52

Stochastic properties of the linear multifractional stable motion

Year:
2004
Language:
english
File:
PDF, 291 KB
english, 2004
54

How the Instability of Ranks Under Long Memory Affects Large-Sample Inference

Year:
2018
Language:
english
File:
PDF, 402 KB
english, 2018
57

Multiple stochastic integrals with dependent integrators

Year:
1987
Language:
english
File:
PDF, 915 KB
english, 1987
58

(1α)-Self similar α-stable processes with stationary increments

Year:
1990
Language:
english
File:
PDF, 296 KB
english, 1990
63

Convergence to a Gaussian limit as the normalization exponent tends to 12

Year:
1991
Language:
english
File:
PDF, 459 KB
english, 1991
66

Infinite variance stable moving averages with long memory

Year:
1996
Language:
english
File:
PDF, 848 KB
english, 1996
67

Sojourn in an elliptical domain

Year:
1986
Language:
english
File:
PDF, 353 KB
english, 1986
68

Probability bounds for M-Skorohod oscillations

Year:
1989
Language:
english
File:
PDF, 503 KB
english, 1989
72

Fractional ARIMA with stable innovations

Year:
1995
Language:
english
File:
PDF, 1.48 MB
english, 1995
80

Regularization and integral representations of Hermite processes

Year:
2010
Language:
english
File:
PDF, 264 KB
english, 2010
81

Meaningful MRA initialization for discrete time series

Year:
2000
Language:
english
File:
PDF, 464 KB
english, 2000
82

Estimation of the self-similarity parameter in linear fractional stable motion

Year:
2002
Language:
english
File:
PDF, 343 KB
english, 2002
87

Efficient linac-based production of slow positrons

Year:
1997
Language:
english
File:
PDF, 443 KB
english, 1997
90

A critical look at Lo's modified R/S statistic

Year:
1999
Language:
english
File:
PDF, 246 KB
english, 1999
91

Convergence of normalized quadratic forms

Year:
1999
Language:
english
File:
PDF, 167 KB
english, 1999