Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes
I.V. Basawa, S.Y. Hwang
págs. 209-220
The supremum of a Gaussian process over a random interval
Sem Borst, Bert Zwart, Krzystof D&ecedil;bicki
págs. 221-234
Fixed design regression quantiles for time series
D.A. Ioannides
págs. 235-245
The observed total time on test and the observed excess wealth
Xiaohu Li, Moshe Shaked
págs. 247-258
Optimality of type I orthogonal arrays for general interference model with correlated observations
A. Markiewicz, K. Filipiak
págs. 259-265
págs. 267-272
págs. 273-286
Maxima of sums and random sums for negatively associated random variables with heavy tails
Dingcheng Wang, Qihe Tang
págs. 287-295
A remark about the norm of a Brownian bridge
M. Yor, L. Zambotti
págs. 297-304
págs. 305-314
Maximum likelihood estimation of dependence parameter using ranked set sampling
Reza Modarres, Gang Zheng
págs. 315-323
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