UB Paderborn / Katalog / Suche / in CDI

Sortiert nach

Einfacher Volltextzugriff von (fast) überall

Installieren Sie die LibKey Nomad-Browsererweiterung und erhalten Sie von vielen Webseiten einfachen Zugriff auf lizenzierte Volltexte oder Open Access Publikationen. Mehr erfahren...

L'invention de la technologie: Une histoire intellectuelle avec André Leroi-Gourhan [The invention of technology: An intellectual history with André Leroi-Gourhan] by Nathan Schlanger (review)

Technology and Culture, 2024-04, Vol.65 (2), p.748-749

Soulier, Philippe

2024

Volltextzugriff (PDF)

Practical Drift Conditions for Subgeometric Rates of Convergence

The Annals of applied probability, 2004-08, Vol.14 (3), p.1353-1377

2004

Volltextzugriff (PDF)

TAIL MEASURE AND SPECTRAL TAIL PROCESS OF REGULARLY VARYING TIME SERIES

The Annals of applied probability, 2018-12, Vol.28 (6), p.3884-3921

2018

Volltextzugriff (PDF)

The tail measure and tail spectral process of regularly varying time series

The Annals of applied probability, 2018, Vol.6 (28), p.3884-3921

2018

Volltextzugriff (PDF)

Convergence to Stable Laws in the Space D

Journal of applied probability, 2015-03, Vol.52 (1), p.1-17

2015

Volltextzugriff (PDF)

Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances

Advances in applied probability, 2012-12, Vol.44 (4), p.1113-1141

2012

Volltextzugriff (PDF)

Convergence to Stable Laws in the Space D

Journal of applied probability, 2015-03, Vol.52 (1), p.1-17

2015

Volltextzugriff (PDF)

Estimating the scaling function of multifractal measures and multifractal random walks using ratios

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2014-02, Vol.20 (1), p.334-376

2014

Volltextzugriff (PDF)

Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances

Advances in applied probability, 2012-12, Vol.44 (4), p.1113-1141

2012

Volltextzugriff (PDF)

Computable Convergence Rates for Sub-Geometric Ergodic Markov Chains

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2007-08, Vol.13 (3), p.831-848

2007

Volltextzugriff (PDF)

Broadband Log-Periodogram Regression of Time Series with Long-Range Dependence

The Annals of statistics, 1999-08, Vol.27 (4), p.1415-1439

1999

Volltextzugriff (PDF)

LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS

Econometric theory, 2014-06, Vol.30 (3), p.536-579

2014

Volltextzugriff (PDF)

Function-indexed empirical processes based on an infinite source Poisson transmission stream

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2012-08, Vol.18 (3), p.783-802

2012

Volltextzugriff (PDF)

CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY

Econometric theory, 2009-06, Vol.25 (3), p.764-792

2009

Volltextzugriff (PDF)

Corrigendum to "Estimating Long Memory in Volatility"

Econometrica, 2008-05, Vol.76 (3), p.661-662

2008

Volltextzugriff (PDF)

VIE DE LA SOCIÉTÉ

Bulletin de la Société préhistorique française, 2014-07, Vol.111 (3), p.557-567

2014

Volltextzugriff (PDF)

Estimating Long Memory in Volatility

Econometrica, 2005-07, Vol.73 (4), p.8

2005

Volltextzugriff (PDF)

VIE DE LA SOCIÉTÉ

Bulletin de la Société préhistorique française, 2013-07, Vol.110 (3), p.567-580

2013

Volltextzugriff (PDF)

Gérard Bailloud (4 décembre 1919/30 août 2010)

Bulletin de la Société préhistorique française, 2011-07, Vol.108 (3), p.415-469

2011

Volltextzugriff (PDF)

VIE DE LA SOCIÉTÉ

Bulletin de la Société préhistorique française, 2014-01, Vol.111 (1), p.171-186

2014

Volltextzugriff (PDF)

Propagation of Memory Parameter from Durations to Counts

Econometric theory, 2009, Vol.25 (3), p.764-792

2009

Volltextzugriff (PDF)

Estimation of the Memory Parameter of the Infinite-Source Poisson Process

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2007-05, Vol.13 (2), p.473-491

2007

Volltextzugriff (PDF)

Computable Convergence Rates for Subgeometrically Ergodic Markov Chains

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2007-08, Vol.13 (3)

2007

Volltextzugriff (PDF)

Estimation of bivariate excess probabilities for elliptical models

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2008-11, Vol.14 (4), p.1065-1088

2008

Volltextzugriff (PDF)

VIE DE LA SOCIÉTÉ

Bulletin de la Société préhistorique française, 2013-01, Vol.110 (1), p.171-189

2013

Volltextzugriff (PDF)

1 – 25 von 66

Menü

Weitere Dienste

Einstellungen

L'invention de la technologie: Une histoire intellectuelle avec André Leroi-Gourhan [The invention of technology: An intellectual history with André Leroi-Gourhan] by Nathan Schlanger (review)

Practical Drift Conditions for Subgeometric Rates of Convergence

TAIL MEASURE AND SPECTRAL TAIL PROCESS OF REGULARLY VARYING TIME SERIES

The tail measure and tail spectral process of regularly varying time series

Convergence to Stable Laws in the Space D

Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances

Convergence to Stable Laws in the Space D

Estimating the scaling function of multifractal measures and multifractal random walks using ratios

Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances

Computable Convergence Rates for Sub-Geometric Ergodic Markov Chains

Broadband Log-Periodogram Regression of Time Series with Long-Range Dependence

LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS

Function-indexed empirical processes based on an infinite source Poisson transmission stream

CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY

Corrigendum to "Estimating Long Memory in Volatility"

VIE DE LA SOCIÉTÉ

Estimating Long Memory in Volatility

VIE DE LA SOCIÉTÉ

Gérard Bailloud (4 décembre 1919/30 août 2010)

VIE DE LA SOCIÉTÉ

Propagation of Memory Parameter from Durations to Counts

Estimation of the Memory Parameter of the Infinite-Source Poisson Process

Computable Convergence Rates for Subgeometrically Ergodic Markov Chains

Estimation of bivariate excess probabilities for elliptical models

VIE DE LA SOCIÉTÉ

Aktive Filter

Suchergebnisse filtern