On the Accuracy of the MAP Inference in HMMs Kristi KuljusJüri Lember OriginalPaper 01 March 2015 Pages: 597 - 627
Parameter Estimation of Discrete Multivariate Phase-Type Distributions Qi-Ming HeJiandong Ren OriginalPaper 03 March 2015 Pages: 629 - 651
Vector-Valued Tail Value-at-Risk and Capital Allocation Hélène CossetteMélina MailhotMhamed Mesfioui OriginalPaper 16 April 2015 Pages: 653 - 674
Ruin Probability in a Correlated Aggregate Claims Model with Common Poisson Shocks: Application to Reinsurance Xiang HuLianzeng Zhang OriginalPaper 05 June 2015 Pages: 675 - 689
Stochastic Integral Representations of the Extrema of Time-homogeneous Diffusion Processes Runhuan Feng OriginalPaper 02 October 2015 Pages: 691 - 715
Scan Statistic Tail Probability Assessment Based on Process Covariance and Window Size Anat Reiner-Benaim OriginalPaper 02 July 2015 Pages: 717 - 745
Number of Jumps in Two-Sided First-Exit Problems for a Compound Poisson Process Shuanming LiYi LuCan Jin OriginalPaper 05 July 2015 Pages: 747 - 764
A Copula-Based Method to Build Diffusion Models with Prescribed Marginal and Serial Dependence Enrico BibbonaLaura SacerdoteEmiliano Torre OriginalPaper 24 February 2016 Pages: 765 - 783
Exact Confidence Intervals of the Extended Orey Index for Gaussian Processes Kęstutis KubiliusDmitrij Melichov OriginalPaper 21 August 2015 Pages: 785 - 804
Background Risk Models and Stepwise Portfolio Construction Alexandru V. AsimitRaluca VernicRicardas Zitikis OriginalPaper 13 August 2015 Pages: 805 - 827
Option Pricing Under Jump-Diffusion Processes with Regime Switching Nikita Ratanov OriginalPaper 16 September 2015 Pages: 829 - 845
Explicit Density Approximations for Local Volatility Models Using Heat Kernel Expansions Stephen TaylorScott GlasgowJan Vecer OriginalPaper 16 September 2015 Pages: 847 - 867
Optimal Scaling for the Pseudo-Marginal Random Walk Metropolis: Insensitivity to the Noise Generating Mechanism Chris Sherlock OriginalPaper 27 October 2015 Pages: 869 - 884
Estimation for Discrete-time Semi-Markov Reward Processes: Analysis and Inference K. KhorshidianF. NegahdariH. A. Mardnifard OriginalPaper 03 November 2015 Pages: 885 - 900
Stochastic Asymptotic Stability of Nowak-May Model with Variable Diffusion Rates M. PitchaimaniR. Rajaji OriginalPaper 12 March 2016 Pages: 901 - 910
Expansions for Log Densities of Multivariate Estimates Christopher S. WithersSaralees Nadarajah OriginalPaper 15 March 2016 Pages: 911 - 920
Dependence Assessment Based on Generalized Relative Complexity: Application to Sampling Network Design F. J. AlonsoM. C. BuesoJ. M. Angulo OriginalPaper 28 March 2016 Pages: 921 - 933