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Stochastic Processes and their Applications 2003: Vol 105 Index PDF

3 Pages·2003·0.37 MB·English
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Awvaiwlabwle .at MATHEMATICSwes.orG ——— POWERED BY SCIENCE @oirecr- and their applications ELSEVIER Stochastic Processes and their Applications 105 (2003) 345 www.elsevier.com/locate/spa Author Index Volume 105 Bardina, X., Jolis,s M., Tudor, C.A., Convergence in law to the multiple fractional integral 5 (2003) : Ben Arous, G., Sortais, M., Large deviations in the Langevin dynamics of a random field Ising model 5 (2003) Berkes, I., Horvath, L., Limit results for the empirical process of squared residuals in GARCH models 5 (2003) Grigoriu, M., see Samorodnitsky, G. 5 (2003) Horvath, L., see Berkes, I. 5 (2003) Hult, H., Approximating some Volterra type stochastic integrals with applications to parameter estimation (2003) Jolis, M., see Bardina, X. 5 (2003) ° Komorowski, T., Olla, S., Invariant measures for passive tracer dynamics in Ornstein Uhlenbeck flows 5 (2003) Koval, V., Schwabe, R., A law of the iterated logarithm for stochastic approximation procedures in d-dimensional Euclidean space (2003) Li, L., On Koul’s minimum distance estimators in the regression models with long memory moving averages (2003) Lowe, M., Matzinger III, H., Reconstruction of sceneries with correlated colors (2003) Maller, R.A., Asymptotics of regressions with stationary and nonstationary residuals (2003) Matzinger III, H., see Lowe, M. (2003) Mohari, A., Ergodicity of homogeneous Brownian flows (2003) Olla, S., see Komorowski, T. (2003) Pinsky, R.G., Strong law of large numbers and mixing for the invariant distributions of measure-valued diffusions (2003) Samorodnitsky, G., Grigoriu, M., Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Levy motions 5 (2003) Schwabe, R., see Koval, V. 5 (2003) 299 Sortais, M., see Ben Arous, G. 5 (2003) 211 Tudor, C.A., see Bardina, X. (2003) 315 Elsevier Science B.V. PII: S0304-4149(03)00054-1 Vol. 105 Iss. 1 MAY

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