Global identifiability of linear structural equation models
The Annals of Statistics
2011
39
2
Mar
865-886
Robust graphical modeling of gene networks using classical and alternative t-distributions
The Annals of Applied Statistics
2011
5
2A
Jul
1057-1080
Corrigendum to Baltrunas, Daley and Klüppelberg: Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
Stochastic Processes and their Applications
2011
121
9
2186–2187
Blath, J., Imkeller, P. and Roelly, S. (Eds)
The COGARCH: a review, with news on option pricing and statistical inference
29-58
Surveys in Stochastic Processes. Proc. of the 33rd SPA Conference in Berlin
EMS Series of Congress Reports, EMS Publishing House
2011
A Bayesian analysis of market information linkages among NAFTA countries using a multivariate stochastic volatility model
Journal of Economics and Finance
2011
35
2
123-148
On the Markov transition kernels for first-passage percolation on the ladder
J. Appl. Probab.
2011
48
2
On the ruin probability of the generalised Ornstein-Uhlenbeck process in the Cramér case
Journal of Applied Probability
2011
48A
Jan
15-28
Parametric estimation of a bivariate stable Lévy process
Journal of Multivariate Analysis
2011
102
5
918–930
Statistical models and methods for dependence in insurance data
Journal of the Korean Statistical Society
2011
40
2
125-139