2

Tests of Independence in Time Series

Year:
1998
Language:
english
File:
PDF, 289 KB
english, 1998
5

Securitization of motor insurance loss rate risks

Year:
2009
Language:
english
File:
PDF, 2.67 MB
english, 2009
6

Option Valuation with Normal Mixture GARCH Models

Year:
2008
Language:
english
File:
PDF, 685 KB
english, 2008
7

A comonotonic theorem for BSDEs

Year:
2005
Language:
english
File:
PDF, 251 KB
english, 2005
8

GARCH option pricing: A semiparametric approach

Year:
2008
Language:
english
File:
PDF, 1.21 MB
english, 2008
12

A stochastic competing-species model and ergodicity

Year:
2005
Language:
english
File:
PDF, 143 KB
english, 2005
13

A stochastic competing-species model and ergodicity

Year:
2005
Language:
english
File:
PDF, 171 KB
english, 2005
16

Asymptotic confidence intervals from a preliminary test estimator

Year:
1990
Language:
english
File:
PDF, 388 KB
english, 1990
17

A bootstrap theorem for a preliminary test estimator

Year:
1992
Language:
english
File:
PDF, 304 KB
english, 1992
20

Jensen's inequality for g-expectation, Part 2

Year:
2003
Language:
english
File:
PDF, 82 KB
english, 2003
22

Brillinger type mixing conditions for a simple branching diffusion process

Year:
1979
Language:
english
File:
PDF, 797 KB
english, 1979
23

Parametric estimation for a simple branching diffusion process

Year:
1979
Language:
english
File:
PDF, 600 KB
english, 1979
25

Some remarks on regression with autoregressive errors and their residual processes

Year:
1987
Language:
english
File:
PDF, 1.62 MB
english, 1987
26

Minimax pricing and Choquet pricing

Year:
2006
Language:
english
File:
PDF, 162 KB
english, 2006
27

Inequalities for upper and lower probabilities

Year:
2005
Language:
english
File:
PDF, 200 KB
english, 2005
28

On a property of the finite Fourier partial sums process

Year:
1997
Language:
english
File:
PDF, 315 KB
english, 1997
29

On the residuals of autoregressive processes and polynomial regression

Year:
1985
Language:
english
File:
PDF, 338 KB
english, 1985
30

Some Remarks on Regression with Autoregressive Errors and Their Residual Processes

Year:
1987
Language:
english
File:
PDF, 689 KB
english, 1987
31

Properties of a fourier bootstrap method for time series

Year:
1997
Language:
english
File:
PDF, 359 KB
english, 1997
36

A bootstrap for point processes

Year:
1998
Language:
english
File:
PDF, 831 KB
english, 1998
38

Computer generated simple random samples

Year:
1991
Language:
english
File:
PDF, 369 KB
english, 1991
41

Massively parallel computing: a statistical application

Year:
1998
Language:
english
File:
PDF, 159 KB
english, 1998
42

Discussion of the Papers of Professors Pyke and McLeish

Year:
1984
Language:
english
File:
PDF, 182 KB
english, 1984
47

High Moment Partial Sum Processes of Residuals in GARCH Models and Their Applications

Year:
2005
Language:
english
File:
PDF, 1.81 MB
english, 2005