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                             61 results found
no title author magazine year volume issue page(s) type
1 A general criterion to determine the number of change-points Ciuperca, Gabriela
2011
81 8 p. 1267-1275
9 p.
article
2 A general Isserlis theorem for mixed-Gaussian random variables Michalowicz, J.V.
2011
81 8 p. 1233-1240
8 p.
article
3 A Laplace transform method for order statistics from nonidentical random variables and its application in Phase-type distribution Abdelkader, Yousry H.
2011
81 8 p. 1143-1149
7 p.
article
4 A law of the iterated logarithm for the product limit estimator with doubly censored data Messaci, Fatiha
2011
81 8 p. 1241-1244
4 p.
article
5 A limit result for the prior predictive applied to checking for prior-data conflict Evans, Michael
2011
81 8 p. 1034-1038
5 p.
article
6 A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter > 1 2 Diop, Mamadou Abdoul
2011
81 8 p. 1013-1020
8 p.
article
7 An empirical likelihood approach to data analysis under two-stage sampling designs Zheng, Ming
2011
81 8 p. 947-956
10 p.
article
8 An equivalent representation of the Brown–Resnick process Engelke, S.
2011
81 8 p. 1150-1154
5 p.
article
9 A nonparametric test for a two-sample scale problem based on subsample medians Mahajan, Kalpana K.
2011
81 8 p. 983-988
6 p.
article
10 Applying Brownian motion to the study of birth–death chains Markowsky, Greg
2011
81 8 p. 1173-1178
6 p.
article
11 A robust alternative to the ratio estimator under non-normality Oral, Evrim
2011
81 8 p. 930-936
7 p.
article
12 A sharp inequality for martingales and its applications Li, Bainian
2011
81 8 p. 1260-1266
7 p.
article
13 A simple characterization of Student’s distributions and normal distributions Wang, Jiantian
2011
81 8 p. 903-906
4 p.
article
14 Berry–Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications Wang, Baobin
2011
81 8 p. 921-929
9 p.
article
15 Corrigendum to “Prediction for some processes related to a fractional Brownian motion” Duncan, Tyrone E.
2011
81 8 p. 1336-1337
2 p.
article
16 Deterministic and stochastic stability of a mathematical model of smoking Lahrouz, A.
2011
81 8 p. 1276-1284
9 p.
article
17 Editorial Board 2011
81 8 p. IFC-
1 p.
article
18 Efficiency of the OLS estimator in the vicinity of a spatial unit root Martellosio, Federico
2011
81 8 p. 1285-1291
7 p.
article
19 Estimation for discretely observed continuous state branching processes with immigration Huang, Jianhui
2011
81 8 p. 1104-1111
8 p.
article
20 Estimation of the offspring mean in a supercritical branching process with non-stationary immigration Rahimov, I.
2011
81 8 p. 907-914
8 p.
article
21 Finite-sample density and its small sample asymptotic approximation Jurečková, Jana
2011
81 8 p. 1311-1318
8 p.
article
22 Frame theory in directional statistics Ehler, Martin
2011
81 8 p. 1046-1051
6 p.
article
23 General Freidlin–Wentzell Large Deviations and positive diffusions Baldi, P.
2011
81 8 p. 1218-1229
12 p.
article
24 Goal achieving probabilities of constrained mean-variance strategies Scott, Alexandre
2011
81 8 p. 1021-1026
6 p.
article
25 Godambe estimating functions and asymptotic optimal inference Hwang, S.Y.
2011
81 8 p. 1121-1127
7 p.
article
26 Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions Lachos, Victor H.
2011
81 8 p. 1208-1217
10 p.
article
27 High-dimensional generation of Bernoulli random vectors Modarres, Reza
2011
81 8 p. 1136-1142
7 p.
article
28 Importance sampling as a variational approximation Nott, David J.
2011
81 8 p. 1052-1055
4 p.
article
29 Improved additive adjustments for the LR/ELR test statistics Kakizawa, Yoshihide
2011
81 8 p. 1245-1255
11 p.
article
30 Large-time asymptotics for an uncorrelated stochastic volatility model Forde, Martin
2011
81 8 p. 1230-1232
3 p.
article
31 Martingale limit theorems of divisible statistics in a multinomial scheme with mixed frequencies Wu, Haizhen
2011
81 8 p. 1128-1135
8 p.
article
32 Martingale transforms between Hardy–Orlicz spaces Q Φ 1 and Q Φ 2 of martingales Yu, Lin
2011
81 8 p. 1086-1093
8 p.
article
33 Mean first passage times of two-dimensional processes with jumps Bo, Lijun
2011
81 8 p. 1183-1189
7 p.
article
34 Multivariate causality tests with simulation and application Bai, Zhidong
2011
81 8 p. 1063-1071
9 p.
article
35 On a stochastic interacting model with stepping-stone noises Bo, Lijun
2011
81 8 p. 1300-1305
6 p.
article
36 On simulated annealing with temperature-dependent energy and temperature-dependent communication Robini, Marc C.
2011
81 8 p. 915-920
6 p.
article
37 On stochastic orderings of the Wilcoxon Rank Sum test statistic—With applications to reproducibility probability estimation testing De Capitani, L.
2011
81 8 p. 937-946
10 p.
article
38 On the Hougaard subordinated Gaussian Lévy processes Grigelionis, Bronius
2011
81 8 p. 998-1002
5 p.
article
39 On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variables Eghbal, N.
2011
81 8 p. 1112-1120
9 p.
article
40 On the solution process for a stochastic fractional partial differential equation driven by space–time white noise Wu, Dongsheng
2011
81 8 p. 1161-1172
12 p.
article
41 On the visibility in well-behaved random sets in Euclidean space Tykesson, Johan
2011
81 8 p. 1256-1259
4 p.
article
42 Optimal response-adaptive allocation designs in phase III clinical trials: Incorporating ethics in optimality Biswas, Atanu
2011
81 8 p. 1155-1160
6 p.
article
43 Power variation of fractional integral processes with jumps Liu, Guangying
2011
81 8 p. 962-972
11 p.
article
44 Pricing basket default swaps in a tractable shot noise model Herbertsson, Alexander
2011
81 8 p. 1196-1207
12 p.
article
45 Relaxation time is monotone in temperature in the mean-field Ising model Kargin, Vladislav
2011
81 8 p. 1094-1097
4 p.
article
46 Remarks on the intersection local time of fractional Brownian motions Chen, Chao
2011
81 8 p. 1003-1012
10 p.
article
47 Renewal theory with a trend Gut, Allan
2011
81 8 p. 1292-1299
8 p.
article
48 Small Box–Behnken design Zhang, Tian-Fang
2011
81 8 p. 1027-1033
7 p.
article
49 Some characterization results on generalized cumulative residual entropy measure Kumar, Vikas
2011
81 8 p. 1072-1077
6 p.
article
50 Sparse variational analysis of linear mixed models for large data sets Armagan, Artin
2011
81 8 p. 1056-1062
7 p.
article
51 Tempered stable laws as random walk limits Chakrabarty, Arijit
2011
81 8 p. 989-997
9 p.
article
52 The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data Ajami, M.
2011
81 8 p. 1306-1310
5 p.
article
53 The behavior of warm standby components with respect to a coherent system Eryilmaz, Serkan
2011
81 8 p. 1319-1325
7 p.
article
54 The beta Laplace distribution Cordeiro, Gauss M.
2011
81 8 p. 973-982
10 p.
article
55 The estimation of the correlation coefficient of bivariate data under dependence: Convergence analysis Masry, Elias
2011
81 8 p. 1039-1045
7 p.
article
56 The generalized Cantor distribution and its corresponding inverse distribution Arnold, Barry C.
2011
81 8 p. 1098-1103
6 p.
article
57 The mean–variance ratio test—A complement to the coefficient of variation test and the Sharpe ratio test Bai, Zhidong
2011
81 8 p. 1078-1085
8 p.
article
58 The mixing advantage for bounded random variables Hamza, K.
2011
81 8 p. 1190-1195
6 p.
article
59 The p -folded cumulative distribution function and the mean absolute deviation from the p -quantile Xue, Jing-Hao
2011
81 8 p. 1179-1182
4 p.
article
60 The product of two dependent random variables with regularly varying or rapidly varying tails Jiang, Jun
2011
81 8 p. 957-961
5 p.
article
61 Uniform Hölder exponent of a stationary increments Gaussian process: Estimation starting from average values Peng, Qidi
2011
81 8 p. 1326-1335
10 p.
article
                             61 results found
 
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