Author of the publication

On LIL behaviour for moving averages of some infinitely divisible random measures

. Stochastic Processes and their Applications, 49 (1): 99--110 (January 1994)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Extremes of totally skewed stable motion. Statistics & Probability Letters, 16 (3): 219--224 (Feb 19, 1993)Upper and lower classes for 2 - and p-norms of Brownian motion and norms of alpha-stable motion. Stochastic Processes and their Applications, 58 (1): 91--103 (July 1995)A continuous non-Brownian motion martingale with Brownian motion marginal distributions. Statistics & Probability Letters, 78 (6): 682--686 (Apr 15, 2008)Extremes and upcrossing intensities for P-differentiable stationary processes. Stochastic Processes and their Applications, 87 (2): 199--234 (June 2000)Extremes of totally skewed alpha-stable processes. Stochastic Processes and their Applications, 79 (2): 185--212 (Feb 1, 1999)On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in n and Hilbert space. Stochastic Processes and their Applications, 41 (1): 1--31 (May 1992)Extremes of diffusions over fixed intervals. Stochastic Processes and their Applications, 48 (2): 211--235 (November 1993)On LIL behaviour for moving averages of some infinitely divisible random measures. Stochastic Processes and their Applications, 49 (1): 99--110 (January 1994)Extremes for non-anticipating moving averages of totally skewed alpha-stable motion. Statistics & Probability Letters, 36 (3): 289--297 (Dec 15, 1997)A note on Rosenblatt distributions. Statistics & Probability Letters, 40 (1): 83--91 (Sep 1, 1998)