Stochastic Processes and Their Applications 1992: Vol 40 Index

2 Pages·1992·0.28 MB·English

Stochastic Processes and their Applications 40 (1992) 363-364
North-Holland
Author Index Volume 40 (1992)*
Arjas, E., P. Haara and I. Norros, Filtering the histories ofa partially
observed marked point process (2)225-250
Cinlar, E., Sunset over Brownistan (1) 45- 53
Cottrell, M., Mathematical analysis of an eural network with inhibitory
coupling (1)103-126
Csorg6, S. and D.M. Mason, Intermediate- and extreme-sum processes (1) 55- 67
Davis, R.A., K. Knight and J. Liu, M-estimation for autoregressions
with infinite variance (1)145-180
Dijk, N.M. van, Approximate uniformization for continuous-time
Markov chains with an application to performability analysis (2)339-357
Ellis, R.S. and K. Wang, Limit theorems for maximum likelihood
estimators in the Curie-Weiss-Potts model (2)251-288
Gaenssler, P. and K. Joos, Another view on martingale central limit
theorems (2)181-197
Geluk, J.L., Second order tail behaviour of a subordinated probability
distribution (2)325-337
Glynn, P. and K. Sigman, Uniform Cesaro limit theorems for syn-
chronous processes with applications to queues (1) 29- 43
Graham, C., McKean-Vlasov Ito-Skorohod equations, and nonlinear
diffusions with discrete jump sets (1) 69- 82
HaaP.,r seea E., Ar jas (2)225-250
Joos, K., see P. Gaenssler (2)181-197
Kallenberg O., Some time change representations of stable integrals,
via predictable transformations of local martingales (2)199-223
Kallenberg, W.C.M., see D.P. Kroese (2)309-323
Kersting, G., A law of large numbers for stochastic difference equations (1) 1- 13
Kersting, G., Asymptotic /-distribution for stochastic difference
equations (1) 15- 28
Knight, K., see R.A. Davis (1)145-180
Kroese, D.P. and W.C.M. Kallenberg, Second-order asymptotics in
level crossing for differences of renewal processes (2)309-323
Leroux, B.G., Maximum-likelihood estimation for hidden Markov
models (1)127-143
Liu, J., see R.A. Davis (1)145-180
Mason, D.M., see S. Csorg6 (1) 55- 67
* The issue number is given in front of page numbers.
0304-4149/92/$05.00 © 1992—Elsevier Science Publishers B.V. All rights reserved
364 , Author Index
Norros, I., see E. Arjas (2)225-250
Pardoux, E. and V. Wihstutz, Lyapounov exponent of linear stochastic
systems with large diffusion term (2)289-308
Sigman, K., see P. Glynn (1) 29- 43
Wang, K., see R.S. Ellis (2)251-288
Wells, M.T., The weak approximation of the empirical characteristic
function process when parameters are estimated (1) 83-102
Wihstutz, V., see E. Pardoux (2)289-308