporal Model for a Random Set Given by a Union of Interacting Discs
Markéta Zikmundová
Kateřina Staňková Helisová
Viktor Beneš
OriginalPaper 13 April 2012 Pages: 883 - 894

Volume 14, Issue 3

Editorial

Stochastic Comparisons of Symmetric Sampling Designs

New Results About Weakly Equivalent MAP ₂ and MAP ₃ Processes

1-Dependent Stationary Sequences for Some Given Joint Distributions of Two Consecutive Random Variables

Inference on High-Dimensional Mean Vectors with Fewer Observations Than the Dimension

New Central Limit Theorems for Functionals of Gaussian Processes and their Applications

On Two-Stage Comparisons with a Control Under Heteroscedastic Normal Distributions

Exact and Asymptotically Optimal Bandwidths for Kernel Estimation of Density Functionals

A Survey on the Pseudo-process Driven by the High-order Heat-type Equation \(\boldsymbol{\partial/\partial t=\pm\partial^N\!/\partial x^N}\) Concerning the Hitting and Sojourn Times

On Estimation of the Intensity Function of a Point Process

Sequential Order Statistics: Ageing and Stochastic Orderings

Approximations and Inequalities for Moving Sums

Global Dependence Stochastic Orders

State-of-the-Art in Sequential Change-Point Detection

Estimation of the Expected Number of Earthquake Occurrences Based on Semi-Markov Models

Effect of Data Transformations on Predictive Risk Indicators

On the Moments and the Distribution of the Cost of a Semi Markov Model for Healthcare Systems

Drawdowns and the Speed of Market Crash

Weighted Moment Estimators for the Second Order Scale Parameter

Goodness-of-Fit and Sufficiency: Exact and Approximate Tests

Weak Convergence of Marked Empirical Processes for Focused Inference on AR(p) vs AR(p + 1) Stationary Time Series

Extended Truncated Tweedie-Poisson Model

On the Distribution of the Number of Occurrences of an Order-Preserving Pattern of Length Three in a Random Permutation

Diffusion Approximation of an Array of Controlled Branching Processes

On the Distributions of the State Sizes of the Continuous Time Homogeneous Markov System with Finite State Capacities

Spatio-Temporal Model for a Random Set Given by a Union of Interacting Discs

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