Pliska Studia Mathematica

Volume 27, 2017



C O N T E N T S


A B S T R A C T S


MULTIVARIATE COMPOUNDS WITH EQUAL NUMBER OF SUMMANDS
Pavlina Jordanova pavlina_kj@abv.bg

2010 Mathematics Subject Classification: 62E15.
Key words: Compound distributions, Multinomial distribution, Negative multinomial distribution.


STATISTICAL FORECASTING BASED ON BINOMIAL CONDITIONAL AUTOREGRESSIVE MODEL OF SPATIO-TEMPORAL DATA
Yuriy Kharin kharin@bsu.by,
Maryna Zhurak mzhurak@gmail.com

2010 Mathematics Subject Classification: 62-07, 62M20, 62M30.
Key words: spatio-temporal data, vector Markov chain, maximum likelihood estimator, statistical hypotheses testing, optimal forecasting statistic.


APPLICATION OF DISCRETE DIVIDENDS TO AMERICAN OPTION PRICING
Dessislava Koleva-Petkova koleva_dn@yahoo.com,
Mariyan Milev marianmilev2002@gmail.com

2010 Mathematics Subject Classification: 35K10, 65N06, 91G60, 62P05.
Key words: Finite differences, discrete dividends, American options.


FOREST FIRE MODEL ON CONFIGURATION GRAPHS WITH RANDOM NODE DEGREE DISTRIBUTION
Marina M. Leri leri@krc.karelia.ru

2010 Mathematics Subject Classification: 05C80, 05C82, 62G35.
Key words: Random graphs, Complex networks, Robustness, Simulation modeling, Forest fire model.


CRITICAL MARKOV BRANCHING PROCESSES WITH NON-HOMOGENEOUS POISSON IMMIGRATION
Kosto V. Mitov kmitov@yahoo.com,
Nikolay M. Yanev yanev@math.bas.bg

2010 Mathematics Subject Classification: 60J80.
Key words: Branching processes, Immigration, Poisson process, Limit theorems.


LIMIT THEOREMS FOR SOME CLASSES OF ALTERNATING REGENERATIVE BRANCHING PROCESSES
Kosto V. Mitov kmitov@yahoo.com,
Nikolay M. Yanev yanev@math.bas.bg

2010 Mathematics Subject Classification: 60J80, 60K05.
Key words: Branching Processes, Immigration, Regenerative Processes, Alternating Renewal Processes.


POWER OF EXCEEDANCE-TYPE TESTS AGAINST LOCATION SHIFT ALTERNATIVE
Eugenia Stoimenova jeni@parallel.bas.bg

2010 Mathematics Subject Classification: 62G10, 62E15, 62G20.
Key words: Two-sample problem, Exceedance statistics, Precedence statistics, Lehmann alternative; Location-shift alternative, Stochastic ordering.


USING BRANCHING PROCESSES TO SIMULATE COSMIC RAYS CASCADES
Assen Tchorbadjieff atchorbadjieff@math.bas.bg,

2010 Mathematics Subject Classification: 60-04.
Key words: Branching processes, Simulations, Cosmic Rays, Multi-type Branching Process, Immigration.


MONOTONE EMPIRICAL BAYES ESTIMATORS FOR~THE~REPRODUCTION NUMBER IN BOREL-TANNER DISTRIBUTION
George P. Yanev george.yanev@utrgv.edu,
Roberto Colson roberto.colson@utrgv.edu,

2010 Mathematics Subject Classification: Primary: 62C12; Secondary: 60J80.
Key words: Monotone empirical Bayes estimators, Borel-Tanner distribution, branching process, reproduction number of epidemics.


A BAYESIAN SPATIAL ANALYSIS OF MUMPS DATA \\IN BULGARIA
Maya Zhelyazkova zhelyazkova@fmi.uni-sofia.bg,
Roumyana Yordanova ryordanova@math.bas.bg,
Maroussia Slavtchova-Bojkova bojkova@fmi.uni-sofia.bg

2010 Mathematics Subject Classification: 62-07.
Key words: Conditional autoregressive models, Disease mapping, spatial correlation.