ISI WEB of science-159 Records |
Kyprianou, AE |
Some calculations for Israeli options
| FINANCE AND STOCHASTICS 2004
| 8(1), 73-- 86 | ISI:000188813100004
| Xue, F, Kumar, PR |
The number of neighbors needed for connectivity of wireless networks |
WIRELESS NETWORKS 2004 |
10(2), 169-181 |
ISI:000188330000007 |
Asmussen, S, Avram, F, Pistorius, MR |
Russian and American put options under exponential phase-type Levy models |
STOCHASTIC PROCESSES AND THEIR APPLICATIONS |
2004, 109(1), 79-111 |
ISI:000187749600006 |
Andradottir, S, Ayhan, H, Down, DG |
Dynamic server allocation for queueing networks with flexible servers |
OPERATIONS RESEARCH |
2003 |
51(6), 952- 968 |
ISI:000187176800009 |
Gajrat, A, Hordijk, A, Ridder, A |
Large-deviations analysis of the fluid approximation for a controllable tandem queue |
ANNALS OF APPLIED PROBABILITY |
2003 |
13(4), 1423--1448 |
ISI:000187222800008 |
Wu, WB |
Additive functionals of infinite-variance moving averages |
STATISTICA SINICA |
2003 |
13(4), 1259--1267 |
ISI:000186281600018 |
Bertsimas, D Gamarnik, D, Sethuraman, J |
From fluid relaxations to practical algorithms for high-multiplicity job-shop scheduling: The holding cost objective |
OPERATIONS RESEARCH |
2003 |
51(5), 798-813 |
ISI:000185681900009 |
Kyprianou, AE, Pistorius, MR |
Perpetual options and canadization through fluctuation theory |
ANNALS OF APPLIED PROBABILITY |
2003 |
13(3), 1077-1098 |
ISI:000184761700008 |
Pistorius, MR |
On doubly reflected completely asymmetric Levy processes |
STOCHASTIC PROCESSES AND THEIR APPLICATIONS |
2003 |
107(1), 131--143 |
ISI:000184592700006 |
Chen, M, Pandit, C, Meyn, S |
In search of sensitivity in network optimization |
QUEUEING SYSTEMS |
2003 |
AUG |
ISI:000184653400001 |
Delicado, P, Huerta, M |
Principal curves of oriented points: Theoretical and computational improvements |
COMPUTATIONAL STATISTICS |
2003 |
ISI:000183481400008 |
Bardina, X, Jolis, M, Tudor, CA |
Convergence in law to the multiple fractional integral |
STOCHASTIC PROCESSES AND THEIR APPLICATIONS |
2003 |
JUN |
ISI:000182956300006 |
Trench, WF |
Absolute equal distribution of families of finite sets |
LINEAR ALGEBRA AND ITS APPLICATIONS |
2003 |
JUL 1 |
367 |
BP |
131 |
146 |
PG |
16 |
ISI:000182997900009 |
Capizzano, SS |
Generalized locally Toeplitz sequences: spectral analysis and applications to discretized partial differential equations |
LINEAR ALGEBRA AND ITS APPLICATIONS |
2003 |
JUN 1 |
366 |
BP |
371 |
402 |
PG |
32 |
ISI:000182667200021 |
Berkes, I Horvath, J |
Asymptotic results for long memory LARCH sequences |
ANNALS OF APPLIED PROBABILITY |
2003 |
MAY |
13 |
2 |
BP |
641 |
668 |
PG |
28 |
ISI:000182617800013 |
Wang, QY Lin, YX Gulati, CM |
Strong approximation for long memory processes with applications |
JOURNAL OF THEORETICAL PROBABILITY |
2003 |
APR |
16 |
2 |
BP |
377 |
389 |
PG |
13 |
ISI:000182480800006 |
Wang, QY Lin, YX Gulati, CM |
Asymptotics for general fractionally integrated processes with applications to unit root tests |
ECONOMETRIC THEORY |
2003 |
FEB |
19 |
1 |
BP |
143 |
164 |
PG |
22 |
ISI:000181552400006 |
Maglaras, C |
Continuous-review tracking policies for dynamic control of stochastic networks |
QUEUEING SYSTEMS |
2003 |
JAN-FEB |
43 |
1-2 |
BP |
43 |
80 |
PG |
38 |
ISI:000180298000003 |
Avram, F |
On the large deviations approximation for the stationary distribution of skip-free regulated queueing networks |
PERFORMANCE EVALUATION |
2003 |
FEB |
51 |
2-4 |
BP |
171 |
190 |
PG |
20 |
ISI:000180472000007 |
Fowler, JW Hogg, GL Mason, SJ |
Workload control in the semiconductor industry |
PRODUCTION PLANNING & CONTROL |
2002 |
OCT-NOV |
13 |
7 |
BP |
568 |
578 |
PG |
11 |
ISI:000179887200002 |
Ho, HC |
On functionals of linear processes with estimated parameters |
STATISTICA SINICA |
2002 |
OCT |
12 |
4 |
BP |
1171 |
1190 |
PG |
20 |
ISI:000179343300015 |
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Wu, WB Mielniczuk, J |
Kernel density estimation for linear processes |
ANNALS OF STATISTICS |
2002 |
OCT |
30 |
5 |
BP |
1441 |
1459 |
PG |
19 |
ISI:000179088300016 |
Dai, JG Weiss, G |
A fluid heuristic for minimizing makespan in job shops |
OPERATIONS RESEARCH |
2002 |
JUL-AUG |
50 |
4 |
BP |
692 |
707 |
PG |
16 |
ISI:000177485000010 |
Bercu, B Gamboa, F Lavielle, M |
Estimation of marginal and spectral modes |
JOURNAL OF NONPARAMETRIC STATISTICS |
2002 |
AUG |
14 |
4 |
BP |
353 |
366 |
PG |
14 |
ISI:000177566900001 |
Wang, YF Perkins, JR Khurana, A |
Optimal resource allocation in new product development projects: A control-theoretic approach |
IEEE TRANSACTIONS ON AUTOMATIC CONTROL |
2002 |
AUG |
47 |
8 |
BP |
1267 |
1276 |
PG |
10 |
ISI:000177371500004 |
Bauerle, N |
Optimal control of queueing networks: An approach via fluid models |
ADVANCES IN APPLIED PROBABILITY |
2002 |
JUN |
34 |
2 |
BP |
313 |
328 |
PG |
16 |
ISI:000177097700005 |
Gotze, F Tikhomirov, A |
Asymptotic distribution of quadratic forms and applications |
JOURNAL OF THEORETICAL PROBABILITY |
2002 |
APR |
15 |
2 |
BP |
423 |
475 |
PG |
53 |
ISI:000175409900006 |
Tyrtyshnikov, EE |
Some applications of a matrix criterion for equidistribution |
SBORNIK MATHEMATICS |
2001 |
NOV-DEC |
192 |
11-12 |
BP |
1877 |
1887 |
PG |
11 |
ISI:000174857300012 |
Squillante, MS Xia, CH Zhang, L |
Optimal scheduling in queuing network models of high-volume commercial web sites |
PERFORMANCE EVALUATION |
2002 |
MAR |
47 |
4 |
BP |
223 |
242 |
PG |
20 |
ISI:000174664800002 |
Dupuis, P Ramanan, K |
A time-reversed representation for the tail probabilities of stationary reflected Brownian motion |
STOCHASTIC PROCESSES AND THEIR APPLICATIONS |
2002 |
APR |
98 |
2 |
BP |
253 |
287 |
PG |
35 |
ISI:000174407900005 |
Penrose, MD |
A central limit theorem with applications to percolation, epidemics and Boolean models |
ANNALS OF PROBABILITY |
2001 |
OCT |
29 |
4 |
BP |
1515 |
1546 |
PG |
32 |
ISI:000174128600006 |
Tyrtyshnikov, EE Zamarashkin, NL |
Toeplitz eigenvalues for Radon measures |
LINEAR ALGEBRA AND ITS APPLICATIONS |
2002 |
MAR 1 |
343 |
BP |
345 |
354 |
PG |
10 |
ISI:000173645700016 |
Chung, CF |
Sample means, sample autocovariances, and linear regression of stationary multivariate long memory processes |
ECONOMETRIC THEORY |
2002 |
FEB |
18 |
1 |
BP |
51 |
78 |
PG |
28 |
ISI:000173663100004 |
Penrose, MD Yukich, JE |
Central limit theorems for some graphs in computational geometry |
ANNALS OF APPLIED PROBABILITY |
2001 |
NOV |
11 |
4 |
BP |
1005 |
1041 |
PG |
37 |
ISI:000173622600001 |
Kogan, K Lou, SXC |
Optimal production control: analytical solution for the limit cycles |
IIE TRANSACTIONS |
2001 |
34 |
4 |
BP |
363 |
374 |
PG |
12 |
ISI:000172277900003 |
Chi, ZY |
Construction of stationary self-similar generalized fields by random wavelet expansion |
PROBABILITY THEORY AND RELATED FIELDS |
2001 |
OCT |
121 |
2 |
BP |
269 |
300 |
PG |
32 |
ISI:000172163500006 |
Kumar, S Kumar, PR |
Queueing network models in the design and analysis of semiconductor wafer fabs |
IEEE TRANSACTIONS ON ROBOTICS AND AUTOMATION |
2001 |
OCT |
17 |
5 |
BP |
548 |
561 |
PG |
14 |
ISI:000172076900002 |
Wang, QY Lin, YX Gulati, CM |
Asymptotics for moving average processes with dependent innovations |
STATISTICS & PROBABILITY LETTERS |
2001 |
OCT 15 |
54 |
4 |
BP |
347 |
356 |
PG |
10 |
ISI:000171389800002 |
Berman, O Perry, D |
Two control policies for stochastic EOQ-type models |
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES |
2001 |
15 |
4 |
BP |
445 |
463 |
PG |
19 |
ISI:000171119600002 |
Pommeret, D |
K terms recurrence relations and polynomial variance functions of the Kth degree |
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS |
2001 |
AUG 1 |
133 |
1-2 |
BP |
555 |
565 |
PG |
11 |
ISI:000170613700048 |
Veatch, MH |
Fluid analysis of arrival routing |
IEEE TRANSACTIONS ON AUTOMATIC CONTROL |
2001 |
AUG |
46 |
8 |
BP |
1254 |
1257 |
PG |
4 |
ISI:000170377300006 |
Boufoussi, B Lakhel, EH |
Weak convergence in Besov spaces to fractional Brownian motion |
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE |
2001 |
JUL 1 |
333 |
1 |
BP |
39 |
44 |
PG |
6 |
ISI:000170225300008 |
Bauerle, N |
Asymptotic optimality of tracking policies in stochastic networks |
ANNALS OF APPLIED PROBABILITY |
2000 |
NOV |
10 |
4 |
BP |
1065 |
1083 |
PG |
19 |
ISI:000167328500001 |
Bertsimas, D Paschalidis, IC |
Probabilistic service level guarantees in make-to-stock manufacturing systems |
OPERATIONS RESEARCH |
2001 |
JAN-FEB |
49 |
1 |
BP |
119 |
133 |
PG |
15 |
ISI:000167179600010 |
Harrison, JM |
Brownian models of open processing networks: Canonical representation of workload |
ANNALS OF APPLIED PROBABILITY |
2000 |
FEB |
10 |
1 |
BP |
75 |
103 |
PG |
29 |
ISI:000166779700002 |
Maglaras, C |
Discrete-review policies for scheduling stochastic networks: Trajectory tracking and fluid-scale asymptotic optimality |
ANNALS OF APPLIED PROBABILITY |
2000 |
AUG |
10 |
3 |
BP |
897 |
929 |
PG |
33 |
ISI:000166779900008 |
Koul, HL Surgailis, D |
Asymptotics of empirical processes of long memory moving averages with infinite variance |
STOCHASTIC PROCESSES AND THEIR APPLICATIONS |
2001 |
FEB |
91 |
2 |
BP |
309 |
336 |
PG |
28 |
ISI:000166512600006 |
Lieberman, O Rousseau, J Zucker, DM |
Valid edgeworth expansion for the sample autocorrelation function under long range dependence |
ECONOMETRIC THEORY |
2001 |
FEB |
17 |
1 |
BP |
257 |
275 |
PG |
19 |
ISI:000166464600009 |
Koul, HL Surgailis, D |
Second-order behavior of M-estimators in linear regression with long-memory errors |
JOURNAL OF STATISTICAL PLANNING AND INFERENCE |
2000 |
DEC 1 |
91 |
2 |
BP |
399 |
412 |
PG |
14 |
ISI:000166454200015 |
Bardina, X Jolis, M |
Weak convergence to the multiple Stratonovich integral |
STOCHASTIC PROCESSES AND THEIR APPLICATIONS |
2000 |
DEC |
90 |
2 |
BP |
277 |
300 |
PG |
24 |
ISI:000165372300006 |
Zenios, SA Fuloria, PC |
Managing the delivery of dialysis therapy: A multiclass fluid model analysis |
MANAGEMENT SCIENCE |
2000 |
OCT |
46 |
10 |
BP |
1317 |
1336 |
PG |
20 |
ISI:000165320400004 |
Kleiber, C |
Central limit theorem for squared MA infinity processes - Solution |
ECONOMETRIC THEORY |
2000 |
DEC |
16 |
6 |
BP |
1044 |
1044 |
PG |
1 |
ISI:000165354900009 |
Pipiras, V Taqqu, MS |
Convergence of weighted sums of random variables with long-range dependence |
STOCHASTIC PROCESSES AND THEIR APPLICATIONS |
2000 |
NOV |
90 |
1 |
BP |
157 |
174 |
PG |
18 |
ISI:000089965900009 |
Zenios, SAA Chertow, GM Wein, LM |
Dynamic allocation of kidneys to candidates on the transplant waiting list |
OPERATIONS RESEARCH |
2000 |
JUL-AUG |
48 |
4 |
BP |
549 |
569 |
PG |
21 |
ISI:000088906700005 |
Resnick, S Van den Berg, E |
Weak convergence of high-speed network traffic models |
JOURNAL OF APPLIED PROBABILITY |
2000 |
JUN |
37 |
2 |
BP |
575 |
597 |
PG |
23 |
ISI:000088940500023 |
Csorgo, S Mielniczuk, J |
The smoothing dichotomy in random-design regression with long-memory errors based on moving averages |
STATISTICA SINICA |
2000 |
JUL |
10 |
3 |
BP |
771 |
787 |
PG |
17 |
ISI:000088516900006 |
Bauerle, N Rieder, U |
Optimal control of single-server fluid networks |
QUEUEING SYSTEMS |
2000 |
35 |
1-4 |
BP |
185 |
200 |
PG |
16 |
ISI:000088345100010 |
Gajrat, A Hordijk, A |
Fluid approximation of a controlled multiclass tandem network |
QUEUEING SYSTEMS |
2000 |
35 |
1-4 |
BP |
349 |
380 |
PG |
32 |
ISI:000088345100017 |
Capizzano, SS |
Locally X matrices, spectral distributions, preconditioning, and applications |
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS |
2000 |
MAY 16 |
21 |
4 |
BP |
1354 |
1388 |
PG |
35 |
ISI:000087419000018 |
Surgailis, D |
Long-range dependence and Appell rank |
ANNALS OF PROBABILITY |
2000 |
JAN |
28 |
1 |
BP |
478 |
497 |
PG |
20 |
ISI:000087359100018 |
Prigent, JL |
Incomplete markets: Convergence of options values under the minimal martingale measure |
ADVANCES IN APPLIED PROBABILITY |
1999 |
DEC |
31 |
4 |
BP |
1058 |
1077 |
PG |
20 |
ISI:000086103700017 |
Rifi, M Utzet, F |
On the asymptotic behavior of weighted U-statistics |
JOURNAL OF THEORETICAL PROBABILITY |
2000 |
JAN |
13 |
1 |
BP |
141 |
167 |
PG |
27 |
ISI:000085915400007 |
Cortina-Borja, M Robinson, T |
Estimating the asymptotic constants of the total length of Euclidean minimal spanning trees with power-weighted edges |
STATISTICS & PROBABILITY LETTERS |
2000 |
APR 1 |
47 |
2 |
BP |
125 |
128 |
PG |
4 |
ISI:000085552500003 |
Chung, CF Hung, MW |
A general model for short-term interest rates |
APPLIED ECONOMICS |
2000 |
FEB 10 |
32 |
2 |
BP |
111 |
121 |
PG |
11 |
ISI:000084858700001 |
Penrose, MD |
Central limit theorems for k-nearest neighbour distances |
STOCHASTIC PROCESSES AND THEIR APPLICATIONS |
2000 |
FEB 1 |
85 |
2 |
BP |
295 |
320 |
PG |
26 |
ISI:000084640900009 |
Surgailis, D Vaiciulis, M |
Convergence of Appell polynomials of long range dependent moving averages in martingale differences |
ACTA APPLICANDAE MATHEMATICAE |
1999 |
SEP |
58 |
1-3 |
BP |
343 |
357 |
PG |
15 |
ISI:000083803900022 |
Knessl, C Tier, C |
Two tandem queues with general renewal input - II: Asymptotic expansions for the diffusion model |
SIAM JOURNAL ON APPLIED MATHEMATICS |
1999 |
OCT 28 |
59 |
6 |
BP |
1960 |
1997 |
PG |
38 |
ISI:000083607800002 |
Bertsimas, D Gamarnik, D |
Asymptotically optimal algorithms for job shop scheduling and packet routing |
JOURNAL OF ALGORITHMS |
1999 |
NOV |
33 |
2 |
BP |
296 |
318 |
PG |
23 |
ISI:000083514800007 |
Weiss, G |
An algorithm for minimum wait draining of two-station fluid re-entrant line |
ANNALS OF OPERATIONS RESEARCH |
1999 |
92 |
BP |
65 |
86 |
PG |
22 |
ISI:000083510900005 |
Dupuis, P Ramanan, K |
Convex duality and the Skorokhod Problem. I |
PROBABILITY THEORY AND RELATED FIELDS |
1999 |
OCT |
115 |
2 |
BP |
153 |
195 |
PG |
43 |
ISI:000083382100001 |
Hsing, T |
Nearest neighbor inverse regression |
ANNALS OF STATISTICS |
1999 |
APR |
27 |
2 |
BP |
697 |
731 |
PG |
35 |
ISI:000082687200013 |
McGivney, K Yukich, JE |
Asymptotics for Voronoi tessellations on random samples |
STOCHASTIC PROCESSES AND THEIR APPLICATIONS |
1999 |
OCT 1 |
83 |
2 |
BP |
273 |
288 |
PG |
16 |
ISI:000082390500002 |
S |
Diaz, J Petit, J Serna, M |
Random geometric problems on [0,1](2) |
RANDOMIZATION AND APPROXIMATION TECHNIQUES IN COMPUTER SCIENCE |
SE |
LECTURE NOTES IN COMPUTER SCIENCE |
1998 |
1518 |
BP |
294 |
306 |
PG |
13 |
ISI:000082116300023 |
Hero, AO Michel, OJJ |
Asymptotic theory of greedy approximations to minimal k-point random graphs |
IEEE TRANSACTIONS ON INFORMATION THEORY |
1999 |
SEP |
45 |
6 |
BP |
1921 |
1938 |
PG |
18 |
ISI:000082105500014 |
Giraitis, L Taqqu, MS |
Convergence of normalized quadratic forms |
JOURNAL OF STATISTICAL PLANNING AND INFERENCE |
1999 |
AUG 1 |
80 |
1-2 |
BP |
15 |
35 |
PG |
21 |
ISI:000081920200003 |
Giraitis, L Surgailis, D |
Central limit theorem for the empirical process of a linear sequence with long memory |
JOURNAL OF STATISTICAL PLANNING AND INFERENCE |
1999 |
AUG 1 |
80 |
1-2 |
BP |
81 |
93 |
PG |
13 |
ISI:000081920200006 |
Capizzano, SS Tilli, P |
Extreme singular values and eigenvalues of non-Hermitian block Toeplitz matrices |
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS |
1999 |
AUG 15 |
108 |
1-2 |
BP |
113 |
130 |
PG |
18 |
ISI:000081945900009 |
Kokoszka, PS Taqqu, MS |
Discrete time parametric models with long memory and infinite variance |
MATHEMATICAL AND COMPUTER MODELLING |
1999 |
MAY-JUN |
29 |
10-12 |
BP |
203 |
215 |
PG |
13 |
ISI:000081584500017 |
Capizzano, SS Possio, CT |
Spectral and structural analysis of high precision finite difference matrices for elliptic operators |
LINEAR ALGEBRA AND ITS APPLICATIONS |
1999 |
MAY 15 |
293 |
1-3 |
BP |
85 |
131 |
PG |
47 |
ISI:000081387100006 |
Giraitis, L Taqqu, MS |
Whittle estimator for finite-variance non-Gaussian time series with long memory |
ANNALS OF STATISTICS |
1999 |
FEB |
27 |
1 |
BP |
178 |
203 |
PG |
26 |
ISI:000081160100010 |
Tyrtyshnikov, EE Zamarashkin, NL |
Thin structure of eigenvalue clusters for non-Hermitian Toeplitz matrices |
LINEAR ALGEBRA AND ITS APPLICATIONS |
1999 |
MAY 1 |
292 |
1-3 |
BP |
297 |
310 |
PG |
14 |
ISI:000080992100018 |
Horvath, L Shao, QM |
Limit theorems for quadratic forms with applications to Whittle's estimate |
ANNALS OF APPLIED PROBABILITY |
1999 |
FEB |
9 |
1 |
BP |
146 |
187 |
PG |
42 |
ISI:000080974600007 |
Donnelly, P Kurtz, TG |
Particle representations for measure-valued population models |
ANNALS OF PROBABILITY |
1999 |
JAN |
27 |
1 |
BP |
166 |
205 |
PG |
40 |
ISI:000079725800006 |
Serra, S |
A Korovkin-type theory for finite Toeplitz operators via matrix algebras |
NUMERISCHE MATHEMATIK |
1999 |
MAR |
82 |
1 |
BP |
117 |
142 |
PG |
26 |
ISI:000079410300005 |
Koul, HL Surgailis, D |
Asymptotic expansion of M-estimators with long-memory errors |
ANNALS OF STATISTICS |
1997 |
APR |
25 |
2 |
BP |
818 |
850 |
PG |
33 |
ISI:000079134700017 |
Hitczenko, P Janson, S Yukich, JE |
On the variance of the random sphere of influence graph |
RANDOM STRUCTURES & ALGORITHMS |
1999 |
MAR |
14 |
2 |
BP |
139 |
152 |
PG |
14 |
ISI:000078618000002 |
Knessl, C Tier, C |
A ray approximation to a PDE that arises in the study of tandem queues |
STUDIES IN APPLIED MATHEMATICS |
1999 |
JAN |
102 |
1 |
BP |
87 |
120 |
PG |
34 |
ISI:000078379500004 |
Beveridge, A Frieze, A McDiarmid, C |
Random minimum length spanning trees in regular graphs |
COMBINATORICA |
1998 |
18 |
3 |
BP |
311 |
333 |
PG |
23 |
ISI:000078271800002 |
Paroux, K |
Some central limit theorems for poisson line processes in the plane |
ADVANCES IN APPLIED PROBABILITY |
1998 |
SEP |
30 |
3 |
BP |
640 |
656 |
PG |
17 |
ISI:000077141900004 |
Luo, XD Bertsimas, D |
A new algorithm for state-constrained separated continuous linear programs |
SIAM JOURNAL ON CONTROL AND OPTIMIZATION |
1998 |
OCT 7 |
37 |
1 |
BP |
177 |
210 |
PG |
34 |
ISI:000076327400001 |
Capizzano, SS |
An ergodic theorem for classes of preconditioned matrices |
LINEAR ALGEBRA AND ITS APPLICATIONS |
1998 |
OCT 1 |
282 |
1-3 |
BP |
161 |
183 |
PG |
23 |
ISI:000076304500010 |
Hubalek, F Schachermayer, W |
When does convergence of asset price processes imply convergence of option prices? |
MATHEMATICAL FINANCE |
1998 |
OCT |
8 |
4 |
BP |
385 |
403 |
PG |
19 |
ISI:000076120500004 |
Tilli, P |
Locally Toeplitz sequences: spectral properties and applications |
LINEAR ALGEBRA AND ITS APPLICATIONS |
1998 |
JUL 15 |
278 |
1-3 |
BP |
91 |
120 |
PG |
30 |
ISI:000075319400006 |
Ho, HC Hsing, T |
Limit theorems for functionals of moving averages |
ANNALS OF PROBABILITY |
1997 |
OCT |
25 |
4 |
BP |
1636 |
1669 |
PG |
34 |
ISI:000074004300004 |
Giraitis, L Taqqu, MS |
Central limit theorems for quadratic forms with time-domain conditions |
ANNALS OF PROBABILITY |
1998 |
JAN |
26 |
1 |
BP |
377 |
398 |
PG |
22 |
ISI:000073990300016 |
Giraitis, L Taqqu, MS Terrin, N |
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Limit theorems for bivariate Appell polynomials .1. Central limit theorems |
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Asymptotically optimal estimation in misspecified time series models |
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On the asymptotic expansion of the empirical process of long-memory moving averages |
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Giraitis, L Koul, HL Surgailis, D |
Asymptotic normality of regression estimators with long memory errors |
STATISTICS & PROBABILITY LETTERS |
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Methods for job configuration in semiconductor manufacturing |
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Long memory processes and fractional integration in econometrics |
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Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series |
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The achievable region method in the optimal control of queueing systems; Formulations, bounds and policies |
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A multivariate CLT for local dependence with n(-1/2) log n rate and applications to multivariate graph related statistics |
JOURNAL OF MULTIVARIATE ANALYSIS |
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A decomposition for some U-type statistics |
JOURNAL OF THEORETICAL PROBABILITY |
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Tyrtyshnikov, EE |
A unifying approach to some old and new theorems on distribution and clustering |
LINEAR ALGEBRA AND ITS APPLICATIONS |
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NOISE AND LEARNING IN SEMICONDUCTOR MANUFACTURING |
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THE IMPACT OF PROCESS NOISE ON VLSI PROCESS IMPROVEMENT |
IEEE TRANSACTIONS ON SEMICONDUCTOR MANUFACTURING |
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TYRTYSHNIKOV, EE |
CIRCULANT PRECONDITIONERS WITH UNBOUNDED INVERSES |
LINEAR ALGEBRA AND ITS APPLICATIONS |
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LIMIT BEHAVIOR OF QUADRATIC-FORMS OF MOVING AVERAGES AND STATISTICAL SOLUTIONS OF THE BURGERS-EQUATION |
JOURNAL OF MULTIVARIATE ANALYSIS |
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Tyrtyshnikov, EE Zamarashkin, NL |
Spectra of multilevel Toeplitz matrices: Advanced theory via simple matrix relationships |
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ON TOEPLITZ TYPE QUADRATIC FUNCTIONALS OF STATIONARY GAUSSIAN-PROCESSES |
PROBABILITY THEORY AND RELATED FIELDS |
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ASYMPTOTIC NORMALITY OF SOME HERMITIAN-FORMS WITH COMPLEX NOISY DATA |
IEEE TRANSACTIONS ON INFORMATION THEORY |
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TYRTYSHNIKOV, EE |
INFLUENCE OF MATRIX OPERATIONS ON THE DISTRIBUTION OF EIGENVALUES AND SINGULAR-VALUES OF TOEPLITZ MATRICES |
LINEAR ALGEBRA AND ITS APPLICATIONS |
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DABROWSKI, AR JAKUBOWSKI, A |
STABLE LIMITS FOR ASSOCIATED RANDOM-VARIABLES |
ANNALS OF PROBABILITY |
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KIEFFER, JC |
A SURVEY OF THE THEORY OF SOURCE-CODING WITH A FIDELITY-CRITERION |
IEEE TRANSACTIONS ON INFORMATION THEORY |
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TYRTYSHNIKOV, EE |
NEW THEOREMS ON THE EIGEN AND SINGULAR-VALUE DISTRIBUTION FOR MULTILEVEL TOEPLITZ MATRICES |
DOKLADY AKADEMII NAUK |
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ISI:A1993MU07000008 |
STEELE, JM |
PROBABILITY AND PROBLEMS IN EUCLIDEAN COMBINATORIAL OPTIMIZATION |
STATISTICAL SCIENCE |
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RHEE, WT |
ON THE STOCHASTIC EUCLIDEAN TRAVELING SALESPERSON PROBLEM FOR DISTRIBUTIONS WITH UNBOUNDED SUPPORT |
MATHEMATICS OF OPERATIONS RESEARCH |
1993 |
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MEMIN, J SLOMINSKI, L |
UT CONDITION AND DISTRIBUTION STABILITY OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL-EQUATIONS |
LECTURE NOTES IN MATHEMATICS |
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ALBIN, SL FRIEDMAN, DJ |
OFF-LINE QUALITY-CONTROL IN ELECTRONICS ASSEMBLY - IDENTIFYING THE CRITICAL PROBLEM |
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UZSOY, R LEE, CY MARTINVEGA, LA |
A REVIEW OF PRODUCTION PLANNING AND SCHEDULING MODELS IN THE SEMICONDUCTOR INDUSTRY .1. SYSTEM CHARACTERISTICS, PERFORMANCE EVALUATION AND PRODUCTION PLANNING |
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HALL, P |
CONVERGENCE-RATES IN THE CENTRAL-LIMIT-THEOREM FOR MEANS OF AUTOREGRESSIVE AND MOVING AVERAGE SEQUENCES |
STOCHASTIC PROCESSES AND THEIR APPLICATIONS |
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HESSE, CH |
ON ASYMPTOTICS OF THE SAMPLE DISTRIBUTION FOR A CLASS OF LINEAR PROCESS MODELS IN ECONOMICS |
ECONOMETRIC THEORY |
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PHILLIPS, PCB SOLO, V |
ASYMPTOTICS FOR LINEAR-PROCESSES |
ANNALS OF STATISTICS |
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RHEE, WST |
ON THE TRAVELING SALESPERSON PROBLEM IN MANY DIMENSIONS |
RANDOM STRUCTURES & ALGORITHMS |
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ALDOUS, D STEELE, JM |
ASYMPTOTICS FOR EUCLIDEAN MINIMAL SPANNING-TREES ON RANDOM POINTS |
PROBABILITY THEORY AND RELATED FIELDS |
1992 |
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AVRAM, F |
GENERALIZED SZEGO THEOREMS AND ASYMPTOTICS OF CUMULANTS BY GRAPHICAL METHODS |
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY |
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AVRAM, F FOX, R |
CENTRAL LIMIT-THEOREMS FOR SUMS OF WICK PRODUCTS OF STATIONARY-SEQUENCES |
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY |
1992 |
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AVRAM, F TAQQU, MS |
WEAK-CONVERGENCE OF SUMS OF MOVING AVERAGES IN THE ALPHA-STABLE DOMAIN OF ATTRACTION |
ANNALS OF PROBABILITY |
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TYRTYSHNIKOV, EE |
SINGULAR-VALUES OF CAUCHY-TOEPLITZ MATRICES |
LINEAR ALGEBRA AND ITS APPLICATIONS |
1992 |
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YE, ZX BERGER, T |
A NEW METHOD TO ESTIMATE THE CRITICAL DISTORTION OF RANDOM-FIELDS |
IEEE TRANSACTIONS ON INFORMATION THEORY |
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DOUKHAN, P LEON, JR |
SPECTRAL ESTIMATION FOR STRONGLY DEPENDENT STATIONARY GAUSSIAN-PROCESSES |
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE |
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TERRIN, N TAQQU, MS |
CONVERGENCE IN DISTRIBUTION OF SUMS OF BIVARIATE APPELL POLYNOMIALS WITH LONG-RANGE DEPENDENCE |
PROBABILITY THEORY AND RELATED FIELDS |
1991 |
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KURTZ, TG PROTTER, P |
WEAK LIMIT-THEOREMS FOR STOCHASTIC INTEGRALS AND STOCHASTIC DIFFERENTIAL-EQUATIONS |
ANNALS OF PROBABILITY |
1991 |
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KNIGHT, K |
LIMIT THEORY FOR M-ESTIMATES IN AN INTEGRATED INFINITE VARIANCE PROCESS |
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1991 |
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BOUAZIZ, M |
INTEGRAL-REPRESENTATION OF THE TRACE OF A PRODUCT OF FINITE TOEPLITZ MATRICES AND APPLICATIONS |
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE |
1991 |
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GILL, RD JOHANSEN, S |
A SURVEY OF PRODUCT-INTEGRATION WITH A VIEW TOWARD APPLICATION IN SURVIVAL ANALYSIS |
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GIRAITIS, L SURGAILIS, D |
A CENTRAL-LIMIT-THEOREM FOR QUADRATIC-FORMS IN STRONGLY DEPENDENT LINEAR VARIABLES AND ITS APPLICATION TO ASYMPTOTICAL NORMALITY OF WHITTLES ESTIMATE |
PROBABILITY THEORY AND RELATED FIELDS |
1990 |
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BERGER, T YE, ZX |
EPSILON-ENTROPY AND CRITICAL DISTORTION OF RANDOM-FIELDS |
IEEE TRANSACTIONS ON INFORMATION THEORY |
1990 |
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EF |