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Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes
Hayashi, Takaki; Yoshida, Nakahiro - In: Annals of the Institute of Statistical Mathematics 60 (2008) 2, pp. 367-406
Persistent link: https://www.econbiz.de/10005395632
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Second Order Expansions for the Moments of Minimum Point of an Unbalanced Two-sided Normal Random Walk
Wu, Yanhong - In: Annals of the Institute of Statistical Mathematics 51 (1999) 1, pp. 187-200
Persistent link: https://www.econbiz.de/10005169179
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Optimality of AIC in Inference About Brownian Motion
Chakrabarti, Arijit; Ghosh, Jayanta - In: Annals of the Institute of Statistical Mathematics 58 (2006) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10005184604
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Characterization of the least concave majorant of brownian motion, conditional on a vertex point, with application to construction
Carolan, Chris; Dykstra, Richard - In: Annals of the Institute of Statistical Mathematics 55 (2003) 3, pp. 487-497
Persistent link: https://www.econbiz.de/10005616453
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Estimation of system reliability in Brownian stress-strength models based on sample paths
Ebrahimi, Nader; Ramallingam, T. - In: Annals of the Institute of Statistical Mathematics 45 (1993) 1, pp. 9-19
Persistent link: https://www.econbiz.de/10005395671