A series expansion of fractional Brownian motion von DZHAPARIDZE, Kacha, VAN ZANTEN, Harry

Volltext

Krein's Spectral Theory and the Paley-Wiener Expansion for Fractional Brownian Motion von Dzhaparidze, Kacha, van Zanten, Harry

Volltext

Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series von Dzhaparidze, K, Kotz, Samuel

Volltext

Optimality of an explicit series expansion of the fractional Brownian sheet von Dzhaparidze, Kacha, Zanten, Harry van

Volltext

Representations of fractional Brownian motion using vibrating strings von Dzhaparidze, Kacha, van Zanten, Harry, Zareba, Pawel

Volltext

Representations of isotropic Gaussian random fields with homogeneous increments von Dzhaparidze, Kacha, van Zanten, Harry, Zareba, Pawel

Volltext

On interpolation series related to the abel-goncharov problem von Dzhaparidze, Kacha

Volltext

Information Processes for Semimartingale Experiments von Dzhaparidze, Kacha, Spreij, Peter, Valkeila, Esko

Volltext

Spectral characterization of the optional quadratic variation process von Dzhaparidze, Kacha, Spreij, Peter

Volltext

Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion von Dzhaparidze, Kacha, van Zanten, Harry

Volltext bestellen

A Large Deviation Result for Parameter Estimators and its Application to Nonlinear Regression Analysis von Sieders, Arthur, Dzhaparidze, Kacha

Volltext

On correlation calculus for multivariate martingales von Dzhaparidze, Kacha, Spreij, Peter

Volltext

Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion von Kacha Dzhaparidze, Harry van Zanten

Volltext

On optimality of regular projective estimators for semimartingale models, part ii: asymptotically linear estimators von Dzhaparidze, Kacha, Spreij, Peter

Volltext

On optimality of regular projective estimators for semimartingale models III:one step improvements von Dzhaparidze, Kacha, Spreij, Peter

Volltext

On optimality of regular projective estimators in semimartingale models von Dzhaparidze, Kacha, Spreij, Peter

Volltext

The strong law of large numbers for martingales with deterministic quadratic variation von Dzhaparidze, Kacha, Spreij, Peter

Volltext