Current Index to Statistics
Stochastic Processes and their Applications
Multivariate extreme values in $T$-periodic random sequences under mild oscillation restrictions
Large sample inference based on multiple observations from nonlinear autoregressive processes
Hwang, Sun Young
Basawa, I. V.
Light traffic approximations in general stationary single-server queues
Daley, D. J.
Finite state Markov decision models with average reward criteria
Feinberg, Eugene A.
Percolation and the hard-core lattice gas model
van den Berg, J.
Steif, J. E.
Estimating the implicit interest rate of a risky asset
Elliott, Robert J.
Rishel, Raymond W.
Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
Roberts, G. O.
Smith, A. F. M.
On the extension of an identity in distribution between a Brownian bridge and the variance of Brownian motion (French)
On autocorrelation estimation in mixed-spectrum Gaussian processes
Recursive identification in continuous-time stochastic processes
Continuous time periodically correlated processes: Spectrum and prediction
Miamee, A. G.
Filtering of derived point processes
A super-Brownian motion with a single point catalyst
Dawson, Donald A.
Local asymptotic normality for multivariate linear processes
The almost sure invariance principles of degenerate $U$-statistics of degree two for stationary random variables
On the perturbation problem for occupation densities
Last passage time for the integral of Brownian motion (French)
Analytic birth-death processes: A Hilbert-space approach
Subexponentially of the product of independent random variables
Cline, D. B. H.
On LIL behaviour for moving averages of some infinitely divisible random measures
Albin, J. M. P.