| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A critical look at Lo's modified R/S statistic
|
Teverovsky, Vadim
|
|
1999
|
80 |
1-2 |
p. 211-227
17 p.
|
artikel
|
| 2 |
Alternative forms of fractional Brownian motion
|
Marinucci, D.
|
|
1999
|
80 |
1-2 |
p. 111-122
12 p.
|
artikel
|
| 3 |
An example of applying the asymptotic quasi-likelihood to dimension estimation for random spatial patterns
|
Lin, Yan-Xia
|
|
1999
|
80 |
1-2 |
p. 197-209
13 p.
|
artikel
|
| 4 |
Central limit theorem for the empirical process of a linear sequence with long memory
|
Giraitis, Liudas
|
|
1999
|
80 |
1-2 |
p. 81-93
13 p.
|
artikel
|
| 5 |
Convergence of normalized quadratic forms
|
Giraitis, Liudas
|
|
1999
|
80 |
1-2 |
p. 15-35
21 p.
|
artikel
|
| 6 |
Editorial
|
|
|
1999
|
80 |
1-2 |
p. v-vi
nvt p.
|
artikel
|
| 7 |
Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study
|
Hauser, Michael A.
|
|
1999
|
80 |
1-2 |
p. 229-255
27 p.
|
artikel
|
| 8 |
No-cointegration test based on fractional differencing: Some Monte Carlo results
|
Tse, Y.K.
|
|
1999
|
80 |
1-2 |
p. 257-267
11 p.
|
artikel
|
| 9 |
Non-parametric estimation of the long-range dependence exponent for Gaussian processes
|
Lang, Gabriel
|
|
1999
|
80 |
1-2 |
p. 59-80
22 p.
|
artikel
|
| 10 |
On weak convergence of long-range-dependent traffic processes
|
Addie, R.G.
|
|
1999
|
80 |
1-2 |
p. 155-171
17 p.
|
artikel
|
| 11 |
Parameter identification for singular random fields arising in Burgers’ turbulence
|
Leonenko, Nikolai N.
|
|
1999
|
80 |
1-2 |
p. 1-13
13 p.
|
artikel
|
| 12 |
Possible long-range dependence in fractional random fields
|
Anh, V.V.
|
|
1999
|
80 |
1-2 |
p. 95-110
16 p.
|
artikel
|
| 13 |
Self-affine time series: measures of weak and strong persistence
|
Malamud, Bruce D
|
|
1999
|
80 |
1-2 |
p. 173-196
24 p.
|
artikel
|
| 14 |
SEMIFAR forecasts, with applications to foreign exchange rates
|
Beran, Jan
|
|
1999
|
80 |
1-2 |
p. 137-153
17 p.
|
artikel
|
| 15 |
Semiparametric regression under long-range dependent errors
|
Gao, J.T.
|
|
1999
|
80 |
1-2 |
p. 37-57
21 p.
|
artikel
|
| 16 |
Some simulations and applications of forecasting long-memory time-series models
|
Reisen, Valdério Anselmo
|
|
1999
|
80 |
1-2 |
p. 269-287
19 p.
|
artikel
|
| 17 |
Stochastic models for fractal processes
|
Anh, V.V.
|
|
1999
|
80 |
1-2 |
p. 123-135
13 p.
|
artikel
|
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