Works matching DE "BROWNIAN bridges (Mathematics)"
Results: 268
Stochastic Complex K-Theories: Chern Character and Bott Periodicity.
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- Letters in Mathematical Physics, 2003, v. 64, n. 3, p. 185, doi. 10.1023/a:1025725410312
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Gradual change-point analysis based on Spearman matrices for multivariate time series.
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- Annals of the Institute of Statistical Mathematics, 2024, v. 76, n. 3, p. 423, doi. 10.1007/s10463-023-00891-5
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Gaussian hemigroups on a locally compact group.
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- Acta Mathematica Hungarica, 2004, v. 103, n. 3, p. 197, doi. 10.1023/B:AMHU.0000028408.90695.59
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Stability of Block LU Factorization.
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- Numerical Linear Algebra with Applications, 1995, v. 2, n. 2, p. 173, doi. 10.1002/nla.1680020208
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A robust test for homoscedasticity in nonparametric regression.
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- Journal of Nonparametric Statistics, 2010, v. 22, n. 6, p. 723, doi. 10.1080/10485250903388894
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A nonparametric test for the change of the density function under association.
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- Journal of Nonparametric Statistics, 2007, v. 19, n. 1, p. 1, doi. 10.1080/10485250601162245
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Testing exponentiality by comparing the empirical distribution function of the normalized spacings with that of the original data.
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- Journal of Nonparametric Statistics, 2003, v. 15, n. 6, p. 719, doi. 10.1080/10485250310001638102
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Quasi Sure p-Variation of Fractional Brownian Sheet.
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- Stochastic Analysis & Applications, 2006, v. 24, n. 6, p. 1223, doi. 10.1080/07362990600959422
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An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet.
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- Stochastic Analysis & Applications, 2006, v. 24, n. 5, p. 973, doi. 10.1080/07362990600870082
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Clark-Ocone Formula for Fractional Brownian Motion with Hurst Parameter Less Than 1/2.
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- Stochastic Analysis & Applications, 2006, v. 24, n. 2, p. 427, doi. 10.1080/07362990500522460
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Sequential Testing for Simple Hypotheses for Processes Driven by Fractional Brownian Motion.
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- Sequential Analysis, 2005, v. 24, n. 2, p. 189, doi. 10.1081/SQA-200056198
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Cusum Test for Parameter Change Based on the Maximum Likelihood Estimator.
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- Sequential Analysis, 2004, v. 23, n. 2, p. 239, doi. 10.1081/SQA-120034110
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Mean and variance of Brownian motion with given final value, maximum and argmax.
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- Stochastic Models, 2021, v. 37, n. 4, p. 679, doi. 10.1080/15326349.2021.1962724
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On the First Time that a 3-D Bessel Bridge Hits a Boundary.
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- Stochastic Models, 2012, v. 28, n. 4, p. 649, doi. 10.1080/15326349.2012.726046
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Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing.
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- Quantitative Finance, 2023, v. 23, n. 2, p. 209, doi. 10.1080/14697688.2022.2135455
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Bridge homogeneous volatility estimators.
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- Quantitative Finance, 2014, v. 14, n. 1, p. 87, doi. 10.1080/14697688.2013.819985
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Futures and futures options with basis risk: theoretical and empirical perspectives.
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- Quantitative Finance, 2011, v. 11, n. 3, p. 477, doi. 10.1080/14697680903213807
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Estimating where and how animals travel: an optimal framework for path reconstruction from autocorrelated tracking data.
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- Ecology, 2016, v. 97, n. 3, p. 576, doi. 10.1890/15-1607.1
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On Simulated Likelihood of Discretely Observed Diffusion Processes and Comparison to Closed-Form Approximation.
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- Journal of Computational & Graphical Statistics, 2007, v. 16, n. 3, p. 672, doi. 10.1198/106186007X237306
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Fast and Exact Simulation of Fractional Brownian Surfaces.
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- Journal of Computational & Graphical Statistics, 2002, v. 11, n. 3, p. 587, doi. 10.1198/106186002466
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Corrigendum to 'A Gaussian approach for continuous time models of short-term interest rates' (Yu, J. and P. C. B. Phillips, Econometrics Journal, 4, 210-24).
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- Econometrics Journal, 2011, v. 14, n. 1, p. 126, doi. 10.1111/j.1368-423X.2010.00326.x
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Tests of Short Memory With Thick-Tailed Errors.
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- Journal of Business & Economic Statistics, 2012, v. 30, n. 3, p. 381, doi. 10.1080/07350015.2012.669668
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A Direct Test for Changing Trend.
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- Journal of Business & Economic Statistics, 1992, v. 10, n. 3, p. 289, doi. 10.2307/1391543
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ON THE EXPECTED UNIFORM ERROR OF BROWNIAN MOTION APPROXIMATED BY THE LÉVY–CIESIELSKI CONSTRUCTION.
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- Bulletin of the Australian Mathematical Society, 2024, v. 109, n. 3, p. 581, doi. 10.1017/S0004972723000850
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Brownian representations of cylindrical continuous local martingales.
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- Infinite Dimensional Analysis, Quantum Probability & Related Topics, 2018, v. 21, n. 2, p. N.PAG, doi. 10.1142/S0219025718500133
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A CLASS OF FRACTIONAL BROWNIAN FIELDS FROM BRANCHING SYSTEMS AND THEIR REGULARITY PROPERTIES.
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- Infinite Dimensional Analysis, Quantum Probability & Related Topics, 2013, v. 16, n. 3, p. 1, doi. 10.1142/S0219025713500239
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FLEMING-VIOT PROCESSES IN AN ENVIRONMENT.
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- Infinite Dimensional Analysis, Quantum Probability & Related Topics, 2010, v. 13, n. 3, p. 489, doi. 10.1142/S0219025710004127
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Weak convergence of random p-mappings and the exploration process of inhomogeneous continuum random trees.
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- Probability Theory & Related Fields, 2005, v. 133, n. 1, p. 1, doi. 10.1007/s00440-004-0407-2
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Local times of fractional Brownian sheets.
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- Probability Theory & Related Fields, 2002, v. 124, n. 2, p. 204, doi. 10.1007/s004400200210
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Capture time of Brownian pursuits.
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- Probability Theory & Related Fields, 2001, v. 121, n. 1, p. 30, doi. 10.1007/PL00008796
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Brownian bridge on hyperbolic spaces and on homogeneous trees.
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- Probability Theory & Related Fields, 1999, v. 115, n. 1, p. 95, doi. 10.1007/s004400050237
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On the length of the homotopic Brownian word in the thrice punctured sphere.
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- Probability Theory & Related Fields, 1998, v. 111, n. 4, p. 489, doi. 10.1007/s004400050175
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On local behaviour of the phase separation line in the 2D Ising model.
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- Probability Theory & Related Fields, 1998, v. 110, n. 1, p. 91, doi. 10.1007/s004400050146
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Quantum Brownian Representation for the Quantum Field Modes.
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- Advances in High Energy Physics, 2009, p. 1, doi. 10.1155/2009/278759
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Spatial ecology meets eradication of feral cats on Auckland Island .
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- New Zealand Journal of Ecology, 2022, v. 46, n. 3, p. 1, doi. 10.20417/nzjecol.46.3493
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First look on the home range, movement, and habitat selection of the invasive Northern raccoon (Procyon lotor) in France through two contrasted populations.
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- European Journal of Wildlife Research, 2024, v. 70, n. 1, p. 1, doi. 10.1007/s10344-023-01756-1
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High extrema of Gaussian chaos processes.
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- Extremes, 2016, v. 19, n. 2, p. 253, doi. 10.1007/s10687-016-0239-3
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Strong approximations of three-dimensional Wiener sausages.
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- Acta Mathematica Hungarica, 2007, v. 114, n. 3, p. 205, doi. 10.1007/s10474-006-0525-7
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Missing data interpolation and multi‐sensors integration and its application in accelerated degradation data.
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- Quality & Reliability Engineering International, 2024, v. 40, n. 1, p. 181, doi. 10.1002/qre.3365
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Pricing exotic options in a regime switching economy: a Fourier transform method.
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- Review of Derivatives Research, 2018, v. 21, n. 2, p. 231, doi. 10.1007/s11147-017-9139-1
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Integral functionals for the exponential of the wiener process and the Brownian bridge: Exact asymptotics and legendre functions.
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- Mathematical Notes, 2012, v. 92, n. 1/2, p. 79, doi. 10.1134/S0001434612070103
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Some measures on the set of piecewise smooth circle homeomorphisms and related representations of the circle diffeomorphism group.
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- Mathematical Notes, 2010, v. 88, n. 5/6, p. 898, doi. 10.1134/S0001434610110325
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Constructing a Brownian Sheet with Values in a Compact Riemannian Manifold.
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- Mathematical Notes, 2004, v. 76, n. 3/4, p. 590, doi. 10.1023/B:MATN.0000043490.58564.25
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Modeling movement probabilities within heterogeneous spatial fields.
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- Journal of Spatial Information Science, 2018, n. 16, p. 85, doi. 10.5311/JOSIS.2018.16.372
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An Alternative Formulation for the Pricing of Stock Index Futures: Theoretical and Empirical Perspectives.
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- International Journal of Business & Economics, 2007, v. 6, n. 2, p. 121
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Cusums for tracking arbitrary functionals.
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- Statistica Neerlandica, 2016, v. 70, n. 3, p. 193, doi. 10.1111/stan.12084
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Estimation and testing of crossing-points in fixed design regression.
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- Statistica Neerlandica, 2012, v. 66, n. 4, p. 380, doi. 10.1111/j.1467-9574.2012.00521.x
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Change point detection in scale family distributions.
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- Statistica Neerlandica, 2009, v. 63, n. 3, p. 347, doi. 10.1111/j.1467-9574.2009.00427.x
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Computing the covariance of two Brownian area integrals.
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- Statistica Neerlandica, 2002, v. 56, n. 1, p. 101, doi. 10.1111/1467-9574.03300
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Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis.
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- Journal of Time Series Analysis, 2009, v. 30, n. 2, p. 239, doi. 10.1111/j.1467-9892.2009.00608.x
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