Multivariate Reversed Hazard Rates and Inactivity Times of Systems

JOURNAL ARTICLE published September 2022 in Methodology and Computing in Applied Probability

Authors: Francesco Buono | Emilio De Santis | Maria Longobardi | Fabio Spizzichino

Multivariate Hierarchical Copulas with Shocks

JOURNAL ARTICLE published December 2010 in Methodology and Computing in Applied Probability

Authors: Fabrizio Durante | Marius Hofert | Matthias Scherer

Multivariate Regular Variation of Discrete Mass Functions with Applications to Preferential Attachment Networks

JOURNAL ARTICLE published September 2018 in Methodology and Computing in Applied Probability

Research funded by US Army MURI Grant (W911NF-12-1-0385)

Authors: Tiandong Wang | Sidney I. Resnick

A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks

JOURNAL ARTICLE published December 2022 in Methodology and Computing in Applied Probability

Authors: Sabrina Mulinacci

Tail Risk of Multivariate Regular Variation

JOURNAL ARTICLE published December 2011 in Methodology and Computing in Applied Probability

Authors: Harry Joe | Haijun Li

Spectrum-Based Comparison of Stationary Multivariate Time Series

JOURNAL ARTICLE published December 2010 in Methodology and Computing in Applied Probability

Authors: Nalini Ravishanker | J. R. M. Hosking | Jaydip Mukhopadhyay

Construction and Simulation of Generalized Multivariate Hawkes Processes

JOURNAL ARTICLE published December 2022 in Methodology and Computing in Applied Probability

Authors: Tomasz R. Bielecki | Jacek Jakubowski | Mariusz Niewęgłowski

Fractional Normal Inverse Gaussian Process

JOURNAL ARTICLE published June 2012 in Methodology and Computing in Applied Probability

Authors: Arun Kumar | Palaniappan Vellaisamy

Statistical Causality for Multivariate Nonlinear Time Series via Gaussian Process Models

JOURNAL ARTICLE published December 2022 in Methodology and Computing in Applied Probability

Authors: Anna B. Zaremba | Gareth W. Peters

Moments for Hawkes Processes with Gamma Decay Kernel Functions

JOURNAL ARTICLE published September 2022 in Methodology and Computing in Applied Probability

Research funded by National Natural Science Foundation of China (71871021)

Authors: Lirong Cui | Bei Wu | Juan Yin

Bounds on Multivariate Kendall’s Tau and Spearman’s Rho for Zero-Inflated Continuous Variables and their Application to Insurance

JOURNAL ARTICLE published June 2022 in Methodology and Computing in Applied Probability

Authors: Mhamed Mesfioui | Julien Trufin

Distribution Functions of Poisson Random Integrals: Analysis and Computation

JOURNAL ARTICLE published June 2012 in Methodology and Computing in Applied Probability

Authors: Mark Veillette | Murad S. Taqqu

Vector Extensions of the Dirichlet HC and HD Functions, with Applications to the Sharing Problem

JOURNAL ARTICLE published March 2010 in Methodology and Computing in Applied Probability

Authors: Aaron Childs