30 results
6 - Regression Models
- from Part II - Statistical Models
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- Data Modeling for the Sciences
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- 17 August 2023
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- 31 August 2023, pp 215-244
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ON THE EXPECTED UNIFORM ERROR OF BROWNIAN MOTION APPROXIMATED BY THE LÉVY–CIESIELSKI CONSTRUCTION
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- Bulletin of the Australian Mathematical Society / Volume 109 / Issue 3 / June 2024
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- 24 August 2023, pp. 581-593
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- June 2024
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A large deviation theorem for a supercritical super-Brownian motion with absorption
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 02 May 2023, pp. 1249-1274
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- December 2023
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Migration routes and stepping stones along the western flyway of Lesser White-fronted Geese (Anser erythropus)
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- Bird Conservation International / Volume 33 / 2023
- Published online by Cambridge University Press:
- 23 January 2023, e42
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Optimal stopping for the exponential of a Brownian bridge
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- Journal of Applied Probability / Volume 57 / Issue 1 / March 2020
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- 04 May 2020, pp. 361-384
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- March 2020
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BOUNDARY CROSSING PROBABILITIES FOR THE CUMULATIVE SAMPLE MEAN
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- Probability in the Engineering and Informational Sciences / Volume 32 / Issue 2 / April 2018
- Published online by Cambridge University Press:
- 08 March 2017, pp. 275-295
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Yet more on a stochastic economic model: Part 3A: stochastic interpolation: Brownian and Ornstein–Uhlenbeck (OU) bridges
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- Annals of Actuarial Science / Volume 11 / Issue 1 / March 2017
- Published online by Cambridge University Press:
- 15 November 2016, pp. 74-99
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Optimal double stopping of a Brownian bridge
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- Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
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- 21 March 2016, pp. 1212-1234
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- December 2015
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The asymptotic variance of departures in critically loaded queues
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- Advances in Applied Probability / Volume 43 / Issue 1 / March 2011
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- 01 July 2016, pp. 243-263
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- March 2011
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Power of A Class of Goodness-of-Fit Tests I
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- ESAIM: Probability and Statistics / Volume 13 / July 2009
- Published online by Cambridge University Press:
- 21 July 2009, pp. 283-300
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- July 2009
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Optimal Stopping of a Brownian Bridge
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- Journal of Applied Probability / Volume 46 / Issue 1 / March 2009
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- 14 July 2016, pp. 170-180
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- March 2009
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Parametric inference for mixed models definedby stochastic differential equations
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- ESAIM: Probability and Statistics / Volume 12 / 2008
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- 23 January 2008, pp. 196-218
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- 2008
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Distributions of the Longest Excursions in a Tied Down Simple Random Walk and in a Brownian Bridge
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- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
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- 14 July 2016, pp. 1056-1067
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- December 2007
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Optimal stopping on trajectories and the ballot problem
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- Journal of Applied Probability / Volume 38 / Issue 4 / December 2001
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- 14 July 2016, pp. 946-959
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- December 2001
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A computational approach to first-passage-time problems for Gauss–Markov processes
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- Advances in Applied Probability / Volume 33 / Issue 2 / June 2001
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- 01 July 2016, pp. 453-482
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- June 2001
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Algebraic Evaluations of Some Euler Integrals, Duplication Formulae for Appell's Hypergeometric Function F1, and Brownian Variations
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- Canadian Journal of Mathematics / Volume 52 / Issue 5 / 01 October 2000
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- 20 November 2018, pp. 961-981
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- 01 October 2000
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Smallest-fit selection of random sizes under a sum constraint: weak convergence and moment comparisons
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- Advances in Applied Probability / Volume 31 / Issue 1 / March 1999
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- 01 July 2016, pp. 178-198
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- March 1999
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The first-passage density of the Brownian motion process to a curved boundary
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- Journal of Applied Probability / Volume 29 / Issue 2 / June 1992
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- 14 July 2016, pp. 291-304
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- June 1992
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A gaussian process with parabolic covariances
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- Journal of Applied Probability / Volume 28 / Issue 4 / December 1991
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- 14 July 2016, pp. 898-902
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- December 1991
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On the dependence structure of hitting times of multivariate processes
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- Journal of Applied Probability / Volume 26 / Issue 2 / June 1989
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- 14 July 2016, pp. 287-295
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- June 1989
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