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                             42 results found
no title author magazine year volume issue page(s) type
1 Almost sure functional central limit theorems for weakly dependent sequences Chen, Shouquan
 2008
 78 13 p. 1683-1693
11 p.
 article
2 A matrix version of Chernoff inequality Wei, Zhengyuan
 2008
 78 13 p. 1823-1825
3 p.
 article
3 A new class of excited random walks on trees Del Greco M., Fabiola
 2008
 78 13 p. 1981-1989
9 p.
 article
4 A note on scale mixtures of skew normal distribution Kim, Hyoung-Moon
 2008
 78 13 p. 1694-1701
8 p.
 article
5 A note on the almost sure central limit theorem for negatively associated fields Wang, Jiang-Feng
 2008
 78 13 p. 1964-1970
7 p.
 article
6 A note on the exchangeability condition in Stein’s method Röllin, Adrian
 2008
 78 13 p. 1800-1806
7 p.
 article
7 A note on the finite collision property of random walks Chen, Dayue
 2008
 78 13 p. 1742-1747
6 p.
 article
8 A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion Gatto, Riccardo
 2008
 78 13 p. 1948-1954
7 p.
 article
9 A two-parameter generalized skew-normal distribution Jamalizadeh, A.
 2008
 78 13 p. 1722-1726
5 p.
 article
10 A variance component test for mixed hidden Markov models Altman, Rachel MacKay
 2008
 78 13 p. 1885-1893
9 p.
 article
11 Beta-hypergeometric distributions and random continued fractions Asci, Claudio
 2008
 78 13 p. 1711-1721
11 p.
 article
12 Bivariate stopped-sum distributions using saddlepoint methods Abd-Elfattah, Ehab F.
 2008
 78 13 p. 1857-1862
6 p.
 article
13 Central limit theorems for the integrated squared error of derivative estimators Birke, Melanie
 2008
 78 13 p. 1903-1913
11 p.
 article
14 Collision probability for an occupancy problem Nakata, Toshio
 2008
 78 13 p. 1929-1932
4 p.
 article
15 Conditional independence between two variables given any conditioning subset implies block diagonal covariance matrix for multivariate Gaussian distributions Marrelec, Guillaume
 2008
 78 13 p. 1922-1928
7 p.
 article
16 Confidence intervals for long memory regressions Ko, Kyungduk
 2008
 78 13 p. 1894-1902
9 p.
 article
17 Divergence-based tests for model diagnostic Esteban, M.D.
 2008
 78 13 p. 1702-1710
9 p.
 article
18 Editorial Board 2008
 78 13 p. IFC-
1 p.
 article
19 Estimation using response probability under callbacks Park, Hyeonah
 2008
 78 13 p. 1735-1741
7 p.
 article
20 Hausdorff moment problem: Reconstruction of probability density functions Mnatsakanov, Robert M.
 2008
 78 13 p. 1869-1877
9 p.
 article
21 Histogram density estimators based upon a fuzzy partition Loquin, Kevin
 2008
 78 13 p. 1863-1868
6 p.
 article
22 Inverse beta transformation in kernel density estimation Bolancé, Catalina
 2008
 78 13 p. 1757-1764
8 p.
 article
23 Lee discrepancy and its applications in experimental designs Zhou, Yong-Dao
 2008
 78 13 p. 1933-1942
10 p.
 article
24 Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements Roy, Anuradha
 2008
 78 13 p. 1971-1980
10 p.
 article
25 Marginal distribution of some path-dependent stochastic volatility model Sekine, Jun
 2008
 78 13 p. 1846-1850
5 p.
 article
26 Moment inequalities for DVRL distributions, characterization and testing for exponentiality Al-Zahrani, Bander
 2008
 78 13 p. 1792-1799
8 p.
 article
27 Nonparametric regression estimation with assigned risk Efromovich, Sam
 2008
 78 13 p. 1748-1756
9 p.
 article
28 On a risk model with dependence between claim sizes and claim intervals Meng, Qingbin
 2008
 78 13 p. 1727-1734
8 p.
 article
29 On prediction error in functional linear regression Apanasovich, Tatiyana V.
 2008
 78 13 p. 1807-1810
4 p.
 article
30 On the convergence rate of sequential fixed-width confidence intervals for normal parameters Isogai, Eiichi
 2008
 78 13 p. 1826-1834
9 p.
 article
31 On the time value of absolute ruin for a multi-layer compound Poisson model under interest force Yang, Hu
 2008
 78 13 p. 1835-1845
11 p.
 article
32 Optimality of the Holm procedure among general step-down multiple testing procedures Gordon, Alexander Y.
 2008
 78 13 p. 1878-1884
7 p.
 article
33 Optimal minimax designs over a prespecified interval in a heteroscedastic polynomial model Chen, Ray-Bing
 2008
 78 13 p. 1914-1921
8 p.
 article
34 Optimal robust estimates using the Kullback–Leibler divergence Yohai, Victor J.
 2008
 78 13 p. 1811-1816
6 p.
 article
35 Prediction intervals for future records Raqab, Mohammad Z.
 2008
 78 13 p. 1955-1963
9 p.
 article
36 Sample paths of jump-type Fleming–Viot processes with bounded mutation operators da Silva, Telles Timóteo
 2008
 78 13 p. 1784-1791
8 p.
 article
37 Stam inequality on Z n Gibilisco, Paolo
 2008
 78 13 p. 1851-1856
6 p.
 article
38 Stationary solutions of retarded Ornstein–Uhlenbeck processes in Hilbert spaces Liu, Kai
 2008
 78 13 p. 1775-1783
9 p.
 article
39 Test for parameter change in ARMA models with GARCH innovations Lee, Sangyeol
 2008
 78 13 p. 1990-1998
9 p.
 article
40 The combined INAR(p) models for time series of counts Weiß, Christian H.
 2008
 78 13 p. 1817-1822
6 p.
 article
41 The first negative moment in the sense of the Cauchy principal value Peng, Chien-Yu
 2008
 78 13 p. 1765-1774
10 p.
 article
42 Unit root testing based on BLUS residuals Vougas, Dimitrios V.
 2008
 78 13 p. 1943-1947
5 p.
 article
                             42 results found
 
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