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                             137 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 Accelerating reversible Markov chains Chen, Ting-Li
2013
9 p. 1956-1962
7 p.
artikel
2 A correction on approximation of smoothing probabilities for hidden Markov models Lember, Jüri
2011
9 p. 1463-1464
2 p.
artikel
3 A general definition of conditional information and its application to ergodic decomposition Dębowski, Łukasz
2009
9 p. 1260-1268
9 p.
artikel
4 A general SLLN for the one-dimensional class cover problem Wierman, John C.
2008
9 p. 1110-1118
9 p.
artikel
5 A law of large numbers and central limit theorem for the logarithm of an autoregressive process with a stationary driving sequence Shu, F.C.
2009
9 p. 1141-1145
5 p.
artikel
6 Almost sure exponential stability of the θ -method for stochastic differential equations Chen, Lin
2012
9 p. 1669-1676
8 p.
artikel
7 A local limit theorem for densities of the additive component of a finite Markov Additive Process Hervé, Loïc
2013
9 p. 2119-2128
10 p.
artikel
8 A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes Pai, Jeffrey
2009
9 p. 1282-1289
8 p.
artikel
9 A multivariate semi-logistic autoregressive process and its characterization Yeh, Hsiaw-Chan
2011
9 p. 1370-1379
10 p.
artikel
10 An almost sure limit theorem for the maxima of smooth stationary Gaussian processes Tan, Zhongquan
2013
9 p. 2135-2141
7 p.
artikel
11 Analyzing longitudinal data with informative observation times under biased sampling Sun, Liuquan
2009
9 p. 1162-1168
7 p.
artikel
12 An elementary proof of the L 1 log-Sobolev inequality for Poisson point processes Deng, Chang-Song
2011
9 p. 1458-1462
5 p.
artikel
13 An inverse-probability-weighted approach to the estimation of distribution function with doubly censored data Shen, Pao-sheng
2009
9 p. 1269-1276
8 p.
artikel
14 An inverse problem for a class of continuous distributions with skewness Hamedani, G.G.
2006
9 p. 945-951
7 p.
artikel
15 An optimal completion of the product limit estimator Chen, Zhiqiang
2006
9 p. 913-919
7 p.
artikel
16 A note on convolutions of compound geometric distributions Psarrakos, Georgios
2009
9 p. 1231-1237
7 p.
artikel
17 A note on formal constructions of sequential conditional couplings Roberts, Gareth O.
2013
9 p. 2073-2076
4 p.
artikel
18 A note on maximum likelihood estimation for covariance reducing models Schott, James R.
2012
9 p. 1629-1631
3 p.
artikel
19 A note on the simple random walk on Z 2 : Probability of exiting sequences of sets Volkov, Stanislav
2006
9 p. 891-897
7 p.
artikel
20 Argmax-stable marked empirical processes Ferger, Dietmar
2009
9 p. 1203-1206
4 p.
artikel
21 A semi-Markov modulated interest rate model D’Amico, Guglielmo
2013
9 p. 2094-2102
9 p.
artikel
22 A simple proof of functional Itô’s lemma for semimartingales with an application Levental, Shlomo
2013
9 p. 2019-2026
8 p.
artikel
23 A simple technique for constructing optimal complete diallel cross designs Shaffer, Jeffrey G.
2009
9 p. 1181-1185
5 p.
artikel
24 Asymptotic behavior of random time absolute ruin probability with D ∩ L tailed and conditionally independent claim sizes Bai, Xiaodong
2012
9 p. 1718-1726
9 p.
artikel
25 Asymptotic behaviors of the Lorenz curve and Gini index in sampling from a length-biased distribution Fakoor, V.
2011
9 p. 1425-1435
11 p.
artikel
26 Asymptotic properties of a double penalized maximum likelihood estimator in logistic regression Gao, Sujuan
2007
9 p. 925-930
6 p.
artikel
27 Asymptotic properties of covariate-adjusted regression with correlated errors Şentürk, Damla
2009
9 p. 1175-1180
6 p.
artikel
28 Asymptotic stability of nonlinear impulsive stochastic differential equations Sakthivel, R.
2009
9 p. 1219-1223
5 p.
artikel
29 Asymptotic theory of extreme dual generalized order statistics Barakat, H.M.
2009
9 p. 1252-1259
8 p.
artikel
30 A time varying GARCH( p , q ) model and related statistical inference Rohan, Neelabh
2013
9 p. 1983-1990
8 p.
artikel
31 Balanced residual treatment effects designs of first order for correlated observations Aggarwal, M.L.
2007
9 p. 901-906
6 p.
artikel
32 Bayesian approach to cubic natural exponential families Hamza, Marwa
2013
9 p. 1946-1955
10 p.
artikel
33 Bayesian estimation of regression parameters in elliptical measurement error models Vidal, Ignacio
2011
9 p. 1398-1406
9 p.
artikel
34 Bayesian nonparametric inference of stochastically ordered distributions, with Pólya trees and Bernstein polynomials Karabatsos, George
2007
9 p. 907-913
7 p.
artikel
35 Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions Zinodiny, S.
2013
9 p. 2052-2056
5 p.
artikel
36 Can any multivariate gaussian vector be interpreted as a sample from a stationary random process? Perrin, Olivier
2007
9 p. 881-884
4 p.
artikel
37 Characterizations of discrete distributions using reliability concepts in reversed time Unnikrishnan Nair, N.
2013
9 p. 1939-1945
7 p.
artikel
38 Combining empirical likelihood and generalized method of moments estimators: Asymptotics and higher order bias Israelov, Roni
2011
9 p. 1339-1347
9 p.
artikel
39 Confidence intervals for the normal mean utilizing prior information Farchione, David
2008
9 p. 1094-1100
7 p.
artikel
40 Confidence intervals for the scaling function of multifractal random walks Ludeña, Carenne
2009
9 p. 1186-1193
8 p.
artikel
41 Consistent estimation of species abundance from a presence–absence map Müller, Christine H.
2011
9 p. 1449-1457
9 p.
artikel
42 Constrained estimators of treatment parameters in semiparametric models Przystalski, Marcin
2007
9 p. 914-919
6 p.
artikel
43 Correlated continuous time random walks Meerschaert, Mark M.
2009
9 p. 1194-1202
9 p.
artikel
44 Coupling of Wiener processes by using copulas Jaworski, Piotr
2013
9 p. 2027-2033
7 p.
artikel
45 Diagnostic analysis for heterogeneous log-Birnbaum–Saunders regression models Li, Ai-Ping
2012
9 p. 1690-1698
9 p.
artikel
46 Dimension reduction for model-based clustering via mixtures of shifted asymmetric Laplace distributions Morris, Katherine
2013
9 p. 2088-2093
6 p.
artikel
47 Editorial Board 2008
9 p. IFC-
1 p.
artikel
48 Editorial Board 2006
9 p. CO2-
1 p.
artikel
49 Editorial Board 2013
9 p. IFC-
1 p.
artikel
50 Editorial Board 2009
9 p. IFC-
1 p.
artikel
51 Editorial Board 2011
9 p. IFC-
1 p.
artikel
52 Editorial Board 2012
9 p. IFC-
1 p.
artikel
53 Erratum to “A law of the iterated logarithm for the product limit estimator with doubly censored data” [Statist. Probab. Lett. 81 (2011) 1241–1244] Messaci, Fatiha
2013
9 p. 2142-
1 p.
artikel
54 Erratum to “Constrained estimators of treatment parameters in semiparametric models” [Statist. Probab. Lett. 77 (2007) 914–919] Przystalski, Marcin
2008
9 p. 1158-1159
2 p.
artikel
55 Estimating the parameter of the population selected from discrete exponential family Vellaisamy, P.
2008
9 p. 1076-1087
12 p.
artikel
56 Estimation of the parameters in a two linear regression equations system with identical parameter vectors Ma, Tiefeng
2009
9 p. 1135-1140
6 p.
artikel
57 Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients Wang, Zhidong
2008
9 p. 1062-1071
10 p.
artikel
58 Filtering hidden semi-Markov chains Elliott, Robert
2013
9 p. 2007-2014
8 p.
artikel
59 Finding hitting times in various graphs Rao, Shravas K.
2013
9 p. 2067-2072
6 p.
artikel
60 Gene hunting with forests for multigroup time course data Papana, Ariadni
2009
9 p. 1146-1154
9 p.
artikel
61 Generalized Fibonacci numbers and Blackwell’s renewal theorem Christensen, Sören
2012
9 p. 1665-1668
4 p.
artikel
62 Global attracting set and stability of stochastic neutral partial functional differential equations with impulses Long, Shujun
2012
9 p. 1699-1709
11 p.
artikel
63 Harnack inequalities for Ornstein–Uhlenbeck processes driven by Lévy processes Wang, Jian
2011
9 p. 1436-1444
9 p.
artikel
64 Inequalities involving expectations to characterize distributions Bhattacharjee, Subarna
2013
9 p. 2113-2118
6 p.
artikel
65 Invariance of statistical causality under convergence Petrović, Ljiljana
2011
9 p. 1445-1448
4 p.
artikel
66 Local asymptotics for the time of first return to the origin of transient random walk Doney, R.A.
2011
9 p. 1419-1424
6 p.
artikel
67 Lévy area for Gaussian processes: A double Wiener–Itô integral approach Ferreiro-Castilla, Albert
2011
9 p. 1380-1391
12 p.
artikel
68 Marginal density estimation for linear processes with cyclical long memory Ould Haye, Mohamedou
2011
9 p. 1354-1364
11 p.
artikel
69 Maximal inequalities for g -martingales Wang, Wei
2009
9 p. 1169-1174
6 p.
artikel
70 Maximal inequalities for N-demimartingale and strong law of large numbers Wang, Xuejun
2011
9 p. 1348-1353
6 p.
artikel
71 Maximum deviation of error density estimators in censored linear regression Cheng, Fuxia
2012
9 p. 1657-1664
8 p.
artikel
72 Minimum Message Length shrinkage estimation Makalic, Enes
2009
9 p. 1155-1161
7 p.
artikel
73 Modelling heterogeneity for bivariate survival data by the log-normal distribution Hanagal, David D.
2008
9 p. 1101-1109
9 p.
artikel
74 Multivariate copulas, quasi-copulas and lattices Fernández-Sánchez, Juan
2011
9 p. 1365-1369
5 p.
artikel
75 New nonparametric tests for testing homogeneity of scale parameters against umbrella alternative Gaur, Anil
2012
9 p. 1681-1689
9 p.
artikel
76 On a characterization theorem of symmetry about a point Behboodian, Javad
2013
9 p. 2057-2059
3 p.
artikel
77 On an identity in law between Brownian quadratic functionals Yen, Ju-Yi
2013
9 p. 2015-2018
4 p.
artikel
78 On a renewal function when the second moment is infinite Sgibnev, M.S.
2009
9 p. 1242-1245
4 p.
artikel
79 On efficient estimation of densities for sums of squared observations Schick, Anton
2012
9 p. 1637-1640
4 p.
artikel
80 On grouping effect of elastic net Zhou, Ding-Xuan
2013
9 p. 2108-2112
5 p.
artikel
81 On pairwise quasi-asymptotically independent random variables and their applications Li, Jinzhu
2013
9 p. 2081-2087
7 p.
artikel
82 On relative ordering of mean residual lifetime functions Finkelstein, Maxim
2006
9 p. 939-944
6 p.
artikel
83 On sequential detection of parameter changes in linear regression Horváth, Lajos
2007
9 p. 885-895
11 p.
artikel
84 On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion Nourdin, Ivan
2006
9 p. 907-912
6 p.
artikel
85 On the compound Poisson risk model with dependence and a threshold dividend strategy Shi, Yafeng
2013
9 p. 1998-2006
9 p.
artikel
86 On the connection between model selection criteria and quadratic discrimination in ARMA time series models Galeano, Pedro
2007
9 p. 896-900
5 p.
artikel
87 On the link between dependence and independence in extreme value theory for dynamical systems Freitas, Ana Cristina Moreira
2008
9 p. 1088-1093
6 p.
artikel
88 On the maximal correlation coefficient Yu, Yaming
2008
9 p. 1072-1075
4 p.
artikel
89 On the non-negative first-order exponential bilinear time series model Pereira, I.
2006
9 p. 931-938
8 p.
artikel
90 On the stochastic ordering of folded binomials Porzio, Giovanni C.
2009
9 p. 1299-1304
6 p.
artikel
91 On the strong law of large numbers for pairwise i.i.d. random variables with general moment conditions Sung, Soo Hak
2013
9 p. 1963-1968
6 p.
artikel
92 Optimal target allocation proportion for correlated binary responses in a 2 × 2 setup Mandal, Saumen
2013
9 p. 1991-1997
7 p.
artikel
93 Parametric estimation for the scale parameter for scale distributions using moving extremes ranked set sampling Chen, Wangxue
2013
9 p. 2060-2066
7 p.
artikel
94 PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables Namba, Akio
2006
9 p. 898-906
9 p.
artikel
95 Precise asymptotics in the law of the iterated logarithm and the complete convergence for uniform empirical process Zhang, Yong
2008
9 p. 1051-1055
5 p.
artikel
96 Precise large deviations for dependent random variables with heavy tails Liu, Li
2009
9 p. 1290-1298
9 p.
artikel
97 Probability of correct model identification in supersaturated design Sarkar, Angshuman
2009
9 p. 1224-1230
7 p.
artikel
98 Proper Bayesian estimating equation based on Hilbert space method Lin, Lu
2008
9 p. 1119-1127
9 p.
artikel
99 Properties of proportional mean residual life model Nanda, Asok K.
2006
9 p. 880-890
11 p.
artikel
100 p -variation of an integral functional driven by fractional Brownian motion Yan, Litan
2008
9 p. 1148-1157
10 p.
artikel
101 Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters Lee, Sangin
2012
9 p. 1710-1717
8 p.
artikel
102 Quadratic forms of multivariate skew normal-symmetric distributions Huang, Wen-Jang
2006
9 p. 871-879
9 p.
artikel
103 Relationships between distributions with certain symmetries Jones, M.C.
2012
9 p. 1737-1744
8 p.
artikel
104 Reproducibility probability estimation for testing statistical hypotheses De Martini, Daniele
2008
9 p. 1056-1061
6 p.
artikel
105 Sampling based succinct matrix approximation Liu, Rong
2008
9 p. 1138-1147
10 p.
artikel
106 Semi-parametric estimation for a semi-Markov process with left-truncated and right-censored observations Pons, Odile
2006
9 p. 952-958
7 p.
artikel
107 Semiparametric modeling of medical cost data containing zeros Zhao, Xiaobing
2009
9 p. 1207-1214
8 p.
artikel
108 Shiga–Watanabe's time inversion property for self-similar diffusion processes Vuolle-Apiala, Juha
2007
9 p. 920-924
5 p.
artikel
109 Simulating tail asymptotics of a Markov chain Khanchi, Aziz
2011
9 p. 1392-1397
6 p.
artikel
110 Skewness–kurtosis bounds for the skewed generalized T and related distributions Kerman, Sean C.
2013
9 p. 2129-2134
6 p.
artikel
111 Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors Babu, G. Jogesh
2006
9 p. 959-969
11 p.
artikel
112 Some Orlicz-norm inequalities for martingales Ren, Yanbo
2009
9 p. 1238-1241
4 p.
artikel
113 Stationary bootstrapping realized volatility Hwang, Eunju
2013
9 p. 2045-2051
7 p.
artikel
114 Strong pointwise consistency of the k T -occupation time density estimator Labrador, Boris
2008
9 p. 1128-1137
10 p.
artikel
115 Subexponentiality of the product of dependent random variables Yang, Haizhong
2013
9 p. 2039-2044
6 p.
artikel
116 Sufficient conditions for optimality for stochastic evolution equations Al-Hussein, AbdulRahman
2013
9 p. 2103-2107
5 p.
artikel
117 Tail asymptotics of the n th convolution of super-exponential distributions Nagaev, A.
2006
9 p. 861-870
10 p.
artikel
118 Tail probability of avoiding Poisson traps for branching Brownian motion Öz, Mehmet
2013
9 p. 2034-2038
5 p.
artikel
119 Tail probability of randomly weighted sums of subexponential random variables under a dependence structure Yang, Yang
2012
9 p. 1727-1736
10 p.
artikel
120 The application of order statistics to multiple integration over a canonical simplex Ping, Sun
2012
9 p. 1641-1647
7 p.
artikel
121 The dispersive effect of cross-aging with archimedean copulas Denuit, Michel M.
2011
9 p. 1407-1418
12 p.
artikel
122 The distribution of the first β point in the classical risk model with interest Li, Zhigang
2007
9 p. 873-880
8 p.
artikel
123 The distribution of total dividend payments in a Sparre Andersen model Li, Shuanming
2009
9 p. 1246-1251
6 p.
artikel
124 The first Dirichlet eigenvalue of birth–death process on trees Wang, Ling-Di
2013
9 p. 1973-1982
10 p.
artikel
125 The Gerber–Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy Deng, Chao
2012
9 p. 1648-1656
9 p.
artikel
126 The growth rate of significant regressors for high dimensional data Zheng, Qi
2013
9 p. 1969-1972
4 p.
artikel
127 The Mantel–Haenszel estimator adapted for complex survey designs is not dually consistent Brumback, Babette A.
2011
9 p. 1465-1470
6 p.
artikel
128 The perils of inferring serial dependence from sample autocorrelations of moving average series McElroy, Tucker
2012
9 p. 1632-1636
5 p.
artikel
129 The quadratic variation of Brownian motion on a time scale Grow, David
2012
9 p. 1677-1680
4 p.
artikel
130 The uniform law for sojourn measures of random fields Borovkov, Konstantin
2012
9 p. 1745-1749
5 p.
artikel
131 Tuned iterated filtering Lindström, Erik
2013
9 p. 2077-2080
4 p.
artikel
132 U -statistics based on the Green's function of the Laplacian on the circle and the sphere Pycke, J.-R.
2007
9 p. 863-872
10 p.
artikel
133 Variance inequalities using first derivatives Tang, Hsiu-Khuern
2009
9 p. 1277-1281
5 p.
artikel
134 Variance of the game duration in the gambler’s ruin problem Anděl, Jiří
2012
9 p. 1750-1754
5 p.
artikel
135 Variational form of the large deviation functional Comman, Henri
2007
9 p. 931-936
6 p.
artikel
136 Weighted averages with random proportions that are jointly uniformly distributed over the unit simplex Soltani, A.R.
2009
9 p. 1215-1218
4 p.
artikel
137 Weighted least squares estimation of the extreme value index Hüsler, Jürg
2006
9 p. 920-930
11 p.
artikel
                             137 gevonden resultaten
 
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