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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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Logarithmically completely monotonic functions concerning gamma and digamma functions

Integral transforms and special functions, 2007-06, Vol.18 (6), p.435-443

2007

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Tests For Constancy Of Model Parameters Over Time

Journal of nonparametric statistics, 2002-04, Vol.14 (1-2), p.113-132

2002

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Strong uniform consistency of nonparametric estimation of the censored conditional mode function

Journal of nonparametric statistics, 2005-10, Vol.17 (7), p.797-806

2005

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Weighted Logrank Statistics in Sequential Tests

Sequential analysis, 2008-01, Vol.27 (1), p.97-104

Gombay, E.

2008

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Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients

Communications in statistics. Theory and methods, 2010-01, Vol.39 (1), p.38-51

2010

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Weak and strong convergence of empirical distribution functions from germ-grain processes

Statistics (Berlin, DDR), 2008-02, Vol.42 (1), p.49-65

2008

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Strong Approximations For It-Records And Records In The F α-Scheme-A Duality

Statistics (Berlin, DDR), 1998-01, Vol.31 (4), p.359-382

Ennadifi, Gratiane

1998

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Leveraged Lévy processes as models for stock prices

Quantitative finance, 2010-08, Vol.10 (7), p.735-748

2010

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Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data

Communications in statistics. Theory and methods, 2010-01, Vol.39 (12), p.2271-2279

2010

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Derivation of Stochastic Partial Differential Equations

Stochastic analysis and applications, , Vol.26 (2), p.357-378

Allen, Edward J.

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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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Kernel Estimators for Distribution Functions on Dependent Random Fields

Communications in statistics. Theory and methods, 2009-10, Vol.38 (20), p.3678-3685

Li, Jiexiang

2009

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Aspects of large random Markov kernels

Stochastics (Abingdon, Eng. : 2005), 2009-06, Vol.81 (3-4), p.415-429

Chafai, Djalil

2009

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A Lévy process for the GNIG probability law with 2nd order stochastic volatility and applications to option pricing

Quantitative finance, 2010-01, Vol.10 (1), p.75-90

Eriksson, Anders

2010

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Conditional Ages and Residual Service Times in the M/G/1 Queue

Stochastic models, 2009-02, Vol.25 (1), p.110-128

2009

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Counterexamples to the product rule for entropy

Dynamical systems (London, England), 2009-03, Vol.24 (1), p.81-95

Hulse, Paul

2009

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Optimal Sequential Tests for Two Simple Hypotheses

Sequential analysis, 2009-04, Vol.28 (2), p.188-217

Novikov, Andrey

2009

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The Valuation of American Options with Stochastic Stopping Time Constraints

Applied mathematical finance., 2009-08, Vol.16 (3), p.287-305

2009

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Derivation of stochastic partial differential equations for size- and age-structured populations

Journal of biological dynamics, 2009-01, Vol.3 (1), p.73-86

Allen, Edward J.

2009

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Measuring monotony in two-dimensional samples

International journal of mathematical education in science and technology, 2010-01, Vol.41 (3), p.418-427

2010

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Central limit theorems for generalized U-statistics with applications in nonparametric specification

Journal of nonparametric statistics, 2008-01, Vol.20 (1), p.61-76

2008

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Efficiency of a Class of Unbiased Estimators for the Invariant Distribution Function of a Diffusion Process

Communications in statistics. Theory and methods, 2010-01, Vol.39 (1), p.177-185

Negri, Ilia

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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Approximation of SDEs by Population-Size-Dependent Galton-Watson Processes

Stochastic analysis and applications, 2010-02, Vol.28 (2), p.377-388

Zaehle, H

2010

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On Incidence Algebras of Combinatorial Inverse Monoids

Logarithmically completely monotonic functions concerning gamma and digamma functions

Tests For Constancy Of Model Parameters Over Time

Strong uniform consistency of nonparametric estimation of the censored conditional mode function

Weighted Logrank Statistics in Sequential Tests

Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients

Weak and strong convergence of empirical distribution functions from germ-grain processes

Strong Approximations For It-Records And Records In The F α-Scheme-A Duality

Leveraged Lévy processes as models for stock prices

Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data

Derivation of Stochastic Partial Differential Equations

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

Kernel Estimators for Distribution Functions on Dependent Random Fields

Aspects of large random Markov kernels

A Lévy process for the GNIG probability law with 2nd order stochastic volatility and applications to option pricing

Conditional Ages and Residual Service Times in the M/G/1 Queue

Counterexamples to the product rule for entropy

Optimal Sequential Tests for Two Simple Hypotheses

The Valuation of American Options with Stochastic Stopping Time Constraints

Derivation of stochastic partial differential equations for size- and age-structured populations

Measuring monotony in two-dimensional samples

Central limit theorems for generalized U-statistics with applications in nonparametric specification

Efficiency of a Class of Unbiased Estimators for the Invariant Distribution Function of a Diffusion Process

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

Approximation of SDEs by Population-Size-Dependent Galton-Watson Processes

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