237 results in 62Mxx
Likelihood-based inference for Matérn type-III repulsive point processes
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- Advances in Applied Probability / Volume 41 / Issue 4 / December 2009
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- 01 July 2016, pp. 958-977
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- December 2009
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Nonparametric estimation of time-changed Lévy models under high-frequency data
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- Advances in Applied Probability / Volume 41 / Issue 4 / December 2009
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- 01 July 2016, pp. 1161-1188
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- December 2009
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Maximum likelihood estimation for cooperative sequential adsorption
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- Advances in Applied Probability / Volume 41 / Issue 4 / December 2009
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- 01 July 2016, pp. 978-1001
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- December 2009
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ADVANCES IN CROSS-ENTROPY METHODS
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- Bulletin of the Australian Mathematical Society / Volume 80 / Issue 3 / December 2009
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- 02 October 2009, pp. 521-522
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- December 2009
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A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares
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- Advances in Applied Probability / Volume 40 / Issue 4 / December 2008
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- 01 July 2016, pp. 1198-1222
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- December 2008
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A new metric between distributions of point processes
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- Advances in Applied Probability / Volume 40 / Issue 3 / September 2008
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- 01 July 2016, pp. 651-672
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- September 2008
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Power diagrams and interaction processes for unions of discs
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- Advances in Applied Probability / Volume 40 / Issue 2 / June 2008
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- 01 July 2016, pp. 321-347
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- June 2008
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The Necklace Process
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- Journal of Applied Probability / Volume 45 / Issue 1 / March 2008
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- 14 July 2016, pp. 271-278
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- March 2008
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On the Structure and Estimation of Reflection Positive Processes
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- Journal of Applied Probability / Volume 45 / Issue 1 / March 2008
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- 14 July 2016, pp. 150-162
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- March 2008
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Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes
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- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
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- 14 July 2016, pp. 977-989
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- December 2007
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Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models
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- Advances in Applied Probability / Volume 39 / Issue 2 / June 2007
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- 01 July 2016, pp. 462-491
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- June 2007
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Inference in Lévy-type stochastic volatility models
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- Advances in Applied Probability / Volume 39 / Issue 2 / June 2007
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- 01 July 2016, pp. 531-549
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- June 2007
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On the accuracy of bootstrapping sample quantiles of strongly mixing sequences
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- Journal of the Australian Mathematical Society / Volume 82 / Issue 2 / April 2007
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- 09 April 2009, pp. 263-282
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- April 2007
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On some nonstationary, nonlinear random processes and their stationary approximations
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- Advances in Applied Probability / Volume 38 / Issue 4 / December 2006
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- 08 September 2016, pp. 1155-1172
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- December 2006
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Maximum likelihood estimation for random sequential adsorption
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- Advances in Applied Probability / Volume 38 / Issue 4 / December 2006
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- 08 September 2016, pp. 889-898
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- December 2006
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The permanental process
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- Advances in Applied Probability / Volume 38 / Issue 4 / December 2006
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- 08 September 2016, pp. 873-888
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- December 2006
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Stationary-increment Student and variance-gamma processes
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- Journal of Applied Probability / Volume 43 / Issue 2 / June 2006
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- 14 July 2016, pp. 441-453
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- June 2006
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A simple integer-valued bilinear time series model
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- Advances in Applied Probability / Volume 38 / Issue 2 / June 2006
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- 01 July 2016, pp. 559-578
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- June 2006
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Central limit theorems for functionals of stationary germ-grain models
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- Advances in Applied Probability / Volume 38 / Issue 1 / March 2006
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- 01 July 2016, pp. 76-94
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- March 2006
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Limit Theorems for Moving Averages with Random Coefficients and Heavy-Tailed Noise
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- Journal of Applied Probability / Volume 43 / Issue 1 / March 2006
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- 14 July 2016, pp. 245-256
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- March 2006
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