Volume 81; Issue 8

1

An empirical likelihood approach to data analysis under two-stage sampling designs

Année:
2011
Langue:
english
Fichier:
PDF, 255 KB
english, 2011
3

Power variation of fractional integral processes with jumps

Année:
2011
Langue:
english
Fichier:
PDF, 278 KB
english, 2011
4

The beta Laplace distribution

Année:
2011
Langue:
english
Fichier:
PDF, 377 KB
english, 2011
6

Tempered stable laws as random walk limits

Année:
2011
Langue:
english
Fichier:
PDF, 257 KB
english, 2011
7

On the Hougaard subordinated Gaussian Lévy processes

Année:
2011
Langue:
english
Fichier:
PDF, 212 KB
english, 2011
8

Remarks on the intersection local time of fractional Brownian motions

Année:
2011
Langue:
english
Fichier:
PDF, 243 KB
english, 2011
10

Goal achieving probabilities of constrained mean-variance strategies

Année:
2011
Langue:
english
Fichier:
PDF, 228 KB
english, 2011
11

A limit result for the prior predictive applied to checking for prior-data conflict

Année:
2011
Langue:
english
Fichier:
PDF, 217 KB
english, 2011
13

Frame theory in directional statistics

Année:
2011
Langue:
english
Fichier:
PDF, 680 KB
english, 2011
14

Importance sampling as a variational approximation

Année:
2011
Langue:
english
Fichier:
PDF, 187 KB
english, 2011
15

Sparse variational analysis of linear mixed models for large data sets

Année:
2011
Langue:
english
Fichier:
PDF, 328 KB
english, 2011
16

Some characterization results on generalized cumulative residual entropy measure

Année:
2011
Langue:
english
Fichier:
PDF, 206 KB
english, 2011
17

Martingale transforms between Hardy–Orlicz spaces and of martingales

Année:
2011
Langue:
english
Fichier:
PDF, 232 KB
english, 2011
24

Applying Brownian motion to the study of birth–death chains

Année:
2011
Langue:
english
Fichier:
PDF, 305 KB
english, 2011
26

Mean first passage times of two-dimensional processes with jumps

Année:
2011
Langue:
english
Fichier:
PDF, 222 KB
english, 2011
28

General Freidlin–Wentzell Large Deviations and positive diffusions

Année:
2011
Langue:
english
Fichier:
PDF, 268 KB
english, 2011
29

Large-time asymptotics for an uncorrelated stochastic volatility model

Année:
2011
Langue:
english
Fichier:
PDF, 212 KB
english, 2011
30

A general Isserlis theorem for mixed-Gaussian random variables

Année:
2011
Langue:
english
Fichier:
PDF, 226 KB
english, 2011
32

Improved additive adjustments for the LR/ELR test statistics

Année:
2011
Langue:
english
Fichier:
PDF, 303 KB
english, 2011
33

On the visibility in well-behaved random sets in Euclidean space

Année:
2011
Langue:
english
Fichier:
PDF, 200 KB
english, 2011
34

A sharp inequality for martingales and its applications

Année:
2011
Langue:
english
Fichier:
PDF, 222 KB
english, 2011
35

A general criterion to determine the number of change-points

Année:
2011
Langue:
english
Fichier:
PDF, 399 KB
english, 2011
37

Deterministic and stochastic stability of a mathematical model of smoking

Année:
2011
Langue:
english
Fichier:
PDF, 251 KB
english, 2011
38

Efficiency of the OLS estimator in the vicinity of a spatial unit root

Année:
2011
Langue:
english
Fichier:
PDF, 289 KB
english, 2011
39

Renewal theory with a trend

Année:
2011
Langue:
english
Fichier:
PDF, 227 KB
english, 2011
40

On a stochastic interacting model with stepping-stone noises

Année:
2011
Langue:
english
Fichier:
PDF, 233 KB
english, 2011
41

Finite-sample density and its small sample asymptotic approximation

Année:
2011
Langue:
english
Fichier:
PDF, 510 KB
english, 2011
42

The behavior of warm standby components with respect to a coherent system

Année:
2011
Langue:
english
Fichier:
PDF, 265 KB
english, 2011
45

A robust alternative to the ratio estimator under non-normality

Année:
2011
Langue:
english
Fichier:
PDF, 240 KB
english, 2011
48

Editorial Board

Année:
2011
Langue:
english
Fichier:
PDF, 51 KB
english, 2011
49

Small Box–Behnken design

Année:
2011
Langue:
english
Fichier:
PDF, 216 KB
english, 2011
50

Multivariate causality tests with simulation and application

Année:
2011
Langue:
english
Fichier:
PDF, 238 KB
english, 2011
52

Relaxation time is monotone in temperature in the mean-field Ising model

Année:
2011
Langue:
english
Fichier:
PDF, 189 KB
english, 2011
53

The generalized Cantor distribution and its corresponding inverse distribution

Année:
2011
Langue:
english
Fichier:
PDF, 197 KB
english, 2011
54

Godambe estimating functions and asymptotic optimal inference

Année:
2011
Langue:
english
Fichier:
PDF, 223 KB
english, 2011
55

High-dimensional generation of Bernoulli random vectors

Année:
2011
Langue:
english
Fichier:
PDF, 231 KB
english, 2011
56

An equivalent representation of the Brown–Resnick process

Année:
2011
Langue:
english
Fichier:
PDF, 212 KB
english, 2011
57

The mixing advantage for bounded random variables

Année:
2011
Langue:
english
Fichier:
PDF, 214 KB
english, 2011
58

Pricing basket default swaps in a tractable shot noise model

Année:
2011
Langue:
english
Fichier:
PDF, 895 KB
english, 2011
60

A simple characterization of Student’s distributions and normal distributions

Année:
2011
Langue:
english
Fichier:
PDF, 186 KB
english, 2011