scientific article

From MaRDI portal
Publication:4064812

zbMath0307.60066MaRDI QIDQ4064812

Joop Mijnheer

Publication date: 1975


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Strong approximations of renewal processes and their applicationsLaws of the iterated logarithm for a class of iterated processesOn the local rate of growth of Lévy processes with no positive jumpsOn additive functionals of Markov chainsOn the rate of convergence to a stable limit law. IILaw of the iterated logarithm for the increments of stable subordinatorsA functional form for the lower Lipschitz condition for the stable subordinatorWeight functions and pathwise local central limit theoremsAsymptotic inference for \(AR(1)\) processes with (nonnormal) stable errorsIterated Brownian motion and stable \((1/4)\) subordinatorOn the law of the iterated logarithm for subsequences for a stable subordinatorA strong approximation of partial sums of i.i.d. Random variables with infinite varianceStable Lévy motion approximation in collective risk theoryThe local structure of the sample paths of asymmetric cauchy processesApproximating the classical risk process by stable Lévy motionLimit infimum results for subsequences of partial sums and random sums of i.i.d. random variablesOn the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert spaceLaws of the iterated logarithm for symmetric stable processesStrong approximation of additive functionalsCauchy problems of fractional order and stable processesPower type law of the iterated logarithm for Gaussian variablesLogarithmic averages of stable random variables are asymptotically normalWillem van Zwet, teacher and thesis advisorA log log law for Abel's sumA Law of the Iterated Logarithm for Stable SummandsAsymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors. IV. A note on the case of a negative unit rootSubordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependenceA note on dichotomy theorems for integrals of stable processes