AAAAAA
Results:
1-10
|
Results: 10
Authors:
Mikosch, T
Norvaisa, R
Citation: T. Mikosch et R. Norvaisa, Stochastic integral equations without probability, BERNOULLI, 6(3), 2000, pp. 401-434
Authors:
Mikosch, T
Smorodnitsky, G
Citation: T. Mikosch et G. Smorodnitsky, The supremuim of a negative drift random walk with dependent heavy-tailed steps, ANN APPL PR, 10(3), 2000, pp. 1025-1064
Authors:
Kokoszka, P
Mikosch, T
Citation: P. Kokoszka et T. Mikosch, The periodogram at the Fourier frequencies, STOCH PR AP, 86(1-2), 2000, pp. 49-79
Authors:
Mikosch, T
Samorodnitsky, G
Citation: T. Mikosch et G. Samorodnitsky, Ruin probability with claims modeled by a stationary ergodic stable process, ANN PROBAB, 28(4), 2000, pp. 1814-1851
Authors:
Mikosch, T
Resnick, S
Samorodnitsky, G
Citation: T. Mikosch et al., The maximum of the periodogram for a heavy-tailed sequence, ANN PROBAB, 28(2), 2000, pp. 885-908
Authors:
Mikosch, T
Starica, C
Citation: T. Mikosch et C. Starica, Limit theory for the sample autocorrelations and extremes of a GARCH (1,1)process, ANN STATIST, 28(5), 2000, pp. 1427-1451
Authors:
Davis, RA
Mikosch, T
Citation: Ra. Davis et T. Mikosch, The sample autocorrelations of financial time series models, NONLINEAR AND NONSTATIONARY SIGNAL PROCESSING, 2000, pp. 247-274
Authors:
Basrak, B
Davis, RA
Mikosch, T
Citation: B. Basrak et al., The sample ACF of a simple bilinear process, STOCH PR AP, 83(1), 1999, pp. 1-14
Authors:
Davis, RA
Mikosch, T
Citation: Ra. Davis et T. Mikosch, The maximum of the periodogram of a non-Gaussian sequence, ANN PROBAB, 27(1), 1999, pp. 522-536
Authors:
Davis, RA
Mikosch, T
Citation: Ra. Davis et T. Mikosch, The sample autocorrelations of heavy-tailed processes with applications toarch, ANN STATIST, 26(5), 1998, pp. 2049-2080
Risultati:
1-10
|