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Results: 1-14 |
Results: 14
GAUSSIAN LIKELIHOOD-BASED INFERENCE FOR NON-INVERTIBLE MA(1) PROCESSES WITH S-ALPHA-S NOISE
Authors: DAVIS RA MIKOSCH T
Citation: Ra. Davis et T. Mikosch, GAUSSIAN LIKELIHOOD-BASED INFERENCE FOR NON-INVERTIBLE MA(1) PROCESSES WITH S-ALPHA-S NOISE, Stochastic processes and their applications, 77(1), 1998, pp. 99-122
UNIFORM-CONVERGENCE OF THE EMPIRICAL SPECTRAL DISTRIBUTION FUNCTION
Authors: MIKOSCH T NORVAISA R
Citation: T. Mikosch et R. Norvaisa, UNIFORM-CONVERGENCE OF THE EMPIRICAL SPECTRAL DISTRIBUTION FUNCTION, Stochastic processes and their applications, 70(1), 1997, pp. 85-114
THE INTEGRATED PERIODOGRAM FOR LONG-MEMORY PROCESSES WITH FINITE OR INFINITE VARIANCE
Authors: KOKOSZKA P MIKOSCH T
Citation: P. Kokoszka et T. Mikosch, THE INTEGRATED PERIODOGRAM FOR LONG-MEMORY PROCESSES WITH FINITE OR INFINITE VARIANCE, Stochastic processes and their applications, 66(1), 1997, pp. 55-78
LARGE DEVIATIONS OF HEAVY-TAILED RANDOM SUMS WITH APPLICATIONS IN INSURANCE AND FINANCE
Authors: KLUPPELBERG C MIKOSCH T
Citation: C. Kluppelberg et T. Mikosch, LARGE DEVIATIONS OF HEAVY-TAILED RANDOM SUMS WITH APPLICATIONS IN INSURANCE AND FINANCE, Journal of Applied Probability, 34(2), 1997, pp. 293-308
SECRETION OF ACTIVE HUMAN MUCUS PROTEINASE-INHIBITOR BY ASPERGILLUS-NIGER AFTER KEX2-LIKE PROCESSING OF A GLUCOAMYLASE-INHIBITOR FUSION PROTEIN
Authors: MIKOSCH T KLEMM P GASSEN HG VANDENHONDEL CAMJJ KEMME M
Citation: T. Mikosch et al., SECRETION OF ACTIVE HUMAN MUCUS PROTEINASE-INHIBITOR BY ASPERGILLUS-NIGER AFTER KEX2-LIKE PROCESSING OF A GLUCOAMYLASE-INHIBITOR FUSION PROTEIN, Journal of biotechnology, 52(2), 1996, pp. 97-106
THE INTEGRATED PERIODOGRAM FOR STABLE PROCESSES
Authors: KLUPPELBERG C MIKOSCH T
Citation: C. Kluppelberg et T. Mikosch, THE INTEGRATED PERIODOGRAM FOR STABLE PROCESSES, Annals of statistics, 24(5), 1996, pp. 1855-1879
FUNCTIONAL LIMIT-THEOREMS FOR RANDOM QUADRATIC-FORMS (VOL 37, PG 81, 1991)
Authors: MIKOSCH T
Citation: T. Mikosch, FUNCTIONAL LIMIT-THEOREMS FOR RANDOM QUADRATIC-FORMS (VOL 37, PG 81, 1991), Stochastic processes and their applications, 59(2), 1995, pp. 353-353
PARAMETER-ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE INNOVATIONS
Authors: MIKOSCH T GADRICH T KLUPPELBERG C ADLER RJ
Citation: T. Mikosch et al., PARAMETER-ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE INNOVATIONS, Annals of statistics, 23(1), 1995, pp. 305-326
A MONTE-CARLO METHOD FOR ESTIMATING THE CORRELATION EXPONENT
Authors: MIKOSCH T WANG QA
Citation: T. Mikosch et Qa. Wang, A MONTE-CARLO METHOD FOR ESTIMATING THE CORRELATION EXPONENT, Journal of statistical physics, 78(3-4), 1995, pp. 799-813
SOME LIMIT THEORY FOR THE SELF-NORMALIZED PERIODOGRAM OF STABLE PROCESSES
Authors: KLUPPELBERG C MIKOSCH T
Citation: C. Kluppelberg et T. Mikosch, SOME LIMIT THEORY FOR THE SELF-NORMALIZED PERIODOGRAM OF STABLE PROCESSES, Scandinavian journal of statistics, 21(4), 1994, pp. 485-491
RANDOM QUADRATIC-FORMS AND THE BOOTSTRAP FOR U-STATISTICS
Authors: DEHLING H MIKOSCH T
Citation: H. Dehling et T. Mikosch, RANDOM QUADRATIC-FORMS AND THE BOOTSTRAP FOR U-STATISTICS, Journal of Multivariate Analysis, 51(2), 1994, pp. 392-413
STOCHASTIC DISCOUNTING, AGGREGATE CLAIMS, AND THE BOOTSTRAP
Authors: AEBI M EMBRECHTS P MIKOSCH T
Citation: M. Aebi et al., STOCHASTIC DISCOUNTING, AGGREGATE CLAIMS, AND THE BOOTSTRAP, Advances in Applied Probability, 26(1), 1994, pp. 183-206
SPECTRAL ESTIMATES AND STABLE PROCESSES
Authors: KLUPPELBERG C MIKOSCH T
Citation: C. Kluppelberg et T. Mikosch, SPECTRAL ESTIMATES AND STABLE PROCESSES, Stochastic processes and their applications, 47(2), 1993, pp. 323-344
A WEAK INVARIANCE-PRINCIPLE FOR WEIGHTED U-STATISTICS WITH VARYING KERNELS
Authors: MIKOSCH T
Citation: T. Mikosch, A WEAK INVARIANCE-PRINCIPLE FOR WEIGHTED U-STATISTICS WITH VARYING KERNELS, Journal of Multivariate Analysis, 47(1), 1993, pp. 82-102
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