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Springe zu: 2020 | 2018 | 2016 | 2015 | 2014 | 2013 | 2012 | 2010 | 2006 | 2002 | 2001

Anzahl der Einträge: 14.

2020

Döring, Leif

; Weissmann, Philip (2020) Stable processes conditioned to hit an interval continuously from the outside. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague ; Aarhus 26 2 980-1015 [Zeitschriftenartikel]

2018

Oesting, Marco ; Schlather, Martin ; Zhou, Chen (2018) Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague 24 2 1497-1530 [Zeitschriftenartikel]

2016

Perkowski, Nicolas ; Prömel, David J.

(2016) Pathwise stochastic integrals for model free finance. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague ; Aarhus 22 4 2486-2520 [Zeitschriftenartikel]

2015

Engelke, Sebastian ; Kabluchko, Zakhar ; Schlather, Martin (2015) Maxima of independent non-identically distributed Gaussian vectors. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague [u.a.] 21 1 38-61 [Zeitschriftenartikel]

Strokorb, Kirstin ; Schlather, Martin (2015) An exceptional max-stable process fully parameterized by its extremal coefficients. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague [u.a.] 21 1 276-302 [Zeitschriftenartikel]

2014

Konakov, Valentin ; Mammen, Enno ; Woerner, Jeannette (2014) Statistical convergence of Markov experiments to diffusion limits. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague 20 2 623-644 [Zeitschriftenartikel]

2013

Föllmer, Hans ; Schied, Alexander (2013) Probabilistic aspects of finance. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague 19 4 1306-1326 [Zeitschriftenartikel]

Aurzada, Frank ; Döring, Leif

; Svavov, Mladen (2013) Small time Chung-type LIL for Lévy processes. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague ; Aarhus 19 1 115-136 [Zeitschriftenartikel]

2012

Lee, Young K. ; Mammen, Enno ; Park, Byeong U. (2012) Projection-Type Estimation for Varying Coefficient Regression Models. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague 18 1 177-205 [Zeitschriftenartikel]

2010

Schlather, Martin (2010) Some covariance models based on normal scale mixtures. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability London [u.a.] 16 3 780-797 [Zeitschriftenartikel]

Bender, Christian ; Parczewski, Peter (2010) Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability London 16 2 389-417 [Zeitschriftenartikel]

2006

Mammen, Enno ; Horowitz, Joel ; Klemelä, Jussi (2006) Optimal estimation in additive regression models. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability London 12 2 271-298 [Zeitschriftenartikel]

2002

Mammen, Enno ; Franke, Jürgen ; Kreiss, Jens-Peter (2002) Bootstrap of kernel smoothing in nonlinear time series. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability London 8 1 1-37 [Zeitschriftenartikel]

2001

Schlather, Martin (2001) On the second-order characteristics of marked point processes. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability London 7 1 99-117 [Zeitschriftenartikel]

Diese Liste wurde am Mon May 6 03:29:35 2024 CEST automatisch erstellt.

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