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                             20 results found
no title author magazine year volume issue page(s) type
1 A note on G e o X / G / 1 queueing system Samanta, Sujit Kumar

207 C p.
article
2 An upper bound and a characterization for Gini’s mean difference based on correlated random variables Vila, Roberto

207 C p.
article
3 A study on the negative binomial distribution motivated by Chvátal’s theorem Guo, Zheng-Yan

207 C p.
article
4 Asymptotic Bayes’ optimality under sparsity for exchangeable dependent multivariate normal test statistics Roy, Rahul

207 C p.
article
5 Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion Wang, Jixia

207 C p.
article
6 Editorial Board
207 C p.
article
7 Efficiency of the averaged rank-based estimator for first order Sobol index inference Klein, Thierry

207 C p.
article
8 Ergodicity for two class stochastic partial differential equations with anisotropic viscosity Sun, Chengfeng

207 C p.
article
9 Extremes in incomplete samples from moving averages of random variables from the domain of attraction of the Gumbel distribution Glavaš, Lenka

207 C p.
article
10 Generalized fractional negative binomial process Soni, Ritik

207 C p.
article
11 Large deviations for sums associated with supercritical branching process in a random environment Zhao, Yinxuan

207 C p.
article
12 Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums Levin, Bruce

207 C p.
article
13 Moderate deviation principle for guesswork Wang, Shaochen

207 C p.
article
14 On the convolution equivalence of tempered stable distributions on the real line Torricelli, Lorenzo

207 C p.
article
15 On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks Lautier, Jackson P.

207 C p.
article
16 On the small time large deviation principles of 1D stochastic Landau–Lifshitz–Bloch equation Yin, Xiuwei

207 C p.
article
17 Quasi-likelihood analysis of fractional Brownian motion with constant drift under high-frequency observations Takabatake, Tetsuya

207 C p.
article
18 Regularized covariance matrix estimation in high dimensional approximate factor models Zhang, Jing

207 C p.
article
19 Testing independence of functional variables by an Hilbert–Schmidt independence criterion estimator Manfoumbi Djonguet, Terence Kevin

207 C p.
article
20 Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns Li, Mingjun

207 C p.
article
                             20 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands