Digitale Bibliotheek
Sluiten Bladeren door artikelen uit een tijdschrift
     Tijdschrift beschrijving
       Alle jaargangen van het bijbehorende tijdschrift
         Alle afleveringen van het bijbehorende jaargang
                                       Alle artikelen van de bijbehorende aflevering
 
                             87 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A bilateral inequality on a nonnegative bounded random sequence Xie, Yuquan
2009
14 p. 1577-1580
4 p.
artikel
2 A bilateral inequality on the Borel–Cantelli Lemma Xie, Yuquan
2008
14 p. 2052-2057
6 p.
artikel
3 A bivariate infinitely divisible distribution with exponential and Mittag–Leffler marginals Kozubowski, Tomasz J.
2009
14 p. 1596-1601
6 p.
artikel
4 Absolute ruin in the compound Poisson risk model with constant dividend barrier Yuan, Haili
2008
14 p. 2086-2094
9 p.
artikel
5 A canonical definition of shape Paindaveine, Davy
2008
14 p. 2240-2247
8 p.
artikel
6 A central limit theorem for the linear process generated by associated random variables in a Hilbert space Kim, Tae-Sung
2008
14 p. 2102-2109
8 p.
artikel
7 A class of discrete distributions induced by stable laws Soltani, A.R.
2009
14 p. 1608-1614
7 p.
artikel
8 A convexity property of the median of the gamma distribution Alzer, Horst
2006
14 p. 1510-1513
4 p.
artikel
9 Adaptive minimax estimation of a fractional derivative Enikeeva, Farida
2006
14 p. 1441-1448
8 p.
artikel
10 Allocating factors to the columns of an orthogonal array when certain interactions are important Das, Ashish
2006
14 p. 1570-1577
8 p.
artikel
11 A new class of skew-Cauchy distributions Behboodian, J.
2006
14 p. 1488-1493
6 p.
artikel
12 A note on birth–death processes with catastrophes Di Crescenzo, A.
2008
14 p. 2248-2257
10 p.
artikel
13 A note on large deviations for weak records Bairamov, Ismihan
2006
14 p. 1449-1453
5 p.
artikel
14 A note on strong limit theorems for arbitrary stochastic sequences Yang, Weiguo
2008
14 p. 2018-2023
6 p.
artikel
15 A note on upper estimates for Pickands constants Dȩbicki, Krzysztof
2008
14 p. 2046-2051
6 p.
artikel
16 An unexpected result in an approximate carrier-borne epidemic process Gani, J.
2008
14 p. 2116-2120
5 p.
artikel
17 A singular stochastic differential equation driven by fractional Brownian motion Hu, Yaozhong
2008
14 p. 2075-2085
11 p.
artikel
18 A strong invariance principle for positively or negatively associated random fields Shashkin, Alexey
2008
14 p. 2121-2129
9 p.
artikel
19 A study on LTD and RTI positive dependence orderings Colangelo, Antonio
2008
14 p. 2222-2229
8 p.
artikel
20 A sufficient condition for the CLT in the space of nuclear operators—Application to covariance of random functions Mas, André
2006
14 p. 1503-1509
7 p.
artikel
21 Asymptotics of Oja Median Estimate Shen, Gang
2008
14 p. 2137-2141
5 p.
artikel
22 A weighted central limit theorem Weber, Michel
2006
14 p. 1482-1487
6 p.
artikel
23 Compensator and exponential inequalities for some suprema of counting processes Reynaud-Bouret, P.
2006
14 p. 1514-1521
8 p.
artikel
24 Continuity corrections for integer-valued saddlepoint approximations Fung, Thomas
2006
14 p. 1465-1469
5 p.
artikel
25 Convergence rates in the local renewal theorem Sapozhnikov, Artëm
2008
14 p. 2230-2233
4 p.
artikel
26 Correction on “Order restricted estimators: Some bias results” Sampson, Allan R.
2006
14 p. 1585-
1 p.
artikel
27 Duals of random vectors and processes with applications to prediction problems with missing values Kasahara, Yukio
2009
14 p. 1637-1646
10 p.
artikel
28 Editorial Board 2008
14 p. IFC-
1 p.
artikel
29 Editorial Board 2006
14 p. CO2-
1 p.
artikel
30 Editorial Board 2007
14 p. IFC-
1 p.
artikel
31 Editorial Board 2009
14 p. IFC-
1 p.
artikel
32 Erratum to: “A new family of slash-distributions with elliptical contours” [Statist. Probab. Lett. 77 (2007) 717–725] Gómez, Héctor W.
2008
14 p. 2273-2274
2 p.
artikel
33 Estimation of the drift of fractional Brownian motion Es-Sebaiy, Khalifa
2009
14 p. 1647-1653
7 p.
artikel
34 Estimation of the stationary distribution of semi-Markov processes with Borel state space Limnios, N.
2006
14 p. 1536-1542
7 p.
artikel
35 Existence of the solutions of backward–forward SDE's with continuous monotone coefficients Antonelli, Fabio
2006
14 p. 1559-1569
11 p.
artikel
36 Expected gains in the MacQueen–Heyde model Stoica, George
2009
14 p. 1634-1636
3 p.
artikel
37 Generalized normal-Laplace AR process Tomy, Lishamol
2009
14 p. 1615-1620
6 p.
artikel
38 Gibbs and autoregressive Markov processes Nieto-Barajas, Luis E.
2007
14 p. 1479-1485
7 p.
artikel
39 Graphical comparison of multivariate nonparametric location tests for restricted alternatives Vock, Michael
2006
14 p. 1529-1535
7 p.
artikel
40 Identification of moving average process with infinite variance Rosadi, Dedi
2007
14 p. 1490-1496
7 p.
artikel
41 Incomplete factorial experiments in completely randomized and randomized complete block designs Gerami, A.
2008
14 p. 2058-2065
8 p.
artikel
42 Inequalities on the overshoot beyond a boundary for independent summands with differing distributions Spouge, John L.
2007
14 p. 1486-1489
4 p.
artikel
43 Influence analysis of non-Gaussianity by applying projection pursuit Huang, Yufen
2007
14 p. 1515-1521
7 p.
artikel
44 Inner product spaces of integrands associated to subfractional Brownian motion Tudor, Constantin
2008
14 p. 2201-2209
9 p.
artikel
45 Isoperimetric and related bounds on configuration spaces Houdré, Christian
2008
14 p. 2154-2164
11 p.
artikel
46 Karhunen–Loève expansion of spherical fractional Brownian motions Istas, Jacques
2006
14 p. 1578-1583
6 p.
artikel
47 Laws of large numbers for the number of weak records Gouet, Raúl
2008
14 p. 2010-2017
8 p.
artikel
48 Limit theorems for the ratio of weak records Dembińska, A.
2006
14 p. 1454-1464
11 p.
artikel
49 L 1 -rate of convergence of smoothed histogram Bouezmarni, T.
2007
14 p. 1497-1504
8 p.
artikel
50 Max-semi-selfdecomposable laws and related processes Satheesh, S.
2006
14 p. 1435-1440
6 p.
artikel
51 Multivariate partially linear models Pateiro-López, Beatriz
2006
14 p. 1543-1549
7 p.
artikel
52 Nonparametric density estimation for stratified samples Breunig, Robert
2008
14 p. 2194-2200
7 p.
artikel
53 On an inequality by Kulikova and Prokhorov Goenner, Lorenz
2009
14 p. 1630-1633
4 p.
artikel
54 On a non-classical invariance principle Davydov, Youri
2008
14 p. 2031-2038
8 p.
artikel
55 On convergence properties of sums of dependent random variables under second moment and covariance restrictions Hu, Tien-Chung
2008
14 p. 1999-2005
7 p.
artikel
56 On inconsistency of estimators of parameters of non-homogeneous Poisson process models for software reliability Nayak, Tapan K.
2008
14 p. 2217-2221
5 p.
artikel
57 On optimality of the Benjamini–Hochberg procedure for the false discovery rate Guo, Wenge
2008
14 p. 2024-2030
7 p.
artikel
58 On p × 1 dependent random variables having each ( p − 1 ) × 1 sub-vector made up of IID observations with examples Mukhopadhyay, Nitis
2009
14 p. 1585-1589
5 p.
artikel
59 On the almost sure convergence for a linear process generated by negatively associated random variables in a Hilbert space Kim, Tae-Sung
2008
14 p. 2110-2115
6 p.
artikel
60 On the asymptotic behaviour of random matrices in a multivariate statistical model Cerqueti, Roy
2008
14 p. 2039-2045
7 p.
artikel
61 On the equivalence between standard and sequentially ordered hidden Markov models Chopin, N.
2008
14 p. 2171-2174
4 p.
artikel
62 On the extremal dependence coefficient of multivariate distributions Frahm, Gabriel
2006
14 p. 1470-1481
12 p.
artikel
63 On the gambler’s ruin problem for a finite Markov chain El-Shehawey, M.A.
2009
14 p. 1590-1595
6 p.
artikel
64 On the monotonicity of a function related to the local time of a symmetric Lévy process Song, Renming
2006
14 p. 1522-1528
7 p.
artikel
65 On the regular variation of elliptical random vectors Hashorva, Enkelejd
2006
14 p. 1427-1434
8 p.
artikel
66 On the relation between reversibility and monotonicity of fluctuation spectra for discrete time finite state Markov chains Chen, Yong
2008
14 p. 2258-2264
7 p.
artikel
67 On weak convergence of the likelihood ratio process in multi-phase regression models Fujii, Takayuki
2008
14 p. 2066-2074
9 p.
artikel
68 Optimal investment for an insurer in the Lévy market: The martingale approach Zhou, Qing
2009
14 p. 1602-1607
6 p.
artikel
69 Ordering comparison of negative binomial random variables with their mixtures Alamatsaz, Mohammad Hossein
2008
14 p. 2234-2239
6 p.
artikel
70 Rates of strong uniform consistency for local least squares kernel regression estimators Blondin, David
2007
14 p. 1526-1534
9 p.
artikel
71 Ratio estimation via Poisson regression and Generalized Estimating Equations Morel, Jorge G.
2008
14 p. 2188-2193
6 p.
artikel
72 Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions Yano, Kouji
2008
14 p. 2175-2180
6 p.
artikel
73 Stein-type improvement under stochastic constraints: Use of multivariate Student-t model in regression Arashi, M.
2008
14 p. 2142-2153
12 p.
artikel
74 Stochastic approximation of the factors of a generalized canonical correlation analysis Monnez, Jean-Marie
2008
14 p. 2210-2216
7 p.
artikel
75 Survival probabilities for N-ary subtrees on a Galton–Watson family tree Mutafchiev, Ljuben R.
2008
14 p. 2165-2170
6 p.
artikel
76 The Bickel–Rosenblatt test for diffusion processes Lee, Sangyeol
2006
14 p. 1494-1502
9 p.
artikel
77 The capacity of q-state Potts neural networks with parallel retrieval dynamics Löwe, Matthias
2007
14 p. 1505-1514
10 p.
artikel
78 The disk-percolation model on graphs Lebensztayn, E.
2008
14 p. 2130-2136
7 p.
artikel
79 The failure rate properties of a bimodal mixture of normal distributions in an unequal variance case Liu, Fuxiang
2008
14 p. 2006-2009
4 p.
artikel
80 The functional CLT for linear processes generated by mixing random variables with infinite variance Moon, H.J.
2008
14 p. 2095-2101
7 p.
artikel
81 The impact on ruin probabilities of the association structure among financial risks Tang, Qihe
2007
14 p. 1522-1525
4 p.
artikel
82 The stationarity of multidimensional generalized Ornstein–Uhlenbeck processes Endo, Kotaro
2008
14 p. 2265-2272
8 p.
artikel
83 The strong law under a semiparametric model for truncated and censored data Sun, Liuquan
2006
14 p. 1550-1558
9 p.
artikel
84 The Wills functional for Poisson processes Vitale, Richard A.
2008
14 p. 2181-2187
7 p.
artikel
85 Universal residuals: A multivariate transformation Brockwell, A.E.
2007
14 p. 1473-1478
6 p.
artikel
86 Variance stabilizing transformations of Poisson, binomial and negative binomial distributions Yu, Guan
2009
14 p. 1621-1629
9 p.
artikel
87 Weak type inequalities on Lorentz martingale spaces Jiao, Yong
2009
14 p. 1581-1584
4 p.
artikel
                             87 gevonden resultaten
 
 Koninklijke Bibliotheek - Nationale Bibliotheek van Nederland