Volume 82; Issue 1

2

A note on a Marčenko–Pastur type theorem for time series

Year:
2012
Language:
english
File:
PDF, 298 KB
english, 2012
4

Asymptotic efficiency of ridge estimator in linear and semiparametric linear models

Year:
2012
Language:
english
File:
PDF, 197 KB
english, 2012
6

The first-passage times of phase semi-Markov processes

Year:
2012
Language:
english
File:
PDF, 250 KB
english, 2012
8

Wrapped weighted exponential distributions

Year:
2012
Language:
english
File:
PDF, 244 KB
english, 2012
9

Moderate deviations for a risk model based on the customer-arrival process

Year:
2012
Language:
english
File:
PDF, 223 KB
english, 2012
10

Bootstrap confidence interval for a correlation curve

Year:
2012
Language:
english
File:
PDF, 317 KB
english, 2012
13

On convex hull of -dimensional fractional Brownian motion

Year:
2012
Language:
english
File:
PDF, 186 KB
english, 2012
16

A normal inverse Gaussian model for a risky asset with dependence

Year:
2012
Language:
english
File:
PDF, 333 KB
english, 2012
17

A generalized Isserlis theorem for location mixtures of Gaussian random vectors

Year:
2012
Language:
english
File:
PDF, 200 KB
english, 2012
18

Spectral analytic comparisons for data augmentation

Year:
2012
Language:
english
File:
PDF, 223 KB
english, 2012
19

Ruin probabilities of a bidimensional risk model with investment

Year:
2012
Language:
english
File:
PDF, 237 KB
english, 2012
20

On the convergence of LePage series in Skorokhod space

Year:
2012
Language:
english
File:
PDF, 216 KB
english, 2012
22

Backbone decomposition for continuous-state branching processes with immigration

Year:
2012
Language:
english
File:
PDF, 263 KB
english, 2012
23

A note on using periodogram-based distances for comparing spectral densities

Year:
2012
Language:
english
File:
PDF, 476 KB
english, 2012
24

On the orthogonal component of BSDEs in a Markovian setting

Year:
2012
Language:
english
File:
PDF, 234 KB
english, 2012
25

The diminishing segment process

Year:
2012
Language:
english
File:
PDF, 211 KB
english, 2012
26

Almost surely convergent summands of a random sum

Year:
2012
Language:
english
File:
PDF, 208 KB
english, 2012
27

A note on first-passage times of continuously time-changed Brownian motion

Year:
2012
Language:
english
File:
PDF, 307 KB
english, 2012
28

The -level crossings of a random algebraic polynomial with dependent coefficients

Year:
2012
Language:
english
File:
PDF, 234 KB
english, 2012
32

A note on Gaussian correlation inequalities for nonsymmetric sets

Year:
2012
Language:
english
File:
PDF, 221 KB
english, 2012
33

Editorial Board

Year:
2012
Language:
english
File:
PDF, 51 KB
english, 2012