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eCommons@Cornell >
Browsing by Author Rachev, S. T.
Showing results 1 to 6 of 6
| Preview | Issue Date | Title | Author(s) | | Mar-2004 | Asymptotic Distribution of Unbiased Linear Estimators in the Presence of Heavy-tailed Stochastic Regressors and Residuals | Kurz-Kim, J.-R.; Rachev, S. T.; Samorodnitsky, G. |
| Aug-1999 | The Distribution of Test Statistics for Outlier Detection in Heavy-tailed Samples | Mittnik, S.; Rachev, S. T.; Samorodnitsky, G. |
| May-1990 | Distributions arising in the modelling of environmental processes | Samorodnitsky, G.; Rachev, S. T. |
| Jul-1992 | Geometric Stable Distributions in Banach Spaces | Rachev, S. T.; Samorodnitsky, G. |
| Oct-1991 | Option pricing formulae for speculative prices modelled by subordinated stochastic processes | Rachev, S. T.; Samorodnitsky, G. |
| Oct-1998 | Testing for structural breaks in time series regressions with heavy-tailed disturbances | Mittnik, S.; Rachev, S. T.; Samorodnitsky, G. |
Showing results 1 to 6 of 6
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