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Content
August 1992, Volume 42, Issue 1
- 91-110 Characterization of linear and harmonizable fractional stable motions
by Cambanis, Stamatis & Maejima, Makoto & Samorodnitsky, Gennady
- 111-118 On local fluctuations of stable moving average processes
by Soltani, A. Reza
- 119-147 Extremes and crossings for differentiable stationary processes with application to Gaussian processes in m and Hilbert space
by Albin, J. M. P.
- 149-156 Optimal stationary policies in the vector-valued Markov decision process
by Wakuta, Kazuyoshi
- 157-169 Asymptotics for multivariate trimming
by Nolan, D.
- 171-180 Large deviations and the Strassen theorem in Hölder norm
by Baldi, P. & Ben Arous, G. & Kerkyacharian, G.
June 1992, Volume 41, Issue 2
- 181-190 Long random walk excursions and local time
by Csörgo, Miklós & Révész, Pál
- 191-202 On large deviations for uniformly strong mixing sequences
by Bryc, Wlodzimierz
- 203-214 Markov processes and exponential families
by Ycart, Bernard
- 215-222 A ratio limit theorem for erased branching Brownian motion
by Salminen, Paavo
- 223-239 Limit theorems for the square integral of Brownian motion and its increments
by Li, Wenbo V.
- 241-256 Some results on the problem of exit from a domain
by Bobrovsky, Ben-Zion & Zeitouni, Ofer
- 257-260 A note on estimation of the infection rate
by Watson, Ray & Yip, Paul
- 261-271 Random arithmetic-geometric means and random pi: observations and conjectures
by Cohen, Joel E. & Liggett, Thomas M.
- 273-280 Fixed accuracy estimation for chain binomial models
by Huggins, R. M.
- 281-296 Kernel density estimation for linear processes
by Tran, Lanh Tat
- 297-324 A non-Markovian model for cell population growth: speed of convergence and central limit theorem
by de Gunst, Mathisca C. M. & van Zwet, Willem R.
May 1992, Volume 41, Issue 1
- 1-31 On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in n and Hilbert space
by Albin, J. M. P.
- 33-44 A central limit theorem for functions of a Markov chain with applications to shifts
by Woodroofe, Michael
- 45-67 Local time and Tanaka formulae for super Brownian and super stable processes
by Adler, Robert J. & Lewin, Marica
- 69-89 The asymptotic contour process of a binary tree is a Brownian excursion
by Gutjahr, W. & Pflug, G. Ch.
- 91-99 Divergence rates for explosive birth processes
by Pakes, Anthony G.
- 101-116 Polynomial stability for perturbed stochastic differential equations with respect to semimartingales
by Mao, Xuerong
- 117-155 Quelques inégalités avec le temps local en zero du mouvement Brownien
by Vallois, P.
- 157-177 Random walk in dynamic environment with mutual influence
by Boldrighini, C. & Ignatyuk, I. A. & Malyshev, V. A. & Pellegrinotti, A.
- 179-179 Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions
by Cai, Zongwu
March 1992, Volume 40, Issue 2
- 181-197 Another view on martingale central limit theorems
by Gaenssler, Peter & Joos, Konrad
- 199-223 Some time change representations of stable integrals, via predictable transformations of local martingales
by Kallenberg, Olav
- 225-250 Filtering the histories of a partially observed marked point process
by Arjas, Elja & Haara, Pentti & Norros, Ikka
- 251-288 Limit theorems for maximum likelihood estimators in the Curie-Weiss-Potts model
by Ellis, Richard S. & Wang, Kongming
- 289-308 Lyapounov exponent of linear stochastic systems with large diffusion term
by Pardoux, E. & Wihstutz, V.
- 309-323 Second-order asymptotics in level crossing for differences of renewal processes
by Kroese, D. P. & Kallenberg, W. C. M.
- 325-337 Second order tail behaviour of a subordinated probability distribution
by Geluk, J. L.
- 339-357 Approximate uniformization for continuous-time Markov chains with an application to performability analysis
by van Dijk, Nico M.
- 359-361 Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
by Dembo, A. & Zeitouni, O.
February 1992, Volume 40, Issue 1
- 1-13 A law of large numbers for stochastic difference equations
by Kersting, Götz
- 15-28 Asymptotic [Gamma]-distribution for stochastic difference equations
by Kersting, Götz
- 29-43 Uniform Cesaro limit theorems for synchronous processes with applications to queues
by Glynn, Peter & Sigman, Karl
- 45-53 Sunset over Brownistan
by Çinlar, Erhan
- 55-67 Intermediate- and extreme-sum processes
by Csörgo, Sándor & Mason, David M.
- 69-82 McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets
by Graham, Carl
- 83-102 The weak approximation of the empirical characteristic function process when parameters are estimated
by Wells, Martin T.
- 103-126 Mathematical analysis of a neural network with inhibitory coupling
by Cottrell, Marie
- 127-143 Maximum-likelihood estimation for hidden Markov models
by Leroux, Brian G.
- 145-180 M-estimation for autoregressions with infinite variance
by Davis, Richard A. & Knight, Keith & Liu, Jian
December 1991, Volume 39, Issue 2
- 183-199 Conditional moments and linear regression for stable random variables
by Samorodnitsky, Gennady & Taqqu, Murad S.
- 201-220 Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes
by Berman, Simeon M.
- 221-237 Sticky Brownian motion as the strong limit of a sequence of random walks
by Amir, Madjid
- 239-262 Skorohod and Stratonovich line integrals in the plane
by Solé, J. Ll. & Utzet, F.
- 263-276 Construction of a general class of Dirichlet forms in terms of white noise analysis
by Razafimanantena, Edouard A.
- 277-285 Some theorems on harmonic renewal measures
by Stam, A. J.
- 287-299 The joint distribution of sojourn times in finite semi-Markov processes
by Csenki, Attila
- 301-323 Continuous parameter circuit processes with finite state space
by Kalpazidou, Sophia
- 325-343 Optimal choice and assignment of the best m of n randomly arriving items
by Wilson, John G.
- 345-358 Density estimation for point processes
by Ellis, Steven P.
October 1991, Volume 39, Issue 1
- 1-24 Second order stochastic differential equations with Dirichlet boundary conditions
by Nualart, David & Pardoux, Etienne
- 25-44 On infinite series of independent Ornstein-Uhlenbeck processes
by Csáki, E. & Csörgo, M. & Lin, Z. Y. & Révész, P.
- 45-53 On an extension of the stochastic integral
by Russek, Andrzej
- 55-64 Rate of convergence in limit theorems for Brownian excursions
by Horváth, Lajos
- 65-80 Short distances on the line
by Horváth, Lajos
- 81-88 A characterization of first passage time distributions for random walks
by Bondesson, Lennart
- 89-105 The symmetric simple exclusion process, I: Probability estimates
by Ferrari, P. A. & Presutti, E. & Scacciatelli, E. & Vares, M. E.
- 107-115 The symmetric simple exclusion process, II: Applications
by Ferrari, P. A. & Presutti, E. & Scacciatelli, E. & Vares, M. E.
- 117-130 Growing conditioned trees
by Chauvin, Brigitte & Rouault, Alain & Wakolbinger, Anton
- 131-137 Inhomogeneous birth-death and birth-death-immigration processes and the logarithmic series distribution
by Branson, David
- 139-151 Statistics on crossings of discretized diffusions and local time
by Florens-Zmirou, D.
- 153-180 Time-dependent coefficients in a Cox-type regression model
by Murphy, S. A. & Sen, P. K.
August 1991, Volume 38, Issue 2
- 185-193 Meeting times for independent Markov chains
by Aldous, David J.
- 195-204 A finite characterization of weak lumpable Markov processes. Part I: The discrete time case
by Rubino, Gerardo & Sericola, Bruno
- 205-238 On diffusion approximations for filtering
by Liptser, Robert Sh. & Runggaldier, Wolfgang J.
- 239-266 Propriétés de martingales, explosion et représentation de Lévy--Khintchine d'une classe de processus de branchement à valeurs mesures
by El Karoui, Nicole & Roelly, Sylvie
- 267-278 Embedding optimal selection problems in a Poisson process
by Bruss, F. Thomas & Rogers, L. C. G.
- 279-293 Linear mean estimation of weakly stationary stochastic processes under the aspects of optimality and asymptotic optimality
by Lasser, R. & Rösler, M.
- 295-322 Infinite reversible nearest particle systems in inhomogeneous and random environments
by Liu, Xijian
- 323-333 Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions
by Cai, Zongwu
- 335-345 Martingale representation and hedging policies
by Colwell, David B. & Elliott, Robert J. & Ekkehard Kopp, P.
- 347-358 On the product of two harmonizable time series
by Dehay, Dominique
- 359-363 A note on the inverse bootstrap process for large quantiles
by Falk, Michael
June 1991, Volume 38, Issue 1
- 1-11 An invariance principle for the edge of the branching exclusion process
by Cammarota, C. & Ferrari, P. A.
- 13-32 Stability theorem for stochastic differential equations with jumps
by Kasahara, Yuji & Yamada, Keigo
- 33-53 Some results on small random perturbations of an infinite dimensional dynamical system
by Brassesco, Stella
- 55-84 Probability tails of Gaussian extrema
by Samorodnitsky, Gennady
- 85-97 Dynamic multivariate aging notions in reliability theory
by Shaked, Moshe & Shanthikumar, J. George
- 99-133 Martingale relations for the M[+45 degree rule]GI[+45 degree rule]1 queue with Markov modulated Poisson input
by Baccelli, François & Makowski, Armand M.
- 135-156 Optimal switching for two-parameter stochastic processes
by Tanaka, Teruo
- 157-165 Asymptotic optimality of the least-squares cross-validation bandwidth for kernel estimates of intensity functions
by Brooks, Maria Mori & Marron, J. Stephen
- 167-183 The distributions of certain record statistics from a random number of observations
by Bunge, J. A. & Nagaraja, H. N.
April 1991, Volume 37, Issue 2
- 175-186 On the principle of conditioning and convergence to mixtures of distributions for sums of dependent random variables
by Xue, Xing-Hong
- 187-197 On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients
by Rozkosz, Andrzej & Slominski, Leszek
- 199-212 A diffusion defined on a fractal state space
by Krebs, William B.
- 213-237 A multiflow approximation to diffusions
by Amit, Yali
- 239-258 Ergodic theorems for stress release processes
by Xiaogu, Zheng
- 259-274 Some properties of the multitype measure branching process
by Gorostiza, Luis G. & Roelly, Sylvie
- 275-279 Independence of partial autocorrelations for a classical immigration branching process
by Mills, T. M. & Seneta, E.
- 281-297 Relative extremal index of two stationary processes
by Jakubowski, Adam
- 299-312 Stochastic ordering and thinning of point processes
by Rolski, T. & Szekli, R.
- 313-326 Ladder heights and the Markov-modulated M/G/1 queue
by Asmussen, Søren
- 327-329 The relation between limiting queue size distributions at arrival and departure epochs in a bulk queue
by Fakinos, D.
- 331-338 Pascal processes and their characterization
by Bruss, F. T. & Rogers, L. C. G.
- 339-363 Option hedging for semimartingales
by Schweizer, Martin
February 1991, Volume 37, Issue 1
- 1-17 Annihilating branching processes
by Bramson, Maury & Wan-ding, Ding & Durrett, Rick
- 19-31 Are there bushes in a forest?
by Durrett, Rick & Swindle, Glen
- 33-43 A discrete non-linear Markov model for a population of interacting cells
by Gerardi, A. & Romiti, M.
- 45-60 Reciprocal covariance solutions of some matrix differential equations
by Carmichael, J. -P. & Massé, J. -C. & Theodorescu, R.
- 61-69 Un schéma multipas d'approximation de l'équation de Langevin
by Lépingle, Dominique & Ribémont, Bernard
- 71-80 On a characterization of optimal predictors for nonstationary ARMA processes
by Kowalski, Aleksander & Szynal, Dominik
- 81-98 Functional limit theorems for random quadratic forms
by Mikosch, T.
- 99-116 A Central Limit Theorem for products of dependent random linear and nonlinear operators
by Johnson, Dudley Paul
- 117-139 Estimating the parameters of rare events
by Hsing, Tailen
- 141-160 Optimal replacement and maintenance of systems subject to semi-Markov damage
by Abdel-Hameed, M. & Nakhi, Y.
- 161-171 An inference procedure for conflict models
by Yip, Paul & Watson, Ray
December 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.
October 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
August 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.
June 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.
April 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.
February 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
December 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
October 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