Stochastic Processes and Their Applications 1993: Vol 47 Index

3 Pages·1993·0.57 MB·English

Stochastic Processes and their Applications 47 (1993) 353-354
North-Holland
Author Index Volume 47
Badrinath, V., see R. Mazumdar 47 (1993) 119
Baek, J. and T.E. Wehrly, Kernel estimation for additive models under
dependence 47 (1993) 95
Bass, R.F. and D. Khoshnevisan, Rates of convergence to Brownian
local time 47 (1993) 197
Benassi, A., S. Jaffard and D. Roux, Analyse multi-échelle des pro-
cessus gaussiens markoviens d’ ordre p indexés par (0, 1) 47 (1993) 275
Bertoin, J., Splitting at the infimum and excursions in half-lines for
random walks and Lévy processes 47 (1993) 17
Bouton, C. and G. Pagés, Self-organization and a.s. convergence of
the one-dimensional Kohonen algorithm with non-uniformly dis-
tributed stimuli 47 (19932)4 9
Bradley, R.C., An addendum to ‘‘A limitation of Markov representa-
tion for stationary processes’’ 47 (19931)5 9
Carlson, J.M., E.R. Grannan and G.H. Swindle, A limit theorem for
tagged particles in a class of self-organizing particle systems 47 (1993) 1
Chan, K.S., On the Central Limit Theorem for an ergodic Markov
chain 47 (19931)1 3
Doney, R.A., A path decomposition for Lévy processes 47 (19931)6 7
Glynn, P.W. and W. Whitt, Limit theorems for cumulative processes 47 (19932)9 9
Grannan, E.R., see J.M. Carlson 47 (1993) 1
Guillemin, F., see R. Mazumdar 47 (19931)1 9
Hjort, N.L. and R.Z. Khasminskii, On the time a diffusion process
spends along a line 47 (19932)2 9
Hu, Shuhe, A large deviation result for the least squares estimators in
nonlinear regression 47 (19933)4 5
Jaffard, S., see A. Benassi 47 (19932)7 5
Kasahara, Y., A functional limit theorem for trimmed sums 47 (1993) 315
Khasminskii, R.Z., see N.L. Hjort 47 (19932)2 9
Khoshnevisan, D., see R.F. Bass 47 (19931)9 7
Kliippelberg, C. and T. Mikosch, Spectral estimates and stable proc-
esses 47 (1993) 323
Lasser, R. and M. NieBner, On the order of convergence in linear mean
estimation of weakly stationary stochastic processes 47 (19931)4 3
Le Breton, A. and M. Musiela, A generalization of the Kalman filter
to models with infinite variance 47 (1993) 75
0304-4 149/93/$6.00 © 1993—Elsevier Science Publishers B.V. All rights reserved
354 Author Index
Masry, E., Strong consistency and rates for deconvolution of multi-
variate densities of stationary processes 47 (1993) 53
Mazumdar, R., V. Badrinath, F. Guillemin and C. Rosenberg, On
pathwise rate conservation for a class of semi-martingales 47 (19931)1 9
Mikosch, T., see C. Kliippelberg 47 (19933)2 3
Musiela, M., see A. Le Breton 47 (1993) 75
NieBner, M., see R. Lasser 47 (19931)4 3
Pagés, G., see C. Bouton 47 (19932)4 9
Rosenberg, C., see R. Mazumdar 47 (19931)1 9
Roux, D., see A. Benassi 47 (19932)7 5
Savitha, S., see R. Vasudeva 47 (19931)5 3
Schal, M., On hitting times for jump-diffusion processes with past
depeloncal dchaeracnteritsti cs 47 (1993) 131
Steinebach, J. and H. Zhang, On a weighted embedding for ponto-
grams 47 (1993) 183
Swindle, G.H., see J.M. Carlson 47 (1993) 1
Vasudeva, R. and S. Savitha, On the increments of Wiener process —
A look through subsequences 47 (19931)5 3
Wang, Jia-gang, A law of the iterated logarithm for stochastic integrals 47 (19932)1 5
Wehrly, T.E., see J. Baek 47 (1993) 95
Whitt, W., see P.W. Glynn 47 (19932)9 9
Zhang, H., see J. Steinebach 47 (19931)8 3
Zhou, J.-W., see X.-W. Zhou 47 (1993) 37
Zhou, X.-W. and J.-W. Zhou, Sample function properties of two-
parameter Markov processes 47 (1993) 37