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                             163 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A characterization of subclasses of semi-selfdecomposable distributions by stochastic integral representations Maejima, Makoto
2007
8 p. 838-842
5 p.
artikel
2 Adaptive deadband control of a drifting process with unknown parameters Lian, Zilong
2007
8 p. 843-852
10 p.
artikel
3 A few remarks on the supremum of stable processes Patie, P.
2009
8 p. 1125-1128
4 p.
artikel
4 A general approach rate to the strong law of large numbers Shuhe, Hu
2006
8 p. 843-851
9 p.
artikel
5 A general criterion to determine the number of change-points Ciuperca, Gabriela
2011
8 p. 1267-1275
9 p.
artikel
6 A general Isserlis theorem for mixed-Gaussian random variables Michalowicz, J.V.
2011
8 p. 1233-1240
8 p.
artikel
7 A generalized L 1 -approach for a kernel estimator of conditional quantile with functional regressors: Consistency and asymptotic normality Laksaci, Ali
2009
8 p. 1065-1073
9 p.
artikel
8 A general measure of skewness Ekström, Magnus
2012
8 p. 1559-1568
10 p.
artikel
9 A Hoeffding inequality for Markov chains using a generalized inverse Boucher, Thomas R.
2009
8 p. 1105-1107
3 p.
artikel
10 A Laplace transform method for order statistics from nonidentical random variables and its application in Phase-type distribution Abdelkader, Yousry H.
2011
8 p. 1143-1149
7 p.
artikel
11 A law of the iterated logarithm for the product limit estimator with doubly censored data Messaci, Fatiha
2011
8 p. 1241-1244
4 p.
artikel
12 A limit result for the prior predictive applied to checking for prior-data conflict Evans, Michael
2011
8 p. 1034-1038
5 p.
artikel
13 A limit theorem for solutions to BSDEs in the space of processes Fan, Sheng-Jun
2008
8 p. 1024-1033
10 p.
artikel
14 A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter > 1 2 Diop, Mamadou Abdoul
2011
8 p. 1013-1020
8 p.
artikel
15 An approximation for the power function of a non-parametric test of fit Boukili Makhoukhi, Mohammed
2008
8 p. 1034-1042
9 p.
artikel
16 An asymmetric Marcinkiewicz–Zygmund LLN for random fields Gut, Allan
2009
8 p. 1016-1020
5 p.
artikel
17 An empirical likelihood approach to data analysis under two-stage sampling designs Zheng, Ming
2011
8 p. 947-956
10 p.
artikel
18 An equivalent representation of the Brown–Resnick process Engelke, S.
2011
8 p. 1150-1154
5 p.
artikel
19 A new concept for count distributions Hagmark, Per-Erik
2009
8 p. 1120-1124
5 p.
artikel
20 A new generalized p-value for ANOVA under heteroscedasticity Xu, Li-Wen
2008
8 p. 963-969
7 p.
artikel
21 A new weighted integral goodness-of-fit statistic for exponentiality Baringhaus, L.
2008
8 p. 1006-1016
11 p.
artikel
22 An inductive order construction for the difference of two dependent proportions Wang, Weizhen
2012
8 p. 1623-1628
6 p.
artikel
23 A nonparametric dependent process for Bayesian regression Fuentes-García, Ruth
2009
8 p. 1112-1119
8 p.
artikel
24 A nonparametric test for a two-sample scale problem based on subsample medians Mahajan, Kalpana K.
2011
8 p. 983-988
6 p.
artikel
25 A note on jump-type Fleming–Viot processes da Silva, Telles T.
2006
8 p. 821-830
10 p.
artikel
26 A note on sufficient dimension reduction Wen, Xuerong Meggie
2007
8 p. 817-821
5 p.
artikel
27 A note on testing homogeneity of the scale parameters of several inverse Gaussian distributions Sadooghi-Alvandi, Soltan Mohammad
2013
8 p. 1844-1848
5 p.
artikel
28 A note on the generalized maximum likelihood estimator in partial Koziol–Green model Zhang, Haimeng
2006
8 p. 813-820
8 p.
artikel
29 A note on the higher moments of the Euler characteristic of the excursion sets of random fields Taheriyoun, Ali Reza
2009
8 p. 1074-1082
9 p.
artikel
30 A note on the inflated-parameter binomial distribution Bao, Zhenhua
2013
8 p. 1911-1914
4 p.
artikel
31 An upper bound on random walks on dihedral groups McCollum, Joseph
2013
8 p. 1894-1900
7 p.
artikel
32 Applying Brownian motion to the study of birth–death chains Markowsky, Greg
2011
8 p. 1173-1178
6 p.
artikel
33 A robust alternative to the ratio estimator under non-normality Oral, Evrim
2011
8 p. 930-936
7 p.
artikel
34 A sharp inequality for martingales and its applications Li, Bainian
2011
8 p. 1260-1266
7 p.
artikel
35 A sharp upper bound for the expected number of false rejections Gordon, Alexander Y.
2012
8 p. 1507-1514
8 p.
artikel
36 A simple characterization of Student’s distributions and normal distributions Wang, Jiantian
2011
8 p. 903-906
4 p.
artikel
37 Association tests through combining p -values for case control genome-wide association studies Chen, Zhongxue
2013
8 p. 1854-1862
9 p.
artikel
38 Asymptotically efficient estimates for nonparametric regression models Galtchouk, L.
2006
8 p. 852-860
9 p.
artikel
39 Asymptotic FDR control under weak dependence: A counterexample Gontscharuk, Veronika
2013
8 p. 1888-1893
6 p.
artikel
40 Asymptotics of a Theil-type estimate in multiple linear regression Shen, Gang
2009
8 p. 1053-1064
12 p.
artikel
41 Asymptotics related to a series of T.L. Lai Li, Deli
2012
8 p. 1538-1548
11 p.
artikel
42 Berry–Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications Wang, Baobin
2011
8 p. 921-929
9 p.
artikel
43 Besov regularity of stochastic measures Radchenko, Vadym M.
2007
8 p. 822-825
4 p.
artikel
44 Conditional independence of blocked ordered data Iliopoulos, G.
2009
8 p. 1008-1015
8 p.
artikel
45 Conservative confidence intervals based on weighted means statistics Rukhin, Andrew L.
2007
8 p. 853-861
9 p.
artikel
46 Consistency of the regression estimator with functional data under long memory conditions Benhenni, K.
2008
8 p. 1043-1049
7 p.
artikel
47 Convergence rates in the law of the iterated logarithm for negatively associated random variables with multidimensional indices Li, Yun-Xia
2009
8 p. 1038-1043
6 p.
artikel
48 Correction to “On weak dependence conditions for Poisson autoregressions” [Statist. Probab. Lett. 82 (2012) 942–948] Doukhan, Paul
2013
8 p. 1926-1927
2 p.
artikel
49 Corrigendum to “A note on scale mixtures of skew normal distribution” [Statist. Probab. Lett. 78 (2008) 1694–1701] Kim, Hyoung-Moon
2013
8 p. 1937-
1 p.
artikel
50 Corrigendum to “Prediction for some processes related to a fractional Brownian motion” Duncan, Tyrone E.
2011
8 p. 1336-1337
2 p.
artikel
51 Covariance matrices of self-affine measures Zajkowski, Krzysztof
2009
8 p. 1021-1024
4 p.
artikel
52 Decomposition of supermartingales indexed by a linearly ordered set Cassese, Gianluca
2007
8 p. 795-802
8 p.
artikel
53 Deconvolution of P ( X < Y ) with supersmooth error distributions Dattner, I.
2013
8 p. 1880-1887
8 p.
artikel
54 Deterministic and stochastic stability of a mathematical model of smoking Lahrouz, A.
2011
8 p. 1276-1284
9 p.
artikel
55 Deviation of discrete distributions—positive and negative results Móri, Tamás F.
2009
8 p. 1089-1096
8 p.
artikel
56 Deviation probability bounds for fractional martingales and related remarks Saussereau, Bruno
2012
8 p. 1610-1618
9 p.
artikel
57 Diagnostic checking of multivariate nonlinear time series models with martingale difference errors Chabot-Hallé, Dominique
2008
8 p. 997-1005
9 p.
artikel
58 Difference-based estimation for error variances in repeated measurement regression models Xu, Qinfeng
2007
8 p. 811-816
6 p.
artikel
59 Distribution functions of linear combinations of lattice polynomials from the uniform distribution Marichal, Jean-Luc
2008
8 p. 985-991
7 p.
artikel
60 Editorial Board 2008
8 p. IFC-
1 p.
artikel
61 Editorial Board 2007
8 p. IFC-
1 p.
artikel
62 Editorial Board 2006
8 p. CO2-
1 p.
artikel
63 Editorial Board 2009
8 p. IFC-
1 p.
artikel
64 Editorial Board 2013
8 p. IFC-
1 p.
artikel
65 Editorial Board 2011
8 p. IFC-
1 p.
artikel
66 Editorial Board 2012
8 p. IFC-
1 p.
artikel
67 Efficiency of the OLS estimator in the vicinity of a spatial unit root Martellosio, Federico
2011
8 p. 1285-1291
7 p.
artikel
68 Embedded Markov chain analysis of the superposition of renewal processes Stadje, Wolfgang
2012
8 p. 1497-1503
7 p.
artikel
69 Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models Hu, Xuemei
2009
8 p. 1044-1052
9 p.
artikel
70 Estimation for discretely observed continuous state branching processes with immigration Huang, Jianhui
2011
8 p. 1104-1111
8 p.
artikel
71 Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of non-normal errors Zou, Guohua
2007
8 p. 803-810
8 p.
artikel
72 Estimation of the offspring mean in a supercritical branching process with non-stationary immigration Rahimov, I.
2011
8 p. 907-914
8 p.
artikel
73 Finite-sample density and its small sample asymptotic approximation Jurečková, Jana
2011
8 p. 1311-1318
8 p.
artikel
74 Frame theory in directional statistics Ehler, Martin
2011
8 p. 1046-1051
6 p.
artikel
75 General Freidlin–Wentzell Large Deviations and positive diffusions Baldi, P.
2011
8 p. 1218-1229
12 p.
artikel
76 Goal achieving probabilities of constrained mean-variance strategies Scott, Alexandre
2011
8 p. 1021-1026
6 p.
artikel
77 Godambe estimating functions and asymptotic optimal inference Hwang, S.Y.
2011
8 p. 1121-1127
7 p.
artikel
78 Goodness-of-fit test for tail copulas modeled by elliptical copulas Li, Deyuan
2009
8 p. 1097-1104
8 p.
artikel
79 Halton and Hammersley sequences in multivariate nonparametric regression Rafajłowicz, Ewaryst
2006
8 p. 803-812
10 p.
artikel
80 Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions Lachos, Victor H.
2011
8 p. 1208-1217
10 p.
artikel
81 Hierarchical reinforced urn processes Fortini, S.
2012
8 p. 1521-1529
9 p.
artikel
82 High-dimensional generation of Bernoulli random vectors Modarres, Reza
2011
8 p. 1136-1142
7 p.
artikel
83 Identities for negative moments of quadratic forms in normal variables Rukhin, Andrew L.
2009
8 p. 1004-1007
4 p.
artikel
84 Importance sampling as a variational approximation Nott, David J.
2011
8 p. 1052-1055
4 p.
artikel
85 Improved additive adjustments for the LR/ELR test statistics Kakizawa, Yoshihide
2011
8 p. 1245-1255
11 p.
artikel
86 Improved power of one-sided tests Meyer, Mary C.
2012
8 p. 1619-1622
4 p.
artikel
87 Invariant measures for jump-type Fleming–Viot processes da Silva, Telles T.
2006
8 p. 796-802
7 p.
artikel
88 Inverse Box–Cox: The power-normal distribution Freeman, Jade
2006
8 p. 764-772
9 p.
artikel
89 Large deviations in testing fractional Ornstein–Uhlenbeck models Bishwal, Jaya P.N.
2008
8 p. 953-962
10 p.
artikel
90 Large-time asymptotics for an uncorrelated stochastic volatility model Forde, Martin
2011
8 p. 1230-1232
3 p.
artikel
91 Linear boundary kernels for bivariate density estimation Hazelton, Martin L.
2009
8 p. 999-1003
5 p.
artikel
92 Linear fractional stable motion: A wavelet estimator of the α parameter Ayache, Antoine
2012
8 p. 1569-1575
7 p.
artikel
93 Markov processes on the adeles and Dedekind’s zeta function Urban, Roman
2012
8 p. 1583-1589
7 p.
artikel
94 Martingale limit theorems of divisible statistics in a multinomial scheme with mixed frequencies Wu, Haizhen
2011
8 p. 1128-1135
8 p.
artikel
95 Martingale transforms between Hardy–Orlicz spaces Q Φ 1 and Q Φ 2 of martingales Yu, Lin
2011
8 p. 1086-1093
8 p.
artikel
96 Mean first passage times of two-dimensional processes with jumps Bo, Lijun
2011
8 p. 1183-1189
7 p.
artikel
97 Measure changes with extinction Harris, S.C.
2009
8 p. 1129-1133
5 p.
artikel
98 Multivariate causality tests with simulation and application Bai, Zhidong
2011
8 p. 1063-1071
9 p.
artikel
99 Multivariate maxima of moving multivariate maxima Ferreira, Helena
2012
8 p. 1489-1496
8 p.
artikel
100 Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space Boufoussi, Brahim
2012
8 p. 1549-1558
10 p.
artikel
101 Note on integer-valued bilinear time series models Drost, Feike C.
2008
8 p. 992-996
5 p.
artikel
102 On a stochastic interacting model with stepping-stone noises Bo, Lijun
2011
8 p. 1300-1305
6 p.
artikel
103 On estimation with weighted balanced-type loss function Jafari Jozani, Mohammad
2006
8 p. 773-780
8 p.
artikel
104 On martingales whose exponential processes satisfy Muckenhoupt’s condition A 1 Osȩkowski, Adam
2013
8 p. 1849-1853
5 p.
artikel
105 On Poisson-stopped-sums that are mixed Poisson Valero, Jordi
2013
8 p. 1830-1834
5 p.
artikel
106 On simulated annealing with temperature-dependent energy and temperature-dependent communication Robini, Marc C.
2011
8 p. 915-920
6 p.
artikel
107 On stochastic orderings of the Wilcoxon Rank Sum test statistic—With applications to reproducibility probability estimation testing De Capitani, L.
2011
8 p. 937-946
10 p.
artikel
108 On the Amato inequality index Arnold, Barry C.
2012
8 p. 1504-1506
3 p.
artikel
109 On the derivatives of the normalising constant of the Bingham distribution Kume, A.
2007
8 p. 832-837
6 p.
artikel
110 On the Hougaard subordinated Gaussian Lévy processes Grigelionis, Bronius
2011
8 p. 998-1002
5 p.
artikel
111 On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variables Eghbal, N.
2011
8 p. 1112-1120
9 p.
artikel
112 On the minimization of concave information functionals for unsupervised classification via decision trees Karakos, Damianos
2008
8 p. 975-984
10 p.
artikel
113 On the probabilistic structure of power threshold generalized arch stochastic processes Gonçalves, E.
2012
8 p. 1597-1609
13 p.
artikel
114 On the residual lifelengths of the remaining components in an n − k + 1 out of n system Bairamov, Ismihan
2008
8 p. 945-952
8 p.
artikel
115 On the solution process for a stochastic fractional partial differential equation driven by space–time white noise Wu, Dongsheng
2011
8 p. 1161-1172
12 p.
artikel
116 On the visibility in well-behaved random sets in Euclidean space Tykesson, Johan
2011
8 p. 1256-1259
4 p.
artikel
117 On the Whittle estimators for some classes of continuous-parameter random processes and fields Leonenko, N.N.
2006
8 p. 781-795
15 p.
artikel
118 Optimal global rates of convergence for interpolation problems with random design Kohler, Michael
2013
8 p. 1871-1879
9 p.
artikel
119 Optimal response-adaptive allocation designs in phase III clinical trials: Incorporating ethics in optimality Biswas, Atanu
2011
8 p. 1155-1160
6 p.
artikel
120 Order statistics using fuzzy random variables Akbari, M.GH.
2009
8 p. 1031-1037
7 p.
artikel
121 Permutation and scale invariant one-sided approximate likelihood ratio tests Chongcharoen, Samruam
2007
8 p. 774-781
8 p.
artikel
122 Power variation of fractional integral processes with jumps Liu, Guangying
2011
8 p. 962-972
11 p.
artikel
123 Precise asymptotics in the law of iterated logarithm for the first moment convergence of i.i.d. random variables Xiao, Xiaoyong
2012
8 p. 1590-1596
7 p.
artikel
124 Pricing basket default swaps in a tractable shot noise model Herbertsson, Alexander
2011
8 p. 1196-1207
12 p.
artikel
125 Probability matching property of adjusted likelihoods Chang, In Hong
2006
8 p. 838-842
5 p.
artikel
126 Product autoregressive models for non-negative variables Abraham, B.
2012
8 p. 1530-1537
8 p.
artikel
127 Randomly weighted averages with beta random proportions Homei, H.
2012
8 p. 1515-1520
6 p.
artikel
128 Rate of convergence in a theorem of Heyde Xie, Tingfan
2012
8 p. 1576-1582
7 p.
artikel
129 Relaxation time is monotone in temperature in the mean-field Ising model Kargin, Vladislav
2011
8 p. 1094-1097
4 p.
artikel
130 Remarks on the intersection local time of fractional Brownian motions Chen, Chao
2011
8 p. 1003-1012
10 p.
artikel
131 Renewal theory with a trend Gut, Allan
2011
8 p. 1292-1299
8 p.
artikel
132 Risk measures for skew normal mixtures Bernardi, Mauro
2013
8 p. 1819-1824
6 p.
artikel
133 Ruin problems in risk models with dependent rates of interest Gao, Qi-bing
2007
8 p. 761-768
8 p.
artikel
134 Sensor analytics: radioactive gas concentration estimation and error propagation Anderson, Dale N.
2007
8 p. 769-773
5 p.
artikel
135 Set indexed strong martingales and path independent variation Yosef, Arthur
2009
8 p. 1083-1088
6 p.
artikel
136 Sharp estimation in sup norm with random design Gaı¨ffas, Stéphane
2007
8 p. 782-794
13 p.
artikel
137 Small Box–Behnken design Zhang, Tian-Fang
2011
8 p. 1027-1033
7 p.
artikel
138 Some characterization results on generalized cumulative residual entropy measure Kumar, Vikas
2011
8 p. 1072-1077
6 p.
artikel
139 Some closure properties for subexponential distributions Geluk, Jaap
2009
8 p. 1108-1111
4 p.
artikel
140 Some strong limit theorems for ρ ˜ -mixing sequences of random variables Wu, Qunying
2008
8 p. 1017-1023
7 p.
artikel
141 Sparse variational analysis of linear mixed models for large data sets Armagan, Artin
2011
8 p. 1056-1062
7 p.
artikel
142 Stratified two-stage sampling in domains: Sample allocation between domains, strata, and sampling stages Kozak, Marcin
2008
8 p. 970-974
5 p.
artikel
143 Strong consistency of the internal estimator of nonparametric regression with dependent data Shen, Jia
2013
8 p. 1915-1925
11 p.
artikel
144 Tempered stable laws as random walk limits Chakrabarty, Arijit
2011
8 p. 989-997
9 p.
artikel
145 The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data Ajami, M.
2011
8 p. 1306-1310
5 p.
artikel
146 The behavior of warm standby components with respect to a coherent system Eryilmaz, Serkan
2011
8 p. 1319-1325
7 p.
artikel
147 The beta Laplace distribution Cordeiro, Gauss M.
2011
8 p. 973-982
10 p.
artikel
148 The Brunk–Prokhorov strong law of large numbers for fields of martingale differences taking values in a Banach space Son, Ta Cong
2013
8 p. 1901-1910
10 p.
artikel
149 The estimation of the correlation coefficient of bivariate data under dependence: Convergence analysis Masry, Elias
2011
8 p. 1039-1045
7 p.
artikel
150 The extremes of a random scenery as seen by a random walk in a random environment Franke, Brice
2009
8 p. 1025-1030
6 p.
artikel
151 The generalized Cantor distribution and its corresponding inverse distribution Arnold, Barry C.
2011
8 p. 1098-1103
6 p.
artikel
152 The mean–variance ratio test—A complement to the coefficient of variation test and the Sharpe ratio test Bai, Zhidong
2011
8 p. 1078-1085
8 p.
artikel
153 The mixing advantage for bounded random variables Hamza, K.
2011
8 p. 1190-1195
6 p.
artikel
154 The moment index of minima (II) Daley, D.J.
2006
8 p. 831-837
7 p.
artikel
155 The optional sampling theorem for submartingales in the sequentially planned context Fenoy, M. Mar
2007
8 p. 826-831
6 p.
artikel
156 The p -folded cumulative distribution function and the mean absolute deviation from the p -quantile Xue, Jing-Hao
2011
8 p. 1179-1182
4 p.
artikel
157 The Pitman inequality for exchangeable random vectors Behboodian, J.
2013
8 p. 1825-1829
5 p.
artikel
158 The product of two dependent random variables with regularly varying or rapidly varying tails Jiang, Jun
2011
8 p. 957-961
5 p.
artikel
159 Tightened exponential bounds for discrete-time conditionally symmetric martingales with bounded jumps Sason, Igal
2013
8 p. 1928-1936
9 p.
artikel
160 Uniform consistency of k NN regressors for functional variables Kudraszow, Nadia L.
2013
8 p. 1863-1870
8 p.
artikel
161 Uniform Hölder exponent of a stationary increments Gaussian process: Estimation starting from average values Peng, Qidi
2011
8 p. 1326-1335
10 p.
artikel
162 Uniform-in-bandwidth nearest-neighbor density estimation Ouadah, Sarah
2013
8 p. 1835-1843
9 p.
artikel
163 When transition count for a Markov chains is a complete sufficient statistic Paszkiewicz, Adam
2006
8 p. 757-763
7 p.
artikel
                             163 gevonden resultaten
 
 Koninklijke Bibliotheek - Nationale Bibliotheek van Nederland