Volume 45.
(as bibtex)
25 references.
Articles

111. Stochastic comparisons of Itô processes
Cinlar, Erhan,
Bassan, Bruno,
Çinlar, Erhan,
Scarsini, Marco

115125. A finite characterization of weak lumpable Markov processes. Part II: The continuous time case
Rubino, Gerardo,
Sericola, Bruno

127140. Remarks of the sojourn times of a semiMarkov process
Todorovic, P.

1328. NonMarkovian invariant measures are hyperbolic
Crauel, Hans

141154. Interchangeability of expectation and differentiation of waiting times in GI/G/1 queues
Wardi, Y.

155167. On the sample variance of linear statistics derived from mixing sequences
Politis, Dimitris N.,
Romano, Joseph P.

169182. Smoothed periodogram asymptotics and estimation for processes and fields with possible longrange dependence
Heyde, C. C.,
Gay, R.

183192. Necessary and sufficient conditions for a secondorder WienerItô integral process to be mixing
Chambers, Daniel W.

193207. Limit theorems for a sequence of nonlinear reactiondiffusion systems
Blount, Douglas

209230. Stability equations for processes with stationary independent increments using branching processes and Poisson mixtures
van Harn, K.,
Steutel, F. W.

231242. Recurrence of Markov branching processes with immigration
Chen, Anyue,
Renshaw, Eric

243258. Linear birth and death processes under the influence of disasters with timedependent killing probabilities
Bartoszynski, Robert,
Peng, NanFu,
Pearl, Dennis K.,
Chan, Wenyaw,
Bartoszyński, Robert

259271. Central limit theorems of partial sums for large segmental values
Dembo, Amir,
Karlin, Samuel

273281. Conditional intensities and coincidence properties of stochastic processes with embedded point processes
Konig, Dieter,
Koenig, Dieter,
König, Dieter,
Schmidt, Volker

283294. Convergence of integrals of uniform empirical and quantile processes
Horvath, Lajos,
Csoergo, Miklos,
Csorgo, Miklos,
Csörgő, Miklós,
Horváth, Lajos,
Shao, QiMan

2944. The backward canonical representations and interpolations for multiple Markov Gaussian processes
Hibino, Yuji

295308. $L_p$approximations of weighted partial sum processes
Szyszkowicz, Barbara

309318. Integration of covariance kernels and stationarity
Lasinger, Rudolf

319329. $r$quick convergence for regenerative processes with applications to sequential analysis
Irle, A.

331349. Nonparametric inference for a doubly stochastic Poisson process
Utikal, Klaus J.

351361. Consistency of crossvalidation when the data are curves
Hart, Jeffrey D.,
Wehrly, Thomas E.

4559. Adaptive tests for stochastic processes in the ergodic case
Luschgy, Harald,
Rukhin, Andrew L.,
Vajda, Igor

6172. Fractional differentiation in the selfaffine case, II  Extremal process
Zaehle, M.,
Zahle, M.,
Patzschke, N.,
Zähle, M.

7394. On dependent marking and thinning of point processes
Last, Gunter,
Last, Guenter,
Last, Günter

95114. Aggregation of Markov chains
Boucherie, Richard J.