Current Index to Statistics
Journal of Applied Probability
Restricted quasi-score estimating functions for sample survey data
Chambers, R. L.
Power variation and stochastic volatility: A review and some new results
Barndorff-Nielsen, Ole E.
Graversen, Svend Erik
de la Peña, Victor H.
Pricing risk when distributions are fat tailed
Branching processes in near-critical random environments
Fitting the variance-Gamma model to financial data
On the foundations of multivariate heavy-tail analysis
Box-Cox transformations and heavy-tailed distributions
Teugels, Jef L.
Summability methods and negatively associated random variables
Bingham, N. H.
Nili Sani, H. R.
Transforming a random variable to a prescribed distribution: An application to school-based assessment
Brown, Timothy C.
A prediction problem of the branching random walk
Some effects of trimming on the law of the iterated logarithm
On finite exponential moments for branching processes and busy periods for queues
Nakayama, Marvin K.
Stieltjes classes for moment-indeterminate probability distributions
Scoring probability forecasts for point processes: The entropy score and information gain
Daley, Daryl J.
A mosaic of triangular cells formed with sequential splitting rules
Random-allocation and urn models
Optimal couplings are totally positive and more
Yao, David D.
Extremal problems for regenerative phenomena
Kingman, J. F. C.
The eigenvalues of the empirical transition matrix of a Markov chain
Scott, David J.
Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence
Anh, V. V.
Leonenko, N. N.
Sakhno, L. M.
Averaging analysis of a point process adaptive algorithm
Representations of continuous-time ARMA processes
Brockwell, Peter J.
Asymptotics of the sample mean and sample covariance of long-range-dependent series
On diagnostics in conditionally heteroskedastic time series models under elliptical distributions
Non-Gaussian bifurcating models and quasi-likelihood estimation
Basawa, I. V.
Interval and band estimation for curves with jumps
Boundary coiflets for wavelet shrinkage in function estimation
Johnstone, Iain M.
Silverman, Bernard W.
Estimation for discretely observed diffusions using transform functions