Pascal and Francis Bibliographic Databases

Help

Search results

Your search

kw.\*:("Primary 60G10")

Publication Year[py]

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Discipline (document) [di]

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Author Country

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Results 1 to 18 of 18

  • Page / 1
Export

Selection :

  • and

On generalized correlation functions of intrinsically stationary processes of order kSASVARI, Zoltan.Statistics & probability letters. 2008, Vol 78, Num 18, pp 3381-3387, issn 0167-7152, 7 p.Article

DURATION DISTRIBUTION OF THE CONJUNCTION OF TWO INDEPENDENT F PROCESSESALODAT, M. T; AL-RAWWASH, M; JEBRINI, M. A et al.Journal of applied probability. 2010, Vol 47, Num 1, pp 179-190, issn 0021-9002, 12 p.Article

Excursions of the integral of the Brownian motionJACOB, Emmanuel.Annales de l'I.H.P. Probabilités et statistiques. 2010, Vol 46, Num 3, pp 869-887, issn 0246-0203, 19 p.Article

AN EXPONENTIAL CONTINUOUS-TIME GARCH PROCESSHAUG, Stephan; CZADO, Claudia.Journal of applied probability. 2007, Vol 44, Num 4, pp 960-976, issn 0021-9002, 17 p.Article

The Student Subordinator Model with Dependence for Risky Asset ReturnsLEONENKO, N. N; PETHERICK, S; SIKORSKII, A et al.Communications in statistics. Theory and methods. 2011, Vol 40, Num 19-21, pp 3509-3523, issn 0361-0926, 15 p.Conference Paper

Regular variation of order 1 nonlinear AR-ARCH modelsCLINE, Daren B. H.Stochastic processes and their applications. 2007, Vol 117, Num 7, pp 840-861, issn 0304-4149, 22 p.Article

On the statistical properties of a stationary process sampled by a stationary point processCHARLOT, F; RACHDI, M.Statistics & probability letters. 2008, Vol 78, Num 4, pp 456-462, issn 0167-7152, 7 p.Article

Null flows, positive flows and the structure of stationary symmetric stable processesSAMORODNITSKY, Gennady.Annals of probability. 2005, Vol 33, Num 5, pp 1782-1803, issn 0091-1798, 22 p.Article

A FOURTH MOMENT INEQUALITY FOR FUNCTIONALS OF STATIONARY PROCESSESDURIEU, Olivier.Journal of applied probability. 2008, Vol 45, Num 4, pp 1086-1096, issn 0021-9002, 11 p.Article

Ergodic properties of poissonian ID processesROY, Emmanuel.Annals of probability. 2007, Vol 35, Num 2, pp 551-576, issn 0091-1798, 26 p.Article

On long-range dependence in regenerative processes based on a general on/off schemeLEIPUS, Remigijus; SURGAILIS, Donatas.Journal of applied probability. 2007, Vol 44, Num 2, pp 379-392, issn 0021-9002, 14 p.Article

On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) processLIU, Ji-Chun.Statistics & probability letters. 2006, Vol 76, Num 13, pp 1323-1330, issn 0167-7152, 8 p.Article

Multivariate CARMA processesMARQUARDT, Tina; STELZER, Robert.Stochastic processes and their applications. 2007, Vol 117, Num 1, pp 96-120, issn 0304-4149, 25 p.Article

Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processesGINOVYAN, M. S; SAHAKYAN, A. A.Probability theory and related fields. 2007, Vol 138, Num 3-4, pp 551-579, issn 0178-8051, 29 p.Article

Shapes of stationary autocovariancesLUND, Robert; YING ZHAO; KIESSLER, Peter C et al.Journal of applied probability. 2006, Vol 43, Num 4, pp 1186-1193, issn 0021-9002, 8 p.Article

A diffusion approximation for markov renewal processesCLARK, Steven P; KIESSLER, Peter C.Journal of applied probability. 2007, Vol 44, Num 2, pp 366-378, issn 0021-9002, 13 p.Article

Gaussian fields and Gaussian sheets with generalized Cauchy covariance structureLIM, S. C; TEO, L. P.Stochastic processes and their applications. 2009, Vol 119, Num 4, pp 1325-1356, issn 0304-4149, 32 p.Article

Stationarity for a Markov-switching Box-Cox transformed threshold GARCH processLIU, Ji-Chun.Statistics & probability letters. 2007, Vol 77, Num 13, pp 1428-1438, issn 0167-7152, 11 p.Article

  • Page / 1