Free Access
Issue |
ESAIM: PS
Volume 11, February 2007
Special Issue: "Stochastic analysis and mathematical finance" in honor of Nicole El Karoui's 60th birthday
|
|
---|---|---|
Page(s) | 161 - 172 | |
DOI | https://doi.org/10.1051/ps:2007011 | |
Published online | 31 March 2007 |
- J-M. Azaïs and M. Wschebor, Almost sure oscillation of certain random processes. Bernoulli 2 (1996) 257–270. [CrossRef] [MathSciNet] [Google Scholar]
- J. Bertoin, Lévy processes. Cambridge University Press (1998). [Google Scholar]
- N.J. Bingham, C.M. Goldie and J.L. Teugels, Regular variation. Cambridge University Press (1987). [Google Scholar]
- M. Csörgö, J.L. Gastwirth and R. Zitikis, Asymptotic confidence bands for the Lorenz and Bonferroni curves based on the empirical Lorenz curve. J. Statistical Planning and Inference 74 (1998) 65–91. [Google Scholar]
- M. Csörgö and R. Zitikis, On confidence bands for the Lorenz and Goldie curves, in Advances in the theory and practice of statistics. Wiley, New York (1997) 261–281. [Google Scholar]
- M. Csörgö and R. Zitikis, On the rate of strong consistency of Lorenz curves. Statist. Probab. Lett. 34 (1997) 113–121. [CrossRef] [MathSciNet] [Google Scholar]
- M. Csörgö and R. Zitikis, Strassen's LIL for the Lorenz curve. J. Multivariate Anal. 59 (1996) 1–12. [CrossRef] [MathSciNet] [Google Scholar]
- Y. Davydov, Convex rearrangements of stable processes. J. Math. Sci. 92 (1998) 4010–4016. [CrossRef] [MathSciNet] [Google Scholar]
- Y. Davydov and V. Egorov, Functional limit theorems for induced order statistics. Math. Methods Stat. 9 (2000) 297–313. [Google Scholar]
- Y. Davydov, D. Khoshnevisan, Zh. Shi and R. Zitikis, Convex Rearrangements, Generalized Lorenz Curves, and Correlated Gaussian Data. J. Statistical Planning and Inference 137 (2006) 915–934. [CrossRef] [Google Scholar]
- Y. Davydov and E. Thilly, Convex rearrangements of Gaussian processes. Theory Probab. Appl. 47 (2002) 219–235. [CrossRef] [Google Scholar]
- Y. Davydov and E. Thilly, Convex rearrangements of smoothed random processes, in Limit theorems in probability and statistics. Fourth Hungarian colloquium on limit theorems in probability and statistics, Balatonlelle, Hungary, June 28–July 2, 1999. Vol I. I. Berkes et al., Eds. Janos Bolyai Mathematical Society, Budapest (2002) 521–552. [Google Scholar]
- Y. Davydov and A.M. Vershik, Réarrangements convexes des marches aléatoires. Ann. Inst. Henri Poincaré, Probab. Stat. 34 (1998) 73–95. [Google Scholar]
- Y. Davydov and R. Zitikis, Generalized Lorenz curves and convexifications of stochastic processes. J. Appl. Probab. 40 (2003) 906–925. [CrossRef] [MathSciNet] [Google Scholar]
- Y. Davydov and R. Zitikis, Convex rearrangements of random elements, in Asymptotic Methods in Stochastics. American Mathematical Society, Providence, RI (2004) 141–171. [Google Scholar]
- R.A. Doney and R.A. Maller, Stability and attraction to normality for Lévy processes at zero and at infinity. J. Theor. Probab. 15 (2002) 751–792. [CrossRef] [Google Scholar]
- W. Feller, An introduction to probability theory and its applications, Vol. I and II. John Wiley and Sons Ed. (1968). [Google Scholar]
- I.I. Gihman and A.V. Skorohod, Introduction to the theory of random processes. W. B. Saunders Co., Philadelphia, PA (1969). [Google Scholar]
- W. Linde, Probability in Banach Spaces – Stable and Infinitely Divisible Distributions. Wiley, Chichester (1986). [Google Scholar]
- A. Philippe and E. Thilly, Identification of locally self-similar Gaussian process by using convex rearrangements. Methodol. Comput. Appl. Probab. 4 (2002) 195–209. [CrossRef] [MathSciNet] [Google Scholar]
- B. Ramachandran, On characteristic functions and moments. Sankhya 31 Series A (1969) 1–12. [Google Scholar]
- M. Wschebor, Almost sure weak convergence of the increments of Lévy processes. Stochastic Proc. App. 55 (1995) 253–270. [CrossRef] [Google Scholar]
- M. Wschebor, Smoothing and occupation measures of stochastic processes. Ann. Fac. Sci. Toulouse, Math 15 (2006) 125–156. [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.