Equivalent processes of total time on test, Lorenz and inverse Lorenz processes

The empirical distribution function and partial sum process of residuals from a stationary arch with drift process

Kawczak, Janusz, (2005)

Time series - The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process

Kawczak, Janusz, (2005)

Birnbaum-Saunders and Lognormal Kernel Estimators for Modelling Durations in High Frequency Financial Data

Jin, Xiaodong, (2003)