Mandjes, Michel; Spreij, Peter A note on the central limit theorem for the idleness process in a one-sided reflected Ornstein-Uhlenbeck model. (English) Zbl 1528.60084 Stat. Neerl. 71, No. 3, 225-235 (2017). MSC: 60J60 60F17 60K25 PDFBibTeX XMLCite \textit{M. Mandjes} and \textit{P. Spreij}, Stat. Neerl. 71, No. 3, 225--235 (2017; Zbl 1528.60084) Full Text: DOI
Jiang, George J.; Oomen, Roel C. A. Testing for jumps when asset prices are observed with noise – a “swap variance” approach. (English) Zbl 1418.62382 J. Econom. 144, No. 2, 352-370 (2008). MSC: 62P05 62M07 60J75 PDFBibTeX XMLCite \textit{G. J. Jiang} and \textit{R. C. A. Oomen}, J. Econom. 144, No. 2, 352--370 (2008; Zbl 1418.62382) Full Text: DOI
Asmussen, Søren; Bladt, Mogens Poisson’s equation for queues driven by a Markovian marked point process. (English) Zbl 0809.60093 Queueing Syst. 17, No. 1-2, 235-274 (1994). Reviewer: E.Pancheva (Sofia) MSC: 60K25 60G55 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{M. Bladt}, Queueing Syst. 17, No. 1--2, 235--274 (1994; Zbl 0809.60093) Full Text: DOI
Habib, M. K.; Thavaneswaran, A. Optimal estimation for semimartingale neuronal models. (English) Zbl 0753.62056 J. Stat. Plann. Inference 33, No. 1, 143-156 (1992). MSC: 62M09 92B20 62P10 PDFBibTeX XMLCite \textit{M. K. Habib} and \textit{A. Thavaneswaran}, J. Stat. Plann. Inference 33, No. 1, 143--156 (1992; Zbl 0753.62056) Full Text: DOI
Thompson, M. E.; Thavaneswaran, A. On Bayesian nonparametric estimation for stochastic processes. (English) Zbl 0754.62025 J. Stat. Plann. Inference 33, No. 1, 131-141 (1992). MSC: 62G07 62M09 PDFBibTeX XMLCite \textit{M. E. Thompson} and \textit{A. Thavaneswaran}, J. Stat. Plann. Inference 33, No. 1, 131--141 (1992; Zbl 0754.62025) Full Text: DOI
Heyde, C. C. New developments in inference for temporal stochastic processes. (English) Zbl 0752.62062 J. Stat. Plann. Inference 33, No. 1, 121-129 (1992). MSC: 62M09 62M05 PDFBibTeX XMLCite \textit{C. C. Heyde}, J. Stat. Plann. Inference 33, No. 1, 121--129 (1992; Zbl 0752.62062) Full Text: DOI
Besdziek, N. Strong approximations of semimartingales by processes with independent increments. (English) Zbl 0719.60029 Probab. Theory Relat. Fields 87, No. 4, 489-520 (1991). Reviewer: C.C.Heyde (Canberra) MSC: 60F15 60G42 60J99 PDFBibTeX XMLCite \textit{N. Besdziek}, Probab. Theory Relat. Fields 87, No. 4, 489--520 (1991; Zbl 0719.60029) Full Text: DOI
Habib, M. K.; Thavaneswaran, A. Inference for stochastic neuronal models. (English) Zbl 0724.92001 Appl. Math. Comput. 38, No. 1, 51-73 (1990). Reviewer: Y.Yu (Montgomery) MSC: 92C20 62P10 60H10 60H15 PDFBibTeX XMLCite \textit{M. K. Habib} and \textit{A. Thavaneswaran}, Appl. Math. Comput. 38, No. 1, 51--73 (1990; Zbl 0724.92001) Full Text: DOI
Salama, Ibrahim A.; Quade, Dana On the asymptotic permutational normality of certain weighted measures of correlation. (English) Zbl 0716.62024 Stat. Probab. Lett. 10, No. 2, 125-133 (1990). MSC: 62E20 62H20 60F05 PDFBibTeX XMLCite \textit{I. A. Salama} and \textit{D. Quade}, Stat. Probab. Lett. 10, No. 2, 125--133 (1990; Zbl 0716.62024) Full Text: DOI
Habib, M. K.; Thavaneswaran, A. Inference for stochastic neuronal models. (English) Zbl 0708.92003 Appl. Math. Comput. 39, No. 3, Suppl., 183s-205s (1990). MSC: 92C20 62P10 60H10 PDFBibTeX XMLCite \textit{M. K. Habib} and \textit{A. Thavaneswaran}, Appl. Math. Comput. 39, No. 3, 183s-205s (1990; Zbl 0708.92003) Full Text: DOI
Phelan, Michael J. Lifetesting and estimation with arbitrary distribution function. (English) Zbl 0697.62039 Statistics 20, No. 2, 305-318 (1989). Reviewer: M.A.Mirzahmedov MSC: 62G05 62N05 62M09 60F05 PDFBibTeX XMLCite \textit{M. J. Phelan}, Statistics 20, No. 2, 305--318 (1989; Zbl 0697.62039) Full Text: DOI Link
Pérez-Abreu, Víctor Decompositions of semimartingales on \({\mathcal S}'\). (English) Zbl 0657.60066 J. Funct. Anal. 80, No. 2, 358-370 (1988). Reviewer: C.-S.Chou MSC: 60G48 PDFBibTeX XMLCite \textit{V. Pérez-Abreu}, J. Funct. Anal. 80, No. 2, 358--370 (1988; Zbl 0657.60066) Full Text: DOI
Madan, Dilip B. Risk measurement in semimartingale models with multiple consumption goods. (English) Zbl 0639.90015 J. Econ. Theory 44, No. 2, 398-412 (1988). MSC: 91B24 PDFBibTeX XMLCite \textit{D. B. Madan}, J. Econ. Theory 44, No. 2, 398--412 (1988; Zbl 0639.90015) Full Text: DOI
Chitashvili, R. J.; Mania, M. G. Optimal locally absolutely continuous change of measure. Finite set of decisions. II: Optimization problems. (English) Zbl 0639.93065 Stochastics 21, 187-229 (1987). Reviewer: M.Nisio MSC: 93E20 49K45 49L20 60G44 60H10 PDFBibTeX XMLCite \textit{R. J. Chitashvili} and \textit{M. G. Mania}, Stochastics 21, 187--229 (1987; Zbl 0639.93065) Full Text: DOI
Heyde, C. C. On combining quasi-likelihood estimating functions. (English) Zbl 0636.62086 Stochastic Processes Appl. 25, 281-287 (1987). MSC: 62M09 60G44 62M05 PDFBibTeX XMLCite \textit{C. C. Heyde}, Stochastic Processes Appl. 25, 281--287 (1987; Zbl 0636.62086) Full Text: DOI
Chitashvili, R. J.; Mania, M. G. Optimal locally absolutely continuous change of measure. Finite set of decisions. I. (English) Zbl 0622.93077 Stochastics 21, 131-185 (1987). Reviewer: K.Wickwire MSC: 93E20 60A10 49J55 PDFBibTeX XMLCite \textit{R. J. Chitashvili} and \textit{M. G. Mania}, Stochastics 21, 131--185 (1987; Zbl 0622.93077) Full Text: DOI
Deuschel, J. D. Infinite-dimensional diffusion processes as Gibbs measures on \(C[0,1]^{Z^ d}\). (English) Zbl 0611.60096 Probab. Theory Relat. Fields 76, 325-340 (1987). MSC: 60K35 PDFBibTeX XMLCite \textit{J. D. Deuschel}, Probab. Theory Relat. Fields 76, 325--340 (1987; Zbl 0611.60096) Full Text: DOI Backlinks: MO
Hutton, James E.; Nelson, Paul I. Quasi-likelihood estimation for semimartingales. (English) Zbl 0616.62113 Stochastic Processes Appl. 22, 245-257 (1986). Reviewer: L.Fahrmeier MSC: 62M09 62F12 PDFBibTeX XMLCite \textit{J. E. Hutton} and \textit{P. I. Nelson}, Stochastic Processes Appl. 22, 245--257 (1986; Zbl 0616.62113) Full Text: DOI
Denny, J. L.; Suchanek, Gerry L. On the use of semimartingales and stochastic integrals to model continuous trading. (English) Zbl 0612.90014 J. Math. Econ. 15, 255-266 (1986). Reviewer: L.Podkaminer MSC: 91B62 60G40 PDFBibTeX XMLCite \textit{J. L. Denny} and \textit{G. L. Suchanek}, J. Math. Econ. 15, 255--266 (1986; Zbl 0612.90014) Full Text: DOI
Karr, Alan F. The martingale method: Introductory sketch and access to the literature. (English) Zbl 0542.62075 Oper. Res. Lett. 3, 59-63 (1984). MSC: 62M05 PDFBibTeX XMLCite \textit{A. F. Karr}, Oper. Res. Lett. 3, 59--63 (1984; Zbl 0542.62075) Full Text: DOI