Stable Processes and Related Topics
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16

(FIVE YEARS 0)

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5

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Published By Birkhäuser Boston

9781468467802, 9781468467789

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Alternative multivariate stable distributions and their applications to financial modeling

Stable Processes and Related Topics ◽

10.1007/978-1-4684-6778-9_6 ◽

1991 ◽

pp. 107-119 ◽

Cited By ~ 21

Author(s):

Stefan Mittnik ◽

Svetlozar T. Rachev

Keyword(s):

Stable Distributions ◽

Financial Modeling

Capacities, Large Deviations and Loglog Laws

Stable Processes and Related Topics ◽

10.1007/978-1-4684-6778-9_3 ◽

1991 ◽

pp. 43-83 ◽

Cited By ~ 10

Author(s):

George L. O’brien ◽

Wim Vervaat

Keyword(s):

Large Deviations

An Extremal Problem in H p of the Upper Half Plane with Application to Prediction of Stochastic Processes

Stable Processes and Related Topics ◽

10.1007/978-1-4684-6778-9_10 ◽

1991 ◽

pp. 199-252

Author(s):

Balram S. Rajput ◽

Kavi Rama-Murthy ◽

Carl Sundberg

Keyword(s):

Stochastic Processes ◽

Extremal Problem ◽

Half Plane ◽

Upper Half Plane

Gaussian measures of large balls in ℝn

Stable Processes and Related Topics ◽

10.1007/978-1-4684-6778-9_1 ◽

1991 ◽

pp. 1-25 ◽

Cited By ~ 1

Author(s):

Werner Linde

Keyword(s):

Gaussian Measures

Characterizations of ergodic stationary stable processes via the dynamical functional

Stable Processes and Related Topics ◽

10.1007/978-1-4684-6778-9_16 ◽

1991 ◽

pp. 317-328 ◽

Cited By ~ 2

Author(s):

Krzysztof Podgórski ◽

Aleksander Weron

Keyword(s):

Stable Processes

On Multiple Markov SαS Processes

Stable Processes and Related Topics ◽

10.1007/978-1-4684-6778-9_11 ◽

1991 ◽

pp. 253-260

Author(s):

V. Mandrekar ◽

B. Thelen

Bounded Stationary Stable Processes and Entropy

Stable Processes and Related Topics ◽

10.1007/978-1-4684-6778-9_5 ◽

1991 ◽

pp. 101-105

Author(s):

John P. Nolan

Keyword(s):

Stable Processes

Multiple stable integrals appearing in weak limits

Stable Processes and Related Topics ◽

10.1007/978-1-4684-6778-9_15 ◽

1991 ◽

pp. 305-316

Author(s):

Jerzy Szulga

Keyword(s):

Weak Limits

A Stochastic Integral Representation for the Bootstrap of the Sample Mean

Stable Processes and Related Topics ◽

10.1007/978-1-4684-6778-9_14 ◽

1991 ◽

pp. 297-303 ◽

Cited By ~ 1

Author(s):

John Kinateder

Keyword(s):

Integral Representation ◽

Stochastic Integral ◽

Sample Mean ◽

Stochastic Integral Representation

A Characterization of the Asymptotic Behavior of Stationary Stable Processes

Stable Processes and Related Topics ◽

10.1007/978-1-4684-6778-9_9 ◽

1991 ◽

pp. 181-198 ◽

Cited By ~ 5

Author(s):

Joshua B. Levy ◽

Murad S. Taqqu

Keyword(s):

Asymptotic Behavior ◽

Stable Processes