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51篇 您的检索式:作者名="Leipus"
    题名 作者 年代 出处 被引量
1Change-point in the mean of dependent observations显示文摘Kokoszka P Leipus R 1998Journal of Statistics and Probability Letters1998,40,9:1
2Random Coefficient Autoregression, Regime Switching and Long Memory 显示文摘Leipus R Surgailis D 2003Advances in Applied Probability2003,35,3:1
3Tail behavior of random sums under consistent variation with applications to the compound renewal risk model显示文摘Aldona Ale?kevi?ien? Remigijus Leipus Jonas ?iaulys 2008Extremes2008,,3:1
4Testing for parameter changes in ARCH models显示文摘Kokoszka P Leipus R 1999Liet Matem Rink1999,39,3:1
5Rescaled Variance a Related Tests for Long Memory in Volatility and Levels显示文摘Giraitis L Kokoszka P Leipus R 2003Journal of Econometrics2003,112,:1
6Rescaled variance and related tests for long memory in volatility and levels显示文摘Liudas Giraitis Piotr Kokoszka Remigijus Leipus GillesTeyssiere 2003Journal of Econometrics2003,,112:1
7Testing for parameter changes in ARCH models显示文摘Kokoszka P Leipus R 1999Liet Matem Rink1999,39,3:1
8Asymptotic of the finite-time ruin probability under subexponential claim sizes 显示文摘Leipus R Siaulys J 2007Math- ematics and Economics2007,40,:1
9Change-point estimation in ARCH models显示文摘Kokoszka P Leipus R 2000Bernoulli2000,6,3:1
10Asymptotic behaviour of the finitetime ruin probability under subexponential claim sizes显示文摘Leipus R Siaulys J 2007lnsuranee: Mathematics and Economics2007,40,:1
11Asymptotic behaviour of the finitetime ruin probability in the renewal risk models 显示文摘Leipus R Siaulys J 2009Applied Stochastic Models in Business and Industry2009,25,:1
12Rescaled variance andrelated tests for long memory in volatility and levels显示文摘Giraitis L Kokoszka P Leipus R 2003Jour-nal of Econometrics2003,112,2:1
13Change-point estimation in ARCH models显示文摘Piotr Kokoszka Remigijus Leipus 2000Bernoulli2000,6,3:1
14Tail behavior of random sums under consistent variation with applications to the compound renewal risk model显示文摘Aldona Ale?kevi?ien? Remigijus Leipus Jonas ?iaulys 2008Extremes2008,,3:1
15Asymptotic behavior of the finite time ruin probability under subexponential claim sizes 显示文摘Leipus R Siaulys J 2007Insurance : Math Econom2007,40,:1
16Change point estimation in ARCH models显示文摘Kokoszka P Leipus R 2000Bernoulli2000,6,3:1
17The change-poinl problem tor dependent observations显示文摘Giraitis L Leipus R Surgailis D 1996J Statist Plann Inference1996,53,:1
18Reacaled rariance and related tests for long memory in volatility and levels显示文摘Giraitis L Kokoszka P Leipus R 2003Journal of Econometrics2003,112,2:1
19Change point in the mean of dependent observations显示文摘Kokoszka P Leipus R 1998Statistics and Probability Letters1998,40,:1
20Change-point estimation in ARCH models显示文摘Kokoszka P Leipus R 2000Bernulli2000,6,:1
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