Found 29 Documents (Results 1–29)
Gamma mixed fractional Lévy Ornstein-Uhlenbeck process. (English) Zbl 07840105
Reviewer: Ilie Valuşescu (Bucureşti)
Inference in generalized exponential O-U processes. (English) Zbl 07800324
MSC:
62Mxx
Standard and fractional reflected Ornstein-Uhlenbeck processes as the limits of square roots of Cox-Ingersoll-Ross processes. (English) Zbl 07701608
Reviewer: Martin Ondreját (Praha)
A boosting first-hitting-time model for survival analysis in high-dimensional settings. (English) Zbl 07701371
Piecewise-tunneled captive processes and corridored random particle systems. (English) Zbl 1508.60082
Analysis of a stochastic logistic model with diffusion and Ornstein-Uhlenbeck process. (English) Zbl 1508.37104
On upper functions for integral quadratic functionals based on time-varying Ornstein-Uhlenbeck process. (English. Russian original) Zbl 1434.60218
Theory Probab. Appl. 65, No. 1, 17-31 (2020); translation from Teor. Veroyatn. Primen. 65, No. 1, 23-41 (2020).
Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting. (English) Zbl 1404.62084
Reviewer: Krzysztof J. Szajowski (Wrocław)
On the generalization of logarithmic upper function for solution of a linear stochastic differential equation with a nonexponentially stable matrix. (English. Russian original) Zbl 1395.34065
Differ. Equ. 54, No. 2, 193-200 (2018); translation from Differ. Uravn. 54, No. 2, 195-201 (2018).
Reviewer: Melvin D. Lax (Long Beach)
On two diffusion neuronal models with multiplicative noise: the mean first-passage time properties. (English) Zbl 1390.92028
Ornstein-Uhlenbeck threshold regression for time-to-event data with and without a cure fraction. (English) Zbl 1322.62019
A new class of semiparametric transformation models based on first hitting times by latent degradation processes. (English) Zbl 07847484
MSC:
62-XX
Bayesian random-effects threshold regression with application to survival data with nonproportional hazards. (English) Zbl 1437.62580
MSC:
62P10
Benefits of threshold regression: a case-study comparison with Cox proportional hazards regression. (English) Zbl 1407.62404
Rykov, Vladimir V. (ed.) et al., Mathematical and statistical models and methods in reliability. Applications to medicine, finance, and quality control. Invited papers based on the presentation at the 6th international conference (MMR 2009), Moscow, Russia, June 22–26, 2009. Boston, MA: Birkhäuser. Stat. Ind. Technol., 359-370 (2010).
On the asymptotic behavior of the parameter estimators for some diffusion processes: application to neuronal models. (English) Zbl 1215.62085
A review of the methods for signal estimation in stochastic diffusion leaky integrate-and-fire neuronal models. (English) Zbl 1154.92012
A result on the first-passage time of an Ornstein-Uhlenbeck process. (English) Zbl 1133.60314
MSC:
60G15
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