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Showing 1-6 of 6 results

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Long strange segments of a stochastic process

Mansfield, Peter, Rachev, Svetlozar T., and Samorodnitsky, Gennady
The Annals of Applied Probability Volume 11, Number 3 (August 2001), 878-921.

Journal article

Cointegrated processes with infinite variance innovations

Paulauskas, Vygantas and Rachev, Svetlozar T.
The Annals of Applied Probability Volume 8, Number 3 (August 1998), 775-792.

Journal article

Discretization for stochastic differential equations, $L\sp p$ Wasserstein metrics, and econometrical models

Gelbrich, Matthias and Rachev, Svetlozar T.
From: Ludger Rüschendorf, Berthold Schweizer, and Michael D. Taylor, eds. Distributions with fixed marginals and related topics: (Hayward, CA: Institute of Mathematical Statistics, 1996)

Book chapter

Dependence of stable random variables

Lee, Mei Ling Ting, Rachev, Svetlozar T., and Samorodnitsky, Gennady
From: Moshe Shaked and Y. L. Tong, eds. Stochastic inequalities: Papers from the AMS-IMS-SIAM Joint Summer Research Conference held in Seattle, Washington, July 1991 (Hayward, CA: Institute of Mathematical Statistics, 1992)

Book chapter

Association of Stable Random Variables

Lee, Mei-Ling Ting, Rachev, Svetlozar T., and Samorodnitsky, Gennady
The Annals of Probability Volume 18, Number 4 (October, 1990), 1759-1764.

Journal article

An Ideal Metric and the Rate of Convergence to a Self-Similar Process

Maejima, Makoto and Rachev, Svetlozar T.
The Annals of Probability Volume 15, Number 2 (April, 1987), 708-727.

Journal article
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