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内部出版物
Springer电子图书(1)
在“
Elsevier电子期刊
”中,
命中:
4
条,耗时:小于0.01 秒
在所有数据库中总计命中:
1
条
1.
On the Hougaard subordinated Gaussian Lévy processes
作者:
Bronius
Grigelionis
;
a
;
bronius
grig@gmail.com"" rel=""nofollow
;
rpd@ktl.mii.lt"" rel=""nofollow
关键词:
Gaussian Lé
;
vy process
;
Hougaard process
;
Ornstein–
;
Uhlenbeck type process
;
Self-decomposability
;
Subordination
刊名:Statistics and Probability Letters
出版年:2011
2.
On Pólya mixtures of multivariate Gaussian distributions
作者:
Bronius
Grigelionis
刊名:Statistics and Probability Letters
出版年:2008
3.
On point measures of
?
-upcrossings for stationary diffusions
作者:
Grigelionis
;
Bronius
关键词:
Ergodic diffusion process
;
H
-diffusions
;
Extreme value theory
;
Point measures of
?
-upcrossings
;
Poisson point measure
刊名:Statistics and Probability Letters
出版年:2003
4.
The finiteness of moments of a stochastic exponential
作者:
Grigelionis
;
Bronius
;
Mackevicius
;
Vigirdas
关键词:
60G44
;
60H05
;
Stochastic exponential
;
Girsanov theorem
刊名:Statistics and Probability Letters
出版年:2003
1
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