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A novel approach based on probability theory for material selection

Materialwissenschaft und Werkstofftechnik, 2022-06, Vol.53 (6), p.666-674

2022

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Conditioned random walks and Lévy processes

The Bulletin of the London Mathematical Society, 2012-02, Vol.44 (1), p.139-150

2012

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Bootstrapping confidence intervals for the change-point of time series

Journal of time series analysis, 2008-11, Vol.29 (6), p.947-972

2008

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Limit theorems for the discount sums of moving averages

Journal of time series analysis, 2012-01, Vol.33 (1), p.1-12

Chu, Ba

2012

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Semi-Parametric Models for the Multivariate Tail Dependence Function - the Asymptotically Dependent Case

Scandinavian journal of statistics, 2008-12, Vol.35 (4), p.701-718

2008

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On robust tail index estimation for linear long-memory processes

Journal of time series analysis, 2012-05, Vol.33 (3), p.406-423

2012

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Postmitotic expansion of cell nuclei requires nuclear actin filament bundling by α‐actinin 4

EMBO reports, 2020-11, Vol.21 (11), p.e50758-n/a

2020

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Polynomial Cointegration Between Stationary Processes With Long Memory

Journal of time series analysis, 2007-11, Vol.28 (6), p.923-942

2007

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Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series

Journal of time series analysis, 2008-07, Vol.29 (4), p.653-672

Boutahar, Mohamed

2008

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Back to the roots of the M/D/s queue and the works of Erlang, Crommelin and Pollaczek

Statistica Neerlandica, 2008-08, Vol.62 (3), p.299-313

2008

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Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models

Scandinavian journal of statistics, 2003-06, Vol.30 (2), p.277-295

2003

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Subsampling inference for the mean of heavy-tailed long-memory time series

Journal of time series analysis, 2012-01, Vol.33 (1), p.96-111

2012

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Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation

The Journal of finance (New York), 1994-12, Vol.49 (5), p.1639-1664

1994

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Structured Spatio-Temporal Shot-Noise Cox Point Process Models, with a View to Modelling Forest Fires

Scandinavian journal of statistics, 2010-03, Vol.37 (1), p.2-25

2010

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A J-function for inhomogeneous point processes

Statistica Neerlandica, 2011-05, Vol.65 (2), p.183-201

van Lieshout, M. N. M.

2011

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Efficient Estimation of an Additive Quantile Regression Model

Scandinavian journal of statistics, 2011-03, Vol.38 (1), p.46-62

2011

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Convolution-closed models for count time series with applications

Journal of time series analysis, 2011-05, Vol.32 (3), p.268-280

2011

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Consistent estimation of the memory parameter for nonlinear time series

Journal of time series analysis, 2006-03, Vol.27 (2), p.211-251

2006

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A continuous mapping theorem for the argmax-functional in the non-unique case

Statistica Neerlandica, 2004-02, Vol.58 (1), p.83-96

Ferger, Dietmar

2004

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Analysis of failure time using threshold regression with semi-parametric varying coefficients

Statistica Neerlandica, 2011-05, Vol.65 (2), p.164-182

2011

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A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue

Journal of time series analysis, 2007-05, Vol.28 (3), p.307-349

Hidalgo, Javier

2007

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Testing Serial Correlation in Semiparametric Time Series Models

Journal of time series analysis, 2003-05, Vol.24 (3), p.311-335

2003

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Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes

Journal of time series analysis, 2011-03, Vol.32 (2), p.135-156

2011

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BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES

Mathematical finance, 1993-10, Vol.3 (4), p.349-375

1993

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Statistical Inference under Symmetry

International statistical review, 2004-12, Vol.72 (3), p.409-422

Helland, Inge S.

2004

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A novel approach based on probability theory for material selection

Conditioned random walks and Lévy processes

Bootstrapping confidence intervals for the change-point of time series

Limit theorems for the discount sums of moving averages

Semi-Parametric Models for the Multivariate Tail Dependence Function - the Asymptotically Dependent Case

On robust tail index estimation for linear long-memory processes

Postmitotic expansion of cell nuclei requires nuclear actin filament bundling by α‐actinin 4

Polynomial Cointegration Between Stationary Processes With Long Memory

Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series

Back to the roots of the M/D/s queue and the works of Erlang, Crommelin and Pollaczek

Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models

Subsampling inference for the mean of heavy-tailed long-memory time series

Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation

Structured Spatio-Temporal Shot-Noise Cox Point Process Models, with a View to Modelling Forest Fires

A J-function for inhomogeneous point processes

Efficient Estimation of an Additive Quantile Regression Model

Convolution-closed models for count time series with applications

Consistent estimation of the memory parameter for nonlinear time series

A continuous mapping theorem for the argmax-functional in the non-unique case

Analysis of failure time using threshold regression with semi-parametric varying coefficients

A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue

Testing Serial Correlation in Semiparametric Time Series Models

Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes

BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES

Statistical Inference under Symmetry

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