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3 Publications
2025 | Journal Article | LibreCat-ID: 61540
Brownian motion conditioned to spend limited time outside a bounded interval – an extreme example of entropic repulsion
F. Aurzada, M. Kolb, D.T. Schickentanz, Bernoulli 31 (2025).
LibreCat
| DOI
F. Aurzada, M. Kolb, D.T. Schickentanz, Bernoulli 31 (2025).
2007 | Journal Article | LibreCat-ID: 3470
Local Polynomial Estimation with a FARIMA-GARCH Error Process
J. Beran, Y. Feng, Bernoulli 7 (2007).
LibreCat
| DOI
J. Beran, Y. Feng, Bernoulli 7 (2007).
2007 | Journal Article | LibreCat-ID: 4624
Local Polynomial Estimation with a FARIMA-GARCH Error Process
J. Beran, Y. Feng, Bernoulli 7 (2007).
LibreCat
| DOI
J. Beran, Y. Feng, Bernoulli 7 (2007).