The severity of ruin in a discrete semi-Markov risk modelREINHARD, J. M; SNOUSSI, M.Stochastic models. 2002, Vol 18, Num 1, pp 85-107, issn 1532-6349Article

Stochastic Processes with Age-Dependent Transition RatesGHOSH, Mrinal K; SAHA, Subhamay.Stochastic analysis and applications. 2011, Vol 29, Num 3, pp 511-522, issn 0736-2994, 12 p.Article

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SCALING LIMITS OF (1 ₊ 1)-DIMENSIONAL PINNING MODELS WITH LAPLACIAN INTERACTIONCARAVENNA, Francesco; DEUSCHEL, Jean-Dominique.Annals of probability. 2009, Vol 37, Num 3, pp 903-945, issn 0091-1798, 43 p.Article

On convergence of properly weighted samples to the target distributionMALEFAKI, Sonia; ILIOPOULOS, George.Journal of statistical planning and inference. 2008, Vol 138, Num 4, pp 1210-1225, issn 0378-3758, 16 p.Article

A DISCRETE-TIME APPROACH FOR HEAVY-TAILED MODELINGVARGAS, Cesar; MUNOZ, David; RODRIGUEZ, Oscar et al.Stochastic models. 2008, Vol 24, pp 270-280, issn 1532-6349, 11 p., SUP1Conference Paper

Exploring the state sequence space for hidden Markov and semi-Markov chainsGUEDON, Yann.Computational statistics & data analysis. 2007, Vol 51, Num 5, pp 2379-2409, issn 0167-9473, 31 p.Article

Estimation for the Distribution Function of One-and Two-Dimensional Censored Variables or Sojourn Times of Markov Renewal Processes : 2005 ASMDA International Symposium on Applied Stochastic Models and Data AnalysisPONS, Odile.Communications in statistics. Theory and methods. 2007, Vol 36, Num 13-16, pp 2527-2542, issn 0361-0926, 16 p.Article

Stochastic ordering for continuous-time processesIRLE, A.Journal of applied probability. 2003, Vol 40, Num 2, pp 361-375, issn 0021-9002, 15 p.Article

Markov renewal theory for stationary (m + 1)-block factors: convergence rate resultsALSMEYER, Gerold; HOEFS, Volker.Stochastic processes and their applications. 2002, Vol 98, Num 1, pp 77-112, issn 0304-4149Article

The rate of occurrence of failures for semi-Markov processes and estimationOUHBI, Brahim; LIMNIOS, Nikolaos.Statistics & probability letters. 2002, Vol 59, Num 3, pp 245-255, issn 0167-7152, 11 p.Article

Bootstrap confidence bands for sojourn distributions in multistate semi-Markov models with right censoringBUTLER, Ronald W; BRONSON, Douglas A.Biometrika. 2012, Vol 99, Num 4, pp 959-972, issn 0006-3444, 14 p.Article

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Stochastic Model of Gas Capillary ChromatographyHARLAMOV, B. P.Communications in statistics. Simulation and computation. 2012, Vol 41, Num 6-7, pp 1023-1031, issn 0361-0918, 9 p.Conference Paper

DOUBLE-BARRIER PARISIAN OPTIONSDASSIOS, Angelos; SHANLE WU.Journal of applied probability. 2011, Vol 48, Num 1, pp 1-20, issn 0021-9002, 20 p.Article

Large Deviation Results for Wave Governed Random Motions Driven by Semi-Markov ProcessesMACCI, Claudio.Communications in statistics. Simulation and computation. 2011, Vol 40, Num 8-10, pp 1342-1363, issn 0361-0918, 22 p.Article

Stationarity and geometric ergodicity of BEKK multivariate GARCH modelsBOUSSAMA, Farid; FUCHS, Florian; STELZER, Robert et al.Stochastic processes and their applications. 2011, Vol 121, Num 10, pp 2331-2360, issn 0304-4149, 30 p.Article

On the Cycle Maximum of Mountains, Dams and QueuesBOXMA, Onno J; PERRY, David.Communications in statistics. Theory and methods. 2009, Vol 38, Num 16-17, pp 2706-2720, issn 0361-0926, 15 p.Article

On Discrete Time Semi-Markov Chains and Applications in Words OccurrencesCHRYSSAPHINOU, Ourania; KARALIOPOULOU, Margarita; LIMNIOS, Nikolaos et al.Communications in statistics. Theory and methods. 2008, Vol 37, Num 8-10, pp 1306-1322, issn 0361-0926, 17 p.Article

STATIONARY EFFECTIVENESS OF AN INFORMATION SERVER WITH A SINGLE BUFFER AND BURSTY DEMANDS OF TWO DIFFERENT CUSTOMERSRODRIGUEZ-SAID, Roberto D; POGORUI, A. A; RODRIGUEZ-DAGNINO, Ramon M et al.Stochastic models. 2008, Vol 24, pp 246-269, issn 1532-6349, 24 p., SUP1Conference Paper

Runs in superpositions of renewal processes with applications to discriminationALSMEYER, Gerold; IRLE, Albrecht.Journal of computational and applied mathematics. 2005, Vol 186, Num 1, pp 283-299, issn 0377-0427, 17 p.Article

Polynomial factorization for servers with semi-markovian workload : Performance and numerical aspects of a verified solution techniqueTRACZINSKI, Daniela; LUTHER, Wolfram; HASSLINGER, Gerhard et al.Stochastic models. 2005, Vol 21, Num 2-3, pp 643-668, issn 1532-6349, 26 p.Conference Paper

Asymptotic failure rate of a markov deteriorating system with preventive maintenanceMERCIER, Sophie; ROUSSIGNOL, Michel.Journal of applied probability. 2003, Vol 40, Num 1, pp 1-19, issn 0021-9002, 19 p.Article

Multivariate linear recursions with Marlcov-dependent coefficientsHAY, Diana; RASTEGAR, Reza; ROITERSHTEIN, Alexander et al.Journal of multivariate analysis. 2011, Vol 102, Num 3, pp 521-527, issn 0047-259X, 7 p.Article

Poisson Approximation of Impulsive Recurrent Process with Semi-Markov SwitchingKOROLIUK, V. S; LIMNIOS, N; SAMOILENKO, I. V et al.Stochastic analysis and applications. 2011, Vol 29, Num 5, pp 769-778, issn 0736-2994, 10 p.Article