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The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift
Chuancun Yin
.
Statistics \& Probability Letters
42(4):367--373
(
May 1, 1999
)
Chuancun Yin
.
Statistics \& Probability Letters
42(4):367--373
(
May 1, 1999
)
5 years and a month ago
by
smicha
1
Brownian
drift
motion
with
Brownian
drift
motion
with
(0)
URL
DOI
TeX
Fractional Ornstein-Uhlenbeck Lévy processes and the Telecom process: Upstairs and downstairs
Robert L. Wolpert
, and
Murad S. Taqqu
.
Signal Processing
85(8):1523--1545
(
August 2005
)
Robert L. Wolpert
, and
Murad S. Taqqu
.
Signal Processing
85(8):1523--1545
(
August 2005
)
5 years and a month ago
by
smicha
1
Brownian
Fractional
motion
Brownian
Fractional
motion
(0)
URL
DOI
TeX
Limiting distribution for monotone median regression
Yazhen Wang
, and
Jian Huang
.
Journal of Statistical Planning and Inference
107(1-2):281--287
(
Sep 1, 2002
)
Yazhen Wang
, and
Jian Huang
.
Journal of Statistical Planning and Inference
107(1-2):281--287
(
Sep 1, 2002
)
5 years and a month ago
by
smicha
1
Brownian
motion
Brownian
motion
(0)
URL
DOI
TeX
Small ball problem via wavelets for Gaussian processes
Yazhen Wang
.
Statistics \& Probability Letters
32(2):133--139
(
Mar 1, 1997
)
Yazhen Wang
.
Statistics \& Probability Letters
32(2):133--139
(
Mar 1, 1997
)
5 years and a month ago
by
smicha
1
Brownian
motion
Brownian
motion
(0)
URL
DOI
TeX
Minimax estimation via wavelets for indirect long-memory data
Yazhen Wang
.
Journal of Statistical Planning and Inference
64(1):45--55
(
Oct 30, 1997
)
Yazhen Wang
.
Journal of Statistical Planning and Inference
64(1):45--55
(
Oct 30, 1997
)
5 years and a month ago
by
smicha
1
Brownian
Fractional
motion
Brownian
Fractional
motion
(0)
URL
DOI
TeX
Continuous-time fractional ARMA processes
M. C. Viano
,
C. Deniau
, and
G. Oppenheim
.
Statistics \& Probability Letters
21(4):323--336
(
Nov 11, 1994
)
M. C. Viano
,
C. Deniau
, and
G. Oppenheim
.
Statistics \& Probability Letters
21(4):323--336
(
Nov 11, 1994
)
5 years and a month ago
by
smicha
1
Brownian
motion
Brownian
motion
(0)
URL
DOI
TeX
A goodness-of-fit process for ARMAp,q models based on a modified residual autocorrelation sequence
Andrés Ubierna
, and
Santiago Velilla
.
Journal of Statistical Planning and Inference
137(9):2903--2919
(
Sep 1, 2007
)
Andrés Ubierna
, and
Santiago Velilla
.
Journal of Statistical Planning and Inference
137(9):2903--2919
(
Sep 1, 2007
)
5 years and a month ago
by
smicha
1
Brownian
bridge
Brownian
bridge
(0)
URL
DOI
TeX
Adaptive smoothing for a penalized NPMLE of a non-increasing density
Jiayang Sun
, and
Michael Woodroofe
.
Journal of Statistical Planning and Inference
52(2):143--159
(
Jun 15, 1996
)
Jiayang Sun
, and
Michael Woodroofe
.
Journal of Statistical Planning and Inference
52(2):143--159
(
Jun 15, 1996
)
5 years and a month ago
by
smicha
1
Brownian
motion
Brownian
motion
(0)
URL
DOI
TeX
On the distribution of supremum of diffusion local time
Paavo Salminen
.
Statistics \& Probability Letters
18(3):219--225
(
Oct 15, 1993
)
Paavo Salminen
.
Statistics \& Probability Letters
18(3):219--225
(
Oct 15, 1993
)
5 years and a month ago
by
smicha
1
Brownian
motion
Brownian
motion
(0)
URL
DOI
TeX
Asymptotic information for parametric estimation from an equilibrium particle process
Michael J. Phelan
.
Statistics \& Probability Letters
24(3):193--198
(
Aug 15, 1995
)
Michael J. Phelan
.
Statistics \& Probability Letters
24(3):193--198
(
Aug 15, 1995
)
5 years and a month ago
by
smicha
1
Brownian
flows
Brownian
flows
(0)
URL
DOI
TeX
Transient tracers and birth and death on flows: Parametric estimation of rates of drift, injection, and decay
Michael J. Phelan
.
Journal of Statistical Planning and Inference
51(1):19--40
(
Apr 1, 1996
)
Michael J. Phelan
.
Journal of Statistical Planning and Inference
51(1):19--40
(
Apr 1, 1996
)
5 years and a month ago
by
smicha
1
Brownian
Flows
Brownian
Flows
(0)
URL
DOI
TeX
On some maximal inequalities for fractional Brownian motions
Alexander Novikov
, and
Esko Valkeila
.
Statistics \& Probability Letters
44(1):47--54
(
August 1999
)
Alexander Novikov
, and
Esko Valkeila
.
Statistics \& Probability Letters
44(1):47--54
(
August 1999
)
5 years and a month ago
by
smicha
1
Brownian
Fractional
motions
Brownian
Fractional
motions
(0)
URL
DOI
TeX
Isoperimetric-type inequalities for iterated Brownian motion in
Erkan Nane
.
Statistics \& Probability Letters
78(1):90--95
(
January 2008
)
Erkan Nane
.
Statistics \& Probability Letters
78(1):90--95
(
January 2008
)
5 years and a month ago
by
smicha
1
Brownian
Iterated
motion
Brownian
Iterated
motion
(0)
URL
DOI
TeX
Alternative forms of fractional Brownian motion
D. Marinucci
, and
P. M. Robinson
.
Journal of Statistical Planning and Inference
80(1-2):111--122
(
Aug 1, 1999
)
D. Marinucci
, and
P. M. Robinson
.
Journal of Statistical Planning and Inference
80(1-2):111--122
(
Aug 1, 1999
)
5 years and a month ago
by
smicha
1
Brownian
Fractional
motion
Brownian
Fractional
motion
(0)
URL
DOI
TeX
On LP stochastic representations
S. J. Lin
.
Statistics \& Probability Letters
24(3):225--227
(
Aug 15, 1995
)
S. J. Lin
.
Statistics \& Probability Letters
24(3):225--227
(
Aug 15, 1995
)
5 years and a month ago
by
smicha
1
Brownian
motion
Brownian
motion
(0)
URL
DOI
TeX
How long does it take to see a flat Brownian path on the average?
Thomas M. Lewis
, and
Wenbo V. Li
.
Statistics \& Probability Letters
16(5):347--354
(
Apr 8, 1993
)
Thomas M. Lewis
, and
Wenbo V. Li
.
Statistics \& Probability Letters
16(5):347--354
(
Apr 8, 1993
)
5 years and a month ago
by
smicha
1
Brownian
motion
Brownian
motion
(0)
URL
DOI
TeX
Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion
Alain Le Breton
.
Statistics \& Probability Letters
38(3):263--274
(
Jun 15, 1998
)
Alain Le Breton
.
Statistics \& Probability Letters
38(3):263--274
(
Jun 15, 1998
)
5 years and a month ago
by
smicha
1
Brownian
Fractional
motion
Brownian
Fractional
motion
(0)
URL
DOI
TeX
Brownian motion and long-term clinical trial recruitment
Dejian Lai
,
Lemuel A. Moyé
,
Barry R. Davis
,
Lisa E. Brown
, and
Frank M. Sacks
.
Journal of Statistical Planning and Inference
93(1-2):239--246
(
February 2001
)
Dejian Lai
,
Lemuel A. Moyé
,
Barry R. Davis
,
Lisa E. Brown
, and
Frank M. Sacks
.
Journal of Statistical Planning and Inference
93(1-2):239--246
(
February 2001
)
5 years and a month ago
by
smicha
1
Brownian
motion
Brownian
motion
(0)
URL
DOI
TeX
Fixed width interval estimation for the reciprocal drift of Brownian motion
Robert W. Keener
, and
Michael Woodroofe
.
Journal of Statistical Planning and Inference
30(1):1--12
(
January 1992
)
Robert W. Keener
, and
Michael Woodroofe
.
Journal of Statistical Planning and Inference
30(1):1--12
(
January 1992
)
5 years and a month ago
by
smicha
1
Brownian
motion
Brownian
motion
(0)
URL
DOI
TeX
Complex-valued Wiener measure: An approach via random walk in the complex plane
Guy Jumarie
.
Statistics \& Probability Letters
42(1):61--67
(
Mar 15, 1999
)
Guy Jumarie
.
Statistics \& Probability Letters
42(1):61--67
(
Mar 15, 1999
)
5 years and a month ago
by
smicha
1
Brownian
motion
Brownian
motion
(0)
URL
DOI
TeX
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