2

Tests of Independence in Time Series

Year:
1998
Language:
english
File:
PDF, 289 KB
english, 1998
4

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
8

Asymptotic confidence intervals from a preliminary test estimator

Year:
1990
Language:
english
File:
PDF, 388 KB
english, 1990
9

Parametric estimation for a simple branching diffusion process

Year:
1979
Language:
english
File:
PDF, 600 KB
english, 1979
10

Parametric estimation for simple branching diffusion processes, II

Year:
1986
Language:
english
File:
PDF, 818 KB
english, 1986
11

Brillinger type mixing conditions for a simple branching diffusion process

Year:
1979
Language:
english
File:
PDF, 797 KB
english, 1979
14

Jensen's inequality for g-expectation, Part 2

Year:
2003
Language:
english
File:
PDF, 82 KB
english, 2003
15

Minimax pricing and Choquet pricing

Year:
2006
Language:
english
File:
PDF, 162 KB
english, 2006
16

A comonotonic theorem for BSDEs

Year:
2005
Language:
english
File:
PDF, 251 KB
english, 2005
17

Inequalities for upper and lower probabilities

Year:
2005
Language:
english
File:
PDF, 200 KB
english, 2005
19

On a property of the finite Fourier partial sums process

Year:
1997
Language:
english
File:
PDF, 315 KB
english, 1997
20

Countable state Markov process bootstrap

Year:
1999
Language:
english
File:
PDF, 114 KB
english, 1999
24

On the residuals of autoregressive processes and polynomial regression

Year:
1985
Language:
english
File:
PDF, 338 KB
english, 1985
25

GARCH option pricing: A semiparametric approach

Year:
2008
Language:
english
File:
PDF, 1.21 MB
english, 2008
28

Massively parallel computing: a statistical application

Year:
1998
Language:
english
File:
PDF, 159 KB
english, 1998
31

Discussion of the Papers of Professors Pyke and McLeish

Year:
1984
Language:
english
File:
PDF, 182 KB
english, 1984
34

Some Remarks on Regression with Autoregressive Errors and Their Residual Processes

Year:
1987
Language:
english
File:
PDF, 689 KB
english, 1987
35

A stochastic competing-species model and ergodicity

Year:
2005
Language:
english
File:
PDF, 143 KB
english, 2005
36

A bootstrap for point processes

Year:
1998
Language:
english
File:
PDF, 831 KB
english, 1998
37

Properties of a fourier bootstrap method for time series

Year:
1997
Language:
english
File:
PDF, 359 KB
english, 1997
41

Computer generated simple random samples

Year:
1991
Language:
english
File:
PDF, 369 KB
english, 1991
42

A bootstrap theorem for a preliminary test estimator

Year:
1992
Language:
english
File:
PDF, 304 KB
english, 1992
43

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

Year:
2005
Language:
english
File:
PDF, 1.81 MB
english, 2005
44

A Coupling Proof of Weak Convergence

Year:
1985
Language:
english
File:
PDF, 493 KB
english, 1985
45

A Stochastic Competing-Species Model and Ergodicity

Year:
2005
Language:
english
File:
PDF, 1.32 MB
english, 2005