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Testing the tail index in autoregressive models
Jurečková, Jana; Koul, Hira; Picek, Jan - In: Annals of the Institute of Statistical Mathematics 61 (2009) 3, pp. 579-598
Persistent link: https://www.econbiz.de/10005029250
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Nonparametric density estimation for linear processes with infinite variance
Honda, Toshio - In: Annals of the Institute of Statistical Mathematics 61 (2009) 2, pp. 413-439
Persistent link: https://www.econbiz.de/10004999528
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Nonparametric estimation of conditional medians for linear and related processes
Honda, Toshio - In: Annals of the Institute of Statistical Mathematics 62 (2010) 6, pp. 995-1021
Persistent link: https://www.econbiz.de/10008775933
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On the Distribution of the Extremes of Unequally Correlated Normal Variables with Applications to Antedependent Cluster Data
Saha, Krishna; Sutradhar, B. - In: Annals of the Institute of Statistical Mathematics 51 (1999) 2, pp. 301-322
Persistent link: https://www.econbiz.de/10005616280
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Moment-Based Approximations of Distributions Using Mixtures: Theory and Applications
Lindsay, Bruce; Pilla, Ramani; Basak, Prasanta - In: Annals of the Institute of Statistical Mathematics 52 (2000) 2, pp. 215-230
Persistent link: https://www.econbiz.de/10005760217
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Exact inference for a simple step-stress model from the exponential distribution under time constraint
Balakrishnan, N.; Xie, Qihao; Kundu, D. - In: Annals of the Institute of Statistical Mathematics 61 (2009) 1, pp. 251-274
Persistent link: https://www.econbiz.de/10005169240