Approximation for the Normal Inverse Gaussian Process Using Random Sums (vol 27, pg 1191, 2009)

被引：0

|

作者：

Pancheco-Gonzalez, C. G.

机构：

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2010年 / 28卷 / 01期

关键词：

D O I：

10.1080/07362990903475480

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

收藏

页码：169 / 170

页数：2

相关论文

共 44 条

[1] Approximation for the Normal Inverse Gaussian Process Using Random Sums
Pacheco-Gonzalez, Carlos G.
[J]. STOCHASTIC ANALYSIS AND APPLICATIONS, 2009, 27 (06) : 1191 - 1200
[2] Approximation of Distribution of Log-returns with Normal Inverse Gaussian Process
Rubenis, Oskars
Matvejevs, Andrejs
[J]. 2018 59TH INTERNATIONAL SCIENTIFIC CONFERENCE ON INFORMATION TECHNOLOGY AND MANAGEMENT SCIENCE OF RIGA TECHNICAL UNIVERSITY (ITMS), 2018,
[3] SINR Outage Evaluation: Saddle Point Approximation Using Normal Inverse Gaussian Distribution
Guruacharya, Sudarshan
Tabassum, Hina
Hossain, Ekram
[J]. IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, 2018, 17 (01) : 591 - 605
[4] Information macrodynamic modelling of a random process (vol 40, pg 729, 2009)
Lerner, Vladimir S.
[J]. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2009, 40 (08) : 903 - 903
[5] DEGRADATION ANALYSIS USING THE INVERSE GAUSSIAN PROCESS MODEL WITH RANDOM EFFECTS: A BAYESIAN PERSPECTIVE
Peng, Weiwen
Huang, Hong-Zhong
Wang, Zhonglai
Yang, Yuanjian
Liu, Yu
[J]. PROCEEDINGS OF THE ASME INTERNATIONAL DESIGN ENGINEERING TECHNICAL CONFERENCES AND COMPUTERS AND INFORMATION IN ENGINEERING CONFERENCE, 2013, VOL 8, 2014,
[6] An intermediate-precision approximation of the inverse cumulative normal distribution (vol 22, pg 797, 1993)
Bogen, KT
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1996, 25 (01) : 289 - 289
[7] Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation (vol 27, pg 277, 2011)
Yang, Hai-zhong
[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2011, 27 (03): : 560 - 560
[8] Degradation analysis based on an extended inverse Gaussian process model with skew-normal random effects and measurement errors
Hao Songhua
Jun, Yang
Berenguer, Christophe
[J]. RELIABILITY ENGINEERING & SYSTEM SAFETY, 2019, 189 : 261 - 270
[9] Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation (vol 43, pg 1480, 1998)
Sadegh, P
Spall, JC
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1999, 44 (01) : 231 - 232
[10] SPECTRAL DENSITY IN HYPERBOLIC HEAT-CONDUCTION DUE TO GAUSSIAN RANDOM PROCESS, (VOL 26, PG 1173, 1993)
ETORI, K
[J]. JOURNAL OF PHYSICS D-APPLIED PHYSICS, 1994, 27 (02) : 429 - 429

← 1 2 3 4 5 →