Current Index to Statistics
Stochastic Processes and their Applications
A local limit theorem for independent random variables
Maller, R. A.
Strongly ergodic Markov chains and rates of convergence using spectral conditions
Luecke, Glenn R.
Moment inequalities for a class of stochastic systems
Estimation for discrete time nonhomogeneous Markov chains
Fleming, Thomas R.
Harrington, David P.
Optimal replacement policy for the case where the damage process is a one-sided Levy process
On two cascade models
Chamayou, J. M. F.
The inverse Balayage problem for Markov chains
Karr, A. F.
Pittenger, A. O.
Unimodality preservation in Markov chains
First-passage times in skip-free processes
Tweedie, R. L.
Realizing a weak solution on a probability space
Benes, V. E.
On normal characterizations by the distribution of linear forms, assuming finite variance
Arnold, Barry C.
Isaacson, Dean L.
An alternative approach to nonlinear filtering
Markov chain with finite convergence time
Bounds for the variance of certain stationary point processes
Daley, D. J.
Some asymptotic expansions of moments of order statistics
Markov chains and processes with a prescribed invariant measure
Karr, Alan F.
On the infinite divisibility of the ratio of two gamma-distributed variables
Goovaerts, M. J.
De Pril, N.
Distribution results for the occupation measures of continuous Gaussian fields
Adler, Robert J.
Asymptotic property of the distribution of the maxima of a random walk
First hitting time models for the generalized inverse Gaussian distribution
A representation for self-similar processes
Taqqu, Murad S.
First order autoregressive Markov processes
Lai, C. D.
Distribution of the minimum number of points in a scanning interval on the line
Huntington, Raymond J.
Continuity of a class of random time transformations
Helland, Inge S.
Branching Brownian motion with absorption