Stochastic Processes and their Applications
1991, Volume 37, Issue 1
- 161-171 An inference procedure for conflict models
by Yip, Paul & Watson, Ray
1990, Volume 36, Issue 2
- 181-194 Convergence rates in the law of large numbers for martingales
by Alsmeyer, Gerold
- 195-216 Asymptotic behavior of random discrete event systems
by Resing, J. A. C. & de Vries, R. E. & Hooghiemstra, G. & Keane, M. S. & Olsder, G. J.
- 217-230 Strong comparison of solutions of one-dimensional stochastic differential equations
by Ouknine, Youssef & Rutkowski, Marek
- 231-243 Limit theorems for strongly mixing stationary random measures
by Leadbetter, M. R. & Hsing, Tailen
- 245-261 Random permutations and neutral evolution models
by Joyce, Paul & Tavaré, Simon
- 263-267 On the scaling theorem for interacting Fleming-Viot processes
by Vaillancourt, Jean
- 269-296 A measure-valued diffusion process describing the stepping stone model with infinitely many alleles
by Handa, Kenji
- 297-310 A class of branching processes with two dependent types
by Born, Eike & Dietz, Klaus
- 311-330 First-fit allocation of queues: tight probabilistic bounds on wasted space
by Coffman, E. G. & Flatto, Leopold & Leighton, F. T.
- 331-337 Equilibrium queue size distributions for semi-reversible queues
by Fakinos, D.
- 339-351 Nonparametric regression with long-range dependence
by Hall, Peter & Hart, Jeffrey D.
- 353-370 Efficiency of estimators for partially specified filtered models
by Greenwood, P. E. & Wefelmeyer, W.
1990, Volume 36, Issue 1
- 1-14 Large deviations and the internal fluctuations of critical mean field systems
by Papangelou, F.
- 15-32 Reflection principle and strong Markov property for multiparameter group-valued additive processes
by Zapala, August Michal
- 33-43 Quasi-everywhere properties of Brownian level sets and multiple points
by Penrose, M. D.
- 45-57 Interacting Fleming-Viot processes
by Vaillancourt, Jean
- 59-76 The extremal family generated by the Yule process
by Jensen, Jens L. & Johansson, Björn
- 77-83 Estimating population size from multiple recapture experiments
by Becker, N. G. & Heyde, C. C.
- 85-106 Testing the functions defining a nonlinear autoregressive time series
by Diebolt, Jean
- 107-116 Nonparametric regression estimation under mixing conditions
by Roussas, George G.
- 117-133 Outliers in a multivariate autoregressive moving-average process
by Schmid, Wolfgang
- 135-151 Convergence rates for record times and the associated counting process
by Gut, Allan
- 153-163 Two-parameter optimal stopping problem with switching costs
by Tanaka, Teruo
- 165-172 A stochastic model in mobile communications
by Lauritzen, S. L. & Thommesen, C. & Andersen, J. Bach
- 173-179 Parametric 0-1 processes and extensive fuzzy sets
by Wu, Tian-Bin
1990, Volume 35, Issue 2
- 213-224 Nonlinear filtering of reflecting diffusion processes
by Hucke, Hans-Peter
- 225-230 A note on small random perturbations of dynamical systems
by Vares, Maria Eulália
- 231-249 A differential delay equation with wideband noise perturbations
by Yin, G. & Ramachandran, K. M.
- 251-265 Etude de la covariance de quelques processus Gaussiens en liaison avec la propriete de Markov
by Carraro, L.
- 267-277 Exponential stability for stochastic differential equations with respect to semimartingales
by Mao, Xuerong
- 279-291 Stochastic demographic models: age of a population
by Borde-Boussion, Anne-Marie
- 293-308 On Ibragimov-Iosifescu conjecture for [phi]-mixing sequences
by Peligrad, Magda
- 309-313 Laws of large numbers for the annealing algorithm
by Gantert, Nina
- 315-329 On transience of circuit processes
by Kalpazidou, S.
- 331-346 On quasi likelihood for semimartingales
by Sørensen, Michael
- 347-360 The first zero of an empirical characteristic function
by Heathcote, C. R. & Hüsler, J.
1990, Volume 35, Issue 1
- 1-9 Escape time for a random walk from an orthant
by Klein Haneveld, L.A. & Pittenger, A.O.
- 11-25 The stability of open queueing networks
by Sigman, Karl
- 27-45 Stochastic approximations for finite-state Markov chains
by Ma, D.-J. & Makowski, A.M. & Shwartz, A.
- 47-57 Distances and discrimination rates for stochastic processes
by Vajda, Igor
- 59-79 Limit theorems for the empirical vector of the Curie-Weiss-Potts model
by Ellis, Richard S. & Wang, Kongming
- 81-85 A remark on Kunita's decomposition theorem
by Watkins, Joseph C.
- 87-97 On the oscillation of infinitely divisible and some other processes
by Cambanis, Stamatis & Nolan, John P. & Rosinski, Jan
- 99-108 Multivariate extreme values in stationary random sequences
by Hüsler, Jürg
- 109-119 Existence of smoothed stationary processes on an interval
by Mitchell, Toby & Morris, Max & Ylvisaker, Donald
- 121-140 Peak-insensitive parametric spectrum estimation
by Chiu, Shean-Tsong
- 141-148 Time integrated least squares estimators of regression parameters of independent stochastic processes
by Wu, Tiee-Jian & Wasan, M.T.
- 149-168 Sequential estimation for dependent observations with an application to non-standard autoregressive processes
by Basawa, I.V. & McCormick, W.P. & Sriram, T.N.
- 169-180 Defining extremes and trimming by minimum covering sets
by Maller, R.A.
1990, Volume 34, Issue 2
- 245-253 Uniform CLT for Markov chains with a countable state space
by Levental, Shlomo
- 255-274 The central limit theorem for the supercritical branching random walk, and related results
by Biggins, J. D.
- 275-295 Self-exciting counting process systems with finite state space
by Spreij, Peter
- 297-311 Parameter estimation for two-dimensional ising fields corrupted by noise
by Frigessi, Arnoldo & Piccioni, Mauro
- 313-339 New bounds for the first passage, wave-length and amplitude densities
by Rychlik, Igor
- 341-360 Weak invariance of generalized u-statistics for nonstationary absolutely regular processes
by Harel, Michel & Puri, Madan L.
1990, Volume 34, Issue 1
- 1-17 On stable Markov processes
by Adler, Robert J. & Cambanis, Stamatis & Samorodnitsky, Gennady
- 19-24 On stationary Markov chains and independent random variables
by Brandt, A. & Lisek, B. & Nerman, O.
- 25-38 The probability of survival for the biased voter model in a random environment
by Ferreira, Irene
- 39-47 A multiplicative ergodic theorem for lipschitz maps
by Elton, John H.
- 49-66 Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchoff's laws
by Orsingher, Enzo
- 67-97 Explicit semimartingale representation of Brownian motion in a wedge
by Dante DeBlassie, R.
- 99-119 On the relations between increasing functions associated with two-parameter continuous martingales
by Nualart, D. & Sanz, M. & Zakai, M.
- 121-135 Some remarks on conditional distributions for point processes
by Last, Günter
- 137-153 Asymptotic expansions in multivariate renewal theory
by Keener, Robert
- 155-169 A dynamic storage process
by Kipnis, C. & Robert, Ph.
- 171-180 A characterization of random-coefficient AR(1) models
by Pötzelberger, Klaus
1989, Volume 33, Issue 2
- 185-200 The curvature induced by covariance
by Guiasu, Silviu
- 201-216 Quantifying closeness of distributions of sums and maxima when tails are fat
by Willekens, E. & Resnick, S. I.
- 217-231 Some bounds for the expected number of level crossings of symmetric harmonizable p-stable processes
by Marcus, Michael B.
- 233-244 Quantum stochastic optimization
by Apolloni, B. & Carvalho, C. & de Falco, D.
- 245-274 MLE for partially observed diffusions: direct maximization vs. the em algorithm
by Campillo, Fabien & Le Gland, François
- 275-284 An asymptotic analysis of a generalized Langevin equation
by DeLaurentis, J. M. & Boughton, B. A.
- 285-297 An upper bound for the accuracy of the Wiener process approximation of the error probabilities of the sprt
by Stadje, Wolfgang
- 299-307 A transformation for testing the fit of an exponential order statistics model
by Lee, Larry & Finelli, George B.
- 309-323 Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
by Jandhyala, V. K. & MacNeill, I. B.
- 325-334 Weak convergence and Glivenko-Cantelli results for empirical processes of u-statistic structure
by Schneemeier, Wilhelm
- 335-346 Integrated consistency of smoothed probability density estimators for stationary sequences
by Castellana, J. V.
- 347-359 On lifetimes influenced by a common environment
by Çinlar, Erhan & Shaked, Moshe & Shanthikumar, J. George
1989, Volume 33, Issue 1
- 1-27 On the maximum entropy principle for uniformly ergodic Markov chains
by Bolthausen, Erwin & Schmock, Uwe
- 29-44 The generalized Kolmogorov criterion
by Pollett, P. K.
- 45-61 Dependence on the boundary condition for linear stochastic differential equations in the plane
by Nualart, D. & Yeh, J.
- 63-72 Probability bounds for M-Skorohod oscillations
by Avram, Florin & Taqqu, Murad S.
- 73-87 On path properties of certain infinitely divisible processes
by Rosinski, Jan
- 89-103 Curvature of the convex hull of planar Brownian motion near its minimum point
by Burdzy, Krzysztof & San Martin, Jaime
- 105-122 The convergence property of sample derivatives in closed Jackson queuing networks
by Cao, Xi-Ren
- 123-129 A LCFS finite buffer model with batch input and non-exponential services
by van Dijk, Nico M.
- 131-150 Residual risks and hedging strategies in Markovian markets
by Bouleau, Nicolas & Lamberton, Damien
- 151-161 Goodness-of-fit for a branching process with immigration using sample partial autocorrelations
by Mills, T. M. & Seneta, E.
- 163-173 A note on limit theorems for perturbed empirical processes
by Yukich, J. E.
- 175-183 Maximal divergent uniform spacings
by Russo, Ralph P. & Rothmann, Mark D.
1989, Volume 32, Issue 2
- 183-212 General branching processes as Markov fields
by Jagers, Peter
- 213-224 Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes
by de Haan, Laurens & Resnick, Sidney I. & Rootzén, Holger & de Vries, Casper G.
- 225-235 Embedding a stochastic difference equation into a continuous-time process
by de Haan, L. & Karandikar, R. L.
- 237-251 Markov stopping sets and stochastic integrals. Application in sequential estimation for a random diffusion field
by Rózanski, Roman
- 253-280 Pathwise stochastic integration and applications to the theory of continuous trading
by Willinger, Walter & Taqqu, Murad S.
- 281-287 Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process
by Lefebvre, Mario
- 289-303 Nonlinear renewal theory under growth conditions
by Walk, H.
- 305-329 Two classes of self-similar stable processes with stationary increments
by Cambanis, Stamatis & Maejima, Makoto
- 331-345 Approximation models for the continuous additive functionals of multidimensional brownian motion
by Bally, Vlad
- 347-354 Optimally stopping the sample mean of a wiener process with an unknown drift
by Simons, Gordon & Yao, Yi-Ching
- 355-367 A remark on the multiparameter law of the iterated logarithm
by Lacey, Michael T.
1989, Volume 32, Issue 1
- 3-45 Filtered statistical models and Hellinger processes
by Jacod, Jean
- 47-68 Convergence of filtered statistical models and Hellinger processes
by Jacod, Jean
- 69-92 r-variations for two-parameter continuous martingales and itô's formula
by Sanz, Marta
- 93-107 Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems
by Chambers, Daniel & Slud, Eric
- 109-127 Nonparametric estimation of conditional probability densities and expectations of stationary processes: strong consistency and rates
by Masry, Elias
- 129-140 Inference for random sampling processes
by Rüschendorf, Ludger
- 141-150 On compactness of the space of policies in stochastic dynamic programming
by Balder, Erik J.
- 151-160 A fundamental matrix for regular semi-Markov processes
by Fygenson, Mendel
- 161-170 The supercritical birth, death and catastrophe process: limit theorems on the set of extinction
by Pakes, Anthony G. & Pollett, P. K.
- 171-181 Nonhomogeneous, continuous-time Markov chains defined by series of proportional intensity matrices
by Johnson, Jean T. & Luecke, Glenn R.
1989, Volume 31, Issue 2
- 173-202 Stability of strong solutions of stochastic differential equations
by Slominski, Leszek
- 203-222 Recursive estimators for stationary, strong mixing processes--a representation theorem and asymptotic distributions
by Englund, Jan-Eric & Holst, Ulla & Ruppert, David
- 223-236 On asymptotic quasi-likelihood estimation
by Heyde, C. C. & Gay, R.
- 237-250 Estimation for first-order autoregressive processes with positive or bounded innovations
by Davis, Richard A. & McCormick, William P.
- 251-259 Differencing as an approximate de-trending device
by Hart, Jeffrey D.
- 261-282 Some asymptotic results for the branching process with immigration
by Wei, C. Z. & Winnicki, J.
- 283-305 Sampling a branching tree
by Maki, Ellen & McDunnough, Philip
- 307-314 What can or can't be estimated in branching and related processes?
by Maki, Ellen & McDunnough, Philip
- 315-320 Estimation in sparsely sampled random walks
by Guttorp, Peter & Lockhart, Richard A.
- 321-331 Last exit times for random walks
by Doney, R. A.
- 333-342 Mimicking finite dimensional marginals of a controlled diffusion by simpler controls
by Borkar, Vivek S.
1989, Volume 31, Issue 1
- 1-31 Stochastic flows with stationary distribution for two-dimensional inviscid fluids
by Albeverio, Sergio & Høegh-Krohn, Raphael
- 33-49 A law of large numbers for wide range exclusion processes in random media
by Platen, Eckhard
- 51-70 On multiple circuit chains with a countable infinity of states
by Kalpazidou, S.
- 71-88 Bifurcations in stochastic dynamical systems with simple singularities
by Janeczko, Stanisaw & Wajnryb, Eligiusz
- 89-103 Continuity and weak convergence of ranked and size-biased permutations on the infinite simplex
by Donnelly, Peter & Joyce, Paul
- 105-116 Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors
by Hüsler, J.
- 117-131 Conditional expectations of brownian functionals and their applications
by Zhang, Weijian
- 133-149 Abstract stochastic approximations and applications
by Shwartz, Adam & Berman, Nadav
- 151-159 Histogram maximum likelihood estimator in the multiplicative intensity model
by Leskow, Jacek & Rózanski, Roman
- 161-166 A note on the expected discounted cost of operating a finite dam
by Attia, F. A.
1988, Volume 30, Issue 2
- 171-191 Limit theorems for the spread of epidemics and forest fires
by Cox, J. T. & Durrett, Richard
- 193-208 Strong clumping of critical space-time branching models in subcritical dimensions
by Dawson, Donald A. & Fleischmann, Klaus
- 209-223 On the survival probability of generalized nearest-particle systems
by Chen, Dayue
- 225-252 Tagged particle motion in a clustered random walk system
by Shiga, Tokuzo
- 253-262 On the stability of robust filter-cleaners
by Brandt, Andreas & Künsch, Hans R.
- 263-275 The consistency of a non-linear least squares estimator from diffusion processes
by Kasonga, R. A.
- 277-289 A Berry-Esséen theorem and a functional law of the iterated logarithm for weakly associated random vectors
by Dabrowski, AndréR. & Dehling, Herold
- 291-301 Admissible investment strategies in continuous trading
by Aase, Knut K. & Øksendal, Bernt
- 303-316 Invariant record processes and applications to best choice modelling
by Bruss, F. Thomas
- 317-327 Extreme value theory for dependent sequences via the stein-chen method of poisson approximation
by Smith, Richard L.
- 329-339 Log-fractional stable processes
by Kasahara, Yuji & Maejima, Makoto & Vervaat, Wim
1988, Volume 30, Issue 1
- 1-16 High level exceedances in stationary sequences with extremal index
by Alpuim, M. Teresa
- 17-39 Extrema of skewed stable processes
by Samorodnitsky, Gennady
- 41-68 Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
by Davis, Richard & Resnick, Sidney
- 69-83 Empirical spectral processes and their applications to time series analysis
by Dahlhaus, Rainer
- 85-104 Some results on the joint distribution of the renewal Epochs prior to a given time instant
by Schulte-Geers, E. & Stadje, W.
- 105-119 Point processes indexed by directed sets
by Mazziotto, Gerald & Merzbach, Ely
- 121-131 Ergodicity and inequalities in a class of point processes
by Lindvall, Torgny
- 133-147 Critical branching populations with reproductive sibling correlations
by Broberg, Per
- 149-164 A stochastic particle system: Fluctuations around a nonlinear reaction-diffusion equation
by Dittrich, Peter
- 165-169 Comparison between solutions of SDEs and ODEs
by Sundar, P.
1988, Volume 29, Issue 2
- 171-193 Almost subadditive multiparameter ergodic theorems
by Schürger, Klaus
- 195-207 Asymptotic crossing rates for stationary Gaussian vector processes
by Breitung, Karl
- 209-222 A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion
by Calzolari, Antonella & Costantini, Cristina & Marchetti, Federico
- 223-245 Limit laws for the modulus of continuity of the partial sum process and for the shepp statistic
by Deheuvels, Paul & Steinebach, Josef
- 247-256 Poisson approximations for time-changed point processes
by Brown, Timothy C. & Gopalan Nair, M.
- 257-266 Applications of white noise calculus to the computation of Feynman integrals
by de Falco, Diego & Khandekar, Dinkar C.
- 267-279 The continuity of the quadratic variation of two-parameter martingales
by Frangos, Nikos E. & Imkeller, Peter
- 281-290 Doob's inequalities revisited: A maximal H1-embedding
by Jacka, S. D.
- 291-308 Homogeneous random measures for Markov processes in weak duality: Study via an entrance boundary
by Kaspi, H. & Mitro, J. B.
- 309-315 Mixing properties of ARMA processes
by Mokkadem, Abdelkader
- 317-333 Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model
by Anh, V. V.
1988, Volume 29, Issue 1
- 1-50 Time reversal and stationarity of infinite-dimensional Markov birth-and-death processes
by Kaj, Ingemar
- 51-63 First passage times of birth-death processes and simple random walks
by Masuda, Yasushi
- 65-83 Occupation time densities for stable-like processes and other pure jump Markov processes
by Bass, Richard F.
- 85-102 Inference from censored Markov chains with applications to multiwave panel data
by Phelan, Michael J.
- 103-106 Replacing the martingale assumption in a martingale central limit theorem
by Bingham, Michael S.
- 107-127 Asymptotic normality of winsorized means
by Griffin, Philip S.
- 129-139 Strongly harmonizing operators and strongly harmonizable approximations of continuous random fields on LCA groups
by Dehay, D. & Moché, R.
- 141-145 The maximal value for coefficients of ergodicity
by Rhodius, Adolf
- 147-154 Diffusion approximations of some stochastic difference equations revisited
by Watanabe, Hisao
- 155-169 On the extreme order statistics for a stationary sequence
by Hsing, Tailen
1988, Volume 28, Issue 2
- 159-183 One dimensional uniqueness and convergence criteria for exchangeable processes
by Kallenberg, Olav
- 185-220 Contingent claims valuation when the security price is a combination of an Ito process and a random point process
by Aase, Knut K.
- 221-239 A counting process approach to the regression analysis of grouped survival data
by McKeague, Ian W.
- 241-257 Estimating a parametric trend component in a continuous-time jump-type process
by Pruscha, Helmut
- 259-265 A criterion for filtering in semimartingale models
by Thavaneswaran, A. & Thompson, M. E.
- 267-273 A note on asymptotic testing theory for nonhomogeneous observations
by Fahrmeir, L.
- 275-292 Time reversal of diffusion processes with a boundary condition
by Cattiaux, Patrick
- 293-300 Law of the iterated logarithm for the increments of stable subordinators
by Vasudeva, R. & Divanji, G.
- 301-315 Asymptotic expansions for first passage times
by Woodroofe, Michael
- 317-325 The secretary problem for a random walk
by Hlynka, M. & Sheahan, J. N.
1988, Volume 28, Issue 1
- 1-22 Systems of independent Markov chains
by Liggett, T. M. & Port, S. C.
- 23-30 Markov chains on completely regular semigroups
by Cerrito, P. B.
- 31-45 Markov chains generated by maximizing components of multidimensional extremal processes
by Dagsvik, John K.
- 47-59 Simple consistent estimation of the coefficients of a linear filter
by Brockwell, P. J. & Davis, R. A.
- 61-69 Reversibility of first-order autoregressive processes
by Osawa, Hideo
- 71-80 A new class of strongly consistent variance estimators for steady-state simulations
by Glynn, Peter W. & Iglehart, Donald L.
- 81-89 Smoothing signals for semimartingales
by Thavaneswaran, A.
- 91-99 Limit results for maxima in non-stationary multivariate Gaussian sequences
by Hüsler, Jürg & Schüpbach, Michel
- 101-109 A note on strong approximations of multivariate empirical processes
by Csörgo, Miklós & Horváth, Lajos
- 111-122 Recursive splitting of an interval when the proportions are identical and independent random variables
by Lloyd, C. J. & Williams, E. J.
- 123-139 A necessary and sufficient condition for a branching process in a random environment to grow like the product of its means
by Tanny, David
- 141-157 On the finite horizon Bellman equation for controlled Markov jump models with unbounded characteristics: existence and approximation
by van Dijk, Nico M.
1987, Volume 27
- 1-20 Temporal stochastic convexity and concavity
by Shaked, Moshe & Shanthikumar, J. George
- 21-41 On the maximal distance between two renewal epochs
by Révész, P. & Willekens, E.
- 43-56 On the large values of the Wiener process
by Csáki, Endre & Grill, Karl