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Browsing by Author Rachev, S. T.

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PreviewIssue DateTitleAuthor(s)
Mar-2004Asymptotic Distribution of Unbiased Linear Estimators in the Presence of Heavy-tailed Stochastic Regressors and ResidualsKurz-Kim, J.-R.; Rachev, S. T.; Samorodnitsky, G.
Aug-1999The Distribution of Test Statistics for Outlier Detection in Heavy-tailed SamplesMittnik, S.; Rachev, S. T.; Samorodnitsky, G.
May-1990Distributions arising in the modelling of environmental processesSamorodnitsky, G.; Rachev, S. T.
Jul-1992Geometric Stable Distributions in Banach SpacesRachev, S. T.; Samorodnitsky, G.
Oct-1991Option pricing formulae for speculative prices modelled by subordinated stochastic processesRachev, S. T.; Samorodnitsky, G.
Oct-1998Testing for structural breaks in time series regressions with heavy-tailed disturbancesMittnik, S.; Rachev, S. T.; Samorodnitsky, G.
Showing results 1 to 6 of 6


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