Stochastic Processes and Related Topics
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21

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Published By Birkhäuser Boston

9781461273899, 9781461220305

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

How Heavy are the Tails of a Stationary HARCH(k) Process? A Study of the Moments

Stochastic Processes and Related Topics ◽

10.1007/978-1-4612-2030-5_5 ◽

1998 ◽

pp. 69-102 ◽

Author(s):

Paul Embrechts ◽

Gennady Samorodnitsky ◽

Michel M. Dacorogna ◽

Ulrich A. Müller

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On the Conditional Variance-Covariance of Stable Random Vectors, II

Stochastic Processes and Related Topics ◽

10.1007/978-1-4612-2030-5_7 ◽

1998 ◽

pp. 123-140 ◽

Author(s):

Stergios B. Fotopoulos

Keyword(s):

Conditional Variance ◽

Random Vectors ◽

Stable Random Vectors

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Global Dependency Measure for Sets of Random Elements: “The Italian Problem” and Some Consequences

Stochastic Processes and Related Topics ◽

10.1007/978-1-4612-2030-5_21 ◽

1998 ◽

pp. 357-375 ◽

Author(s):

Jordan Stoyanov

Keyword(s):

Random Elements

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On Extreme Values in Stationary Random Fields

Stochastic Processes and Related Topics ◽

10.1007/978-1-4612-2030-5_15 ◽

1998 ◽

pp. 275-285 ◽

Author(s):

M. R. Leadbetter ◽

Holger Rootzén

Keyword(s):

Random Fields ◽

Extreme Values ◽

Stationary Random Fields

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The Russian Options

Stochastic Processes and Related Topics ◽

10.1007/978-1-4612-2030-5_13 ◽

1998 ◽

pp. 231-252 ◽

Author(s):

G. Kallianpur

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Three Elementary Proofs of the Central Limit Theorem with Applications to Random Sums

Stochastic Processes and Related Topics ◽

10.1007/978-1-4612-2030-5_2 ◽

1998 ◽

pp. 15-23 ◽

Author(s):

T. Cacoullos ◽

N. Papadatos ◽

V. Papathanasiou

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Random Sums ◽

The Central Limit Theorem

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Multivariate Probability Density and Regression Functions Estimation of Continuous-Time Stationary Processes from Discrete-Time Data

Stochastic Processes and Related Topics ◽

10.1007/978-1-4612-2030-5_17 ◽

1998 ◽

pp. 297-314

Author(s):

Elias Masry

Keyword(s):

Probability Density ◽

Discrete Time ◽

Continuous Time ◽

Stationary Processes ◽

Time Data ◽

Regression Functions ◽

Multivariate Probability

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Algebraic Methods Toward Higher-Order Probability Inequalities

Stochastic Processes and Related Topics ◽

10.1007/978-1-4612-2030-5_10 ◽

1998 ◽

pp. 185-206 ◽

Author(s):

Kenneth I. Gross ◽

Donald St. P. Richards

Keyword(s):

Higher Order ◽

Algebraic Methods ◽

Probability Inequalities ◽

Order Probability

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A Distribution Inequality For Martingales with Bounded Symmetric Differences

Stochastic Processes and Related Topics ◽

10.1007/978-1-4612-2030-5_19 ◽

1998 ◽

pp. 331-337

Author(s):

Loren D. Pitt

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Components of the Strong Markov Property

Stochastic Processes and Related Topics ◽

10.1007/978-1-4612-2030-5_12 ◽

1998 ◽

pp. 219-230

Author(s):

Olav Kallenberg

Keyword(s):

Markov Property ◽

Strong Markov Property ◽

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