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Filtros : "PROCESSOS ESTOCÁSTICOS" "KOLEV, NIKOLAI VALTCHEV" Limpar

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1 - 9 (9 records)

  • Artigo de periodico

    Functional equations involving Sibuya’s dependence function (2018)

    Kolev, Nikolai ; Pinto, Jayme

    Source: Aequationes mathematicae. Unidade: IME

    Subjects: PROCESSOS ESTOCÁSTICOS, PROBABILIDADE

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    • ABNT

      KOLEV, Nikolai e PINTO, Jayme. Functional equations involving Sibuya’s dependence function. Aequationes mathematicae, v. 92, n. 3, p. 441-451, 2018Tradução . . Disponível em: https://doi.org/10.1007/s00010-018-0544-9. Acesso em: 09 nov. 2025.

    • APA

      Kolev, N., & Pinto, J. (2018). Functional equations involving Sibuya’s dependence function. Aequationes mathematicae, 92( 3), 441-451. doi:10.1007/s00010-018-0544-9

    • NLM

      Kolev N, Pinto J. Functional equations involving Sibuya’s dependence function [Internet]. Aequationes mathematicae. 2018 ; 92( 3): 441-451.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1007/s00010-018-0544-9

    • Vancouver

      Kolev N, Pinto J. Functional equations involving Sibuya’s dependence function [Internet]. Aequationes mathematicae. 2018 ; 92( 3): 441-451.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1007/s00010-018-0544-9

  • Artigo de periodico

    Characterizations of extreme value extended Marshall-Olkin models with exponential marginals (2016)

    Kolev, Nikolai ; Pinto, Jayme

    Source: International Journal of Statistics and Probability. Unidade: IME

    Subjects: DISTRIBUIÇÕES (PROBABILIDADE), PROCESSOS ESTOCÁSTICOS

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      KOLEV, Nikolai e PINTO, Jayme. Characterizations of extreme value extended Marshall-Olkin models with exponential marginals. International Journal of Statistics and Probability, v. 6, n. 1, p. 87-94, 2016Tradução . . Disponível em: https://doi.org/10.5539/ijsp.v6n1p87. Acesso em: 09 nov. 2025.

    • APA

      Kolev, N., & Pinto, J. (2016). Characterizations of extreme value extended Marshall-Olkin models with exponential marginals. International Journal of Statistics and Probability, 6( 1), 87-94. doi:10.5539/ijsp.v6n1p87

    • NLM

      Kolev N, Pinto J. Characterizations of extreme value extended Marshall-Olkin models with exponential marginals [Internet]. International Journal of Statistics and Probability. 2016 ; 6( 1): 87-94.[citado 2025 nov. 09 ] Available from: https://doi.org/10.5539/ijsp.v6n1p87

    • Vancouver

      Kolev N, Pinto J. Characterizations of extreme value extended Marshall-Olkin models with exponential marginals [Internet]. International Journal of Statistics and Probability. 2016 ; 6( 1): 87-94.[citado 2025 nov. 09 ] Available from: https://doi.org/10.5539/ijsp.v6n1p87

  • Parte de monografia/livro

    Extended Marshall–Olkin model and its dual version (2015)

    Pinto, Jayme; Kolev, Nikolai

    Source: Marshall-Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013. Unidade: IME

    Subjects: PROCESSOS ESTOCÁSTICOS, DISTRIBUIÇÕES (PROBABILIDADE)

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    • ABNT

      PINTO, Jayme e KOLEV, Nikolai. Extended Marshall–Olkin model and its dual version. Marshall-Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013. Tradução . Cham: Springer, 2015. . Disponível em: https://doi.org/10.1007/978-3-319-19039-6_6. Acesso em: 09 nov. 2025.

    • APA

      Pinto, J., & Kolev, N. (2015). Extended Marshall–Olkin model and its dual version. In Marshall-Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013. Cham: Springer. doi:10.1007/978-3-319-19039-6_6

    • NLM

      Pinto J, Kolev N. Extended Marshall–Olkin model and its dual version [Internet]. In: Marshall-Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013. Cham: Springer; 2015. [citado 2025 nov. 09 ] Available from: https://doi.org/10.1007/978-3-319-19039-6_6

    • Vancouver

      Pinto J, Kolev N. Extended Marshall–Olkin model and its dual version [Internet]. In: Marshall-Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013. Cham: Springer; 2015. [citado 2025 nov. 09 ] Available from: https://doi.org/10.1007/978-3-319-19039-6_6

  • Relatorio tecnico

    Extreme value properties of the extended Marshall-Olkin model (2014)

    Pinto, Jayme; Kolev, Nikolai

    Unidade: IME

    Assunto: PROCESSOS ESTOCÁSTICOS

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    • ABNT

      PINTO, Jayme e KOLEV, Nikolai. Extreme value properties of the extended Marshall-Olkin model. . São Paulo: IME-USP. Disponível em: https://repositorio.usp.br/directbitstream/7770ea94-ef81-45e3-bef2-69ed201169fe/2456950.pdf. Acesso em: 09 nov. 2025. , 2014

    • APA

      Pinto, J., & Kolev, N. (2014). Extreme value properties of the extended Marshall-Olkin model. São Paulo: IME-USP. Recuperado de https://repositorio.usp.br/directbitstream/7770ea94-ef81-45e3-bef2-69ed201169fe/2456950.pdf

    • NLM

      Pinto J, Kolev N. Extreme value properties of the extended Marshall-Olkin model [Internet]. 2014 ;[citado 2025 nov. 09 ] Available from: https://repositorio.usp.br/directbitstream/7770ea94-ef81-45e3-bef2-69ed201169fe/2456950.pdf

    • Vancouver

      Pinto J, Kolev N. Extreme value properties of the extended Marshall-Olkin model [Internet]. 2014 ;[citado 2025 nov. 09 ] Available from: https://repositorio.usp.br/directbitstream/7770ea94-ef81-45e3-bef2-69ed201169fe/2456950.pdf

  • Trabalho de evento

    Bivariate density approximation under the marginal and conditional information (2007)

    Fernández, Mariela; Kolev, Nikolai

    Source: Proceedings. Conference titles: Brazilian Conference on Statistical Modelling and Finance. Unidade: IME

    Assunto: PROCESSOS ESTOCÁSTICOS

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      FERNÁNDEZ, Mariela e KOLEV, Nikolai. Bivariate density approximation under the marginal and conditional information. 2007, Anais.. São Paulo: IME-USP, 2007. . Acesso em: 09 nov. 2025.

    • APA

      Fernández, M., & Kolev, N. (2007). Bivariate density approximation under the marginal and conditional information. In Proceedings. São Paulo: IME-USP.

    • NLM

      Fernández M, Kolev N. Bivariate density approximation under the marginal and conditional information. Proceedings. 2007 ;[citado 2025 nov. 09 ]

    • Vancouver

      Fernández M, Kolev N. Bivariate density approximation under the marginal and conditional information. Proceedings. 2007 ;[citado 2025 nov. 09 ]

  • Artigo de periodico

    Run and frequency quotas in a multi-state Markov Chain (1999)

    Kolev, Nikolai ; Minkova, Leda

    Source: Communications in Statistics - Theory and Methods. Unidade: IME

    Subjects: PROCESSOS ESTOCÁSTICOS, CADEIAS DE MARKOV

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    • ABNT

      KOLEV, Nikolai e MINKOVA, Leda. Run and frequency quotas in a multi-state Markov Chain. Communications in Statistics - Theory and Methods, v. 28, n. 9, p. 2223-2233, 1999Tradução . . Disponível em: https://doi.org/10.1080/03610929908832417. Acesso em: 09 nov. 2025.

    • APA

      Kolev, N., & Minkova, L. (1999). Run and frequency quotas in a multi-state Markov Chain. Communications in Statistics - Theory and Methods, 28( 9), 2223-2233. doi:10.1080/03610929908832417

    • NLM

      Kolev N, Minkova L. Run and frequency quotas in a multi-state Markov Chain [Internet]. Communications in Statistics - Theory and Methods. 1999 ; 28( 9): 2223-2233.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1080/03610929908832417

    • Vancouver

      Kolev N, Minkova L. Run and frequency quotas in a multi-state Markov Chain [Internet]. Communications in Statistics - Theory and Methods. 1999 ; 28( 9): 2223-2233.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1080/03610929908832417

  • Artigo de periodico

    Quotas on runs of successes and failures in a multi-state Markov Chain (1999)

    Kolev, Nikolai ; Minkova, Leda

    Source: Communications in Statistics - Theory and Methods. Unidade: IME

    Subjects: PROCESSOS ESTOCÁSTICOS, CADEIAS DE MARKOV

    Acesso à fonteDOIHow to cite
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    • ABNT

      KOLEV, Nikolai e MINKOVA, Leda. Quotas on runs of successes and failures in a multi-state Markov Chain. Communications in Statistics - Theory and Methods, v. 28, n. 9, p. 2235-2248, 1999Tradução . . Disponível em: https://doi.org/10.1080/03610929908832418. Acesso em: 09 nov. 2025.

    • APA

      Kolev, N., & Minkova, L. (1999). Quotas on runs of successes and failures in a multi-state Markov Chain. Communications in Statistics - Theory and Methods, 28( 9), 2235-2248. doi:10.1080/03610929908832418

    • NLM

      Kolev N, Minkova L. Quotas on runs of successes and failures in a multi-state Markov Chain [Internet]. Communications in Statistics - Theory and Methods. 1999 ; 28( 9): 2235-2248.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1080/03610929908832418

    • Vancouver

      Kolev N, Minkova L. Quotas on runs of successes and failures in a multi-state Markov Chain [Internet]. Communications in Statistics - Theory and Methods. 1999 ; 28( 9): 2235-2248.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1080/03610929908832418

  • Relatorio tecnico

    Correlated INAR(1) process (1999)

    Kolev, Nikolai

    Unidade: IME

    Assunto: PROCESSOS ESTOCÁSTICOS

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    • ABNT

      KOLEV, Nikolai. Correlated INAR(1) process. . São Paulo: IME-USP. Disponível em: https://repositorio.usp.br/directbitstream/bea0c9ee-e51c-48fb-8440-51bcc15c2562/1045425.pdf. Acesso em: 09 nov. 2025. , 1999

    • APA

      Kolev, N. (1999). Correlated INAR(1) process. São Paulo: IME-USP. Recuperado de https://repositorio.usp.br/directbitstream/bea0c9ee-e51c-48fb-8440-51bcc15c2562/1045425.pdf

    • NLM

      Kolev N. Correlated INAR(1) process [Internet]. 1999 ;[citado 2025 nov. 09 ] Available from: https://repositorio.usp.br/directbitstream/bea0c9ee-e51c-48fb-8440-51bcc15c2562/1045425.pdf

    • Vancouver

      Kolev N. Correlated INAR(1) process [Internet]. 1999 ;[citado 2025 nov. 09 ] Available from: https://repositorio.usp.br/directbitstream/bea0c9ee-e51c-48fb-8440-51bcc15c2562/1045425.pdf

  • Relatorio tecnico

    Run and frequency quotas under Markovian fashion and their application in risk analysis (1999)

    Kolev, Nikolai

    Unidade: IME

    Subjects: PROCESSOS ESTOCÁSTICOS, CADEIAS DE MARKOV

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    • ABNT

      KOLEV, Nikolai. Run and frequency quotas under Markovian fashion and their application in risk analysis. . São Paulo: IME-USP. Disponível em: https://repositorio.usp.br/directbitstream/7c9c1cba-1667-4690-a7bc-d10bd047b2e2/1045202.pdf. Acesso em: 09 nov. 2025. , 1999

    • APA

      Kolev, N. (1999). Run and frequency quotas under Markovian fashion and their application in risk analysis. São Paulo: IME-USP. Recuperado de https://repositorio.usp.br/directbitstream/7c9c1cba-1667-4690-a7bc-d10bd047b2e2/1045202.pdf

    • NLM

      Kolev N. Run and frequency quotas under Markovian fashion and their application in risk analysis [Internet]. 1999 ;[citado 2025 nov. 09 ] Available from: https://repositorio.usp.br/directbitstream/7c9c1cba-1667-4690-a7bc-d10bd047b2e2/1045202.pdf

    • Vancouver

      Kolev N. Run and frequency quotas under Markovian fashion and their application in risk analysis [Internet]. 1999 ;[citado 2025 nov. 09 ] Available from: https://repositorio.usp.br/directbitstream/7c9c1cba-1667-4690-a7bc-d10bd047b2e2/1045202.pdf
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