Forward interest rate curves in discrete time settings driven by random fields von Gáll, J., Pap, G., van Zuijlen, M.C.A.

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Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets von Baran, S., Pap, G., van Zuijlen, M.C.A.

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Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets von Arató, M., Pap, G., van Zuijlen, M.C.A.

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Asymptotic properties of nearly unstable multivariate AR processes von Pap, G., Van Zuijlen, M.C.A.

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The stringer bound in case of uniform taintings von Pap, G., van Zuijlen, M.C.A.

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The Limiting Density of Unit Root Test Statistics: A Unifying Technique von Gonen, Mithat, Puri, Madan L., Ruymgaart, Frits H., Van Zuijlen, Martien C. A.

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Asymptotic normality of linear combinations of functions of order statistics in the non-I.I.D. case von Ruymgaart, F.H, Van Zuijlen, M.C.A

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Facts, phantasies, and a new proposal concerning the stringer bound von de Jager, N.G., Pap, G., van Zuijlen, M.C.A.

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Parameter estimation for nearly nonstationary AR(1) processes von Dzhaparidze, K., Kormos, J., van der Meer, T., van Zuijlen, M.C.A.

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Empirical U-statistics processes von Ruymgaart, F.H., van Zuijlen, M.C.A.

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The empirical distribution function and strong laws for functions of order statistics of uniform spacings von Beirlant, Jan, van Zuijlen, M.C.A

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Upper and lower bounds for dirichlet distrisutions in terms of the univariate marginal beta distributions von Beirlant, J., van Zuijlen, M.C.A.

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