BibSonomy publications for /user/smicha/BrownianBibSonomyburst/user/smicha/BrownianBibSonomy RSS feed for /user/smicha/Brownian2012-02-16T11:44:14+01:00The joint distribution of the hitting time and place to a sphere
or spherical shell for Brownian motion with drifthttp://www.bibsonomy.org/bibtex/225878ce3775f27db86bd2ebeb0315255/smichasmicha2008-04-23T22:05:04+02:00Brownian drift motion with <span class="authorEditorList"><a href="/author/Yin">Chuancun Yin</a> </span><em>Statistics \& Probability Letters</em> <em>42(4):367--373</em> (<em>May 1, 1999</em>)Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersMay4367--373The joint distribution of the hitting time and place to a sphere
or spherical shell for Brownian motion with drift421999Brownian drift motion with 01Fractional Ornstein-Uhlenbeck Lévy processes and the Telecom
process: Upstairs and downstairshttp://www.bibsonomy.org/bibtex/21723862bb73a62d69eca5693ada22b68/smichasmicha2008-04-23T22:05:04+02:00Brownian Fractional motion <span class="authorEditorList"><a href="/author/Wolpert">Robert L. Wolpert</a>, and <a href="/author/Taqqu">Murad S. Taqqu</a> </span><em>Signal Processing</em> <em>85(8):1523--1545</em> (<em>August 2005</em>)Wed Apr 23 22:05:04 CEST 2008Signal ProcessingAug81523--1545Fractional Ornstein-Uhlenbeck L{\'e}vy processes and the Telecom
process: Upstairs and downstairs852005Brownian Fractional motion Limiting distribution for monotone median regressionhttp://www.bibsonomy.org/bibtex/2467f455431621b38c7ca135da9de79dc/smichasmicha2008-04-23T22:05:04+02:00Brownian motion <span class="authorEditorList"><a href="/author/Wang">Yazhen Wang</a>, and <a href="/author/Huang">Jian Huang</a> </span><em>Journal of Statistical Planning and Inference</em> <em>107(1-2):281--287</em> (<em>Sep 1, 2002</em>)Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceSep1-2281--287Limiting distribution for monotone median regression1072002Brownian motion 01Small ball problem via wavelets for Gaussian processeshttp://www.bibsonomy.org/bibtex/27bce9aadcf16c8327efaf57e25757e03/smichasmicha2008-04-23T22:05:04+02:00Brownian motion <span class="authorEditorList"><a href="/author/Wang">Yazhen Wang</a> </span><em>Statistics \& Probability Letters</em> <em>32(2):133--139</em> (<em>Mar 1, 1997</em>)Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersMar2133--139Small ball problem via wavelets for Gaussian processes321997Brownian motion 01Minimax estimation via wavelets for indirect long-memory datahttp://www.bibsonomy.org/bibtex/2f3f177241f2764539c9524d5df5d6858/smichasmicha2008-04-23T22:05:04+02:00Brownian Fractional motion <span class="authorEditorList"><a href="/author/Wang">Yazhen Wang</a> </span><em>Journal of Statistical Planning and Inference</em> <em>64(1):45--55</em> (<em>Oct 30, 1997</em>)Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceOct145--55Minimax estimation via wavelets for indirect long-memory data641997Brownian Fractional motion 30Continuous-time fractional ARMA processeshttp://www.bibsonomy.org/bibtex/27def9a83277297a947baa710057b19c0/smichasmicha2008-04-23T22:05:04+02:00Brownian motion <span class="authorEditorList"><a href="/author/Viano">M. C. Viano</a>, <a href="/author/Deniau">C. Deniau</a>, and <a href="/author/Oppenheim">G. Oppenheim</a> </span><em>Statistics \& Probability Letters</em> <em>21(4):323--336</em> (<em>Nov 11, 1994</em>)Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersNov4323--336Continuous-time fractional ARMA processes211994Brownian motion 11A goodness-of-fit process for ARMAp,q models based on a modified
residual autocorrelation sequencehttp://www.bibsonomy.org/bibtex/236bd2cca794040f6345081311b717f78/smichasmicha2008-04-23T22:05:04+02:00Brownian bridge <span class="authorEditorList"><a href="/author/Ubierna">Andrés Ubierna</a>, and <a href="/author/Velilla">Santiago Velilla</a> </span><em>Journal of Statistical Planning and Inference</em> <em>137(9):2903--2919</em> (<em>Sep 1, 2007</em>)Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceSep92903--2919A goodness-of-fit process for ARMA(p,q) models based on a modified
residual autocorrelation sequence1372007Brownian bridge 01Adaptive smoothing for a penalized NPMLE of a non-increasing densityhttp://www.bibsonomy.org/bibtex/21831f1c7449a5529a51483646b367787/smichasmicha2008-04-23T22:05:04+02:00Brownian motion <span class="authorEditorList"><a href="/author/Sun">Jiayang Sun</a>, and <a href="/author/Woodroofe">Michael Woodroofe</a> </span><em>Journal of Statistical Planning and Inference</em> <em>52(2):143--159</em> (<em>Jun 15, 1996</em>)Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceJun2143--159Adaptive smoothing for a penalized NPMLE of a non-increasing density521996Brownian motion 15On the distribution of supremum of diffusion local timehttp://www.bibsonomy.org/bibtex/2a25413fdfd72d671a3fa17715dbe7d11/smichasmicha2008-04-23T22:05:04+02:00Brownian motion <span class="authorEditorList"><a href="/author/Salminen">Paavo Salminen</a> </span><em>Statistics \& Probability Letters</em> <em>18(3):219--225</em> (<em>Oct 15, 1993</em>)Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersOct3219--225On the distribution of supremum of diffusion local time181993Brownian motion 15Asymptotic information for parametric estimation from an equilibrium
particle processhttp://www.bibsonomy.org/bibtex/279aa2efc71aa341395bd908845cb8931/smichasmicha2008-04-23T22:05:04+02:00Brownian flows <span class="authorEditorList"><a href="/author/Phelan">Michael J. Phelan</a> </span><em>Statistics \& Probability Letters</em> <em>24(3):193--198</em> (<em>Aug 15, 1995</em>)Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersAug3193--198Asymptotic information for parametric estimation from an equilibrium
particle process241995Brownian flows 15Transient tracers and birth and death on flows: Parametric estimation
of rates of drift, injection, and decayhttp://www.bibsonomy.org/bibtex/27fec7d08ae302378db24b3c22214d111/smichasmicha2008-04-23T22:05:04+02:00Brownian Flows <span class="authorEditorList"><a href="/author/Phelan">Michael J. Phelan</a> </span><em>Journal of Statistical Planning and Inference</em> <em>51(1):19--40</em> (<em>Apr 1, 1996</em>)Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceApr119--40Transient tracers and birth and death on flows: Parametric estimation
of rates of drift, injection, and decay511996Brownian Flows 01On some maximal inequalities for fractional Brownian motionshttp://www.bibsonomy.org/bibtex/2762ebb783275f59478d32ef1dd005810/smichasmicha2008-04-23T22:05:04+02:00Brownian Fractional motions <span class="authorEditorList"><a href="/author/Novikov">Alexander Novikov</a>, and <a href="/author/Valkeila">Esko Valkeila</a> </span><em>Statistics \& Probability Letters</em> <em>44(1):47--54</em> (<em>August 1999</em>)Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersAug147--54On some maximal inequalities for fractional Brownian motions441999Brownian Fractional motions Isoperimetric-type inequalities for iterated Brownian motion inhttp://www.bibsonomy.org/bibtex/2414489ecd3e556a7523552ada8e0fd7e/smichasmicha2008-04-23T22:05:04+02:00Brownian Iterated motion <span class="authorEditorList"><a href="/author/Nane">Erkan Nane</a> </span><em>Statistics \& Probability Letters</em> <em>78(1):90--95</em> (<em>January 2008</em>)Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersJan190--95Isoperimetric-type inequalities for iterated Brownian motion in782008Brownian Iterated motion Alternative forms of fractional Brownian motionhttp://www.bibsonomy.org/bibtex/238d0638d0ec58cd493038e5947e50e34/smichasmicha2008-04-23T22:05:04+02:00Brownian Fractional motion <span class="authorEditorList"><a href="/author/Marinucci">D. Marinucci</a>, and <a href="/author/Robinson">P. M. Robinson</a> </span><em>Journal of Statistical Planning and Inference</em> <em>80(1-2):111--122</em> (<em>Aug 1, 1999</em>)Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceAug1-2111--122Alternative forms of fractional Brownian motion801999Brownian Fractional motion 01On LP stochastic representationshttp://www.bibsonomy.org/bibtex/22e186ffc83fd1de81767d2672e2c70ef/smichasmicha2008-04-23T22:05:04+02:00Brownian motion <span class="authorEditorList"><a href="/author/Lin">S. J. Lin</a> </span><em>Statistics \& Probability Letters</em> <em>24(3):225--227</em> (<em>Aug 15, 1995</em>)Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersAug3225--227On LP stochastic representations241995Brownian motion 15How long does it take to see a flat Brownian path on the average?http://www.bibsonomy.org/bibtex/2eaa5945304386426ce7ef2066104a893/smichasmicha2008-04-23T22:05:04+02:00Brownian motion <span class="authorEditorList"><a href="/author/Lewis">Thomas M. Lewis</a>, and <a href="/author/Li">Wenbo V. Li</a> </span><em>Statistics \& Probability Letters</em> <em>16(5):347--354</em> (<em>Apr 8, 1993</em>)Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersApr5347--354How long does it take to see a flat Brownian path on the average?161993Brownian motion 08Filtering and parameter estimation in a simple linear system driven
by a fractional Brownian motionhttp://www.bibsonomy.org/bibtex/2b931c56b0d9bbc763de4b2565e86600e/smichasmicha2008-04-23T22:05:04+02:00Brownian Fractional motion <span class="authorEditorList"><a href="/author/Breton">Alain Le Breton</a> </span><em>Statistics \& Probability Letters</em> <em>38(3):263--274</em> (<em>Jun 15, 1998</em>)Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersJun3263--274Filtering and parameter estimation in a simple linear system driven
by a fractional Brownian motion381998Brownian Fractional motion 15Brownian motion and long-term clinical trial recruitmenthttp://www.bibsonomy.org/bibtex/2b73c9b0629911c84abe59e5124912882/smichasmicha2008-04-23T22:05:04+02:00Brownian motion <span class="authorEditorList"><a href="/author/Lai">Dejian Lai</a>, <a href="/author/Moyé">Lemuel A. Moyé</a>, <a href="/author/Davis">Barry R. Davis</a>, <a href="/author/Brown">Lisa E. Brown</a>, and <a href="/author/Sacks">Frank M. Sacks</a> </span><em>Journal of Statistical Planning and Inference</em> <em>93(1-2):239--246</em> (<em>February 2001</em>)Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceFeb1-2239--246Brownian motion and long-term clinical trial recruitment932001Brownian motion Fixed width interval estimation for the reciprocal drift of Brownian
motionhttp://www.bibsonomy.org/bibtex/2501d15a14d87ded29f3e7648b1936815/smichasmicha2008-04-23T22:05:04+02:00Brownian motion <span class="authorEditorList"><a href="/author/Keener">Robert W. Keener</a>, and <a href="/author/Woodroofe">Michael Woodroofe</a> </span><em>Journal of Statistical Planning and Inference</em> <em>30(1):1--12</em> (<em>January 1992</em>)Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceJan11--12Fixed width interval estimation for the reciprocal drift of Brownian
motion301992Brownian motion Complex-valued Wiener measure: An approach via random walk in the
complex planehttp://www.bibsonomy.org/bibtex/27f385dc0b06acceb211bbb5c3a5dc7ac/smichasmicha2008-04-23T22:05:04+02:00Brownian motion <span class="authorEditorList"><a href="/author/Jumarie">Guy Jumarie</a> </span><em>Statistics \& Probability Letters</em> <em>42(1):61--67</em> (<em>Mar 15, 1999</em>)Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersMar161--67Complex-valued Wiener measure: An approach via random walk in the
complex plane421999Brownian motion 15