The following pages link to (Q4855691):
Displaying 43 items.
- A uniform law for convergence to the local times of linear fractional stable motions (Q259566) (← links)
- Factorization identities for the sojourn time of a random walk in a strip (Q606001) (← links)
- On the sojourn time of a random walk in a strip (Q630285) (← links)
- Density fluctuations for exclusion processes with long jumps (Q681522) (← links)
- On the CLT for additive functionals of Markov chains (Q782830) (← links)
- Limit theorems for Markov chains by the symmetrization method (Q890488) (← links)
- On functional versions of the arc-sine law (Q966497) (← links)
- On the occupation time of an iterated process having no local time (Q1275961) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Almost sure functional central limit theorem for the linear random walk on the torus (Q1729705) (← links)
- External bootstrap tests for parameter stability. (Q1858954) (← links)
- Convergence of functionals of sums of r.v.s to local times of fractional stable motions. (Q1878981) (← links)
- Limits theorems for random walks on homeo\(( \mathrm{S}^1)\) (Q2116526) (← links)
- On a family of complex-valued stochastic processes (Q2121840) (← links)
- Ergodicity and central limit theorem for random interval homeomorphisms (Q2204401) (← links)
- Functional limit theorems for discounted exponential functional of random walk and discounted convergent perpetuity (Q2244477) (← links)
- An extension of local time (Q2246211) (← links)
- On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema (Q2289412) (← links)
- Excursions and path functionals for stochastic processes with asymptotically zero drifts (Q2444628) (← links)
- Transformations of diffusions with jumps (Q2451252) (← links)
- Smoothing and occupation measures of stochastic processes (Q2458949) (← links)
- Nonlinearity, nonstationarity, and thick tails: how they interact to generate persistence in memory (Q2630165) (← links)
- The accuracy of strong Gaussian approximation for sums of independent random vectors (Q2868458) (← links)
- NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE (Q2878822) (← links)
- Endogeneity in Nonlinear Regressions with Integrated Time Series (Q3086359) (← links)
- ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS (Q3168870) (← links)
- ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION (Q3181943) (← links)
- Approximation of a Wiener Process Local Time by Functionals of Random Walks (Q3389447) (← links)
- LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION (Q3652616) (← links)
- Limit theorems for additive functionals of continuous time random walks (Q4987477) (← links)
- Local Time and Local Reflection of the Wiener Process (Q5014525) (← links)
- NEGATIVE POWERS OF INTEGRATED PROCESSES (Q5071688) (← links)
- Nonlinearity Induced Weak Instrumentation (Q5080464) (← links)
- THE SUM OF THE RECIPROCAL OF THE RANDOM WALK (Q5218428) (← links)
- UNIFORM CONVERGENCE RATES OVER MAXIMAL DOMAINS IN STRUCTURAL NONPARAMETRIC COINTEGRATING REGRESSION (Q5371154) (← links)
- Asymptotic properties of power variations of Lévy processes (Q5429598) (← links)
- A reexamination of stock return predictability (Q5964757) (← links)
- Convergence Rates to the Arcsine Law (Q6112444) (← links)
- Ildar Abdullovich Ibragimov (on his ninetieth birthday) (Q6184491) (← links)
- An Analog of Local Time for a Class of Lévy Processes (Q6490284) (← links)
- On some properties of the fractional derivative of the Brownian local time (Q6572926) (← links)
- Properties of boundary functionals for a random walk with stable jump distributions (Q6587389) (← links)
- A remark on the Itô formula (Q6589445) (← links)
