Institute of Mathematical Statistics Lecture Notes - Monograph Series - Probability, statistics and their applications: papers in honor of Rabi Bhattacharya
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Published By Institute Of Mathematical Statistics

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Effects of smoothing on distribution approximations

Institute of Mathematical Statistics Lecture Notes - Monograph Series - Probability, statistics and their applications: papers in honor of Rabi Bhattacharya ◽

10.1214/lnms/1215091664 ◽

2003 ◽

pp. 169-185 ◽

Cited By ~ 1

Author(s):

Peter Hall ◽

Xiao-Hua Zhou

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Iteration of IID random maps on $\bold R\sp +$

Institute of Mathematical Statistics Lecture Notes - Monograph Series - Probability, statistics and their applications: papers in honor of Rabi Bhattacharya ◽

10.1214/lnms/1215091654 ◽

2003 ◽

pp. 1-14

Author(s):

K. B. Athreya

Keyword(s):

Random Maps

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On Itô's complex measure condition

Institute of Mathematical Statistics Lecture Notes - Monograph Series - Probability, statistics and their applications: papers in honor of Rabi Bhattacharya ◽

10.1214/lnms/1215091658 ◽

2003 ◽

pp. 65-80 ◽

Cited By ~ 1

Author(s):

Larry Chen ◽

Scott Dobson ◽

Ronald Guenther ◽

Chris Orum ◽

Mina Ossiander ◽

...

Keyword(s):

Complex Measure

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Singular stochastic control in optimal investment and hedging in the presence of transaction costs

Institute of Mathematical Statistics Lecture Notes - Monograph Series - Probability, statistics and their applications: papers in honor of Rabi Bhattacharya ◽

10.1214/lnms/1215091666 ◽

2003 ◽

pp. 209-227

Author(s):

Tze Leung Lai ◽

Tiong Wee Lim

Keyword(s):

Transaction Costs ◽

Stochastic Control ◽

Optimal Investment ◽

Singular Stochastic Control

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Polynomially harmonizable processes and finitely polynomially determined Lévy processes

Institute of Mathematical Statistics Lecture Notes - Monograph Series - Probability, statistics and their applications: papers in honor of Rabi Bhattacharya ◽

10.1214/lnms/1215091663 ◽

2003 ◽

pp. 153-167

Author(s):

A. Goswami ◽

A. Sengupta

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Harmonizable Processes

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A theorem of large deviations for the equilibrium prices in random exchange economies

Institute of Mathematical Statistics Lecture Notes - Monograph Series - Probability, statistics and their applications: papers in honor of Rabi Bhattacharya ◽

10.1214/lnms/1215091668 ◽

2003 ◽

pp. 247-256

Author(s):

Esa Nummelin

Keyword(s):

Large Deviations ◽

Exchange Economies ◽

Equilibrium Prices

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Transition density of a reflected symmetric stable Lévy process in an orthant

Institute of Mathematical Statistics Lecture Notes - Monograph Series - Probability, statistics and their applications: papers in honor of Rabi Bhattacharya ◽

10.1214/lnms/1215091661 ◽

2003 ◽

pp. 117-131

Author(s):

Amites Dasgupta ◽

S. Ramasubramanian

Keyword(s):

Lévy Process ◽

Transition Density ◽

Levy Process ◽

Stable Lévy Process

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Brownian motion and the classical groups

Institute of Mathematical Statistics Lecture Notes - Monograph Series - Probability, statistics and their applications: papers in honor of Rabi Bhattacharya ◽

10.1214/lnms/1215091660 ◽

2003 ◽

pp. 97-116 ◽

Cited By ~ 13

Author(s):

Anthony D'Aristotile ◽

Persi Diaconis ◽

Charles M. Newman

Keyword(s):

Brownian Motion ◽

Classical Groups

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$\theta$-expansions and the generalized Gauss map

Institute of Mathematical Statistics Lecture Notes - Monograph Series - Probability, statistics and their applications: papers in honor of Rabi Bhattacharya ◽

10.1214/lnms/1215091657 ◽

2003 ◽

pp. 49-64 ◽

Cited By ~ 2

Author(s):

Santanu Chakraborty ◽

B. V. Rao

Keyword(s):

Gauss Map

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Asymptotic estimation theory of change-point problems for time series regression models and its applications

Institute of Mathematical Statistics Lecture Notes - Monograph Series - Probability, statistics and their applications: papers in honor of Rabi Bhattacharya ◽

10.1214/lnms/1215091669 ◽

2003 ◽

pp. 257-284

Author(s):

Takayuki Shiohama ◽

Masanobu Taniguchi ◽

Madan L. Puri

Keyword(s):

Time Series ◽

Change Point ◽

Regression Models ◽

Estimation Theory ◽

Theory Of Change ◽

Time Series Regression ◽

Asymptotic Estimation

Download Full-text

Institute of Mathematical Statistics Lecture Notes - Monograph Series - Probability, statistics and their applications: papers in honor of Rabi BhattacharyaLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Institute Of Mathematical Statistics

Effects of smoothing on distribution approximations

Iteration of IID random maps on $\bold R\sp +$

On Itô's complex measure condition

Singular stochastic control in optimal investment and hedging in the presence of transaction costs

Polynomially harmonizable processes and finitely polynomially determined Lévy processes

A theorem of large deviations for the equilibrium prices in random exchange economies

Transition density of a reflected symmetric stable Lévy process in an orthant

Brownian motion and the classical groups

$\theta$-expansions and the generalized Gauss map

Asymptotic estimation theory of change-point problems for time series regression models and its applications

Institute of Mathematical Statistics Lecture Notes - Monograph Series - Probability, statistics and their applications: papers in honor of Rabi Bhattacharya
Latest Publications