Volume 41; Issue A

Journal of Applied Probability

Volume 41; Issue A

1

Representations of continuous-time ARMA processes

Brockwell, Peter J.

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 827 KB

english, 2004

2

Scoring probability forecasts for point processes: the entropy score and information gain

Daley, Daryl J., Vere-Jones, David

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 1.96 MB

english, 2004

3

Power variation and stochastic volatility: a review and some new results

Barndorff-Nielsen, Ole E., Graversen, Svend Erik, Shephard, Neil

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 1.19 MB

english, 2004

4

Summability methods and negatively associated random variables

Bingham, N. H., Nili Sani, H. R.

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 862 KB

english, 2004

5

Random-allocation and urn models

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 787 KB

english, 2004

6

A prediction problem of the branching random walk

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 479 KB

english, 2004

7

Box–Cox transformations and heavy-tailed distributions

Teugels, Jef L., Vanroelen, Giovanni

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 1.45 MB

english, 2004

8

Transforming a random variable to a prescribed distribution: an application to school-based assessment

Brown, Timothy C.

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 1.40 MB

english, 2004

9

On diagnostics in conditionally heteroskedastic time series models under elliptical distributions

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 1.32 MB

english, 2004

10

Averaging analysis of a point process adaptive algorithm

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 1.06 MB

english, 2004

11

Interval and band estimation for curves with jumps

Gijbels, Irène, Hall, Peter, Kneip, Aloïs

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 1.76 MB

english, 2004

12

Some effects of trimming on the law of the iterated logarithm

Kesten, Harry, Maller, Ross

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 1.57 MB

english, 2004

13

The eigenvalues of the empirical transition matrix of a Markov chain

Pritchard, Geoffrey, Scott, David J.

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 1.41 MB

english, 2004

14

Non-Gaussian bifurcating models and quasi-likelihood estimation

Basawa, I. V., Zhou, J.

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 949 KB

english, 2004

15

On the foundations of multivariate heavy-tail analysis

Resnick, Sidney

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 2.03 MB

english, 2004

16

On finite exponential moments for branching processes and busy periods for queues

Nakayama, Marvin K., Shahabuddin, Perwez, Sigman, Karl

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 1.09 MB

english, 2004

17

Optimal couplings are totally positive and more

Glasserman, Paul, Yao, David D.

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 1.42 MB

english, 2004

18

A mosaic of triangular cells formed with sequential splitting rules

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 1.70 MB

english, 2004

19

Boundary coiflets for wavelet shrinkage in function estimation

Johnstone, Iain M., Silverman, Bernard W.

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 1.78 MB

english, 2004

20

Estimation for discretely observed diffusions using transform functions

Kelly, Leah, Platen, Eckhard, Sørensen, Michael

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 1.82 MB

english, 2004

21

Stieltjes classes for moment-indeterminate probability distributions

Stoyanov, Jordan

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 1.79 MB

english, 2004

22

Branching processes in near-critical random environments

Jagers, Peter, Klebaner, Fima

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 708 KB

english, 2004

23

Fitting the variance-gamma model to financial data

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 1.25 MB

english, 2004

24

Christopher Charles Heyde, AM, DSc, FAA, FASSA

Gani, Joe, Seneta, Eugene

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 1.03 MB

english, 2004

25

Extremal problems for regenerative phenomena

Kingman, J. F. C.

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 1.30 MB

english, 2004

26

Publications of Christopher Charles Heyde

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 1.13 MB

english, 2004

27

JPR volume 41 issue A Cover and Back matter

Journal:

Journal of Applied Probability

Year:

2004

File:

PDF, 11.06 MB

2004

28

Publications of Christopher Charles Heyde

Journal:

Journal of Applied Probability

Year:

2004

File:

PDF, 1.13 MB

2004

29

JPR volume 41 issue A Cover and Back matter

Journal:

Journal of Applied Probability

Year:

2004

File:

PDF, 11.06 MB

2004

30

Index

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 441 KB

english, 2004