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Browsing by Author Samorodnitsky, G.
Showing results 38 to 57 of 89
| Preview | Issue Date | Title | Author(s) | | Dec-2001 | Log-normal Durations Can Give Long Range Dependence | Hannig, J.; Marron, J. S.; Samorodnitsky, G.; Smith, F. D. |
| Aug-2007 | Long Range Dependence | Samorodnitsky, G. |
| Oct-2002 | Long Range Dependence, Heavy Tails and Rare Events | Samorodnitsky, G. |
| Sep-2001 | Long range dependence in heavy tailed stochastic processes | Racheva-Iotova, B.; Samorodnitsky, G. |
| May-2000 | Long strange segments in a long range dependent moving average | Rachev, S.; Samorodnitsky, G. |
| Oct-1999 | Long strange segments of a stochastic process and long range dependence | Mansfield, P.; Rachev, S.; Samorodnitsky, G. |
| Jan-1996 | Lower Tails of Self-Similar Stable Processes | Samorodnitsky, G. |
| Nov-2006 | Maharam Extension for Nonsingular Group Actions | Roy, P.; Samorodnitsky, G. |
| Nov-2003 | Maxima of continuous time stationary stable processes | Samorodnitsky, G. |
| Oct-1997 | The maximum of the periodogram for a heavy-tailed sequence | Mikosch, T.; Resnick, S.; Samorodnitsky, G. |
| Jun-2003 | Modeling and Analysis of Uncertain Time-Critical Tasking Problems (UTCTP) | Gaver, D.; Jacobs, P.; Samorodnitsky, G. |
| Sep-2005 | Modeling Teletraffic Arrivals by a Poisson Cluster Process | Fay, G.; Gonzalez-Arevalo, B.; Mikosch, T.; Samorodnitsky, G. |
| Jul-2000 | Multivariate extremes, aggregation and risk estimation | Hauksson, H. A.; Dacorogna, M.; Domenig, T.; Muller, U.; Samorodnitsky, G. |
| Feb-2004 | Null Flows, Positive Flows and the Structure of Stationary Symmetric Stable Processes | Samorodnitsky, G. |
| Jul-2002 | On Overload in a Storage Model, with a Self-Similar and Infinitely Divisible Input | Albin, J. M. P.; Samorodnitsky, G. |
| Jul-1996 | Optimal and Heuristic (s,S) Inventory Policies for Levy Demand Processes | Roundy, R.; Samorodnitsky, G. |
| Oct-1991 | Option pricing formulae for speculative prices modelled by subordinated stochastic processes | Rachev, S. T.; Samorodnitsky, G. |
| Aug-1996 | Patterns of Buffer Overflow in a Class of Queues with Long Memory in the Input Stream | Heath, D.; Resnick, S.; Samorodnitsky, G. |
| Nov-2003 | Point processes associated with stationary stable processes | Resnick, S.; Samorodnitsky, G. |
| Mar-1993 | Possible Sample Paths of Self-Similar a-Stable Processes | Samorodnitsky, G. |
Showing results 38 to 57 of 89
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