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Approximating random variables by stochastic integrals
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000880244
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Random attractors
Schenk-Hoppé, Klaus Reiner - 1996
Persistent link: https://www.econbiz.de/10000634839
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Lognormality of rates and term structure models
Goldys, Beniamin - 1996
Persistent link: https://www.econbiz.de/10000954622
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Factor models and the shape of the term structure
Schlögl, Erik - 1997
Persistent link: https://www.econbiz.de/10000954666
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Comparing default predictions in the rating industry for different sets of obligors
Krämer, Walter; Neumärker, Simon - 2016
Persistent link: https://www.econbiz.de/10011437680
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Functional large deviations for multivariate regularly varying random walks
Hult, Henrik (contributor) - 2004
Persistent link: https://www.econbiz.de/10002789863
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A note on testing the covariance matrix for large dimension
Birke, Melanie; Dette, Holger - 2003
Persistent link: https://www.econbiz.de/10001981769
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The asymptotic minimax risk for the estimation of constrained binomial and multinomial probabilities
Braess, Dietrich; Dette, Holger - 2004
Persistent link: https://www.econbiz.de/10001982739
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Tail probabilities for regression estimators
Mikosch, Thomas; Vries, Casper G. de - 2006
Persistent link: https://www.econbiz.de/10003370429
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Lorenz ordering of order statistics from log-logistic and related distributions
Kleiber, Christian - 2002
Persistent link: https://www.econbiz.de/10001742094