nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A remark on Kunita's decomposition theorem
|
Watkins, Joseph C. |
|
1990 |
35 |
1 |
p. 81-85 5 p. |
artikel |
2 |
Defining extremes and trimming by minimum covering sets
|
Maller, R.A. |
|
1990 |
35 |
1 |
p. 169-180 12 p. |
artikel |
3 |
Distances and discrimination rates for stochastic processes
|
Vajda, Igor |
|
1990 |
35 |
1 |
p. 47-57 11 p. |
artikel |
4 |
Editorial Board
|
|
|
1990 |
35 |
1 |
p. ii- 1 p. |
artikel |
5 |
Escape time for a random walk from an orthant
|
Klein Haneveld, L.A. |
|
1990 |
35 |
1 |
p. 1-9 9 p. |
artikel |
6 |
Existence of smoothed stationary processes on an interval
|
Mitchell, Toby |
|
1990 |
35 |
1 |
p. 109-119 11 p. |
artikel |
7 |
Limit theorems for the empirical vector of the Curie-Weiss-Potts model
|
Ellis, Richard S. |
|
1990 |
35 |
1 |
p. 59-79 21 p. |
artikel |
8 |
Multivariate extreme values in stationary random sequences
|
Hüsler, Jürg |
|
1990 |
35 |
1 |
p. 99-108 10 p. |
artikel |
9 |
On the oscillation of infinitely divisible and some other processes
|
Cambanis, Stamatis |
|
1990 |
35 |
1 |
p. 87-97 11 p. |
artikel |
10 |
Peak-insensitive parametric spectrum estimation
|
Chiu, Shean-Tsong |
|
1990 |
35 |
1 |
p. 121-140 20 p. |
artikel |
11 |
Sequential estimation for dependent observations with an application to non-standard autoregressive processes
|
Basawa, I.V. |
|
1990 |
35 |
1 |
p. 149-168 20 p. |
artikel |
12 |
Stochastic approximations for finite-state Markov chains
|
Ma, D.-J. |
|
1990 |
35 |
1 |
p. 27-45 19 p. |
artikel |
13 |
The stability of open queueing networks
|
Sigman, Karl |
|
1990 |
35 |
1 |
p. 11-25 15 p. |
artikel |
14 |
Time integrated least squares estimators of regression parameters of independent stochastic processes
|
Wu, Tiee-Jian |
|
1990 |
35 |
1 |
p. 141-148 8 p. |
artikel |