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IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.09 | 0.03 | 0.01 | 143 | 143 | 286 | 5 | 5 | 215 | 455 | 4 | 0 | 0 | 0.04 | |||
1991 | 0.01 | 0.08 | 0.02 | 0.01 | 169 | 312 | 328 | 6 | 11 | 258 | 2 | 532 | 3 | 0 | 1 | 0.01 | 0.04 | |
1992 | 0.02 | 0.09 | 0.02 | 0.02 | 189 | 501 | 333 | 12 | 23 | 312 | 6 | 631 | 10 | 0 | 0 | 0.04 | ||
1993 | 0.01 | 0.11 | 0.02 | 0.01 | 181 | 682 | 356 | 14 | 37 | 358 | 3 | 716 | 5 | 0 | 0 | 0.05 | ||
1994 | 0.01 | 0.12 | 0.02 | 0.01 | 169 | 851 | 340 | 14 | 51 | 370 | 3 | 797 | 7 | 0 | 0 | 0.06 | ||
1995 | 0.06 | 0.19 | 0.1 | 0.06 | 198 | 1049 | 428 | 99 | 152 | 350 | 21 | 851 | 55 | 55 | 55.6 | 0 | 0.08 | |
1996 | 0.09 | 0.22 | 0.1 | 0.07 | 271 | 1320 | 501 | 129 | 281 | 367 | 32 | 906 | 60 | 95 | 73.6 | 4 | 0.01 | 0.1 |
1997 | 0.06 | 0.22 | 0.11 | 0.07 | 268 | 1588 | 637 | 171 | 454 | 469 | 30 | 1008 | 74 | 75 | 43.9 | 4 | 0.01 | 0.09 |
1998 | 0.06 | 0.26 | 0.07 | 0.05 | 206 | 1794 | 551 | 131 | 585 | 539 | 31 | 1087 | 52 | 73 | 55.7 | 5 | 0.02 | 0.12 |
1999 | 0.08 | 0.27 | 0.09 | 0.06 | 249 | 2043 | 714 | 193 | 779 | 474 | 36 | 1112 | 71 | 86 | 44.6 | 8 | 0.03 | 0.13 |
2000 | 0.08 | 0.32 | 0.11 | 0.09 | 242 | 2285 | 639 | 239 | 1020 | 455 | 37 | 1192 | 102 | 105 | 43.9 | 4 | 0.02 | 0.14 |
2001 | 0.11 | 0.35 | 0.11 | 0.09 | 253 | 2538 | 784 | 270 | 1291 | 491 | 54 | 1236 | 110 | 133 | 49.3 | 8 | 0.03 | 0.15 |
2002 | 0.11 | 0.37 | 0.1 | 0.1 | 226 | 2764 | 560 | 267 | 1558 | 495 | 54 | 1218 | 124 | 98 | 36.7 | 8 | 0.04 | 0.19 |
2003 | 0.1 | 0.4 | 0.09 | 0.09 | 231 | 2995 | 580 | 276 | 1836 | 479 | 46 | 1176 | 101 | 82 | 29.7 | 7 | 0.03 | 0.19 |
2004 | 0.09 | 0.44 | 0.11 | 0.12 | 201 | 3196 | 493 | 359 | 2195 | 457 | 40 | 1201 | 142 | 107 | 29.8 | 10 | 0.05 | 0.2 |
2005 | 0.08 | 0.45 | 0.1 | 0.1 | 198 | 3394 | 524 | 346 | 2541 | 432 | 36 | 1153 | 116 | 96 | 27.7 | 10 | 0.05 | 0.21 |
2006 | 0.1 | 0.46 | 0.11 | 0.11 | 253 | 3647 | 483 | 411 | 2953 | 399 | 39 | 1109 | 126 | 125 | 30.4 | 7 | 0.03 | 0.2 |
2007 | 0.1 | 0.42 | 0.12 | 0.12 | 228 | 3875 | 378 | 446 | 3401 | 451 | 44 | 1109 | 128 | 122 | 27.4 | 4 | 0.02 | 0.18 |
2008 | 0.15 | 0.44 | 0.14 | 0.17 | 477 | 4352 | 1005 | 625 | 4026 | 481 | 70 | 1111 | 191 | 252 | 40.3 | 11 | 0.02 | 0.2 |
2009 | 0.13 | 0.43 | 0.15 | 0.16 | 367 | 4719 | 651 | 708 | 4734 | 705 | 92 | 1357 | 213 | 228 | 32.2 | 16 | 0.04 | 0.21 |
2010 | 0.14 | 0.43 | 0.14 | 0.14 | 277 | 4996 | 606 | 698 | 5432 | 844 | 118 | 1523 | 210 | 188 | 26.9 | 13 | 0.05 | 0.18 |
2011 | 0.13 | 0.45 | 0.12 | 0.11 | 276 | 5272 | 416 | 643 | 6078 | 644 | 85 | 1602 | 181 | 160 | 24.9 | 8 | 0.03 | 0.2 |
2012 | 0.18 | 0.45 | 0.15 | 0.16 | 308 | 5580 | 525 | 837 | 6915 | 553 | 101 | 1625 | 264 | 217 | 25.9 | 8 | 0.03 | 0.19 |
2013 | 0.19 | 0.5 | 0.15 | 0.16 | 332 | 5912 | 438 | 874 | 7789 | 584 | 111 | 1705 | 270 | 218 | 24.9 | 11 | 0.03 | 0.21 |
2014 | 0.18 | 0.51 | 0.14 | 0.16 | 246 | 6158 | 295 | 862 | 8651 | 640 | 118 | 1560 | 242 | 131 | 15.2 | 5 | 0.02 | 0.2 |
2015 | 0.16 | 0.5 | 0.15 | 0.17 | 349 | 6507 | 297 | 965 | 9616 | 578 | 90 | 1439 | 250 | 246 | 25.5 | 16 | 0.05 | 0.19 |
2016 | 0.2 | 0.5 | 0.16 | 0.16 | 279 | 6786 | 294 | 1058 | 10675 | 595 | 119 | 1511 | 245 | 186 | 17.6 | 19 | 0.07 | 0.18 |
2017 | 0.13 | 0.5 | 0.14 | 0.15 | 312 | 7098 | 168 | 978 | 11653 | 628 | 84 | 1514 | 225 | 184 | 18.8 | 15 | 0.05 | 0.18 |
2018 | 0.13 | 0.54 | 0.13 | 0.12 | 273 | 7371 | 166 | 936 | 12589 | 591 | 79 | 1518 | 186 | 175 | 18.7 | 51 | 0.19 | 0.21 |
2019 | 0.16 | 0.58 | 0.13 | 0.15 | 276 | 7647 | 84 | 985 | 13574 | 585 | 91 | 1459 | 219 | 175 | 17.8 | 16 | 0.06 | 0.21 |
2020 | 0.14 | 0.75 | 0.13 | 0.14 | 243 | 7890 | 32 | 1008 | 14582 | 549 | 76 | 1489 | 208 | 130 | 12.9 | 9 | 0.04 | 0.29 |
IF: | Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
SC: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | Year | Title | Cited |
---|---|---|---|
1 | 2010 | Improved penalization for determining the number of factors in approximate factor models. (2010). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1806-1813. Full description at Econpapers || Download paper | 158 |
2 | 1988 | Estimating the number of change-points via Schwarz criterion. (1988). Yao, Yi-Ching . In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:3:p:181-189. Full description at Econpapers || Download paper | 157 |
3 | 2001 | Bayesian quantile regression. (2001). Yu, Keming ; Moyeed, Rana A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:437-447. Full description at Econpapers || Download paper | 122 |
4 | 1999 | Functional linear model. (1999). Ferraty, Frederic ; Sarda, Pascal ; Cardot, Herve. In: Statistics & Probability Letters. RePEc:eee:stapro:v:45:y:1999:i:1:p:11-22. Full description at Econpapers || Download paper | 81 |
5 | 2016 | Efficient computation of adjusted p-values for resampling-based stepdown multiple testing. (2016). Wolf, Michael ; Romano, Joseph P. In: Statistics & Probability Letters. RePEc:eee:stapro:v:113:y:2016:i:c:p:38-40. Full description at Econpapers || Download paper | 78 |
6 | 1983 | Descriptive statistics for multivariate distributions. (1983). Oja, Hannu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:6:p:327-332. Full description at Econpapers || Download paper | 77 |
7 | 2006 | Semi-functional partial linear regression. (2006). Aneiros-Perez, German ; Vieu, Philippe. In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:11:p:1102-1110. Full description at Econpapers || Download paper | 54 |
8 | 1997 | Backward stochastic differential equations with continuous coefficient. (1997). Lepeltier, J. P. ; San Martin, J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:32:y:1997:i:4:p:425-430. Full description at Econpapers || Download paper | 53 |
9 | 1989 | Maxima of normal random vectors: Between independence and complete dependence. (1989). Husler, Jurg ; Reiss, Rolf-Dieter . In: Statistics & Probability Letters. RePEc:eee:stapro:v:7:y:1989:i:4:p:283-286. Full description at Econpapers || Download paper | 52 |
10 | 1999 | Recursive mean adjustment in time-series inferences. (1999). So, Beong Soo ; Shin, Dong Wan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:1:p:65-73. Full description at Econpapers || Download paper | 48 |
11 | 1986 | Convergence rates for partially splined models. (1986). Rice, John. In: Statistics & Probability Letters. RePEc:eee:stapro:v:4:y:1986:i:4:p:203-208. Full description at Econpapers || Download paper | 46 |
12 | 1996 | On the Chambers-Mallows-Stuck method for simulating skewed stable random variables. (1996). Weron, RafaÃ
â. In: Statistics & Probability Letters. RePEc:eee:stapro:v:28:y:1996:i:2:p:165-171. Full description at Econpapers || Download paper | 45 |
13 | 1998 | A lifetime distribution with decreasing failure rate. (1998). Adamidis, K. ; Loukas, S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:39:y:1998:i:1:p:35-42. Full description at Econpapers || Download paper | 44 |
14 | 1987 | Estimation of integrated squared density derivatives. (1987). Marron, J. S. ; Hall, Peter. In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1987:i:2:p:109-115. Full description at Econpapers || Download paper | 39 |
15 | 1994 | Expectiles and M-quantiles are quantiles. (1994). Jones, M. C.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:20:y:1994:i:2:p:149-153. Full description at Econpapers || Download paper | 38 |
16 | 2001 | Moments of skew-normal random vectors and their quadratic forms. (2001). , Lihe ; Liu, Xiangwei ; Genton, Marc G. ; He, LI. In: Statistics & Probability Letters. RePEc:eee:stapro:v:51:y:2001:i:4:p:319-325. Full description at Econpapers || Download paper | 38 |
17 | 2001 | On the multivariate probability integral transformation. (2001). Genest, Christian ; Rivest, Louis-Paul . In: Statistics & Probability Letters. RePEc:eee:stapro:v:53:y:2001:i:4:p:391-399. Full description at Econpapers || Download paper | 38 |
18 | 2013 | Extinction and stationary distribution of a stochastic SIRS epidemic model with non-linear incidence. (2013). Lahrouz, Aadil ; Omari, Lahcen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:4:p:960-968. Full description at Econpapers || Download paper | 37 |
19 | 2012 | On weak dependence conditions for Poisson autoregressions. (2012). stheim, Dag Tj ; Doukhan, Paul ; Fokianos, Konstantinos ; Tjstheim, Dag . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:942-948. Full description at Econpapers || Download paper | 34 |
20 | 1990 | A note on the almost sure central limit theorem. (1990). Lacey, Michael T. ; Philipp, Walter. In: Statistics & Probability Letters. RePEc:eee:stapro:v:9:y:1990:i:3:p:201-205. Full description at Econpapers || Download paper | 33 |
21 | 1998 | Parameterizations and modes of stable distributions. (1998). Nolan, John P.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:38:y:1998:i:2:p:187-195. Full description at Econpapers || Download paper | 32 |
22 | 2000 | A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function. (2000). Chen, Zhenmin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:49:y:2000:i:2:p:155-161. Full description at Econpapers || Download paper | 32 |
23 | 2007 | Multivariate extensions of Spearmans rho and related statistics. (2007). Schmid, Friedrich ; Schmidt, Rafael . In: Statistics & Probability Letters. RePEc:eee:stapro:v:77:y:2007:i:4:p:407-416. Full description at Econpapers || Download paper | 32 |
24 | 2005 | A note on comparisons among coherent systems with dependent components using signatures. (2005). Sandoval, Carlos J. ; Ruiz, Jose M. ; Navarro, Jorge. In: Statistics & Probability Letters. RePEc:eee:stapro:v:72:y:2005:i:2:p:179-185. Full description at Econpapers || Download paper | 31 |
25 | 2004 | A new class of bivariate copulas. (2004). Rodriguez-Lallena, Jose Antonio ; beda-Flores, Manuel . In: Statistics & Probability Letters. RePEc:eee:stapro:v:66:y:2004:i:3:p:315-325. Full description at Econpapers || Download paper | 31 |
26 | 2005 | Estimating parameters in autoregressive models with asymmetric innovations. (2005). Wong, Wing-Keung ; Bian, Guorui. In: Statistics & Probability Letters. RePEc:eee:stapro:v:71:y:2005:i:1:p:61-70. Full description at Econpapers || Download paper | 31 |
27 | 1997 | Sparse spatial autoregressions. (1997). Pace, Kelley ; Barry, Ronald . In: Statistics & Probability Letters. RePEc:eee:stapro:v:33:y:1997:i:3:p:291-297. Full description at Econpapers || Download paper | 31 |
28 | 2008 | A note on endogenous control variables in causal studies. (2008). Lechner, Michael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:2:p:190-195. Full description at Econpapers || Download paper | 31 |
29 | 2001 | Identifiability of cure models. (2001). Li, Chin-Shang ; Taylor, Jeremy M. G., ; Sy, Judy P.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:389-395. Full description at Econpapers || Download paper | 31 |
30 | 2003 | Elliptical copulas: applicability and limitations. (2003). Szimayer, Alexander ; Junker, Markus ; Frahm, Gabriel. In: Statistics & Probability Letters. RePEc:eee:stapro:v:63:y:2003:i:3:p:275-286. Full description at Econpapers || Download paper | 31 |
31 | 1988 | On binomial distributions of order k. (1988). Ling, K. D.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:4:p:247-250. Full description at Econpapers || Download paper | 29 |
32 | 1983 | A generalized geometric distribution and some of its properties. (1983). Philippou, Andreas N. ; Georghiou, Costas. In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:4:p:171-175. Full description at Econpapers || Download paper | 28 |
33 | 1998 | Change-point in the mean of dependent observations. (1998). Kokoszka, Piotr ; Leipus, Remigijus. In: Statistics & Probability Letters. RePEc:eee:stapro:v:40:y:1998:i:4:p:385-393. Full description at Econpapers || Download paper | 28 |
34 | 2005 | Realistic variation of shock models. (2005). Gut, Allan ; Husler, Jurg . In: Statistics & Probability Letters. RePEc:eee:stapro:v:74:y:2005:i:2:p:187-204. Full description at Econpapers || Download paper | 28 |
35 | 1991 | Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives. (1991). Jones, M. C. ; Sheather, S. J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:11:y:1991:i:6:p:511-514. Full description at Econpapers || Download paper | 28 |
36 | 1999 | Estimation of the coefficient of tail dependence in bivariate extremes. (1999). Peng, L.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:4:p:399-409. Full description at Econpapers || Download paper | 28 |
37 | 1998 | A Bayesian analysis of generalized threshold autoregressive models. (1998). Chen, Cathy W. S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:40:y:1998:i:1:p:15-22. Full description at Econpapers || Download paper | 27 |
38 | 1997 | A multivariate Kolmogorov-Smirnov test of goodness of fit. (1997). Pea, Daniel ; Zamar, Ruben . In: Statistics & Probability Letters. RePEc:eee:stapro:v:35:y:1997:i:3:p:251-259. Full description at Econpapers || Download paper | 27 |
39 | 1996 | Asymptotic normality of regression estimators with long memory errors. (1996). Giraitis, Liudas ; Surgailis, Donatas ; Koul, Hira L.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:29:y:1996:i:4:p:317-335. Full description at Econpapers || Download paper | 27 |
40 | 2010 | A note on bootstrap approximations for the empirical copula process. (2010). Bucher, Axel ; Dette, Holger. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1925-1932. Full description at Econpapers || Download paper | 27 |
41 | 2008 | Testing for random effects and spatial lag dependence in panel data models. (2008). Baltagi, Badi ; Liu, Long. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:18:p:3304-3306. Full description at Econpapers || Download paper | 26 |
42 | 1993 | Testing the equality of nonparametric regression curves. (1993). Delgado, Miguel. In: Statistics & Probability Letters. RePEc:eee:stapro:v:17:y:1993:i:3:p:199-204. Full description at Econpapers || Download paper | 26 |
43 | 2008 | On comonotonicity of Pareto optimal risk sharing. (2008). Ruschendorf, Ludger ; Ludkovski, Michael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:10:p:1181-1188. Full description at Econpapers || Download paper | 26 |
44 | 2004 | Sub-fractional Brownian motion and its relation to occupation times. (2004). Talarczyk, Anna ; Bojdecki, Tomasz ; Gorostiza, Luis G.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:69:y:2004:i:4:p:405-419. Full description at Econpapers || Download paper | 26 |
45 | 2008 | A canonical definition of shape. (2008). Paindaveine, Davy. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:14:p:2240-2247. Full description at Econpapers || Download paper | 25 |
46 | 2002 | An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution. (2002). Karlis, Dimitris. In: Statistics & Probability Letters. RePEc:eee:stapro:v:57:y:2002:i:1:p:43-52. Full description at Econpapers || Download paper | 25 |
47 | 1992 | Density estimation in Besov spaces. (1992). Picard, D. ; Kerkyacharian, G.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:13:y:1992:i:1:p:15-24. Full description at Econpapers || Download paper | 25 |
48 | 1997 | Unifying the derivations for the Akaike and corrected Akaike information criteria. (1997). Cavanaugh, Joseph E.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:33:y:1997:i:2:p:201-208. Full description at Econpapers || Download paper | 25 |
49 | 2000 | Kernel-based functional principal components. (2000). Boente, Graciela ; Fraiman, Ricardo . In: Statistics & Probability Letters. RePEc:eee:stapro:v:48:y:2000:i:4:p:335-345. Full description at Econpapers || Download paper | 25 |
50 | 2009 | Precise large deviations for dependent random variables with heavy tails. (2009). Liu, LI. In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:9:p:1290-1298. Full description at Econpapers || Download paper | 24 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2016 | Efficient computation of adjusted p-values for resampling-based stepdown multiple testing. (2016). Wolf, Michael ; Romano, Joseph P. In: Statistics & Probability Letters. RePEc:eee:stapro:v:113:y:2016:i:c:p:38-40. Full description at Econpapers || Download paper | 60 |
2 | 2010 | Improved penalization for determining the number of factors in approximate factor models. (2010). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1806-1813. Full description at Econpapers || Download paper | 47 |
3 | 1988 | Estimating the number of change-points via Schwarz criterion. (1988). Yao, Yi-Ching . In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:3:p:181-189. Full description at Econpapers || Download paper | 33 |
4 | 2001 | Bayesian quantile regression. (2001). Yu, Keming ; Moyeed, Rana A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:437-447. Full description at Econpapers || Download paper | 27 |
5 | 1999 | Functional linear model. (1999). Ferraty, Frederic ; Sarda, Pascal ; Cardot, Herve. In: Statistics & Probability Letters. RePEc:eee:stapro:v:45:y:1999:i:1:p:11-22. Full description at Econpapers || Download paper | 18 |
6 | 2013 | Extinction and stationary distribution of a stochastic SIRS epidemic model with non-linear incidence. (2013). Lahrouz, Aadil ; Omari, Lahcen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:4:p:960-968. Full description at Econpapers || Download paper | 17 |
7 | 1994 | Expectiles and M-quantiles are quantiles. (1994). Jones, M. C.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:20:y:1994:i:2:p:149-153. Full description at Econpapers || Download paper | 15 |
8 | 2006 | Semi-functional partial linear regression. (2006). Aneiros-Perez, German ; Vieu, Philippe. In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:11:p:1102-1110. Full description at Econpapers || Download paper | 14 |
9 | 1983 | Descriptive statistics for multivariate distributions. (1983). Oja, Hannu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:6:p:327-332. Full description at Econpapers || Download paper | 13 |
10 | 2005 | Realistic variation of shock models. (2005). Gut, Allan ; Husler, Jurg . In: Statistics & Probability Letters. RePEc:eee:stapro:v:74:y:2005:i:2:p:187-204. Full description at Econpapers || Download paper | 13 |
11 | 2004 | A new class of bivariate copulas. (2004). Rodriguez-Lallena, Jose Antonio ; beda-Flores, Manuel . In: Statistics & Probability Letters. RePEc:eee:stapro:v:66:y:2004:i:3:p:315-325. Full description at Econpapers || Download paper | 11 |
12 | 1997 | A multivariate Kolmogorov-Smirnov test of goodness of fit. (1997). Pea, Daniel ; Zamar, Ruben . In: Statistics & Probability Letters. RePEc:eee:stapro:v:35:y:1997:i:3:p:251-259. Full description at Econpapers || Download paper | 10 |
13 | 1998 | A lifetime distribution with decreasing failure rate. (1998). Adamidis, K. ; Loukas, S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:39:y:1998:i:1:p:35-42. Full description at Econpapers || Download paper | 10 |
14 | 1998 | Parameterizations and modes of stable distributions. (1998). Nolan, John P.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:38:y:1998:i:2:p:187-195. Full description at Econpapers || Download paper | 10 |
15 | 2012 | On weak dependence conditions for Poisson autoregressions. (2012). stheim, Dag Tj ; Doukhan, Paul ; Fokianos, Konstantinos ; Tjstheim, Dag . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:942-948. Full description at Econpapers || Download paper | 10 |
16 | 2018 | The role of statistics in data-centric engineering. (2018). Lau, Din-Houn F ; Butler, Liam J ; Girolami, Mark A ; Adams, Niall M. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:58-62. Full description at Econpapers || Download paper | 10 |
17 | 2010 | Parameter estimation for fractional Ornstein-Uhlenbeck processes. (2010). Nualart, David ; Hu, Yaozhong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:11-12:p:1030-1038. Full description at Econpapers || Download paper | 10 |
18 | 1997 | Unifying the derivations for the Akaike and corrected Akaike information criteria. (1997). Cavanaugh, Joseph E.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:33:y:1997:i:2:p:201-208. Full description at Econpapers || Download paper | 9 |
19 | 2008 | A singular stochastic differential equation driven by fractional Brownian motion. (2008). Nualart, David ; Hu, Yaozhong ; Song, Xiaoming . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:14:p:2075-2085. Full description at Econpapers || Download paper | 9 |
20 | 2011 | Multivariate causality tests with simulation and application. (2011). Wong, Wing-Keung ; Zhang, Bingzhi ; Bai, Zhidong ; Li, Heng. In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:8:p:1063-1071. Full description at Econpapers || Download paper | 9 |
21 | 2010 | Consistent density deconvolution under partially known error distribution. (2010). Van Bellegem, Sebastien ; SCHWARZ, Maik ; VanBellegem, Sebastien . In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:3-4:p:236-241. Full description at Econpapers || Download paper | 8 |
22 | 1997 | Backward stochastic differential equations with continuous coefficient. (1997). Lepeltier, J. P. ; San Martin, J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:32:y:1997:i:4:p:425-430. Full description at Econpapers || Download paper | 8 |
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2020 | Marginally parameterized spatio-temporal models and stepwise maximum likelihood estimation. (2020). Castruccio, Stefano ; Edwards, Matthew ; Hammerling, Dorit. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:151:y:2020:i:c:s0167947320301092. Full description at Econpapers || Download paper | |
2020 | Reflected BSDEs with jumps in time-dependent convex cà dlà g domains. (2020). Fakhouri, Imade ; Eddahbi, Mhamed ; Ouknine, Youssef. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:11:p:6515-6555. Full description at Econpapers || Download paper | |
2020 | Accurate reliability inference based on Wiener process with random effects for degradation data. (2020). Wang, Xiaofei ; Hong, Yili ; Jiang, Pei Hua. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:193:y:2020:i:c:s0951832019303977. Full description at Econpapers || Download paper | |
2020 | Observer based guaranteed cost control for Markovian jump stochastic neutral-type neural networks. (2020). Sakthivel, R ; Karthick, S A ; Leelamani, A. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:133:y:2020:i:c:s0960077920300205. Full description at Econpapers || Download paper | |
2020 | Asymptotic theory for near integrated processes driven by tempered linear processes. (2020). Phillips, Peter ; Sabzikar, Farzad ; Wang, Qiying. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:192-202. Full description at Econpapers || Download paper | |
2020 | On the empirical process of tempered moving averages. (2020). Sabzikar, Farzad ; Beran, Jan ; Telkmann, Klaus ; Surgailis, Donatas. In: Statistics & Probability Letters. RePEc:eee:stapro:v:167:y:2020:i:c:s0167715220302054. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | On gamma-Gompertz life expectancy. (2020). Lemonte, Artur J ; Patricio, Silvio C ; Castellares, Fredy. In: Statistics & Probability Letters. RePEc:eee:stapro:v:165:y:2020:i:c:s0167715220301358. Full description at Econpapers || Download paper | |
2020 | On closed-form expressions to Gompertzâââ‰â¬ÅMakeham life expectancy. (2020). Queiroz, Bernardo L ; Lemonte, Artur J ; Patrcio, Silvio C ; Castellares, Fredy. In: Theoretical Population Biology. RePEc:eee:thpobi:v:134:y:2020:i:c:p:53-60. Full description at Econpapers || Download paper | |
2020 | Completely monotone distributions: Mixing, approximation and estimation of number of species. (2020). Kulagina, Yulia ; Balabdaoui, Fadoua. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:150:y:2020:i:c:s0167947320301055. Full description at Econpapers || Download paper | |
2020 | A Dynamic Credit Index System for TSMEs in China Using the Delphi and Analytic Hierarchy Process (AHP) Methods. (2020). Jia, Zhuoqiang ; Yu, AO ; Herrera, Francisco ; Deng, KE ; Zhang, Weike. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:1715-:d:324916. Full description at Econpapers || Download paper | |
2020 | Nonparametric inference for covariate-adjusted model. (2020). Huang, Zhensheng ; Dai, Shuang . In: Statistics & Probability Letters. RePEc:eee:stapro:v:162:y:2020:i:c:s0167715220300699. Full description at Econpapers || Download paper | |
2020 | Logarithmic calibration for multiplicative distortion measurement errors regression models. (2020). Yang, Yiping ; Zhang, Jun ; Li, Gaorong. In: Statistica Neerlandica. RePEc:bla:stanee:v:74:y:2020:i:4:p:462-488. Full description at Econpapers || Download paper | |
2020 | Testing and estimating change-points in the covariance matrix of a high-dimensional time series. (2020). Steland, Ansgar. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:177:y:2020:i:c:s0047259x18305104. Full description at Econpapers || Download paper | |
2020 | A framework for global reliability sensitivity analysis in the presence of multi-uncertainty. (2020). Straub, Daniel ; Papaioannou, Iason ; Ehre, Max. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:195:y:2020:i:c:s0951832019301292. Full description at Econpapers || Download paper | |
2020 | Strong consistency and asymptotic normality for quantities related to the Benjaminiââ¬âHochberg false discovery rate procedure. (2020). Izmirlian, Grant. In: Statistics & Probability Letters. RePEc:eee:stapro:v:160:y:2020:i:c:s016771522030016x. Full description at Econpapers || Download paper | |
2020 | Load sharing redundant repairable systems with switching and reboot delay. (2020). Shekhar, Chandra ; Varshney, Shreekant ; Kumar, Amit. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:193:y:2020:i:c:s0951832019305174. Full description at Econpapers || Download paper | |
2020 | The Leland-Toft optimal capital structure model under Poisson observations. (2019). Yamazaki, Kazutoshi ; Surya, Budhi Arta ; Jos'e Luis P'erez, ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:1904.03356. Full description at Econpapers || Download paper | |
2020 | Double continuation regions for American options under Poisson exercise opportunities. (2020). Yamazaki, Kazutoshi ; Jos'e Luis P'erez, ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:2004.03330. Full description at Econpapers || Download paper | |
2020 | The Lelandââ¬âToft optimal capital structure model under Poisson observations. (2020). Surya, Budhi Arta ; Perez, Jose Luis ; Palmowski, Zbigniew ; Yamazaki, Kazutoshi. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:4:d:10.1007_s00780-020-00431-6. Full description at Econpapers || Download paper | |
2020 | Optimal Experimental Design for Staggered Rollouts. (2019). Imbens, Guido ; Bayati, Mohsen ; Athey, Susan ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1911.03764. Full description at Econpapers || Download paper | |
2020 | Highly efficient stepped wedge designs for clusters of unequal size. (2020). , John ; John , . In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:4:p:1167-1176. Full description at Econpapers || Download paper | |
2020 | Modeling Multivariate Financial Series and Computing Risk Measures via GramâCharlier-Like Expansions. (2020). Barbieri, Laura ; Vacca, Gianmarco ; Zoia, Maria Grazia. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:123-:d:445689. Full description at Econpapers || Download paper | |
2020 | A robust two-stage procedure for the Poisson process under the linear exponential loss function. (2020). Hwang, Leng-Cheng. In: Statistics & Probability Letters. RePEc:eee:stapro:v:163:y:2020:i:c:s0167715220300766. Full description at Econpapers || Download paper | |
2020 | Parisian ruin with a threshold dividend strategy under the dual Lévy risk model. (2020). Li, Zhong ; Sendova, Kristina P ; Yang, Chen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:90:y:2020:i:c:p:135-150. Full description at Econpapers || Download paper | |
2020 | On the dual risk model with diffusion under a mixed dividend strategy. (2020). Hu, Yijun ; Chen, Ping ; Liu, Zhang. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:376:y:2020:i:c:s0096300320300849. Full description at Econpapers || Download paper | |
2020 | Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices. (2020). Saha, Koushik ; Maurya, Shambhu Nath. In: Statistics & Probability Letters. RePEc:eee:stapro:v:166:y:2020:i:c:s0167715220301784. Full description at Econpapers || Download paper | |
2020 | A Multivariate Statistics-Based Approach for Detecting Diesel Engine Faults with Weak Signatures. (2020). Cattley, Robert ; Ma, Xiuzhen ; Zhang, Chi ; Wang, Zhongwei ; Xu, Yuandong. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:4:p:873-:d:321437. Full description at Econpapers || Download paper | |
2020 | Detection of volatility regime-switching for crude oil price modeling and forecasting. (2020). TAGHIZADEH-HESARY, Farhad ; Zhang, Jijian ; Sun, Huaping ; Liu, Yue. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420719306439. Full description at Econpapers || Download paper | |
2020 | Talagrandââ¬â¢s quadratic transportation cost inequalities for reflected SPDEs driven by spaceââ¬âtime white noise. (2020). Li, Yumeng. In: Statistics & Probability Letters. RePEc:eee:stapro:v:161:y:2020:i:c:s0167715220300377. Full description at Econpapers || Download paper | |
2020 | Poisson source localization on the plane: cusp case. (2020). Chernoyarov, O V ; Kutoyants, Yu A ; Dachian, S. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:5:d:10.1007_s10463-019-00722-6. Full description at Econpapers || Download paper | |
2020 | A modified version of stochastic dominance involving dependence. (2020). Montes, Susana ; Salamanca, Juan Jesus. In: Statistics & Probability Letters. RePEc:eee:stapro:v:165:y:2020:i:c:s0167715220301516. Full description at Econpapers || Download paper | |
2020 | Ridge reconstruction of partially observed functional data is asymptotically optimal. (2020). Stefanucci, Marco ; Kraus, David. In: Statistics & Probability Letters. RePEc:eee:stapro:v:165:y:2020:i:c:s0167715220301164. Full description at Econpapers || Download paper | |
2020 | Industry 4.0 and Transformation in Public Finance: An Assessment by Government Expenditures. (2020). Lgun, Mira Fatih. In: Sosyoekonomi Journal. RePEc:sos:sosjrn:200211. Full description at Econpapers || Download paper | |
2020 | Sustainable Agricultural Intensification in Four Tanzanian VillagesâA View from the Ground and the Sky. (2020). Isinika, Aida ; Hall, Ola ; Djurfeldt, Agnes Andersson ; Yengoh, Genesis Tambang ; Msuya, Elibariki. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8304-:d:425381. Full description at Econpapers || Download paper | |
2020 | Port Community Systems: A structured literature review. (2020). Paternina-Arboleda, Carlos ; Amaya-Mier, Rene ; Moros-Daza, Adriana. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:133:y:2020:i:c:p:27-46. Full description at Econpapers || Download paper | |
2020 | Capturing the value of ecosystem services from silvopastoral systems: Perceptions from selected Italian farms. (2020). Roesler, Tim ; Hassler, Markus ; Rhrig, Nina. In: Ecosystem Services. RePEc:eee:ecoser:v:44:y:2020:i:c:s2212041620300942. Full description at Econpapers || Download paper | |
2020 | Computing Bayes: Bayesian Computation from 1763 to the 21st Century. (2020). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-14. Full description at Econpapers || Download paper | |
2020 | Density estimation using bootstrap quantile variance and quantile-mean covariance. (2050). Montes-Rojas, Gabriel ; Mena, Andres Sebastian. In: Documentos de trabajo del Instituto Interdisciplinario de EconomÃa PolÃtica (IIEP-BAIRES). RePEc:ake:iiepdt:202050. Full description at Econpapers || Download paper | |
2020 | Mis-specification analysis of Wiener degradation models by using f-divergence with outliers. (2020). Shi, Yimin ; Tony, Hon Keung ; Zhang, Fode. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:195:y:2020:i:c:s0951832019301085. Full description at Econpapers || Download paper | |
2020 | Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution. (2020). Kubokawa, Tatsuya ; Yuasa, Ryota. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:178:y:2020:i:c:s0047259x1930569x. Full description at Econpapers || Download paper | |
2020 | A large deviation result for maximum likelihood estimator of non-homogeneous Ornsteinââ¬âUhlenbeck processes. (2020). Liu, Qiaojing ; Zhao, Shoujiang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:162:y:2020:i:c:s0167715220300560. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Mixtures of Hidden Truncation Hyperbolic Factor Analyzers. (2020). McNicholas, Paul D ; Browne, Ryan P ; Murray, Paula M. In: Journal of Classification. RePEc:spr:jclass:v:37:y:2020:i:2:d:10.1007_s00357-019-9309-y. Full description at Econpapers || Download paper | |
2020 | Scale and shape mixtures of matrix variate extended skew normal distributions. (2020). Arellano-Valle, Reinaldo B ; Yousefzadeh, Fatemeh ; Rezaei, Amir. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:179:y:2020:i:c:s0047259x2030230x. Full description at Econpapers || Download paper | |
2020 | Geometric Tweedie regression models for continuous and semicontinuous data with variation phenomenon. (2020). Masmoudi, Afif ; Kokonendji, Celestin C ; Abid, Rahma. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:104:y:2020:i:1:d:10.1007_s10182-019-00350-8. Full description at Econpapers || Download paper | |
2020 | Relative variation indexes for multivariate continuous distributions on $$[0,\infty )^k$$[0,âËž)k and extensions. (2020). Sawadogo, Amadou ; Toure, Aboubacar Y ; Kokonendji, Celestin C. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:104:y:2020:i:2:d:10.1007_s10182-020-00364-7. Full description at Econpapers || Download paper | |
2020 | A general treatment of alternative expectation formulae. (2020). Liu, Yang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:166:y:2020:i:c:s0167715220301668. Full description at Econpapers || Download paper | |
2020 | Purchasing power parity vs. uncovered interest rate parity for NAFTA countries: The value of incorporating time-varying parameter model. (2020). Jei, Sang Young ; Min, Dai Hong ; Yoon, Jong Cheol. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:494-500. Full description at Econpapers || Download paper | |
2020 | Existence and uniqueness results for a class of fractional stochastic neutral differential equations. (2020). Mahmudov, Nazim I ; Ahmadova, Arzu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920306494. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Supervised classification of geometrical objects by integrating currents and functional data analysis. (2020). Barahona, S ; Simo, A ; Ibaez, M V ; Gual-Arnau, X ; Centella, P. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:29:y:2020:i:3:d:10.1007_s11749-019-00669-z. Full description at Econpapers || Download paper | |
2020 | R-optimal designs for individual prediction in random coefficient regression models. (2020). He, Daojiang . In: Statistics & Probability Letters. RePEc:eee:stapro:v:159:y:2020:i:c:s016771521930330x. Full description at Econpapers || Download paper | |
2020 | Asymptotic domination of sample maxima. (2020). Rulliere, Didier ; Hashorva, Enkelejd. In: Statistics & Probability Letters. RePEc:eee:stapro:v:160:y:2020:i:c:s0167715220300067. Full description at Econpapers || Download paper | |
2020 | Ordering extremes of exponentiated location-scale models with dependent and heterogeneous random samples. (2020). Kayal, Suchandan ; Das, Sangita. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:83:y:2020:i:8:d:10.1007_s00184-019-00753-2. Full description at Econpapers || Download paper | |
2020 | Joint model-free feature screening for ultra-high dimensional semi-competing risks data. (2020). Liu, Chunling ; Xu, Sheng ; Chen, Xiaolin ; Lu, Shuiyun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:147:y:2020:i:c:s0167947320300335. Full description at Econpapers || Download paper | |
2020 | Model-free feature screening for ultra-high dimensional competing risks data. (2020). Chen, Xiaojing ; Liu, YI ; Zhang, Yahui. In: Statistics & Probability Letters. RePEc:eee:stapro:v:164:y:2020:i:c:s0167715220301188. Full description at Econpapers || Download paper | |
2020 | Interplay of financial and insurance risks in dependent discrete-time risk models. (2020). Yuen, Kam C ; Wang, Kaiyong ; Jiang, Tao ; Yang, Yang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:162:y:2020:i:c:s0167715220300559. Full description at Econpapers || Download paper | |
2020 | Statistical estimation for some dividend problems under the compound Poisson risk model. (2020). Zhang, Zhimin ; Xie, Jiayi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:101-115. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Revisiting integral functionals of geometric Brownian motion. (2020). Vostrikova, Lioudmila ; Boguslavskaya, Elena. In: Statistics & Probability Letters. RePEc:eee:stapro:v:165:y:2020:i:c:s0167715220301371. Full description at Econpapers || Download paper | |
2020 | Asymptotic expansions of powered skew-normal extremes. (2020). Xiong, Qian ; Peng, Zuoxiang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:158:y:2020:i:c:s016771521930313x. Full description at Econpapers || Download paper | |
2020 | Stationarity and ergodicity of Markov switching positive conditional mean models. (2020). Francq, Christian ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:102503. Full description at Econpapers || Download paper | |
2020 | On an integer-valued stochastic intensity model for time series of counts. (2020). Dimitrakopoulos, Stefanos ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:105406. Full description at Econpapers || Download paper | |
2020 | Reflected backward stochastic partial differential equations in a convex domain. (2020). Zhang, Tusheng ; Yang, Xue. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:10:p:6038-6063. Full description at Econpapers || Download paper | |
2020 | Bounds on tail probabilities for quadratic forms in dependent sub-gaussian random variables. (2020). Zajkowski, Krzysztof. In: Statistics & Probability Letters. RePEc:eee:stapro:v:167:y:2020:i:c:s0167715220302017. Full description at Econpapers || Download paper | |
2020 | Analysis of base-stock perishable inventory systems with general lifetime and lead-time. (2020). Jouini, Oualid ; Babai, Zied M ; Legros, Benjamin ; Kouki, Chaaben. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:3:p:901-915. Full description at Econpapers || Download paper | |
2020 | Q-processes and asymptotic properties of Markov processes conditioned not to hit moving boundaries. (2020). Oafrain, William. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:6:p:3445-3476. Full description at Econpapers || Download paper | |
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2020 | Weak aging properties for coherent systems with statistically dependent component lifetimes. (2020). Li, Xiaohu. In: Naval Research Logistics (NRL). RePEc:wly:navres:v:67:y:2020:i:7:p:559-572. Full description at Econpapers || Download paper | |
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2020 | On obtaining sharp bounds of the rate of convergence for a class of continuous-time Markov chains. (2020). Kiseleva, K M ; Satin, Y A ; Zeifman, A I. In: Statistics & Probability Letters. RePEc:eee:stapro:v:161:y:2020:i:c:s016771522030033x. Full description at Econpapers || Download paper | |
2020 | Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models. (2020). Miljkovic, Tatjana ; McNicholas, Paul D ; Jevti, Petar ; Poua, Nikola. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:79-93. Full description at Econpapers || Download paper | |
2020 | Minimizing the Probability of Lifetime Exponential Parisian Ruin. (2020). Young, Virginia R ; Liang, Xiaoqing. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:184:y:2020:i:3:d:10.1007_s10957-019-01595-8. Full description at Econpapers || Download paper | |
2020 | Robust optimal reinsuranceââ¬âinvestment strategy with price jumps and correlated claims. (2020). Yang, Peng ; Chen, Zhiping. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:27-46. Full description at Econpapers || Download paper | |
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2020 | Management of an island and grid-connected microgrid using hybrid economic model predictive control with weather data. (2020). Rocha, Maxsuel M ; Fardin, Jussara F ; Felix, Jose L. In: Applied Energy. RePEc:eee:appene:v:278:y:2020:i:c:s0306261920310916. Full description at Econpapers || Download paper | |
2020 | Distorted stochastic dominance: A generalized family of stochastic orders. (2020). Bertoli-Barsotti, Lucio ; Lando, Tommaso. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:90:y:2020:i:c:p:132-139. Full description at Econpapers || Download paper | |
2020 | The role of renewable energy, alternative and nuclear energy in mitigating carbon emissions in the CPTPP countries. (2020). Vo, Duc ; Nguyen, Minh ; Ho, Chi Minh. In: Renewable Energy. RePEc:eee:renene:v:161:y:2020:i:c:p:278-292. Full description at Econpapers || Download paper | |
2020 | A modified version of stochastic dominance involving dependence. (2020). Montes, Susana ; Salamanca, Juan Jesus. In: Statistics & Probability Letters. RePEc:eee:stapro:v:165:y:2020:i:c:s0167715220301516. Full description at Econpapers || Download paper | |
2020 | Online estimation of integrated squared density derivatives. (2020). Pelletier, Mariane ; Mokkadem, Abdelkader. In: Statistics & Probability Letters. RePEc:eee:stapro:v:166:y:2020:i:c:s0167715220301838. Full description at Econpapers || Download paper | |
2020 | A strong law of large numbers for simultaneously testing parameters of Lancaster bivariate distributions. (2020). Chen, Xiongzhi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:167:y:2020:i:c:s0167715220302145. Full description at Econpapers || Download paper | |
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2020 | Stochastic dominance relations for generalised parametric distributions obtained through composition. (2020). Bertoli-Barsotti, Lucio ; Lando, Tommaso. In: METRON. RePEc:spr:metron:v:78:y:2020:i:3:d:10.1007_s40300-020-00184-4. Full description at Econpapers || Download paper | |
2020 | Improving Matching Process with Expanding and Classifying Criterial Keywords leveraging Word Embedding and Hierarchical Clustering Methods. (2020). Iwashita, Motoi ; Takuma, Hironori ; Iwakami, Yutaka. In: The Review of Socionetwork Strategies. RePEc:spr:trosos:v:14:y:2020:i:2:d:10.1007_s12626-020-00063-4. Full description at Econpapers || Download paper |
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2019 | Representation of I(1) and I(2) autoregressive Hilbertian processes. (2019). Seo, Won-Ki ; Beare, Brendan K. In: Papers. RePEc:arx:papers:1701.08149. Full description at Econpapers || Download paper | |
2019 | On occupation times in the red of L\evy risk models. (2019). Lkabous, Mohamed Amine ; Li, Bin ; Landriault, David. In: Papers. RePEc:arx:papers:1903.03721. Full description at Econpapers || Download paper | |
2019 | Poissonian occupation times of spectrally negative L\evy processes with applications. (2019). Lkabous, Mohamed Amine. In: Papers. RePEc:arx:papers:1907.09990. Full description at Econpapers || Download paper | |
2019 | Asymmetric clusters and outliers: Mixtures of multivariate contaminated shifted asymmetric Laplace distributions. (2019). Browne, Ryan P ; McNicholas, Paul D ; Punzo, Antonio ; Morris, Katherine . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:132:y:2019:i:c:p:145-166. Full description at Econpapers || Download paper | |
2019 | Fatigue life reliability evaluation in a high-speed train bogie frame using accelerated life and numerical test. (2019). Chen, Tianli ; Zeng, Jing ; Zheng, Heyan ; Lu, Yaohui ; Wu, Pingbo. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:188:y:2019:i:c:p:221-232. Full description at Econpapers || Download paper | |
2019 | Local binary regression with spherical predictors. (2019). di Marzio, Marco ; Taylor, Charles C ; Panzera, Agnese ; Fensore, Stefania. In: Statistics & Probability Letters. RePEc:eee:stapro:v:144:y:2019:i:c:p:30-36. Full description at Econpapers || Download paper | |
2019 | Extremal properties of the multivariate extended skew-normal distribution, Part B. (2019). Sisson, S A ; Xu, Y ; Padoan, S A ; Beranger, B. In: Statistics & Probability Letters. RePEc:eee:stapro:v:147:y:2019:i:c:p:105-114. Full description at Econpapers || Download paper | |
2019 | Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response. (2019). Laib, Naamane ; Chaouch, Mohamed. In: Statistics & Probability Letters. RePEc:eee:stapro:v:154:y:2019:i:c:18. Full description at Econpapers || Download paper | |
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2019 | Markovian lifts of positive semidefinite affine Volterra-type processes. (2019). Teichmann, Josef ; Cuchiero, Christa. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00268-5. Full description at Econpapers || Download paper | |
2019 | Affine forward variance models. (2019). Keller-Ressel, Martin ; Gatheral, Jim. In: Finance and Stochastics. RePEc:spr:finsto:v:23:y:2019:i:3:d:10.1007_s00780-019-00392-5. Full description at Econpapers || Download paper | |
2019 | A Mixture of Coalesced Generalized Hyperbolic Distributions. (2019). Tortora, Cristina ; McNicholas, Paul D ; Browne, Ryan P ; Franczak, Brian C. In: Journal of Classification. RePEc:spr:jclass:v:36:y:2019:i:1:d:10.1007_s00357-019-09319-3. Full description at Econpapers || Download paper | |
2019 | A hybrid regression model for water quality prediction. (2019). Mansoor, Zubia ; Chakraborty, Ashis Kumar. In: OPSEARCH. RePEc:spr:opsear:v:56:y:2019:i:4:d:10.1007_s12597-019-00386-z. Full description at Econpapers || Download paper | |
2019 | A simple proof of PitmanâYorâs Chinese restaurant process from its stick-breaking representation. (2019). Julyan, Arbel ; Caroline, Lawless. In: Dependence Modeling. RePEc:vrs:demode:v:7:y:2019:i:1:p:45-52:n:3. Full description at Econpapers || Download paper |
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2018 | Asymptotic Theory for Near Integrated Process Driven by Tempered Linear Process. (2018). Phillips, Peter ; PEter, ; Wang, Qiying ; Sabzikar, Farzad. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2131. Full description at Econpapers || Download paper | |
2018 | Statistical test for fractional Brownian motion based on detrending moving average algorithm. (2018). Sikora, Grzegorz. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:116:y:2018:i:c:p:54-62. Full description at Econpapers || Download paper | |
2018 | The joint distribution of the sum and maximum of dependent Pareto risks. (2018). Arendarczyk, Marek ; Panorska, Anna K ; Kozubowski, Tomasz J. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:136-156. Full description at Econpapers || Download paper | |
2018 | Farmland Use Transitions After the CAP Greening: a Preliminary Analysis Using Markov Chains Approach. (2018). Aletti, Giacomo ; Bertoni, Danilo ; Pretolani, Roberto ; Cavicchioli, Daniele ; Micheletti, Alessandra ; Ferrandi, Giulia . In: Land Use Policy. RePEc:eee:lauspo:v:79:y:2018:i:c:p:789-800. Full description at Econpapers || Download paper | |
2018 | Reliability evaluation of circular k-out-of-n: G balanced systems through minimal path sets. (2018). Endharta, Alfonsus Julanto ; Ko, Young Myoung ; Yun, Won Young. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:180:y:2018:i:c:p:226-236. Full description at Econpapers || Download paper | |
2018 | Invariance principles for tempered fractionally integrated processes. (2018). Sabzikar, Farzad ; Surgailis, Donatas. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:10:p:3419-3438. Full description at Econpapers || Download paper | |
2018 | Quality of life, big data and the power of statistics. (2018). Gupta, Shivam ; Pebesma, Edzer ; Degbelo, Auriol ; Mateu, Jorge. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:101-104. Full description at Econpapers || Download paper | |
2018 | Big data and public policies: Opportunities and challenges. (2018). Azzone, Giovanni. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:116-120. Full description at Econpapers || Download paper | |
2018 | How do statisticians analyse big dataââ¬âOur story. (2018). Shi, Jian Qing. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:130-133. Full description at Econpapers || Download paper | |
2018 | When small data beats big data. (2018). Faraway, Julian J ; Augustin, Nicole H. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:142-145. Full description at Econpapers || Download paper | |
2018 | Data learning from big data. (2018). Torrecilla, Jose L ; Romo, Juan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:15-19. Full description at Econpapers || Download paper | |
2018 | Big questions, informative data, excellent science. (2018). Bowman, Adrian W. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:34-36. Full description at Econpapers || Download paper | |
2018 | Statistics for big data: A perspective. (2018). Buhlmann, Peter ; van De, Sara. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:37-41. Full description at Econpapers || Download paper | |
2018 | Statistical science in the world of big data. (2018). Reid, Nancy. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:42-45. Full description at Econpapers || Download paper | |
2018 | The future of statistics and data science. (2018). Olhede, Sofia C ; Wolfe, Patrick J. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:46-50. Full description at Econpapers || Download paper | |
2018 | On the role of statistics in the era of big data: A computer science perspective. (2018). Ceri, Stefano. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:68-72. Full description at Econpapers || Download paper | |
2018 | Nonparametric recursive method for kernel-type function estimators for spatial data. (2018). Bouzebda, Salim ; Slaoui, Yousri. In: Statistics & Probability Letters. RePEc:eee:stapro:v:139:y:2018:i:c:p:103-114. Full description at Econpapers || Download paper | |
2018 | A proof for the existence of multivariate singular generalized skew-elliptical density functions. (2018). Shushi, Tomer. In: Statistics & Probability Letters. RePEc:eee:stapro:v:141:y:2018:i:c:p:50-55. Full description at Econpapers || Download paper | |
2018 | Towards a Topological Representation of Risks and Their Measures. (2018). Shushi, Tomer. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:134-:d:183882. Full description at Econpapers || Download paper | |
2018 | Air Quality Monitoring Network Design Optimisation for Robust Land Use Regression Models. (2018). Gupta, Shivam ; Degbelo, Auriol ; Mateu, Jorge ; Pebesma, Edzer. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:5:p:1442-:d:144778. Full description at Econpapers || Download paper | |
2018 | A Multistage Distribution-Generation Planning Model for Clean Power Generation under Multiple Uncertaintiesââ¬âA Case Study of Urumqi, China. (2018). Wang, Shen ; Fan, Yurui ; Huang, Guohe. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3263-:d:169433. Full description at Econpapers || Download paper | |
2018 | Ergodicity conditions for a double mixed Poisson autoregression. (2018). Aknouche, Abdelhakim ; Demouche, Nacer. In: MPRA Paper. RePEc:pra:mprapa:88843. Full description at Econpapers || Download paper | |
2018 | Rejoinder on: Some recent work on multivariate Gaussian Markov random fields. (2018). MacNab, Ying C. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:3:d:10.1007_s11749-018-0608-0. Full description at Econpapers || Download paper | |
2018 | On total capacity of kââ¬Âoutââ¬Âofââ¬Ân systems with random weights. (2018). Zhang, Yiying ; Zhao, Peng ; Ding, Weiyong. In: Naval Research Logistics (NRL). RePEc:wly:navres:v:65:y:2018:i:4:p:347-359. Full description at Econpapers || Download paper |
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2017 | Conditional-Mean Hedging Under Transaction Costs in Gaussian Models. (2017). Viitasaari, Lauri ; Sottinen, Tommi. In: Papers. RePEc:arx:papers:1708.03242. Full description at Econpapers || Download paper | |
2017 | Comparing distributions by multiple testing across quantiles or CDF values. (2017). Kaplan, David ; Goldman, Matt. In: Papers. RePEc:arx:papers:1708.04658. Full description at Econpapers || Download paper | |
2017 | Equilibrium distributions and discrete Schur-constant models. (2017). Claramunt, Merce M ; Castaner, Anna. In: Papers. RePEc:arx:papers:1709.09955. Full description at Econpapers || Download paper | |
2017 | A Theorem at the Core of Colliding Bias. (2017). Doron, Shahar ; Eyal, Shahar . In: The International Journal of Biostatistics. RePEc:bpj:ijbist:v:13:y:2017:i:1:p:11:n:7. Full description at Econpapers || Download paper | |
2017 | Multiple risk measures for multivariate dynamic heavyââ¬âtailed models. (2017). Bernardi, Mauro ; Petrella, Lea ; Maruotti, Antonello. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:1-32. Full description at Econpapers || Download paper | |
2017 | Finite time Parisian ruin of an integrated Gaussian risk model. (2017). Peng, Xiaofan ; Luo, LI. In: Statistics & Probability Letters. RePEc:eee:stapro:v:124:y:2017:i:c:p:22-29. Full description at Econpapers || Download paper | |
2017 | Multiplying a Gaussian matrix by a Gaussian vector. (2017). Mattei, Pierre-Alexandre . In: Statistics & Probability Letters. RePEc:eee:stapro:v:128:y:2017:i:c:p:67-70. Full description at Econpapers || Download paper | |
2017 | Asymptotic normality of one-step M-estimators based on non-identically distributed observations. (2017). Yu, Yuliana . In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:216-221. Full description at Econpapers || Download paper | |
2017 | Fractional smoothness of derivative of self-intersection local times. (2017). Shi, Qun ; Yu, Xianye . In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:241-251. Full description at Econpapers || Download paper | |
2017 | Hedging in fractional Blackââ¬âScholes model with transaction costs. (2017). Shokrollahi, Foad ; Sottinen, Tommi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:130:y:2017:i:c:p:85-91. Full description at Econpapers || Download paper | |
2017 | Bounds for the normal approximation of the maximum likelihood estimator from m -dependent random variables. (2017). Anastasiou, Andreas. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:83635. Full description at Econpapers || Download paper | |
2017 | BAYESIAN ESTIMATION OF MEASLES VACCINATION COVERAGE UNDER RANKED SET SAMPLING. (2017). Das, Radhakanta ; Nath, Dilip C ; Verma, Vivek. In: Statistics in Transition New Series. RePEc:exl:29stat:v:18:y:2017:i:4:p:589-608. Full description at Econpapers || Download paper | |
2017 | Optional Defaultable Markets. (2017). Abdelghani, Mohamed N ; Melnikov, Alexander V. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:56-:d:115997. Full description at Econpapers || Download paper | |
2017 | Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment. (2017). Lenart, Ã
Âukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:1:p:29-67. Full description at Econpapers || Download paper | |
2017 | BARRIER OPTIONS PRICING WITH JOINT DISTRIBUTION OF GAUSSIAN PROCESS AND ITS MAXIMUM. (2017). Deng, Pingjin ; Li, Xiufang. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:06:n:s021902491750042x. Full description at Econpapers || Download paper |