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Weighted branching and a pathwise renewal equationMEINERS, Matthias.Stochastic processes and their applications. 2009, Vol 119, Num 8, pp 2579-2597, issn 0304-4149, 19 p.Article

A VARIABLE STEP SIZE RIEMANNIAN SUM FOR AN ITÔ INTEGRALRAPOO, E.Journal of applied probability. 2008, Vol 45, Num 2, pp 551-567, issn 0021-9002, 17 p.Article

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Laws of large numbers and functional central limit theorems for generalized semi-markov processesGLYNN, Peter W; HAAS, Peter J.Stochastic models. 2006, Vol 22, Num 2, pp 201-231, issn 1532-6349, 31 p.Article

Quantum stochastic calculus with maximal operator domainsATTAL, Stéphane; LINDSAY, J. Martin.Annals of probability. 2004, Vol 32, Num 1, pp 488-529, issn 0091-1798, 42 p.Article

Statistical analysis of stochastic resonance with ergodic diffusion noiseIACUS, Stefano Maria.Stochastics and stochastics reports (Print). 2002, Vol 73, Num 3-4, pp 271-285, issn 1045-1129, 15 p.Article

On Weak Solutions of Stochastic Differential EquationsHOFMANOVA, Martina; SEIDLER, Jan.Stochastic analysis and applications. 2012, Vol 30, Num 1, pp 100-121, issn 0736-2994, 22 p.Article

When, where and how to perform efficiency estimationBADUNENKO, Oleg; HENDERSON, Daniel J; KUMBHAKAR, Subal C et al.Journal of the Royal Statistical Society. Series A. Statistics in society (Print). 2012, Vol 175, pp 863-892, issn 0964-1998, 30 p., 4Article

Econometric analysis of jump-driven stochastic volatility modelsTODOROV, Viktor.Journal of econometrics. 2010, Vol 160, Num 1, pp 12-21, issn 0304-4076, 10 p.Article

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Statistical inference for doubly stochastic multichannel Poisson processes: A PCA approachFERNANDEZ-ALCALA, R. M; NAVARRO-MORENO, J; RUIZ-MOLINA, J. C et al.Computational statistics & data analysis. 2009, Vol 53, Num 12, pp 4322-4331, issn 0167-9473, 10 p.Article

Improving MCMC, using efficient importance samplingLIESENFELD, Roman; RICHARD, Jean-Francois.Computational statistics & data analysis. 2008, Vol 53, Num 2, pp 272-288, issn 0167-9473, 17 p.Article

Simulation-based sequential analysis of Markov switching stochastic volatility modelsCARVALHO, Carlos M; LOPES, Hedibert F.Computational statistics & data analysis. 2007, Vol 51, Num 9, pp 4526-4542, issn 0167-9473, 17 p.Article

Analysis of stochastic online bin packing processesGAMAMIK, David; SQUILLANTE, Mark S.Stochastic models. 2005, Vol 21, Num 2-3, pp 401-425, issn 1532-6349, 25 p.Conference Paper

A convex/log-concave correlation inequality for Gaussian measure and an application to abstract Wiener spacesHARGE, Gilles.Probability theory and related fields. 2004, Vol 130, Num 3, pp 415-440, issn 0178-8051, 26 p.Article

Optimal stopping for non-linear expectations: Part IIBAYRAKTAR, Erhan; SONG YAO.Stochastic processes and their applications. 2011, Vol 121, Num 2, pp 212-264, issn 0304-4149, 53 p.Article

On Parabolic Volterra Equations Disturbed by Fractional Brownian MotionsSPERLICH, Stefan.Stochastic analysis and applications. 2009, Vol 27, Num 1, pp 74-94, issn 0736-2994, 21 p.Article

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An extension of Fisher's discriminant analysis for stochastic processesSHIN, Hyejin.Journal of multivariate analysis. 2008, Vol 99, Num 6, pp 1191-1216, issn 0047-259X, 26 p.Article

Modelling stochastic order in the analysis of receiver operating characteristic data : Bayesian non-parametric approachesHANSON, Timothy E; KOTTAS, Athanasios; BRANSCUM, Adam J et al.Applied statistics. 2008, Vol 57, Num 2, pp 207-225, issn 0035-9254, 19 p.Article

ORDERING OF OPTIMAL PORTFOLIO ALLOCATIONS IN A MODEL WITH A MIXTURE OF FUNDAMENTAL RISKSKA CHUN CHEUNG; HAILIANG YANG.Journal of applied probability. 2008, Vol 45, Num 1, pp 55-66, issn 0021-9002, 12 p.Article

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