-
28A35 S.M. Tzaninis, N.D. Macheras, A change of measures technique for compound mixed renewal processes with applications in Risk Theory, 471
-
33E12 A. Iuliano, C. Macci, A. Meoli, Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators, 203
-
37H15 J.L. Kirkby, D.H. Nguyen, D. Nguyen, Moments of Student’s t-distribution: a unified approach, 393
-
60A10 S.M. Tzaninis, N.D. Macheras, A change of measures technique for compound mixed renewal processes with applications in Risk Theory, 471
-
60E05 M. Skorski, Handy formulas for binomial moments, 27K. Barman, N.S. Upadhye, P. Vellaisamy, Approximations related to tempered stable distributions, 325
-
60E07 K. Barman, N.S. Upadhye, P. Vellaisamy, Approximations related to tempered stable distributions, 325
-
60F05 A. Iuliano, C. Macci, A. Meoli, Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators, 203
-
60F10 A. Iuliano, C. Macci, A. Meoli, Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators, 203G. Högnäs, B. Jung, Exit times for some nonlinear autoregressive processes, 375
-
60F15 R. Giuliano, M. Hadjikyriakou, Strong laws of large numbers for lightly trimmed sums of generalized Oppenheim expansions, 273A. Iksanov, R. Kostohryz, Limit theorems for random Dirichlet series: boundary case, 347
-
60F17 D. Krizmanić, Skorokhod ${M_{1}}$ convergence of maxima of multivariate linear processes with heavy-tailed innovations and random coefficients, 251A. Iksanov, R. Kostohryz, Limit theorems for random Dirichlet series: boundary case, 347
-
60G17 B. Manikin, Heat equation with a general stochastic measure in a bounded domain, 61V. Radchenko, Regularity of paths of stochastic measures, 189O. Hopkalo, L. Sakhno, Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochastic heat equations, 289G. Högnäs, B. Jung, Exit times for some nonlinear autoregressive processes, 375
-
60G18 M. El Omari, Statistical inference for nth-order mixed fractional Brownian motion with polynomial drift, 169
-
60G22 M. El Omari, Statistical inference for nth-order mixed fractional Brownian motion with polynomial drift, 169A. Iuliano, C. Macci, A. Meoli, Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators, 203
-
60G44 Y. Dolinsky, D. Greenstein, A note on optimal liquidation with linear price impact, 123S.M. Tzaninis, N.D. Macheras, A change of measures technique for compound mixed renewal processes with applications in Risk Theory, 471
-
60G50 A. Iksanov, R. Kostohryz, Limit theorems for random Dirichlet series: boundary case, 347
-
60G52 M.V. Boiko and M.M. Osypchuk, Perturbation of an α-stable type stochastic process by a pseudo-gradient, 1M. Barski, R. Łochowski, On the reducibility of affine models with dependent Lévy factors, 433
-
60G55 S.M. Tzaninis, N.D. Macheras, A change of measures technique for compound mixed renewal processes with applications in Risk Theory, 471
-
60G57 B. Manikin, Heat equation with a general stochastic measure in a bounded domain, 61
-
60G60 S. Shklyar, First-order planar autoregressive model, 83
-
60G70 D. Krizmanić, Skorokhod ${M_{1}}$ convergence of maxima of multivariate linear processes with heavy-tailed innovations and random coefficients, 251R. Giuliano, M. Hadjikyriakou, Strong laws of large numbers for lightly trimmed sums of generalized Oppenheim expansions, 273
-
60H05 V. Radchenko, Regularity of paths of stochastic measures, 189
-
60H10 J.L. Kirkby, D.H. Nguyen, D. Nguyen, Moments of Student’s t-distribution: a unified approach, 393
-
60H15 B. Manikin, Heat equation with a general stochastic measure in a bounded domain, 61
-
60J60 J.L. Kirkby, D.H. Nguyen, D. Nguyen, Moments of Student’s t-distribution: a unified approach, 393
-
60K05 S. Losidis, K. Politis, G. Psarrakos, Bivariate dependence, stochastic orders and conditional tails of the recurrence times in a renewal process, 153S.M. Tzaninis, N.D. Macheras, A change of measures technique for compound mixed renewal processes with applications in Risk Theory, 471
-
60K10 S. Losidis, K. Politis, G. Psarrakos, Bivariate dependence, stochastic orders and conditional tails of the recurrence times in a renewal process, 153
-
62E17 K. Barman, N.S. Upadhye, P. Vellaisamy, Approximations related to tempered stable distributions, 325
-
62E20 K. Barman, N.S. Upadhye, P. Vellaisamy, Approximations related to tempered stable distributions, 325
-
62F03 S. Drin, S. Mazur, S. Muhinyuza, A test on the location of tangency portfolio for small sample size and singular covariance matrix, 43
-
62F05 S. Drin, S. Mazur, S. Muhinyuza, A test on the location of tangency portfolio for small sample size and singular covariance matrix, 43
-
62F10 M. El Omari, Statistical inference for nth-order mixed fractional Brownian motion with polynomial drift, 169J. Figueras, A. Persson, L. Viitasaari, On parameter estimation for $N(\mu ,{\sigma ^{2}}{I_{3}})$ based on projected data into ${\mathbb{S}^{2}}$, 407
-
62F12 M. El Omari, Statistical inference for nth-order mixed fractional Brownian motion with polynomial drift, 169
-
62H11 J. Figueras, A. Persson, L. Viitasaari, On parameter estimation for $N(\mu ,{\sigma ^{2}}{I_{3}})$ based on projected data into ${\mathbb{S}^{2}}$, 407
-
62M10 S. Shklyar, First-order planar autoregressive model, 83
-
62P05 S. Drin, S. Mazur, S. Muhinyuza, A test on the location of tangency portfolio for small sample size and singular covariance matrix, 43
-
62P99 S. Drin, S. Mazur, S. Muhinyuza, A test on the location of tangency portfolio for small sample size and singular covariance matrix, 43
-
91B06 S. Drin, S. Mazur, S. Muhinyuza, A test on the location of tangency portfolio for small sample size and singular covariance matrix, 43
-
91B24 N. Shchestyuk, S. Tyshchenko, Subdiffusive option price model with Inverse Gaussian subordinator, 135
-
91B70 M. Barski, R. Łochowski, On the reducibility of affine models with dependent Lévy factors, 433
-
91G05 S.M. Tzaninis, N.D. Macheras, A change of measures technique for compound mixed renewal processes with applications in Risk Theory, 471
-
91G10 S. Drin, S. Mazur, S. Muhinyuza, A test on the location of tangency portfolio for small sample size and singular covariance matrix, 43Y. Dolinsky, D. Greenstein, A note on optimal liquidation with linear price impact, 123
-
91G20 N. Shchestyuk, S. Tyshchenko, Subdiffusive option price model with Inverse Gaussian subordinator, 135
-
91G30 M. Barski, R. Łochowski, On the reducibility of affine models with dependent Lévy factors, 433
-
91G60 N. Shchestyuk, S. Tyshchenko, Subdiffusive option price model with Inverse Gaussian subordinator, 135
-
92D25 J.L. Kirkby, D.H. Nguyen, D. Nguyen, Moments of Student’s t-distribution: a unified approach, 393
2010 Mathematics Subject Classification index
Volume 12, 2025
Volume 12, Issue 4 (2025), pp. 509–512
Pub. online: 25 September 2025
Type: 2010 Mathematics Subject Classification Index
Published
25 September 2025
25 September 2025
