Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Häusler, Erich"'
Autor:
Häusler, Erich, Luschgy, Harald
We establish several features of the stationary solution of purely explosive autoregressions of order d based on nonstandard initial values.
Externí odkaz:
http://arxiv.org/abs/2411.04603
Autor:
Häusler, Erich, Luschgy, Harald
We provide a systematic approach to stable central limit theorems for d-dimensional martingale difference arrays and martingale difference sequences. The conditions imposed are straightforward extensions of the univariate case.
Externí odkaz:
http://arxiv.org/abs/2407.18633
Publikováno v:
Bernoulli, 2000 Jun 01. 6(3), 541-570.
Externí odkaz:
https://www.jstor.org/stable/3318674
Autor:
Haeusler, Erich, Mason, David M.
Publikováno v:
Scandinavian Journal of Statistics, 1999 Jun 01. 26(2), 281-295.
Externí odkaz:
https://www.jstor.org/stable/4616556
Autor:
Haeusler, Erich, Segers, Johan
Publikováno v:
Bernoulli, 2007 Feb 01. 13(1), 175-194.
Externí odkaz:
https://www.jstor.org/stable/25464870
Autor:
Haeusler, Erich
Publikováno v:
The Annals of Probability, 1993 Apr 01. 21(2), 831-860.
Externí odkaz:
https://www.jstor.org/stable/2244678
Publikováno v:
The Annals of Probability, 1991 Apr 01. 19(2), 783-811.
Externí odkaz:
https://www.jstor.org/stable/2244373
Autor:
Haeusler, Erich, Joos, Konrad
Publikováno v:
The Annals of Probability, 1988 Oct 01. 16(4), 1699-1720.
Externí odkaz:
https://www.jstor.org/stable/2243987
Autor:
Haeusler, Erich
Publikováno v:
The Annals of Probability, 1988 Jan 01. 16(1), 275-299.
Externí odkaz:
https://www.jstor.org/stable/2243901