Mijnheer, J. Asymptotic inference for AR(1) processes with (non-normal) stable innovations. V: The explosive case. (English) Zbl 1181.62143 J. Math. Sci., New York 111, No. 6, 3854-3856 (2002). MSC: 62M10 PDFBibTeX XMLCite \textit{J. Mijnheer}, J. Math. Sci., New York 111, No. 6, 3854--3856 (2002; Zbl 1181.62143) Full Text: DOI
Mijnheer, Joop The asymptotic distribution of a sequential estimator for the parameter in an AR(1) model with stable errors. (English) Zbl 1012.62019 Balakrishnan, N. (ed.) et al., Asymptotic methods in probability and statistics with applications. Papers from the international conference, St. Petersburg, Russia, June 24-28, 1998. Boston, MA: Birkhäuser. 425-434 (2001). MSC: 62E20 62L12 62M10 PDFBibTeX XMLCite \textit{J. Mijnheer}, in: Asymptotic methods in probability and statistics with applications. Papers from the international conference, St. Petersburg, Russia, June 24--28, 1998. Boston, MA: Birkhäuser. 425--434 (2001; Zbl 1012.62019)
Mijnheer, Joop Some remarks on quadratic forms in stable random variables. (English) Zbl 0979.62005 Demonstr. Math. 34, No. 2, 327-338 (2001). MSC: 62E20 62M10 PDFBibTeX XMLCite \textit{J. Mijnheer}, Demonstr. Math. 34, No. 2, 327--338 (2001; Zbl 0979.62005) Full Text: DOI OA License
Mijnheer, J. Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors. IV. A note on the case of a negative unit root. (English) Zbl 0923.62099 J. Math. Sci., New York 92, No. 4, 4035-4037 (1998). MSC: 62M10 62F12 62E20 PDFBibTeX XMLCite \textit{J. Mijnheer}, J. Math. Sci., New York 92, No. 4, 4035--4037 (1998; Zbl 0923.62099) Full Text: DOI
Mijnheer, Joop Asymptotic inference for AR(1) processes with (non-normal) stable errors. III: Stable Ornstein-Uhlenbeck processes and integrals of stable O-U processes. (English) Zbl 0899.60067 Commun. Stat., Stochastic Models 13, No. 4, 661-672 (1997). MSC: 60J60 60H05 PDFBibTeX XMLCite \textit{J. Mijnheer}, Commun. Stat., Stochastic Models 13, No. 4, 661--672 (1997; Zbl 0899.60067) Full Text: DOI
Mijnheer, J. Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors. (English) Zbl 0891.62010 J. Math. Sci., New York 83, No. 3, 401-406 (1997). MSC: 62E20 62M10 62F12 60E07 PDFBibTeX XMLCite \textit{J. Mijnheer}, J. Math. Sci., New York 83, No. 3, 401--406 (1997; Zbl 0891.62010) Full Text: DOI
Mijnheer, Joop Asymptotic inference for AR(1) process with (non-normal) stable errors: Properties of some stochastic integrals. (English) Zbl 0893.62089 Theory Stoch. Process. 2(18), No. 1-2, 201-205 (1996). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 60J99 60E07 PDFBibTeX XMLCite \textit{J. Mijnheer}, Theory Stoch. Process. 2(18), No. 1--2, 201--205 (1996; Zbl 0893.62089)
Mijnheer, J. On the law of the iterated logarithm for subsequences for a stable subordinator. (English) Zbl 0859.60026 J. Math. Sci., New York 76, No. 2, 2283-2287 (1995). Reviewer: D.Szynal (Lublin) MSC: 60F15 60J99 60E10 PDFBibTeX XMLCite \textit{J. Mijnheer}, J. Math. Sci., New York 76, No. 2, 2283--2287 (1995; Zbl 0859.60026) Full Text: DOI
Mijnheer, Joop Limit theorems for sums of independent random variables in the domain of attraction of a stable law: A survey. (English) Zbl 0941.60033 Theory Probab. Math. Stat. 53, 119-125 (1996) and Teor. Jmovirn. Mat. Stat. 53, 109-115 (1995). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60E07 60F15 PDFBibTeX XMLCite \textit{J. Mijnheer}, Teor. Ĭmovirn. Mat. Stat. 53, 109--115 (1995; Zbl 0941.60033)
Mijnheer, Joop A new lower bound for the rate of convergence in Strassen’s functional law of the iterated logarithm. (English) Zbl 1026.60515 Theory Stoch. Process. 1(17), No. 1, 82-87 (1995). MSC: 60J65 60F17 60F15 PDFBibTeX XMLCite \textit{J. Mijnheer}, Theory Stoch. Process. 1(17), No. 1, 82--87 (1995; Zbl 1026.60515)
Mijnheer, Joop On the influence of the extremal term in a (simple) \(U\)-statistic. (English. Ukrainian original) Zbl 0861.60055 Theory Probab. Math. Stat. 50, 103-106 (1995); translation from Teor. Jmovirn. Mat. Stat. 50, 101-104 (1994). MSC: 60G50 60G70 60F05 PDFBibTeX XMLCite \textit{J. Mijnheer}, Theory Probab. Math. Stat. 50, 1 (1994; Zbl 0861.60055); translation from Teor. Jmovirn. Mat. Stat. 50, 101--104 (1994)
Mijnheer, Joop \(U\)-statistics and double stable integrals. (English) Zbl 0769.60048 Applied probability, Proc. Symp., Sheffield/UK 1990, IMS Lect. Notes, Monogr. Ser. 18, 256-268 (1991). Reviewer: J.Szulga (Auburn) MSC: 60H05 60F05 PDFBibTeX XMLCite \textit{J. Mijnheer}, IMS Lect. Notes, Monogr. Ser. 18, 256--268 (1991; Zbl 0769.60048)
Mijnheer, Joop On the rate of convergence of the sum of the sample extremes. (English) Zbl 0658.62018 Probab. Theory Relat. Fields 79, No. 3, 317-325 (1988). Reviewer: W.Dziubdziela MSC: 62E20 60F05 62G30 PDFBibTeX XMLCite \textit{J. Mijnheer}, Probab. Theory Relat. Fields 79, No. 3, 317--325 (1988; Zbl 0658.62018) Full Text: DOI
Mijnheer, Joop A functional form for the lower Lipschitz condition for the stable subordinator. (English) Zbl 0647.60031 Probab. Theory Relat. Fields 77, No. 4, 515-520 (1988). Reviewer: K.Kubilius MSC: 60F15 60F17 60J65 PDFBibTeX XMLCite \textit{J. Mijnheer}, Probab. Theory Relat. Fields 77, No. 4, 515--520 (1988; Zbl 0647.60031) Full Text: DOI
Mijnheer, Joop Limit theorems for sums of random variables with a stable limit law. (English) Zbl 0656.60036 Probability theory and mathematical statistics, Proc. 4th Conf., Vilnius/USSR 1985, Vol. 2, 253-261 (1987). Reviewer: Su Chun MSC: 60F05 60F15 60E10 PDFBibTeX XML
Mijnheer, Joop On the rate of escape of a transient random walk. (English) Zbl 0624.60080 Serdica 13, 98-105 (1987). MSC: 60G50 60E07 PDFBibTeX XMLCite \textit{J. Mijnheer}, Serdica 13, 98--105 (1987; Zbl 0624.60080)
Mijnheer, J. On the rate of convergence to a stable limit law. II. (English) Zbl 0644.60021 Lith. Math. J. 26, 255-259 (1986); reprint from Lit. Mat. Sb. 26, No. 3, 482-487 (1986). Reviewer: Su Chun MSC: 60F05 60G50 PDFBibTeX XMLCite \textit{J. Mijnheer}, Lith. Math. J. 26, 255--259 (1986; Zbl 0644.60021) Full Text: DOI
Mijnheer, J. On the rate of convergence to a stable limit law. (English) Zbl 0571.60031 Limit theorems in probability and statistics, 2nd Colloq., Veszprém/Hung. 1982, Vol. II, Colloq. Math. Soc. János Bolyai 36, 761-775 (1984). Reviewer: S.Chun MSC: 60F05 60E07 PDFBibTeX XML
Mijnheer, Joop Strong approximations of partial sums of i.i.d. random variables in the domain of attraction of a symmetric stable distribution. (English) Zbl 0539.60030 Information theory, statistical decision functions, random processes, Trans. 9th Prague Conf., Prague 1982, Vol. B, 83-89 (1983). MSC: 60F15 60F17 60E07 PDFBibTeX XML
Mijnheer, Joop Limit points of \(\{n^{-1/\alpha} S_ n\}\). (English) Zbl 0478.60057 Ann. Probab. 10, 382-395 (1982). MSC: 60G50 60F15 60J99 PDFBibTeX XMLCite \textit{J. Mijnheer}, Ann. Probab. 10, 382--395 (1982; Zbl 0478.60057) Full Text: DOI
Mijnheer, Joop A strong approximation of partial sums of i.i.d. random variables with infinite variance. (English) Zbl 0416.60057 Z. Wahrscheinlichkeitstheor. Verw. Geb. 52, 1-7 (1980). MSC: 60G50 PDFBibTeX XMLCite \textit{J. Mijnheer}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 52, 1--7 (1980; Zbl 0416.60057) Full Text: DOI
Mijnheer, Joop A strong approximation of partial sums of i.i.d. random variables. (English) Zbl 0407.60047 Z. Wahrscheinlichkeitstheor. Verw. Geb. (to appear). MSC: 60G50 PDFBibTeX XML
Mijnheer, J. L. Sample path properties of stable processes. (English) Zbl 0307.60066 Mathematical Centre Tracts. 59. Amsterdam: Mathematisch Centrum. 124 p. Dfl. 14.00 (1975). MSC: 60J99 60-02 60G17 PDFBibTeX XML
Mijnheer, J. L. Properties of the sample functions of the completely asymmetric stable process. (English) Zbl 0267.60039 Z. Wahrscheinlichkeitstheor. Verw. Geb. 27, 153-170 (1973). MSC: 60G17 60Gxx PDFBibTeX XMLCite \textit{J. L. Mijnheer}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 27, 153--170 (1973; Zbl 0267.60039) Full Text: DOI
Mijnheer, J. L. A law of the iterated logarithm for the asymmetric stable law with characteristic exponent one. (English) Zbl 0237.60016 Ann. Math. Stat. 43, 358-362 (1972). MSC: 60F99 60F20 60F05 PDFBibTeX XMLCite \textit{J. L. Mijnheer}, Ann. Math. Stat. 43, 358--362 (1972; Zbl 0237.60016) Full Text: DOI
Mijnheer, J. L. The conduct of the sample average when the first moment is infinite. (English) Zbl 0152.37403 Stat. Neerl. 22, 37-41 (1968). PDFBibTeX XMLCite \textit{J. L. Mijnheer}, Stat. Neerl. 22, 37--41 (1968; Zbl 0152.37403) Full Text: DOI Link
Mijnheer, J. L. Unendliche Erwartung und das Gesetz der großen Zahlen. (Dutch) Zbl 0147.16903 Stat. Neerl. 21, 157-159 (1967). PDFBibTeX XMLCite \textit{J. L. Mijnheer}, Stat. Neerl. 21, 157--159 (1967; Zbl 0147.16903) Full Text: DOI