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1

Martingales and Markov Chains: Solved Exercises and Elements of Theoryby Paolo Baldi; Laurent Mazliak; Pierre Priouret

Review by: Paul Embrechts

Journal:

Journal of the American Statistical Association

Year:

2003

Language:

english

File:

PDF, 336 KB

english, 2003

2

Probability: A Survey of the Mathematical Theory.by John W. Lamperti

Review by: Paul Embrechts

Journal:

Journal of the American Statistical Association

Year:

1997

Language:

english

File:

PDF, 88 KB

english, 1997

3

The Pleasures of Countingby T. W. Korner

Review by: Paul Embrechts

Journal:

Journal of the American Statistical Association

Year:

1998

Language:

english

File:

PDF, 90 KB

english, 1998

4

Handbook of Brownian Motion-Facts and Formulaeby Andrei N. Borodin; Paavo Salminen

Review by: Paul Embrechts

Journal:

Journal of the American Statistical Association

Year:

1998

Language:

english

File:

PDF, 89 KB

english, 1998

5

Telegraphic Reviews

Review by: Willa Chen, Joseph Cavanaugh, Peter C. Kiessler, Paul Embrechts, Nils C. Reich, Shaun S. Wulff, Timothy J. Robinson, Daniel B. Hall and Michael Sherman

Journal:

Journal of the American Statistical Association

Year:

2007

Language:

english

File:

PDF, 634 KB

english, 2007

6

Telegraphic Reviews

Review by: Mario Peruggia, Paul A. L. Embrechts, Christine M. Anderson-Cook and Russell V. Lenth

Journal:

Journal of the American Statistical Association

Year:

2004

Language:

english

File:

PDF, 508 KB

english, 2004

7

Telegraphic Reviews

Review by: Michael Sherman, Paul Embrechts, Robert Lund, Jay Devore and Victor Patrangenaru

Journal:

Journal of the American Statistical Association

Year:

2008

Language:

english

File:

PDF, 438 KB

english, 2008

8

Statistics of Financial Markets: An Introduction, 2nd Editionby Jürgen Franke; Wolfgang K. Härdle; Christian M. Hafner

Review by: Paul Embrechts

Journal:

International Statistical Review

Year:

2008

Language:

english

File:

PDF, 266 KB

english, 2008

9

Discrete Probabilityby Hugh I. Gordon

Review by: Paul Embrechts

Journal:

Journal of the American Statistical Association

Year:

1998

Language:

english

File:

PDF, 563 KB

english, 1998

10

An Introduction to Measure and Probabilityby John C. Taylor

Review by: Paul Embrechts

Journal:

Journal of the American Statistical Association

Year:

1998

Language:

english

File:

PDF, 88 KB

english, 1998

11

Bonferroni-Type Inequality With Applications.by J. Galambos; I. Simonelli

Review by: Paul Embrechts

Journal:

Journal of the American Statistical Association

Year:

1997

Language:

english

File:

PDF, 501 KB

english, 1997

12

Probability with a View Toward Statistics.by J. Hoffmann-Jorgensen

Review by: Paul Embrechts

Journal:

Journal of the American Statistical Association

Year:

1995

Language:

english

File:

PDF, 268 KB

english, 1995

13

Algorithmic Probability: A Collection of Problemsby Marcel F. Neuts

Review by: Paul Embrechts

Journal:

Journal of the American Statistical Association

Year:

1996

Language:

english

File:

PDF, 301 KB

english, 1996

14

A Course in Probability and Statisticsby Charles J. Stone

Review by: Paul Embrechts

Journal:

Journal of the American Statistical Association

Year:

1996

Language:

english

File:

PDF, 538 KB

english, 1996

15

Diffusions, Markov Processes and Martingales. Volume 2: Ito Calculusby L. C. G. Rogers; D. Williams

Review by: Paul Embrechts

Journal:

Journal of the American Statistical Association

Year:

2001

Language:

english

File:

PDF, 88 KB

english, 2001

16

Seminaire des Probabilities XXXIVby J. Azema; M. Emery; M. Ledoux; M. Yor

Review by: Paul Embrechts

Journal:

Journal of the American Statistical Association

Year:

2001

Language:

english

File:

PDF, 88 KB

english, 2001

17

Telegraphic Reviews

Review by: Tapabrata Maiti, Jon Wakefield, Paul A. L. Embrechts, Vincent J. Carey, Mario Peruggia, Robert Gentleman, Phil Spector, Roger Ghanem, Mary Kathryn Cowles, David Hunter and Russell V. Lenth

Journal:

Journal of the American Statistical Association

Year:

2004

Language:

english

File:

PDF, 824 KB

english, 2004

18

Telegraphic Reviews

Review by: Tapabrata Maiti, Mario Peruggia, Robert Lund, Mary Kathryn Cowles, Michael D. Larsen, Paul A. L. Embrechts and Christine M. Anderson-Cook

Journal:

Journal of the American Statistical Association

Year:

2004

Language:

english

File:

PDF, 831 KB

english, 2004

19

Telegraphic Reviews

Review by: Christine M. Anderson-Cook and Paul Embrechts

Journal:

Journal of the American Statistical Association

Year:

2005

Language:

english

File:

PDF, 333 KB

english, 2005

20

Telegraphic Reviews

Review by: Tapabrata Maiti, Ryan E. Wiegand, Linnea A. Polgreen, Thomas E. Bradstreet, Duncan Temple Lang, Paul Embrechts, Robert Lund and Jane L. Harvill

Journal:

Journal of the American Statistical Association

Year:

2007

Language:

english

File:

PDF, 661 KB

english, 2007

21

Telegraphic Reviews

Review by: Peter C. Kiessler, Paul Embrechts, Christine M. Anderson-Cook, Thomas E. Bradstreet, J. Wade Davis and Mary Kathryn Cowles

Journal:

Journal of the American Statistical Association

Year:

2007

Language:

english

File:

PDF, 527 KB

english, 2007

22

Telegraphic Reviews

Review by: Thomas E. Bradstreet, Allan S. Cohen, Christine M. Anderson-Cook, John R. Cook, Timothy J. Robinson, Joseph Cavanaugh, Paul Embrechts and Jacob J. Oleson

Journal:

Journal of the American Statistical Association

Year:

2008

Language:

english

File:

PDF, 711 KB

english, 2008

23

Applied Stochastic Processesby Mario Lefebvre

Review by: Paul Embrechts

Journal:

Journal of the American Statistical Association

Year:

2008

Language:

english

File:

PDF, 295 KB

english, 2008

24

Telegraphic Reviews

Review by: Mario Peruggia, Paul Embrechts, Eric P. Smith and Sreenivasa Rao Jammalamadaka

Journal:

Journal of the American Statistical Association

Year:

2003

Language:

english

File:

PDF, 496 KB

english, 2003

25

Telegraphic Reviews

Review by: Robert Lund, Christine M. Anderson-Cook, Mario Peruggia and Paul Embrechts

Journal:

Journal of the American Statistical Association

Year:

2003

Language:

english

File:

PDF, 384 KB

english, 2003

26

Time Series: Data Analysis and Theoryby David R. Brillinger

Review by: Paul Embrechts

Journal:

Journal of the American Statistical Association

Year:

2002

Language:

english

File:

PDF, 93 KB

english, 2002

27

An Introduction to Statistical Modeling of Extreme Valuesby Stuart Coles

Review by: Paul Embrechts

Journal:

Journal of the American Statistical Association

Year:

2002

Language:

english

File:

PDF, 104 KB

english, 2002

28

Understanding Economic Forecastsby David F. Hendry; Neil R. Ericsson

Review by: Paul Embrechts

Journal:

Journal of the American Statistical Association

Year:

2002

Language:

english

File:

PDF, 100 KB

english, 2002

29

Stochastics in Finite and Infinite Dimensions: In Honor of Gopinath Kallianpurby Takeyuki Hida

Review by: Paul Embrechts

Journal:

Journal of the American Statistical Association

Year:

2001

Language:

english

File:

PDF, 213 KB

english, 2001