| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function
|
Henze, N.
|
|
2010
|
167 |
4 |
p. 588-595
|
artikel
|
| 2 |
Adaptive detection of a high-variable function
|
Ingster, Yu. I.
|
|
2010
|
167 |
4 |
p. 522-530
|
artikel
|
| 3 |
Distributions of the location of maximuma and minimuma for diffusions with jumps
|
Borodin, A. N.
|
|
2010
|
167 |
4 |
p. 474-485
|
artikel
|
| 4 |
From the Editors
|
Borodin, A. N.
|
|
2010
|
167 |
4 |
p. 435
|
artikel
|
| 5 |
Goodness-of-fit criteria for the Cox model from left truncated and right censored data
|
Bagdonavičius, V.
|
|
2010
|
167 |
4 |
p. 436-443
|
artikel
|
| 6 |
Homoclinic processes and invariant measures for hyperbolic toral automorphisms
|
Gordin, M. I.
|
|
2010
|
167 |
4 |
p. 501-505
|
artikel
|
| 7 |
Measure preserving transformations of jump Lévy processes
|
Gribkova, S. S.
|
|
2010
|
167 |
4 |
p. 506-511
|
artikel
|
| 8 |
Minimax risk over quadratically convex sets
|
Reshetov, S.
|
|
2010
|
167 |
4 |
p. 537-542
|
artikel
|
| 9 |
On adaptive estimation of probability density functions
|
Ibragimov, I. A.
|
|
2010
|
167 |
4 |
p. 512-521
|
artikel
|
| 10 |
On asymptotic behavior of probabilities of large and moderate deviations for some iterated stochastic processes
|
Frolov, A. N.
|
|
2010
|
167 |
4 |
p. 566-573
|
artikel
|
| 11 |
On asymptotic efficiency of exponentiality tests based on Rossberg’s characterization
|
Volkova, K. Yu.
|
|
2010
|
167 |
4 |
p. 486-494
|
artikel
|
| 12 |
On a theorem of V. N. Sudakov on typical distributions
|
Bobkov, S. G.
|
|
2010
|
167 |
4 |
p. 464-473
|
artikel
|
| 13 |
On Haar expansion of Riemann–Liouville process in a critical case
|
Lifshits, M. A.
|
|
2010
|
167 |
4 |
p. 531-536
|
artikel
|
| 14 |
On Markov diffusion processes with delayed reflection from boundaries of a segment
|
Harlamov, B. P.
|
|
2010
|
167 |
4 |
p. 574-587
|
artikel
|
| 15 |
Probabilistic approach to solution of nonlinear PDES arising in financial mathematics
|
Belopolskaya, Ya.
|
|
2010
|
167 |
4 |
p. 444-460
|
artikel
|
| 16 |
Rates of approximation in the multidimensional invariance principle for sums of i.i.d. random vectors with finite moments
|
Götze, F.
|
|
2010
|
167 |
4 |
p. 495-500
|
artikel
|
| 17 |
Samples without replacement: one property of distribution of range
|
Berred, A.
|
|
2010
|
167 |
4 |
p. 461-463
|
artikel
|
| 18 |
Small deviations of the maximal element of a sequence of independent variables with smooth weights
|
Rozovsky, L. V.
|
|
2010
|
167 |
4 |
p. 543-549
|
artikel
|
| 19 |
Theorems on convergence of stochastic integrals distributions to signed measures and local limit theorems for large deviations
|
Smorodina, N. V.
|
|
2010
|
167 |
4 |
p. 550-565
|
artikel
|
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