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El Karoui, Nicole; Jeanblanc, Monique; Jiao, Ying Dynamics of multivariate default system in random environment. (English) Zbl 1415.91300 Stochastic Processes Appl. 127, No. 12, 3943-3965 (2017). MSC: 91G40 60G20 60G44 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pitman, Jim; Tang, Wenpin Patterns in random walks and Brownian motion. (English) Zbl 1334.60163 Donati-Martin, Catherine (ed) et al., Séminaire de Probabilités XLVII. Cham: Springer (ISBN 978-3-319-18584-2/pbk; 978-3-319-18585-9/ebook). Lecture Notes in Mathematics 2137. Séminaire de Probabilités, 49-88 (2015). MSC: 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Harari-Kermadec, Hugo Regenerative block empirical likelihood for Markov chains. (English) Zbl 1230.62033 J. Nonparametric Stat. 23, No. 3, 781-802 (2011). MSC: 62G05 62M05 62M10 62G08 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Haslinger, Robert; Klinkner, Kristina Lisa; Shalizi, Cosma Rohilla The computational structure of spike trains. (English) Zbl 1187.92020 Neural Comput. 22, No. 1, 121-157 (2010). MSC: 92C20 62P10 62M99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Shalizi, Cosma Rohilla Dynamics of Bayesian updating with dependent data and misspecified models. (English) Zbl 1326.62017 Electron. J. Stat. 3, 1039-1074 (2009). MSC: 62C10 62G20 62M09 60F10 62M05 92D15 94A17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Löhr, Wolfgang Properties of the statistical complexity functional and partially deterministic HMMs. (English) Zbl 1179.82099 Entropy 11, No. 3, 385-401 (2009). MSC: 82C31 × Cite Format Result Cite Review PDF Full Text: DOI
Hoover, D. N. Convergence in distribution and Skorokhod convergence for the general theory of processes. (English) Zbl 0725.60005 Probab. Theory Relat. Fields 89, No. 3, 239-259 (1991). Reviewer: D.N.Hoover (Ithaca) MSC: 60B10 60F05 60G42 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Norros, Ilkka Systems weakened by failures. (English) Zbl 0578.60082 Stochastic Processes Appl. 20, 181-196 (1985). Reviewer: C.Mohan MSC: 60K10 60G55 60E05 60G25 × Cite Format Result Cite Review PDF Full Text: DOI
Hoover, Douglas N.; Keisler, H. Jerome Adapted probability distributions. (English) Zbl 0548.60019 Trans. Am. Math. Soc. 286, 159-201 (1984). Reviewer: M.Iosifescu MSC: 60E05 60G05 60A10 60G48 03B48 × Cite Format Result Cite Review PDF Full Text: DOI
Kuznetsov, S. E. Nonhomogeneous Markov processes. (English) Zbl 0536.60076 J. Sov. Math. 25, 1380-1498 (1984). MSC: 60J25 60J45 × Cite Format Result Cite Review PDF Full Text: DOI