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2002
Mark Large deviations and fast simulation in the presence of boundaries
Asmussen, Sören ^LU ; Fuckerieder, P ; Jobmann, M and Schwefel, HP (2002) In Stochastic Processes and their Applications 102(1). p.1-23
- Contribution to journal › Article
2001
Mark On the simulation of iterated Itô integrals
Wiktorsson, Magnus ^LU and Rydén, Tobias ^LU (2001) In Stochastic Processes and their Applications 91(1). p.151-168
- Contribution to journal › Article
1989
Mark Recursive estimators for stationary strong mixing processes - a representation theorem and asymptotic distributions
Englund, Jan-Eric ; Holst, Ulla ^LU and Ruppert, David (1989) In Stochastic Processes and their Applications 31(2). p.203-222
- Contribution to journal › Article
1984
Mark Extremal ranks and transformation of variables for extremes of functions of multivariate Gaussian processes
Lindgren, Georg ^LU (1984) In Stochastic Processes and their Applications 17(2). p.285-312
- Contribution to journal › Article
Mark Convergence of a recursive robust algorithm with strongly regular observations
Holst, Ulla ^LU (1984) In Stochastic Processes and their Applications 16(3). p.305-320
- Contribution to journal › Article
1978
Mark Conditions for the convergence in distribution of stationary normal processes
Leadbetter, M. Ross ; Lindgren, Georg ^LU and Rootzén, Holger (1978) In Stochastic Processes and their Applications 8(2). p.131-139
- Contribution to journal › Article
1977
Mark Functional limits of empirical distributions in crossing theory
Lindgren, Georg ^LU (1977) In Stochastic Processes and their Applications 5(2). p.143-149
- Contribution to journal › Article
1973
Mark Discrete wave-analysis of continuous stochastic processes
Lindgren, Georg ^LU (1973) In Stochastic Processes and their Applications 1(1). p.83-105
- Contribution to journal › Article

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