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- in time estimates for the weak error of the Euler method for SDEs and a pathwise approach to derivative estimates for diffusion semigroups 2021-04-07 Paper...10 bytes (17 words) - 20:34, 9 December 2023
- 2020-01-22 Paper On the instability of matching queues 2018-03-08 Paper A pathwise comparison of parallel queues 2017-11-10 Paper The jamming constant of...10 bytes (17 words) - 17:18, 11 December 2023
- Archimedean partially ordered vector spaces 2011-01-17 Paper Estimate on the Pathwise Lyapunov Exponent of Linear Stochastic Differential Equations with Constant...10 bytes (19 words) - 15:05, 11 December 2023
- moving average processes 2019-02-14 Paper Limit behaviour of the truncated pathwise Fourier-transformation of L\'evy-driven CARMA processes for non-equidistant...10 bytes (16 words) - 20:11, 6 October 2023
- 2010-05-11 Paper Invariant transports of stationary random measures and mass-stationarity 2009-05-27 Paper On level crossings for a general class of piecewise-deterministic...10 bytes (17 words) - 16:04, 9 December 2023
- Asymptotics of random processes with immigration. II: Convergence to stationarity. 2017-04-05 Paper Convergence of complex martingales in the branching...10 bytes (16 words) - 13:37, 28 January 2024
- 2020-02-17 Paper Sequential monitoring for changes from stationarity to mild non-stationarity 2020-02-17 Paper Detecting Changes in the Mean of Functional...10 bytes (16 words) - 10:28, 8 December 2023
- Likelihood Ratios in Monte Carlo Simulation 2009-12-18 Paper On convergence to stationarity of fractional Brownian storage 2009-08-27 Paper A Nonparametric Approach...10 bytes (19 words) - 13:03, 11 December 2023
- indexes and hedging of wind risk 2021-12-01 Paper Infinite dimensional pathwise Volterra processes driven by Gaussian noise -- probabilistic properties...10 bytes (19 words) - 10:32, 9 December 2023
- SPDEs driven by additive \(\alpha\)-stable processes 2016-12-21 Paper On stationarity of stochastic retarded linear equations with unbounded drift operators...10 bytes (16 words) - 21:36, 24 September 2023
- linear processes 2009-09-17 Paper Testing diffusion processes for non-stationarity 2009-07-06 Paper Visualization and inference based on wavelet coefficients...10 bytes (19 words) - 18:19, 8 December 2023
- Paper Analysis of a stratified Kraichnan flow 2021-05-04 Paper Spatial Stationarity, Ergodicity, and CLT for Parabolic Anderson Model with Delta Initial...10 bytes (16 words) - 19:36, 8 December 2023
- URL: https://doi.org/10.1080/03610926.2010.521282 zbMATH Keywords pathwise stationarity; partially specified model; autoregressive (AR) process; multi-casting...15 bytes (68 words) - 21:11, 3 February 2024
- generalized multicast autoregressive model; multi-casting tree; pathwise stationarity Mathematics Subject Classification ID 62M10: Time series, auto-correlation...15 bytes (103 words) - 05:27, 30 January 2024
- applications: the cut-off control 1999-01-01 Paper Testing the null of stationarity for multiple time series 1999-01-01 Paper On high-frequency asymptotics...10 bytes (15 words) - 13:11, 24 September 2023
