Volume 41A

Journal of Applied Probability

Volume 41A

1

Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence

Anh, V. V., Leonenko, N. N., Sakhno, L. M.

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 204 KB

english, 2004

2

Option bounds

de la Pe�a, Victor H., Ibragimov, Rustam, Jordan, Steve

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 149 KB

english, 2004

3

Representations of continuous-time ARMA processes

Brockwell, Peter J.

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 178 KB

english, 2004

4

Asymptotics of the sample mean and sample covariance of long-range-dependent series

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 142 KB

english, 2004

5

Restricted quasi-score estimating functions for sample survey data

Lin, Y.-X., Steel, D., Chambers, R. L.

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 139 KB

english, 2004