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A pure-jump mean-reverting short rate model

JOURNAL ARTICLE published 2020 in Modern Stochastics: Theory and Applications

Authors: Markus Hess

Arithmetic of (independent) sigma-fields on probability spaces

JOURNAL ARTICLE published 2019 in Modern Stochastics: Theory and Applications

Authors: Matija Vidmar

Author index

JOURNAL ARTICLE published 12 February 2015 in Modern Stochastics: Theory and Applications

Keywords index

JOURNAL ARTICLE published 2023 in Modern Stochastics: Theory and Applications

Stochastic models associated to a Nonlocal Porous Medium Equation

JOURNAL ARTICLE published 2018 in Modern Stochastics: Theory and Applications

Authors: Alessandro De Gregorio

Autoregressive approaches to import–export time series II: a concrete case study

JOURNAL ARTICLE published 1 June 2015 in Modern Stochastics: Theory and Applications

Authors: Luca Di Persio | Chiara Segala

Goodness-of-fit test in a multivariate errors-in-variables model $AX = B$

JOURNAL ARTICLE published 20 December 2016 in Modern Stochastics: Theory and Applications

Authors: Alexander Kukush | Yaroslav Tsaregorodtsev

A modified Φ-Sobolev inequality for canonical Lévy processes and its applications

JOURNAL ARTICLE published 2023 in Modern Stochastics: Theory and Applications

Authors: Noriyoshi Sakuma | Ryoichi Suzuki

Distance from fractional Brownian motion with associated Hurst index <math xmlns="http://www.w3.org/1998/Math/MathML"><mn>0</mn><mo mathvariant="normal"><</mo><mi mathvariant="italic">H</mi><mo mathvariant="normal"><</mo><mn>1</mn><mo mathvariant="normal" stretchy="false">/</mo><mn>2</mn></math> to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent

JOURNAL ARTICLE published 2020 in Modern Stochastics: Theory and Applications

Authors: Oksana Banna | Filipp Buryak | Yuliya Mishura

Equivariant adjusted least squares estimator in two-line fitting model

JOURNAL ARTICLE published 21 March 2016 in Modern Stochastics: Theory and Applications

Authors: Sergiy Shklyar

On generalized stochastic fractional integrals and related inequalities

JOURNAL ARTICLE published 2018 in Modern Stochastics: Theory and Applications

Authors: Hüseyin Budak | Mehmet Zeki Sarikaya

Existence and uniqueness of weak solution to a three-dimensional stochastic modified-Leray-alpha model of fluid turbulence

JOURNAL ARTICLE published 2021 in Modern Stochastics: Theory and Applications

Authors: Ridha Selmi | Rim Nasfi

Subject index

JOURNAL ARTICLE published 4 January 2017 in Modern Stochastics: Theory and Applications

Maximum likelihood estimation in the non-ergodic fractional Vasicek model

JOURNAL ARTICLE published 2019 in Modern Stochastics: Theory and Applications

Authors: Stanislav Lohvinenko | Kostiantyn Ralchenko

Some examples of noncentral moderate deviations for sequences of real random variables

JOURNAL ARTICLE published 2023 in Modern Stochastics: Theory and Applications

Authors: Rita Giuliano | Claudio Macci

Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model

JOURNAL ARTICLE published 2021 in Modern Stochastics: Theory and Applications

Authors: Alexander Ivanov | Kateryna Moskvychova

Author index

JOURNAL ARTICLE published 2018 in Modern Stochastics: Theory and Applications

Editorial

JOURNAL ARTICLE published 2019 in Modern Stochastics: Theory and Applications

Authors: K. Kubilius | Yu. Mishura | L. Sakhno

A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles

JOURNAL ARTICLE published 2020 in Modern Stochastics: Theory and Applications

Authors: Nikolaos D. Macheras | Spyridon M. Tzaninis

BDG inequalities and their applications for model-free continuous price paths with instant enforcement

JOURNAL ARTICLE published 2023 in Modern Stochastics: Theory and Applications

Authors: Rafał Marcin Łochowski