BibSonomy publications for /user/smicha/BrownianWed 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 01Wed Apr 23 22:05:04 CEST 2008Signal ProcessingAug81523--1545Fractional Ornstein-Uhlenbeck L{\'e}vy processes and the Telecom process: Upstairs and downstairs852005Brownian Fractional motion Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceSep1-2281--287Limiting distribution for monotone median regression1072002Brownian motion 01Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersMar2133--139Small ball problem via wavelets for Gaussian processes321997Brownian motion 01Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceOct145--55Minimax estimation via wavelets for indirect long-memory data641997Brownian Fractional motion 30Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersNov4323--336Continuous-time fractional ARMA processes211994Brownian motion 11Wed 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 01Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceJun2143--159Adaptive smoothing for a penalized NPMLE of a non-increasing density521996Brownian motion 15Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersOct3219--225On the distribution of supremum of diffusion local time181993Brownian motion 15Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersAug3193--198Asymptotic information for parametric estimation from an equilibrium particle process241995Brownian flows 15Wed 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 01Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersAug147--54On some maximal inequalities for fractional Brownian motions441999Brownian Fractional motions Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersJan190--95Isoperimetric-type inequalities for iterated Brownian motion in782008Brownian Iterated motion Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceAug1-2111--122Alternative forms of fractional Brownian motion801999Brownian Fractional motion 01Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersAug3225--227On LP stochastic representations241995Brownian motion 15Wed 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 08Wed 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 15Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceFeb1-2239--246Brownian motion and long-term clinical trial recruitment932001Brownian motion 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 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