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On mean curvature functions of Brownian paths

Stochastic processes and their applications, 2006-12, Vol.116 (12), p.1876-1891

Last, Günter

2006

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Some asymptotic results for the integrated empirical process with applications to statistical tests

Communications in statistics. Theory and methods, 2017-04, Vol.46 (7), p.3365-3392

2017

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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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Parameter Estimation for Differential Equation Models Using a Framework of Measurement Error in Regression Models

Journal of the American Statistical Association, 2008-12, Vol.103 (484), p.1570-1583

2008

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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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Influenza mortality in the United States, 2009 pandemic: burden, timing and age distribution

PloS one, 2013-05, Vol.8 (5), p.e64198-e64198

2013

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Fractional Order Generalized Information

Entropy (Basel, Switzerland), 2014-04, Vol.16 (4), p.2350-2361

Machado, Jose Tenreiro

2014

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Kolmogorov Entropy for Convergence Rate in Incomplete Functional Time Series: Application to Percentile and Cumulative Estimation in High Dimensional Data

Entropy (Basel, Switzerland), 2023-07, Vol.25 (7), p.1108

2023

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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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Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model

Stochastic analysis and applications, 2009-04, Vol.27 (3), p.555-573

2009

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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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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 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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Game theoretic interaction and decision: A quantum analysis

Games, 2017-12, Vol.8 (4), p.1-25

2017

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Yukawa Potential, Panharmonic Measure and Brownian Motion

Axioms, 2018-05, Vol.7 (2), p.28

2018

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Extreme Value Laws for Superstatistics

Entropy (Basel, Switzerland), 2014-10, Vol.16 (10), p.5523-5536

2014

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A jump-detecting procedure based on spline estimation

Journal of nonparametric statistics, 2011-03, Vol.23 (1), p.67-81

2011

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Assessing Time-Reversibility Under Minimal Assumptions

Journal of time series analysis, 2008-09, Vol.29 (5), p.881-905

Psaradakis, Zacharias

2008

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Approximation for the Normal Inverse Gaussian Process Using Random Sums

Stochastic analysis and applications, 2009-10, Vol.27 (6), p.1191-1200

Pacheco-González, Carlos G.

2009

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A joint test of fractional integration and structural breaks at a known period of time

Journal of time series analysis, 2004-09, Vol.25 (5), p.691-700

Gil-Alana, Luis A.

2004

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Sequential Estimation of a Continuous Distribution Function from Delayed Observations

Communications in statistics. Theory and methods, 2011-01, Vol.40 (10), p.1717-1733

Stępień-Baran, Agnieszka

2011

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On Incidence Algebras of Combinatorial Inverse Monoids

Communications in algebra, 2010-05, Vol.38 (5), p.1779-1789

Schwab, Emil Daniel

2010

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Exact Distributions of the Number of r-Records and the r-Record and Inter-r-Record Times

Communications in statistics. Theory and methods, 2007-05, Vol.36 (7), p.1305-1317

Charalambides, Ch. A.

2007

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Finite Time Blow Up and Stability of a Semilinear Equation with a Time Dependent Lévy Generator

Stochastic models, 2006-12, Vol.22 (4), p.735-752

2006

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On mean curvature functions of Brownian paths

Some asymptotic results for the integrated empirical process with applications to statistical tests

Bootstrapping confidence intervals for the change-point of time series

Limit theorems for the discount sums of moving averages

Parameter Estimation for Differential Equation Models Using a Framework of Measurement Error in Regression Models

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

Influenza mortality in the United States, 2009 pandemic: burden, timing and age distribution

Fractional Order Generalized Information

Kolmogorov Entropy for Convergence Rate in Incomplete Functional Time Series: Application to Percentile and Cumulative Estimation in High Dimensional Data

A J-function for inhomogeneous point processes

Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model

Testing Serial Correlation in Semiparametric Time Series Models

Consistent estimation of the memory parameter for nonlinear time series

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

Game theoretic interaction and decision: A quantum analysis

Yukawa Potential, Panharmonic Measure and Brownian Motion

Extreme Value Laws for Superstatistics

A jump-detecting procedure based on spline estimation

Assessing Time-Reversibility Under Minimal Assumptions

Approximation for the Normal Inverse Gaussian Process Using Random Sums

A joint test of fractional integration and structural breaks at a known period of time

Sequential Estimation of a Continuous Distribution Function from Delayed Observations

On Incidence Algebras of Combinatorial Inverse Monoids

Exact Distributions of the Number of r-Records and the r-Record and Inter-r-Record Times

Finite Time Blow Up and Stability of a Semilinear Equation with a Time Dependent Lévy Generator

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