Facet browsing currently unavailable
Page 1 of 284 results
Sort by: relevance publication year
A pure-jump mean-reverting short rate model JOURNAL ARTICLE published 2020 in Modern Stochastics: Theory and Applications |
Arithmetic of (independent) sigma-fields on probability spaces JOURNAL ARTICLE published 2019 in Modern Stochastics: Theory and Applications |
Author index JOURNAL ARTICLE published 12 February 2015 in Modern Stochastics: Theory and Applications |
Keywords index JOURNAL ARTICLE published 2023 in Modern Stochastics: Theory and Applications |
Stochastic models associated to a Nonlocal Porous Medium Equation JOURNAL ARTICLE published 2018 in Modern Stochastics: Theory and Applications |
Autoregressive approaches to import–export time series II: a concrete case study JOURNAL ARTICLE published 1 June 2015 in Modern Stochastics: Theory and Applications |
Goodness-of-fit test in a multivariate errors-in-variables model $AX = B$ JOURNAL ARTICLE published 20 December 2016 in Modern Stochastics: Theory and Applications |
A modified Φ-Sobolev inequality for canonical Lévy processes and its applications JOURNAL ARTICLE published 2023 in Modern Stochastics: Theory and Applications |
Distance from fractional Brownian motion with associated Hurst index <math xmlns="http://www.w3.org/1998/Math/MathML"><mn>0</mn><mo mathvariant="normal"><</mo><mi mathvariant="italic">H</mi><mo mathvariant="normal"><</mo><mn>1</mn><mo mathvariant="normal" stretchy="false">/</mo><mn>2</mn></math> to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent JOURNAL ARTICLE published 2020 in Modern Stochastics: Theory and Applications |
Equivariant adjusted least squares estimator in two-line fitting model JOURNAL ARTICLE published 21 March 2016 in Modern Stochastics: Theory and Applications |
On generalized stochastic fractional integrals and related inequalities JOURNAL ARTICLE published 2018 in Modern Stochastics: Theory and Applications |
Existence and uniqueness of weak solution to a three-dimensional stochastic modified-Leray-alpha model of fluid turbulence JOURNAL ARTICLE published 2021 in Modern Stochastics: Theory and Applications |
Subject index JOURNAL ARTICLE published 4 January 2017 in Modern Stochastics: Theory and Applications |
Maximum likelihood estimation in the non-ergodic fractional Vasicek model JOURNAL ARTICLE published 2019 in Modern Stochastics: Theory and Applications |
Some examples of noncentral moderate deviations for sequences of real random variables JOURNAL ARTICLE published 2023 in Modern Stochastics: Theory and Applications |
Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model JOURNAL ARTICLE published 2021 in Modern Stochastics: Theory and Applications |
Author index JOURNAL ARTICLE published 2018 in Modern Stochastics: Theory and Applications |
Editorial JOURNAL ARTICLE published 2019 in Modern Stochastics: Theory and Applications |
A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles JOURNAL ARTICLE published 2020 in Modern Stochastics: Theory and Applications |
BDG inequalities and their applications for model-free continuous price paths with instant enforcement JOURNAL ARTICLE published 2023 in Modern Stochastics: Theory and Applications |