Gautier, Antony Kalman-type recursions for time-varying ARMA models and their implication for least squares procedure. (English) Zbl 1163.62067 Probab. Math. Stat. 29, No. 1, 169-180 (2009). MSC: 62M10 62M05 62M20 PDFBibTeX XMLCite \textit{A. Gautier}, Probab. Math. Stat. 29, No. 1, 169--180 (2009; Zbl 1163.62067) Full Text: Link
Sancetta, Alessio Maximal inequalities for U-processes of strongly mixing random variables. (English) Zbl 1284.60072 Probab. Math. Stat. 29, No. 1, 155-167 (2009). MSC: 60F17 62E20 60F05 PDFBibTeX XMLCite \textit{A. Sancetta}, Probab. Math. Stat. 29, No. 1, 155--167 (2009; Zbl 1284.60072) Full Text: Link
Aoyama, Takahiro Nested subclasses of some subclass of the class of type \(G\) selfdecomposable distributions on \(\mathbb R^d\). (English) Zbl 1166.60010 Probab. Math. Stat. 29, No. 1, 135-154 (2009). MSC: 60E07 62E10 PDFBibTeX XMLCite \textit{T. Aoyama}, Probab. Math. Stat. 29, No. 1, 135--154 (2009; Zbl 1166.60010) Full Text: Link
Thu, Nguyen Van A Kingman convolution approach to Bessel processes. (English) Zbl 1175.60042 Probab. Math. Stat. 29, No. 1, 119-134 (2009). Reviewer: Klaus Schürger (Bonn) MSC: 60G48 60G51 60G57 60J25 60J60 60J99 PDFBibTeX XMLCite \textit{N. Van Thu}, Probab. Math. Stat. 29, No. 1, 119--134 (2009; Zbl 1175.60042) Full Text: Link
Kim, Yong Shin; Rachev, Svetlozar T.; Chung, Dong Myung; Bianchi, Michele Leonardo The modified tempered stable distribution, GARCH models and option pricing. (English) Zbl 1166.60013 Probab. Math. Stat. 29, No. 1, 91-117 (2009). MSC: 60E07 91B84 PDFBibTeX XMLCite \textit{Y. S. Kim} et al., Probab. Math. Stat. 29, No. 1, 91--117 (2009; Zbl 1166.60013) Full Text: Link
Zhao, Yichuan Empirical likelihood inference for survival rate regression with missing information principle. (English) Zbl 1163.62033 Probab. Math. Stat. 29, No. 1, 73-89 (2009). MSC: 62G08 62N02 62G05 62G20 62E20 62G15 PDFBibTeX XMLCite \textit{Y. Zhao}, Probab. Math. Stat. 29, No. 1, 73--89 (2009; Zbl 1163.62033) Full Text: Link
Kozubowski, Tomasz J.; Podgórski, Krzystof Distributional properties of the negative binomial Lévy process. (English) Zbl 1170.60021 Probab. Math. Stat. 29, No. 1, 43-71 (2009). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60G51 60G50 60E07 PDFBibTeX XMLCite \textit{T. J. Kozubowski} and \textit{K. Podgórski}, Probab. Math. Stat. 29, No. 1, 43--71 (2009; Zbl 1170.60021) Full Text: Link
Osȩkowski, Adam Sharp norm inequalities for stochastic integrals in which the integrator is a nonnegative supermartingale. (English) Zbl 1171.60006 Probab. Math. Stat. 29, No. 1, 29-42 (2009). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G42 60H05 31B05 PDFBibTeX XMLCite \textit{A. Osȩkowski}, Probab. Math. Stat. 29, No. 1, 29--42 (2009; Zbl 1171.60006) Full Text: Link
Douc, Randal; Moulines, Éric; Olsson, Jimmy Optimality of the auxiliary particle filter. (English) Zbl 1176.62092 Probab. Math. Stat. 29, No. 1, 1-28 (2009). MSC: 62M20 65C60 65C05 PDFBibTeX XMLCite \textit{R. Douc} et al., Probab. Math. Stat. 29, No. 1, 1--28 (2009; Zbl 1176.62092) Full Text: arXiv Link